Correntropy: properties and applications in non-gaussian signal processing

被引：1325

作者：

Liu, Weifeng ^{[1
]}

Pokharel, Puskal P. ^{[1
]}

Principe, Jose C. ^{[1
]}

机构：

[1] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2007年 / 55卷 / 11期

基金：

美国国家科学基金会;

关键词：

generalized correlation function; information theoretic learning; kernel methods; metric; temporal principal component analysis (TPCA);

D O I：

10.1109/TSP.2007.896065

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The optimality of second-order statistics depends heavily on the assumption of Gaussianity. In this paper, we elucidate further the probabilistic and geometric meaning of the recently defined correntropy function as a localized similarity measure. A close relationship between correntropy and M-estimation is established. Connections and differences between correntropy and kernel methods are presented. As such correntropy has vastly different properties compared with second-order statistics that can be very useful in non-Gaussian signal processing, especially in the impulsive noise environment. Examples are presented to illustrate the technique.

引用

页码：5286 / 5298

页数：13

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