Abstract-As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been successfully applied in robust regression and filtering. The default kernel function in correntropy is the Gaussian kernel, which is, of course, not always the best choice. In this work, we propose a generalized correntropy that adopts the generalized Gaussian density (GGD) function as the kernel (not necessarily a Mercer kernel), and present some important properties. We further propose the generalized maximum correntropy criterion (GMCC), and apply it to adaptive filtering. An adaptive algorithm, called the GMCC algorithm, is derived, and the mean square convergence performance is studied. We show that the proposed algorithm is very stable and can achieve zero probability of divergence (POD). Simulation results confirm the theoretical expectations and demonstrate the desirable performance of the new algorithm.
Abstract:Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network in impulsive (long-tailed) noise environments. The cost functions used in distributed estimation are in general based on the mean square error (MSE) criterion, which is desirable when the measurement noise is Gaussian. In non-Gaussian situations, such as the impulsive-noise case, MCC based methods may achieve much better performance than the MSE methods as they take into account higher order statistics of error distribution. The proposed methods can also outperform the robust diffusion least mean p-power(DLMP) and diffusion minimum error entropy (DMEE) algorithms. The mean and mean square convergence analysis of the new algorithms are also carried out.
Abstract:The maximum correntropy criterion (MCC) has recently been successfully applied to adaptive filtering. Adaptive algorithms under MCC show strong robustness against large outliers. In this work, we apply the MCC criterion to develop a robust Hammerstein adaptive filter. Compared with the traditional Hammerstein adaptive filters, which are usually derived based on the well-known mean square error (MSE) criterion, the proposed algorithm can achieve better convergence performance especially in the presence of impulsive non-Gaussian (e.g., α-stable) noises. Additionally, some theoretical results concerning the convergence behavior are also obtained. Simulation examples are presented to confirm the superior performance of the new algorithm.
a b s t r a c tThis paper presents a new sign subband adaptive filter (SSAF) algorithm with an individual-weighting-factor (IWF) for each subband, instead of a common weighting factor in the original SSAF algorithm, called the IWF-SSAF. Each individual weighting factor only depends on the corresponding subband input signal power. Compared with the SSAF algorithm, the proposed approach fully utilizes the inherent decorrelating property of subband adaptive filter for colored inputs, leading to a better convergence performance. After that, to further enhance the performance of the IWF-SSAF in a sparse system, an improved proportionate IWF-SSAF (IWF-IPSSAF) algorithm is proposed. The proposed algorithms not only inherit the good robustness of sign algorithm against impulsive interferences, but also obtain a significant improvement in the performance as compared to their counterparts (i.e., SSAF and IPSSAF), in terms of the convergence rate and tracking capability. Besides, the IWF-IPSSAF algorithm has faster convergence rate than the IWF-SSAF algorithm for sparse impulse responses. Finally, the performances of two proposed algorithms are demonstrated in the system identification and the acoustic echo cancellation with double-talk.
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