A Review on Robustness of Correlation Coefficients Against Impulsive Noise

Xu Wei-chao; Ma Ru-bao

doi:10.3969/j.issn.1007-7162.2015.03.001

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A Review on Robustness of Correlation Coefficients Against Impulsive Noise

更新时间：2026-05-27

- A Review on Robustness of Correlation Coefficients Against Impulsive Noise
- Vol. 32, Issue 3, Pages: 1-4(2015)
- 作者机构：
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- DOI：10.3969/j.issn.1007-7162.2015.03.001
  CLC：
- Online First：22 September 2015，
  
  Published：2015
- 稿件说明：
移动端阅览
徐维超, 马如豹. 相关系数在脉冲噪声环境下的稳健性综述[J]. 广东工业大学学报, 2015, 32(3): 1-4.

Xu Wei-chao, Ma Ru-bao. A Review on Robustness of Correlation Coefficients Against Impulsive Noise[J]. 2015, 32(3): 1-4.
徐维超, 马如豹. 相关系数在脉冲噪声环境下的稳健性综述[J]. 广东工业大学学报, 2015, 32(3): 1-4. DOI： 10.3969/j.issn.1007-7162.2015.03.001.

Xu Wei-chao, Ma Ru-bao. A Review on Robustness of Correlation Coefficients Against Impulsive Noise[J]. 2015, 32(3): 1-4. DOI： 10.3969/j.issn.1007-7162.2015.03.001.

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.

Abstract

As an important tool in correlation analysis

correlation coefficients have been extensively studied and applied in many science and engineering fields. Based on two commonly used bivariate contaminated 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 impulsive noise interference. On the other hand

the other four coefficients demonstrate their robustness against impulsive noise in the two models.

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