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相关系数在脉冲噪声环境下的稳健性综述 被引量：1

A Review on Robustness of Correlation Coefficients Against Impulsive Noise
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摘要 作为相关分析的重要工具,相关系数在众多科学与技术领域中都得到了广泛的研究和应用.基于文献中两种常用的二元混合高斯模型,本文回顾和对比了5种相关系数分别在单通道以及双通道中存在脉冲噪声时的稳健性.定量的研究结果表明,在脉冲噪声环境下,文献中最为常见的皮尔逊积矩相关系数性能急剧恶化.而另外4种相关系数则在两种噪声模型下均表现出良好的抗干扰能力. As an important tool in correlation analysis, correlation coefficients have been extensively stud-ied and applied in many science and engineering fields.Based on two commonly used bivariate contami-nated Gaussian models, this paper reviews and compares the robustness of five correlation coefficients in environments with single-channel and double-channel impulsive noise, respectively.Theoretical results indicate that the most popular Pearson′s Product Moment Correlation Coefficient is very sensitive to impul-sive noise interference.On the other hand, the other four coefficients demonstrate their robustness against impulsive noise in the two models.
作者 徐维超 马如豹
机构地区 广东工业大学自动化学院
出处 《广东工业大学学报》 CAS 2015年第3期1-4,共4页 Journal of Guangdong University of Technology
基金 国家自然科学基金资助项目(61271380) 广东省自然科学基金资助项目(S2012010009870 2014A030313515)
关键词 皮尔逊积距相关系数 斯皮尔曼秩次相关系数 肯德尔秩次相关系数 基尼相关 皮尔逊秩变量相关系数 脉冲噪声 混合高斯模型 Pearson＇ sdall＇s Tau（ PRVCC ）product moment correlation coefficient （PPMCC） Spearman＇ s rho （SR） Ken-（KT） Gini correlation （ GC ） Pearson＇ s rank-variate correlation coefficient impulsive noise contaminated Gaussian model （CGM）
分类号 O212.4 [理学—概率论与数理统计] O211.5 [理学—概率论与数理统计]
  • 相关文献

参考文献25

  • 1Speed T. A correlation for the 21st century[ J]. Science, 2011, 334(6062) : 1502-1503.
  • 2Gibbons J D, Chakraborti S. Nonparametric Statistical Inference[M]. 3rd. New York: M. Dekker, 1992.
  • 3Fisher R A. Statistical Methods, Experimental Design, and Scientific Inference [ M ]. New York: Oxford University Press, 1990.
  • 4Fisher R A. On the ' probable error' of a coefficient of cor- relation deduced from a small sample [ J]. Metron, 1921, 1:3-32.
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二级参考文献24

  • 1Gibbons J D, Chakraborti S. Nonparametric Statistic In- ference[M]. 3rd. New York: M Dekker, 1992.
  • 2Fisher R A. Statistical Methods, Experimental Design, and Scientific Inference [ M ]. New York: Oxford University- Press, 1990.
  • 3Fisher R A. On the ' probable error' of a coefficient of cor- relation deduced from a small sample[ J]. Metron, 1921, 1:3-32.
  • 4Fieller E C, Hartley H O, Pearson E S. Tests for rank cor- relation coefficients [ J ]. Biometrika, 1957,44 ( 3/4 ) :470- 481.
  • 5Kendall M, Gibbons J D. Rank Correlation Methods[ M ]5th. New York: Oxford University Press, 1990.
  • 6Fisher R. Frequency distribution of the values of the corre- lation coefficient in samples from an indefinitely large popu- lation[J]. Biometrika, 1915, 10(4):507-521.
  • 7Tumanski S. Principles of Electrical Measurement [ M ]. New York: Taylor & Francis, 2006.
  • 8Stein D. Detection of random signals in Gaussian mixture noise [ J ] IEEE Trans hff Theory, 1995,41 ( 6 ) : 1788- 1801.
  • 9Chen R, Wang X, Liu J. Adaptive joint detection and de- coding in flat-fading channels via mixture Kalman filtering [ J ]. IEEE Trans Inf Theory, 2000, 46 (6) :2079-2094.
  • 10Reznic Z, Zamir R, Feder M. Joint source-channel coding of a Gaussian mixture source over the Gaussian broadcast channel[ J]. IEEE Trans Inf Theory, 2002,48 ( 3 ) : 776- 781.

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广东工业大学学报
2015年 第3期

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