6. Designing Sparse Kernel Adaptive Filters

  1. Weifeng Liu,
  2. José C. Príncipe and
  3. Simon Haykin

Published Online: 5 MAR 2010

DOI: 10.1002/9780470608593.ch6

Kernel Adaptive Filtering: A Comprehensive Introduction

Kernel Adaptive Filtering: A Comprehensive Introduction

How to Cite

Liu, W., Príncipe, J. C. and Haykin, S. (2010) Designing Sparse Kernel Adaptive Filters, in Kernel Adaptive Filtering: A Comprehensive Introduction, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470608593.ch6

Publication History

  1. Published Online: 5 MAR 2010
  2. Published Print: 12 FEB 2010

ISBN Information

Print ISBN: 9780470447536

Online ISBN: 9780470608593

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Keywords:

  • designing sparse kernel adaptive filters;
  • kernel recursive least squares with surprise criterion (KRLS-SC);
  • surprise criterion applied to Mackey–Glass (MG) time-series prediction

Summary

This chapter contains sections titled:

  • Definition of Surprise

  • A Review of Gaussian Process Regression

  • Computing Surprise

  • Kernel Recursive Least Squares with Surprise Criterion

  • Kernel Least Mean Square with Surprise Criterion

  • Kernel Affine Projection Algorithms with Surprise Criterion

  • Computer Experiments

  • Conclusion

  • Endnotes