Recursive Minimum Complex Kernel Risk-Sensitive Loss Algorithm

Guobing Qian, Dan Luo, Shiyuan Wang
2018 Entropy  
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
more » ... he 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).
doi:10.3390/e20120902 pmid:33266626 fatcat:kmwjdq5s4zbw3lqltct4h4h33a