Convex regularized recursive kernel risk-sensitive loss adaptive filtering algorithm and its performance analysis.
Ben-Xue SuKunde YangFei-Yun WuTian-He LiuHui-Zhong YangPublished in: Signal Process. (2024)
Keyphrases
- filtering algorithm
- risk sensitive
- noise suppression
- adaptive filter
- optimal control
- risk minimization
- utility function
- markov decision processes
- median filter
- step size
- decision theoretic
- kernel methods
- expected utility
- kernel function
- optimality criterion
- efficient optimization
- probability distribution
- support vector
- convex optimization
- objective function
- infinite horizon
- gray scale
- control policies