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Correntropy has been successfully applied in non-Gaussian signal processing, but the superior performance achieved is depends on appropriate selection of the kernel width. How to select a proper kernel width is a crucial problem in correntropy applications. In this paper, we propose an adaptive algorithm to update the kernel width, which is set at a maximum between the absolute value of instantaneous...
The maximum correntropy criterion (MCC) is a robust adaptation criterion, which has been successfully applied in various signal processing applications. The kernel width plays an important role in MCC adaptive filtering and has significant influence on convergence rate and steady-state performance. In this paper, we develop an adaptive kernel width update method for correntropy. The proposed algorithm...
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