Kernel recursive maximum versoria criterion algorithm using random fourier features

Abstract

Reproducing Hilbert space (RKHS)-based adaptive algorithms have attracted increased attention in machine learning and nonlinear signal processing with applications in visible light communications, radar, radio frequency communications and others. However, performance of RKHS-based algorithms is highly sensitive to a suitable learning criterion. In this regard, the Versoria criterion-based adaptive filtering has gained interest in recent works due to its superior convergence characteristics as compared to the popular criterion such as minimum mean square error, and maximum correntropy criterion. Therefore, in this brief, a novel random Fourier feature (RFF)-based kernel recursive maximum Versoria criterion (KRMVC) algorithm is proposed. Convergence analysis is presented next for the proposed RFF-KRMVC algorithm as guarantees of the promised performance benefits. Lastly, the analytical results are validated by corresponding computer-simulations over practical application-scenarios considered in this brief. © 2004-2012 IEEE.