For the slowly changed environment-range-dependent non-homogeneity, a new statistical space-time adaptive processing algorithm is proposed, which uses the statistical methods, such as Bayes or likelihood criterion to ...For the slowly changed environment-range-dependent non-homogeneity, a new statistical space-time adaptive processing algorithm is proposed, which uses the statistical methods, such as Bayes or likelihood criterion to estimate the approximative covariance matrix in the non-homogeneous condition. According to the statistical characteristics of the space-time snapshot data, via defining the aggregate snapshot data and corresponding events, the conditional probability of the space-time snapshot data which is the effective training data is given, then the weighting coefficients are obtained for the weighting method. The theory analysis indicates that the statistical methods of the Bayes and likelihood criterion for covariance matrix estimation are more reasonable than other methods that estimate the covariance matrix with the use of training data except the detected outliers. The last simulations attest that the proposed algorithms can estimate the covariance in the non-homogeneous condition exactly and have favorable characteristics.展开更多
基金Supported by the National Post-doctor Fundation (No. 20090451251) the Shaanxi Industry Surmount Foundation (2009K08-31) of China
文摘For the slowly changed environment-range-dependent non-homogeneity, a new statistical space-time adaptive processing algorithm is proposed, which uses the statistical methods, such as Bayes or likelihood criterion to estimate the approximative covariance matrix in the non-homogeneous condition. According to the statistical characteristics of the space-time snapshot data, via defining the aggregate snapshot data and corresponding events, the conditional probability of the space-time snapshot data which is the effective training data is given, then the weighting coefficients are obtained for the weighting method. The theory analysis indicates that the statistical methods of the Bayes and likelihood criterion for covariance matrix estimation are more reasonable than other methods that estimate the covariance matrix with the use of training data except the detected outliers. The last simulations attest that the proposed algorithms can estimate the covariance in the non-homogeneous condition exactly and have favorable characteristics.
