Steady-State Mean-Square Error Analysis for Adaptive Filtering under the Maximum Correntropy Criterion

被引：384

作者：

Chen, Badong ^{[1
]}

Xing, Lei ^{[1
]}

Liang, Junli ^{[2
]}

Zheng, Nanning ^{[1
]}

Principe, Jose C. ^{[3
]}

机构：

[1] Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China

[2] Xian Univ Technol, Sch Automat & Informat Engn, Xian 710048, Peoples R China

[3] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA

来源：

IEEE SIGNAL PROCESSING LETTERS | 2014年 / 21卷 / 07期

基金：

中国国家自然科学基金;

关键词：

Adaptive filtering; maximum correntropy criterion; steady-state excess mean square error;

D O I：

10.1109/LSP.2014.2319308

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

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.

引用

页码：880 / 884

页数：5

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