doctoralThesis
Correntropia circular: definição, propriedades e aplicações
Fecha
2022-06-30Registro en:
AQUINO, Manoel do Bonfim Lins de. Correntropia circular: definição, propriedades e aplicações. 2022. 59f. Tese (Doutorado em Engenharia Elétrica e de Computação) - Centro de Tecnologia, Universidade Federal do Rio Grande do Norte, Natal, 2022.
Autor
Aquino, Manoel do Bonfim Lins de
Resumen
Circular statistics has been applied to several areas of knowledge in which the input
data is circular. Noisy measurements are still a problem in circular data applications and,
like non-circular data, second-order statistics have some limitations to deal with nonGaussian noise. Recently, a similarity function called correntropy has been successfully
employed in applications involving impulsive noise for being capable of extracting more
information than second-order methods. However, correntropy has not been studied from
the perspective of circular data so far. This thesis defines a novel statistical measure called
circular correntropy (CC). It uses the von Mises density function in order to redefine
correntropy in this domain. In particular, it is proved analytically that the CC contains
information regarding second-order and higher-order moments, being a generalization of
the circular correlation measure. Its properties are studied as well as a new recursive
solution for the Maximum Circular Correntropy Criterion (MCCC). The performance of
this new similarity measure is evaluated as a cost function in nonlinear regression and time
series prediction problems, where signals are contaminated with additive impulsive noise.
Simulations demonstrate that CC is more robust than second-order circular statistics in
impulsive noise environments.