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Robust Cauchy Kernel Conjugate Gradient Algorithm for Non-Gaussian Noises

delete2021-01-01
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PRE
AI
L
Letian Qi
M
Minglin Shen
D
Daili Wang
王世元 (Shiyuan Wang) *
DOI:10.1109/LSP.2021.3081381delete
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Abstract

Abstract

En 中文
The Cauchy loss (CL) is a high-order loss function which has been successfully used to overcome large outliers in kernel adaptive filters. The squared error in the CL is then transformed into a reproducing kernel Hilbert space (RKHS) to generate the Cauchy kernel loss (CKL). However, due to its non-convexity, the CKL optimized by the stochastic gradient descent (SGD) suffers from poor performance in the presence of non-Gaussian noise. To improve the performance of CKL, the kernel conjugate gradient (KCG) method combining the half-quadratic (HQ) method twice is used to transform it into a globally convex function. A novel Cauchy kernel loss conjugate gradient (CKCG) algorithm is therefore proposed in the transformed CKL. Simulations on nonlinear system identification in non-Gaussian noises confirm the superiorities of the proposed CKCG from the aspects of robustness and filtering accuracy.
Keywords:
Kernel
Noise measurement
Loss measurement
Signal processing algorithms
Robustness
Convex functions
Transforms
Cauchy kernel loss
kernel conjugate gradient
non-Gaussian noise
half-quadratic optimization
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Journal

IEEE Signal Processing Magazine cover
IEEE Signal Processing Magazine
IF:
9.6
Papers:
1.1W
Citations:
1.7W

Organization

S
southwest university - china
Scholars:
2.6W
Papers: 1.9W
Citations: 21