Flexible adaptive filtering by minimization of error entropy bound and its application to system identification
Xi-Lin Li, Tülay Adalı · 2010
It has been shown that using minimum error entropy as the cost function leads to important performance gains in adaptive filtering, especially when the Gaussianity assumptions on the error distribution do not hold. In this paper, we show that by using the entropy bound rather than the entropy, we can derive an efficient algorithm for supervised training. We demonstrate its effectiveness by a system identification problem using a generalized Gaussian noise model.