基于l1-范数约束的递归互相关熵的稀疏系统辨识

Recursive Maximum Correntropy Criteria Algorithm with l1-norm Constraints for Sparse System Identification

  • 摘要: 为了有效解决脉冲噪声环境下的稀疏系统辨识(Sparse system identification, SSI)问题,以l1 -范数为约束构建稀疏递归互相关熵准则(Recursive maximum correntropy criterion, RMCC)算法来解决脉冲噪声对于辨识性能的影响。结合带遗忘算子的互相关熵准则和l1 -范数作为代价函数,推导出一种递归形式的算法,其相对于传统的最大相关熵算法具有快的收敛速度及小的稳态误差。仿真实验结果表明:该算法对于脉冲噪声干扰环境下的SSI问题具有强的鲁棒性。

     

    Abstract: To address sparse system identification (SSI) problem under impulsive noise environment, a sparse recursive maximum Correntropy criteria (RMCC) algorithm using l1-norm constraint is proposed to combat the influence of impulse noise for the identification performance. The proposed recursive algorithm is derived by the new cost function combined proposed the maximum Correntropy criteria with forgetting factor and the l1-norm, and it has the faster convergence speed and the smaller steady-state error than the traditional MCC algorithm. Numerical simulations are given to show that the proposed algorithm is robust to SSI problem under the impulsive noise environment.

     

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