Kernel Adaptive Filters With Feedback Based on Maximum Correntropy

This paper presents novel kernel adaptive filters with feedback, namely, kernel recursive maximum correntropy with multiple feedback (KRMC-MF) and its simplified version, a linear recurrent kernel online learning algorithm based on maximum correntropy criterion (LRKOL-MCC). In LRKOL-MCC and KRMC-MF,...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Shiyuan Wang, Lujuan Dang, Wanli Wang, Guobing Qian, Chi K. Tse
Formato: article
Lenguaje:EN
Publicado: IEEE 2018
Materias:
Acceso en línea:https://doaj.org/article/5751cd9eb4e14107834ee836091e3196
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
id oai:doaj.org-article:5751cd9eb4e14107834ee836091e3196
record_format dspace
spelling oai:doaj.org-article:5751cd9eb4e14107834ee836091e31962021-11-12T00:01:37ZKernel Adaptive Filters With Feedback Based on Maximum Correntropy2169-353610.1109/ACCESS.2018.2808218https://doaj.org/article/5751cd9eb4e14107834ee836091e31962018-01-01T00:00:00Zhttps://ieeexplore.ieee.org/document/8295208/https://doaj.org/toc/2169-3536This paper presents novel kernel adaptive filters with feedback, namely, kernel recursive maximum correntropy with multiple feedback (KRMC-MF) and its simplified version, a linear recurrent kernel online learning algorithm based on maximum correntropy criterion (LRKOL-MCC). In LRKOL-MCC and KRMC-MF, single output and multiple outputs based on single delay are utilized to construct their feedback structure, respectively. Compared with the minimum mean square error criterion, the maximum correntropy criterion (MCC) adopted by LRKOL-MCC and KRMC-MF captures higher order statistics of errors. The proposed filters are, therefore, robust against outliers. Therefore, the past information can be reused to improve filtering performance in terms of the steady-state mean square error. The convergence characteristics of the filter parameters in LRKOL-MCC and KRMC-MF are also derived. Simulations on chaotic time-series prediction and nonlinear regression illustrate the desirable accuracy and robustness of the proposed filters.Shiyuan WangLujuan DangWanli WangGuobing QianChi K. TseIEEEarticleKernel adaptive filtersmaximum correntropyminimum mean square errorfeedback structureconvergenceElectrical engineering. Electronics. Nuclear engineeringTK1-9971ENIEEE Access, Vol 6, Pp 10540-10552 (2018)
institution DOAJ
collection DOAJ
language EN
topic Kernel adaptive filters
maximum correntropy
minimum mean square error
feedback structure
convergence
Electrical engineering. Electronics. Nuclear engineering
TK1-9971
spellingShingle Kernel adaptive filters
maximum correntropy
minimum mean square error
feedback structure
convergence
Electrical engineering. Electronics. Nuclear engineering
TK1-9971
Shiyuan Wang
Lujuan Dang
Wanli Wang
Guobing Qian
Chi K. Tse
Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
description This paper presents novel kernel adaptive filters with feedback, namely, kernel recursive maximum correntropy with multiple feedback (KRMC-MF) and its simplified version, a linear recurrent kernel online learning algorithm based on maximum correntropy criterion (LRKOL-MCC). In LRKOL-MCC and KRMC-MF, single output and multiple outputs based on single delay are utilized to construct their feedback structure, respectively. Compared with the minimum mean square error criterion, the maximum correntropy criterion (MCC) adopted by LRKOL-MCC and KRMC-MF captures higher order statistics of errors. The proposed filters are, therefore, robust against outliers. Therefore, the past information can be reused to improve filtering performance in terms of the steady-state mean square error. The convergence characteristics of the filter parameters in LRKOL-MCC and KRMC-MF are also derived. Simulations on chaotic time-series prediction and nonlinear regression illustrate the desirable accuracy and robustness of the proposed filters.
format article
author Shiyuan Wang
Lujuan Dang
Wanli Wang
Guobing Qian
Chi K. Tse
author_facet Shiyuan Wang
Lujuan Dang
Wanli Wang
Guobing Qian
Chi K. Tse
author_sort Shiyuan Wang
title Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
title_short Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
title_full Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
title_fullStr Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
title_full_unstemmed Kernel Adaptive Filters With Feedback Based on Maximum Correntropy
title_sort kernel adaptive filters with feedback based on maximum correntropy
publisher IEEE
publishDate 2018
url https://doaj.org/article/5751cd9eb4e14107834ee836091e3196
work_keys_str_mv AT shiyuanwang kerneladaptivefilterswithfeedbackbasedonmaximumcorrentropy
AT lujuandang kerneladaptivefilterswithfeedbackbasedonmaximumcorrentropy
AT wanliwang kerneladaptivefilterswithfeedbackbasedonmaximumcorrentropy
AT guobingqian kerneladaptivefilterswithfeedbackbasedonmaximumcorrentropy
AT chiktse kerneladaptivefilterswithfeedbackbasedonmaximumcorrentropy
_version_ 1718431348972060672