Generalized Minimum Error Entropy for Adaptive Filtering

Abstract: Error entropy is a important nonlinear similarity measure, and it has received increasing attention in many practical applications. The default kernel function of error entropy criterion is Gaussian kernel function, however, which is not always the best choice. In our study, a novel concept, called generalized error entropy, utilizing the generalized Gaussian density (GGD) function as the kernel function is proposed. We further derivate the generalized minimum error entropy (GMEE) criterion, and a novel adaptive filtering called GMEE algorithm is derived by utilizing GMEE criterion. The stability, steady-state performance, and computational complexity of the proposed algorithm are investigated. Some simulation indicate that the GMEE algorithm performs well in Gaussian, sub-Gaussian, and super-Gaussian noises environment, respectively. Finally, the GMEE algorithm is applied to acoustic echo cancelation and performs well.