Recursive parametric tests for multichannel adaptive signal detection

The problem of detecting a multichannel signal in spatially and temporally coloured disturbances is considered. The parametric Rao and parametric generalised likelihood ratio test detectors, recently developed by modelling the disturbance as a multichannel autoregressive (AR) process, have been shown to perform well with limited or even no range training data. These parametric detectors, however, assume that the model order of the multichannel AR process is known a priori to the detector. In practice, the model order has to be estimated by some model order selection technique. Meanwhile, a standard non-recursive implementation of the parametric detectors is computationally intensive since the unknown parameters have to be estimated for all possible model orders before the best one is identified. To address these issues, herein the joint model order selection, parameter estimation and target detection are considered. We present recursive versions of the aforementioned parametric detectors by integrating the multichannel Levinson algorithm, which is employed for recursive and computationally efficient parameter estimation, with a generalised Akaike Information Criterion for model order selection. Numerical results show that the proposed recursive parametric detectors, assuming no knowledge of the model order, yield a detection performance nearly identical to that of their non-recursive counterparts at significantly reduced complexity.