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The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to time-varying dimensions of the measurement and control. Three…

Signal Processing · Electrical Eng. & Systems 2024-12-11 Oliver Kost , Jindrch Dunik , Ondrej Straka

In this paper, four adaptive radar architectures for target detection in heterogeneous Gaussian environments are devised. The first architecture relies on a cyclic optimization exploiting the Maximum Likelihood Approach in the original data…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Jun Liu , Davide Massaro , Danilo Orlando , Alfonso Farina

Algorithms for mutual interference mitigation and object parameter estimation are a key enabler for automotive applications of frequency-modulated continuous wave (FMCW) radar. In this paper, we introduce a signal separation method to…

Signal Processing · Electrical Eng. & Systems 2024-10-03 Mate Toth , Erik Leitinger , Klaus Witrisal

We propose a novel pilot structure for covariance matrix estimation in massive multiple-input multiple-output (MIMO) systems in which each user transmits two pilot sequences, with the second pilot sequence multiplied by a random…

Information Theory · Computer Science 2018-04-04 Karthik Upadhya , Sergiy A. Vorobyov

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

Applications · Statistics 2016-06-29 Ying Sun , Prabhu Babu , Daniel P. Palomar

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…

Methodology · Statistics 2015-06-18 Anestis Touloumis

Spectrum sensing is a fundamental component is a cognitive radio. In this paper, we propose new sensing methods based on the eigenvalues of the covariance matrix of signals received at the secondary users. In particular, two sensing…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

Many multichannel systems use a linear filter to retrieve a signal of interest corrupted by noise whose statistics are partly unknown. The optimal filter in Gaussian noise requires knowledge of the noise covariance matrix $\Sigma$ and in…

Signal Processing · Electrical Eng. & Systems 2021-08-30 Olivier Besson

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

In this paper, a new method for the separation of noise categories based on Four-Wave Mixing is presented. The theoretical analysis is grounded in the Gaussian Noise model and verified by split step simulations. The noise categories react…

Systems and Control · Electrical Eng. & Systems 2022-09-14 F. J. Vaquero-Caballero , D. J. Ives , S. J. Savory

In this paper, an explicit expression for the maximum detection range of an entangled quantum two-mode squeezed (QTMS) radar, in which a two-mode squeezed vacuum state of microwave electromagnetic fields is used, have been derived by…

Quantum Physics · Physics 2024-12-11 H. Allahverdi , Ali Motazedifard

Kernel random matrices have attracted a lot of interest in recent years, from both practical and theoretical standpoints. Most of the theoretical work so far has focused on the case were the data is sampled from a low-dimensional structure.…

Statistics Theory · Mathematics 2010-11-12 Noureddine El Karoui

This work characterises the effect of mutual interference in a planar network of pulsed-radar devices. Using stochastic geometry tools and a strongest interferer approximation, we derive simple closed-form expressions that pinpoint the role…

Networking and Internet Architecture · Computer Science 2018-09-10 Andrea Munari , Ljiljana Simić , Marina Petrova

In this paper, we address the problem of detecting multiple Noise-Like Jammers (NLJs) through a radar system equipped with an array of sensors. To this end, we develop an elegant and systematic framework wherein two architectures are…

Signal Processing · Electrical Eng. & Systems 2020-04-28 Linjie Yan , Pia Addabbo , Yuxuan Zhang , Chengpeng Hao , Jun Liu , Jian Li , Danilo Orlando

The radio astronomy community is currently building a number of phased array telescopes. The calibration of these telescopes is hampered by the fact that covariances of signals from closely spaced antennas are sensitive to noise coupling…

Instrumentation and Methods for Astrophysics · Physics 2010-03-15 Stefan J. Wijnholds , Alle-Jan van der Veen

We address the Normalized Signal to Noise Ratio (NSNR) metric defined in the seminal paper by Reed, Mallett and Brennan on adaptive detection. The setting is detection of a target vector in additive correlated noise. NSNR is the ratio…

Signal Processing · Electrical Eng. & Systems 2024-09-18 Tzvi Diskin , Ami Wiesel

This paper proposes a novel approach to robust radar detection of range-spread targets embedded in Gaussian noise with unknown covariance matrix. The idea is to model the useful target echo in each range cell as the sum of a coherent signal…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Angelo Coluccia , Alessio Fascista , Giuseppe Ricci

The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…

Information Theory · Computer Science 2015-06-04 Aboulnasr Hassanien , Sergiy A. Vorobyov , Alex B. Gershman