Random Fourier Filters Under Maximum Correntropy Criterion

被引:61
作者
Wang, Shiyuan [1 ,2 ]
Dang, Lujuan [1 ,2 ]
Chen, Badong [3 ]
Duan, Shukai [1 ,2 ]
Wang, Lidan [1 ,2 ]
Tse, Chi K. [4 ]
机构
[1] Southwest Univ, Coll Elect & Informat Engn, Chongqing 400715, Peoples R China
[2] Southwest Univ, Chongqing Key Lab Nonlinear Circuits & Intelligen, Chongqing 400715, Peoples R China
[3] Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Shaanxi, Peoples R China
[4] Hong Kong Polytech Univ, Dept Elect & Informat Engn, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金; 中国博士后科学基金;
关键词
Random Fourier adaptive filters; random feature space; maximum correntropy; random-batch; robustness; PERFORMANCE; LMS;
D O I
10.1109/TCSI.2018.2825241
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
Random Fourier adaptive filters (RFAFs) project the original data into a high-dimensional random Fourier feature space (RFFS) such that the network structure of filters is fixed while achieving similar performance with kernel adaptive filters. The commonly used error criterion in RFAFs is the well-known minimum mean-square error (MMSE) criterion, which is optimal only under the Gaussian noise assumption. However, the MMSE criterion suffers from instability and performance deterioration in the presence of non-Gaussian noises. To improve the robustness of RFAFs against large outliers, the maximum correntropy criterion (MCC) is applied to RFFS, generating a novel robust random Fourier filter under maximum correntropy (RFFMC). To further improve the filtering accuracy, a random-batch RFFMC (RB-RFFMC) is also presented. In addition, a theoretical analysis on the convergence characteristics and steady-state excess meansquare error of RFFMC and RB-RFFMC is provided to validate their superior performance. Simulation results illustrate that RFFMC and its extension provide desirable filtering performance from the aspects of filtering accuracy and robustness, especially in the presence of impulsive noises.
引用
收藏
页码:3390 / 3403
页数:14
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