Diagonalisation of covariance matrices in quaternion widely linear signal processing
share
Recent developments in quaternion-valued widely linear processing have illustrated that the exploitation of complete second-order statistics requires consideration of both the covariance and complementary covariance matrices. Such matrices have a tremendous amount of structure, and their decomposition is a powerful tool in a variety of applications, however, this has proven rather difficult, owing to the non-commutative nature of the quaternion product. To this end, we introduce novel techniques for a simultaneous decomposition of the covariance and complementary covariance matrices in the quaternion domain, whereby the quaternion version of the Takagi factorisation is explored to diagonalise symmetric quaternion-valued matrices. This gives new insight into the quaternion uncorrelating transform (QUT) and forms a basis for the proposed quaternion approximate uncorrelating transform (QAUT) which simultaneously diagonalises all four covariance matrices associated with improper quaternion signals. The effectiveness of the proposed uncorrelating transforms is validated by simulations on synthetic and real-world quaternion-valued signals.
READ FULL TEXT