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›› 2012, Vol. 29 ›› Issue (1): 70-75.DOI: 10.7523/j.issn.2095-6134.2012.1.010

• Research Articles • Previous Articles     Next Articles

On the equivalence between parametric matched filter and vector autoregressive filter

SHANG Xiu-Qin1,2, SONG Hong-Jun1, HUANG Jie-Wen1,2, LI Yang1,2   

  1. 1. Institute of Electronics, Chinese Academy of Sciences, Beijing 100190, China;
    2. Graduate University, Chinese Academy of Sciences, Beijing 100049, China
  • Received:2010-09-16 Revised:2011-01-10 Online:2012-01-15

Abstract:

The parametric matched filter (PMF) and the vector autoregressive (VAR) temporally-whitening filter are analyzed. The results show that the coefficients of the PMF obtained by minimizing mean square error (MSE) estimated via sum of squared errors (SSE) are equivalent to those of the VAR filter by multichannel least square (LS) algorithm of the same order. Additionally, the asymptotic performance of the LS estimator of VAR filter is analyzed. Finally, the operations and performances for clutter suppression are analyzed.

Key words: STAP, parametric matched filter (PMF), vector autoregressive (VAR) filter

CLC Number: