Class of widely linear complex Kalman filters

Multiple-Model Adaptive Estimation for 3-D and 4-D Signals: A Widely Linear Quaternion Approach

Quaternion state estimation techniques have been used in various applications, yet they are only suitable for dynamical systems represented by a single known model. In order to deal with model uncertainty, this paper proposes a class of widely linear quaternion multiple-model adaptive estimation (WL-QMMAE) algorithms based on widely linear quaternion Kalman filters and Bayesian inference. The augmented second-order quaternion statistics is employed to capture complete second-order statistical information in improper quaternion signals. Within the WL-QMMAE framework, a widely linear quaternion interacting multiple-model algorithm is proposed to track time-variant model uncertainty, while a widely linear quaternion static multiple-model algorithm is proposed for time-invariant model uncertainty. A performance analysis of the proposed algorithms shows that, as expected, the WL-QMMAE reduces to semiwidely linear QMMAE for [Formula: see text]-improper signals and further reduces to strictly linear QMMAE for proper signals. Simulation results indicate that for improper signals, the proposed WL-QMMAE algorithms exhibit an enhanced performance over their strictly linear counterparts. The effectiveness of the proposed recursive performance analysis algorithm is also validated.

Integration-Enhanced Zhang Neural Network for Real-Time-Varying Matrix Inversion in the Presence of Various Kinds of Noises

Matrix inversion often arises in the fields of science and engineering. Many models for matrix inversion usually assume that the solving process is free of noises or that the denoising has been conducted before the computation. However, time is precious for the real-time-varying matrix inversion in practice, and any preprocessing for noise reduction may consume extra time, possibly violating the requirement of real-time computation. Therefore, a new model for time-varying matrix inversion that is able to handle simultaneously the noises is urgently needed. In this paper, an integration-enhanced Zhang neural network (IEZNN) model is first proposed and investigated for real-time-varying matrix inversion. Then, the conventional ZNN model and the gradient neural network model are presented and employed for comparison. In addition, theoretical analyses show that the proposed IEZNN model has the global exponential convergence property. Moreover, in the presence of various kinds of noises, the proposed IEZNN model is proven to have an improved performance. That is, the proposed IEZNN model converges to the theoretical solution of the time-varying matrix inversion problem no matter how large the matrix-form constant noise is, and the residual errors of the proposed IEZNN model can be arbitrarily small for time-varying noises and random noises. Finally, three illustrative simulation examples, including an application to the inverse kinematic motion planning of a robot manipulator, are provided and analyzed to substantiate the efficacy and superiority of the proposed IEZNN model for real-time-varying matrix inversion.

Partially coherent phase imaging with simultaneous source recovery

We propose a new method for phase retrieval that uses partially coherent illumination created by any arbitrary source shape in Köhler geometry. Using a stack of defocused intensity images, we recover not only the phase and amplitude of the sample, but also an estimate of the unknown source shape, which describes the spatial coherence of the illumination. Our algorithm uses a Kalman filtering approach which is fast, accurate and robust to noise. The method is experimentally simple and flexible, so should find use in optical, electron, X-ray and other phase imaging systems which employ partially coherent light. We provide an experimental demonstration in an optical microscope with various condenser apertures.

A class of quaternion Kalman filters

The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the tracking of 3-D and 4-D signals directly in the quaternion domain. To consider the second-order noncircularity of signals, we employ the recently developed augmented quaternion statistics to derive the widely linear QKF (WL-QKF) and widely linear QEKF (WL-QEKF). To reduce computational requirements of the widely linear algorithms, their efficient implementation are proposed and it is shown that the quaternion widely linear model can be simplified when processing 3-D data, further reducing the computational requirements. Simulations using both synthetic and real-world circular and noncircular signals illustrate the advantages offered by widely linear over strictly linear quaternion Kalman filters.

Boundedness and complete stability of complex-valued neural networks with time delay

In this paper, the boundedness and complete stability of complex-valued neural networks (CVNNs) with time delay are studied. Some conditions to guarantee the boundedness of the CVNNs are derived using local inhibition. Moreover, under the boundedness conditions, a compact set that globally attracts all the trajectories of the network is also given. Additionally, several conditions in terms of real-valued linear matrix inequalities (LMIs) for complete stability of the CVNNs are established via the energy minimization method and the approach that converts the complex-valued LMIs to real-valued ones. Examples with simulation results are given to show the effectiveness of the theoretical analysis.

Sparse ACEKF for phase reconstruction

We propose a novel low-complexity recursive filter to efficiently recover quantitative phase from a series of noisy intensity images taken through focus. We first transform the wave propagation equation and nonlinear observation model (intensity measurement) into a complex augmented state space model. From the state space model, we derive a sparse augmented complex extended Kalman filter (ACEKF) to infer the complex optical field (amplitude and phase), and find that it converges under mild conditions. Our proposed method has a computational complexity of N(z)N logN and storage requirement of O(N), compared with the original ACEKF method, which has a computational complexity of O(NzN(3)) and storage requirement of O(N(2)), where Nz is the number of images and N is the number of pixels in each image. Thus, it is efficient, robust and recursive, and may be feasible for real-time phase recovery applications with high resolution images.

Projection-based fast learning fully complex-valued relaxation neural network

This paper presents a fully complex-valued relaxation network (FCRN) with its projection-based learning algorithm. The FCRN is a single hidden layer network with a Gaussian-like sech activation function in the hidden layer and an exponential activation function in the output layer. For a given number of hidden neurons, the input weights are assigned randomly and the output weights are estimated by minimizing a nonlinear logarithmic function (called as an energy function) which explicitly contains both the magnitude and phase errors. A projection-based learning algorithm determines the optimal output weights corresponding to the minima of the energy function by converting the nonlinear programming problem into that of solving a set of simultaneous linear algebraic equations. The resultant FCRN approximates the desired output more accurately with a lower computational effort. The classification ability of FCRN is evaluated using a set of real-valued benchmark classification problems from the University of California, Irvine machine learning repository. Here, a circular transformation is used to transform the real-valued input features to the complex domain. Next, the FCRN is used to solve three practical problems: a quadrature amplitude modulation channel equalization, an adaptive beamforming, and a mammogram classification. Performance results from this paper clearly indicate the superior classification/approximation performance of the FCRN.