Abstract
This paper presents a novel single feedback based kernel generalized maximum correntropy (SF-KGMC) algorithm by introducing a single delay into the framework of kernel adaptive filtering. In SF-KGMC, the history information implicitly existing in the single delayed output can enhance the convergence rate. Compared to the second-order statistics criterion, the generalized maximum correntropy (GMC) criterion shows better robustness against outliers. Therefore, SF-KGMC can efficiently reduce the influence of impulsive noise and avoids significant performance degradation. In addition, for SF-KGMC, the theoretical convergence analysis is also conducted. Simulation results on chaotic time-series prediction and real-world data applications validate that SF-KGMC achieves better filtering accuracy and a faster convergence rate.
This work is supported in part by the National Natural Science Foundation of China(Grant no. 62201478 and 61971100), in part by the Southwest University of Science and Technology Doctor Fund (Grant no. 20zx7119), in part by the Sichuan Science and Technology Program (Grant no. 2022YFG0148), and in part by the Heilongjiang Provincial Science and Technology Program (No. 2022ZX01A16).
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Notes
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SF-KGMC-CC stands for SF-KGMC sparsified by the CC sparsification method.
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Liu, J., Zhao, J., Li, Q., Tang, L., Zhang, H. (2024). Single Feedback Based Kernel Generalized Maximum Correntropy Adaptive Filtering Algorithm. In: Luo, B., Cheng, L., Wu, ZG., Li, H., Li, C. (eds) Neural Information Processing. ICONIP 2023. Lecture Notes in Computer Science, vol 14447. Springer, Singapore. https://doi.org/10.1007/978-981-99-8079-6_1
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