Journal
IEEE SIGNAL PROCESSING LETTERS
Volume 21, Issue 7, Pages 880-884Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/LSP.2014.2319308
Keywords
Adaptive filtering; maximum correntropy criterion; steady-state excess mean square error
Categories
Funding
- National Natural Science Foundation of China [61372152, 61172123]
- 973 Program [2012CB316400, 2012CB316402]
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The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.
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