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Highlights • We propose a bias-compensated normalized MCC algorithm which is efficient for the noisy input and impulsive output noise cases. • We use the unbiasedness criterion to derive the bias compensated term for the proposed algorithm. • The proposed BCNMCC algorithm performs better than the original NMCC algorithm in noisy input environment. Abstract This paper proposes a bias-compensated normalized maximum correntropy criterion (BCNMCC) algorithm charactered by its low steady-state misalignment for system identification with noisy input in an impulsive output noise environment. The normalized maximum correntropy criterion (NMCC) is derived from a correntropy based cost function, which is rather robust with respect to impulsive noises. To deal with the noisy input, we introduce a bias-compensated vector to the NMCC algorithm, and then an unbiasedness criterion and some reasonable assumptions are used to compute the bias-compensated vector. Taking advantage of the bias-compensated vector, the bias caused by the input noise can be effectively suppressed. System identification simulation results demonstrate that the proposed BCNMCC algorithm can outperform other related algorithms with noisy input especially in an impulsive output noise environment. [ABSTRACT FROM AUTHOR]

To address the sparse system identification problem under noisy input and non-Gaussian output measurement noise, two novel types of sparse bias-compensated normalized maximum correntropy criterion algorithms are developed, which are capable of eliminating the impact of non-Gaussian measurement noise and noisy input. The first is developed by using the correntropy-induced metric as the sparsity penalty constraint, which is a smoothed approximation of the ℓ 0 norm. The second is designed using the proportionate update scheme, which facilitates the close tracking of system parameter change. Simulation results confirm that the proposed algorithms can effectively improve the identification performance compared with other algorithms presented in the literature for the sparse system identification problem. [ABSTRACT FROM AUTHOR]