Proportionate Minimum Error Entropy Algorithm for Sparse System Identification

@article{Wu2015ProportionateME,
  title={Proportionate Minimum Error Entropy Algorithm for Sparse System Identification},
  author={Zongze Wu and Siyuan Peng and Badong Chen and Haiquan Zhao and Jos{\'e} Carlos Pr{\'i}ncipe},
  journal={Entropy},
  year={2015},
  volume={17},
  pages={5995-6006}
}
Sparse system identification has received a great deal of attention due to its broad applicability. The proportionate normalized least mean square (PNLMS) algorithm, as a popular tool, achieves excellent performance for sparse system identification. In previous studies, most of the cost functions used in proportionate-type sparse adaptive algorithms are based on the mean square error (MSE) criterion, which is optimal only when the measurement noise is Gaussian. However, this condition does not… CONTINUE READING