Steady-state mean-square error analysis for adaptive filtering under the maximum correntropy criterion

Badong Chen; Lei Xing; Junli Liang; Nanning Zheng; José C. Príncipe

doi:10.1109/LSP.2014.2319308

Steady-state mean-square error analysis for adaptive filtering under the maximum correntropy criterion

Badong Chen
, Lei Xing
, Junli Liang
, Nanning Zheng
, José C. Príncipe

Xi'an Jiaotong University
Xi'an University of Technology
University of Florida

科研成果: 期刊稿件 › 文章 › 同行评审

447 引用（Scopus）

摘要

The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.

源语言	英语
期刊论文编号	6804653
页（从-至）	880-884
页数	5
期刊	IEEE Signal Processing Letters
卷	21
期	7
DOI	https://doi.org/10.1109/LSP.2014.2319308
出版状态	已出版 - 7月 2014

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10.1109/LSP.2014.2319308

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abstract = "The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.",

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AU - Xing, Lei

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AU - Zheng, Nanning

AU - Príncipe, José C.

PY - 2014/7

Y1 - 2014/7

N2 - The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.

AB - The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.

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KW - maximum correntropy criterion

KW - steady-state excess mean square error

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Steady-state mean-square error analysis for adaptive filtering under the maximum correntropy criterion

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