Blocked Maximum Correntropy Criterion Algorithm for Cluster-Sparse System Identifications

Abstract

A blocked proportionate normalized maximum correntropy criterion (PNMCC) is presented to improve the estimation behavior of the traditional maximum correntropy criterion (MCC) algorithm for identifying the blocked sparse systems. The proposed blocked MCC is implemented by constructing a new cost function based on a hybrid-norm constraint (HNC) of the filter coefficient vector to adaptively utilize the cluster-sparse characteristic of unknown systems, denoting as hybrid-norm constrained PNMCC (HNC-PNMCC). The proposed HNC-PNMCC algorithm is achieved by using the basis pursuit. Various simulations are brought out to confirm the validity of the HNC-PNMCC. Simulation results indicate that the HNC-PNMCC is better than the PNMCC, MCC, and sparse MCC with respect to the estimation performance for the cluster-sparse system identification under the impulsive noises.