Mean square cross error: performance analysis and applications in non-Gaussian signal processing

Yunxiang Zhang, Yuyang Zhao, Gang Wang, Rui Xue
2021 EURASIP Journal on Advances in Signal Processing  
Most of the cost functions of adaptive filtering algorithms include the square error, which depends on the current error signal. When the additive noise is impulsive, we can expect that the square error will be very large. By contrast, the cross error, which is the correlation of the error signal and its delay, may be very small. Based on this fact, we propose a new cost function called the mean square cross error for adaptive filters, and provide the mean value and mean square performance
more » ... sis in detail. Furthermore, we present a two-stage method to estimate the closed-form solutions for the proposed method, and generalize the two-stage method to estimate the closed-form solution of the information theoretic learning methods, including least mean fourth, maximum correntropy criterion, generalized maximum correntropy criterion, and minimum kernel risk-sensitive loss. The simulations of the adaptive solutions and closed-form solution show the effectivity of the new method.
doi:10.1186/s13634-021-00733-7 doaj:806ad4932ca24b3aa8a2e638e20efc1a fatcat:vwauaapo6zg4xk7zo3aznvws4u