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As a powerful tool for real-time battery management, the extended Kalman filter (EKF) can achieve an online estimation for state of charge (SOC). The EKF, however, may yield biased estimates since the measured system suffers from the abnormal operation conditions, i.e., sensor faults, sensor bias and sensor noise. Thus, this paper proposes a robust extended Kalman filter based on maximum multi-kernel correntropy (MMKC-EKF) for SOC estimate when the system is subjected to complex non-Gaussian disturbances. To derive MMKC-EKF, a batch-mode regression is formulated by integrating the uncertainties of process and measurement, which is solved by using maximum multi-kernel correntropy (MMKC) criterion to suppress the influences of abnormal conditions. An effective optimization method is introduced to determine the free parameters of MMKC, and a fixed-point iteration method gives the state estimation. Then, the posterior error covariance matrix is updated with the help of total influence function, which contributes to the robustness improvement. In addition, a novel filtering scheme is presented for reducing computational complexity, which is beneficial for solving battery pack state estimation in practice. Extensive simulations are carried out for SOC estimate to validate the accuracy and robustness of the proposed MMKC-EKF in the Gaussian and non-Gaussian distributed process and measurement noises. • In MMKC-EKF, a batch-mode regression is established, which is optimized by the MMKC. • The fixed-point iteration algorithm and total influence are used to update the posterior state and error covariance matrix, respectively. • An effective optimization method is introduced to determine the free parameters of MMKC. • A novel design scheme is also adopted to save the computational time. [ABSTRACT FROM AUTHOR]

Multi-view clustering has received widespread attention owing to its effectiveness by integrating multi-view data appropriately, but traditional algorithms have limited applicability to large-scale real-world data due to their high computational complexity and low robustness. Focusing on the aforementioned issues, we propose an efficient and robust multi-view clustering algorithm with anchor graph regularization (ERMC-AGR). In this work, a novel anchor graph regularization (ARG) is designed to improve the quality of the learned embedded anchor graph (EAG), and the obtained EAG is decomposed by nonnegative matrix factorization (NMF) under correntropy criterion to acquire clustering results directly. Different from the traditional graph regularization that needs to construct a large-scale Laplacian matrix pertaining to the all-sample graph, our lightweight AGR, constructed from the perspective of anchors, can reduce the computational complexity significantly while improving the EAG quality. Moreover, a factor matrix of NMF is constrained to be the cluster indicator matrix to omit additional k-means after optimization. Subsequently, correntropy is utilized to improve the effectiveness and robustness of ERMC-AGR owing to its promising performance to complex noises and outliers. Extensive experiments on real-world datasets and noisy datasets show that ERMC-ARG can improve the clustering efficiency and robustness while ensuring comparable or even better effectiveness. [ABSTRACT FROM AUTHOR]

An adaptive estimation algorithm based on the Lorentzian norm is proposed for echo cancellation in vehicle hands-free communication systems and video teleconferencing systems, namely the affine-projection Lorentzian (APL) algorithm. By minimizing the Lorentzian norm of the a posteriori error vector with a suitable constraint on the weight vector and providing a dynamic Lorentzian-norm-controlling parameter, the proposed APL algorithm achieves robustness against impulsive disturbances and speeds up convergence for colored input signals. The computational complexity of the APL algorithm is analyzed and a fast recursive filtering method is employed to reduce its complexity. The stability analysis, based on energy-conservation arguments, shows that the APL algorithm converges. Furthermore, its tracking behavior is also investigated and a step size optimizing the tracking performance is derived. Simulation results agree well with the theoretical analysis. Simulation results for channel estimation and in-car echo cancellation scenarios demonstrate that the APL algorithm achieves better performance compared to the maximum-correntropy-criterion, affine-projection-generalized-maximum-correntropy, affine-projection-sign, affine-projection-like M-estimate, and Lorentzian adaptive filtering algorithms in various impulsive interference environments. [ABSTRACT FROM AUTHOR]

Common spatial pattern (CSP) is a classic method commonly used in multichannel electroencephalogram (EEG) signal processing, which aims to extract effective features for binary classification by solving spatial filters that maximize the ratio of filtered dispersion between two classes. The aim of this paper is to improve the performance of the conventional CSP method, which will be badly influenced by noises. The recently proposed quantized minimum error entropy (QMEE) criterion is applied to structure a new objective function instead of the ${L} _{2}$ -norm in the conventional CSP. Quantization is utilized to reduce the computational complexity. The new objective function is optimized by a gradient-based iterative algorithm. The desirable performance of the QMEE-based CSP method, namely CSP-QMEE, is demonstrated with a toy example and two real EEG datasets, including Dataset IIb of the brain–computer interfaces (BCIs) Competition IV (three channels) and Dataset IIIa of the BCI Competition III (60 channels). The new method can achieve satisfactory performance compared to existing methods on all datasets. The promising results in this paper suggest that the CSP-QMEE may become a powerful tool for BCIs. [ABSTRACT FROM AUTHOR]

In this brief, a separable maximum correntropy criterion (SMCC) algorithm is developed by exploiting the typical separability property of tensors. Utilizing the separability property, a great number savings are obtained along with accelerated learning rate and improved estimate accuracy. In the proposed SMCC, a correntropy scheme is used to construct a adaptive algorithm to combat the impulsive noise and outliers in non-Gaussian environment. The complexity and convergence analysis of the SMCC are presented and discussed. Examples with two-way matrix and three-way tensor are carried out to verify the performance of the proposed SMCC algorithm under mixture Gaussian and Student’s t noises. [ABSTRACT FROM AUTHOR]

Linear regression model (LRM) based on mean square error (MSE) criterion is widely used in Granger causality analysis (GCA), which is the most commonly used method to detect the causality between a pair of time series. However, when signals are seriously contaminated by non-Gaussian noises, the LRM coefficients will be inaccurately identified. This may cause the GCA to detect a wrong causal relationship. Minimum error entropy (MEE) criterion can be used to replace the MSE criterion to deal with the non-Gaussian noises. But its calculation requires a double summation operation, which brings computational bottlenecks to GCA especially when sizes of the signals are large. To address the aforementioned problems, in this letter, we propose a new method called GCA based on the quantized MEE (QMEE) criterion (GCA-QMEE), in which the QMEE criterion is applied to identify the LRM coefficients and the quantized error entropy is used to calculate the causality indexes. Compared with the traditional GCA, the proposed GCA-QMEE not only makes the results more discriminative, but also more robust. Its computational complexity is also not high because of the quantization operation. Illustrative examples on synthetic and EEG datasets are provided to verify the desirable performance and the availability of the GCA-QMEE. [ABSTRACT FROM AUTHOR]

In order to improve the performances of recently presented improved normalised subband adaptive filter (INSAF) and proportionate INSAF algorithms for highly noisy system, this study proposes their set‐membership versions by exploiting the theory of set‐membership filtering. Apart from obtaining smaller steady‐state error, the proposed algorithms significantly reduce the overall computational complexity. In addition, to further improve the steady‐state performance for the algorithms, their smooth variants are developed by using the smoothed absolute subband output errors to update the step sizes. Simulation results in the context of acoustic echo cancellation have demonstrated the superiority of the proposed algorithms. [ABSTRACT FROM AUTHOR]

Constrained adaptive filtering algorithms have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under the mean square error (MSE) criterion, which is an ideal optimality criterion under Gaussian noises. This assumption however fails to model the behavior of non-Gaussian noises found in practice. Motivated by the robustness and simplicity of maximum correntropy criterion (MCC) for non-Gaussian impulsive noises, this paper proposes a new adaptive filtering algorithm called constrained maximum correntropy criterion (CMCC). Specifically, CMCC incorporates a linear constraint into a MCC filter to solve a constrained optimization problem explicitly. The proposed adaptive filtering algorithm is easy to implement, has low computational complexity, and can significantly outperform those MSE based constrained adaptive algorithms in heavy-tailed impulsive noises. Additionally, the mean square convergence behaviors are studied under energy conservation relation, and a sufficient condition to ensure the mean square convergence and the steady-state mean square deviation (MSD) of the CMCC algorithm are obtained. Simulation results confirm the theoretical predictions under both Gaussian and non-Gaussian noises, and demonstrate the excellent performance of the novel algorithm by comparing it with other conventional methods. [ABSTRACT FROM AUTHOR]

This letter presents a distributed user association algorithm for the load balancing in heterogeneous networks. In this new method, we formulate the load balancing problem as a max min throughput problem. To solve this problem, we propose a distributed max-throughput algorithm. The main advantages of this algorithm include low computational complexity and few free parameters. Analysis and simulation results show that the proposed algorithm is very practical due to its simplicity. [ABSTRACT FROM AUTHOR]

Concept factorization (CF) has attracted widespread attention for its promising performance in document clustering. Among various CF variants, graph-regularized CF is the most impressive type, which can improve clustering effectiveness by exploring structural information. Nevertheless, their clustering efficiency is restricted by the following considerations: (1) the introduction of the full-sample graph is accompanied by an increase in computational complexity; (2) most of them require intensive multiplications in optimization, which impair the optimization efficiency. To address these issues, in this work, we propose an anchor-graph regularized orthogonal concept factorization (AROCF) method to enhance the clustering efficiency and effectiveness in document clustering tasks. Firstly, AROCF approximates the full-sample graph with a small-scale anchor graph to reduce the complexity of graph construction from quadratic to linear. Then, one of the factor matrices is constrained as the cluster indicator matrix in our method, which can avoid extra efficiency loss in K-means after optimization. Finally, an orthogonal constraint is employed to restrict the freedom of factorization to increase the clustering effectiveness. To optimize the AROCF model, we develop a fast optimization strategy by combining the trace and orthogonality of matrices. Extensive experiments on various document datasets demonstrate the effectiveness and efficiency of AROCF. [ABSTRACT FROM AUTHOR]

• A novel correntropy based semi-supervised NMF method is proposed for image clustering. • The proposed method is analysed in terms of convergence, robustness, and computational complexity. • The relationships between the proposed method and several typical NMF based methods are discussed. • Experimental results show the effectiveness and robustness of the proposed method in image clustering tasks. Nonnegative matrix factorization (NMF) is a powerful dimension reduction method, and has received increasing attention in various practical applications. However, most traditional NMF based algorithms are sensitive to noisy data, or fail to fully utilize the limited supervised information. In this paper, a novel robust semi-supervised NMF method, namely correntropy based semi-supervised NMF (CSNMF), is proposed to solve these issues. Specifically, CSNMF adopts a correntropy based loss function instead of the squared Euclidean distance (SED) in constrained NMF to suppress the influence of non-Gaussian noise or outliers contaminated in real world data, and simultaneously uses two types of supervised information, i.e., the pointwise and pairwise constraints, to obtain the discriminative data representation. The proposed method is analyzed in terms of convergence, robustness and computational complexity. The relationships between CSNMF and several previous NMF based methods are also discussed. Extensive experimental results show the effectiveness and robustness of CSNMF in image clustering tasks, compared with several state-of-the-art methods. [ABSTRACT FROM AUTHOR]

• A variant of the quantized minimum error entropy (QMEE) algorithm is proposed. • The mean square convergence performance analysis for QMEE algorithm is given. • The theoretical values of the steady-state EMSE for QMEE algorithm are validated by simulations. • QMEE algorithm is applied in electroencephalo (EEG) de-noising task. Adaptive filtering algorithms have been widely used in many areas, among which the minimum error entropy (MEE) algorithm is a superior choice, due to its excellent performance in the non-Gaussian noise situations. However, the computational complexity of the MEE algorithm is expensive, which leads to the computational bottlenecks, especially for large-scale datasets. In order to address the problem, we propose an adaptive filtering algorithm based on the quantized minimum error entropy (QMEE) criterion with an online quantization method, named QMEE algorithm. Moreover, we analyze the transient behavior characteristic and derive an approximate analytical expression for the steady-state excess mean square error (EMSE) based on the Taylor expansion. The extensive simulation results in linear modeling and electroencephalogram (EEG) denoising task demonstrate that the proposed method can outperform other robust adaptive filtering algorithms. [ABSTRACT FROM AUTHOR]

Nonnegative matrix factorization (NMF) has attracted increasing attention in data mining and machine learning. However, existing NMF methods have some limitations. For example, some NMF methods seriously suffer from noisy data contaminated by outliers, or fail to preserve the geometric information of the data and guarantee the sparse parts-based representation. To overcome these issues, in this paper, a robust and sparse NMF method, called correntropy based dual graph regularized nonnegative matrix factorization with local coordinate constraint (LCDNMF) is proposed. Specifically, LCDNMF incorporates the geometrical information of both the data manifold and the feature manifold, and the local coordinate constraint into the correntropy based objective function. The half-quadratic optimization technique is utilized to solve the nonconvex optimization problem of LCDNMF, and the multiplicative update rules are obtained. Furthermore, some properties of LCDNMF including the convergence, relation with gradient descent method, robustness, and computational complexity are analyzed. Experiments of clustering demonstrate the effectiveness and robustness of the proposed LCDNMF method in comparison to several state-of-the-art methods on six real world image datasets. • The LCDNMF algorithm is proposed. • The convergence and relation with gradient descent method of LCDNMF is analyzed. • The robustness and computational complexity of LCDNMF is also analyzed. • Experiment results show the effectiveness and robustness of LCDNMF. [ABSTRACT FROM AUTHOR]

The adaptive variable step-size technique is an effective way to improve the convergence rate of an adaptive filtering algorithm. However, for most existing variable step-size sign algorithm against impulsive noise, either the performance is not good enough, or the calculation is complex. In this paper, a correntropy inspired variable step-size method for sign algorithm is proposed. The new variable step-size method is computationally simple and robust to impulsive noises. Theoretical analysis and simulation results demonstrate that the proposed algorithm can achieve desirable performance with low computational complexity in presence of impulsive noises. [ABSTRACT FROM AUTHOR]

To improve the performance and reduce the computational complexity, a novel sign adaptation scheme for convex combination of adaptive filters is proposed. By using a sign adaptation scheme, the proposed scheme slightly reduces the computational complexity of the basic combination of mixing parameter, and improves the robustness of mixing parameter. Moreover, to obtain fast convergence property during the period of convergence transition in different environments, the instantaneous transfer scheme is applied to the proposed algorithm. The instantaneous transfer scheme has lower computational complexity than that of the basic combination of least mean square (basic-CLMS) algorithms. Simulation results in the context of system identification under time-invariant and time-variant systems demonstrate that the proposed algorithm based on the instantaneous transfer scheme has lower computational complexity and faster convergence rate than that of the basic-CLMS algorithm during period of convergence transitions. [ABSTRACT FROM AUTHOR]