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| Correntropy of the Symmetric Stable Distribution and Its Application to the Time Delay Estimation |
| Song Ai-min①② Qiu Tian-shuang① Tong Zhi-jian① |
①(Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024, China)
②(School of Science, Dalian Jiaotong University, Dalian 116028, China) |
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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.
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Received: 29 March 2010
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Corresponding Authors:
Qiu Tian-shuang
E-mail: qiutsh@dlut.edu.cn
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2011, Vol. 33 
