Quaternion VAR Modelling and Estimation

Autor:	Andrew T. Walden, P. Ginzberg
Rok vydání:	2013
Předmět:	Mathematical optimization Simple (abstract algebra) Covariance matrix Non-linear least squares Signal Processing Applied mathematics Generalized least squares Electrical and Electronic Engineering Total least squares Quaternion Least squares Mathematics Vector autoregression
Zdroj:	IEEE Transactions on Signal Processing. 61:154-158
ISSN:	1941-0476 1053-587X
DOI:	10.1109/tsp.2012.2226170
Popis:	Quaternion vector autoregression (VAR) modeling is a natural extension of real and complex VAR. We demonstrate how a quaternion VAR can be treated as a special case of structured real VAR. We show that generalized least squares and (under Gaussianity) maximum likelihood estimation of the parameters reduces to simple least squares estimation if the innovations are quaternion proper.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::749f7079e733c5363a31270b36d233f2 https://doi.org/10.1109/tsp.2012.2226170 Zobrazit plný text záznamu