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Muralidhar Rangaswamy

Publications and source records attributed to Muralidhar Rangaswamy.

25 records · Page 2Linked to original sources
arXiv2018

Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions

This paper has a twofold goal. The first aim is to provide a deeper understanding of the family of the Real Elliptically Symmetric (RES) distributions by investigating their intrinsic semiparametric nature. The second aim is to derive a semiparametric lower bound for the estimation of the parametric component of the model. The RES distributions represent a semiparametric model where the parametric part is given by the mean vector and by the scatter matrix while the non-parametric, infinite-dimensional, part is represented by the density generator. Since, in practical applications, we are often interested only in the estimation of the parametric component, the density generator can be considered as nuisance. The first part of the paper is dedicated to conveniently place the RES distributions in the framework of the semiparametric group models. The second part of the paper, building on the mathematical tools previously introduced, the Constrained Semiparametric Cramér-Rao Bound (CSCRB) for the estimation of the mean vector and of the constrained scatter matrix of a RES distributed random vector is introduced. The CSCRB provides a lower bound on the Mean Squared Error (MSE) of any robust $M$-estimator of mean vector and scatter matrix when no a-priori information on the density generator is available. A closed form expression for the CSCRB is derived. Finally, in simulations, we assess the statistical efficiency of the Tyler's and Huber's scatter matrix $M$-estimators with respect to the CSCRB.

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arXiv2018

A fresh look at the Semiparametric Cramér-Rao Bound

This paper aims at providing a fresh look at semiparametric estimation theory and, in particular, at the Semiparametric Cramér-Rao Bound (SCRB). Semiparametric models are characterized by a finite-dimensional parameter vector of interest and by an infinite-dimensional nuisance function that is often related to an unspecified functional form of the density of the noise underlying the observations. We summarize the main motivations and the intuitive concepts about semiparametric models. Then we provide a new look at the classical estimation theory based on a geometrical Hilbert space-based approach. Finally, the semiparametric version of the Cramér-Rao Bound for the estimation of the finite-dimensional vector of the parameters of interest is provided.

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arXiv2018

Constrained Least Squares, SDP, and QCQP Perspectives on Joint Biconvex Radar Receiver and Waveform design

Joint radar receive filter and waveform design is non-convex, but is individually convex for a fixed receiver filter while optimizing the waveform, and vice versa. Such classes of problems are fre- quently encountered in optimization, and are referred to biconvex programs. Alternating minimization (AM) is perhaps the most popu- lar, effective, and simplest algorithm that can deal with bi-convexity. In this paper we consider new perspectives on this problem via older, well established problems in the optimization literature. It is shown here specifically that the radar waveform optimization may be cast as constrained least squares, semi-definite programs (SDP), and quadratically constrained quadratic programs (QCQP). The bi-convex constraint introduces sets which vary for each iteration in the alternat- ing minimization. We prove convergence of alternating minimization for biconvex problems with biconvex constraints by showing the equivalence of this to a biconvex problem with constrained Cartesian product convex sets but for convex hulls of small diameter.

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arXiv2017

Relaxed Bi-quadratic Optimization for Joint Filter-Signal Design in Signal-Dependent STAP

We investigate an alternative solution method to the joint signal-beamformer optimization problem considered by Setlur and Rangaswamy[1]. First, we directly demonstrate that the problem, which minimizes the received noise, interference, and clutter power under a minimum variance distortionless response (MVDR) constraint, is generally non-convex and provide concrete insight into the nature of the nonconvexity. Second, we employ the theory of biquadratic optimization and semidefinite relaxations to produce a relaxed version of the problem, which we show to be convex. The optimality conditions of this relaxed problem are examined and a variety of potential solutions are found, both analytically and numerically.

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arXiv2016

Robust Covariance Estimation under Imperfect Constraints using an Expected Likelihood Approach

We address the problem of structured covariance matrix estimation for radar space-time adaptive processing (STAP). A priori knowledge of the interference environment has been exploited in many previous works to enable accurate estimators even when training is not generous. Specifically, recent work has shown that employing practical constraints such as the rank of clutter subspace and the condition number of disturbance covariance leads to powerful estimators that have closed form solutions. While rank and the condition number are very effective constraints, often practical non-idealities makes it difficult for them to be known precisely using physical models. Therefore, we propose a robust covariance estimation method for radar STAP via an expected likelihood (EL) approach. We analyze covariance estimation algorithms under three cases of imperfect constraints: 1) a rank constraint, 2) both rank and noise power constraints, and 3) condition number constraint. In each case, we formulate precise constraint determination as an optimization problem using the EL criterion. For each of the three cases, we derive new analytical results which allow for computationally efficient, practical ways of setting these constraints. In particular, we prove formally that both the rank and condition number as determined by the EL criterion are unique. Through experimental results from a simulation model and the KASSPER data set, we show the estimator with optimal constraints obtained by the EL approach outperforms state of the art alternatives.

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arXiv2015

Joint Filter and Waveform Design for Radar STAP in Signal Dependent Interference

Waveform design is a pivotal component of the fully adaptive radar construct. In this paper we consider waveform design for radar space time adaptive processing (STAP), accounting for the waveform dependence of the clutter correlation matrix. Due to this dependence, in general, the joint problem of receiver filter optimization and radar waveform design becomes an intractable, non-convex optimization problem, Nevertheless, it is however shown to be individually convex either in the filter or in the waveform variables. We derive constrained versions of: a) the alternating minimization algorithm, b) proximal alternating minimization, and c) the constant modulus alternating minimization, which, at each step, iteratively optimizes either the STAP filter or the waveform independently. A fast and slow time model permits waveform design in radar STAP but the primary bottleneck is the computational complexity of the algorithms.

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