Correntropy Method for Spectrum Estimation in Impulsive Noise Environment

Conventional power spectrum density (PSD) estimation method based on correlation function is obviously degraded in the impulsive noise environment, even loses efficacy under big impulsive noise. As a new localized similarity measure, correntropy is not sensitive to the impulsive noise and adapts this environment. Correntropy spectrum density (CSD) estimation method is achieved through correntropy function replacing autocorrelation function of signal. With the same SNR the CSD method is robust to the PSD method through simulation. Specially, the CSD method is also effective under big impulsive noise (α＜1.6), and the mean and variance of estimation error remain low level.