Development in Signal Processing Based on Correntropy and Cyclic Correntropy

In radio monitoring and target location applications, the received signals are often affected by complex electromagnetic environment, such as impulsive noise and cochannel interference. Traditional signal processing methods based on second-order statistics often fail to work properly. The signal processing methods based on fractional lower order statistics also encounter difficulties due to their dependence on prior knowledge of signals and noises. In recent years, the theory and method of correntropy and cyclic correntropy signal processing, which are widely concerned in the field of signal processing, are put forward. They are effective technical means to solve the problems of signal analysis and processing, parameter estimation, target location and other applications to complex electromagnetic environment. They promote greatly the development of the theory and application of non-Gaussian and non-stationary signal processing. This paper reviews systematically the basic theory and methods of correntropy and cyclic correntropy signal processing, including the background, definition, properties and characteristics of correntropy and cyclic correntropy, as well as their mathematical and physical meanings. This paper introduces also the applications of correntropy and cyclic correntropy signal processing to many fields, hoping to benefit the research and application of non-Gaussian and non-stationary statistical signal processing.