Generalized maximum correntropy criterion (GMCC)

New in version 1.2.0.

The generalized maximum correntropy criterion (GMCC) is implemented according https://doi.org/10.1109/TSP.2016.2539127. The GMCC adaptive filter can be created as follows

>>> import padasip as pa
>>> pa.filters.FilterGMCC(n)

where n is the size (number of taps) of the filter.

Content of this page:

See also

Adaptive Filters

Minimal Working Examples

If you have measured data you may filter it as follows

import numpy as np
import matplotlib.pylab as plt
import padasip as pa

# creation of data
N = 500
x = np.random.normal(0, 1, (N, 4)) # input matrix
v = np.random.normal(0, 0.1, N) # noise
d = 2*x[:,0] + 0.1*x[:,1] - 4*x[:,2] + 0.5*x[:,3] + v # target

# identification
f = pa.filters.FilterGMCC(n=4, mu=0.1, w="random")
y, e, w = f.run(d, x)

# show results
plt.figure(figsize=(15,9))
plt.subplot(211);plt.title("Adaptation");plt.xlabel("samples - k")
plt.plot(d,"b", label="d - target")
plt.plot(y,"g", label="y - output");plt.legend()
plt.subplot(212);plt.title("Filter error");plt.xlabel("samples - k")
plt.plot(10*np.log10(e**2),"r", label="e - error [dB]");plt.legend()
plt.tight_layout()
plt.show()

Code Explanation

class padasip.filters.gmcc.FilterGMCC(n, mu=0.01, lambd=0.03, alpha=2, **kwargs)[source]

Bases: padasip.filters.base_filter.AdaptiveFilter

This class represents an adaptive GMCC filter.

learning_rule(e, x)[source]

Override the parent class.