Recursive Generalized Maximum Correntropy Criterion Algorithm with Sparse Penalty Constraints for System Identification.

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Title: Recursive Generalized Maximum Correntropy Criterion Algorithm with Sparse Penalty Constraints for System Identification.
Authors: Ma, Wentao1 xjtu.wentaoma@gmail.com, Duan, Jiandong1, Chen, Badong2, Gui, Guan3, Man, Weishi1
Source: Asian Journal of Control. May2017, Vol. 19 Issue 3, p1164-1172. 9p.
Subjects: System identification, Recursive programming, Computer simulation, Estimation theory, System analysis
Abstract: To address the sparse system identification problem in a non-Gaussian impulsive noise environment, the recursive generalized maximum correntropy criterion (RGMCC) algorithm with sparse penalty constraints is proposed to combat impulsive-inducing instability. Specifically, a recursive algorithm based on the generalized correntropy with a forgetting factor of error is developed to improve the performance of the sparsity aware maximum correntropy criterion algorithms by achieving a robust steady-state error. Considering an unknown sparse system, the l 1-norm and correntropy induced metric are employed in the RGMCC algorithm to exploit sparsity as well as to mitigate impulsive noise simultaneously. Numerical simulations are given to show that the proposed algorithm is robust while providing robust steady-state estimation performance. [ABSTRACT FROM AUTHOR]
Copyright of Asian Journal of Control is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: Recursive Generalized Maximum Correntropy Criterion Algorithm with Sparse Penalty Constraints for System Identification.
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  Data: <searchLink fieldCode="JN" term="%22Asian+Journal+of+Control%22">Asian Journal of Control</searchLink>. May2017, Vol. 19 Issue 3, p1164-1172. 9p.
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  Data: <searchLink fieldCode="DE" term="%22System+identification%22">System identification</searchLink><br /><searchLink fieldCode="DE" term="%22Recursive+programming%22">Recursive programming</searchLink><br /><searchLink fieldCode="DE" term="%22Computer+simulation%22">Computer simulation</searchLink><br /><searchLink fieldCode="DE" term="%22Estimation+theory%22">Estimation theory</searchLink><br /><searchLink fieldCode="DE" term="%22System+analysis%22">System analysis</searchLink>
– Name: Abstract
  Label: Abstract
  Group: Ab
  Data: To address the sparse system identification problem in a non-Gaussian impulsive noise environment, the recursive generalized maximum correntropy criterion (RGMCC) algorithm with sparse penalty constraints is proposed to combat impulsive-inducing instability. Specifically, a recursive algorithm based on the generalized correntropy with a forgetting factor of error is developed to improve the performance of the sparsity aware maximum correntropy criterion algorithms by achieving a robust steady-state error. Considering an unknown sparse system, the l 1-norm and correntropy induced metric are employed in the RGMCC algorithm to exploit sparsity as well as to mitigate impulsive noise simultaneously. Numerical simulations are given to show that the proposed algorithm is robust while providing robust steady-state estimation performance. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
  Label:
  Group: Ab
  Data: <i>Copyright of Asian Journal of Control is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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        Value: 10.1002/asjc.1448
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      – Code: eng
        Text: English
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        PageCount: 9
        StartPage: 1164
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      – SubjectFull: System identification
        Type: general
      – SubjectFull: Recursive programming
        Type: general
      – SubjectFull: Computer simulation
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      – SubjectFull: Estimation theory
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      – SubjectFull: System analysis
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      – TitleFull: Recursive Generalized Maximum Correntropy Criterion Algorithm with Sparse Penalty Constraints for System Identification.
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            NameFull: Ma, Wentao
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            NameFull: Chen, Badong
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              M: 05
              Text: May2017
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