In this paper, the problem of estimating an improper complex-valued random signal in colored noise with an additive white part is addressed. We tackle the problem from a mathematical perspective and emphasize the advantages of this rigorous treatment. The formulation considered is very general in the sense that it permits us to estimate any functional of the signal of interest. Finally, the superiority of the widely linear estimation with respect to the conventional estimation techniques is both theoretically and experimentally illustrated.

Learning machines for vector sensor data are naturally developed in the quaternion domain and are underpinned by quaternion statistics. To this end, we revisit the “augmented” representation basis for discrete quaternion random variables (RVs) ${\bf{q}}^{a}[n]$ , i.e., ${[}{\bf{q}}{[}{n}{]}\;{\bf{q}}^{\imath}{[}{n}{]}\;{\bf{q}}^{\jmath}{[}{n}{]}{\bf{q}}^{\kappa}{[}{n}{]]}$ , and demonstrate its pivotal role in the treatment of the generality of quaternion RVs. This is achieved by a rigorous consideration of the augmented quaternion RV and by involving the additional second-order statistics, besides the traditional covariance $E\{{\bf{q}}\mathbf{[}{n}\mathbf{]}{\bf{q}}^{{*}}\mathbf{[}{n}\mathbf{]}\}$ [1] . To illuminate the usefulness of quaternions, we consider their most well-known application—3D orientation—and offer an account of augmented statistics for purely imaginary (pure) quaternions. The quaternion statistics presented here can be exploited in the analysis of existing and the development of novel statistical machine learning methods, hence acting as a lynchpin for quaternion learning machines.

This paper addresses the fusion estimation problem in tessarine systems with multi-sensor observations affected by mixed uncertainties when under ${\mathbb{T}}_k$-properness conditions. Observations from each sensor can be updated, delayed, or contain only noise, and a correlation is assumed between the state and the observation noises. Recursive algorithms for the optimal local linear filter at each sensor as well as both centralized and distributed linear fusion estimators are derived using an innovation approach. The ${\mathbb{T}}_k$-properness assumption implies a reduction in the dimension of the augmented system, which yields computational savings in the previously mentioned algorithms compared to their counterparts, which are derived from real or widely linear processing. A numerical simulation example illustrates the obtained theoretical results and allows us to visualize, among other aspects, the insignificant difference in the accuracy of both fusion filters, which means that the distributed filter, although suboptimal, is preferable in practice as it implies a lower computational cost.

The analysis of time series in 4D commutative hypercomplex algebras is introduced. Firstly, generalized Segre’s quaternion (GSQ) random variables and signals are studied. Then, two concepts of properness are suggested and statistical tests to check if a GSQ random vector is proper or not are proposed. Further, a method to determine in which specific hypercomplex algebra is most likely to achieve, if possible, the properness properties is given. Next, both the linear estimation and prediction problems are studied in the GSQ domain. Finally, ARMA modeling and forecasting for proper GSQ time series are tackled. Experimental results show the superiority of the proposed approach over its counterpart in the Hamilton quaternion domain.

The centralized fusion estimation problem for discrete-time vectorial tessarine signals in multiple sensor stochastic systems with random one-step delays and correlated noises is analyzed under different $\mathbb{T}$-properness conditions. Based on ${\mathbb{T}}_k$, $k=1,2$, linear processing, new centralized fusion filtering, prediction, and fixed-point smoothing algorithms are devised. These algorithms have the advantage of providing optimal estimators with a significant reduction in computational cost compared to that obtained through a real or a widely linear processing approach. Simulation examples illustrate the effectiveness and applicability of the algorithms proposed, in which the superiority of the ${\mathbb{T}}_k$ linear estimators over their counterparts in the quaternion domain is apparent.