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The problems of uniform linear array (with uniform mutual coupling) calibration and Toeplitz covariance matrix estimation are re-examined for application in the receive arrays of modern High Frequency Over-the-Horizon Radars (HF OTHR). Specifics of these arrays, operating predominantly in the "over-sampled" (d/$\lambda$ < 0.5) regime, are exploited along with the recent findings in the Toeplitz Inverse Eigenvalue problem (ToIEP), Random Matrix Theory, and the "Expected Likelihood" methodology developed earlier to advance the problem solution. In this paper we re-evaluate the benchmark efficiency of the "blind" calibration and analyze several techniques that are based on certain properties of the Toeplitz covariance matrix and "over-sampled" uniform antenna arrays, but do not require matrix estimation. In Part II we analyze the case of the unknown symmetric and Hermitian Toeplitz matrices and introduce techniques for joint antenna calibration and Toeplitz covariance matrix estimation.

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random Matrix Theory (RMT) findings. The asymptotic consistency in the spectral norm was proven for the Kolmogorov's asymptotics when the matrix dimension N and independent identically distributed (i.i.d.) sample volume T both tended to infinity (N->inf, T->inf, T/N->c > 0). These novel RMT results encouraged us to reassess the well-known drawback of the redundancy averaging methodology, which is the generation of the negative minimal eigenvalues for covariance matrices with big eigenvalues spread, typical for most covariance matrices of interest. We demonstrate that for this type of Toeplitz covariance matrices, convergence in the spectral norm does not prevent the generation of negative eigenvalues, even for the sample volume T that significantly exceeds the covariance matrix dimension (T >> N). We demonstrate that the ad-hoc attempts to remove the negative eigenvalues by the proper diagonal loading result in solutions with the very low likelihood. We demonstrate that attempts to exploit Newton's type iterative algorithms, designed to produce a Hermitian Toeplitz matrix with the given eigenvalues lead to the very poor likelihood of the very slowly converging solution to the desired eigenvalues. Finally, we demonstrate that the proposed algorithm for restoration of a positive definite (p.d.) Hermitian Toeplitz matrix with the specified Maximum Entropy spectrum, allows for the transformation of the (unstructured) Hermitian maximum likelihood (ML) sample matrix estimate in a p.d. Toeplitz matrix with sufficiently high likelihood.

The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays (ULAs) do not change the covariance matrix eigenvalues and the moduli of the covariance matrix elements, we formulate a number of the new ToIEP problems of the Hermitian Toeplitz matrix reconstruction, given the moduli of the matrix elements and the matrix eigenvalues. We demonstrate that for the real-valued case, only two solutions to this problem exist, with the "non-physical" one that in most practical cases could be easily disregarded. The computational algorithm for the real-valued case is quite simple. For the complex-valued case, we demonstrate that the family of solutions is broader and includes solutions inappropriate for calibration. For this reason, we modified this ToIEP problem to match the covariance matrix of the uncalibrated ULA. We investigate the statistical convergence of the ad-hoc algorithm with the sample matrices instead of the true ones. The proposed ad-hoc algorithms require the so-called "strong" or "argumental" convergence, which means a large enough required sample volume that reduces the errors in the estimated covariance matrix elements. Along with the ULA arrays, we also considered the fully augmentable minimum redundancy arrays that generate the same (full) set of covariance lags as the uniform linear arrays, and we specified the conditions when the ULA Toeplitz covariance matrix may be reconstructed given the M-variate MRA covariance matrix., Comment: 27 pages, 40 figures

The problem of a constant modulus (CM) continuous wave (CW) waveform design with the thumb-tack ambiguity function that meets the NTIA RSEC requirements is addressed. The ad-hoc and alternating projection techniques are proposed to modify the spectrum of a prototype waveform to meet the NTIA RSEC requirements, retaining the "thumb-tack" property of the original waveform ambiguity function. Periodic binary frequency shift keying (BFSK), Costas FSK, and noise-like waveforms are modified to meet CM and NTIA RSEC requirements. Introduced examples demonstrate the spectrum modification consequences and the proposed technique's efficiency for generating the CM spectrum-controlled waveforms with the thumb-tack ambiguity function.

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., Comment: arXiv admin note: substantial text overlap with arXiv:1602.05069

We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information matrix (FIM) for complex elliptically distributed data, we provide a simple expression of the FIM with the two data sets framework. In the specific case of $K$-distributed noise, we show that, under certain conditions, the FIM for the deterministic part of the model can be unbounded, while the FIM for the covariance part of the model is always bounded. In the general case of elliptical distributions, we provide a sufficient condition for unboundedness of the FIM. Accurate approximations of the FIM for $K$-distributed noise are also derived when it is bounded. Additionally, the maximum likelihood estimator of the signal DoA and an approximated version are derived, assuming known covariance matrix: the latter is then estimated from secondary data using a conventional regularization technique. When the FIM is unbounded, an analysis of the estimators reveals a rate of convergence much faster than the usual $T^{-1}$. Simulations illustrate the different behaviors of the estimators, depending on the FIM being bounded or not., Comment: 25 pages, 8 figures, submitted to IEEE Transactions Signal Processing

The Slepian-Bangs formula provides a very convenient way to compute the Fisher information matrix (FIM) for Gaussian distributed data. The aim of this letter is to extend it to a larger family of distributions, namely elliptically contoured (EC) distributions. More precisely, we derive a closed-form expression of the FIM in this case. This new expression involves the usual term of the Gaussian FIM plus some corrective factors that depend only on the expectations of some functions of the so-called modular variate. Hence, for most distributions in the EC family, derivation of the FIM from its Gaussian counterpart involves slight additional derivations. We show that the new formula reduces to the Slepian-Bangs formula in the Gaussian case and we provide an illustrative example with Student distributions on how it can be used., Comment: submitted to IEEE Signal Processing Letters

The following theorem is essentially due to L.~Kantorovich and B. Vulikh and it describes one of the most important classes of Banach lattices between which each continuous operator is regular. {\bf Theorem 1.1.} {\sl Let $E$ be an arbitrary L-space and $F$ be an arbitrary Banach lattice with Levi norm. Then ${\cal L}(E,F)={\cal L}^r(E,F),\ (\star) $ that is, every continuous operator from $E$ to $F$ is regular.} In spite of the importance of this theorem it has not yet been determined to what extent the Levi condition is essential for the validity of equality $(\star)$. Our main aim in this work is to prove a converse to this theorem by showing that for a Dedekind complete $F$ the Levi condition is necessary for the validity of $(\star)$. As a sample of other results we mention the following. {\bf Theorem~3.6.} {\sl For a Banach lattice $F$ the following are equivalent: {\rm (a)} $F$ is Dedekind complete; {\rm (b)} For all Banach lattices $E$, the space ${\cal L}^r(E,F)$ is a Dedekind complete vector lattice; {\rm (c)} For all L-spaces $E$, the space ${\cal L}^r(E,F)$ is a vector lattice.}

The following theorem is the main result of this note. Theorem 1. Let $(E, \|\cdot\|_E) $ be a rearrangement invariant Banach function space on the interval $[0, 1]$. If $E$ is isometric to $\L_p [0, 1]$ for some $1\le p<\infty$, then $E$ coincides with $\L_p [0, 1]$ and furthermore $\|\cdot\|_E = \lambda\|\cdot\|_{\L_p}$, where $\lambda = \|{\bf 1}\|_E$.