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Performance evaluation of the maximum correntropy criterion in identification systems

机译:识别系统中最大熵准则的性能评估

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The System identification explores ways to obtain mathematical models of an unknown system. However, as a result from the intrinsic random nature of system or from the environment noise, it is very hard to find a perfect mathematical representation of a real system. This paper aims to evaluate the Maximum Correntropy Criterion (MCC) performance using the gradient descent and the Fixed-Point. Both methods were compared in different noise scenarios and their behavior with different system models. The importance of the free parameters was also studied on both methods. The results show that the fixed-point has a better performance and are less noise sensitive.
机译:系统识别探索了获取未知系统数学模型的方法。但是,由于系统固有的随机性或环境噪声的结果,很难找到真实系统的完美数学表示形式。本文旨在使用梯度下降和定点评估最大熵准则(MCC)性能。比较了两种方法在不同噪声情况下以及它们在不同系统模型下的行为。两种方法还研究了自由参数的重要性。结果表明,该定点具有更好的性能,并且对噪声的敏感性较低。

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