We introduce the notion of diversity order as a performance measure for distributed radar systems. We define the diversity order of a radar network as the slope of the probability of detection (PD) versus SNR evaluated at PD =0.5. We prove that the communication bandwidth between the sensors and the fusion center does not affect the growth in diversity order. We also prove that the OR rule leads to the best performance and its diversity order grows as (log K). We then introduce the notion of a random radar network to study the effect of geometry on overall system performance. We approximate the distribution of the SINR at each sensor by an exponential distribution, and we derive the moments for a specific system model. We then analyze multistatic systems and prove that each sensor should be large enough to cancel the interference in order to exploit the available spatial diversity.

We introduce the notion of diversity order as a performance measure for distributed radar systems. We define the diversity order of a radar network as the slope of the probability of detection (PD) versus SNR evaluated at PD =0.5. We prove that the communication bandwidth between the sensors and the fusion center does not affect the growth in diversity order. We also prove that the OR rule leads to the best performance and its diversity order grows as (log K). We then introduce the notion of a random radar network to study the effect of geometry on overall system performance. We approximate the distribution of the SINR at each sensor by an exponential distribution, and we derive the moments for a specific system model. We then analyze multistatic systems and prove that each sensor should be large enough to cancel the interference in order to exploit the available spatial diversity.

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We consider the problem of extracting a specific feature from a noisy signal generated by a multi-channels Remote Field Eddy Current Sensor. The sensor is installed on a mobile robot whose mission is the detection of anomalous regions in metal pipelines. Given the presence of noise that characterizes the data series, anomaly signals could be masked by noise and therefore difficult to identify in some instances. In order to enhance signal peaks that potentially identify anomalies we consider an entropy filter built on a-posteriori probability density functions associated with data series. Thresholds based on the Neyman-Pearson criterion for hypothesis testing are derived. The algorithmic tool is applied to the analysis of data from a portion of pipeline with a set of anomalies introduced at predetermined locations. Critical areas identifying anomalies capture the set of damaged locations, demonstrating the effectiveness of the filter in detection with Remote Field Eddy Current Sensor.

We consider the problem of extracting a specific feature from a noisy signal generated by a multi-channels Remote Field Eddy Current Sensor. The sensor is installed on a mobile robot whose mission is the detection of anomalous regions in metal pipelines. Given the presence of noise that characterizes the data series, anomaly signals could be masked by noise and therefore difficult to identify in some instances. In order to enhance signal peaks that potentially identify anomalies we consider an entropy filter built on a-posteriori probability density functions associated with data series. Thresholds based on the Neyman-Pearson criterion for hypothesis testing are derived. The algorithmic tool is applied to the analysis of data from a portion of pipeline with a set of anomalies introduced at predetermined locations. Critical areas identifying anomalies capture the set of damaged locations, demonstrating the effectiveness of the filter in detection with Remote Field Eddy Current Sensor.

No description available.

No description available.

Some financial problems as minimizing the shortfall risk when hedging in incomplete markets lead to problems belonging to test theory. This paper considers a generalization of the Neyman-Pearson lemma. With methods of convex duality we deduce the structure of an optimal randomized test when testing a compound hypothesis against a simple alternative. We give necessary and sufficient optimality conditions for the problem.

This thesis studies inference to the complier treatment effect denoted LATE. The standard approach is to base the inference on the two-stage least squares (2SLS) estimator and asymptotic Neyman inference, i.e., the t-test. The paper suggests a Fisher Randomization Test based on the t-test statistic as an alternative to the Neyman inference. Based on the setup with a randomized experiment with noncompliance, for which one can identify the LATE, I compare the two approaches in a Monte Carlo (MC) simulations. The results from the MC simulation is that the Fisher randomization test is not a valid alternative to the Neyman’s test as it has too low power.

Some financial problems as minimizing the shortfall risk when hedging in incomplete markets lead to problems belonging to test theory. This paper considers a generalization of the Neyman-Pearson lemma. With methods of convex duality we deduce the structure of an optimal randomized test when testing a compound hypothesis against a simple alternative. We give necessary and sufficient optimality conditions for the problem.