Convergence of a Fixed-Point Algorithm under Maximum Correntropy Criterion | IEEE Journals & Magazine | IEEE Xplore

Convergence of a Fixed-Point Algorithm under Maximum Correntropy Criterion


Abstract:

The maximum correntropy criterion (MCC) has received increasing attention in signal processing and machine learning due to its robustness against outliers (or impulsive n...Show More

Abstract:

The maximum correntropy criterion (MCC) has received increasing attention in signal processing and machine learning due to its robustness against outliers (or impulsive noises). Some gradient based adaptive filtering algorithms under MCC have been developed and available for practical use. The fixed-point algorithms under MCC are, however, seldom studied. In particular, too little attention has been paid to the convergence issue of the fixed-point MCC algorithms. In this letter, we will study this problem and give a sufficient condition to guarantee the convergence of a fixed-point MCC algorithm.
Published in: IEEE Signal Processing Letters ( Volume: 22, Issue: 10, October 2015)
Page(s): 1723 - 1727
Date of Publication: 01 May 2015

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