Complex correntropy function: properties, and application to a channel equalization problem

• Autor(a) principal: Guimarães, João P. F.
• Data de Publicação: 2018
• Outros Autores: Fontes, Aluisio I. R., Rego, Joilson Batista de Almeida, Martins, Allan de Medeiros, Principe, J.C.
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Institucional da UFRN
• Texto Completo: https://repositorio.ufrn.br/handle/123456789/30942
• topic: Channel equalization; Complex-valued data; Correntropy; Fixed-point algorithm; Maximum complex correntropy criterion; Properties

The use of correntropy as a similarity measure has been increasing in dif ferent scenarios due to the well-known ability to extract high-order statistic information from data. Recently, a new similarity measure between complex random variables was defined and called complex correntropy. Based on a Gaussian kernel, it extends the benefits of correntropy to complex-valued data. However, its properties have not yet been formalized. This paper studies the properties of this new similarity measure and extends this defini tion to positive-definite kernels. Complex correntropy is applied to a channel equalization problem as good results are achieved when compared with other algorithms such as the complex least mean square (CLMS), complex recursive least squares (CRLS), and least absolute deviation (LAD)