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

doi:10.1109/LSP.2014.2319308

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 journal › Article › peer-review

410 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 language	English
Article number	6804653
Pages (from-to)	880-884
Number of pages	5
Journal	IEEE Signal Processing Letters
Volume	21
Issue number	7
DOIs	https://doi.org/10.1109/LSP.2014.2319308
State	Published - Jul 2014
Externally published	Yes

Keywords

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

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10.1109/LSP.2014.2319308

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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.",

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AU - Xing, Lei

AU - Liang, Junli

AU - Zheng, Nanning

AU - Príncipe, José C.

PY - 2014/7

Y1 - 2014/7

N2 - 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.

AB - 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.

KW - Adaptive filtering

KW - maximum correntropy criterion

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ER -

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

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