The problem of adaptive radar detection in compound-Gaussian clutter without secondary data is considered in this paper.In most practical applications,the number of training data is limited.To overcome the lack of tra...The problem of adaptive radar detection in compound-Gaussian clutter without secondary data is considered in this paper.In most practical applications,the number of training data is limited.To overcome the lack of training data,an autoregressive（AR）-process-based covariance matrix estimator is proposed.Then,with the estimated covariance matrix the one-step generalized likelihood ratio test（GLRT） detector is designed without training data.Finally,detection performance of our proposed detector is assessed.展开更多
This paper introduces a sliding-window mean removal high pass filter by which background clutter of infrared multispectral image is obtained. The method of selecting the optimum size of the sliding-window is based on ...This paper introduces a sliding-window mean removal high pass filter by which background clutter of infrared multispectral image is obtained. The method of selecting the optimum size of the sliding-window is based on the skewness-kurtosis test. In the end, a multivariate Gaussian distribution mathematical expression of background clutter image is given.展开更多
The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such...The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such an iid sequence, this paper studies in detail the covariance structure of X1d, X2d, …, Xnd, d=1, 2, …. By this study, it is shown that: 1) all powers of a Linear Gaussian White Noise Process are iid but, not normally distributed and 2) the higher moments (variance and kurtosis) of Xtd, d=2, 3, … can be used to distinguish between the Linear Gaussian white noise process and other processes with similar covariance structure.展开更多
基金supported by the Fundamental Research Funds for the Central Universities under Grant No. E022050205
文摘The problem of adaptive radar detection in compound-Gaussian clutter without secondary data is considered in this paper.In most practical applications,the number of training data is limited.To overcome the lack of training data,an autoregressive（AR）-process-based covariance matrix estimator is proposed.Then,with the estimated covariance matrix the one-step generalized likelihood ratio test（GLRT） detector is designed without training data.Finally,detection performance of our proposed detector is assessed.
文摘This paper introduces a sliding-window mean removal high pass filter by which background clutter of infrared multispectral image is obtained. The method of selecting the optimum size of the sliding-window is based on the skewness-kurtosis test. In the end, a multivariate Gaussian distribution mathematical expression of background clutter image is given.
文摘The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such an iid sequence, this paper studies in detail the covariance structure of X1d, X2d, …, Xnd, d=1, 2, …. By this study, it is shown that: 1) all powers of a Linear Gaussian White Noise Process are iid but, not normally distributed and 2) the higher moments (variance and kurtosis) of Xtd, d=2, 3, … can be used to distinguish between the Linear Gaussian white noise process and other processes with similar covariance structure.
