Abstract-A multiple-input multiple-output (MIMO) radar system, unlike a standard phased-array radar, can choose freely the probing signals transmitted via its antennas to maximize the power around the locations of the targets of interest, or more generally to approximate a given transmit beampattern, and also to minimize the cross-correlation of the signals reflected back to the radar by the targets of interest. In this paper, we show how the above desirable features can be achieved by designing the covariance matrix of the probing signal vector transmitted by the radar. Moreover, in a numerical study, we show that the proper choice of the probing signals can significantly improve the performance of adaptive MIMO radar techniques. Additionally, we demonstrate the advantages of several MIMO transmit beampattern designs, including a beampattern matching design and a minimum sidelobe beampattern design, over their phased-array counterparts.Index Terms-Beampattern matching design, multiple-input multiple-output (MIMO) radar, minimum sidelobe beampattern design, probing signal design, transmit beampattern.

We develop a mixture procedure to monitor parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one another. Observations are assumed initially to be independent standard normal random variables. After a change-point the observations in a subset of the streams of data have nonzero mean values. The subset and the post-change means are unknown. The procedure we study uses stream specific generalized likelihood ratio statistics, which are combined to form an overall detection statistic in a mixture model that hypothesizes an assumed fraction $p_0$ of affected data streams. An analytic expression is obtained for the average run length (ARL) when there is no change and is shown by simulations to be very accurate. Similarly, an approximation for the expected detection delay (EDD) after a change-point is also obtained. Numerical examples are given to compare the suggested procedure to other procedures for unstructured problems and in one case where the problem is assumed to have a well-defined geometric structure. Finally we discuss sensitivity of the procedure to the assumed value of $p_0$ and suggest a generalization.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1094 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task, which enjoys fewer assumptions on the distributions than the parametric approach and can handle high-dimensional data. In this paper, we focus on the scenario when the amount of background data is large, and propose a computationally efficient kernel-based statistics for change-point detection, which are inspired by the recently developed B-statistics. A novel theoretical result of the paper is the characterization of the tail probability of these statistics using the change-of-measure technique, which focuses on characterizing the tail of the detection statistics rather than obtaining its asymptotic distribution under the null distribution. Such approximations are crucial to controlling the false alarm rate, which corresponds to the average-run-length in online change-point detection. Our approximations are shown to be highly accurate. Thus, they provide a convenient way to find detection thresholds for online cases without the need to resort to the more expensive simulations. We show that our methods perform well on both synthetic data and real data.

Abstract-This paper describes a novel approach to changepoint detection when the observed high-dimensional data may have missing elements. The performance of classical methods for changepoint detection typically scales poorly with the dimensionality of the data, so that a large number of observations are collected after the true change-point before it can be reliably detected. Furthermore, missing components in the observed data handicap conventional approaches. The proposed method addresses these challenges by modeling the dynamic distribution underlying the data as lying close to a time-varying low-dimensional submanifold embedded within the ambient observation space. Specifically, streaming data is used to track a submanifold approximation, measure deviations from this approximation, and calculate a series of statistics of the deviations for detecting when the underlying manifold has changed in a sharp or unexpected manner. The approach described in this paper leverages several recent results in the field of high-dimensional data analysis, including subspace tracking with missing data, multiscale analysis techniques for point clouds, online optimization, and changepoint detection performance analysis. Simulations and experiments highlight the robustness and efficacy of the proposed approach in detecting an abrupt change in an otherwise slowly varying lowdimensional manifold.