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In this work, we consider a two-channel multiple-input multiple-output (MIMO) passive detection problem, in which there is a surveillance array and a reference array. The reference array is known to carry a linear combination of broadband noise and a subspace signal of known dimension but unknown basis. The question is whether the surveillance channel carries a linear combination of broadband noise...
We present a scheme for determining the number of signals common to or correlated across multiple data sets. Handling multiple data sets is challenging due to the different possible correlation structures. For two data sets, the signals are either correlated or uncorrelated between the data sets. For multiple data sets, however, there are numerous combinations how the signals can be correlated. Prior...
In this work we consider a two-channel passive detection problem, in which there is a surveillance array where the presence/absence of a target signal is to be detected, and a reference array that provides a noise-contaminated version of the target signal. We assume that the transmitted signal is an unknown rank-one signal, and that the noises are uncorrelated between the two channels, but each one...
The time-varying and range-varying nature of the sea clutter Doppler spectra presents a challenge to coherent detection performance. Detectors using a large number of surrounding cells to estimate spectra or covariance matrices often give poor control of false alarms. Conversely, attempts to use a smaller number of possibly more representative range cells can result in numerical stability problems...
Correlation tests of multiple Gaussian signals are typically formulated as linear spectral statistics on the eigenvalues of the sample coherence matrix. This is the case of the Generalized Likelihood Ratio Test (GLRT), which is formulated as the determinant of the sample coherence matrix, or the locally most powerful invariant test (LMPIT), which is formulated as the Frobenius norm of this matrix...
An exact joint probability density function (PDF) (not approximate as in) is provided for the Capon power spectral estimate and the average output power of any other deterministic filter when based on the same data sample covariance matrix. The cross coherence/cosine (correlation coefficient) between the two filter weights determines the extent of statistical dependence. An exact PDF for a sample...
The cross power-spectrum phase (CSP) method plays an important role in time delay estimate due to its efficiency in acoustic source localization. Generally, impacted by the spatial noise and reverberation in a room, the positioning accuracy could be greatly enhanced. However, this method could hardly lead to results when the energy of signal is small. In this paper, a new method is proposed: covariance...
Canonical Correlation Analysis (CCA) is a well-known technique in multivariate statistical analysis, which has been widely used in economics, meteorology, and in many modern information processing fields. This paper proposes many dynamical systems for computing canonical correlations and canonical variates. These systems are shown to converge to the actual components rather than to a subspace spanned...
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