Testing Stationarity and Statistical Independence of Multistatic/Polarimetric Sea-Clutter with Application to NetRAD Data

The design of bespoke adaptive detection schemes relying on the joint use of multistatic/polarimetric measurements requires a preliminary statistical inference on the clutter interference environment. This is of paramount importance to develop an analytic model for the received signal samples, which is mandatory for the synthesis of radar...

Efficient Super-Resolution Two-Dimensional Harmonic Retrieval with Multiple Measurement Vectors

This paper develops an efficient solution for super-resolution two-dimensional (2D) harmonic retrieval from multiple measurement vectors (MMV). Given the sample covariance matrix constructed from the MMV, a gridless compressed sensing approach is proposed based on the atomic norm minimization (ANM). In the approach, our key step is to perform...

Efficient Variational Bayes Learning of Graphical Models with Smooth Structural Changes

Estimating a sequence of dynamic undirected graphical models, in which adjacent graphs share similar structures, is of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies, predict vulnerability, and evaluate...

Learning Optimal Controllers for Linear Systems with Multiplicative Noise via Policy Gradient

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all recent work in this area, we consider multiplicative noise models, which are increasingly relevant because...

Underwater Source Localization Using TDOA and FDOA Measurements with Unknown Propagation Speed and Sensor Parameter Errors

Underwater source localization problems are complicated and challenging: a) the sound propagation speed is often unknown and the unpredictable ocean current might lead to the uncertainties of sensor parameters (i.e. position and velocity); b) the underwater acoustic signal travels much slower than the radio one in terrestrial environments,...

Time Series Analysis of 3D Coordinates Using Nonstochastic Observations

Adjustment and testing of a combination of stochastic and nonstochastic observations is applied to the deformation analysis of a time series of 3D coordinates. Nonstochastic observations are constant values that are treated as if they were observations. They are used to formulate constraints on the unknown parameters of the adjustment problem...