Kernel recursive maximum correntropy
Signal Processing(2015)
摘要
In this letter, a robust kernel adaptive algorithm, called the kernel recursive maximum correntropy (KRMC), is derived in kernel space and under the maximum correntropy criterion (MCC). The proposed algorithm is particularly useful for nonlinear and non-Gaussian signal processing, especially when data contain large outliers or disturbed by impulsive noises. The superior performance of KRMC is confirmed by simulation results about short-term chaotic time series prediction in alpha-stable noise environments.
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关键词
Kernel adaptive filter,Maximum correntropy criterion (MCC),Kernel recursive maximum correntropy (KRMC)
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