Convex Regularized Recursive Minimum Error Entropy Algorithm

It is well known that the recursive least squares (RLS) algorithm is renowned for its rapid convergence and excellent tracking capability. However, its performance is significantly compromised when the system is sparse or when the input signals are contaminated by impulse noise. Therefore, in this p...

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Main Authors: Xinyu Wang, Shifeng Ou, Ying Gao
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Electronics
Subjects:
Online Access:https://www.mdpi.com/2079-9292/13/5/992
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author Xinyu Wang
Shifeng Ou
Ying Gao
author_facet Xinyu Wang
Shifeng Ou
Ying Gao
author_sort Xinyu Wang
collection DOAJ
description It is well known that the recursive least squares (RLS) algorithm is renowned for its rapid convergence and excellent tracking capability. However, its performance is significantly compromised when the system is sparse or when the input signals are contaminated by impulse noise. Therefore, in this paper, the minimum error entropy (MEE) criterion is introduced into the cost function of the RLS algorithm in this paper, with the aim of counteracting the interference from impulse noise. To address the sparse characteristics of the system, we employ a universally applicable convex function to regularize the cost function. The resulting new algorithm is named the convex regularization recursive minimum error entropy (CR-RMEE) algorithm. Simulation results indicate that the performance of the CR-RMEE algorithm surpasses that of other similar algorithms, and the new algorithm excels not only in scenarios with sparse systems but also demonstrates strong robustness against pulse noise.
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spelling doaj.art-e1298e7138964c9a9b637343f31b90742024-03-12T16:42:51ZengMDPI AGElectronics2079-92922024-03-0113599210.3390/electronics13050992Convex Regularized Recursive Minimum Error Entropy AlgorithmXinyu Wang0Shifeng Ou1Ying Gao2School of Physics and Electronic Information, Yantai University, Yantai 264005, ChinaSchool of Physics and Electronic Information, Yantai University, Yantai 264005, ChinaSchool of Physics and Electronic Information, Yantai University, Yantai 264005, ChinaIt is well known that the recursive least squares (RLS) algorithm is renowned for its rapid convergence and excellent tracking capability. However, its performance is significantly compromised when the system is sparse or when the input signals are contaminated by impulse noise. Therefore, in this paper, the minimum error entropy (MEE) criterion is introduced into the cost function of the RLS algorithm in this paper, with the aim of counteracting the interference from impulse noise. To address the sparse characteristics of the system, we employ a universally applicable convex function to regularize the cost function. The resulting new algorithm is named the convex regularization recursive minimum error entropy (CR-RMEE) algorithm. Simulation results indicate that the performance of the CR-RMEE algorithm surpasses that of other similar algorithms, and the new algorithm excels not only in scenarios with sparse systems but also demonstrates strong robustness against pulse noise.https://www.mdpi.com/2079-9292/13/5/992minimum error entropyrecursive minimum error entropyconvex regularized recursive minimum error entropy
spellingShingle Xinyu Wang
Shifeng Ou
Ying Gao
Convex Regularized Recursive Minimum Error Entropy Algorithm
Electronics
minimum error entropy
recursive minimum error entropy
convex regularized recursive minimum error entropy
title Convex Regularized Recursive Minimum Error Entropy Algorithm
title_full Convex Regularized Recursive Minimum Error Entropy Algorithm
title_fullStr Convex Regularized Recursive Minimum Error Entropy Algorithm
title_full_unstemmed Convex Regularized Recursive Minimum Error Entropy Algorithm
title_short Convex Regularized Recursive Minimum Error Entropy Algorithm
title_sort convex regularized recursive minimum error entropy algorithm
topic minimum error entropy
recursive minimum error entropy
convex regularized recursive minimum error entropy
url https://www.mdpi.com/2079-9292/13/5/992
work_keys_str_mv AT xinyuwang convexregularizedrecursiveminimumerrorentropyalgorithm
AT shifengou convexregularizedrecursiveminimumerrorentropyalgorithm
AT yinggao convexregularizedrecursiveminimumerrorentropyalgorithm