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A bayesian approach to adaptive detection in nonhomogeneous environments

Bidon, Stéphanie and Besson, Olivier and Tourneret, Jean-Yves A bayesian approach to adaptive detection in nonhomogeneous environments. (2008) IEEE Transactions on Signal Processing, vol. 5 (n° 1). pp. 205-217. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/TSP.2007.901664

Abstract

We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for adaptation do not share the same covariance matrix as the vector under test. A Bayesian framework is proposed where the covariance matrices of the primary and the secondary data are assumed to be random, with some appropriate joint distribution. The prior distributions of these matrices require a rough knowledge about the environment. This provides a flexible, yet simple, knowledge-aided model where the degree of nonhomogeneity can be tuned through some scalar variables. Within this framework, an approximate generalized likelihood ratio test is formulated. Accordingly, two Bayesian versions of the adaptive matched filter are presented, where the conventional maximum likelihood estimate of the primary data covariance matrix is replaced either by its minimum mean-square error estimate or by its maximum a posteriori estimate. Two detectors require generating samples distributed according to the joint posterior distribution of primary and secondary data covariance matrices. This is achieved through the use of a Gibbs sampling strategy. Numerical simulations illustrate the performances of these detectors, and compare them with those of the conventional adaptive matched filter.

Item Type:Article
Additional Information:Thanks to IEEE. The original PDF can be found on the IEEE Transactions on Signal Processing website: http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution: Université de Toulouse > Université de Toulouse I-Sciences Sociales - UT1
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
Université de Toulouse > Université de Toulouse II-Le Mirail - UTM
Laboratory name:
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Deposited By: Olivier Besson

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