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

Volume

21

Issue

7

fYear

2014

fDate

41821

Firstpage

880

Lastpage

884

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;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/LSP.2014.2319308

Filename

6804653