Asymptotic properties of robust complex covariance matrix estimates

In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses on covariance matrix estimation problems in non-Gaussian environments and particularly, the M-estimators in the context of elliptical distributions. Firstly, this paper extends to the complex case the results of Tyler in [1]. More precisely, the asymptotic distribution of these estimators as well as the asymptotic distribution of any homogeneous function of degree 0 of the M-estimates are derived. On the other hand, we show the improvement of such results on two applications: DOA (directions of arrival) estimation using the MUSIC (MUltiple SIgnal Classification) algorithm and adaptive radar detection based on the ANMF (Adaptive Normalized Matched Filter) test

Generalized robust shrinkage estimator and its application to STAP detection problem

Recently, in the context of covariance matrix estimation, in order to improve as well as to regularize the performance of the Tyler's estimator [1] also called the Fixed-Point Estimator (FPE) [2], a "shrinkage" fixed-point estimator has been introduced in [3]. First, this work extends the results of [3,4] by giving the general solution of the "shrinkage" fixed-point algorithm. Secondly, by analyzing this solution, called the generalized robust shrinkage estimator, we prove that this solution converges to a unique solution when the shrinkage parameter $\beta$ (losing factor) tends to 0. This solution is exactly the FPE with the trace of its inverse equal to the dimension of the problem. This general result allows one to give another interpretation of the FPE and more generally, on the Maximum Likelihood approach for covariance matrix estimation when constraints are added. Then, some simulations illustrate our theoretical results as well as the way to choose an optimal shrinkage factor. Finally, this work is applied to a Space-Time Adaptive Processing (STAP) detection problem on real STAP data

Robust Adaptive Detection of Buried Pipes using GPR

International audienceDetection of buried objects such as pipes using a Ground Penetrating Radar (GPR) is intricate for three main reasons. First, noise is important in the resulting image because of the presence of several rocks and/or layers in the ground, highly influencing the Probability of False Alarm (PFA) level. Also, wave speed and object responses are unknown in the ground and depend on the relative permit-tivity, which is not directly measurable. Finally, the depth of the pipes leads to strong attenuation of the echoed signal, leading to poor SNR scenarios. In this paper, we propose a detection method: (1) enhancing the signal of interest while reducing the noise and layer contributions, and (2) giving a local estimate of the relative permittivity. We derive an adaptive detector where the signal of interest is parametrised by the wave speed in the ground. For this detector, noise is assumed to follow a Spherically Invariant Random Vector (SIRV) distribution in order to obtain a robust detection. We use robust maximum likelihood-type covariance matrix estimators called M-estimators. To handle the significant amount of data, we consider regularised versions of said estimators. Simulation will allow to estimate the relation PFA-Threshold. Comparison is performed with standard GPR processing methods, showing the aptitude of the method in detecting pipes having low response levels with a reasonable PFA

Détection robuste de cibles en imagerie Hyperspectrale.

Hyperspectral imaging (HSI) extends from the fact that for any given material, the amount of emitted radiation varies with wavelength. HSI sensors measure the radiance of the materials within each pixel area at a very large number of contiguous spectral bands and provide image data containing both spatial and spectral information. Classical adaptive detection schemes assume that the background is zero-mean Gaussian or with known mean vector that can be exploited. However, when the mean vector is unknown, as it is the case for hyperspectral imaging, it has to be included in the detection process. We propose in this work an extension of classical detection methods when both covariance matrix and mean vector are unknown.However, the actual multivariate distribution of the background pixels may differ from the generally used Gaussian hypothesis. The class of elliptical distributions has already been popularized for background characterization in HSI. Although these non-Gaussian models have been exploited for background modeling and detection schemes, the parameters estimation (covariance matrix, mean vector) is usually performed using classical Gaussian-based estimators. We analyze here some robust estimation procedures (M-estimators of location and scale) more suitable when non-Gaussian distributions are assumed. Jointly used with M-estimators, these new detectors allow to enhance the target detection performance in non-Gaussian environment while keeping the same performance than the classical detectors in Gaussian environment. Therefore, they provide a unified framework for target detection and anomaly detection in HSI.L'imagerie hyperspectrale (HSI) repose sur le fait que, pour un matériau donné, la quantité de rayonnement émis varie avec la longueur d'onde. Les capteurs HSI mesurent donc le rayonnement des matériaux au sein de chaque pixel pour un très grand nombre de bandes spectrales contiguës et fournissent des images contenant des informations à la fois spatiale et spectrale. Les méthodes classiques de détection adaptative supposent généralement que le fond est gaussien à vecteur moyenne nul ou connu. Cependant, quand le vecteur moyen est inconnu, comme c'est le cas pour l'image hyperspectrale, il doit être inclus dans le processus de détection. Nous proposons dans ce travail d'étendre les méthodes classiques de détection pour lesquelles la matrice de covariance et le vecteur de moyenne sont tous deux inconnus.Cependant, la distribution statistique multivariée des pixels de l'environnement peut s'éloigner de l'hypothèse gaussienne classiquement utilisée. La classe des distributions elliptiques a été déjà popularisée pour la caractérisation de fond pour l’HSI. Bien que ces modèles non gaussiens aient déjà été exploités dans la modélisation du fond et dans la conception de détecteurs, l'estimation des paramètres (matrice de covariance, vecteur moyenne) est encore généralement effectuée en utilisant des estimateurs conventionnels gaussiens. Dans ce contexte, nous analysons de méthodes d’estimation robuste plus appropriées à ces distributions non-gaussiennes : les M-estimateurs. Ces méthodes de détection couplées à ces nouveaux estimateurs permettent d'une part, d'améliorer les performances de détection dans un environment non-gaussien mais d'autre part de garder les mêmes performances que celles des détecteurs conventionnels dans un environnement gaussien. Elles fournissent ainsi un cadre unifié pour la détection de cibles et la détection d'anomalies pour la HSI

Performances of Low Rank Detectors Based on Random Matrix Theory with Application to STAP

International audienceThe paper addresses the problem of target detection embedded in a disturbance composed of a low rank Gaussian clutter and a white Gaussian noise. In this context, it is interesting to use an adaptive version of the Low Rank Normalized Matched Filter detector, denoted LR-ANMF, which is a function of the estimation of the projector onto the clutter subspace. In this paper, we show that the LR-ANMF detector based on the sample covariance matrix is consistent when the number of secondary data K tends to infinity for a fixed data dimension m but not consistent when m and K both tend to infinity at the same rate, i.e. m/K → c ∈ (0, 1]. Using the results of random matrix theory, we then propose a new version of the LR-ANMF which is consistent in both cases and compare it to a previous version, the LR-GSCM detector. The application of the detectors from random matrix theory on STAP (Space Time Adaptive Processing) data shows the interest of our approach

Neural Network-Based Multi-Target Detection within Correlated Heavy-Tailed Clutter

This work addresses the problem of range-Doppler multiple target detection in a radar system in the presence of slow-time correlated and heavy-tailed distributed clutter. Conventional target detection algorithms assume Gaussian-distributed clutter, but their performance is significantly degraded in the presence of correlated heavy-tailed distributed clutter. Derivation of optimal detection algorithms with heavy-tailed distributed clutter is analytically intractable. Furthermore, the clutter distribution is frequently unknown. This work proposes a deep learning-based approach for multiple target detection in the range-Doppler domain. The proposed approach is based on a unified NN model to process the time-domain radar signal for a variety of signal-to-clutter-plus-noise ratios (SCNRs) and clutter distributions, simplifying the detector architecture and the neural network training procedure. The performance of the proposed approach is evaluated in various experiments using recorded radar echoes, and via simulations, it is shown that the proposed method outperforms the conventional cell-averaging constant false-alarm rate (CA-CFAR), the ordered-statistic CFAR (OS-CFAR), and the adaptive normalized matched-filter (ANMF) detectors in terms of probability of detection in the majority of tested SCNRs and clutter scenarios.Comment: Accepted to IEEE Transactions on Aerospace and Electronic System

Massive MIMO radar for target detection

Since the seminal paper by Marzetta from 2010, the Massive MIMO paradigm in communication systems has changed from being a theoretical scaled-up version of MIMO, with an infinite number of antennas, to a practical technology. Its key concepts have been adopted in the 5G new radio standard and base stations, where 64 fully-digital transceivers have been commercially deployed. Motivated by these recent developments, this paper considers a co-located MIMO radar with MT transmitting and MR receiving antennas and explores the potential benefits of having a large number of virtual spatial antenna channels N=MTMR. Particularly, we focus on the target detection problem and develop a robust Wald-type test that guarantees certain detection performance, regardless of the unknown statistical characterization of the disturbance. Closed-form expressions for the probabilities of false alarm and detection are derived for the asymptotic regime N→∞. Numerical results are used to validate the asymptotic analysis in the finite system regime with different disturbance models. Our results imply that there always exists a sufficient number of antennas for which the performance requirements are satisfied, without any a-priori knowledge of the disturbance statistics. This is referred to as the Massive MIMO regime of the radar system