Two novel automatic frequency tracking loops

Two automatic-frequency-control loops are introduced and analyzed in detail. The algorithms are generalizations of the well-known cross-product automatic-frequency-control loop with improved performance. The first estimator uses running overlapping discrete Fourier transforms (DFTs) to create a discriminator curve proportional to the frequency estimation error, whereas the second one preprocesses the received data and then uses an extended Kalman filter to estimate the input frequency. The algorithms are tested by computer simulations in a low carrier-to-noise-ratio (CNR) and highly dynamic environment. The algorithms are suboptimum tracking schemes with a larger frequency error variance compared to an optimum strategy, but they offer simplicity of mechanization and a CNR with a very low operating threshold     

Acousto-optic spectrum analyzer techniques for monitoring CW

The issues associated with processing the outputs of an integrating acoustooptical spectrum analyzer (AOSA) to detect and identify the frequency and power of continuous wave (CW) signals are considered. The performance of the optimum detection strategy is presented, along with the Cramer-Rao bound on the performance of estimators of the frequency, and the performance of a simple peak-based frequency estimator. The performance of the maximum likelihood (ML) estimator of the power level is also presented. The results provide the behavior of the system as a function of the product of the aperture time and photodetector spacing amongst other parameters     

基于自适应步长选择的周期格型线搜索估计

稀疏、含噪观测条件下周期点过程的周期估计是一个经典的信号处理问题。针对该问题,提出了一种格型线搜索(LLS)算法,该算法通过数值方式搜索似然函数的最大值,但其性能取决于人为预先选取的搜索步长。推导了一个步长计算公式,并利用该公式改进了LLS算法。改进的LLS算法能够自适应选择搜索步长,其达到的克拉美-罗界(CRLB)的信噪比(SNR)门限与最大似然估计(MLE)算法一致,但计算复杂度比后者低一个多的数量级。性能分析与仿真实验表明,所提算法比已有算法能更好地实现估计精度与复杂度的折中。     

Low observable target motion analysis using amplitude information

In conventional passive and active sonar system, target amplitude information (AI) at the output of the signal processor is used only to declare detections and provide measurements. We show that the AI can be used in passive sonar system, with or without frequency measurements, in the estimation process itself to enhance the performance in the presence of clutter where the target-originated measurements cannot be identified with certainty, i.e., for “low observable” or “dim” (low signal-to-noise ratio (SNR)) targets. A probabilistic data association (PDA) based maximum likelihood (ML) estimator for target motion analysis (TMA) that uses amplitude information is derived. A track formation algorithm and the Cramer-Rao lower bound (CRLB) in the presence of false measurements, which is met by the estimator even under low SNR conditions, are also given. The CRLB is met by the proposed estimator even at 6 dB in a cell (which corresponds to 0 dB for 1 Hz bandwidth in the case of a 0.25 Hz frequency cell) whereas the estimator without AI works only down to 9 dB. Results demonstrate improved accuracy and superior global convergence when compared with the estimator without AI. The same methodology can be used for bistatic radar     

利用重要性采样的时差-频差联合估计算法

针对无源定位中参考信号真实值未知的时差(TDOA)-频差(FDOA)联合估计问题,构建了一种新的时差-频差最大似然(ML)估计模型,并采用重要性采样(IS)方法求解似然函数极大值,得到时差-频差联合估计。算法通过生成时差-频差样本,并统计样本加权均值得到估计值,克服了传统互模糊函数(CAF)算法只能得到时域和频域采样间隔整数倍估计值的问题,且不存在期望最大化(EM)等迭代算法的初值依赖和收敛问题。推导了时差-频差联合估计的克拉美罗下界(CRLB),并通过仿真实验表明,算法的计算复杂度适中,估计精度优于CAF算法和EM算法,在不同信噪比条件下估计误差接近CRLB。     

Comparison of various periodograms for sinusoid detection andfrequency estimation

With the advent of the fast Fourier transform (FFT) algorithm, the periodogram and its variants such as the Bartlett's procedure and Welch method, have become very popular for spectral analysis. However, there has not been a thorough comparison of the detection and estimation performances of these methods. Different forms of the periodogram are studied here for single real tone detection and frequency estimation in the presence of white Gaussian noise. The threshold effect in frequency estimation, that is, when the estimation errors become several orders of magnitude greater than the Cramer-Rao lower bound (CRLB), is also investigated. It is shown that the standard periodogram gives the optimum detection performance for a pure tone while the Welch method is the best detector when there is phase instability in the sinusoid. As expected, since the conventional periodogram is a maximum likelihood estimator of frequency, it generally provides the minimum mean square frequency estimation errors     

The Resolution Performance of Range Estimators

The theoretical basis and methods of implementation of a moment algorithm for the range separation estimation of two closely spaced point targets are presented. Moment estimation and noise filtering techniques introduced here result in a considerable improvement over Baum's algorithm. The error bounds are established and it is shown that the spectral moment estimator exhibits optimum (zero bias, minimum variance) performance when the target separation normalized to the standard deviation of the Gaussian pulse is 2?1.5. Monte Carlo simulation is performed to verify the approximations made and to demonstrate the feasibility of the working models.     

Composite Bound on Arrival Time Estimation Errors

Time of arrival (TOA) estimation of narrowband signals is a problem of considerable practical interest in radar and sonar applications. A new technique is presented to analyze the mean square error (MSE) performance of TOA estimation schemes, based on recently developed lower bound. We obtain a complete characterization of the MSE as a function of the signal and noise parameters. The results are given in a simple closed-form analytical expression.     

Optimum detection and location estimation of target lines in the range-time space of a search radar

The average likelihood ratio detector is derived as the optimum detector for detecting a target line with unknown normal parameters in the range-time data space of a search radar, which is corrupted by Gaussian noise. The receiver operation characteristics of this optimum detector is derived to evaluate its performance improvement in comparison with the Hough detector, which uses the return signal of several successive scans to achieve a non-coherent integration improvement and get a better performance than the conventional detector. This comparison, which is done through analytic derivations and also through simulation results, shows that the average likelihood ratio detector has a better performance for different SNR values. This result is justified by showing the disadvantages of the Hough method, which are eliminated by the optimum detector. To have an estimate for the location of the detected target line in the optimum detection method as the Hough method, which detects and localizes the target lines simultaneously, we present the maximum a posteriori probability estimator. The estimation performance of the two methods is then compared and it is shown that the maximum a posteriori probability estimator localizes the detected target lines with a better performance in comparison with the Hough method.     

Bit Synchronization for Phase-Noncoherent Reception of Binary FSK Signals

The optimum (maximum likelihood criterion) bit synchronizer for phase-noncoherent reception of binary FSK signals is found and a suboptimum implementation of it is derived. The performance of this circuit is analyzed in the presence of thermal noise, and the expression of the timing jitter variance is obtained in the case of relatively large signal-to-noise ratios.     

A divide and conquer approach to least-squares estimation

The problem of estimating parameters &thetas; which determine the mean μ(&thetas;) of a Gaussian-distributed observation X is considered. It is noted that the maximum-likelihood (ML) estimate, in this case the least-squares estimate, has desirable statistical properties but can be difficult to compute when μ(&thetas;) is a nonlinear function of &thetas;. An estimate formed by combining ML estimates based on subsections of the data vector X is proposed as a computationally inexpensive alternative. The main result is that this alternative estimate, termed here the divide-and-conquer (DAC) estimate, has ML performance in the small-error region when X is appropriately subdivided. As an example application, an inexpensive range-difference-based position estimator is derived and shown by means of Monte-Carlo simulation to have small-error-region mean-square error equal to the Cramer-Rao lower bound     

Radar power multiplier for acquisition of low observables using anESA radar

In this paper the acquisition of a low observable (LO) incoming tactical ballistic missile using the measurements from a surface based electronically scanned array (ESA) radar is presented. We present a batch maximum likelihood (ML) estimator to acquire the missile while it is exo-atmospheric. The proposed estimator, which combines ML estimation with the probabilistic data association (PDA) approach resulting in the ML-PDA algorithm to handle false alarms, also uses target features. The use of features facilitates target acquisition under low signal-to-noise ratio (SNR) conditions. Typically, ESA radars operate at 13-20 dB, whereas the new estimator is shown to be effective even at 4 dB SNR (in a resolution cell, at the end of the signal processing chain) for a Swerling III fluctuating target, which represents a significant counter-stealth capability. That is, this algorithm acts as an effective “power multiplier” for the radar by about an order of magnitude. An approximate Cramer-Rao lower bound (CRLB), quantifying the attainable estimation accuracies and shown to be met by the proposed estimator, is derived as well     

Performance measure for Markovian switching systems using best-fitting Gaussian distributions

This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the sequence of manoeuvres is implicitly assumed known. Motivated by this, we develop a general approach and derive a closed-form estimate of the PCRLB in the case of Markovian switching systems. The basis of the approach is to, at each time step, replace the multi-modal prior target probability density function (pdf) with a best-fitting Gaussian (BFG) approximation. We present a recursive formula for calculating the mean and covariance of this Gaussian distribution, and demonstrate how the covariance increases as a result of the potential manoeuvres. We are then able to calculate the PCRLB for this BFG model using an existing Riccati-like recursion. Because of the BFG approximation, we are no longer guaranteed a bound and so we refer to our estimate as an "error performance measure" rather than a bound. The presented approach is applied both to filtering and smoothing cases. The simulation results indicate a very close agreement between the proposed performance measure and the error performance of an interacting multiple model estimator.     

Angle of arrival estimation of coherent signals using an arraydoublet in motion

Shown here is how the estimation of signal parameters via relational invariance techniques (ESPRIT) algorithm may be used with a single pair of antennas in motion to estimate angles of arrival (AOA) for coherent signals. The approach exploits the Doppler frequency shifts caused by the doubler in motion. With this estimator, the number of signals that can be handled is not limited by the size of the array, as in the usual ESPRIT application, but by an adjustable parameter. A theoretical performance analysis of the estimator and typical examples showing the use of this estimator are given     

Stability of Parameter Estimates for a Gaussian Process

Maximum-likelihood estimates for the levels of the mean value function and the covariance function of a Gaussian random process are investigated. The stability of these estimates is examined as the actual covariance function of the process deviates from the form assumed in the estimators. It is found that the time-bandwidth product for stationary processes represents an upper bound on the number of estimator terms that can be safely used when estimating with uncertainty about the process covariance function. This result is consistent with other interpretations of the time-bandwidth product and tempers the conclusion that, in principle, an infinite number of estimator terms can be used to obtain a perfect estimate of the covariance level. In practice, the estimate of the level can never be perfect, and the accuracy of the estimate depends on the observation interval. Finally, conditions are established to ensure asymptotic stability of the estimates and physical interpretations are presented.     

An Upper Bound on Detection Probability for Fluctuating Signals

In the theory of signal detectability, the signal-to-noise ratio (SNR), defined as the quotient of the average received signal energy and the spectral density of the white Gaussian noise, is a fundamental parameter. For a signal which is exactly known, or known except for a random phase, this ratio uniquely defines the detection performance which can be achieved with a matched filter receiver. However, when the signal amplitude is a random parameter, the detection performance is changed and must be determined from the probability density function (pdf) of the amplitude. Relative to the case of a constant signal amplitude, such signal amplitude fluctuation usually degrades performance when a high probability of detection (Pd) is required, but improves performance at low values of Pd; the corresponding change in the required SNR is the so-called signal fluctuation loss Lf. Thus, since Lf in some cases represents an improvement in performance for low values of Pd, a question of at least theoretical interest is: how large might this improvement be, when the class of all signal amplitude pdf's is considered. The solution, presented here, results in a lower bound on the signal fluctuation loss Lf as a function of Pd, or equivalently an upper bound on Pd as a function of SNR. The corresponding most favorable pdf was determined using the Lagrange multiplier technique and results of a numerical maximization are included to provide insight into the general properties of the solution.     

Detection of stochastic signals in the frequency domain

The optimum detector for a random signal, the estimator-correlator, is difficult to implement. If the power spectral density (PSD) of a continuous time signal is known, a locally optimum detector is available. It maximizes the deflection ratio (DR), a measure of the detector output signal-to-noise ratio (SNR). A discrete version of this detector is developed here, called the discrete-MDRD, which takes a weighted sum of the spectral components of the signal data as the detection statistic. Its derivation is applicable to nonwhite noise samples as well. A comparison of this new detector against three other common types, through their DR values and simulation results, reveals that the discrete-MDRD is near optimal at low SNRs. When the PSD of a signal is not known, a common test statistic is the peak of the PSD of the data. To reduce spectral variations, the PSD estimator first divides the data sequence into several segments and then forms the averaged PSD estimate. The segment length affects the DR values; the length that maximizes the DR is approximately the reciprocal of the signal bandwidth. Thus for unknown signal PSD, a detector that approaches the maximum DR is realizable from just the knowledge of the signal bandwidth, which is normally available. Examples and simulation results are provided to illustrate the properties and performance of the new detector     

Second-order acceleration models for an MMAE target tracker

The performance of a multiple model adaptive estimator (MMAE) for an enhanced correlator/forward-looking-infrared tracker for airborne targets is analyzed in order to improve its performance. Performance evaluation is based on elemental filter selection and MMAE estimation error sizes and trends. The elemental filters are based on either first or second-order acceleration models. Improved filter selection is achieved by using acceleration models that separate the frequency content of acceleration power spectral densities into non-overlapping regions with second-order models versus the more traditional overlapping regions with first-order models. A revised tuning method is presented. The maximum a posteriori (MAP) versus the Bayesian MMAE is investigated. The calculation of the hypothesis probability calculation is altered to see how performance is affected. The impact of the ad hoc selection of a lower bound on the elemental filter probability calculation to prevent filter lockout is evaluated. Parameter space discretization is investigated     

The split symbol moments SNR estimator in narrow-band channels

The split symbol moments estimator (SSME) is an algorithm that is designed to estimate symbol signal-to-noise ratio (SNR) in the presence of additive white Gaussian noise (AWGN). The performance of the SSME algorithm in bandlimited channels is examined, and the effects of the resulting intersymbol interference (ISI) are quantified. All results obtained are in closed form and can be easily evaluated numerically for performance-prediction purposes. The results are also validated through digital simulations