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 language | English |
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Article number | 6804653 |
Pages (from-to) | 880-884 |
Number of pages | 5 |
Journal | IEEE Signal Processing Letters |
Volume | 21 |
Issue number | 7 |
DOIs | |
State | Published - Jul 2014 |
Externally published | Yes |
Keywords
- Adaptive filtering
- maximum correntropy criterion
- steady-state excess mean square error