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Abstract-A novel quaternion-valued common spatial patterns (QCSP) algorithm is introduced to model co-channel coupling of multi-dimensional processes. To cater for the generality of quaternion-valued non-circular data, we propose a generalised QCSP (G-QCSP) which incorporates the information on power difference between the real and imaginary parts of data channels. As an application, we demonstrate how G-QCSP can be used to provide high classification rates, even at a signal-to-noise ratio (SNR) as low as -10 dB. To illustrate the usefulness of our method in EEG analysis, we employ G-QCSP to extract features for discriminating between imagery left and right hand movements. The classification accuracy using these features is 70%. Furthermore, the proposed method is used to distinguish between Parkinson's disease (PD) patients and healthy control subjects, providing an accuracy of 87%.

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