Singular Value Decomposition of Quaternion Matrices
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Signal Processing 84 (2004) 1177–1199 www.elsevier.com/locate/sigpro Singular value decomposition ofquaternion matrices: a new tool for vector-sensor signal processing Nicolas Le Bihan∗,JÃerˆome Mars Laboratoire des Images et des Signaux, ENSIEG, CNRS UMR 5083, 961Rue de la Houille Blanche, Domaine Universitaire, B.P. 46, 38402 Saint Martin d’Heres Cedex, France Received 31 May 2002; received in revised form 30 October 2003 Abstract We present a new approach for vector-sensor signal modelling and processing, based on the use of quaternion algebra. We introduce the concept ofquaternionic signal and give some primary tools to characterize it. We then study the problem ofvector-sensor array signals, and introduce a subspace method forwave separation on such arrays. For this purpose, we expose the extension ofthe Singular Value Decomposition (SVD) algorithm to the ÿeld ofquaternions. We discuss in more details Singular Value Decomposition for matrices of Quaternions (SVDQ) and linear algebra over quaternions ÿeld. The SVDQ allows to calculate the best rank- approximation ofa quaternion matrix and can be used in subspace method for wave separation over vector-sensor array. As the SVDQ takes into account the relationship between components, we show that SVDQ is more e>cient than classical SVD in polarized wave separation problem. ? 2004 Elsevier B.V. All rights reserved. Keywords: Vector-sensor array; Quaternion model for vector-sensor signal; Quaternion matrix algebra; Singular Value Decomposition of Quaternion matrix (SVDQ); Subspace method over quaternion ÿeld; Polarized wave separation 1. Introduction geophones in the case ofelastic waves. Sensors are po- sitioned close together and record vibrations in three Vector-sensor signal processing concerns many orthogonal directions. A schematic representation of areas such as acoustic [25], seismic [1,18], propagation and recording ofpolarized waves using communications [2,16] and electromagnetics [24,25]. vector-sensor array is presented in Fig. 1. The use of A vector-sensor is generally composed ofthree multicomponent sensors allows to recover polariza- components which record three-dimensional (3D) tion ofthe received waves. This physical information vibrations propagating through the medium. The is helpful in path recovering and waves identiÿcation components ofa vector-sensor are, in fact,dipoles or classiÿcation. Classical approaches in vector-sensor in the case ofelectromagnetic waves and directional signal processing propose to concatenate the compo- nents into a long vector before processing [1,24,25]. In this paper, we propose a diHerent approach to process vector-sensor signals, based on a quaternionic model. ∗ Corresponding author. Tel.: +33-4-76-82-64-86; fax: +33-4-76-82-63-84. A polarized signal, obtained by recording a polar- E-mail address: [email protected] (N. Le Bihan). ized wave using a vector-sensor, is a signal which 0165-1684/$ - see front matter ? 2004 Elsevier B.V. All rights reserved. doi:10.1016/j.sigpro.2004.04.001 1178 N. Le Bihan, J. Mars / Signal Processing 84 (2004) 1177–1199 Vector sensors one-dimensional (1D) signal by means ofquaternion z z z vectors, and the bidimensional (2D) signals by means y y y Source ofquaternion matrices. We propose a new model for x x x Wave fronts vector-sensor array signals. This model allows us to manipulate polarized signals and to include polariza- tion property directly in the processing. We also intro- duce the mixture model for the polarized wave sepa- ration technique presented next. Section 5 is devoted to introduction ofa new subspace method forwave Fig. 1. Schematic representation ofa vector-sensor array during a separation on vector-sensor arrays based on SVDQ. polarized seismic wave acquisition. Its e>ciency is then evaluated on synthetic polar- ized dataset in Section 6. Conclusions are given in Section 7. samples live in 3D space (in three components vector-sensor case). We deÿne the quaternionic signal to be a time series with samples being 2. Quaternions quaternions. The three components ofthe signal are placed into the imaginary parts ofthe quater- Quaternions are an extension ofcomplex numbers nion. In this case the possibly non-linear rela- from the 2D plane to the 3D space (as well as 4D tions between them are kept unchanged. This is space) and form one of the four existing division alge- not the case when using long-vector approach bra (real R, complex C, quaternions H and octonions as this model assume intrinsically that only lin- O). Firstly discovered by Sir Hamilton [12] in 1843, ear relations exist between components. This they can be regarded as a special case of hypercom- motivates the introduction ofquaternions to model plex numbers systems [17]. Quaternion algebra is also vector-sensor signals. The quaternionic signal model + the even CliHord algebra Cl3 [21]. allows then to develop new tools for vector-sensor Quaternions are mostly used in computer vision be- signals, based on quaternion algebra. cause oftheir ability to represent rotations in 3D and We concentrate in this paper on the presentation 4D spaces. In fact, a quaternion can represent any ro- ofthe extension ofa classical and very usefultool tation ofthe rotation group SO(3). Also, two quater- in numerical signal processing: the Singular Value nions can represent any rotation from the group of Decomposition (SVD). We present the extension of rotations SO(4) [21]. Real and complex numbers are SVD to the quaternion ÿeld and we propose a new special cases ofquaternions (i.e. R ⊂ C ⊂ H). simple subspace method for vector-sensor signal pro- We now give the deÿnition ofquaternions and cessing. This new approach (that takes into account introduce diHerent notations for them. Then we relationship between components) is applied on some brieMy introduce some basic properties. Interested simulated data. reader may ÿnd some more complete material in The paper is organized as follows. In Section 2,we [5,10,12,13,17,21]. give a briefrecall on quaternions and some oftheir properties. In Section 3, a review ofsome quater- nion linear matrix algebra theorems is presented, as 2.1. Deÿnition well as a presentation ofthe isomorphism between quaternion and complex ÿelds. Using this isomor- A quaternion q is an element ofthe 4D normed phism, quaternion matrix operations can be computed algebra over the real number with basis {1; i; j; k}. by means ofclassical complex matrix computation al- So, q has a real part and three imaginary parts: gorithms. Particular attention is paid to the extension q = a + bi + cj + dk; (1) ofthe SVD to matrices with quaternions entries, called SVDQ. In Section 4, using deÿnition ofright Hilbert where a; b; c; d ∈ R, and i; j; k are imaginary units. space from Section 1, we can study the quaternion a is called the real part and q − a the vector part. N. Le Bihan, J. Mars / Signal Processing 84 (2004) 1177–1199 1179 The multiplication rules between the three imaginary where and are respectively the azimuth and eleva- numbers are: tion angles that deÿne the position of in the 3D space. The polar notation will be used in the quaternion i2 = j2 = k2 = ijk = −1; model for vector signals in Section 4. ij = −ji = k; 2.2. Properties ki = −ik = j; jk = −kj = i: (2) We now give some properties ofquaternions. In- terested reader will ÿnd an extensive list ofquater- Note that the multiplication ofquaternions is not com- nions properties in [12,13,17,37]. We focus here on mutative, and this is due to the relations between the properties that we need in our work. 1 the three imaginary parts. Several notations exist The conjugate ofa quaternion, Oq, is deÿned as for quaternions [5,10,12,13,28]. A quaternion q can uniquely be expressed as qO = a − bi − cj − dk: (6) q = + ÿj; (3) A pure quaternion is a quaternion with a null real where = a + bi and ÿ = c + di ∈ C. This is cur- part (a = 0). Quaternions with non-null real parts are rently known as the Cayley–Dickson notation. can sometimes called full quaternions. be seen as the projection of q on the complex plane The norm ofa quaternion is [15]. We will later use the Cayley–Dickson notation |q| = qqO = qqO = a2 + b2 + c2 + d2: (7) for quaternion matrix processing. It is well known that the Euler formula also general- q is called a unit quaternion ifits norm is 1. The izes to quaternion [13]. This allows to interpret quater- inverse ofa quaternion is nions in terms ofmodulus and phase. Any quaternion qO q−1 = : (8) q = a + bi + cj + dk can thus be written as 2 |q| 2 2 2 2 = a + b + c + d ; Multiplication ofquaternions is not commutative. bi + cj + dk Given two quaternions q and q , we have = √ ; 1 2  2 2 2 q = e with b + c + d (4) q q = q q : (9) √ 1 2 2 1 2 2 2 b + c + d  = arctan : This property involves the possible deÿnition oftwo a kinds ofvector spaces over H. In order to study signals In this polar formulation, is the modulus of q, is a with values in H, we now give some details on the pure unitary quaternion (see Section 2.2 for deÿnition) deÿnition ofHilbert spaces over the quaternion ÿeld. sometimes called eigenaxis [28] and  is the angle This deÿnition is necessary for validation of the model (or eigenangle [28]) between the real part and the 3D that we propose for vector signals in Section 4. imaginary (or vector) part. This can be rewritten in a trigonometric version as 2.3. Quaternion Hilbert space e  = (cos  + sin Â) Here we will consider right vector spaces over H. = (cos  + sin  cos sin i As said before, H is a division algebra, and HN can be seen as a vector space ofdimension N over H.