State space maximum correntropy filter
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- 作者：Xi Liu ; Hua Qu ; Jihong Zhao ; Badong Chen ; chenbd@mail.xjtu.edu.cn" class="auth_mail" title="E-mail the corresponding author
- 关键词：State space recursive least squares (SSRLS) ; Maximum correntropy criterion (MCC) ; State space maximum correntropy (SSMC)
- 刊名：Signal Processing
- 出版年：2017
- 出版时间：January 2017
- 年：2017
- 卷：130
- 期：Complete
- 页码：152-158
- 全文大小：977 K
文摘
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A state-space adaptive filtering algorithm was developed under the maximum correntropy criterion (MCC).
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A novel fixed-point iteration was applied to update the optimal solution.
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A sufficient condition that guarantees the convergence of the fixed-point iteration was provided.
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An illustrative example was presented to show the superiority of the new algorithm.