Asymmetric Correntropy for Robust Adaptive Filtering
This is an incremental improvement for signal processing applications dealing with non-symmetric noise.
The paper tackled the problem of robust adaptive filtering under asymmetric error distributions by proposing asymmetric correntropy, a new variant using an asymmetric Gaussian kernel, and simulations confirmed its good performance.
In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random variables is symmetrically distributed around zero. For the case of asymmetric error distribution, the symmetric Gaussian kernel is however inappropriate and cannot adapt to the error distribution well. To address this problem, in this brief we propose a new variant of correntropy, named asymmetric correntropy, which uses an asymmetric Gaussian model as the kernel function. In addition, a robust adaptive filtering algorithm based on asymmetric correntropy is developed and its steady-state convergence performance is analyzed. Simulations are provided to confirm the theoretical results and good performance of the proposed algorithm.