Steady-State Mean-Square Error Analysis for Adaptive Filtering under the Maximum Correntropy Criterion

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Badong Chen, Lei Xing, Junli Liang, Nanning Zheng, José C. Príncipe

Published: 2014, Last Modified: 23 Jan 2026IEEE Signal Process. Lett. 2014EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: 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.