Adaptive detection of PN-spread PSK waveforms in HF atmospheric noise

The purpose of this work is to investigate optimal methods for the detection of short duration (burst) PN-spread PSK waveforms in HF atmospheric noise. As has been shown, the optimal detector for any waveform in Gaussian background noise is a matched filter. However, HF atmospheric noise is non-Gaussian, necessitating alternate detector designs. A theoretical approach to an alternate detector design is taken, based on radar clutter modeling techniques and concepts from detection theory. The industry standard model for HF atmospheric noise is contained in COR Report 322-3 (1986). The CCLR 322 noise model is a graphical, empirical model based on observations of HF atmospheric noise taken over the course of many years at numerous worldwide receive sites. In this work, it is shown that the CQR 322 noise model may be approximated by a random process which is a member of the class of non-Gaussian random processes known as spherically-invariant random processes (SIRPs). This analytical, empirical SIRP representation is then shewn to be identical to the Hall model of impulsive phenomena (1966). In a departure from Flail (who uses his analytical representation to derive an optimal, parametric, coherent detector), the locally optimal, parametric, non-coherent detector is derived In addition, a means to estimate the parameters of the Hall model is provided and is used as the basis for an adaptive, locally optimal, parametric, non-coherent detector design. Monte Carlo simulations are performed to evaluate detector performance, and the results are compared to results obtained using two common, sub-optimal, non-parametric approximations to the locally optimum, parametric, non-coherent detector

Comparison between the Cramer-Rao and the mini-max approaches in quantum channel estimation

In a unified viewpoint in quantum channel estimation, we compare the Cramer-Rao and the mini-max approaches, which gives the Bayesian bound in the group covariant model. For this purpose, we introduce the local asymptotic mini-max bound, whose maximum is shown to be equal to the asymptotic limit of the mini-max bound. It is shown that the local asymptotic mini-max bound is strictly larger than the Cramer-Rao bound in the phase estimation case while the both bounds coincide when the minimum mean square error decreases with the order O(1/n). We also derive a sufficient condition for that the minimum mean square error decreases with the order O(1/n).Comment: In this revision, some unlcear parts are clarifie

Robust Techniques for Signal Processing: A Survey

Coordinated Science Laboratory was formerly known as Control Systems LaboratoryU.S. Army Research Office / DAAG29-81-K-0062U.S. Air Force Office of Scientific Research / AFOSR 82-0022Joint Services Electronics Program / N00014-84-C-0149National Science Foundation / ECS-82-12080U.S. Office of Naval Research / N00014-80-K-0945 and N00014-81-K-001

Distributed Detection and Estimation in Wireless Sensor Networks

In this article we consider the problems of distributed detection and estimation in wireless sensor networks. In the first part, we provide a general framework aimed to show how an efficient design of a sensor network requires a joint organization of in-network processing and communication. Then, we recall the basic features of consensus algorithm, which is a basic tool to reach globally optimal decisions through a distributed approach. The main part of the paper starts addressing the distributed estimation problem. We show first an entirely decentralized approach, where observations and estimations are performed without the intervention of a fusion center. Then, we consider the case where the estimation is performed at a fusion center, showing how to allocate quantization bits and transmit powers in the links between the nodes and the fusion center, in order to accommodate the requirement on the maximum estimation variance, under a constraint on the global transmit power. We extend the approach to the detection problem. Also in this case, we consider the distributed approach, where every node can achieve a globally optimal decision, and the case where the decision is taken at a central node. In the latter case, we show how to allocate coding bits and transmit power in order to maximize the detection probability, under constraints on the false alarm rate and the global transmit power. Then, we generalize consensus algorithms illustrating a distributed procedure that converges to the projection of the observation vector onto a signal subspace. We then address the issue of energy consumption in sensor networks, thus showing how to optimize the network topology in order to minimize the energy necessary to achieve a global consensus. Finally, we address the problem of matching the topology of the network to the graph describing the statistical dependencies among the observed variables.Comment: 92 pages, 24 figures. To appear in E-Reference Signal Processing, R. Chellapa and S. Theodoridis, Eds., Elsevier, 201

Change-point Problem and Regression: An Annotated Bibliography

The problems of identifying changes at unknown times and of estimating the location of changes in stochastic processes are referred to as the change-point problem or, in the Eastern literature, as disorder . The change-point problem, first introduced in the quality control context, has since developed into a fundamental problem in the areas of statistical control theory, stationarity of a stochastic process, estimation of the current position of a time series, testing and estimation of change in the patterns of a regression model, and most recently in the comparison and matching of DNA sequences in microarray data analysis. Numerous methodological approaches have been implemented in examining change-point models. Maximum-likelihood estimation, Bayesian estimation, isotonic regression, piecewise regression, quasi-likelihood and non-parametric regression are among the methods which have been applied to resolving challenges in change-point problems. Grid-searching approaches have also been used to examine the change-point problem. Statistical analysis of change-point problems depends on the method of data collection. If the data collection is ongoing until some random time, then the appropriate statistical procedure is called sequential. If, however, a large finite set of data is collected with the purpose of determining if at least one change-point occurred, then this may be referred to as non-sequential. Not surprisingly, both the former and the latter have a rich literature with much of the earlier work focusing on sequential methods inspired by applications in quality control for industrial processes. In the regression literature, the change-point model is also referred to as two- or multiple-phase regression, switching regression, segmented regression, two-stage least squares (Shaban, 1980), or broken-line regression. The area of the change-point problem has been the subject of intensive research in the past half-century. The subject has evolved considerably and found applications in many different areas. It seems rather impossible to summarize all of the research carried out over the past 50 years on the change-point problem. We have therefore confined ourselves to those articles on change-point problems which pertain to regression. The important branch of sequential procedures in change-point problems has been left out entirely. We refer the readers to the seminal review papers by Lai (1995, 2001). The so called structural change models, which occupy a considerable portion of the research in the area of change-point, particularly among econometricians, have not been fully considered. We refer the reader to Perron (2005) for an updated review in this area. Articles on change-point in time series are considered only if the methodologies presented in the paper pertain to regression analysis

Processing and Transmission of Information

Contains research objectives and summary of research on three research projects and reports on two research projects.National Aeronautics and Space Administration (Grant NGL 22-009-013)National Science Foundation (Grant GK-41464)National Science Foundation (Grant GK-41098)Joint Services Electronics Program (Contract DAAB07-74-C-0630)National Science Foundation (Grant GK-37582

Challenges in Statistical Theory: Complex Data Structures and Algorithmic Optimization

Technological developments have created a constant incoming stream of complex new data structures that need analysis. Modern statistics therefore means mathematically sophisticated new statistical theory that generates or supports innovative data-analytic methodologies for complex data structures. Inherent in many of these methodologies are challenging numerical optimization methods. The proposed workshop intends to bring together experts from mathematical statistics as well as statisticians involved in serious modern applications and computing. The primary goal of this meeting was to advance the mathematical and methodological underpinnings of modern statistics for complex data. Particular focus was given to the advancement of theory and methods under non-stationarity and complex dependence structures including (multivariate) financial time series, scientific data analysis in neurosciences and bio-physics, estimation under shape constraints, and highdimensional discrimination/classification