Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion

The maximum correntropy criterion (MCC) has recently been successfully applied to adaptive filtering. Adaptive algorithms under MCC show strong robustness against large outliers. In this work, we apply the MCC criterion to develop a robust Hammerstein adaptive filter. Compared with the traditional H...

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Main Authors: Zongze Wu, Siyuan Peng, Badong Chen, Haiquan Zhao
Format: Article
Language:English
Published: MDPI AG 2015-10-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/17/10/7149
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author Zongze Wu
Siyuan Peng
Badong Chen
Haiquan Zhao
author_facet Zongze Wu
Siyuan Peng
Badong Chen
Haiquan Zhao
author_sort Zongze Wu
collection DOAJ
description The maximum correntropy criterion (MCC) has recently been successfully applied to adaptive filtering. Adaptive algorithms under MCC show strong robustness against large outliers. In this work, we apply the MCC criterion to develop a robust Hammerstein adaptive filter. Compared with the traditional Hammerstein adaptive filters, which are usually derived based on the well-known mean square error (MSE) criterion, the proposed algorithm can achieve better convergence performance especially in the presence of impulsive non-Gaussian (e.g., α-stable) noises. Additionally, some theoretical results concerning the convergence behavior are also obtained. Simulation examples are presented to confirm the superior performance of the new algorithm.
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spelling doaj.art-265351ad5189469c84720f493e5399222022-12-22T03:59:24ZengMDPI AGEntropy1099-43002015-10-0117107149716610.3390/e17107149e17107149Robust Hammerstein Adaptive Filtering under Maximum Correntropy CriterionZongze Wu0Siyuan Peng1Badong Chen2Haiquan Zhao3School of Electronic and Information Engineering, South China University of Technology, Guangzhou 510640, ChinaSchool of Electronic and Information Engineering, South China University of Technology, Guangzhou 510640, ChinaSchool of Electronic and Information Engineering, Xi’an Jiaotong University, Xi’an 710049, ChinaSchool of Electrical Engineering, Southwest Jiaotong University, Chengdu 610031, ChinaThe maximum correntropy criterion (MCC) has recently been successfully applied to adaptive filtering. Adaptive algorithms under MCC show strong robustness against large outliers. In this work, we apply the MCC criterion to develop a robust Hammerstein adaptive filter. Compared with the traditional Hammerstein adaptive filters, which are usually derived based on the well-known mean square error (MSE) criterion, the proposed algorithm can achieve better convergence performance especially in the presence of impulsive non-Gaussian (e.g., α-stable) noises. Additionally, some theoretical results concerning the convergence behavior are also obtained. Simulation examples are presented to confirm the superior performance of the new algorithm.http://www.mdpi.com/1099-4300/17/10/7149Hammerstein adaptive filteringMCCnonlinear system identification
spellingShingle Zongze Wu
Siyuan Peng
Badong Chen
Haiquan Zhao
Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
Entropy
Hammerstein adaptive filtering
MCC
nonlinear system identification
title Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
title_full Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
title_fullStr Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
title_full_unstemmed Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
title_short Robust Hammerstein Adaptive Filtering under Maximum Correntropy Criterion
title_sort robust hammerstein adaptive filtering under maximum correntropy criterion
topic Hammerstein adaptive filtering
MCC
nonlinear system identification
url http://www.mdpi.com/1099-4300/17/10/7149
work_keys_str_mv AT zongzewu robusthammersteinadaptivefilteringundermaximumcorrentropycriterion
AT siyuanpeng robusthammersteinadaptivefilteringundermaximumcorrentropycriterion
AT badongchen robusthammersteinadaptivefilteringundermaximumcorrentropycriterion
AT haiquanzhao robusthammersteinadaptivefilteringundermaximumcorrentropycriterion