Stochastic gradient algorithm under \((h, \phi)\)-entropy criterion

DOI10.1007/S00034-007-9004-9OpenAlexW1996773351MaRDI QIDQ941177

L. Pu, Zeng-Qi Sun, Jinchun Hu, Badong Chen

Publication date: 4 September 2008

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-007-9004-9

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Related Items (12)

Proportionate minimum error entropy algorithm for sparse system identification ⋮ A note on the W-S lower bound of the MEE estimation ⋮ An extended result on the optimal estimation under the minimum error entropy criterion ⋮ Controller design for nonlinear and non-Gaussian multivariable systems based on survival information potential criterion ⋮ Distributed kernel gradient descent algorithm for minimum error entropy principle ⋮ On the smoothed minimum error entropy criterion ⋮ Time-delay Hammerstein system identification using modified cross-correlation method and variable stacking length multi-error algorithm ⋮ A new interpretation on the MMSE as a robust MEE criterion ⋮ Online minimum error entropy algorithm with unbounded sampling ⋮ Kernel gradient descent algorithm for information theoretic learning ⋮ On optimal estimations with minimum error entropy criterion ⋮ \(\Delta \)-entropy: definition, properties and applications in system identification with quantized data

Cites Work

• Estimators based on sample quantiles using \((h,\phi)\)-entropy measures
• Asymptotic distribution of (h, φ)-entropies
• Optimal state estimation for stochastic systems: an information theoretic approach
• Existence and uniqueness of risk-sensitive estimates
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