Convergence Analysis of a Fixed Point Algorithm Under Maximum Complex Correntropy Criterion

With the emergence of complex correntropy, the maximum complex correntropy criterion (MCCC) has been applied to the complex-domain adaptive filtering. The MCCC uses the fixed point method to find the optimal solution, which provides good robustness in the non-Gaussian noise environment, especially f...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:IEEE signal processing letters Ročník 25; číslo 12; s. 1830 - 1834
Hlavní autoři: Qian, Guobing, Wang, Shiyuan, Wang, Lidan, Duan, Shukai
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York IEEE 01.12.2018
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Témata:
Adaptive filters
Algorithms
Complex correntropy
Computational efficiency
Computer simulation
Convergence
Criteria
EMSE
Error correction
Filtration
fixed point
Goal programming
Information filters
Mean square error methods
Random noise
Robustness (mathematics)
Signal processing algorithms
Stability analysis
ISSN:1070-9908, 1558-2361
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí:With the emergence of complex correntropy, the maximum complex correntropy criterion (MCCC) has been applied to the complex-domain adaptive filtering. The MCCC uses the fixed point method to find the optimal solution, which provides good robustness in the non-Gaussian noise environment, especially for the impulse noise. However, the convergence analysis for the fixed point method is limited to the real-domain filtering. In this letter, we provide the convergence analysis of fixed point based MCCC algorithm in complex-domain filtering. First, by using the matrix inversion lemma, we rewrite the MCCC algorithm to a gradient-like version. In addition, we provide two computationally efficient versions of MCCC. Then, we provide the stability analysis and obtain the excess mean square error for MCCC. Finally, simulation results confirm the correctness of the convergence analysis in this letter.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1070-9908
1558-2361
DOI:10.1109/LSP.2018.2873413