Maximum likelihood estimation for array processing in colored noise

Direction of arrival estimation of multiple sources, using a uniform linear array, in noise with unknown covariance is considered. The noise is modeled as a spatial autoregressive process with unknown parameters. Both stochastic and deterministic signal models are considered. For the random signal case, an approximate maximum likelihood estimator of the signal and noise parameters is derived. It requires numerical maximization of a compressed likelihood function over the unknown arrival angles. Analytical expressions for the MLEs of the signal covariance and the AR parameters are given. Similar results for the case of deterministic signals are also presented     

Estimation and detection in non-Gaussian noise using higher orderstatistics

One of the primary applications of higher order statistics has been for detection and estimation of nonGaussian signals in Gaussian noise of unknown covariance. This is motivated by the fact that higher order cumulants of Gaussian processes vanish. We study the opposite problem, namely, detection and estimation in nonGaussian noise. We estimate cumulants of nonGaussian processes in the presence of unknown deterministic and/or Gaussian signals, which allows either parametric or nonparametric estimation of the covariance of the nonGaussian noise. Our approach is to augment existing second-order detection methods using cumulants. We propose solutions for detection of deterministic signals based on matched filters and the generalized likelihood ratio test which incorporate cumulants, where the resulting solutions are valid under either detection hypotheses. This allows for single record detection and obviates the need for noise-only training records. The problem of estimating signal strength in the presence of nonGaussian noise of unknown covariance is also considered, and a cumulant-based solution is proposed which uses a single data record. Examples are used throughout to illustrate our proposed methods     

Recursive estimation of the covariance matrix of acompound-Gaussian process and its application to adaptive CFAR detection

Adaptive detection of signals embedded in Gaussian or non-Gaussian noise is a problem of primary concern among radar engineers. We propose a recursive algorithm to estimate the structure of the covariance matrix of either a set of Gaussian vectors that share the spectral properties up to a multiplicative factor or a set of spherically invariant random vectors (SIRVs) with the same covariance matrix and possibly correlated texture components. We also assess the performance of an adaptive implementation of the normalized matched filter (NMF), relying on the newly introduced estimate, in the presence of compound-Gaussian, clutter-dominated, disturbance. In particular, it is shown that a proper initialization of the recursive procedure leads to an adaptive NMF with the constant false alarm rate (CFAR) property and that it is very effective to operate in heterogeneous environments of relevant practical interest     

EM-based recursive estimation of channel parameters

Recursive (online) expectation-maximization (EM) algorithm along with stochastic approximation is employed in this paper to estimate unknown time-invariant/variant parameters. The impulse response of a linear system (channel) is modeled as an unknown deterministic vector/process and as a Gaussian vector/process with unknown stochastic characteristics. Using these models which are embedded in white or colored Gaussian noise, different types of recursive least squares (RLS), Kalman filtering and smoothing and combined RLS and Kalman-type algorithms are derived directly from the recursive EM algorithm. The estimation of unknown parameters also generates new recursive algorithms for situations, such as additive colored noise modeled by an autoregressive process. The recursive EM algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods     

Performance Analysis of Covariance Matrix Estimates in Impulsive Noise

This paper deals with covariance matrix estimates in impulsive noise environments. Physical models based on compound noise modeling [spherically invariant random vectors (SIRV), compound Gaussian processes] allow to correctly describe reality (e.g., range power variations or clutter transitions areas in radar problems). However, these models depend on several unknown parameters (covariance matrix, statistical distribution of the texture, disturbance parameters) that have to be estimated. Based on these noise models, this paper presents a complete analysis of the main covariance matrix estimates used in the literature. Four estimates are studied: the well-known sample covariance matrix M_SCM and a normalized version M_N, the fixed-point (FP) estimate M_FP, and a theoretical benchmark M_TFP. Among these estimates, the only one of practical interest in impulsive noise is the FP. The three others, which could be used in a Gaussian context, are, in this paper, only of academic interest, i.e., for comparison with the FP. A statistical study of these estimates is performed through bias analysis, consistency, and asymptotic distribution. This study allows to compare the performance of the estimates and to establish simple relationships between them. Finally, theoretical results are emphasized by several simulations corresponding to real situations.     

Relationships between adaptive minimum variance beamforming andoptimal source localization

For many years, the popular minimum variance (MV) adaptive beamformer has been well known for not having been derived as a maximum likelihood (ML) estimator. This paper demonstrates that by use of a judicious decomposition of the signal and noise, the log-likelihood function of source location is, in fact, directly proportional to the adaptive MV beamformer output power. In the proposed model, the measurement consists of an unknown temporal signal whose spatial wavefront is known as a function of its unknown location, which is embedded in complex Gaussian noise with unknown but positive definite covariance. Further, in cases where the available observation time is insufficient, a constrained ML estimator is derived here that is closely related to MV beamforming with a diagonally loaded data covariance matrix estimate. The performance of the constrained ML estimator compares favorably with robust MV techniques, giving slightly better root-mean-square error (RMSE) angle-of-arrival estimation of a plane-wave signal in interference. More importantly, however, the fact that such optimal ML techniques are closely related to conventional robust MV methods, such as diagonal loading, lends theoretical justification to the use of these practical approaches     

The CFAR adaptive subspace detector is a scale-invariant GLRT

The constant false alarm rate (CFAR) matched subspace detector (CFAR MSD) is the uniformly most-powerful-invariant test and the generalized likelihood ratio test (GLRT) for detecting a target signal in noise whose covariance structure is known but whose level is unknown. Previously, the CFAR adaptive subspace detector (CFAR ASD), or adaptive coherence estimator (ACE), was proposed for detecting a target signal in noise whose covariance structure and level are both unknown and whose covariance structure is estimated with a sample covariance matrix based on training data. We show here that the CFAR ASD is GLRT when the test measurement is not constrained to have the same noise level as the training data, As a consequence, this GLRT is invariant to a more general scaling condition on the test and training data than the well-known GLRT of Kelly (1986)     

DOA Estimation and Detection in Colored Noise Using Additional Noise-Only Data

In a typical array processing scenario, noise acting on the array can not be assumed spatially white. It is in many cases necessary to use quiet periods, when only noise is received, to estimate the noise covariance. If estimation of the signal parameters and noise covariance is performed jointly, performance can be improved. This is especially true when stationarity considerations limit the amount of available valid noise-only data. An asymptotically valid approximative maximum likelihood method (AML) for the estimation problem is derived in this work. The resulting criterion is, when concentrated with respect to the signal parameters, relatively simple. In numerical experiments, AML shows promising small-sample performance compared to earlier methods. The criterion function is also well suited for numerical optimization. The new criterion function allows for the development of a novel, MODE-like, non-iterative estimation procedure if the array belongs to the important class of uniform linear arrays. The resulting procedure retains the asymptotic properties of maximum likelihood, and numerical simulations indicate superior threshold performance when compared to an optimally weighted subspace fitting (WSF) formulation of MODE. For the detection problem, no method has been presented that takes the unknown noise covariance into account. Here, a well known detection scheme for WSF is extended to work in this scenario as well. The derivations of this scheme further stress the importance of using the correct weighting in WSF when the noise covariance is unknown. It is also shown that the minimum value of the criterion function associated with AML can be used for the detection purpose. Numerical experiments indicate very promising performance for the AML-detection scheme.     

极化空时自适应匹配滤波检测器

针对极化空时自适应处理时目标极化状态和杂波协方差矩阵未知等实际瓶颈问题,提出了一种适应于机载极化阵列雷达的极化空时自适应匹配滤波(PST-AMF)检测算法.该检测算法先利用回波数据估计目标的极化状态,然后再将估值代入似然比得到了新的检验统计量,进一步推导了检测器虚警概率和检测概率的解析表达式,从理论上证明了该检测方法具备恒虚警(CFAR)特性.该检测器计算量比极化空时广义似然比检测器(PST-GLRT)少,易于工程实现.最后,仿真验证了在检测慢速运动目标时,其性能优于单个通道的空时自适应匹配滤波检测器(ST-AMF),具备较强的稳健性.     

A cumulant-based adaptive technique for coherent radar detection ina mixture of K-distributed clutter and Gaussian disturbance

In this paper, we consider the problem of radar signal detection in the presence of disturbance, which is assumed to be a mixture of coherent K-distributed and Gaussian distributed clutter. Besides, thermal noise, which is always present in the radar receiver, has been considered. The optimum detector is determined by thresholding an appropriate likelihood ratio test. To properly operate in an interference environment of unknown correlation, the optimum detector needs to adaptively estimate from the data the statistical properties of the interferences. Second-order spectral analysis is unable to separately estimate the correlation structure of K-distributed and Gaussian distributed clutter sources. Their separate estimation can be accomplished only in higher order spectrum domain. To reach this goal, an adaptive algorithm based on second- and higher order cumulants is proposed that removes these drawbacks and is able to operate in an environment of unknown correlation structure. The performance of the adaptive processing scheme has been evaluated by means of Monte Carlo simulations     

A Bayesian Approach to Adaptive Detection in Nonhomogeneous Environments

We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for adaptation do not share the same covariance matrix as the vector under test. A Bayesian framework is proposed where the covariance matrices of the primary and the secondary data are assumed to be random, with some appropriate joint distribution. The prior distributions of these matrices require a rough knowledge about the environment. This provides a flexible, yet simple, knowledge-aided model where the degree of nonhomogeneity can be tuned through some scalar variables. Within this framework, an approximate generalized likelihood ratio test is formulated. Accordingly, two Bayesian versions of the adaptive matched filter are presented, where the conventional maximum likelihood estimate of the primary data covariance matrix is replaced either by its minimum mean-square error estimate or by its maximum a posteriori estimate. Two detectors require generating samples distributed according to the joint posterior distribution of primary and secondary data covariance matrices. This is achieved through the use of a Gibbs sampling strategy. Numerical simulations illustrate the performances of these detectors, and compare them with those of the conventional adaptive matched filter.     

A CFAR adaptive subspace detector for second-order Gaussian signals

We study the problem of detecting subspace signals described by the Second-Order Gaussian (SOG) model in the presence of noise whose covariance structure and level are both unknown. Such a detection problem is often called Gauss-Gauss problem in that both the signal and the noise are assumed to have Gaussian distributions. We propose adaptive detectors for the SOG model signals based on a single observation and multiple observations. With a single observation, the detector can be derived in a manner similar to that of the generalized likelihood ratio test (GLRT), but the unknown covariance structure is replaced by sample covariance matrix based on training data. The proposed detectors are constant false alarm rate (CFAR) detectors. As a comparison, we also derive adaptive detectors for the First-Order Gaussian (FOG) model based on multiple observations under the same noise condition as for the SOG model. With a single observation, the seemingly ad hoc CFAR detector for the SOG model is a true GLRT in that it has the same form as the GLRT CFAR detector for the FOG model. We give an approximate closed form of the probability of detection and false alarm in this case. Furthermore, we study the proposed CFAR detectors and compute the performance curves.     

NAR estimators of spatial covariance matrices for adaptive arraydetection

The theory of noise-alone-reference (NAR) power estimation is extended to the estimation of spatial covariance matrices. A NAR covariance estimator insensitive to signal presence is derived. The SNR (signal-to-noise ratio) loss incurred by using this estimator is independent of the input SNR and is less than that encountered with the maximum likelihood covariance estimator given that the same number of uncorrelated snapshots is available to both estimators. The analysis assumes first a deterministic signal. The results are extended and generalized to signals with unknown parameters or random signals. For the random signal case, generalized and quasi-NAR covariance estimators are presented     

Mean-squared error and threshold SNR prediction of maximum-likelihood signal parameter estimation with estimated colored noise covariances

An interval error-based method (MIE) of predicting mean squared error (MSE) performance of maximum-likelihood estimators (MLEs) is extended to the case of signal parameter estimation requiring intermediate estimation of an unknown colored noise covariance matrix; an intermediate step central to adaptive array detection and parameter estimation. The successful application of MIE requires good approximations of two quantities: 1) interval error probabilities and 2) asymptotic (SNRrarrinfin) local MSE performance of the MLE. Exact general expressions for the pairwise error probabilities that include the effects of signal model mismatch are derived herein, that in conjunction with the Union Bound provide accurate prediction of the required interval error probabilities. The Crameacuter-Rao Bound (CRB) often provides adequate prediction of the asymptotic local MSE performance of MLE. The signal parameters, however, are decoupled from the colored noise parameters in the Fisher Information Matrix for the deterministic signal model, rendering the CRB incapable of reflecting loss due to colored noise covariance estimation. A new modification of the CRB involving a complex central beta random variable different from, but analogous to the Reed, Mallett, and Brennan beta loss factor provides a working solution to this problem, facilitating MSE prediction well into the threshold region with remarkable accuracy     

Fast converging adaptive detection of Doppler-shifted,range-distributed targets

A generalized likelihood ratio test (GLRT) for the adaptive detection of a target or targets that are Doppler-shifted and distributed in range is derived. The unknown parameters associated with the hypothesis test are the complex amplitudes in range of the desired target and the unknown covariance matrix of the additive interference, which is assumed to be characterized as complex zero-mean correlated Gaussian random variables. The target's or targets' complex amplitudes are assumed to be distributed across the entire input data block (sensor × range). The unknown covariance matrix is constrained to have the reasonable form of the identity matrix (the internal noise contribution) plus an unknown positive semidefinite (psdh) matrix (the external interference contribution). It is shown via simulation for a variety of interference scenarios that the new detector has the characteristic of having a bounded constant false alarm rate (CFAR), i.e., for our problem, the probability of false alarm P_F for a given detection threshold is bounded by the P_F that results when no external interference is present. It is also shown via simulation that the new detector converges relatively fast with respect to the number of sample vectors K necessary in order to achieve a given probability of detection P_D     

A modified likelihood function approach to DOA estimation in thepresence of unknown spatially correlated Gaussian noise using a uniformlinear array

The problem of modified ML estimation of DOAs of multiple source signals incident on a uniform linear array (ULA) in the presence of unknown spatially correlated Gaussian noise is addressed here. Unlike previous work, the proposed method does not impose any structural constraints or parameterization of the signal and noise covariances. It is shown that the characterization suggested here provides a very convenient framework for obtaining an intuitively appealing estimate of the unknown noise covariance matrix via a suitable projection of the observed covariance matrix onto a subspace that is orthogonal complement of the so-called signal subspace. This leads to a formulation of an expression for a so-called modified likelihood function, which can be maximized to obtain the unknown DOAs. For the case of an arbitrary array geometry, this function has explicit dependence on the unknown noise covariance matrix. This explicit dependence can be avoided for the special case of a uniform linear array by using a simple polynomial characterization of the latter. A simple approximate version of this function is then developed that can be maximized via the-well-known IQML algorithm or its variants. An exact estimate based on the maximization of the modified likelihood function is obtained by using nonlinear optimization techniques where the approximate estimates are used for initialization. The proposed estimator is shown to outperform the MAP estimator of Reilly et al. (1992). Extensive simulations have been carried out to show the validity of the proposed algorithm and to compare it with some previous solutions     

Maximum likelihood trend estimation in exponential noise

This paper considers the problem of estimating a linear trend in noise, where the noise is modeled as independent and identically distributed (i.i.d.) random process with exponential distribution. The corresponding maximum likelihood parameter estimator of the trend and noise parameters is derived, and its performance is analyzed. It turns out that the resulting maximum likelihood estimator has to solve a linear programming problem with number of constraints equal to the number of received data. A recursive form of the maximum likelihood estimator, which makes it suitable for implementation in real-time systems, is then proposed. The memory requirements of the recursive algorithm are data dependent and are investigated by simulations using both computer-generated and recorded data sets     

一种高分辨率雷达海上目标自适应检测器

针对海上目标因波浪起伏和转向等导致的姿态变化引起的散射点起伏问题,在未知协方差矩阵的复高斯噪声背景下,研究了高距离分辨率雷达的距离扩展目标自适应检测问题.利用与待检测单元具有相同协方差矩阵结构的辅助教据估计未知噪声协方差矩阵,基于两步法检测策略获得了自适应检测器.恒虚警率特性分析表明,该检测器对不同噪声背景均具有很好的自适应特性.检测性能分析表明,该检测器对不同的目标模型具有很好的鲁棒性,且能有效避免“坍塌损失”.另外,通过增加传感器个数,可有效提高检测器性能.     

A Spatiotemporal Framework for Estimating Trial-to-Trial Amplitude Variation in Event-Related MEG/EEG

A spatiotemporal framework for estimating trial-to-trial variability in evoked response (ER) data is presented. Spatial and temporal bases capture the aspects of the response that are consistent across trials, while the basis expansion coefficients represent the variable components of the response. We focus on the simplest case of constant spatiotemporal response shape and varying amplitude across trials. Two different constraints on the amplitude evolution are employed to effectively integrate the individual responses and improve robustness at low SNR. The linear dynamical system response constraint estimates the current trial amplitude as an unknown constant scaling of the estimate in the previous trial plus zero-mean Gaussian noise with unknown variance. The independent response constraint estimates response amplitudes across trials as independent Gaussian random variables having unknown mean and variance. We develop a generalized expectation-maximization algorithm to obtain the maximum-likelihood (ML) estimates of the signal waveform, noise covariance matrix, and unknown constraint parameters. ML source localization is achieved by scanning the likelihood over different sets of spatial bases. We demonstrate the variability estimation and source localization effectiveness of the proposed algorithms using both real and simulated ER data.     

AKF与EFRLS在动态目标跟踪性能上的比较

卡尔曼滤波是具有递推估计形式的最优滤波,但最优性的获得是在过程噪声和观测噪声统计特性已知的前提下得到的。然而,在大量的动态目标跟踪实际问题中噪声具有不确定性,因而有必要研究在噪声不确定下动态目标的跟踪算法以满足实际问题的需要。文中介绍自适应Kalman滤波对过程噪声方差的估计以及推广的遗忘因子最小二乘法对状态估计的递推公式,并且在平均误差最小准则下通过计算机仿真比较两种方法对动态目标的跟踪性能.仿真结果表明,在不确定噪声下自适应Kalman滤波能够取得比推广的遗忘因子递推最小二乘法更好的跟踪性能。