Robust Multi-kernel Generalized Maximum Correntropy Filters

Sun, Qiaona; Zhang, Tao; Huang, Xuewei; Wang, Shiyuan

doi:10.1109/iceict51264.2020.9334282

Cited by 1 publication

(1 citation statement)

References 17 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…In recent years, generalized correntropy has been widely used to design the robust adaptive filters to adapt to different applications [ 17 , 18 , 19 , 20 ]. For instance, to improve the accuracy and stability of the traditional multi-kernel filtering algorithms, the multi-kernel generalized maximum correntropy (MKGMC) filtering algorithm is developed by Sun [ 17 ] under the generalized maximum correntropy criterion. Wang [ 18 ] applied generalized correntropy to the design of sparse Gaussian Hermite orthogonal filters.…”

Section: Introductionmentioning

confidence: 99%

Generalized Correntropy Criterion-Based Performance Assessment for Non-Gaussian Stochastic Systems

Zhang

Huang

Zhang

2021

Entropy

View full text Add to dashboard Cite

Control loop performance assessment (CPA) is essential in the operation of industrial systems. In this paper, the shortcomings of existing performance assessment methods and indicators are summarized firstly, and a novel evaluation method based on generalized correntropy criterion (GCC) is proposed to evaluate the performance of non-Gaussian stochastic systems. This criterion could characterize the statistical properties of non-Gaussian random variables more fully, so it can be directly used as the assessment index. When the expected output of the given system is unknown, generalized correntropy is used to describe the similarity of two random variables in the joint space neighborhood controlled and take it as the criterion function of the identification algorithms. To estimate the performance benchmark more quickly and accurately, a hybrid-EDA (H-EDA) combined with the idea of “wading across the stream algorithm” is proposed to obtain the system parameters and disturbance noise PDF. Through the simulation of a single loop feedback control system under different noise disturbances, the effectiveness of the improved algorithm and new indexes are verified.

show abstract