最大互相关熵多凸组合自适应滤波算法

The adaptive filtering algorithms under the Maximum Correntropy Criterion (MCC) show strong robustness against impulsive noises. The original MCC adaptive filter, however, still suffers from a compromise between convergence rate and misadjustment when choosing parameters. To address this issue, a convex combination approach is proposed in this paper, where multiple MCC adaptive filters with different step-sizes and kernel widths are combined together to yield fast convergence speed and lower misadjustment. Theoretical analysis on convergence of the new approach demonstrates that it can achieve more desirable performance than the original MCC adaptive filter as well as convex combination of two MCC adaptive filers with different step-sizes or kernel widths. Simulation results confirm the excellent performance of the new method.