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Soroush Javidi (Imperial College), “Adaptive Signal Processing for Noncircular Complex Data”, Advisor: Prof. Danilo P. Mandic (2012)
The complex domain provides a natural processing framework for a large class of signals encountered in communications, radar, biomedical engineering and renewable energy. Statistical signal processing in the complex domain has traditionally been viewed as a straightforward extension of the corresponding algorithms in the real domain, however, recent developments in augmented complex statistics show that, in general, this leads to under-modelling. This direct treatment of complex-valued signals has led to advances in so called widely linear modelling and the introduction of a generalised framework for the differentiability of both analytic and non-analytic complex and quaternion functions. In this thesis, supervised and blind complex adaptive algorithms capable of processing the generality of complex and quaternion signals (both circular and noncircular) in both noise-free and noisy environments are developed; their usefulness in real-world applications is demonst rated through case studies. The focus of this thesis is on the use of augmented statistics and widely linear modelling. The standard complex least mean square (CLMS) algorithm is extended to perform optimally for the generality of complex-valued signals, and is shown to outperform the CLMS algorithm. Next, extraction of latent complex-valued signals from large mixtures is addressed. This is achieved by developing several classes of complex blind source extraction algorithms based on fundamental signal properties such as smoothness, predictability and degree of Gaussianity, with the analysis of the existence and uniqueness of the solutions also provided. These algorithms are shown to facilitate real-time applications, such as those in brain computer interfacing (BCI). Due to their modified cost functions and the widely linear mixing model, this class of algorithms perform well in both noise-free and noisy environments. Next, based on a widely linear quaternion model, the FastICA algorithm is extended to the quate rnion domain to provide separation of the generality of quaternion signals. The enhanced performances of the widely linear algorithms are illustrated in renewable energy and biomedical applications, in particular, for the prediction of wind profiles and extraction of artifacts from EEG recordings.
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