CFAR matched direction detector

In a previously published paper by Besson et al., we considered the problem of detecting a signal whose associated spatial signature is known to lie in a given linear subspace, in the presence of subspace interference and broadband noise of known level. We extend these results to the case of unknown noise level. More precisely, we derive the generalized-likelihood ratio test (GLRT) for this problem, which provides a constant false-alarm rate (CFAR) detector. It is shown that the GLRT involves the largest eigenvalue and the trace of complex Wishart matrices. The distribution of the GLRT is derived under the hypothesis. Numerical simulations illustrate its performance and provide a comparison with the GLRT when the noise level is known

GLRT-Based Direction Detectors in Homogeneous Noise and Subspace Interference

In this paper, we derive and assess decision schemes to discriminate, resorting to an array of sensors, between the H0 hypothesis that data under test contain disturbance only (i.e., noise plus interference) and the H1 hypothesis that they also contain signal components along a direction which is a priori unknown but constrained to belong to a given subspace of the observables. The disturbance is modeled in terms of complex normal random vectors plus deterministic interference assumed to belong to a known subspace. We assume that a set of noise-only (secondary) data is available, which possess the same statistical characterization of noise in the cells under test. At the design stage, we resort to either the plain generalized-likelihood ratio test (GLRT) or the two-step GLRT-based design procedure. The performance analysis, conducted resorting to simulated data, shows that the one-step GLRT performs better than the detector relying on the two-step design procedure when the number of secondary data is comparable to the number of sensors; moreover, it outperforms a one-step GLRT-based subspace detector when the dimension of the signal subspace is sufficiently high

A GLRT approach for detecting correlated signals in white noise in two MIMO channels

In this work, we consider a second-order detection problem where rank-p signals are structured by an unknown, but common, p-dimensional random vector and then received through unknown M x p matrices at each of two M-element arrays. The noises in each channel are independent with identical variances. We derive generalized likelihood ratio (GLR) tests for this problem when the noise variance is either known or unknown. The resulting detection problems may be phrased as two-channel factor analysis problems.The work of I. Santamaría and J. Vía has been supported by the Ministerio de Economía, Industria y Competitividad (MINECO) of Spain, and AEI/FEDER funds of the E.U., under grants TEC2013-47141-C4-R (RACHEL), TEC2016-75067-C4-4-R (CARMEN), and TEC2016-81900- REDT (KERMES)

An efficient sampling scheme for the eigenvalues of dual wishart matrices

Despite the numerous results in the literature about the eigenvalue distributions of Wishart matrices, the existing closed-form probability density function (pdf) expressions do not allow for efficient sampling schemes from such densities. In this letter, we present a stochastic representation for the eigenvalues of 2×2 complex central uncorrelated Wishart matrices with an arbitrary number of degrees of freedom (referred to as dual Wishart matrices). The draws from the joint pdf of the eigenvalues are generated by means of a simple transformation of a chi-squared random variable and an independent beta random variable. Moreover, this stochastic representation allows a simple derivation, alternative to those already existing in the literature, of some eigenvalue function distributions such as the condition number or the ratio of the maximum eigenvalue to the trace of the matrix. The proposed sampling scheme may be of interest in wireless communications and multivariate statistical analysis, where Wishart matrices play a central role.The work of Ignacio Santamaria was supported in part by the Ministerio de Ciencia e Innovación and AEI/10.13039/501100011033, under Grant PID2019-104958RB-C43 (ADELE). The work of Víctor Elvira was supported in part by the Agence Nationale de la Recherche of France PISCES under Grant ANR-17-CE40-0031-01, and in part by the ARL/ARO under Grant W911NF-20-1-0126

Theoretical Performance of Low Rank Adaptive Filters in the Large Dimensional Regime

International audienceThis paper proposes a new approximation of the theoretical Signal to Interference plus Noise Ratio (SINR) loss of the Low-Rank (LR) adaptive filter built on the eigenvalue decomposition of the sample covariance matrix. This new result is based on an analysis in the large dimensional regime, i.e. when the size and the number of data tend to infinity at the same rate. Compared to previous works, this new derivation allows to measure the quality of the adaptive filter near the LR contribution. Moreover, we propose a new LR adaptive filter and we also derive its SINR loss approximation in a large dimensional regime. We validate these results on a jamming application and test their robustness in a Multiple Input Multiple Output Space Time Adaptive Processing (MIMO-STAP) application where the data size is larg

Scale-invariant subspace detectors based on first- and second-order statistical models

The problem is to detect a multi-dimensional source transmitting an unknown sequence of complex-valued symbols to a multi-sensor array. In some cases the channel subspace is known, and in others only its dimension is known. Should the unknown transmissions be treated as unknowns in a first-order statistical model, or should they be assigned a prior distribution that is then used to marginalize a first-order model for a second-order statistical model? This question motivates the derivation of subspace detectors for cases where the subspace is known, and for cases where only the dimension of the subspace is known. For three of these four models the GLR detectors are known, and they have been reported in the literature. But the GLR detector for the case of a known subspace and a second-order model for the measurements is derived for the first time in this paper. When the subspace is known, second-order generalized likelihood ratio (GLR) tests outperform first-order GLR tests when the spread of subspace eigenvalues is large, while first-order GLR tests outperform second-order GLR tests when the spread is small. When only the dimension of the subspace is known, second-order GLR tests outperform first-order GLR tests, regardless of the spread of signal subspace eigenvalues. For a dimension-1 source, first-order and second-order statistical models lead to equivalent GLR tests. This is a new finding.The work by I. Santamaria was supported by the Ministerio de Ciencia e Innovación of Spain, and AEI/FEDER funds of the E.U., under Grants TEC2016-75067-C4-4-R (CARMEN) and PID2019-104958RB-C43 (ADELE). The work by Louis Scharf is supported by the Air Force Office of Scientific Research under contract FA9550-18-1-0087, and by the National Science Foundation (NSF) under contract CCF-1712788. The work of David Ramírez was supported by the Ministerio de Ciencia, Innovación y Universidades under grant TEC2017-92552-EXP (aMBITION), by the Ministerio de Ciencia, Innovación y Universidades, jointly with the European Commission (ERDF), under Grant TEC2017-86921-C2-2-R (CAIMAN), and by The Comunidad de Madrid under grant Y2018/TCS-4705 (PRACTICO-CM)

Passive detection of correlated subspace signals in two MIMO channels

In this paper, we consider a two-channel multiple-input multiple-output passive detection problem, in which there is a surveillance array and a reference array. The reference array is known to carry a linear combination of broadband noise and a subspace signal of known dimension, but unknown basis. The question is whether the surveillance channel carries a linear combination of broadband noise and a subspace signal of the same dimension, but unknown basis, which is correlated with the subspace signal in the reference channel. We consider a second-order detection problem where these subspace signals are structured by an unknown, but common, p-dimensional random vector of symbols transmitted from sources of opportunity, and then received through unknown M × p matrices at each of the M-element arrays. The noises in each channel have spatial correlation models ranging from arbitrarily correlated to independent with identical variances. We provide a unified framework to derive the generalized likelihood ratio test for these different noise models. In the most general case of arbitrary noise covariance matrices, the test statistic is a monotone function of canonical correlations between the reference and surveillance channels.I. Santamaría and J. Vía have received funding from Ministerio de Economía y Competitividad (MINECO) of Spain, and AEI/FEDER funds of the E.U. under projects TEC2013-47141-C4-3-R (RACHEL), TEC2016-75067-C4-4-R (CARMEN) and TEC2016-81900-REDT (KERMES). The research of Haonan Wang was partially supported by NSF grant DMS-1521746