Abstract: Correntropy has been successfully applied in non-Gaussian signal processing, but the superior performance achieved is depends on appropriate selection of the kernel width. How to select a proper kernel width is a crucial problem in correntropy applications. In this paper, we propose an adaptive algorithm to update the kernel width, which is set at a maximum between the absolute value of instantaneous error divided by square root of 2 and a predetermined kernel width. The new algorithm involves no extra free parameters and keeps the simplicity and robustness of the original maximum correntropy criterion (MCC) algorithm. Simulation results confirm that the proposed algorithm can achieve excellent performance in channel estimation under impulsive noises.
External IDs:dblp:conf/ijcnn/WangZQCP15
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