<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Archiving and Interchange DTD v1.0 20120330//EN" "JATS-archivearticle1.dtd">
<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>” Journal of Statistical Planning and Inference</journal-title>
      </journal-title-group>
    </journal-meta>
    <article-meta>
      <title-group>
        <article-title>Algorithmic Support for the Detection Characteristics Improving of the Monitoring Object</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Russian State Hydrometeorological University</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Metallistov Av.</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>St-Peterburg</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Russia chernetsova@list.ru</string-name>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Russian State Hydrometeorological University</institution>
          ,
          <addr-line>Metallistov Av.,3, St-Peterburg, 195027</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2010</year>
      </pub-date>
      <volume>9</volume>
      <issue>3</issue>
      <fpage>0000</fpage>
      <lpage>0001</lpage>
      <abstract>
        <p>The paper presents: an object detection algorithm for coherent reception of signals coming from a monitoring network consisting of several sensors; an algorithm for detecting an extended object by analog signals of sensors of a monitoring network. These algorithms use statistics that take into account the most stable features of the distribution of the source data. They can be implemented in an automated decision support system. At the same time, decisions on the detection of a monitoring object made by an automated system will be more reliable</p>
      </abstract>
      <kwd-group>
        <kwd>Monitoring</kwd>
        <kwd>Object</kwd>
        <kwd>Sensor</kwd>
        <kwd>Signal</kwd>
        <kwd>Algorithm</kwd>
        <kwd>Detection</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>To carry out environmental monitoring, it is necessary to conduct continuous
observations over time, based on a well-thought-out distribution of measuring instruments
in space, for which it is necessary to use a stationary distributed multi-sensor remote
monitoring system [1]. It should work efficiently, preferably at a real time scale.
Efficiency also means reducing the time frame for deciding on the classification of the
observed object. Therefore, it is necessary to automate not only the data collection
process, but also the classification algorithms of the monitoring object in order to
attract the attention of the human operator only to objects that actually threaten the
ecological state of the observed area and even at the stage of automated data
processing to weed out objects that do not threaten the ecological state of the zone of
responsibility. A stationary network of stations included in the monitoring system requires
the availability of communication channels with a Monitoring Control Point (MCP)
[2]. Laying a cable communication network is often unprofitable. Therefore, for
communication purposes it is necessary to use a radio channel or satellite
communication [3]. Since the sensors of the monitoring network receive energy from the
batteries, in order to save energy in the monitoring network, it is often justified not to
preprocess the signal on the sensor, but to send analog signals to the MCP, which is
charged with processing the sensor signals and detecting the monitoring object [4].
Information exchange over the radio channel raises the problem of detecting an
analog signal with an unknown law of fluctuations against the background of noise with
an unknown distribution [5]. To solve this problem, in this paper, it is proposed to
develop the following algorithms:</p>
      <p>• an algorithm for detecting a monitoring object during coherent reception of signals
coming from a monitoring network consisting of several sensors;</p>
      <p>• the sample size for detecting the object of the analog signals of the sensors of the
monitoring network.
2
2.1</p>
      <p>
        Theoretical Analysis
The most powerful accordingly to the signal-to-noise ratio criterion
algorithm for processing spatially distributed data from a monitoring
network consisting of several sensors
Let us consider the problem of coherent detection of a signal from an object
distributed in N resolution elements, which are sensors of a monitoring network. It was
shown in [6] that the detector calculates the likelihood ratio:
l( X ) 
( N )  1
k
1 ( 0 ) k ( kN) exp[( 1  1 ) k xn 2 ]2
2 0 2 1 n 1
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
where xn - detector output envelope samples , n  1,2,....., N
 0 and  1 - signal variances received from (N  k) sensors, that did not fix the object
and k sensors, fixed object accordingly .
      </p>
      <p>
        From equation (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) we can see, that detector which is most powerful accordingly
to the signal-to-noise ratio criterion can be implemented by a rather complex circuit,
and, in addition, for its implementation a priori information is required about the
parameters of signal ( 1) and noise ( 0 ) , which, as a rule, in real monitoring
conditions are unknown. Therefore the rule (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) characterizes the potential for detecting an
object and cannot be realized in many practical cases.
      </p>
      <p>It is necessary to develop an most powerful by signal / noise criterion algorithm
for coherent detection of a signal from a monitoring object received from (N  k )
sensors on the background of noise interference provided that the signal and noise
parameters, as well as the position of the fixed object k sensors among N sensors of
the monitoring network are a priory unknown. Detection is formulated as the
statistical task of testing general linear hypotheses [7-10] and the rule is found in the class
of so-called invariant rules [11].</p>
      <p>We use the following premises:
1. There are statistically independent radio pulses sent by N ( N  1) sensors. In the
absence of the object of observation, these pulses have the same average power.</p>
      <p>The law of the distribution of the noise background is considered normal.
2. In the presence of an object of observation, the resulting fluctuation in resolution is
the additive sum of the signal with unknown amplitude  m (m  1,2..., k ) and
Gaussian noise with unknown variance  2 . Coherent processing is assumed.
Independent voltage samples are taken at the output of the linear path of the MCP
receiver at time instants following the resolution interval. xn (n  1,2,..., N ) .
3. Processing is carried out during the p periods of the signal, so that each reference
element n will correspond to a sample vector (xn1,...., xnp ) with multidimensional
normal probability density
g( X n ) </p>
      <p>| A |
(2 ) p / 2</p>
      <p> 1 p p 
exp   aij (xni  ni )(xnj  nj ).</p>
      <p>
         2 i 1j 1 
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
The mean values and the covariance matrix of the vector are determined from the
expressions E(xni )   ni ; E(xni  ni )(xnj  nj )  ij ;  ij  A1 , where E - is the
sign of mathematical averaging, and  n  0 , if n  (N  k ) , and  n  0 at n  k . It
is also believed that the matrix A  (aij ) - is common to all vectors N , having
dimension p , but unknown .
      </p>
      <p>The challenge is that by sample
 x11 . . . x1p 
 . . . . . 
X   . . . . . 
 . . . . . 
 
 xN1 . . . xNp 
determine the presence or absence of a signal about the existence of a monitoring
object. Matrix X consists of p column vectors (x1i ,......., xNi ) , and each such vector
has its own mean value vector  i  (1i ,..., Ni ) .</p>
      <p>Given the accepted assumptions, the task of detection is to test complex hypotheses
H 0 and H1 regarding parameters  i and A .</p>
      <p>H 0 : i  0</p>
      <p>
        H1 : i  0
i  1,2,...., p
А is unknown
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
Hypothesis testing (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) fits into the scheme of testing multidimensional linear
hypotheses. As follows from the general theory [12], principles of invariance and
sufficiency allows you to reduce the sample X when testing hypotheses (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) to maximally
invariant statistics of the form
      </p>
      <p>p p N xi x j
T   
i1 j1 N (xni  xi )(xnj  x j )</p>
      <p>n1
and the set of parameters  i and (aij ) - to maximal invariant</p>
      <p>p p
 2  N   aij i j</p>
      <p>i1 j1
H 0 :  0;</p>
      <p>H1 :  0</p>
      <p>T  C.

 F p,(N  p) ( y)dy  </p>
      <p>
        C
 i( j)  E(xi( j) ). Numerator of the
formula (
        <xref ref-type="bibr" rid="ref4">4</xref>
        ) has off center  p 2 - off-center distribution with the noncentrality
parameter  2 and p degrees of freedom, and the denominator has central distribution
 2 ( N  p) , so the statistics (N  p)T / p has off-central F distribution with p and
(N  p) degrees of freedom and with the noncentrality parameter  2 .
Regarding the parameter  2 of F - distribution initial hypotheses (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) can now be
formulated as follows :
      </p>
      <p>Using the method of constructing optimal rules [13], it can be shown that the most
powerful invariant criterion for testing hypotheses (6) has a critical region of the form</p>
      <p>Threshold level C determined by the given probability of false alarm  from the
condition
where Fp,(N  p) -is central F distribution with p and (N  p) degrees of freedom.</p>
      <p>
        The expressions (
        <xref ref-type="bibr" rid="ref4">4</xref>
        ), (7) determine the functional scheme of the detector with
completely unknown correlation properties of vectors (xn1,..., xnp ) . For practical
implementation, expressions (7), (8) can be concretized, for example, in the case of
the absence of inter-period correlation. In this case, the discovery rule and parameter
 2 take the form
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(5)
(6)
(7)
(8)
p

i 1 (xni  xi )2
      </p>
      <p> C,
p
 2   qi ,
i 1</p>
      <p>(9)
(10)</p>
      <p>N
where qi  (  n )i2 / N 2 - is the average for all N signal-to-noise ratio for one
n1
observation period. The detector efficiency is determined by the power function of
rule (7), (8), which shows the dependence of the probability of correct detection on
the parameter  2 . It can be calculated directly from off-center tables of F -
distribution [14].
2.2</p>
      <p>A most powerful according to the signal-to-noise ratio criterion algorithm
for detecting an extended object by analog signals of monitoring network
sensors</p>
      <p>
        To develop an algorithm for classifying an extended object (for example,
classifying the observed water surface as clean or polluted by oil emissions) using a
distributed multisensor geographic information system, suppose:
 The central post decides to detect / not detect an object (contamination) based on
signals received from N sensors under the same observation conditions ;
 The resulting radio signal of each sensor is the additive sum of the non-fluctuating
signal of unknown amplitude  i( j)  0 ( j =1,2- is numbers of object - e.g. clean
water surface and dirty water surface, i  N ) and Gaussian noise with unknown
dispersion  i2 . At the output of the receiver’s linear path, the amplitude samples
xi( j) are taken for the signal of each sensor.
 Observation of objects is carried out for some time T , during which readings for
the signal of each sensor n are taken. Thus, for each object, the sample space is
represented as n sample vectors x (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )  (x(11) ,..., x(1n) ) ; x (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )  (x(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) ,..., x(2n) ) ;
 
  1, n .
      </p>
      <p>
        Vectors x (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) and x(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) have a normal probability density

g(x( j) ) 
      </p>
      <p>
        A
sign of mathematical averaging. We consider that the matrix A  ( ik ) is common to
vectors x(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) and x(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) , but its elements are unknown.
      </p>
      <p>
        The classification task is by the sample x(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) , x(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) ,  1, n determine whether
objects belong to the same class or belong to different classes.
      </p>
      <p>Based on the assumptions made, this problem can be formulated as two hypotheses
- 1. objects are of the same type; 2. objects are of the different type:</p>
      <p>
        (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
H0 : i
      </p>
      <p>
        (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
  i ; H1 : i
      </p>
      <p>
        (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
  i
      </p>
      <p>for all i  1, N</p>
      <p>
        N N
T  i 1 k1 n (x(11)  x i(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) )(x(1k)  x (k1) )  n (x(2i)  x (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) )(x(2k)  x (k2) )
 1  1
      </p>
      <p>
        (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
n(x i
      </p>
      <p>
        (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
 xi
)(x (k1)  x (k2) )
and the parameter space is to MI
 2    n ik ( i(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )  i(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) )( k(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )  k(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) )
2
      </p>
      <p>( j)
In expression (12) the parameter  i
with elements (1(ij) ,..., n(ij) ) .</p>
      <p>
        As follows from the general theory [15], the principles of invariance and
sufficiency allow us to reduce the sample space x(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) , x(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) ,  1, n , when testing
hypotheses (12) for maximally invariant statistics (MI) of the form
      </p>
      <p> is matrix column having dimension (n 1)
In expressions (13) and (14) is marked: x(kj)  n1n1 x( kj) ;  k( j)  Е(xkj ); k=1, N.</p>
      <p>It can be shown that there is uniformly the most powerful (UMP) criterion for
testing hypotheses (12), (12), which rejects the hypothesis H 0 in case if</p>
      <p>T &gt; C,
where С – is the threshold constant .</p>
      <p>The constant С should be determined from the condition that under the
hypothesis H 0
more than a certain predetermined significance level  . Whereas statistics  1 / 2T
( 2  0) the probability of the fulfillment of condition (15) was no
(12)
(13)
(14)
(15)
under the hypothesis
has central</p>
      <p>F distribution
with  1  N and
 2  (2n  N  1) degrees of freedom [16], the constant C can be found from the
expression</p>
      <p>
        The rule (15) can be specified for the case when the matrix A is diagonal. In this
case, it has the form
(16)
(17)
(18)
(19)

 Fv1v2 ( )d  
c
n(xi(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )  xi )
      </p>
      <p>
        (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) 2
N
 n
i1 n (x(11)  xi(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) )2   (x(2i )  xi(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) )2
 1  1
 C1
      </p>
      <p>Considering that under the hypotesis H1 statistics T has off-central F
distribution with off-center parameter  2 and  1, 2 degrees of freedom, the probability of
correctly distinguishing between objects is determined by the expression [18]:</p>
      <p>P(T  C)  0 F 1 2 ( , 2 )d
and can be calculated according to the tables of off-central F distribution [19].
where C1  CN /(2n  N 1) .
( j)</p>
      <p>From the expressions (13) and (17) it can be seen that xi ( j  1,2;i  1, N ) - are
maximum likelihood estimates for parameters  i( j) , calculated for the sensor N
signals for the first and second objects, and the value in the denominator is the sum of
the parameter  i2 estimates calculated for the signal of the first and second object of
i-th sensor. Thus, to distinguish between objects, it is necessary to estimate the
amplitudes of the N sensor signals, calculate the square of the distance between the
parameters of the signals of the classified objects by the sensors of the same name, and
sum them with weights inversely proportional to the noise variance. The amount
received is compared with a threshold, in case of exceeding which a decision is made
on whether the objects belong to different classes.</p>
      <p>
        Expression (15) can also be used to detect a distributed object, if we put
x (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )  0;  1, n . Formula (17) in this case takes the form [17]:

      </p>
      <p>2
nxi
N

i 1 n (xi  xi ) 2
 1</p>
      <p> C2 , где C2  CN /(n  N 1) .</p>
      <p>Results</p>
      <p>
        Figure 1 shows the curves characterizing the effectiveness of the detector of oil
pollution of the water surface depending on the resolving power of the network of
contact sensors constructed in accordance with expressions (
        <xref ref-type="bibr" rid="ref4">4</xref>
        ), (7). Characteristics
calculated for false alarm probability value   102 and the number of received
signal periods p  2 provided that the value of the signal-to-noise ratio averaged
over all N sensors for one observation period qi is independent of resolution
(uniform distribution of translational buoys (contact sensors) along the length of
contamination). For comparison, the same figure shows the power function of the potential
most powerful rule (MP) of coherent detection of a known signal [20] in the presence
of only one sensor ( N  1 ).
      </p>
      <p>
        It can be seen from the figure 1 that ignorance of the noise and signal levels in
the decision elements leads to losses in the signal-to-noise ratio. However, with
increasing resolution, the detector’s efficiency increases. This is due to the fact that the
increase allows a more accurate assessment of noise and signal levels. So, when
N  8 the loss in the signal-to-noise ratio is ~4 dB, and when N  22 - less than 1 dB.
In this case, the noncentrality parameter  2 of F distribution was assumed
constant, independent of the number N of sensors in the monitoring system . As can be
seen from Figure 2, the dependences have an optimum in the probability of
distinguishing between objects, and its position depends on the size of the sample n. The
presence of an optimum and its position are apparently due to the following reasons.
On the one hand, with an increase in the number of sensors in the monitoring system,
the difference in signals increases, that is, the “distance” between objects in the
parameter space increases. Let us explain what was said by the following example. Let
the objects have the same area, but a different distribution of them among the sensors.
The value of the parameters of the amplitudes of the signals from the first and second
objects  i(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) and  i(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) for N =3 is presented in table form 1.
      </p>
      <p>
        3
for N= 3 we get  ( iА - iB )2=(3-1)2+(
        <xref ref-type="bibr" rid="ref4">4-5</xref>
        )2+(
        <xref ref-type="bibr" rid="ref2 ref3">2-3</xref>
        )2=6, i.e. the difference in
parame1
ters is significant. On the other hand, with a decrease in the number of sensors in the
monitoring network, the correlation between the signals of objects of various classes
increases. Moreover, the accuracy of parameter estimates can be improved by
increasing the accumulation time, i.e., increasing the size of the sample n.
      </p>
      <p>The proposed algorithm in the sense of signal-to-noise ratio for processing spatially
distributed data coming from a monitoring network consisting of several sensors with
the following practically important properties: a) does not depend on a priori
unknown parameters  2 and  n ( n  1,2,..., N ) and provides a constant probability of
false alarm at any noise level; b) is invariant to the location of k sensors that recorded
the object and (N-k) sensors that have not fixed the object, among N sensors of the
monitoring network; c) has the highest probability of correct detection, depending on
the average signal-to-noise ratio and for large N  p close to potential.</p>
      <p>
        The proposed algorithm for detecting an extended object by the analog signal of
sensors of the monitoring network can be used to identify objects if, for example, as
xi(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) , i  1, N , a priori estimates of the parameters of the recognized object are used.
      </p>
      <p>The practical significance of the results lies in the development of analog signal
detection algorithms that are resistant to changes in the signal-to-noise ratio in the
communication channels of the sensors of the monitoring network with a monitoring
and control post. Algorithms can be implemented programmatically using various
programming languages and used to automate the process of classifying monitoring
objects at a monitoring and control point.</p>
    </sec>
  </body>
  <back>
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