Robust Constrained Adaptive Filtering Under Minimum Error Entropy Criterion

Abstract

Minimum error entropy (MEE), as a robust adaption criterion, has received considerable attention due to its broad applicability, especially in the presence of non-Gaussian noises. In this brief, we propose a constrained adaptive filtering algorithm under MEE criterion, called CMEE, which is derived by incorporating a set of linear equality constrains into MEE to handle a constrained MEE optimization problem. In addition, convergence analysis of the proposed CMEE including the stability and steady-state mean square deviation is studied. Simulation results validate the theoretical conclusions, and confirm the effectiveness of the new algorithm in non-Gaussian noises.