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Through the Wall Radar Imaging via Kronecker-structured Huber-type RPCA

The detection of multiple targets in an enclosed scene, from its outside, is a challenging topic of research addressed by Through-the-Wall Radar Imaging (TWRI). Traditionally, TWRI methods operate in two steps: first the removal of wall clutter then …

Robust phase linking in InSAR

Phase linking (PL) is a prominent methodology to estimate coherence and phase difference in interferometric synthetic-aperture radar (InSAR). This method is driven by a maximum likelihood estimation approach, which allows to fully exploit all the …

Riemannian optimization for non-centered mixture of scaled Gaussian distributions

This paper studies the statistical model of the non-centered mixture of scaled Gaussian distributions (NC-MSG). Using the Fisher-Rao information geometry associated to this distribution, we derive a Riemannian gradient descent algorithm. This …

Multifrequency array calibration in presence of radio frequency interferences

Radio interferometers are phased arrays producing high-resolution images from the covariance matrix of measurements. Calibration of such instruments is necessary and is a critical task. This is how the estimation of instrumental errors is usually …

Regularized tapered sample covariance matrix

Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamforming (widening the spectral null width associated with an …

Robust low-rank covariance matrix estimation with a general pattern of missing values

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume …

Probabilistic PCA from heteroscedastic signals: geometric framework and application to clustering

This paper studies a statistical model for heteroscedastic (i.e., power fluctuating) signals embedded in white Gaussian noise. Using the Riemannian geometry theory, we propose an unified approach to tackle several problems related to this model. The …

Robust mean and covariance matrix estimation under heterogeneous mixed-effects model with missing values

In this paper, robust mean and covariance matrix estimation are considered in the context of mixed-effects models. Such models are widely used to analyze repeated measures data which arise in several signal processing applications that need to …

MIMO filters based on robust rank-constrained Kronecker covariance matrix estimation

In this paper, we propose a new estimator of the covariance matrix parameters when observations follow a mixture of a deterministic Compound-Gaussian (CG) and a white Gaussian noise. In particular, the covariance matrix of the CG contribution is …

Majorization-Minimization on the Stiefel manifold with application to robust sparse PCA

This paper proposes a framework for optimizing cost functions of orthonormal basis learning problems, such as principal component analysis (PCA), subspace recovery, orthogonal dictionary learning, etc. The optimization algorithm is derived using the …