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| 对称稳定分布的相关熵及其在时间延迟估计上的应用 | |
| 引用本文： | 宋爱民,邱天爽,佟祉谏.对称稳定分布的相关熵及其在时间延迟估计上的应用[J].电子与信息学报,2011,33(2):494-498. |
| 作者姓名： | 宋爱民 邱天爽 佟祉谏 |
| 作者单位： | 1. 大连理工大学电子信息与电气工程学部,大连,116024;大连交通大学理学院,大连,116028 2. 大连理工大学电子信息与电气工程学部,大连,116024 |
| 基金项目： | 国家自然科学基金(60872122,60940023)资助课题 |
| 摘 要： | 相关熵是一个表示随机变量局部相似性的统计量。该文首先研究对称-稳定SS分布的相关熵的参数表示，利用该参数表示证明了对于位置参数为零的分布SS，最大相关熵准则与最小分散系数准则是等价的。最后将研究结果应用于稳定分布噪声环境下自适应时间延迟估计。仿真实验表明，该文算法性能优于最小均方误差时间延迟估计与最小平均P-范数时间延迟估计。 |
| 关 键 词： | 信号处理 相关熵 对称稳定分布 最大相关熵准则 最小分散系数准则 |
| 收稿时间： | 2010-03-29 |
Correntropy of the Symmetric Stable Distribution and Its Application to the Time Delay Estimation |
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| Song Ai-min,Qiu Tian-shuang,Tong Zhi-jian.Correntropy of the Symmetric Stable Distribution and Its Application to the Time Delay Estimation[J].Journal of Electronics & Information Technology,2011,33(2):494-498. | |
| Authors: | Song Ai-min Qiu Tian-shuang Tong Zhi-jian |
| Institution: | (Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024, China) (School of Science, Dalian Jiaotong University, Dalian 116028, China) |
| Abstract: | Correntropy is a localized similarity measure between two scalar random variables. This paper presents the parametric representation of the symmetric α-stable (SαS) distribution’s correntropy. The equivalency of the maximum correntropy criterion and the minimum dispersion criterion is derived from the parametric representation for zero location SαS distributions. This result is used to propose the adaptive time delay estimation in SαS noise. Simulations show that the algorithm based on correntropy works better than the least mean square and the least mean p-norm approaches. |
| Keywords: | Signal processing Correntropy Symmetric stable distributions Maximum correntropy criterion Minimum dispersion criterion |
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