A Joint Particle Filter for Quaternion-Valued Alpha-Stable Signals via the Characteristic Function. / Talebi, Sayed Pouria ; Werner, Stefan; Xia, Yili; Cheong Took, Clive; Mandic, Danilo.

2022.

Research output: Contribution to conferencePaperpeer-review

Forthcoming

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  • m92562-talebi paper

    Accepted author manuscript, 635 KB, PDF document

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Abstract

The filtering paradigm is revisited through the perspective of characteristic functions. This results in the derivation of a novel particle filtering technique for sequential estimation/tracking of quaternion-valued alpha-stable random signals. Importantly, the derived particle filter incorporates an efficient information fusion format and collaborative/distributed estimation framework to accommodate the push toward use of sensor networks. The distributed setting provides for the distribution of computational complexity among agents of a
sensor network, while allowing each agent to retain an estimate of the state. Furthermore, the quaternion-valued structure allows for the derivation of a rigorous algorithm that is advantageous when dealing with signals of a multidimensional nature commonly encountered in sensor arrays.
Original languageEnglish
Publication statusAccepted/In press - 5 May 2022

ID: 45196996