Electronics, Communication & Automation Technology

Prediction of Chaotic Sequence with the Adaptive Moment Estimation Algorithm Based on Maximum Correntropy Criterion

  • WANG Shiyuan WANG Wenyue QIAN Guobing
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  • College of Electronic and Information Engineering∥Chongqing Key Laboratory of Nonlinear Circuits and Intelligent Information Processing,Southwest University,Chongqing 400715,China
王世元(1980-),男,博士,教授,主要从事自适应信号处理、非线性滤波器设计以及生物信息学等研究.

Received date: 2018-08-12

  Revised date: 2018-11-14

  Online published: 2019-03-01

Supported by

 Supported by the National Natural Science Foundation of China(61671389,61701419) and Chongqing Postdoc- toral Science Foundation Special Funded Project(Xm2017107,Xm2017104)

Abstract

A novel adaptive moment estimation algorithm based on maximum correntropy criterion (AdamMCC) was proposed to improve the prediction accuracy of chaotic sequence in the non-Gaussian noises. The maximum correntropy criterion was chosen as the cost function of the proposed AdamMCC owing to its robustness against non- Gaussian noises. The first and second moments of gradients in the cost function were used to adjust the weight of the parameters in the algorithm,which provides a better search direction for the optimal weight,thus improved the prediction performance of the proposed AdamMCC. Simulations on the prediction of the Mackey-Glass chaotic time sequence and Lorenz chaotic time sequence illustrate that the proposed AdamMCC can achieve better prediction performance with affordable computational complexity and maintain robustness,compared with the least mean square algorithm (LMS),the maximum correntropy criterion algorithm (MCC),and the fractional-order maxi- mum correntropy criterion algorithm (FMCC) in the presence of non-Gaussian noises.

Cite this article

WANG Shiyuan WANG Wenyue QIAN Guobing . Prediction of Chaotic Sequence with the Adaptive Moment Estimation Algorithm Based on Maximum Correntropy Criterion[J]. Journal of South China University of Technology(Natural Science), 2019 , 47(4) : 20 -26,34 . DOI: 10.12141/j.issn.1000-565X.180404

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