### 2015

Ramírez, David; Schreier, Peter J; Via, Javier; Santamaria, Ignacio; Scharf, L L

Detection of Multivariate Cyclostationarity Journal Article

In: IEEE Transactions on Signal Processing, 63 (20), pp. 5395–5408, 2015, ISSN: 1053-587X.

Abstract | Links | BibTeX | Tags: ad hoc function, asymptotic GLRT, asymptotic LMPIT, block circulant, block-Toeplitz structure, Correlation, covariance matrices, Covariance matrix, covariance structure, cycle period, cyclic spectrum, Cyclostationarity, Detectors, Frequency-domain analysis, generalized likelihood ratio test, generalized likelihood ratio test (GLRT), hypothesis testing problem, locally most powerful invariant test, locally most powerful invariant test (LMPIT), Loe{&amp;amp;}{#}x0300, maximum likelihood estimation, multivariate cyclostationarity detection, power spectral density, random processes, s theorem, scalar valued CS time series, signal detection, spectral analysis, statistical testing, Testing, Time series, Time series analysis, Toeplitz matrices, Toeplitz matrix, ve spectrum, vector valued random process cyclostationary, vector valued WSS time series, wide sense stationary, Wijsman theorem, Wijsman{&amp;amp;}{#}x2019

@article{Ramirez2015,

title = {Detection of Multivariate Cyclostationarity},

author = {David Ramírez and Peter J Schreier and Javier Via and Ignacio Santamaria and L L Scharf},

url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=7134806},

doi = {10.1109/TSP.2015.2450201},

issn = {1053-587X},

year = {2015},

date = {2015-10-01},

journal = {IEEE Transactions on Signal Processing},

volume = {63},

number = {20},

pages = {5395--5408},

publisher = {IEEE},

abstract = {This paper derives an asymptotic generalized likelihood ratio test (GLRT) and an asymptotic locally most powerful invariant test (LMPIT) for two hypothesis testing problems: 1) Is a vector-valued random process cyclostationary (CS) or is it wide-sense stationary (WSS)? 2) Is a vector-valued random process CS or is it nonstationary? Our approach uses the relationship between a scalar-valued CS time series and a vector-valued WSS time series for which the knowledge of the cycle period is required. This relationship allows us to formulate the problem as a test for the covariance structure of the observations. The covariance matrix of the observations has a block-Toeplitz structure for CS and WSS processes. By considering the asymptotic case where the covariance matrix becomes block-circulant we are able to derive its maximum likelihood (ML) estimate and thus an asymptotic GLRT. Moreover, using Wijsman's theorem, we also obtain an asymptotic LMPIT. These detectors may be expressed in terms of the Loève spectrum, the cyclic spectrum, and the power spectral density, establishing how to fuse the information in these spectra for an asymptotic GLRT and LMPIT. This goes beyond the state-of-the-art, where it is common practice to build detectors of cyclostationarity from ad-hoc functions of these spectra.},

keywords = {ad hoc function, asymptotic GLRT, asymptotic LMPIT, block circulant, block-Toeplitz structure, Correlation, covariance matrices, Covariance matrix, covariance structure, cycle period, cyclic spectrum, Cyclostationarity, Detectors, Frequency-domain analysis, generalized likelihood ratio test, generalized likelihood ratio test (GLRT), hypothesis testing problem, locally most powerful invariant test, locally most powerful invariant test (LMPIT), Loe{&amp;amp;}{#}x0300, maximum likelihood estimation, multivariate cyclostationarity detection, power spectral density, random processes, s theorem, scalar valued CS time series, signal detection, spectral analysis, statistical testing, Testing, Time series, Time series analysis, Toeplitz matrices, Toeplitz matrix, ve spectrum, vector valued random process cyclostationary, vector valued WSS time series, wide sense stationary, Wijsman theorem, Wijsman{&amp;amp;}{#}x2019},

pubstate = {published},

tppubtype = {article}

}

### 2010

Achutegui, Katrin; Rodas, Javier; Escudero, Carlos J; Miguez, Joaquin

A Model-Switching Sequential Monte Carlo Algorithm for Indoor Tracking with Experimental RSS Data Inproceedings

In: 2010 International Conference on Indoor Positioning and Indoor Navigation, pp. 1–8, IEEE, Zurich, 2010, ISBN: 978-1-4244-5862-2.

Abstract | Links | BibTeX | Tags: Approximation methods, Computational modeling, Data models, generalized IMM system, GIMM approach, indoor radio, Indoor tracking, Kalman filters, maneuvering target motion, Mathematical model, model switching sequential Monte Carlo algorithm, Monte Carlo methods, multipath propagation, multiple model interaction, propagation environment, radio receivers, radio tracking, radio transmitters, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, sensors, state space model, target position dependent data, transmitter-to-receiver distance, wireless technology

@inproceedings{Achutegui2010,

title = {A Model-Switching Sequential Monte Carlo Algorithm for Indoor Tracking with Experimental RSS Data},

author = {Katrin Achutegui and Javier Rodas and Carlos J Escudero and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5648053},

isbn = {978-1-4244-5862-2},

year = {2010},

date = {2010-01-01},

booktitle = {2010 International Conference on Indoor Positioning and Indoor Navigation},

pages = {1--8},

publisher = {IEEE},

address = {Zurich},

abstract = {In this paper we address the problem of indoor tracking using received signal strength (RSS) as position-dependent data. This type of measurements are very appealing because they can be easily obtained with a variety of (inexpensive) wireless technologies. However, the extraction of accurate location information from RSS in indoor scenarios is not an easy task. Due to the multipath propagation, it is hard to adequately model the correspondence between the received power and the transmitter-to-receiver distance. For that reason, we propose the use of a compound model that combines several sub-models, whose parameters are adjusted to different propagation environments. This methodology, called Interacting Multiple Models (IMM), has been used in the past either for modeling the motion of maneuvering targets or the relationship between the target position and the observations. Here, we extend its application to handle both types of uncertainty simultaneously and we refer to the resulting state-space model as a generalized IMM (GIMM) system. The flexibility of the GIMM approach is attained at the expense of an increase in the number of random processes that must be accurately tracked. To overcome this difficulty, we introduce a Rao-Blackwellized sequential Monte Carlo tracking algorithm that exhibits good performance both with synthetic and experimental data.},

keywords = {Approximation methods, Computational modeling, Data models, generalized IMM system, GIMM approach, indoor radio, Indoor tracking, Kalman filters, maneuvering target motion, Mathematical model, model switching sequential Monte Carlo algorithm, Monte Carlo methods, multipath propagation, multiple model interaction, propagation environment, radio receivers, radio tracking, radio transmitters, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, sensors, state space model, target position dependent data, transmitter-to-receiver distance, wireless technology},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2009

Achutegui, Katrin; Martino, Luca; Rodas, Javier; Escudero, Carlos J; Miguez, Joaquin

A Multi-Model Particle Filtering Algorithm for Indoor Tracking of Mobile Terminals Using RSS Data Inproceedings

In: 2009 IEEE International Conference on Control Applications, pp. 1702–1707, IEEE, Saint Petersburg, 2009, ISBN: 978-1-4244-4601-8.

Abstract | Links | BibTeX | Tags: Bayesian methods, Control systems, Filtering algorithms, generalized interacting multiple model, GIMM, indoor radio, Indoor tracking, mobile radio, mobile terminal, Monte Carlo methods, multipath propagation, position-dependent data measurement, random process, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, Sliding mode control, State-space methods, state-space model, Target tracking, tracking, transmitter-to-receiver distance, wireless network, wireless technology

@inproceedings{Achutegui2009,

title = {A Multi-Model Particle Filtering Algorithm for Indoor Tracking of Mobile Terminals Using RSS Data},

author = {Katrin Achutegui and Luca Martino and Javier Rodas and Carlos J Escudero and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5280960},

isbn = {978-1-4244-4601-8},

year = {2009},

date = {2009-01-01},

booktitle = {2009 IEEE International Conference on Control Applications},

pages = {1702--1707},

publisher = {IEEE},

address = {Saint Petersburg},

abstract = {In this paper we address the problem of indoor tracking using received signal strength (RSS) as a position-dependent data measurement. This type of measurements is very appealing because they can be easily obtained with a variety of wireless technologies which are relatively inexpensive. The extraction of accurate location information from RSS in indoor scenarios is not an easy task, though. Since RSS is highly influenced by multipath propagation, it turns out very hard to adequately model the correspondence between the received power and the transmitter-to-receiver distance. The measurement models proposed in the literature are site-specific and require a great deal of information regarding the structure of the building where the tracking will be performed and therefore are not useful for a general application. For that reason we propose the use of a compound model that combines several sub-models, whose parameters are adjusted to specific and different propagation environments. This methodology, is called interacting multiple models (IMM), has been used in the past for modeling the motion of maneuvering targets. Here, we extend its application to handle also the uncertainty in the RSS observations and we refer to the resulting state-space model as a generalized IMM (GIMM) system. The flexibility of the GIMM approach is attained at the expense of an increase in the number of random processes that must be accurately tracked. To overcome this difficulty, we introduce a Rao-Blackwellized sequential Monte Carlo tracking algorithm that exhibits good performance both with synthetic and experimental data.},

keywords = {Bayesian methods, Control systems, Filtering algorithms, generalized interacting multiple model, GIMM, indoor radio, Indoor tracking, mobile radio, mobile terminal, Monte Carlo methods, multipath propagation, position-dependent data measurement, random process, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, Sliding mode control, State-space methods, state-space model, Target tracking, tracking, transmitter-to-receiver distance, wireless network, wireless technology},

pubstate = {published},

tppubtype = {inproceedings}

}