access icon free The Data-Reusing MCC-Based Algorithm and Its Performance Analysis

Maximum correntropy criterion (MCC) provides a robust optimality criterion for non-Gaussian signal processing. In this paper, the weight update equation of the conventional MCC-based adaptive filtering algorithm is modified by reusing the past K input vectors, forming a class of data-reusing MCC-based algorithm, called DRMCC algorithm. Comparing with the conventional MCCbased algorithm, the DR-MCC algorithm provides a much better convergence performance when the input data is correlated. The mean-square stability bound of the DRMCC algorithm has been studied theoretically. For both Gaussian noise case and non-Gaussian noise case, the expressions for the steady-state Excess mean square error (EMSE) of DR-MCC algorithm have been derived. The relationship between the data-reusing order and the steadystate EMSEs is also analyzed. Simulation results are in agreement with the theoretical analysis.

Inspec keywords: Gaussian processes; adaptive filters

Other keywords: mean-square stability bound; nonGaussian signal processing; MCC-based adaptive filtering algorithm; data-reusing MCC-based algorithm; Gaussian noise case; robust optimality criterion; DRMCC algorithm; steady-state excess mean square error

Subjects: Filtering methods in signal processing; Other topics in statistics

http://iet.metastore.ingenta.com/content/journals/10.1049/cje.2016.06.019
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