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Volume 33 Issue 2
Mar.  2011
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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. doi: 10.3724/SP.J.1146.2010.00309
Citation: 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. doi: 10.3724/SP.J.1146.2010.00309

Correntropy of the Symmetric Stable Distribution and Its Application to the Time Delay Estimation

doi: 10.3724/SP.J.1146.2010.00309
  • Received Date: 2010-03-29
  • Rev Recd Date: 2010-10-15
  • Publish Date: 2011-02-19
  • Correntropy is a localized similarity measure between two scalar random variables. This paper presents the parametric representation of the symmetric-stable (SS) distributions correntropy. The equivalency of the maximum correntropy criterion and the minimum dispersion criterion is derived from the parametric representation for zero locationSS distributions. This result is used to propose the adaptive time delay estimation inSS noise. Simulations show that the algorithm based on correntropy works better than the least mean square and the least mean p-norm approaches.
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