Variable Step Size Maximum Correntropy Criteria Based Adaptive Filtering Algorithm

Maximum correntropy criterion (MCC) based adaptive filters are found to be robust against impulsive interference. This paper proposes a novel MCC based adaptive filter with variable step size in order to obtain improved performance in terms of both convergence rate and steady state error with robustness against impulsive interference. The optimal variable step size is obtained by minimizing the Mean Square Deviation (MSD) error from one iteration to the other. Simulation results in the context of a highly impulsive system identification scenario show that the proposed algorithm has faster convergence and lesser steady state error than the conventional MCC based adaptive filters

Tracking analysis of minimum kernel risk-sensitive loss algorithm under general non-Gaussian noise

In this paper the steady-state tracking performance of minimum kernel risk-sensitive loss (MKRSL) in a non-stationary environment is analyzed. In order to model a non-stationary environment, a first-order random-walk model is used to describe the variations of optimum weight vector over time. Moreover, the measurement noise is considered to have non-Gaussian distribution. The energy conservation relation is utilized to extract an approximate closed-form expression for the steady-state excess mean square error (EMSE). Our analysis shows that unlike for the stationary case, the EMSE curve is not an increasing function of step-size parameter. Hence, the optimum step-size which minimizes the EMSE is derived. We also discuss that our approach can be used to extract steady-state EMSE for a general class of adaptive filters. The simulation results with different noise distributions support the theoretical derivations