Recursive Minimum Complex Kernel Risk-Sensitive Loss Algorithm

Entropy

Dan Luo¹  Shiyuan Wang²  Guobing Qian² 

[1] Intelligent Control of Chongqing Key Laboratory, Chongqing Key Laboratory of Nonlinear Circuits and Intelligent Information Processing, Southwest University, Chongqing 400715, China;;College of Electronic and Information Engineering, Brain-inspired Computing &

关键词: complex;    kernel risk-sensitive loss;    recursive;    stability;    EMSE;   

DOI  :  10.3390/e20120902

来源: DOAJ

【 摘 要 】

The maximum complex correntropy criterion (MCCC) has been extended to complex domain for dealing with complex-valued data in the presence of impulsive noise. Compared with the correntropy based loss, a kernel risk-sensitive loss (KRSL) defined in kernel space has demonstrated a superior performance surface in the complex domain. However, there is no report regarding the recursive KRSL algorithm in the complex domain. Therefore, in this paper we propose a recursive complex KRSL algorithm called the recursive minimum complex kernel risk-sensitive loss (RMCKRSL). In addition, we analyze its stability and obtain the theoretical value of the excess mean square error (EMSE), which are both supported by simulations. Simulation results verify that the proposed RMCKRSL out-performs the MCCC, generalized MCCC (GMCCC), and traditional recursive least squares (RLS).

【 授权许可】

Unknown