arXiv subjects

Stefano Fortunati

Publications and source records attributed to Stefano Fortunati.

At least 19 recordsLinked to original sources

arXiv2026

The Symmetric Location Problem: a Song of (statistical) Efficiency and Robustness

The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis testing on a finite-dimensional parameter in the presence of an infinite-dimensional nuisance parameter (i.e. a function), such as the density of the noise. Clearly, this framework is general enough to include almost every SP application. Remarkably, as the title suggests drawing on George R. R. Martin's famous book series, the greatest advantage of semiparametric statistics over parametric and non-parametric ones lies in the fact that it is able to reconcile two seemingly dichotomous concepts: statistical efficiency and robustness. Here, robustness is understood in the sense of distribution-freeness, that is the estimation performance must be robust with respect to the lack of knowledge of the functional form of the generating data distribution. To explain exactly what this means, in this Lecture Note we will focus our attention on the famous and fundamental symmetric location problem. The symmetric location problem is a fundamental problem that can be found (in various forms) in countless areas of SP: source localization, time synchronization, array signal processing, and distributed sensor networks, just to name a few. Furthermore, it is important to note that the methodology we will develop for this specific problem can be extended to much more general semiparametric estimation problems, such as the estimation of the location vector and covariance matrix in elliptical data.

eess.SP↗

arXiv2025

Power-Aware Cognitive Radar Multi-target Tracking Under Unknown Disturbances

This work presents a cognitive radar (CR) framework designed to track multiple aircraft under unknown disturbances using massive multiple-input multiple-output (MMIMO) systems. Since uniform power allocation is suboptimal across varying signal-to-noise ratios (SNRs), we couple an adaptive waveform design driven by Partially Observable Monte Carlo Planning (POMCP). By assigning an independent POMCP tree to each target, the system efficiently predicts target states. These predictions inform a constrained optimization problem that actively directs transmit energy toward weaker targets while maintaining sufficient power for stronger ones. Results confirm that the proposed POMCP method improves the detection probability for low-SNR targets from 0.6 to nearly 0.9, and yields more accurate tracking of the weakest target than a non-adaptive orthogonal waveform or a cognitive uniform-power POMCP baseline.

eess.SP↗

arXiv2025

Nuisance parameters and elliptically symmetric distributions: a geometric approach to parametric and semiparametric efficiency

Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two finite-dimensional parameters of interest, while the density generator represents an \textit{infinite-dimensional nuisance} term. This basic representation of the elliptic model can be made more accurate, rich, and flexible by considering additional \textit{finite-dimensional nuisance} parameters. Our aim is therefore to investigate the deep and counter-intuitive links between statistical efficiency in estimating the parameters of interest in the presence of both finite and infinite-dimensional nuisance parameters. Previous seminal works have addressed this problem by leveraging a general result: if the statistical model has a specific group invariance, then the projection operator onto the semiparametric nuisance tangent space can be asymptotically expressed as a conditional expectation with respect to the maximal invariant sub-$\sigma$ algebra. In this article, we show that, for the statistical model of elliptical distributions, the projection operator can be explicitly computed without relying on the above-mentioned asymptotic approximation. This allows us to obtain original results also for the case in which the location vector and the scatter matrix are parameterized by a finite-dimensional vector that can be partitioned in two sub-vectors: one containing the parameters of interest and the other containing the nuisance parameters. As an example, we illustrate how the obtained results can be applied to the well-known \virg{low-rank} parameterization. Furthermore, while the theoretical analysis will be developed for Real Elliptically Symmetric (RES) distributions, we show how to extend our results to the case of Circular and Non-Circular Complex Elliptically Symmetric (C-CES and NC-CES) distributions.

math.ST↗

arXiv2025

POMDP-Driven Cognitive Massive MIMO Radar: Joint Target Detection-Tracking In Unknown Disturbances

The joint detection and tracking of a moving target embedded in an unknown disturbance represents a key feature that motivates the development of the cognitive radar paradigm. Building upon recent advancements in robust target detection with multiple-input multiple-output (MIMO) radars, this work explores the application of a Partially Observable Markov Decision Process (POMDP) framework to enhance the tracking and detection tasks in a statistically unknown environment. In the POMDP setup, the radar system is considered as an intelligent agent that continuously senses the surrounding environment, optimizing its actions to maximize the probability of detection $(P_D)$ and improve the target position and velocity estimation, all this while keeping a constant probability of false alarm $(P_{FA})$. The proposed approach employs an online algorithm that does not require any apriori knowledge of the noise statistics, and it relies on a much more general observation model than the traditional range-azimuth-elevation model employed by conventional tracking algorithms. Simulation results clearly show substantial performance improvement of the POMDP-based algorithm compared to the State-Action-Reward-State-Action (SARSA)-based one that has been recently investigated in the context of massive MIMO (MMIMO) radar systems.

cs.LG↗

arXiv2022

Enhancement of a state-of-the-art RL-based detection algorithm for Massive MIMO radars

In the present work, a reinforcement learning (RL) based adaptive algorithm to optimise the transmit beampattern for a colocated massive MIMO radar is presented. Under the massive MIMO regime, a robust Wald type detector, able to guarantee certain detection performances under a wide range of practical disturbance models, has been recently proposed. Furthermore, an RL/cognitive methodology has been exploited to improve the detection performance by learning and interacting with the surrounding unknown environment. Building upon previous findings, we develop here a fully adaptive and data driven scheme for the selection of the hyper-parameters involved in the RL algorithm. Such an adaptive selection makes the Wald RL based detector independent of any ad hoc, and potentially suboptimal, manual tuning of the hyper-parameters. Simulation results show the effectiveness of the proposed scheme in harsh scenarios with strong clutter and low SNR values.

eess.SP↗

arXiv2021

A Reinforcement Learning based approach for Multi-target Detection in Massive MIMO radar

This paper considers the problem of multi-target detection for massive multiple input multiple output (MMIMO) cognitive radar (CR). The concept of CR is based on the perception-action cycle that senses and intelligently adapts to the dynamic environment in order to optimally satisfy a specific mission. However, this usually requires a priori knowledge of the environmental model, which is not available in most cases. We propose a reinforcement learning (RL) based algorithm for cognitive multi-target detection in the presence of unknown disturbance statistics. The radar acts as an agent that continuously senses the unknown environment (i.e., targets and disturbance) and consequently optimizes transmitted waveforms in order to maximize the probability of detection ($P_\mathsf{D}$) by focusing the energy in specific range-angle cells (i.e., beamforming). Furthermore, we propose a solution to the beamforming optimization problem with less complexity than the existing methods. Numerical simulations are performed to assess the performance of the proposed RL-based algorithm in both stationary and dynamic environments. The RL based beamforming is compared to the conventional omnidirectional approach with equal power allocation and to adaptive beamforming with no RL. As highlighted by the proposed numerical results, our RL-based beamformer outperforms both approaches in terms of target detection performance. The performance improvement is even particularly remarkable under environmentally harsh conditions such as low SNR, heavy-tailed disturbance and rapidly changing scenarios.

eess.SP↗

arXiv2021

Joint Estimation of Location and Scatter in Complex Elliptical Distributions: A robust semiparametric and computationally efficient $R$-estimator of the shape matrix

The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigated from both the theoretical and computational viewpoints. This joint estimation problem is framed in the original context of semiparametric models allowing us to handle the (generally unknown) density generator as an \textit{infinite-dimensional} nuisance parameter. In the first part of the paper, a computationally efficient and memory saving implementation of the robust and semiparmaetric efficient $R$-estimator for shape matrices is derived. Building upon this result, in the second part, a joint estimator, relying on the Tyler's $M$-estimator of location and on the $R$-estimator of shape matrix, is proposed and its Mean Squared Error (MSE) performance compared with the Semiparametric Cramér-Rao Bound (CSCRB).

stat.ME↗

arXiv2020

Robust Semiparametric Efficient Estimators in Elliptical Distributions

Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class of elliptical distributions can be seen as a semiparametric model where the finite-dimensional vector of interest is given by the location vector and by the (vectorized) covariance/scatter matrix, while the density generator represents an infinite-dimensional nuisance function. The main aim of this work is then to provide possible estimators of the finite-dimensional parameter vector able to reconcile the two dichotomic concepts of \textit{robustness} and (semiparametric) \textit{efficiency}. An $R$-estimator satisfying these requirements has been recently proposed by Hallin, Oja and Paindaveine for real-valued elliptical data by exploiting the Le Cam's theory of \textit{one-step efficient estimators} and the \textit{rank-based statistics}. In this paper, we firstly recall the building blocks underlying the derivation of such real-valued $R$-estimator, then its extension to complex-valued data is proposed. Moreover, through numerical simulations, its estimation performance and robustness to outliers are investigated in a finite-sample regime.

eess.SP↗

arXiv2020

Properties of a new $R$-estimator of shape matrices

This paper aims at presenting a simulative analysis of the main properties of a new $R$-estimator of shape matrices in Complex Elliptically Symmetric (CES) distributed observations. First proposed by Hallin, Oja and Paindaveine for the real-valued case and then extended to the complex field in our recent work, this $R$-estimator has the remarkable property to be, at the same time, \textit{distributionally robust} and \textit{semiparametric efficient}. Here, the efficiency of different possible configurations of this $R$-estimator are investigated by comparing the resulting Mean Square Error (MSE) with the Constrained Semiparametric Cramér-Rao Bound (CSCRB). Moreover, its robustness to outliers is assessed and compared with the one of the celebrated Tyler's estimator.

eess.SP↗

arXiv2020

Robust Semiparametric DOA Estimation in non-Gaussian Environment

A general non-Gaussian semiparametric model is adopted to characterize the measurement vectors, i.e.\ the \textit{snapshots}, collected by a linear array. Moreover, the recently derived \textit{robust semiparametric efficient} $R$-estimator of the data covariance matrix is exploited to implement an original version of the MUSIC estimator. The efficiency of the resulting $R$-MUSIC algorithm is investigated by comparing its Mean Squared Error (MSE) in the estimation of the source spatial frequencies with the relevant Semiparametric Stochastic Cramér-Rao Bound (SSCRB).

eess.SP↗

arXiv2020

Massive MIMO Radar for Target Detection

Since the seminal paper by Marzetta from 2010, the Massive MIMO paradigm in communication systems has changed from being a theoretical scaled-up version of MIMO, with an infinite number of antennas, to a practical technology. Its key concepts have been adopted in the 5G new radio standard and base stations, where $64$ fully-digital transceivers have been commercially deployed. Motivated by these recent developments, this paper considers a co-located MIMO radar with $M_T$ transmitting and $M_R$ receiving antennas and explores the potential benefits of having a large number of virtual spatial antenna channels $N=M_TM_R$. Particularly, we focus on the target detection problem and develop a \textit{robust} Wald-type test that guarantees certain detection performance, regardless of the unknown statistical characterization of the clutter disturbance. Closed-form expressions for the probabilities of false alarm and detection are derived for the asymptotic regime $N\to \infty$. Numerical results are used to validate the asymptotic analysis in the finite system regime with different disturbance models. Our results imply that there always exists a sufficient number of antennas for which the performance requirements are satisfied, without any a-priori knowledge of the clutter statistics. This is referred to as the Massive MIMO regime of the radar system.

eess.SP↗

arXiv2019

Scaling up MIMO radar for target detection

This work focuses on target detection in a colocated MIMO radar system. Instead of exploiting the classical temporal domain, we propose to explore the spatial dimension (i.e., number of antennas $M$) to derive asymptotic results for the detector. Specifically, we assume no a priori knowledge of the statistics of the autoregressive data generating process and propose to use a mispecified Wald-type detector, which is shown to have an asymptotic $χ$-squared distribution as $M\to\infty$. Closed-form expressions for the probabilities of false alarm and detection are derived. Numerical results are used to validate the asymptotic analysis in the finite system regime. It turns out that, for the considered scenario, the asymptotic performance is closely matched already for $M\ge 50$.

eess.SP↗

arXiv2019

Semiparametric Stochastic CRB for DOA Estimation in Elliptical Data Model

This paper aims at presenting a numerical investigation of the statistical efficiency of the MUSIC (with different covariance matrix estimates) and the IAA-APES Direction of Arrivals (DOAs) estimation algorithms under a general Complex Elliptically Symmetric (CES) distributed measurement model. Specifically, the density generator of the CES-distributed data snapshots is considered as an additional, infinite-dimensional, nuisance parameter. To assess the efficiency in the considered semiparametric setting, the Semiparametric Stochastic Cramér-Rao Bound (SSCRB) is adopted as lower bound for the Mean Square Error (MSE) of the DOA estimators.

eess.SP↗

arXiv2019

The Semiparametric Cramér-Rao Bound for Complex Elliptically Symmetric Distributions

This letter aims at extending the Constrained Semiparametric Cramer-Rao Bound (CSCRB) for the joint estimation of mean vector and scatter matrix of Real Elliptically Symmetric (RES) distributions to Complex Elliptically Symmetric (CES) distributions. A closed form expression for the complex CSCRB (CCSCRB) is derived by exploiting the so-called \textit{Wirtinger} or $\mathbb{C}\mathbb{R}$-\textit{calculus}. Finally, the CCSCRB for the estimation of the complex mean vector and scatter matrix of a set of complex $t$-distributed random vectors is provided as an example of application.

eess.SP↗

arXiv2019

Semiparametric Slepian-Bangs Formula for Complex Elliptically Symmetric Distributions

This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cramér-Rao Bound (SCRB), related to the proposed SSB formula, provides a lower bound on the Mean Square Error (MSE) of \textit{any} robust estimator of a parameter vector parameterizing the mean vector and the scatter matrix of the given CES-distributed vector in the presence of an unknown, nuisance, density generator.

eess.SP↗

arXiv2019

Semiparametric CRB and Slepian-Bangs formulas for Complex Elliptically Symmetric Distributions

The main aim of this paper is to extend the semiparametric inference methodology, recently investigated for Real Elliptically Symmetric (RES) distributions, to Complex Elliptically Symmetric (CES) distributions. The generalization to the complex field is of fundamental importance in all practical applications that exploit the complex representation of the acquired data. Moreover, the CES distributions has been widely recognized as a valuable and general model to statistically describe the non-Gaussian behaviour of datasets originated from a wide variety of physical measurement processes. The paper is divided in two parts. In the first part, a closed form expression of the constrained Semiparametric Cramér-Rao Bound (CSCRB) for the joint estimation of complex mean vector and complex scatter matrix of a set of CES-distributed random vectors is obtained by exploiting the so-called \textit{Wirtinger} or $\mathbb{C}\mathbb{R}$-\textit{calculus}. The second part deals with the derivation of the semiparametric version of the Slepian-Bangs formula in the context of the CES model. Specifically, the proposed Semiparametric Slepian-Bangs (SSB) formula provides us with a useful and ready-to-use expression of the Semiparametric Fisher Information Matrix (SFIM) for the estimation of a parameter vector parametrizing the complex mean and the complex scatter matrix of a CES-distributed vector in the presence of unknown, nuisance, density generator. Furthermore, we show how to exploit the derived SSB formula to obtain the semiparametric counterpart of the Stochastic CRB for Direction of Arrival (DOA) estimation under a random signal model assumption. Simulation results are also provided to clarify the theoretical findings and to demonstrate their usefulness in common array processing applications.

eess.SP↗

arXiv2018

Reinforcement learning-based waveform optimization for MIMO multi-target detection

A cognitive beamforming algorithm for colocated MIMO radars, based on Reinforcement Learning (RL) framework, is proposed. We analyse an RL-based optimization protocol that allows the MIMO radar, i.e. the \textit{agent}, to iteratively sense the unknown environment, i.e. the radar scene involving an unknown number of targets at unknown angular positions, and consequently, to synthesize a set of transmitted waveforms whose related beam patter is tailored on the acquired knowledge. The performance of the proposed RL-based beamforming algorithm is assessed through numerical simulations in terms of Probability of Detection ($P_D$).

eess.SP↗

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.

eess.SP↗