Knowledge-aided covariance matrix estimation and adaptive detection in compound-Gaussian noise

We address the problem of adaptive detection of a signal of interest embedded in colored noise modeled in terms of a compound-Gaussian process. The covariance matrices of the primary and the secondary data share a common structure while having different power levels. A Bayesian approach is proposed here, where both the power levels and the structure are assumed to be random, with some appropriate distributions. Within this framework we propose MMSE and MAP estimators of the covariance structure and their application to adaptive detection using the NMF test statistic and an optimized GLRT herein derived. Some results, also conducted in comparison with existing algorithms, are presented to illustrate the performances of the proposed algorithms. The relevant result is that the solutions presented herein allows to improve the performance over conventional ones, especially in presence of a small number of training data

Adaptive Detection of Instabilities: An Experimental Feasibility Study

We present an example of the practical implementation of a protocol for experimental bifurcation detection based on on-line identification and feedback control ideas. The idea is to couple the experiment with an on-line computer-assisted identification/feedback protocol so that the closed-loop system will converge to the open-loop bifurcation points. We demonstrate the applicability of this instability detection method by real-time, computer-assisted detection of period doubling bifurcations of an electronic circuit; the circuit implements an analog realization of the Roessler system. The method succeeds in locating the bifurcation points even in the presence of modest experimental uncertainties, noise and limited resolution. The results presented here include bifurcation detection experiments that rely on measurements of a single state variable and delay-based phase space reconstruction, as well as an example of tracing entire segments of a codimension-1 bifurcation boundary in two parameter space.Comment: 29 pages, Latex 2.09, 10 figures in encapsulated postscript format (eps), need psfig macro to include them. Submitted to Physica

Adaptive detection with bounded steering vectors mismatch angle

We address the problem of detecting a signal of interest (SOI), using multiple observations in the primary data, in a background of noise with unknown covariance matrix. We consider a situation where the signal signature is not known perfectly, but its angle with a nominal and known signature is bounded. Furthermore, we consider a possible scaling inhomogeneity between the primary and the secondary noise covariance matrix. First, assuming that the noise covariance matrix is known, we derive the generalized-likelihood ratio test (GLRT), which involves solving a semidefinite programming problem. Next, we substitute the unknown noise covariance matrix for its estimate obtained from secondary data, to yield the final detector. The latter is compared with a detector that assumes a known signal signature

Adaptive detection and ISI mitigation for mobile molecular communication

Current studies on modulation and detection schemes in molecular communication mainly focus on the scenarios with static transmitters and receivers. However, mobile molecular communication is needed in many envisioned applications, such as target tracking and drug delivery. Until now, investigations about mobile molecular communication have been limited. In this paper, a static transmitter and a mobile bacterium-based receiver performing random walk are considered. In this mobile scenario, the channel impulse response changes due to the dynamic change of the distance between the transmitter and the receiver. Detection schemes based on fixed distance fail in signal detection in such a scenario. Furthermore, the intersymbol interference (ISI) effect becomes more complex due to the dynamic character of the signal which makes the estimation and mitigation of the ISI even more difficult. In this paper, an adaptive ISI mitigation method and two adaptive detection schemes are proposed for this mobile scenario. In the proposed scheme, adaptive ISI mitigation, estimation of dynamic distance and the corresponding impulse response reconstruction are performed in each symbol interval. Based on the dynamic channel impulse response in each interval, two adaptive detection schemes, concentration-based adaptive threshold detection (CATD) and peak-time-based adaptive detection (PAD), are proposed for signal detection. Simulations demonstrate that, the ISI effect is significantly reduced and the adaptive detection schemes are reliable and robust for mobile molecular communication

Optimal design of an unsupervised adaptive classifier with unknown priors

An adaptive detection scheme for M hypotheses was analyzed. It was assumed that the probability density function under each hypothesis was known, and that the prior probabilities of the M hypotheses were unknown and sequentially estimated. Each observation vector was classified using the current estimate of the prior probabilities. Using a set of nonlinear transformations, and applying stochastic approximation theory, an optimally converging adaptive detection and estimation scheme was designed. The optimality of the scheme lies in the fact that convergence to the true prior probabilities is ensured, and that the asymptotic error variance is minimum, for the class of nonlinear transformations considered. An expression for the asymptotic mean square error variance of the scheme was also obtained

Adaptive detection in nonhomogeneous environments using the generalized eigenrelation

This letter considers adaptive detection of a signal in a nonhomogeneous environment, more precisely under a covariance mismatch between the test vector and the training samples, due to an interference that is not accounted for by the training samples, e.g., a sidelobe target or an undernulled interference. We assume that the covariance matrices of the test vector and the training samples verify the so-called generalized eigenrelation. Under this assumption, we derive the generalized likelihood ratio test and show that it coincides with Kelly’s detector

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

Adaptive Detection of Structured Signals in Low-Rank Interference

In this paper, we consider the problem of detecting the presence (or absence) of an unknown but structured signal from the space-time outputs of an array under strong, non-white interference. Our motivation is the detection of a communication signal in jamming, where often the training portion is known but the data portion is not. We assume that the measurements are corrupted by additive white Gaussian noise of unknown variance and a few strong interferers, whose number, powers, and array responses are unknown. We also assume the desired signals array response is unknown. To address the detection problem, we propose several GLRT-based detection schemes that employ a probabilistic signal model and use the EM algorithm for likelihood maximization. Numerical experiments are presented to assess the performance of the proposed schemes

Towards Distributed and Adaptive Detection and Localisation of Network Faults

We present a statistical probing-approach to distributed fault-detection in networked systems, based on autonomous configuration of algorithm parameters. Statistical modelling is used for detection and localisation of network faults. A detected fault is isolated to a node or link by collaborative fault-localisation. From local measurements obtained through probing between nodes, probe response delay and packet drop are modelled via parameter estimation for each link. Estimated model parameters are used for autonomous configuration of algorithm parameters, related to probe intervals and detection mechanisms. Expected fault-detection performance is formulated as a cost instead of specific parameter values, significantly reducing configuration efforts in a distributed system. The benefit offered by using our algorithm is fault-detection with increased certainty based on local measurements, compared to other methods not taking observed network conditions into account. We investigate the algorithm performance for varying user parameters and failure conditions. The simulation results indicate that more than 95 % of the generated faults can be detected with few false alarms. At least 80 % of the link faults and 65 % of the node faults are correctly localised. The performance can be improved by parameter adjustments and by using alternative paths for communication of algorithm control messages