A Novel Combinatoric Correntropy Algorithm: Properties and its Performance Analysis

Abstract

In order to improve the flexibility of the correntropy that is usually in the form of a single kernel, this brief proposes a novel combinatoric maximum correntropy criterion (C-MCC), where the combinatoric correntropy (C-C) consists of two different single-type kernels. As a new form of correntropy, the C-C has a more generalized form than the traditional single-kernel correntropy, and the corresponding properties and proofs of the C-C are given in this brief. It is noticed that the combined kernel can become a single kernel by changing the combined parameters. Moreover, the adaptive filtering algorithm based on C-MCC is derived and the theoretical performance analysis of the C-MCC algorithm is also provided. Finally, the experimental simulations show that the proposed algorithm has better convergence speed and steady-state performance than MCC-type and other algorithms, and the proposed method of the theoretical analysis of C-MCC agrees well with simulation results.