  A novel framework for a unifying treatment of quaternion valued adaptive
filtering algorithms is introduced. This is achieved based on a rigorous
account of quaternion differentiability, the proposed I-gradient, and the use
of augmented quaternion statistics to account for real world data with
noncircular probability distributions. We first provide an elegant solution for
the calculation of the gradient of real functions of quaternion variables
(typical cost function), an issue that has so far prevented systematic
development of quaternion adaptive filters. This makes it possible to unify the
class of existing and proposed quaternion least mean square (QLMS) algorithms,
and to illuminate their structural similarity. Next, in order to cater for both
circular and noncircular data, the class of widely linear QLMS (WL-QLMS)
algorithms is introduced and the subsequent convergence analysis unifies the
treatment of strictly linear and widely linear filters, for both proper and
improper sources. It is also shown that the proposed class of HR gradients
allows us to resolve the uncertainty owing to the noncommutativity of
quaternion products, while the involution gradient (I-gradient) provides
generic extensions of the corresponding real- and complex-valued adaptive
algorithms, at a reduced computational cost. Simulations in both the strictly
linear and widely linear setting support the approach.
