Title :
Steady-State Mean-Square Error Analysis for Adaptive Filtering under the Maximum Correntropy Criterion
Author :
Badong Chen ; Lei Xing ; Junli Liang ; Nanning Zheng ; Principe, Jose C.
Author_Institution :
Inst. of Artificial Intell. & Robot., Xi´an Jiaotong Univ., Xi´an, China
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.
Keywords :
Gaussian noise; adaptive filters; entropy; mean square error methods; EMSE; Gaussian noise; MCC; Taylor expansion approach; adaptive filtering; approximate analytical expression; fixed-point equation; maximum correntropy criterion; nonGaussian noise; steady-state mean-square error analysis; Adaptive filters; Educational institutions; Mathematical model; Mean square error methods; Noise; Signal processing algorithms; Steady-state; Adaptive filtering; maximum correntropy criterion; steady-state excess mean square error;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2014.2319308
