Abstract
Quaternions, a four dimensional extension of complex numbers, are increasingly being used in various signal processing applications. At the same time, there are few probabilistic representations for capturing such random variables. In this work we present a new copula-based distribution over quaternions. The distribution extends the classical Gaussian and independent distributions, while maintaining the circular symmetry conditions required by such applications, namely properness. Importantly, the new distribution allows for flexible control of both the marginals and the correlations. We develop methods for estimating the parameters of the new distribution, and demonstrate its potential advantages via numerical experiments.
Original language | English |
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Title of host publication | Conference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 |
Editors | Michael B. Matthews |
Publisher | IEEE Computer Society |
Pages | 815-819 |
Number of pages | 5 |
ISBN (Electronic) | 9781538639542 |
DOIs | |
State | Published - 1 Mar 2017 |
Event | 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 - Pacific Grove, United States Duration: 6 Nov 2016 → 9 Nov 2016 |
Publication series
Name | Conference Record - Asilomar Conference on Signals, Systems and Computers |
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ISSN (Print) | 1058-6393 |
Conference
Conference | 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 |
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Country/Territory | United States |
City | Pacific Grove |
Period | 6/11/16 → 9/11/16 |
Bibliographical note
Publisher Copyright:© 2016 IEEE.