Badong Chen

Quantized Kernel Least Mean Square Algorithm

In this paper, we propose a quantization approach, as an alternative of sparsification, to curb the growth of the radial basis function structure in kernel adaptive filtering. The basic idea behind this method is to quantize and hence compress the input (or feature) space. Different from sparsification, the new approach uses the “redundant” data to update the coefficient of the closest center. In particular, a quantized kernel least mean square (QKLMS) algorithm is developed, which is based on a simple online vector quantization method. The analytical study of the mean square convergence has been carried out. The energy conservation relation for QKLMS is established, and on this basis we arrive at a sufficient condition for mean square convergence, and a lower and upper bound on the theoretical value of the steady-state excess mean square error. Static function estimation and short-term chaotic time-series prediction examples are presented to demonstrate the excellent performance.

Steady-State Mean-Square Error Analysis for Adaptive Filtering under the Maximum Correntropy Criterion

The steady-state excess mean square error (EMSE) of the adaptive filtering under the maximum correntropy criterion (MCC) has been studied. For Gaussian noise case, we establish a fixed-point equation to solve the exact value of the steady-state EMSE, while for non-Gaussian noise case, we derive an approximate analytical expression for the steady-state EMSE, based on a Taylor expansion approach. Simulation results agree with the theoretical calculations quite well.

Similarity Learning with Spatial Constraints for Person Re-identification

Pose variation remains one of the major factors that adversely affect the accuracy of person re-identification. Such variation is not arbitrary as body parts (e.g. head, torso, legs) have relative stable spatial distribution. Breaking down the variability of global appearance regarding the spatial distribution potentially benefits the person matching. We therefore learn a novel similarity function, which consists of multiple sub-similarity measurements with each taking in charge of a subregion. In particular, we take advantage of the recently proposed polynomial feature map to describe the matching within each subregion, and inject all the feature maps into a unified framework. The framework not only outputs similarity measurements for different regions, but also makes a better consistency among them. Our framework can collaborate local similarities as well as global similarity to exploit their complementary strength. It is flexible to incorporate multiple visual cues to further elevate the performance. In experiments, we analyze the effectiveness of the major components. The results on four datasets show significant and consistent improvements over the state-of-the-art methods.

Maximum Correntropy Estimation Is a Smoothed MAP Estimation

As a new measure of similarity, the correntropy can be used as an objective function for many applications. In this letter, we study Bayesian estimation under maximum correntropy (MC) criterion. We show that the MC estimation is, in essence, a smoothed maximum a posteriori (MAP) estimation, including the MAP and the minimum mean square error (MMSE) estimation as the extreme cases. We also prove that under a certain condition, when the kernel size in correntropy is larger than some value, the MC estimation will have a unique optimal solution lying in a strictly concave region of the smoothed posterior distribution.

Quantized Kernel Recursive Least Squares Algorithm

In a recent paper, we developed a novel quantized kernel least mean square algorithm, in which the input space is quantized (partitioned into smaller regions) and the network size is upper bounded by the quantization codebook size (number of the regions). In this paper, we propose the quantized kernel least squares regression, and derive the optimal solution. By incorporating a simple online vector quantization method, we derive a recursive algorithm to update the solution, namely the quantized kernel recursive least squares algorithm. The good performance of the new algorithm is demonstrated by Monte Carlo simulations.

Generalized Correntropy for Robust Adaptive Filtering

As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been successfully applied in robust regression and filtering. The default kernel function in correntropy is the Gaussian kernel, which is, of course, not always the best choice. In this paper, we propose a generalized correntropy that adopts the generalized Gaussian density (GGD) function as the kernel, and present some important properties. We further propose the generalized maximum correntropy criterion (GMCC) and apply it to adaptive filtering. An adaptive algorithm, called the GMCC algorithm, is derived, and the stability problem and steady-state performance are studied. We show that the proposed algorithm is very stable and can achieve zero probability of divergence (POD). Simulation results confirm the theoretical expectations and demonstrate the desirable performance of the new algorithm.

Convergence of a Fixed-Point Algorithm under Maximum Correntropy Criterion

The maximum correntropy criterion (MCC) has received increasing attention in signal processing and machine learning due to its robustness against outliers (or impulsive noises). Some gradient based adaptive filtering algorithms under MCC have been developed and available for practical use. The fixed-point algorithms under MCC are, however, seldom studied. In particular, too little attention has been paid to the convergence issue of the fixed-point MCC algorithms. In this letter, we will study this problem and give a sufficient condition to guarantee the convergence of a fixed-point MCC algorithm.

Kernel adaptive filtering with maximum correntropy criterion

Kernel adaptive filters have drawn increasing attention due to their advantages such as universal nonlinear approximation with universal kernels, linearity and convexity in Reproducing Kernel Hilbert Space (RKHS). Among them, the kernel least mean square (KLMS) algorithm deserves particular attention because of its simplicity and sequential learning approach. Similar to most conventional adaptive filtering algorithms, the KLMS adopts the mean square error (MSE) as the adaptation cost. However, the mere second-order statistics is often not suitable for nonlinear and non-Gaussian situations. Therefore, various non-MSE criteria, which involve higher-order statistics, have received an increasing interest. Recently, the correntropy, as an alternative of MSE, has been successfully used in nonlinear and non-Gaussian signal processing and machine learning domains. This fact motivates us in this paper to develop a new kernel adaptive algorithm, called the kernel maximum correntropy (KMC), which combines the advantages of the KLMS and maximum correntropy criterion (MCC). We also study its convergence and self-regularization properties by using the energy conservation relation. The superior performance of the new algorithm has been demonstrated by simulation experiments in the noisy frequency doubling problem.

Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments

Abstract Sparse adaptive channel estimation problem is one of the most important topics in broadband wireless communications systems due to its simplicity and robustness. So far many sparsity-aware channel estimation algorithms have been developed based on the well-known minimum mean square error (MMSE) criterion, such as the zero-attracting least mean square (ZALMS),which are robust under Gaussian assumption. In non-Gaussian environments, however, these methods are often no longer robust especially when systems are disturbed by random impulsive noises. To address this problem, we propose in this work a robust sparse adaptive filtering algorithm using correntropy induced metric (CIM) penalized maximum correntropy criterion (MCC) rather than conventional MMSE criterion for robust channel estimation. Specifically, MCC is utilized to mitigate the impulsive noise while CIM is adopted to exploit the channel sparsity efficiently. Both theoretical analysis and computer simulations are provided to corroborate the proposed methods.

Disturbance Observer Based Composite Learning Fuzzy Control of Nonlinear Systems with Unknown Dead Zone

This paper investigates the disturbance observer-based composite fuzzy control of a class of uncertain nonlinear systems with unknown dead zone. With fuzzy logic system approximating the unknown nonlinearities, composite learning is constructed on the basis of a serial–parallel identifier. By introducing the intermediate signal, the disturbance observer is developed to provide efficient learning of the compounded disturbance which includes the effect of time-varying disturbance, fuzzy approximation error, and unknown dead zone. Based on the disturbance estimation and fuzzy approximation, the adaptive fuzzy controller is synthesized with novel updating law. The stability analysis of the closed-loop system is rigorously established via Lyapunov approach. The performance of the proposed controller is verified via simulation that faster convergence and higher precision are obtained.