Efficient Approach for OS-CFAR 2D Technique Using Distributive Histograms and Breakdown Point Optimal Concept applied to Acoustic Images

In this work, a new approach to improve the algorithmic efficiency of the Order Statistic-Constant False Alarm Rate (OS-CFAR) applied in two dimensions (2D) is presented. OS-CFAR is widely used in radar technology for detecting moving objects as well as in sonar technology for the relevant areas of segmentation and multi-target detection on the seafloor. OS-CFAR rank orders the samples obtained from a sliding window around a test cell to select a representative sample that is used to calculate an adaptive detection threshold maintaining a false alarm probability. Then, the test cell is evaluated to determine the presence or absence of a target based on the calculated threshold. The rank orders allows that OS-CFAR technique to be more robust in multi-target situations and less sensitive than other methods to the presence of the speckle noise, but requires higher computational effort. This is the bottleneck of the technique. Consequently, the contribution of this work is to improve the OS-CFAR 2D with the distributive histograms and the optimal breakdown point optimal concept, mainly from the standpoint of efficient computation. In this way, the OS-CFAR 2D on-line computation was improved, by means of speeding up the samples sorting problem through the improvement in the calculus of the statistics order. The theoretical algorithm analysis is presented to demonstrate the improvement of this approach. Also, this novel efficient OS-CFAR 2D was contrasted experimentally on acoustic images.Fil: Villar, Sebastian Aldo. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; Argentina. Universidad Nacional del Centro de la Provincia de Buenos Aires. Facultad de Ingeniería Olavarría. Departamento de Electromecánica. Grupo INTELYMEC; ArgentinaFil: Menna, Bruno Victorio. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; Argentina. Universidad Nacional del Centro de la Provincia de Buenos Aires. Facultad de Ingeniería Olavarría. Departamento de Electromecánica. Grupo INTELYMEC; ArgentinaFil: Torcida, Sebastián. Universidad Nacional del Centro de la Provincia de Buenos Aires. Facultad de Ciencias Exactas. Departamento de Matemática; ArgentinaFil: Acosta, Gerardo Gabriel. Universidad Nacional del Centro de la Provincia de Buenos Aires. Facultad de Ingeniería Olavarría. Departamento de Electromecánica. Grupo INTELYMEC; Argentina. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; Argentin

Testing for Changes in Kendall's Tau

For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and derive its asymptotic distribution under the null hypothesis of no change by means a new U-statistic invariance principle for dependent processes. The asymptotic distribution depends on the long run variance of Kendall's tau, for which we propose an estimator and show its consistency. Furthermore, assuming a single change-point, we show that the location of the change-point is consistently estimated. Kendall's tau possesses a high efficiency at the normal distribution, as compared to the normal maximum likelihood estimator, Pearson's moment correlation coefficient. Contrary to Pearson's correlation coefficient, it has excellent robustness properties and shows no loss in efficiency at heavy-tailed distributions. We assume the data $((X_i,Y_i))_{i=1,...,n}$ to be stationary and P-near epoch dependent on an absolutely regular process. The P-near epoch dependence condition constitutes a generalization of the usually considered $L_p$-near epoch dependence, $p \ge 1$, that does not require the existence of any moments. It is therefore very well suited for our objective to efficiently detect changes in correlation for arbitrarily heavy-tailed data

Change Point Methods on a Sequence of Graphs

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to cover a large class of applications, we consider the general family of attributed graphs where both topology (number of vertexes and edge configuration) and related attributes are allowed to change also in the stationary case. Novel Change Point Methods (CPMs) are proposed, that (i) map graphs into a vector domain; (ii) apply a suitable statistical test in the vector space; (iii) detect the change --if any-- according to a confidence level and provide an estimate for its time occurrence. Two specific multivariate CPMs have been designed: one that detects shifts in the distribution mean, the other addressing generic changes affecting the distribution. We ground our proposal with theoretical results showing how to relate the inference attained in the numerical vector space to the graph domain, and vice versa. We also show how to extend the methodology for handling multiple change points in the same sequence. Finally, the proposed CPMs have been validated on real data sets coming from epileptic-seizure detection problems and on labeled data sets for graph classification. Results show the effectiveness of what proposed in relevant application scenarios

Studentized U-quantile processes under dependence with applications to change-point analysis

Many popular robust estimators are $U$-quantiles, most notably the Hodges-Lehmann location estimator and the $Q_n$ scale estimator. We prove a functional central limit theorem for the sequential $U$-quantile process without any moment assumptions and under weak short-range dependence conditions. We further devise an estimator for the long-run variance and show its consistency, from which the convergence of the studentized version of the sequential $U$-quantile process to a standard Brownian motion follows. This result can be used to construct CUSUM-type change-point tests based on $U$-quantiles, which do not rely on bootstrapping procedures. We demonstrate this approach in detail at the example of the Hodges-Lehmann estimator for robustly detecting changes in the central location. A simulation study confirms the very good robustness and efficiency properties of the test. Two real-life data sets are analyzed

Methods for detection and characterization of signals in noisy data with the Hilbert-Huang Transform

The Hilbert-Huang Transform is a novel, adaptive approach to time series analysis that does not make assumptions about the data form. Its adaptive, local character allows the decomposition of non-stationary signals with hightime-frequency resolution but also renders it susceptible to degradation from noise. We show that complementing the HHT with techniques such as zero-phase filtering, kernel density estimation and Fourier analysis allows it to be used effectively to detect and characterize signals with low signal to noise ratio.Comment: submitted to PRD, 10 pages, 9 figures in colo