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,...
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2018
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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) |
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Kernel adaptive filters maximum correntropy minimum mean square error feedback structure convergence Electrical engineering. Electronics. Nuclear engineering TK1-9971 |
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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 |