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In order to improve the flexibility of the correntropy that is usually in the form of a single kernel, this brief proposes a novel combinatoric maximum correntropy criterion (C-MCC), where the combinatoric correntropy (C-C) consists of two different single-type kernels. As a new form of correntropy, the C-C has a more generalized form than the traditional single-kernel correntropy, and the corresponding properties and proofs of the C-C are given in this brief. It is noticed that the combined kernel can become a single kernel by changing the combined parameters. Moreover, the adaptive filtering algorithm based on C-MCC is derived and the theoretical performance analysis of the C-MCC algorithm is also provided. Finally, the experimental simulations show that the proposed algorithm has better convergence speed and steady-state performance than MCC-type and other algorithms, and the proposed method of the theoretical analysis of C-MCC agrees well with simulation results. [ABSTRACT FROM AUTHOR]

An adaptive least mean M-estimate algorithm for censored regression (CR-LMM) is presented for the robust parameter estimation of the censored regression system. To correct the bias produced by censored observation, the estimated error derived from the probit regression model is employed to construct an M-estimate cost function. It can expel the adverse impact of the impulsive noise and is solved by the unconstrained optimization method. Furthermore, the robust variable step-size (VSS) strategy, which is also predicted on the robust cost function, is also utilized to improve the convergence performance of the proposed CR-LMM algorithm, i.e., convergence speed and steady-state mean square deviation. The condition which guarantees the CR-LMM algorithm stability is obtained by analyzing the convergence in the mean and mean-square sense, and the theoretical steady-state result is also derived. Computer simulations in system identification scenarios are carried out to demonstrate that the proposed algorithms are superior to the existing algorithms in the impulsive environment with different background noise and the theoretical results are verified. [ABSTRACT FROM AUTHOR]

The adaptive filtering algorithm based on the maximum correntropy criterion (MCC) is very effective in suppressing non-Gaussian noises and therefore attracts widespread attentions. At present, some works have been done for study the convergence and steady-state performance analysis of the MCC algorithm, but its transient performance analysis is still an open problem. To provide a comprehensive theoretical foundation for the MCC algorithm, we propose a method for transient performance analysis based on moment generating function (MGF). Since this method can efficiently calculate the expected value of the exponential term in the iterative update equation, it can avoid the discrepancies caused by introducing some approximation methods such as Taylor expansions in the analysis process. To date, there is no precedent for using this method to analyze the transient performance of the MCC algorithm. In addition, the steady-state performance and stability conditions of the MCC algorithm are discussed based on this method. Finally, the proposed analytical method is applied to the system identification problem, and the results show that the theoretical analysis results are agree well with the Monte Carlo simulation results. [ABSTRACT FROM AUTHOR]

In this work, we study the combination of adaptive filters in colored noise environments. First, a combination framework using delayed weights is introduced to tackle the colored noise. Based on this, delayed convex and affine combinations of two LMS filters are developed, resulting in the so-called Dcvx-LMS and Daff-LMS algorithms. Then, the convergence behaviors of the two algorithms are investigated using standard mean-square deviation analysis. In addition, to speed up the convergence and reduce the computational complexity, we propose delayed combination with periodic feedback, delayed combined-step-size and block implementation methods. Finally, simulation results demonstrate the superiority of our algorithms over previously reported techniques in the presence of colored noise. [ABSTRACT FROM AUTHOR]

Subband adaptive filter has been widely applied to process correlated input signals due to its decorrelation property. However, the performance of the subband adaptive filter algorithm will be drastically degraded in the case of both the input and output signals are contaminated with noise. To tackle this problem, this brief proposes a total least squares normalized subband adaptive filter (TLS-NSAF) algorithm,which is different from bias-compensated schemes. The proposed algorithm is derived by employing the Rayleigh quotient as the cost function and the gradient steepest descent method. The local mean stability and computational complexity of the proposed algorithm are also analyzed. Simulation results demonstrate that the TLS-NSAF algorithm has better performance in comparison with previous algorithms. [ABSTRACT FROM AUTHOR]

The constant kernel width of generalized maximum correntropy criteria (GMCC) has arisen that the steady-state error and convergence speed can be mutually exclusive. To solve this problem, this brief proposes the variable kernel width (VKW) GMCC algorithm. Actually, due to the censored problem, the output data value beyond the limit of the recording device can not be well observed. In this case, we further developed a variable kernel width GMCC algorithm based on censored regression (CR-VKWGMCC). Simulation results show that the proposed CR-VKWGMCC algorithm has excellent performance in both Gaussian and non Gaussian noise. [ABSTRACT FROM AUTHOR]

In practical applications, the impulse responses (IRs) of some network echo paths are blocksparse (BS), while the traditional proportionate and zero attraction algorithms do not consider the prior sparsity of the BS system, so they do not perform well in the block-sparse system identification (BSSI). In addition, most of the current BS filtering algorithms are based on the assumption of Gaussian noise, so the performance will deteriorate seriously in the background of impulse noise. To overcome the shortcoming, we use the mixed $l_{2,1} $ norm of the filter weight vector to fully tap the sparsity of the BS system, and combine the anti impulse noise characteristic of the M-estimate function to design and derive the BS proportionate normalized least mean M-estimate (BSPNLMM) algorithm from the perspective of basis pursuit (BP), which well realizes the BSSI in the presence of impulse noise. Then, we analyze the mean performance of the BSPNLMM algorithm in detail and give the stable step size bound. Finally, the superiority of the proposed BSPNLMM algorithm is verified by numerical simulations [ABSTRACT FROM AUTHOR]

Non-Gaussian colored input signal and censored observation are encountered frequently in many practical applications of adaptive signal processing. Conventional adaptive algorithms will face convergence performance degradation in such cases. To address the issue, the affine projection algorithm for censored regression (CR-APA) is proposed in this brief. The censored thresholds and the variance of the background noise are regarded as the prior knowledge to compensate for the bias caused by censored observation. By theoretical analysis, the range of the step size is derived to guarantee the stabilization of the CR-APA. Besides, the method of evolving projection order is employed to improve the convergence performance of the CR-APA. Computer simulations in system identification and echo cancellation applications are performed to demonstrate the better convergence performance of the proposed algorithms in censored data processing over competing algorithms, and to verify the improvement of the CR-APA by the method of evolving projection order. The proposed CR-APA and CR-EAPA can be used in engineering applications to make up for the hardware. [ABSTRACT FROM AUTHOR]

This brief proposes a polynomial bias-compensated adaptive filtering algorithm for sparse system identification under minimum error entropy criterion, which outperforms in a sparse environment with noisy input and impulsive output noise. In previous studies, the minimum error entropy criterion (MEE) has been widely used in lots of works to develop adaptive filtering algorithms, which show better performance than the traditional algorithms under impulsive noise. However, the MEE algorithm not only has the essential assumption of no-noise input, but also loses the ability to identify the sparse system. To address above two issues, a bias-compensated vector is introduced into the previous traditional MEE algorithm and propose a bias-compensated adaptive filtering algorithm under minimum error entropy criterion named BCMEE algorithm, which compensates the bias caused by the input noise. By taking advantage of the capability of the sparse penalty term in sparse system identification, an attempt has been made to design a polynomial sparse BCMEE algorithm, named PZA-BCMEE algorithm. Simulation results prove the excellent performance of the proposed algorithms. [ABSTRACT FROM AUTHOR]

We consider the DOA estimation problem by using adaptive nulling antenna technology and bias-compensated adaptive filtering framework. The adaptive nulling antenna array consists of one reference antenna element and multiple auxiliary antenna elements, which forms nulls in certain directions. By defining the reciprocal of array pattern as the spatial spectrum, the DOA estimation problem is considered as the peak searching for it. In this paper, we present an efficient bias-compensated adaptive filtering algorithm for DOA estimation based on the adaptive nulling array. First of all, a new noise-free mean square error (NF-MSE) cost function associated with the adaptive nulling array is provided. Secondly, the proposed algorithm, called variable step-size bias-compensated least mean square (VSS-BC-LMS) algorithm, can be derived by minimizing the NF-MSE. Due to the bias compensation, the bias of the estimated weight vector caused by noises is canceled. More importantly, in order to resist the unsatisfactory DOA estimation performance when using the fixed step-size, a variable step size scheme is introduced. And then, its mean stability, steady state mean square performance and computational complexity are discussed. Additionally, we also explore a noise variance estimation method for calculating the bias term. Simulation results indicate that the proposed algorithm achieves an improved DOA estimation performance compared with other adaptive methods. [ABSTRACT FROM AUTHOR]

In this brief, an affine projection maximum correntropy criterion with correntropy induced metric (APMCCCIM) algorithm is proposed for robust sparse adaptive filtering, and it is derived by using the cost function based on affine projection maximum correntropy criterion and correntropy induced metric to eliminate the adverse effects of impulsive noise on filter weight update in sparse systems. In order to further improve the convergence speed and steady-state misalignment of the proposed APMCCCIM algorithm, the variable step-size method is incorporated into the APMCCCIM algorithm. Hence, the variable step-size APMCCCIM (VSS-APMCCCIM) algorithm is presented. Besides, the computational complexity and the range of step-size of the proposed APMCCCIM algorithm are analyzed. Simulation results show that the proposed APMCCCIM and VSS-APMCCCIM algorithms have faster convergence speed and lower steady-state misalignment for sparse system identification and echo cancellation scenarios in the impulsive noise environments. [ABSTRACT FROM AUTHOR]

In this brief, an affine-projection-like M-estimate (APLM) algorithm is proposed for robust adaptive filtering. To eliminate the adverse effects of impulsive noise in case of the impulse interference environment on the filter weight updates. The proposed APLM algorithm uses a robust cost function based on M-estimate and is derived by using the unconstrained minimization method. More importantly, the APLM algorithm has lower computational complexity than the M-estimate affine projection algorithm, since the direct or indirect inversion of the input signal matrix does not need to be calculated. In order to further improve the performance of the APLM algorithm, namely convergence speed and steady-state misalignment, the convex combination of the APLM (C-APLM) algorithm is presented. Simulation results verify that the proposed APLM and C-APLM algorithms are effective in system identification and echo cancellation scenarios. It also demonstrates that the C-APLM algorithm improves the filter performance in terms of the convergence speed and the normalized mean squared deviation in the presence of impulse noise. [ABSTRACT FROM AUTHOR]

This work develops robust diffusion recursive least-squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially weighted least-squares cost function subject to a time-dependent constraint on the squared norm of the intermediate update at each node. A recursive strategy for computing the constraint is proposed using side information from the neighboring nodes to further improve the robustness. We also analyze the mean-square convergence behavior of the proposed algorithm. The second proposed algorithm is a modification of the first one based on the dichotomous coordinate descent iterations. It has a performance similar to that of the former, however, its complexity is significantly lower especially when input regressors of agents have a shift structure and it is well suited to practical implementation. Simulations show the superiority of the proposed algorithms over previously reported techniques in various impulsive noise scenarios. [ABSTRACT FROM AUTHOR]

In this letter, a novel diffusion Volterra (DV) algorithm is proposed for distributed in-network system identification in the presence of $\alpha$ -stable noise. The proposed algorithm is based on the logarithmic least mean $p$ th-power criterion, which makes it robust against impulsive interferences, at the price of increased complexity. To overcome this shortcoming, we further develop the diffusion interpolated Volterra algorithm, which provides computational savings and good performance in comparison with the DV algorithm. Simulations results show that the proposed adaptive algorithms achieve better performance than the state-of-the-art approaches for distributed nonlinear system identification in impulsive noise. [ABSTRACT FROM AUTHOR]

Nonlinear similarity measures defined in kernel space, such as correntropy, can extract higher order statistics of data and offer potentially significant performance improvement over their linear counterparts especially in non Gaussian signal processing and machine learning. In this paper, we propose a new similarity measure in kernel space, called the kernel risk-sensitive loss (KRSL), and provide some important properties. We apply the KRSL to adaptive filtering and investigate the robustness, and then develop the MKRSL algorithm and analyze the mean square convergence performance. Compared with correntropy, the KRSL can offer a more efficient performance surface, thereby enabling a gradient-based method to achieve faster convergence speed and higher accuracy while still maintaining the robustness to outliers. Theoretical analysis results and superior performance of the new algorithm are confirmed by simulation. [ABSTRACT FROM PUBLISHER]

As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been successfully applied in robust regression and filtering. The default kernel function in correntropy is the Gaussian kernel, which is, of course, not always the best choice. In this paper, we propose a generalized correntropy that adopts the generalized Gaussian density (GGD) function as the kernel, and present some important properties. We further propose the generalized maximum correntropy criterion (GMCC) and apply it to adaptive filtering. An adaptive algorithm, called the GMCC algorithm, is derived, and the stability problem and steady-state performance are studied. We show that the proposed algorithm is very stable and can achieve zero probability of divergence (POD). Simulation results confirm the theoretical expectations and demonstrate the desirable performance of the new algorithm. [ABSTRACT FROM AUTHOR]

Compared with the least-mean-square algorithm, the least mean $p$th power algorithm shows a better robustness performance against impulsive noises such as the $\alpha$-stable noises. However, it still exhibits slow convergence rate and high kernel misadjustment. To overcome this drawback, a novel recursive logarithmic least mean $p$th (RLLMP) algorithm is proposed for the Volterra system identification under $\alpha$-stable noise environments. Instead of minimizing the $p$th power, the new algorithm aims to minimize the $p$th logarithmic cost, which makes it more robust against impulsive interferences. Furthermore, to enhance tracking performance, an improved variable forgetting factor (IVFF) algorithm (IVFF-RLLMP) is proposed, which is based on the robust estimation of outliers. Simulation results are presented to demonstrate the improved performance of the RLLMP and IVFF-RLLMP. [ABSTRACT FROM AUTHOR]

A bias-compensated normalized subband adaptive filter (BC-NSAF) algorithm is proposed for system identification. In the proposed algorithm, a bias-compensation vector is derived to eliminate the bias caused by the noisy input signals. To estimate the input noise variance, a new estimation method is proposed, which does not require the input–output variance ratio in advance. Simulation results show that the proposed algorithm obtains better convergence performance than the existing algorithms in the presence of noisy input signals. [ABSTRACT FROM PUBLISHER]