Adaptive Filtering Based on Minimum Error Entropy Conjugate Gradient
摘要
Based on the criterion of minimum error entropy, this paper proposes a novel conjugate gradient algorithm, called MEE-CG. This algorithm has robust performance under non-Gaussian interference. Theoretical analysis and experimental results demonstrate that the proposed algorithm displays more robust performance than the conventional conjugate gradient methods on the basis of the mean square error and the maximum correntropy criterion. Compared with the stochastic gradient minimum error entropy algorithm and the recursive minimum error entropy algorithm, the proposed algorithm provides a trade-off between computational complexity and convergence speed.