On persymmetric covariance matrices in adaptive detection

被引:5
|
作者
Pailloux, G. [1 ,2 ]
Forster, P. [2 ]
Ovarlez, J. P. [1 ]
Pascal, F. [3 ]
机构
[1] ONERA DEMR TSI, F-91120 Palaiseau, France
[2] GEA, F-92410 Ville Davray, France
[3] ENS Cachan, SATIE, CNRS, F-94230 Cachan, France
关键词
adaptive signal detection; parameter estimation; maximum likelihood estimation; covariance matrices; radar detection;
D O I
10.1109/ICASSP.2008.4518107
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
In the general area of radar detection, estimation of the clutter covariance matrix is an important point. This matrix commonly exhibits a persymmetric structure: this is the case for instance for active systems using a symmetrically spaced linear array or pulse train. In this context, this paper provides a new Gaussian adaptive detector called the Persymmetric Adaptive Matched Filter (P-AMF). Its theoretical distribution is derived allowing adjustment of the detection threshold for a given Probability of False Alarm (PFA). Simulations results highlight the improvement in term of probability of detection (PD) of the P-AMF in comparison with the classical Adaptive Matched Filter (AMF).
引用
收藏
页码:2305 / +
页数:2
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