Generalized Correntropy for RobustAdaptive Filtering

DOI10.1109/TSP.2016.2539127zbMATH Open1414.94113arXiv1504.02931OpenAlexW3024853581MaRDI QIDQ4619640FDOQ4619640

José C. Príncipe, Badong Chen, Haiquan Zhao, Lei Xing, Nanning Zheng

Publication date: 7 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been successfully applied in robust regression and filtering. The default kernel function in correntropy is the Gaussian kernel, which is, of course, not always the best choice. In this work, we propose a generalized correntropy that adopts the generalized Gaussian density (GGD) function as the kernel (not necessarily a Mercer kernel), and present some important properties. We further propose the generalized maximum correntropy criterion (GMCC), and apply it to adaptive filtering. An adaptive algorithm, called the GMCC algorithm, is derived, and the mean square convergence performance is studied. We show that the proposed algorithm is very stable and can achieve zero probability of divergence (POD). Simulation results confirm the theoretical expectations and demonstrate the desirable performance of the new algorithm.

Full work available at URL: https://arxiv.org/abs/1504.02931

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (47)

• Direct integration bias-compensated maximum correntropy criterion algorithm independent of measurement noise samples
• Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
• Communication-reducing algorithm of distributed least mean square algorithm with neighbor-partial diffusion
• Performance analysis of robust subband Hammerstein spline adaptive filter
• Maximum Total Complex Correntropy for Adaptive Filter
• Incipient fault prediction based on generalised correntropy filtering for non-Gaussian stochastic systems
• Generalized multikernel correntropy based broad learning system for robust regression
• Maximum correntropy adaptation approach for robust compressive sensing reconstruction
• A general zero attraction proportionate normalized maximum correntropy criterion algorithm for sparse system identification
• Adaptively robust filtering with classified adaptive factors
• \(L_1\)-norm constraint kernel adaptive filtering framework for precise and robust indoor localization under the internet of things
• A proportionate normalized maximum correntropy criterion algorithm with correntropy induced metric constraint for identifying sparse systems
• Widely linear complex-valued least mean M-estimate algorithms: design and performance analysis
• Distributed event-triggered adaptive partial diffusion strategy under dynamic network topology
• Generalized maximum correntropy detector for non‐Gaussian environments
• Least total logistic distance metric algorithm and its variable step-size version
• New Insights Into Learning With Correntropy-Based Regression
• Robust noise indicator for distributed in-network system identification with different noise types for each node
• Block-sparsity regularized maximum correntropy criterion for structured-sparse system identification
• Robust least mean logarithmic square adaptive filtering algorithms
• Kernel generalized half-quadratic correntropy conjugate gradient algorithm for online prediction of chaotic time series
• Correntropy based model predictive controller with multi-constraints for robust path trajectory tracking of self-driving vehicle
• Maximum‐correntropy‐based Kalman filtering for time‐varying systems with randomly occurring uncertainties: An event‐triggered approach
• A Statistical Learning Approach to Modal Regression
• Adaptive multitask clustering algorithm based on distributed diffusion least-mean-square estimation
• Robust time-varying parameter proportionate affine-projection-like algorithm for sparse system identification
• Kernel recursive generalized mixed norm algorithm
• Towards enhancing stacked extreme learning machine with sparse autoencoder by correntropy
• Robust adaptive filtering based on M-estimation-based minimum error entropy criterion
• The \(q\)-gradient LMS spline adaptive filtering algorithm and its variable step-size variant
• Spectral-spatial destriping of hyperspectral image via correntropy based sparse representation and unidirectional Huber–Markov random fields
• Bias-compensated affine-projection-like algorithm based on maximum correntropy criterion for robust filtering
• Sparse normalized subband adaptive filter algorithm with \(l_0\)-norm constraint
• Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
• Recursive least mean \(p\)-power extreme learning machine
• A robust classification framework with mixture correntropy
• Spline adaptive filtering algorithm-based generalized maximum correntropy and its application to nonlinear active noise control
• Building up a robust risk mathematical platform to predict colorectal cancer
• Maximum correntropy Kalman filter
• MEEF criterion-based spline adaptive filtering algorithm and its application
• Fractional-order modified Blake-Zisserman-based correntropy algorithm in \(\alpha\)-stable environment
• Robust non-negative least mean square algorithm based on step-size scaler against impulsive noise
• Generalized variable step-size diffusion continuous mixed \(p\)-norm algorithm
• Robust diffusion Huber-based normalized least mean square algorithm with adjustable thresholds
• Recursive least mean dual p-power solution to the generalization of evolving fuzzy system under multiple noises
• A family of variable step-size sparsity-aware SSAF algorithms with individual-weighting-factors under model-driven method
• Asymmetric complex correntropy for robust adaptive filtering

This page was built for publication: Generalized Correntropy for Robust<?Pub _newline ?>Adaptive Filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4619640)