Nonnegative Maximum Correntropy Adaptive Algorithm and Its Statistical Analysis
Dynamic system modeling methods have become a hot topic for stationary and nonstationary signal processing. Nonnegativity is a desired constraint that usually exerts on to be estimated parameters, and its generation usually based on the inherent physical characteristics of unknown system. Moreover, non-Gaussian noise is present in many practical system identification situations. In this paper, an adaptive nonnegative maximum correntropy criterion (NNMCC) algorithm is proposed for system identification under non-negativity constraints. We derive the NNMCC algorithm based on the Karush-Kuhn-Tucker conditions and a fixed-point iteration scheme. The first-order and second-order moments of the NNMCC algorithm adaptive weights are theoretically analyzed. Experimental results validate the theoretical analysis and illustrate the superior performance of NNMCC in non-Gaussian noise environments.