Semiparametric CRB and Slepian-Bangs formulas for Complex Elliptically Symmetric Distributions

The main aim of this paper is to extend the semiparametric inference methodology, recently investigated for Real Elliptically Symmetric (RES) distributions, to Complex Elliptically Symmetric (CES) distributions. The generalization to the complex field is of fundamental importance in all practical applications that exploit the complex representation of the acquired data. Moreover, the CES distributions has been widely recognized as a valuable and general model to statistically describe the non-Gaussian behaviour of datasets originated from a wide variety of physical measurement processes. The paper is divided in two parts. In the first part, a closed form expression of the constrained Semiparametric Cram\'{e}r-Rao Bound (CSCRB) for the joint estimation of complex mean vector and complex scatter matrix of a set of CES-distributed random vectors is obtained by exploiting the so-called \textit{Wirtinger} or $\mathbb{C}\mathbb{R}$-\textit{calculus}. The second part deals with the derivation of the semiparametric version of the Slepian-Bangs formula in the context of the CES model. Specifically, the proposed Semiparametric Slepian-Bangs (SSB) formula provides us with a useful and ready-to-use expression of the Semiparametric Fisher Information Matrix (SFIM) for the estimation of a parameter vector parametrizing the complex mean and the complex scatter matrix of a CES-distributed vector in the presence of unknown, nuisance, density generator. Furthermore, we show how to exploit the derived SSB formula to obtain the semiparametric counterpart of the Stochastic CRB for Direction of Arrival (DOA) estimation under a random signal model assumption. Simulation results are also provided to clarify the theoretical findings and to demonstrate their usefulness in common array processing applications.Comment: Submitted to IEEE Transactions on Signal Processing. arXiv admin note: substantial text overlap with arXiv:1807.08505, arXiv:1807.0893

Separazione di componenti dipendenti con applicazioni in astrofisica

In questa tesi ci occuperemo del problema della separazione delle componenti. Questo è un problema di grande rilevanza nel signal processing in quanto presenta numerose applicazioni. Facciamo un semplice esempio: supponiamo di essere in una stanza con due persone che parlano simultaneamente. Nella stanza ci sono diversi microfoni piazzati a distanze diverse. Il segnale ricevuto da ogni microfono sarà una combinazione lineare delle voci delle due persone. Il nostro obiettivo sarà quello di recuperare i singoli segnali vocali partendo solo dalla conoscenza dei dati ricevuti dai microfoni. Formalmente il problema può essere esposto nel seguente modo: siano x e s due vettori aleatori di dimensione m e m’ rispettivamente, legati dalla relazione x=As, dove A, detta mixing matrix, è una matrice di dimensioni m x m'. Il nostro obiettivo sarà quello di stimare la demixing matrix W tale che Wx=s. Restringeremo la nostra analisi al caso in cui m' risulta minore o uguale a m, cioè quando ci sono più sensori che sorgenti. Molti degli algoritmi proposti per la soluzione di questo problema non assumono nessuna informazione a priori sulla distribuzione statistica o sul numero delle sorgenti (in questi casi la separazione è detta “blind”). Un'importante applicazione di questo problema si trova nel campo dell'astrofisica. Negli ultimi anni sono state approntate diverse missioni spaziali che miravano a raccogliere dati utili per capire meglio l'origine e lo stato attuale del nostro Universo. I dati raccolti da queste missioni sono una combinazione lineare dei segnali provenienti dalle varie sorgenti. Prima di poterli studiare, bisogna quindi isolare i vari contributi. Il problema è quindi un problema di separazione. In questa tesi abbiamo preso un considerazione un particolare algoritmo, il TCA (Tree-dependent component analysis) e lo abbiamo applicato alla separazione di sorgenti astrofisiche. Nella prima parte della tesi daremo una veloce descrizione di alcuni algoritmi per la separazione e studieremo in dettaglio quello TCA. Nella seconda parte verrà discusso il problema astrofisico, dando una descrizione delle varie sorgenti e accennando alla missione dell'ESA Planck. Verranno poi mostrati i risultati ottenuti con dati sintetici sia simulati in Matlab sia astrofisici. Tratteremo anche del problema del rumore degli strumenti e descriveremo i tentativi fatti per eliminarlo. In ultimo applicheremo l'algoritmo TCA a dati reali provenienti dalla missione WMAP e trarremo le conclusioni

Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions

This paper has a twofold goal. The first aim is to provide a deeper understanding of the family of the Real Elliptically Symmetric (RES) distributions by investigating their intrinsic semiparametric nature. The second aim is to derive a semiparametric lower bound for the estimation of the parametric component of the model. The RES distributions represent a semiparametric model where the parametric part is given by the mean vector and by the scatter matrix while the non-parametric, infinite-dimensional, part is represented by the density generator. Since, in practical applications, we are often interested only in the estimation of the parametric component, the density generator can be considered as nuisance. The first part of the paper is dedicated to conveniently place the RES distributions in the framework of the semiparametric group models. The second part of the paper, building on the mathematical tools previously introduced, the Constrained Semiparametric Cram\'{e}r-Rao Bound (CSCRB) for the estimation of the mean vector and of the constrained scatter matrix of a RES distributed random vector is introduced. The CSCRB provides a lower bound on the Mean Squared Error (MSE) of any robust $M$-estimator of mean vector and scatter matrix when no a-priori information on the density generator is available. A closed form expression for the CSCRB is derived. Finally, in simulations, we assess the statistical efficiency of the Tyler's and Huber's scatter matrix $M$-estimators with respect to the CSCRB.Comment: This paper has been accepted for publication in IEEE Transactions on Signal Processin

THEORETICAL ASPECTS AND REAL ISSUES IN AN INTEGRATED MULTIRADAR SYSTEM

In the last few years Homeland Security (HS) has gained a considerable interest in the research community. From a scientific point of view, it is a difficult task to provide a definition of this research area and to exactly draw up its boundaries. In fact, when we talk about the security and the surveillance, several problems and aspects must be considered. In particular, the following factors play a crucial role and define the complexity level of the considered application field: the number of potential threats can be high and uncertain; the threat detection and identification can be made more complicated by the use of camouflaging techniques; the monitored area is typically wide and it requires a large and heterogeneous sensor network; the surveillance operation is strongly related to the operational scenario, so that it is not possible to define a unique approach to solve the problem [1]. Information Technology (IT) can provide an important support to HS in preventing, detecting and early warning of threats. Even though the link between IT and HS is relatively recent, sensor integration and collaboration is a widely applied technique aimed to aggregate data from multiple sources, to yield timely information on potential threats and to improve the accuracy in monitoring events [2]. A large number of sensors have already been developed to support surveillance operations. Parallel to this technological effort in developing new powerful and dedicated sensors, interest in integrating a set of stand-alone sensors into an integrated multi-sensor system has been increasing. In fact, rather than to develop new sensors to achieve more accurate tracking and surveillance systems, it is more useful to integrate existing stand-alone sensors into a single system in order to obtain performance improvements In this dissertation, a notional integrated multi-sensor system acting in a maritime border control scenario for HS is considered. In general, a border surveillance system is composed of multiple land based and moving platforms carrying different types of sensors [1]. In a typical scenario, described in [1], the integrated system is composed of a land based platform, located on the coast, and an airborne platform moving in front of the coast line. In this dissertation, we handle two different fundamental aspects. In Part I, we focus on a single sensor in the system, i.e. the airborne radar. We analyze the tracking performance of such a kind of sensor in the presence of two different atmospheric problems: the turbulence (in Chapter 1) and the tropospheric refraction (in Chapter 2). In particular, in Chapter 1, the losses in tracking accuracy of a turbulence-ignorant tracking filter (i.e. a filter that does not take into account the effects of the atmospheric turbulences) acting in a turbulent scenario, is quantified. In Chapter 2, we focus our attention on the tropospheric propagation effects on the radar electromagnetic (em) signals and their correction for airborne radar tracking. It is well known that the troposphere is characterized by a refractive index that varies with the altitude and with the local weather. This variability of the refractive index causes an error in the radar measurements. First, a mathematical model to describe and calculate the em radar signal ray path in the troposphere is discussed. Using this mathematical model, the errors due to the tropospheric propagation are evaluated and the corrupted radar measurements are then numerically generated. Second, a tracking algorithm, based on the Kalman Filter, that is able to mitigate the tropospheric errors during the tracking procedure, is proposed. In Part II, we consider the integrated system in its wholeness to investigate a fundamental prerequisite of any data fusion process: the sensor registration process. The problem of sensor registration (also termed, for naval system, the grid-locking problem) arises when a set of data coming from two or more sensors must be combined. This problem involves a coordinate transformation and the reciprocal alignment among the various sensors: streams of data from different sensors must be converted into a common coordinate system (or frame) and aligned before they could be used in a tracking or surveillance system. If not corrected, registration errors can seriously degrade the global system performance by increasing tracking errors and even introducing ghost tracks. A first basic distinction is usually made between relative grid-locking and absolute grid-locking. The relative grid-locking process aligns remote data to local data under the assumption that the local data are bias free and that all biases reside with the remote sensor. The problem is that, actually, also the local sensor is affected by bias. Chapter 3 of this dissertation is dedicated to the solution of the relative grid-locking problem. Two different estimation algorithms are proposed: a linear Least Squares (LS) algorithm and an Expectation-Maximization-based (EM) algorithm. The linear LS algorithm is a simple and fast algorithm, but numerical results have shown that the LS estimator is not efficient for most of the registration bias errors. Such non-efficiency could be caused by the linearization implied by the linear LS algorithm. Then, in order to obtain a more efficient estimation algorithm, an Expectation-Maximization algorithm is derived. In Chapter 4 we generalize our findings to the absolute grid-locking problem. Part III of this dissertation is devoted to a more theoretical aspect of fundamental importance in a lot of practical applications: the estimate of the disturbance covariance matrix. Due to its relevance, in literature it can be found a huge quantity of works on this topic. Recently, a new geometrical concept has been applied to this estimation problem: the Riemann (or intrinsic) geometry. In Chapter 5, we give an overview on the state of the art of the application of the Riemann geometry for the covariance matrix estimation in radar problems. Particular attention is given for the detection problem in additive clutter. Some covariance matrix estimators and a new decision rule based on the Riemann geometry are analyzed and their performance are compared with the classical ones. [1] Sofia Giompapa, “Analysis, modeling, and simulation of an integrated multi-sensor system for maritime border control”, PhD dissertation, University of Pisa, April 2008. [2] H. Chen, F. Y. Wang, and D. Zeng, “Intelligence and security informatics for Homeland Security: information, communication and transportation,” Intelligent Transportation Systems, IEEE Transactions on, vol. 5, no. 4, pp. 329-341, December 2004

Dynamic Underwater Glider Network for Environmental Field Estimation

A coordinated dynamic sensor network of autonomous underwater gliders to estimate three-dimensional time-varying environmental fields is proposed and tested. Integration with a network of surface relay nodes and asynchronous consensus are used to distribute local information and achieve the global field estimate. Field spatial sparsity is considered, and field samples are acquired by compressive sensing devices. Tests on simulated and real data demonstrate the feasibility of the approach with relative error performance within 10