Adaptive Radar Detection in the Presence of Missing-data

Abstract

This article deals with the problem of adaptive radar detection in a missing-data context, where the complete observations (i.e., downstream information loss mechanisms) are characterized by homogeneous Gaussian disturbance with an unknown but possibly structured covariance matrix. The detection problem, formulated as a composite hypothesis test, is tackled by resorting to suboptimal design strategies, leveraging the generalized likelihood ratio criterion demanding appropriate maximum likelihood estimates (MLEs) of the unknowns under both hypotheses. Capitalizing on some possible <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a priori</i> knowledge about the interference covariance matrix structure, the optimization problems involved in the MLE computation are handled by employing the expectation–maximization (EM) algorithm or its expectation–conditional maximization and multicycle EM variants. At the analysis stage, the performance of the devised architectures is assessed both via Monte Carlo simulations and on measured data for some covariance matrix structures of practical interest.