In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,...文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。展开更多
利用球不变随机矢量(Spherically Invariant Random Vector,SIRV)描述非均匀杂波,建立了双基地多输入多输出(Multiple-Input Multiple-Qutput,MIMO)雷达距离扩展目标的信号检测模型,提出了距离扩展目标的两步广义似然比检测(Generalized...利用球不变随机矢量(Spherically Invariant Random Vector,SIRV)描述非均匀杂波,建立了双基地多输入多输出(Multiple-Input Multiple-Qutput,MIMO)雷达距离扩展目标的信号检测模型,提出了距离扩展目标的两步广义似然比检测(Generalized Likelihood Ratio Test,GLRT)算法.首先,根据目标散射系数的两种假设模型,分别推导确定型目标、高斯型目标GLRT检测器的解析表达式,然后利用固定点迭代算法估计杂波协方差矩阵,获得自适应GLRT(AD-GLRT和AG-GLRT)检测器.仿真实验表明:AD-GLRT和AG-GLRT检测器的检测性能均优于非均匀杂波背景、高斯杂波背景下点目标的检测性能,且两者的检测性能相当,并且虚拟阵元数、目标分布的距离单元数,以及信杂比越大,两者的检测性能越好.展开更多
为了获得高精度的多输入多输出(multiple-input multiple-output,MIMO)雷达的目标角度估计和幅度估计,本文基于幅度相位估计(amplitude and phase estimation,APES)算法和广义似然比检验(generalized-likelihood ratio test,GLRT)算法,...为了获得高精度的多输入多输出(multiple-input multiple-output,MIMO)雷达的目标角度估计和幅度估计,本文基于幅度相位估计(amplitude and phase estimation,APES)算法和广义似然比检验(generalized-likelihood ratio test,GLRT)算法,提出了一种使用似然比的相位幅度估计(GAPES)新算法。在接收端通过GLRT算法估计出目标角度,然后用APES算法修正幅度,实现了在强干扰环境下提高角度和幅度分辨率。仿真结果表明了该算法的有效性。展开更多
Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying th...Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.展开更多
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
In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear met...In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.展开更多
We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alte...We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.展开更多
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
文摘文章研究了背景为子空间干扰加高斯杂波的距离扩展目标方向检测问题。杂波是均值为零协方差矩阵未知但具有斜对称特性的高斯杂波,目标与干扰分别通过具备斜对称特性的目标子空间和干扰子空间描述。针对方向检测问题,利用上述斜对称性,根据广义似然比检验(Generalized Likeli-hood Ratio Test,GLRT)准则的一步与两步设计方法,设计了基于GLRT的一步法与两步法的距离扩展目标方向检测器。通过理论推导证明了这2种检测器相对于未知杂波协方差矩阵都具有恒虚警率。对比相同背景下已有检测器,特别是在辅助数据有限的场景下,文章提出的2个检测器表现出了优越的检测性能。
文摘利用球不变随机矢量(Spherically Invariant Random Vector,SIRV)描述非均匀杂波,建立了双基地多输入多输出(Multiple-Input Multiple-Qutput,MIMO)雷达距离扩展目标的信号检测模型,提出了距离扩展目标的两步广义似然比检测(Generalized Likelihood Ratio Test,GLRT)算法.首先,根据目标散射系数的两种假设模型,分别推导确定型目标、高斯型目标GLRT检测器的解析表达式,然后利用固定点迭代算法估计杂波协方差矩阵,获得自适应GLRT(AD-GLRT和AG-GLRT)检测器.仿真实验表明:AD-GLRT和AG-GLRT检测器的检测性能均优于非均匀杂波背景、高斯杂波背景下点目标的检测性能,且两者的检测性能相当,并且虚拟阵元数、目标分布的距离单元数,以及信杂比越大,两者的检测性能越好.
文摘为了获得高精度的多输入多输出(multiple-input multiple-output,MIMO)雷达的目标角度估计和幅度估计,本文基于幅度相位估计(amplitude and phase estimation,APES)算法和广义似然比检验(generalized-likelihood ratio test,GLRT)算法,提出了一种使用似然比的相位幅度估计(GAPES)新算法。在接收端通过GLRT算法估计出目标角度,然后用APES算法修正幅度,实现了在强干扰环境下提高角度和幅度分辨率。仿真结果表明了该算法的有效性。
文摘Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.
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.
基金Foundation item： Supported by the National Natural Science Foundation of China（10501053） Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.
文摘We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.
