Steady-state mean-square error analysis for adaptive filtering under the maximum correntropy criterion

Badong Chen, Lei Xing, Junli Liang, Nanning Zheng, José C. Príncipe

Research output: Contribution to journalArticlepeer-review

408 Scopus citations

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.

Original languageEnglish
Article number6804653
Pages (from-to)880-884
Number of pages5
JournalIEEE Signal Processing Letters
Volume21
Issue number7
DOIs
StatePublished - Jul 2014
Externally publishedYes

Keywords

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

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