Low-Complexity Reconstruction of Covariance Matrix in Hybrid Uniform Circular Array

Spatial covariance matrix(SCM) is essential in many multi-antenna systems such as massive multiple-input multiple-output(MIMO). For multi-antenna systems operating at millimeter-wave bands, hybrid analog-digital structure has been widely adopted to reduce the cost of radio frequency chains.In this situation, signals received at the antennas are unavailable to the digital receiver, and as a consequence, traditional sample average approach cannot be used for SCM reconstruction in hybrid multi-antenna systems. To address this issue, beam sweeping algorithm(BSA) which can reconstruct the SCM effectively for a hybrid uniform linear array, has been proposed in our previous works. However, direct extension of BSA to a hybrid uniform circular array(UCA)will result in a huge computational burden. To this end, a low-complexity approach is proposed in this paper. By exploiting the symmetry features of SCM for the UCA, the number of unknowns can be reduced significantly and thus the complexity of reconstruction can be saved accordingly. Furthermore, an insightful analysis is also presented in this paper, showing that the reduction of the number of unknowns can also improve the accuracy of the reconstructed SCM. Simulation results are also shown to demonstrate the proposed approach.

Empirical Likelihood Statistical Inference for Compound Poisson Vector Processes under Infinite Covariance Matrix

The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.

Fast and accurate covariance matrix reconstruction for adaptive beamforming using Gauss-Legendre quadrature

Most of the reconstruction-based robust adaptive beamforming(RAB)algorithms require the covariance matrix reconstruction(CMR)by high-complexity integral computation.A Gauss-Legendre quadrature(GLQ)method with the highest algebraic precision in the interpolation-type quadrature is proposed to reduce the complexity.The interference angular sector in RAB is regarded as the GLQ integral range,and the zeros of the threeorder Legendre orthogonal polynomial is selected as the GLQ nodes.Consequently,the CMR can be efficiently obtained by simple summation with respect to the three GLQ nodes without integral.The new method has significantly reduced the complexity as compared to most state-of-the-art reconstruction-based RAB techniques,and it is able to provide the similar performance close to the optimal.These advantages are verified by numerical simulations.

AN IMPROVED SAR-GMTI METHOD BASED ON EIGEN-DECOMPOSITION OF THE SAMPLE COVARIANCE MATRIX

An improved two-channel Synthetic Aperture Radar Ground Moving Target Indication (SAR-GMTI) method based on eigen-decomposition of the covariance matrix is investigated. Based on the joint Probability Density Function (PDF) of the Along-Track Interferometric (ATI) phase and the similarity between the two SAR complex images, a novel ellipse detector is presented and is applied to the indication of ground moving targets. We derive its statistics and analyze the performance of detection process in detail. Compared with the approach using the ATI phase, the ellipse detector has a better performance of detection in homogenous clutter. Numerical experiments on simulated data are presented to validate the improved performance of the ellipse detector with respect to the ATI phase approach. Finally, the detection capability of the proposed method is demonstrated by measured SAR data.

IMPROVED ESTIMATES OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS

In this article, the problem of estimating the covariance matrix in general linear mixed models is considered. Two new classes of estimators obtained by shrinking the eigenvalues towards the origin and the arithmetic mean, respectively, are proposed. It is shown that these new estimators dominate the unbiased estimator under the squared error loss function. Finally, some simulation results to compare the performance of the proposed estimators with that of the unbiased estimator are reported. The simulation results indicate that these new shrinkage estimators provide a substantial improvement in risk under most situations.

Covariance Matrix Learning Differential Evolution Algorithm Based on Correlation

Differential evolution algorithm based on the covariance matrix learning can adjust the coordinate system according to the characteristics of the population, which makes the search move in a more favorable direction. In order to obtain more accurate information about the function shape, this paper proposes covariance matrix learning differential evolution algorithm based on correlation (denoted as RCLDE) to improve the search efficiency of the algorithm. First, a hybrid mutation strategy is designed to balance the diversity and convergence of the population;secondly, the covariance learning matrix is constructed by selecting the individual with the less correlation;then, a comprehensive learning mechanism is comprehensively designed by two covariance matrix learning mechanisms based on the principle of probability. Finally, the algorithm is tested on the CEC2005, and the experimental results are compared with other effective differential evolution algorithms. The experimental results show that the algorithm proposed in this paper is an effective algorithm.

On convergence of covariance matrix of empirical Bayes hyper-parameter estimator

Regularized system identification has become the research frontier of system identification in the past decade.One related core subject is to study the convergence properties of various hyper-parameter estimators as the sample size goes to infinity.In this paper,we consider one commonly used hyper-parameter estimator,the empirical Bayes(EB).Its convergence in distribution has been studied,and the explicit expression of the covariance matrix of its limiting distribution has been given.However,what we are truly interested in are factors contained in the covariance matrix of the EB hyper-parameter estimator,and then,the convergence of its covariance matrix to that of its limiting distribution is required.In general,the convergence in distribution of a sequence of random variables does not necessarily guarantee the convergence of its covariance matrix.Thus,the derivation of such convergence is a necessary complement to our theoretical analysis about factors that influence the convergence properties of the EB hyper-parameter estimator.In this paper,we consider the regularized finite impulse response(FIR)model estimation with deterministic inputs,and show that the covariance matrix of the EB hyper-parameter estimator converges to that of its limiting distribution.Moreover,we run numerical simulations to demonstrate the efficacy of ourtheoretical results.

Aberration correction for multiphoton microscopy using covariance matrix adaptation evolution strategy

Multiphoton microscopy is the enabling tool for biomedical research,but the aberrations of biological tissues have limited its imaging performance.Adaptive optics(AO)has been developed to partially overcome aberration to restore imaging performance.For indirect AO,algorithm is the key to its successful implementation.Here,based on the fact that indirect AO has an analogy to the black-box optimization problem,we successfully apply the covariance matrix adaptation evolution strategy(CMA-ES)used in the latter,to indirect AO in multiphoton microscopy(MPM).Compared with the traditional genetic algorithm(GA),our algorithm has a greater improvement in convergence speed and convergence accuracy,which provides the possibility of realizing real-time dynamic aberration correction for deep in vivo biological tissues.

Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data

The estimation of covariance matrices is very important in many fields, such as statistics. In real applications, data are frequently influenced by high dimensions and noise. However, most relevant studies are based on complete data. This paper studies the optimal estimation of high-dimensional covariance matrices based on missing and noisy sample under the norm. First, the model with sub-Gaussian additive noise is presented. The generalized sample covariance is then modified to define a hard thresholding estimator , and the minimax upper bound is derived. After that, the minimax lower bound is derived, and it is concluded that the estimator presented in this article is rate-optimal. Finally, numerical simulation analysis is performed. The result shows that for missing samples with sub-Gaussian noise, if the true covariance matrix is sparse, the hard thresholding estimator outperforms the traditional estimate method.

New correlated MIMO radar covariance matrix design with low side lobe levels and much lower complexity

In this paper,a new correlated covariance matrix for Multi-Input Multi-Output(MIMO)radar is proposed,which has lower Side Lobe Levels(SLLs)compared to the new covariance matrix designs and the well-known multi-antenna radar designs including phased-array,MIMO radar and phased-MIMO radar schemes.It is shown that Binary Phased-Shift Keying(BPSK)waveforms that have constant envelope can be used in a closed-form to realize the proposed covariance matrix.Therefore,there is no need to deploy different types of radio amplifiers in the transmitter which will reduce the cost,considerably.The proposed design allows the same transmit power from each antenna in contrast to the phased-MIMO radar.Moreover,the proposed covariance matrix is full-rank and has the same capability as MIMO radar to identify more targets,simultaneously.Performance of the proposed transmit covariance matrix including receive beampattern and output Signal-to-Interference plus Noise Ratio(SINR)is simulated,which validates analytical results.

Sparse and Low-Rank Covariance Matrix Estimation

This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices.We first benefit from a convex optimization which develops l1-norm penalty to encourage the sparsity and nuclear norm to favor the low-rank property.For the proposed estimator,we then prove that with high probability,the Frobenius norm of the estimation rate can be of order O(√((slgg p)/n))under a mild case,where s and p denote the number of nonzero entries and the dimension of the population covariance,respectively and n notes the sample capacity.Finally,an efficient alternating direction method of multipliers with global convergence is proposed to tackle this problem,and merits of the approach are also illustrated by practicing numerical simulations.

Frequency-invariant robust adaptive beamforming based on interference covariance matrix reconstruction

Consider the problems of frequency-invariant beampattern optimization and robustness in broadband beamforming.Firstly,a global optimization algorithm,which is based on phase compensation of the array manifolds,is used to construct the frequency-invariant beampattern.Compared with some methods presented recently,the proposed algorithm is not only available to get the global optimal solution,but also simple for physical realization.Meanwhile,a robust adaptive broadband beamforming algorithm is also derived by reconstructing the covariance matrix.The essence of the proposed algorithm is to estimate the space-frequency spectrum using Capon estimator firstly,then integrate over a region separated from the desired signal direction to reconstruct the interference-plus-noise covariance matrix,and finally caleulate the adaptive beamformer weights with the reconstructed matrix.The design of beamformer is formulated as a convex optimization problem to be solved.Simulation results show that the performance of the proposed algorithm is almost always close to the optimal value across a wide range of signal to noise ratios.

Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory

This paper addresses the issue of testing sphericity and identity of high-dimensional population covariance matrix when the data dimension exceeds the sample size.The central limit theorem of the first four moments of eigenvalues of sample covariance matrix is derived using random matrix theory for generally distributed populations.Further,some desirable asymptotic properties of the proposed test statistics are provided under the null hypothesis as data dimension and sample size both tend to infinity.Simulations show that the proposed tests have a greater power than existing methods for the spiked covariance model.

Truncated Estimator of Asymptotic Covariance Matrix in Partially Linear Models with Heteroscedastic Errors

A partially linear regression model with heteroscedastic and/or serially correlated errors is studied here. It is well known that in order to apply the semiparametric least squares estimation （SLSE） to make statistical inference a consistent estimator of the asymptotic covariance matrix is needed. The traditional residual-based estimator of the asymptotic covariance matrix is not consistent when the errors are heteroscedastic and/or serially correlated. In this paper we propose a new estimator by truncating, which is an extension of the procedure in White. This estimator is shown to be consistent when the truncating parameter converges to infinity with some rate.

Empirical Likelihood in Generalized Linear Models with Working Covariance Matrix

Empirical likelihood in generalized linear models with multivariate responses and working covariance matrix is discussed.Under the weakest assumption on eigenvalues of Fisher’s information matrix and some other regular conditions,we prove that the non-parametric Wilk’s property still holds,that is,the empirical log-likelihood ratio at the true parameter values converges to the standard chi-square distribution.Numerical simulations are given to verify our theoretical result.

Underdetermined DOA estimation via multiple time-delay covariance matrices and deep residual network

Higher-order statistics based approaches and signal sparseness based approaches have emerged in recent decades to resolve the underdetermined direction-of-arrival(DOA)estimation problem.These model-based methods face great challenges in practical applications due to high computational complexity and dependence on ideal assumptions.This paper presents an effective DOA estimation approach based on a deep residual network(DRN)for the underdetermined case.We first extract an input feature from a new matrix calculated by stacking several covariance matrices corresponding to different time delays.We then provide the input feature to the trained DRN to construct the super resolution spectrum.The DRN learns the mapping relationship between the input feature and the spatial spectrum by training.The proposed approach is superior to existing model-based estimation methods in terms of calculation efficiency,independence of source sparseness and adaptive capacity to non-ideal conditions(e.g.,low signal to noise ratio,short bit sequence).Simulations demonstrate the validity and strong performance of the proposed algorithm on both overdetermined and underdetermined cases.

The convergence on spectrum of sample covariance matrices for information-plus-noise type data

In this paper,we consider the limiting spectral distribution of the information-plus-noise type sample covariance matrices Cn=1/N（Rn＋σXn）（Rn＋σXn）,under the assumption that the entries of Xn are independent but non-identically distributed random variables.It is proved that,almost surely,the empirical spectral distribution of Cn converges weakly to a non-random distribution whose Stieltjes transform satisfies a certain equation.Our result extends the previous one with the entries of Xn are i.i.d.random varibles to a more general case.The proof of the result mainly employs the Stein equation and the cumulant expansion formula of independent random variables.

The study of geomagnetic jerk from 2010 to 2021 based on hourly mean data from global geomagnetic observatories

The secular variation in the global geomagnetic field was analyzed in terms of the annual differences in monthly means by using the hourly mean data from 18 foreign(outside China)observatories of the World Data Center(WDC)for Geomagnetism from January 2010 to January 2020 as well as 9 observatories in the Geomagnetic Network of China from January 2015 to April 2021.In addition,according to the correlation of noisy components from the observatories,a covariance matrix was constructed based on residuals between observations and the CHAOS-7.4 model to remove external contamination.Through a comparison before and after denoising,we found that the overall average standard deviations were reduced by 29.97%in China and by 41.4%outside China.Results showed the correlation coefficient between external noise(mainly the magnetosphere ring current)and the Dst index was 0.82,and the correlation coefficient between external noise and the Ring Current(RC)index reached 0.94.A geomagnetic jerk was globally discovered around 2018.0 on the geomagnetic eastward component Y.The jerk timing in China was around 2020.0,and the earliest one was in2018.75,whereas the timing outside China was around 2018.0,and the earliest one was in 2017.67.This 2-year lag may have been caused by the higher electrical conductivity of the deep mantle.After more data were added,this jerk event was found to occur in an orderly manner in the northern hemisphere as the longitude increased and the intensity gradually increased as well.The variations in location of the jerk center were analyzed according to the CHAOS-7.4 model.Results revealed six extreme points distributed nearby the equator.The strongest was near the equator,at 170°E,and the strength gradually decreased as it extended to the northern and southern hemispheres.Another extreme point with the opposite sign was located at the equator,at 20°W,in the south-central part of the Atlantic,and the strength gradually decreased as it extended into Europe.The covariance matrix method can be used to analyze data from the Macao Science Satellite-1 mission in the future,and this method is expected to play a positive role in modeling and separating the large-scale external field.

A New Model for Network Security Situation Assessment of the Industrial Internet

To address the problem of network security situation assessment in the Industrial Internet,this paper adopts the evidential reasoning(ER)algorithm and belief rule base(BRB)method to establish an assessment model.First,this paper analyzes the influencing factors of the Industrial Internet and selects evaluation indicators that contain not only quantitative data but also qualitative knowledge.Second,the evaluation indicators are fused with expert knowledge and the ER algorithm.According to the fusion results,a network security situation assessment model of the Industrial Internet based on the ER and BRB method is established,and the projection covariance matrix adaptive evolution strategy(P-CMA-ES)is used to optimize the model parameters.This method can not only utilize semiquantitative information effectively but also use more uncertain information and prevent the problem of combinatorial explosion.Moreover,it solves the problem of the uncertainty of expert knowledge and overcomes the problem of low modeling accuracy caused by insufficient data.Finally,a network security situation assessment case of the Industrial Internet is analyzed to verify the effectiveness and superiority of the method.The research results showthat this method has strong applicability to the network security situation assessment of complex Industrial Internet systems.It can accurately reflect the actual network security situation of Industrial Internet systems and provide safe and reliable suggestions for network administrators to take timely countermeasures,thereby improving the risk monitoring and emergency response capabilities of the Industrial Internet.

Efficient Centralized Cooperative Spectrum Sensing Techniques for Cognitive Networks

Wireless Communication is a system for communicating information from one point to other,without utilizing any connections like wire,cable,or other physical medium.Cognitive Radio(CR)based systems and networks are a revolutionary new perception in wireless communications.Spectrum sensing is a vital task of CR to avert destructive intrusion with licensed primary or main users and discover the accessible spectrum for the efficient utilization of the spectrum.Centralized Cooperative Spectrum Sensing(CSS)is a kind of spectrum sensing.Most of the test metrics designed till now for sensing the spectrum is produced by using the Sample Covariance Matrix(SCM)of the received signal.Some of the methods that use the SCM for the process of detection are Pietra-Ricci Index Detector(PRIDe),Hadamard Ratio(HR)detector,Gini Index Detector(GID),etc.This paper presents the simulation and comparative perfor-mance analysis of PRIDe with various other detectors like GID,HR,Arithmetic to Geometric Mean(AGM),Volume-based Detector number 1(VD1),Maximum-to-Minimum Eigenvalue Detection(MMED),and Generalized Likelihood Ratio Test(GLRT)using the MATLAB software.The PRIDe provides better performance in the presence of variations in the power of the signal and the noise power with less computational complexity.