Alexandre Renaux

Florent Bouchard, Arnaud Breloy, Antoine Collas et al.

When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as the Fisher-Rao information geometry. Interestingly, this yields a point of view that allows for leveragingmany tools from differential geometry. After a brief introduction about these concepts, we will present some practical uses of these geometric tools in the framework of elliptical distributions. This second part of the exposition is divided into three main axes: Riemannian optimization for covariance matrix estimation, Intrinsic Cramér-Rao bounds, and classification using Riemannian distances.

Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac et al.

This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metric) and follows a given prior distribution. In this setup, the chosen Riemannian metric induces a geometry for the parameter manifold, as well as an intrinsic notion of the estimation error measure. Performance bound for such error measure were previously obtained in the non-Bayesian case (when the unknown parameter is assumed to deterministic), and referred to as \textit{intrinsic} Cramér-Rao bound. The presented result then appears either as: \textit{a}) an extension of the intrinsic Cramér-Rao bound to the Bayesian estimation framework; \textit{b}) a generalization of the Van-Trees inequality (Bayesian Cramér-Rao bound) that accounts for the aforementioned geometric structures. In a second part, we leverage this formalism to study the problem of covariance matrix estimation when the data follow a Gaussian distribution, and whose covariance matrix is drawn from an inverse Wishart distribution. Performance bounds for this problem are obtained for both the mean squared error (Euclidean metric) and the natural Riemannian distance for Hermitian positive definite matrices (affine invariant metric). Numerical simulation illustrate that assessing the error with the affine invariant metric is revealing of interesting properties of the maximum a posteriori and minimum mean square error estimator, which are not observed when using the Euclidean metric.

Imad Bouhou, Stefano Fortunati, Leila Gharsalli et al.

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.

Imad Bouhou, Stefano Fortunati, Leila Gharsalli et al.

This correspondence presents a power-aware cognitive radar framework for joint detection and tracking of multiple targets in a massive multiple-input multiple-output (MIMO) radar environment. Building on a previous single-target algorithm based on Partially Observable Monte Carlo Planning (POMCP), we extend it to the multi-target case by assigning each target an independent POMCP tree, enabling scalable and efficient planning. Departing from uniform power allocation, which is often suboptimal with varying signal-to-noise ratios (SNRs), our approach predicts each target's future angular position and expected received power based on its expected range. These predictions guide adaptive waveform design via a constrained optimization problem that allocates transmit energy to enhance the detectability of weaker or distant targets, while ensuring sufficient power for high-SNR targets. Simulations involving multiple targets with different SNRs confirm the effectiveness of our method. The proposed framework for the cognitive radar improves detection probability for low-SNR targets and achieves more accurate tracking compared to approaches using uniform or orthogonal waveforms. These results demonstrate the potential of the POMCP-based framework for adaptive, efficient multi-target radar systems.