Robust kernel adaptive filtering for nonlinear time series prediction

Recently, online learning algorithms in machine learning have been imposed much attention. As a typical family, kernel adaptive filtering algorithms receive particular interest due to their sequential learning -based features. However, the kernel least mean square (KLMS) algorithm is not suitable for nonlinear tasks corrupted by non-Gaussian noise, especially impulsive noise. This is because the derivation of the KLMS algorithm is on the basis of the mean square error (MSE) criterion which only captures information of second-order statistics. In this paper, motivated by tanh function, we develop its generalized variant by introducing a scale factor for better representation capability; then we incorporate kernel adaptive filter with the generalized tanh function to propose a robust sequential learning algorithm. Based on estab-lishing the energy conservation relation, we derive a sufficient condition for ensuring the algorithm con-vergence. In addition, to perform the steady-state excess mean square error (EMSE) analysis, we use the pre-tuned dictionary strategy to model the unknown nonlinear system in form of a finite-order combina-tion; by Taylor expansion, we arrive at a closed-form solution for predicting the steady-state behavior. To further improve the algorithm performance, we design an optimization scheme for scale factor. Simula-tions for nonlinear time series prediction show that the designed schemes yield better performance than some state-of-art algorithms. The steady-state EMSE analysis is validated to provide accurate prediction results.(c) 2023 Elsevier B.V. All rights reserved.