Adaptive Filtering Under a Variable Kernel Width Maximum Correntropy Criterion

作者：Huang, Fuyi^*; Zhang, Jiashu; Zhang, Sheng

来源：IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2017, 64(10): 1247-1251.

DOI：10.1109/TCSII.2017.2671339

• Adaptive filter
• impulsive interferences
• maximum correntropy criterion
• variable kernel width

The maximum correntropy criterion (MCC) algorithm with constant kernel width leads to a tradeoff problem in terms of convergence rate and steady-state misalignment. Thus, this brief proposes a variable kernel width (VKW) MCC algorithm to overcome this problem. The optimal kernel width of the proposed VKW-MCC algorithm is calculated at each iteration by maximizing exp(-e(k)(2) /2 sigma(2)(k) ) with respect to the kernel width sigma(k), wherein the kernel width is a function of the error, to make the error with greatest attenuation along the direction of the gradient ascent. Simulations in the contexts of system identification and echo cancellation have demonstrated that the proposed VKW-MCC algorithm yields a superior performance.

• 出版日期2017-10
• 单位西南交通大学