A new nonlinear similarity measure for multichannel signals.
We propose a novel similarity measure, called the correntropy coefficient, sensitive to higher order moments of the signal statistics based on a similarity function called the cross-correntopy. Cross-correntropy nonlinearly maps the original time series into a high-dimensional reproducing kernel Hilbert space (RKHS). The correntropy coefficient computes the cosine of the angle between the transformed vectors. Preliminary experiments with simulated data and multichannel electroencephalogram (EEG) signals during behaviour studies elucidate the performance of the new measure versus the well-established correlation coefficient.
Xu
Jian-Wu
JW
Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA. jianwu@cnel.ufl.edu
Bakardjian
Hovagim
H
Cichocki
Andrzej
A
Principe
Jose C
JC
D000465:Algorithms; D003198:Computer Simulation; D003344:Cortical Synchronization; D004569:Electroencephalography; D006801:Humans; D016571:Neural Networks, Computer; D017711:Nonlinear Dynamics; D010363:Pattern Recognition, Automated / Q000379:methods*; D012815:Signal Processing, Computer-Assisted