Exploiting persymmetry for low-rank Space Time Adaptive Processing

International audienceReducing the number of secondary data used to estimate the Covariance Matrix (CM) for Space Time Adaptive Processing (STAP) techniques is still an active research topic. Within this framework, the Low-Rank (LR) structure of the clutter is well-known and the corresponding LR STAP filters have been shown to exhibit a smaller Signal Interference plus Noise Ratio (SINR) loss than classical STAP filters, only 2r secondary data (where r is the clutter rank) instead of 2m (where m is the data size) are required to reach the classical 3 dB SNR loss. By using other features of the radar system, other properties of the CM can be exploited to further reduce the number of secondary data; this is the case for active systems using a symmetrically spaced linear array with constant pulse repetition interval, which results in a persymmetric structure of the noise CM. In this context, we propose to combine this property of the CM and the LR structure of the clutter to perform CM estimation. In this paper, the resulting STAP filter is shown, both theoretically and experimentally, to exhibit good performance with fewer secondary data; 3 dB SINR Loss is achieved with only r secondary data

A Novel STAP Algorithm for Airborne MIMO Radar Based on Temporally Correlated Multiple Sparse Bayesian Learning

In a heterogeneous environment, to efficiently suppress clutter with only one snapshot, a novel STAP algorithm for multiple-input multiple-output (MIMO) radar based on sparse representation, referred to as MIMOSR-STAP in this paper, is presented. By exploiting the waveform diversity of MIMO radar, each snapshot at the tested range cell can be transformed into multisnapshots for the phased array radar, which can estimate the high-resolution space-time spectrum by using multiple measurement vectors (MMV) technique. The proposed approach is effective in estimating the spectrum by utilizing Temporally Correlated Multiple Sparse Bayesian Learning (TMSBL). In the sequel, the clutter covariance matrix (CCM) and the corresponding adaptive weight vector can be efficiently obtained. MIMOSR-STAP enjoys high accuracy and robustness so that it can achieve better performance of output signal-to-clutter-plus-noise ratio (SCNR) and minimum detectable velocity (MDV) than the single measurement vector sparse representation methods in the literature. Thus, MIMOSR-STAP can deal with badly inhomogeneous clutter scenario more effectively, especially suitable for insufficient independent and identically distributed (IID) samples environment

Exploiting Persymmetry for Low-Rank Space Time Adaptive Processing

International audienceReducing the number of secondary data used to estimate the Covariance Matrix (CM) for Space Time Adaptive Processing (STAP) techniques is still an active research topic. Within this framework, the Low-Rank (LR) structure of the clutter is well-known and the corresponding LR STAP filters have been shown to exhibit a smaller SNR loss than classical STAP filters, 2r secondary data (r is the clutter rank) instead of 2m (m is the data size) is needed to reach a 3dB SNR loss. By using other features of the radar system, other properties of the CM could be exploited to further reduce the number of secondary data: this is the case for active systems using a symmetrically spaced linear array with constant pulse repetition interval. In this context, we propose to combine the resulting persymmetric property of the CM and the LR structure of the clutter to perform the CM estimation. In this paper, the resulting STAP filter is shown, both theoretically and experimentally, to exhibit good performance with fewer secondary data: 3dB SNR loss is achieved with only r secondary data

High Dimensional Covariance Estimation for Spatio-Temporal Processes

High dimensional time series and array-valued data are ubiquitous in signal processing, machine learning, and science. Due to the additional (temporal) direction, the total dimensionality of the data is often extremely high, requiring large numbers of training examples to learn the distribution using unstructured techniques. However, due to difficulties in sampling, small population sizes, and/or rapid system changes in time, it is often the case that very few relevant training samples are available, necessitating the imposition of structure on the data if learning is to be done. The mean and covariance are useful tools to describe high dimensional distributions because (via the Gaussian likelihood function) they are a data-efficient way to describe a general multivariate distribution, and allow for simple inference, prediction, and regression via classical techniques. In this work, we develop various forms of multidimensional covariance structure that explicitly exploit the array structure of the data, in a way analogous to the widely used low rank modeling of the mean. This allows dramatic reductions in the number of training samples required, in some cases to a single training sample. Covariance models of this form have been increasing in interest recently, and statistical performance bounds for high dimensional estimation in sample-starved scenarios are of great relevance. This thesis focuses on the high-dimensional covariance estimation problem, exploiting spatio-temporal structure to reduce sample complexity. Contributions are made in the following areas: (1) development of a variety of rich Kronecker product-based covariance models allowing the exploitation of spatio-temporal and other structure with applications to sample-starved real data problems, (2) strong performance bounds for high-dimensional estimation of covariances under each model, and (3) a strongly adaptive online method for estimating changing optimal low-dimensional metrics (inverse covariances) for high-dimensional data from a series of similarity labels.PHDElectrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/137082/1/greenewk_1.pd