Performance analysis of ML-CFAR detection for

partially correlated chi-square targets in Rayleigh

correlated clutter and multiple-target situations
T. Laroussi and M. Barkat

Abstract: The problem of adaptive constant false alarm rate detection of a pulse-to-pulse partially
correlated target with 2K degrees of freedom in pulse-to-pulse partially Rayleigh correlated clutter
and multiple-target situations is addressed. Both the target and the clutter covariance matrices are
assumed to be known and are modelled as first-order Markov Gaussian processes. An exact
expression for the probability of false alarm (Pfa) for the mean level detector is derived. It is
shown that it depends on the degree of pulse-to-pulse correlation of the clutter samples. The
probability of detection (Pd) is shown to be sensitive to the degree of correlation of the target
returns and the degree of correlation of the clutter returns as well. Swerling’s well-known cases
I, II, III and IV are handled as extreme limits of the proposed model.

1 Introduction and overview of previous work
Various models combining correlated target and/or corre-
lated clutter returns have been widely used in the radar
systems literature [1 –10]. From the experimental data,
clutter is modelled by either Rayleigh, log-normal,
Weibull or K-distribution [11 – 16]. It is known that although
the probability density function (pdf) of the target signals
from modern high-resolution radar systems does not
exactly agree with the concept of chi-square pdf, we can
always approximate it by the chi-square function, using
the central limit theorem, when integrating many pulses.
Dealing with either single pulse and uncorrelated data
sample models or multiple pulse or even distributed
architectures with correlated data sample models and
multiple-target situations, aims for improved detection
while maintaining a constant false alarm rate, have led to
the consideration of several types of adaptive constant
false alarm rate (CFAR) detectors. In [1 – 6], cases of non-
adaptive and adaptive detectors, where the target returns
are partially correlated, were investigated. In [1], Kanter
has studied the detection performance of a non-coherent
integration detector accumulating M-correlated pulses
from a Rayleigh target with two degrees of freedom.
Complete correlation and complete decorrelation of the
target returns yielding Swerling models I and II, respect-
ively, were treated as extreme cases of the target correlation
coefficient. The noise was assumed to be uncorrelated both
spatially and temporarily. Weiner [2] extended the work in
[1] by deriving exact expressions for the probabilities of
detection for partially correlated chi-square targets with
# IEE, 2006
IEE Proceedings online no. 20045057
doi:10.1049/ip-rsn:20045057
Paper first received 27th July 2004 and in revised form 10th November 2005
T. Laroussi is with the Département d’Electronique, Université de Constantine,
Constantine 25000, Algeria
M. Barkat is with the Department of Electrical Engineering, American
University of Sharjah, PO Box 26666, Sharjah, United Arab Emirates
E-mail: toufik_laroussi@yahoo.fr
44
four degrees of freedom. In this case, the limiting bounds
of complete correlation and complete decorrelation of the
target returns yield the Swerling models III and IV. The
work done in [1, 2] used a fixed threshold detection. It is
known that radar detectors with fixed threshold cannot
maintain a constant false alarm rate, and thus adaptive
threshold detection is considered. Kim and Lee [3] and
Han [4] exploited the results in [1, 2] and used the residues
to develop the generalised order statistics (GOS) CFAR
detector and the OS-CFAR detector, respectively.
Considering the case of partially correlated targets returns,
Himonas and Barkat [5, 6] proposed different architectures
of time diversity and distributed CFAR detectors to mini-
mise the effect of the correlation factor among the received
target pulses. In [5], they first considered the detection per-
formance of the generalised censored mean level detectors
(GCMLD), which is known to assume no prior knowledge
of the number of interfering targets, for time diversity and
multiple-target situations. Then, they proposed in [6] a
distributed architecture for the generalised two-level
(GTL)-CMLD CFAR when a clutter power transition is
present in the range-resolution cells. They showed that
an appropriate choice of the fusion rule yields a detection
performance to be less sensitive to the degree of correlation
among target returns.
The problem of Rayleigh targets and partially correlated
clutter has been treated in [7 –9]. In [7], Himonas and
Barkat proposed the generalised CA-CFAR detector that
adapts not only to changes in the clutter level but also to
changes in the clutter covariance matrix, that is, they con-
sidered the case where the correlated statistics of the
received clutter returns are unknown. In their analysis,
they assumed a single pulse, processing a Swerling I type
target embedded in a spatially correlated clutter, whereas
in the mean level (ML)-CFAR detection, we treat multiple
pulses, processing pulse-to-pulse correlated chi-square
target with 2K degrees of freedom in a pulse-to-pulse corre-
lated Rayleigh clutter. They also assumed Markov’s type
homogeneous clutter of much higher power than thermal
noise. Al Hussaini and El Mashade [8] studied in the detec-
tion performance of the CA-CFAR and OS-CFAR detectors
IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
considering a non-conventional time-diversity technique.
Their schemes processed correlated clutter in the presence
of interfering targets. El Mashade [9] introduced the case
where the use of the moving target indication (MTI) filter
output introduces a correlated clutter, even though if its
input signal is uncorrelated. He analysed the CA-CFAR
family for the multiple-target environments scenario.
The problem of both partially correlated target echoes and
partially correlated clutter echoes was first introduced by
Farina and Russo [10]. They considered the problem of
detecting pulse-to-pulse partially correlated target returns
in pulse-to-pulse partially correlated clutter returns. The
target model was assumed to be as a coherent Gaussian dis-
tributed process having a known covariance matrix. They
suggested a batch detector and a recursive detector to esti-
mate the clutter covariance matrix. They showed, by Monte
Carlo simulations, that the threshold multiplier is indepen-
dent of the degree of pulse-to-pulse correlation among the
clutter samples for a number of range cells around ten.
The presence of interfering targets in the reference cells
degrades considerably the performance of the ML detector.
To alleviate this problem, a lot of detectors have been
proposed in the literature. The aim of these algorithms
is to show how robust a CFAR detector can be in
multiple-target situations by taking into account the non-
homogeneous background such as clutter edge and/or
interferences, either analytically or by simulation.
In summary, all of the detectors listed above did not show
the effect of the pulse-to-pulse partially Rayleigh correlated
clutter on the analytical expression of the probability of
false alarm Pfa . Furthermore, they did not consider the
general case of a pulse-to-pulse partially correlated chi-
square target with 2K degrees of freedom. All of this has
led us to introduce, in this paper, a mathematical model to
represent the general case of detecting a pulse-to-pulse
chi-square partially correlated target with 2K degrees of
freedom embedded in a pulse-to-pulse partially Rayleigh
correlated clutter and Rayleigh but uncorrelated thermal
noise. The paper is organised as follows. In Section 2, we
formulate the statistical model and set the assumptions.
Then, in Section 3, we investigate the effect of the temporal
correlation of the clutter on the probability of false alarm
and particularly on the CFAR parameter T for the ML detec-
tor employing M-pulse non-coherent integration. Next, in
Section 4, we first show, by means of computer simulation,
the effect of the degree of correlation of the clutter returns
and the number of processed pulses M, on the threshold
multiplier T and on the probability of false alarm. Then,
by deriving sets of detection curves, we show the effect of
the degree of correlation of the target returns, the degree
of correlation of the clutter returns, the number of degrees
of freedom, the number of processed pulses and the
Fig. 1 Processing element: square law detector and non-coherent integration
IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
number of interfering targets present in the range-resolution
cells on the detection performance of the detector.
Swerling’s cases I, II, III and IV are handled as extreme
limits of the proposed model. As a conclusion, Section 5
summarises the results of our contribution.
2 Statistical model and assumptions
The received signal r(t) is processed by the in-phase and
quadrature phase channels as shown in Fig. 1. Assuming a
correlated chi-square target with 2K degrees of freedom
embedded in correlated noise, the in-phase and quadrature
phase samples fuijg and fvijg at pulse i and range cell j,
respectively, i ¼ 1, 2, 3, . . . , M and j ¼ 1, 2, 3, . . . , N,
are observations from Gaussian random variables. M and
N are the number of radar processed pulses and the
number of reference range cells, respectively. Assuming
that the total clutter plus noise power is normalised to
unity, the integrated output of the square law detector, is
M n
1X o
qj ¼ u2ij þ v2ij j ¼ 1; 2; . . . ; N ð1Þ
2 i¼1
where
uij ¼ aij þ cij i ¼ 1; 2; . . . ; M and j ¼ 1; 2; . . . ; N
ð2aÞ
vij ¼ bij þ dij i ¼ 1; 2; . . . ; M and j ¼ 1; 2; . . . ; N
ð2bÞ
Or, by accommodating M
1 vectors
1

qj ¼ jU j j2 þ jV j j2 j ¼ 1; 2; . . . ; N ð3Þ
2
where
U j ¼ Aj þ C j j ¼ 1; 2; . . . ; N ð4aÞ
V j ¼ Bj þ Dj j ¼ 1; 2; . . . ; N ð4bÞ
j.j is the Euclidean norm and T is the transpose operator.
The aij , cij , bij and dij represent the in-phase and quadra-
ture phase samples of the correlated clutter and the thermal
noise, respectively. The clutter samples are assumed to be
first-order Markov processes with zero mean and variance
sc2 and are identically distributed but correlated (IDC)
from pulse-to-pulse and uncorrelated from cell-to-cell.
The thermal noise samples are assumed to be independent
and identically distributed (IID) random variables with
zero mean and variance sn2 from pulse-to-pulse and from
cell-to-cell. The covariance matrices of the clutter and
noise processes are denoted Lc and Ln, respectively.
45
 2
Let the overall clutter plus noise variance be scn ¼ sn2 þ Table 1: Partially correlated chi-square target models,
sc2 and define the clutter-to-noise ratio as CNR ¼ sc2/sn2. 0x1
Thus, the (i, j)th element of the pulse-to-pulse covariance
matrix Lcn , can be shown to be [7] Number of Target Clutter Target
8   degrees of correlation correlation model
>
> 2 dij þ CNR
>
> s cn rjijj 0 , rc , 1 freedom, K coeff., rt coeff., rc
>
< 1 þ CNR c
1 1 x Swerling I
½Lcn i;j ¼ s2cn dij rc ¼ 0 ð5Þ
>
>   0 , rt , 1 x Partially correlated
>
> dij þ CNR
>
: s2cn rc ¼ 1 0 x Swerling II
1 þ CNR
2 1 x Swerling III
Note that this correlation model is exponentially decaying 0 , rt , 1 x Partially correlated
as a function of time difference ji 2 jj. rc W exp(2Tvc) is 0 x Swerling IV
the correlation coefficient between pulse-to-pulse received
.2 x x Upper degrees
clutter samples, T is the pulse-repetition interval (PRI)
and fc W vc/2p is the mean Doppler frequency of the 1 x x Non-fluctuating
clutter signal [10]. dij is the Kronecker delta.
The detection performance is based upon the statistics of
q, which is given by processes with zero mean and variance st2 [17].
The (i, j)th element of the pulse-to-pulse covariance of
1X M
 the target process Lt , is given by
q¼ u2i þ v2i ð6Þ 8
2 i¼1 < s2t rtjijj 0 , rt , 1
½Lt i;j ¼ s2t dij rt ¼ 0 ð10Þ
where : 2
st 8i; j rt ¼ 1
ui ¼ x i þ ai þ c i i ¼ 1; 2; . . . ; M ð7aÞ Note that, here also, the target correlation model is expo-
vi ¼ yi þ bi þ di i ¼ 1; 2; . . . ; M ð7bÞ nentially decaying as a function of time difference ji 2 jj.
p PK 2 p PK 2
rt W exp(2Tvt) is the correlation coefficient between
where xi ¼ ( k¼1 xik) and yi ¼ ( k¼1 yik) are, respect- pulse-to-pulse received target samples for a given k and
ively, the magnitudes of the in-phase and the quadrature ft W vt/2p is the mean Doppler frequency of the target
phase components of the complex target signal at pulse i, signal [1, 10]. For convenience, we assume that both
present in the test cell q. xi2 and yi2 each represents the clutter and target processes are stationary and that the PRI
sum of the squares of K real Gaussian variables. K is is constant.
called either the fluctuation parameter or the number of Referring to Table 1, our model assumes that any value of
degrees of freedom. The ai , ci , bi and di represent the in- K  1 is acceptable. The four Swerling cases (I, II) and (III,
phase and quadrature phase samples of the correlated IV) correspond to K ¼ 1 and K ¼ 2, respectively. In this
clutter and the thermal noise, respectively. manner, we model the partial correlation between pulses
In vector form, by accommodating M
1 vectors, we as in [1, 2]. Thus, for example, to model Swerling cases I
have and II, we should set K ¼ 1 and rt ¼ 1 and rt ¼ 0,
1
2  respectively.
q¼ jUj þ jV j2 ð8Þ The target signal is assumed to be independent of the
2 clutter plus noise signal. The in-phase samples are
where assumed to be independent of the quadrature phase samples.
The test cell q is then compared to the adaptive threshold
U ¼X þAþC ð9aÞ TQ to make a decision H0 or H1 , according to the following
V ¼Y þBþD ð9bÞ hypothesis test
H1
and . TQ
q, ð11Þ
H0
X ¼ ½x1 ; x2 ; . . . ; xM T ð9cÞ
where Q denotes the estimated background level, H0
Y ¼ ½y1 ; y2 ; . . . ; yM T ð9dÞ
denotes absence of a target and H1 denotes presence of a
The system under consideration assumes that the random target.
vectors X and Y are IID, A and B are IID stationary 3 Analysis of the ML-CFAR detector
Gaussian and that the noise signal is additive and
independent of the target signal [1, 2]. Therefore the The probabilities of false alarm and detection of a CFAR
M
1 in-phase and quadrature phase target vectors X and detector can be obtained by using the contour integral,
Y of the correlated chi-square target model with 2K which can also be expressed in terms of the residue
degrees of freedom are uncorrelated. However, their theorem as [18, 19]
respective components are correlated with each other with X
an unknown and difficult to evaluate correlation matrix. In Pfa ¼  res½s1 Fq=H0 ðsÞFQ ðTsÞ; si0  ð12Þ
fact, the chi-distributed components of X and Y represent i0
X
the successive correlated magnitudes of the in-phase and Pd ¼  res½s1 Fq=H1 ðsÞFQ ðTsÞ; si1  ð13Þ
quadrature phase components of the target signal echoes i1
over the M pulses.
The random variables representing the signal samples xik where res[.] denotes the residue. si0 (i0 ¼ 1, 2, . . .) and si1
and yik (i ¼ 1, 2, . . . , M ) are assumed first-order Markov (i1 ¼ 1, 2, . . .) are the poles of the moment generating
46 IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
function (MGF) Fq/H0(s), from a noise background and the Or, in terms of the clutter vectors
MGF Fq/H1(s), from a target with noise, lying in the ð þ1 ð þ1
left-hand of the complex s-plane. FQ(2Ts) is the MGF of Fq=H0 ðsÞ ¼ pðA; BÞ
the estimated background level at s ¼ 2Ts. 1 1
To simplify the analysis, we confine our attention, in the  
1  2 2

remainder of this paper, to the case where the clutter power
exp  s jAj þ jBj dA dB ð15bÞ
2
is much higher than the thermal noise power, that is, the
overall covariance matrix Lcn given by (4) is approximated As the in-phase and quadrature phase samples of the clutter
2
by the clutter covariance matrix Lc and scn ¼ sc2 ¼ 1. are IID, the joint pdf p(A, B) may be written as
In order to derive an expression for the Pfa , we must p(A, B) ¼ p(A)p(B) and p(A) ¼ p(B) . p(A) is the multi-
evaluate the MGF Fq/H0(s) of the test cell q in the variate Gaussian pdf with zero mean and covariance
absence of the target and the MGF FQ(s) of the background matrix Lc which gives rise to partially correlated clutter
level. The block diagram of the ML-CFAR detector signals [20]. Thus
integrating M pulses is given by Fig. 2.  
1 1 T 1
pðAÞ ¼ exp  A Lc A ð16aÞ
ð2pÞM=2 jLc j1=2 2
3.1 MGFs of the test statistic and the background
where j . j denotes the determinant.
noise
Note that when rc ! 1, the clutter samples are comple-
The MGF of q in the absence of the target can be obtained tely correlated. This corresponds to a singular covariance
as [7] Lc and (16) becomes [1]
  M
ð þ1 1 1 2 Y
pðAÞ ¼ exp  a dðai  a1 Þ ð16bÞ
Fq=H0 ðsÞ ¼ pðq=H0 Þ expðsqÞ dq ð14Þ ð2pÞ1=2 2 1 i¼2
1
where ai (i ¼ 1, 2, . . . , M ) are the components of the
where p(q/H0) ¼ p(q/X ¼ Y ¼ 0) is the pdf of the test cell in-phase clutter vector.
q under hypothesis H0 . Note that Fq/H0(s) is the Laplace Combining (15) and (16a) and after some simple mathe-
transform of p(q/X ¼ Y ¼ 0). Substituting (8) for q, we matical manipulations, the MGF of the cell under test under
can write hypothesis H0 can be expressed as
ð þ1 ð þ1 (ð )2
1 þ1
exp½ð1=2ÞAT ðL1
c þ IsÞA
Fq=H0 ðsÞ ¼ pðU; V jX ¼ Y ¼ 0Þ Fq=H0 ðsÞ ¼ dA
1 1 jI þ Lc sj 1 ð2pÞM=2 jðL1 1 1=2
c þ IsÞ j
 
1  2 2
 ð17Þ

exp  s jUj þ jV j dU dV ð15aÞ
2 where I is the identity matrix.

Fig. 2 Decision element: ML-CFAR detector

IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006 47

 As the integral equals unity, the MGF of q under hypo- and
thesis H0 is
1
1 FQ ðsÞ ¼ ð25Þ
Fq=H0 ðsÞ ¼ ð18Þ ð1 þ MsÞN
jI þ Lc sj
The poles of the MGF Fq/H0(s) of q under hypothesis H0 are
If the clutter signal arises from stationary process, then Lc is a simple pole at s ¼ 21/M lying in the left-hand s-plane.
a symmetric Toeplitz matrix with M distinct positive real Hence, substituting (24) and (25) into (12), we can write
eigenvalues denoted by bi , i ¼ 1, 2, . . . , M. Therefore the
determinant of (18) may be expressed as the product of its 1
Pfa jrc¼1 ¼ ð26Þ
eigenvalues. Also, the background noise level Q isP estimated ð1 þ T ÞN
by the average of the N reference cells (Q ¼ Nn¼1 qn).
Since the qn , n ¼ 1, 2, . . . , N, given by (1), are assumed The result of (26) can also be obtained intuitively. Indeed, if
to be IID and that we deal with uniform clutter power, rc ¼ 1, the clutter samples are expected to be the same
then the MGFs of the cell under test under hypothesis H0 (pairwise) from one pulse to another. Therefore the first
and the ML detector can be expressed, respectively, as pulse contains all the average signal clutter power and the
remaining pulses contain no signal clutter. In other words,
1 we are in a single pulse situation in which (26) is readily
Fq=H0 ðsÞ ¼ QM ð19Þ
þ bn sÞ obtained.
n¼1 ð1

and Case III: 0 , rc , 1

In this case the clutter returns are partially correlated. The
1
FQ ðsÞ ¼ QM ð20Þ poles of the MGF Fq/H0(s) of q under hypothesis H0 are
n¼1 ð1 þ bn sÞN at sn ¼ 21/bn , n ¼ 1, 2, . . . , M. They are all distinct (Lc
is a symmetric Toeplitz matrix) and all lie in the left-hand
3.2 Analysis of the probability of false alarm s-plane. Hence, substituting (19) and (20) into (12) and
assuming that the correlation coefficient rc is known, we
As the probability of false alarm Pfa of the ML-CFAR can write, after some simple mathematical manipulations
detector is a function of the pulse-to-pulse clutter corre- 2 3
lation coefficient rc , we derive expressions of the Pfa for X6Y
M M  1 YM   N
bj b 7
rc ¼ 0, rc ¼ 1 and 0 , rc , 1. Pfa ¼ 6 1 1þT n 7 ð27Þ
4 bi bi 5
i¼1 j¼1 n¼1
j=i
Case I: rc ¼ 0
In this case, the clutter samples are statistically independent, Equation (27) shows that the actual probability of false
that is, bn ¼ 1 8n ¼ 1, 2, . . . , M, (Lc ¼ I), and therefore alarm of the ML-CFAR detector is a function of the
(19) and (20) reduce, respectively, to number of reference cells N, the number of processed
1 pulses M, the threshold multiplier T and the correlation
Fq=H0 ðsÞ ¼ ð21Þ coefficient rc . That is, for every value of the threshold T,
ð1 þ sÞM
there is a unique value of rc, so that the actual probability
and of false alarm is equal to the prescribed probability of
false alarm. Therefore the search for the threshold multi-
1 plier T can be summarised as follows.
FQ ðsÞ ¼ ð22Þ
ð1 þ sÞMN
(i) we assign a desired value for the Pfa and a given value
The poles of the MGF Fq/H0(s) of q under hypothesis H0 are for rc
a simple pole at s ¼ 21 of multiplicity M lying in the left- (ii) we assume a value for T
hand s-plane. Thus, substituting (21) and (22) into (12), we
(iii) (a) if rc ¼ 0 then, we compute the Pfa using (23)
can write
  (b) if rc ¼ 1 then, we compute the Pfa using (26)
1 dM1 1 (c) if 0 , rc , 1 then, we compute the Pfa using (27)
Pfa jrc¼0 ¼  ð23aÞ
ðM  1Þ! dsM1 sð1  TCA sÞMN s¼1 (iv) if the value of the Pfa from step (iii) is equal to the
Equation (23a) can be expressed as [19] desired value of the Pfa stop, otherwise go to step (ii).

M   The above procedure requires the knowledge of rc which,

X MN þ i  2 i1
TCA in general, is not available a priori. The value of rc used in
Pfa jrc¼0 ¼ ð23bÞ
i¼1
MN  1 ð1 þ TCA ÞMN þi1 step (i) is the estimated value of the correlation coefficient
between pulse-to-pulse neighbouring clutter samples [10].
We denoted T as TCA since, in this case, the clutter plus However, it is practically reasonable to assume a known
noise samples are assumed IID. Equation (23b) is the well correlation coefficient rc, as the two-pulse MTI causes the
known expression for the probability of false alarm of the clutter samples for a given range cell to be correlated from
ML detector processing M pulses. pulse-to-pulse and this correlation can be easily determined
[8]. This is the case that we want to confine our attention to.
Case II: rc ¼ 1
In this case, the clutter samples are completely correlated, 3.3 Detection performance of the ML-detector
that is, b1 ¼ M and bn ¼ 0 for n ¼ 2, . . . , M, (Lc is singu-
lar), and therefore (19) and (20) reduce, respectively, to Now that we analysed the effect of the correlation coeffi-
cient rc on the probability of false alarm, we should study
1 the effect of both correlation coefficients rc and rt of the
Fq=H0 ðsÞ ¼ ð24Þ
ð1 þ MsÞ clutter and target returns, respectively, on the detection
48 IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
performance of the ML detector. The determination of the
probability of detection given by (13) requires the knowl-
edge of the MGF Fq/H1(s) of the test statistic q under
hypothesis H1 and the MGF FQ(s) of the background
noise level given by (20).
The MGF of q in the presence of the target can be
expressed as
ð þ1
Fq=H1 ðsÞ ¼ pðq=H1 Þ expðsqÞ dq ð28Þ
1
where p(q/H1) is the pdf of the test cell q under hypothesis
H1 . Note that Fq/H1(s) is the Laplace transform of p(q/H1).
To find an expression for Fq/H1(s), we need to further
expand (8). That is, making use of (9a) and (9b) and
taking into account the assumption on the clutter power,
the test statistic q may be written as
1
 values of rc going from 0 to 1, and for values of the
q¼ jX þ Aj2 þ jY þ Bj2
2 number of processed pulses M ¼ 2, 4 and 8. Fig. 3, shows
Taking into account the independence of all target vectors
and clutter vectors and in-phase and quadrature phase
vectors, we can write the joint pdf p(q/H1) as
pðq=H1 Þ ¼ pðX ; Y ; A; BÞ ¼ pðX Þ pðY Þ pðAÞ pðBÞ
As the in-phase and the quadrature phase samples of the
target signal echoes are also identically distributed, then
p(X) ¼ p(Y).
Finally, substituting (29) and (30) into (28), we obtain the
general MGF expression for any target and clutter pdfs
ð þ1 ð þ1
Fq=H1 ðsÞ ¼ pðX ÞpðAÞ
1 1
 
2 the behaviour of the detector with respect to each parameter
1 T T T

exp  sðX X þ A A þ 2X AÞ dX dA
2 to-clutter ratio (SCR), the target correlation coefficient rt ,
At this stage, we only know the pdfs of the vectors Xk and
Yk which are defined as
X k ¼ ½x1k ; x2k ; . . . ; xMk T k ¼ 1; 2; . . . ; K
from (31) by setting K ¼ 1 and assuming uncorrelated
clutter. That is, for the case of a two degrees of freedom
target embedded in uncorrelated Gaussian noise. That is,
X ¼ X1 , p(X) ¼ p(X1) and Lc ¼ I.
Next, we simulate the probability of detection of the ML
detector.
4 Simulation results
To evaluate the detection performance and the false alarm
properties of the proposed model, we conducted several
computer simulations. All clutter samples and target
samples were generated from the correlation models given
by (16) and (33), respectively. We assume a reference
window size of N ¼ 16 and design Pfa ¼ 1024. First, the
threshold multipliers T are computed using the algorithm
listed in Section 3.2 to achieve the prescribed Pfa for
ð29Þ
a set of curves of T against rc . We observe that, for the pre-
scribed Pfa , all curves increase monotonically with rc to
converge to the same value at rc ¼ 1. Therefore for a
given M, a variety of choices for T are then possible. The
ð30Þ choices of the threshold multipliers that assume the actual
clutter correlation provide a good regulation of the Pfa as
shown in Fig. 4. However, the curves for rc ¼ 1 and
rc ¼ 0 do not assume that the clutter correlation is chan-
ging, and therefore the prescribed Pfa is not achieved. Our
ML-CFAR detector assumes knowledge of the value of rc
and then computes the corresponding T.
The detection performance of the ML-CFAR detector
for a design Pfa , depends upon several important para-
meters. As it would be tedious to exhaustively simulate
taken apart, our attention has been focused on the signal-
the clutter correlation coefficient rc , the number of
ð31Þ
degrees of freedom K and the number of processed pulses
M with an emphasis on the problem of multiple-target situ-
ations. Fig. 5 shows the probability of detection against
SCR for rt ¼ 0, 0.3, 0.5, 0.8 and 1 for rc ¼ 0.5, M ¼ 2
ð32aÞ and K ¼ 1, 2 and 4. We can observe from this figure that

Y k ¼ ½y1k ; y2k ; . . . ; yMk T k ¼ 1; 2; . . . ; K ð32bÞ

We assume that the in-phase and quadrature phase target
samples are spaced sufficiently far apart to assure uncorrela-
tion or independence of the real and imaginary parts of the
complex target signal. Thus, the M
1 target in-phase
vectors X1 , X2 , . . . , Xk and the quadrature phase vectors
Y1 , Y2, . . . , Yk are independent from each other but their
components are correlated from one pulse to another with
the same pdf given by
 
1 1 T 1
pðX k Þ ¼ exp  X k Lt X k
ð2pÞM=2 jLt j1=2 2
k ¼ 1; 2; . . . ; K ð33aÞ
 
1 1
pðY k Þ ¼ M=2 1=2
exp  Y Tk L1
t Yk
ð2pÞ jLt j 2
k ¼ 1; 2; . . . ; K ð33bÞ
As the pdf p(X) is difficult to evaluate and that the cross
product XTA is also difficult to uncouple for any K, the
integral of (31) cannot be evaluated. Hence, the probability
of detection given by (13) cannot be evaluated analytically. Fig. 3 Threshold multiplier against clutter correlation coeffi-
It is clear, that the result in [1, equation (7)] can be obtained cient for N ¼ 16 and Pfa ¼ 1024

IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006 49


Fig. 4 Simulated probability of false alarm against clutter corre-
lation coefficient for N ¼ 16, M ¼ 2 and Pfa ¼ 1024
a target correlation going from rt ¼ 1 to rt ¼ 0 helps the
detection. Also, note that the greater the K, the more insen-
sitive to rt the detection becomes. As illustrated earlier, see
Table 1, the Swerling’s cases are the extreme limits rep-
resented by (rt , rc) ¼ (1, x) which denotes complete corre-
lation of the target and (rt , rc) ¼ (0, x) which denotes
complete decorrelation of the target, (0  x  1). On the
other hand, Fig. 6 shows the effect of the clutter correlation
rc ¼ 0, 0.3, 0.5, 0.8 and 1 for rt ¼ 0.5, M ¼ 2 and K ¼ 1, 2
and 4, on the probability of detection against SCR. Note that
a clutter fluctuation going from rc ¼ 1 to rc ¼ 0 also helps
the detection. However, unlike Fig. 5, an increase in K does
not affect the impact of rc upon the detection.
In all forthcoming experiments, we assume that the sec-
ondary targets present in the range cells are of the same
nature as the primary targets. The interference-to-clutter
ratio is denoted ICR and we assume that ICR ¼ SCR. In
Fig. 5 Simulated probability of detection against SCR for
N ¼ 16, rc ¼ 0.5, M ¼ 2 and Pfa ¼ 1024
50
Fig. 6 Simulated probability of detection against SCR for
N ¼ 16, rt ¼ 0.5, M ¼ 2 and Pfa ¼ 1024
Figs. 7 –11, we examine the effects of rt , rc , K, M and
the number of interferers (NI), respectively, on the detect-
ability of correlated chi-square targets with 2K degrees of
freedom at SCR ¼ ICR ¼ 15 dB, for the same N and the
same Pfa . In Fig. 7, we plot the probability of detection
Pd in terms of rt for rc ¼ 0.5 and M ¼ 2. We remark that
for two interferers, the curves increase abnormally when
the target correlation coefficient increases. Moreover, it
seems that the presence of three interferers privileges the
detection of targets with lower degrees of freedom to the
ones with higher degrees. These undesirable situations indi-
cate that the detector is unable to contain highly correlated
targets issued from only M ¼ 2 pulses in the presence of a
certain number of interferers. This is primarily because of
the nature of the interferers, that is, each of the interfering
targets has the same number of degrees of freedom, the
same pulse-to-pulse covariance matrix as the primary
Fig. 7 Simulated probability of detection against target corre-
lation coefficient at SCR ¼ 15 dB, for N ¼ 16, M ¼ 2, rc ¼ 0.5,
ICR ¼ SCR and Pfa ¼ 1024
IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
Fig. 8 Simulated probability of detection against clutter corre-
lation coefficient at SCR ¼ 15 dB, for N ¼ 16, M ¼ 2, rt ¼ 0.5,
ICR ¼ SCR and Pfa ¼ 1024
target and ICR ¼ SCR. Such a problem can be overcome
just by increasing the number of processed pulses
M. Besides, we may note that as these situations happen
for values of Pd , 0.4, they are of no great interest to the
performance of the ML-CFAR detector.
With the same operating conditions as for Fig. 7, we plot
Fig. 8, where rt is substituted by rc . Here also, an increase
of the number of interferers seems to help the detection of
targets with lower number of degrees of freedom. In other
words, whenever M ¼ 2 pulses, the ML-CFAR detector
becomes vulnerable to cases in which the number of inter-
ferers is over 1. Consequently, here also, one has to increase
the number of pulses so as to avoid situations in which
targets with lower degrees of freedom become more detect-
able than those with higher degrees.
Fig. 9 Simulated probability of detection against number of
degrees of freedom at SCR ¼ 15 dB, for N ¼ 16, rt ¼ rc ¼ 0.5,
ICR ¼ SCR and Pfa ¼ 1024
IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006
Fig. 10 Simulated probability of detection against number of
pulses at SCR ¼ 15 dB, for N ¼ 16, rt ¼ rc ¼ 0.5, ICR ¼ SCR
and Pfa ¼ 1024
The curves shown in Figs. 9 – 11 have been evaluated at
integer values of K, M and NI, respectively, and interpolated
to non-integer values. First, note that when the number of
pulses increases, the undesirable situations occur at higher
numbers of interferers than for the case of M ¼ 2 pulses.
In Fig. 9, we plot the probability of detection Pd in terms
of K for rt ¼ rc ¼ 0.5 and M ¼ 2, 4 and 8. Note that, in
the presence of interferers, two pulses are not appropriate
for a good detection even for primary targets with a large
number of degrees of freedom. Very large values of K cor-
respond to the non-fluctuating limit. In Fig. 10, we plot the
probability of detection Pd in terms of M for rt ¼ rc ¼ 0.5
and K ¼ 1, 2 and 4. Note that in the multiple-target cases,
more pulses are needed to achieve the same desired Pd
than in the no interferers’ case. For instance, when M  4
pulses, the ML-CFAR detector behaves normally in the
Fig. 11 Simulated probability of detection against number of
interferers at SCR ¼ 15 dB, for N ¼ 16, rt ¼ rc ¼ 0.5,
ICR ¼ SCR and Pfa ¼ 1024
51
presence of three interferers, which is not the case
for M , 4. To investigate more interesting operational
cases, we test the robustness of the ML-CFAR detector in
the presence of multiple interfering targets in the range
cells. Fig. 11 shows the probability of detection Pd in
terms of NI for rt ¼ rc ¼ 0.5, K ¼ 1, 2 and 4 and M ¼ 2,
4 and 8. It is clear that the detection performance degrades
seriously when NI increases independently of the number
of processed pulses M. That is, for each M (M ¼ 2, 4
and 8 pulses), the undesirable situations appear whenever
the number of interferers is beyond a certain value
which depends on M. However, when M is sufficiently
large the detection improves significantly for a moderate
NI.
Finally, note that we can add more curves to complete the
simulation study with other cases of partially correlated chi-
square targets with 2K degrees of freedom and more
examples can be added for values of ICR . SCR and
ICR , SCR. However, in order to avoid putting a lot of
curves which may make the study cumbersome, we selected
the ones that are essential to investigate the main features of
the ML-CFAR detector.
5 Summary and conclusions
In this paper, we have considered the problem of ML-CFAR
detection of a pulse-to-pulse partially correlated target
with 2K degrees of freedom in pulse-to-pulse partially
Rayleigh correlated clutter and multiple target situations.
Assuming that the clutter power is much higher than the
noise power, we have derived an exact expression for the
probability of false alarm. Then, we have shown that, in
this case, a closed form of the probability of detection
could not be obtained. To alleviate such a problem,
we have conducted Monte Carlo simulations and have
shown the performance curves for both single-target and
multiple-target situations. These results are useful for a
better understanding of a complete mathematical model of
a CFAR detector. In summary, we have presented a
generalisation of the conventional ML detector for the
case of Gaussian correlated targets for all fluctuation
models in Gaussian correlated clutter.
6 Acknowledgment
The authors are grateful to the reviewers for their construc-
tive comments.
52
7 References
1 Kanter, I.: ‘Exact detection probability for partially correlated
Rayleigh targets’, IEEE Trans. Aerosp. Electron. Syst., 1986, 22,
(2), pp. 184 –196
2 Weiner, M.A.: ‘Detection probability for partially correlated chi-
square targets’, IEEE Trans. Aerosp. Electron. Syst., 1988, 24,
pp. 411 –416
3 Kim, C.J., and Lee, H.S.: ‘Detection analysis of a generalized order
statistics CFAR detector for a correlated Rayleigh target’, Signal
Process., 1995, 47, pp. 227–233
4 Han, D.S.: ‘Detection performance of CFAR detectors based on order
statistics for partially correlated chi-square targets’, IEEE Trans.
Aerosp. Electron. Syst., 2000, 36, (4), pp. 1423–1429
5 Himonas, S.D., and Barkat, M.: ‘On CFAR detection of correlated
radar signals’. Proc. 28th Conf. Detection Control, Tampa, Florida,
December 1989, pp. 1773– 1778
6 Himonas, S.D., and Barkat, M.: ‘A distributed CFAR processor with
data fusion for correlated targets in nonhomogeneous clutter’. Proc.
Int. Radar Conf., 1990, pp. 501 –506
7 Himonas, S.D., and Barkat, M.: ‘Adaptive CFAR detection in partially
correlated clutter’, IEE Proc. F, Radar Signal Process., 1990, 137, (5),
pp. 387 –394
8 Al Hussaini, E.K., and El Mashade, M.B.: ‘Performance of cell-
averaging and order-statistic CFAR detectors processing correlated
sweeps for multiple interfering targets’, Signal Process., 1996, 49,
pp. 111 –118
9 El Mashade, M.B.: ‘Detection analysis of CA family of adaptive
radar schemes processing M-correlated sweeps in homogeneous and
multiple-target environments’, Signal Process., 2000, 80, pp. 787 –801
10 Farina, A., and Russo, A.: ‘Radar detection of correlated targets
in clutter’, IEEE Trans. Aerosp. Electron. Syst., 1986, 22, (5),
pp. 513 –532
11 Barnard, T.J., and Weiner, D.D.: ‘Non-Gaussian clutter modeling with
generalized spherically invariant random vectors’, IEEE Trans. Signal
Process., 1996, 44, (10), pp. 2384–2390
12 Conte, E., and Longo, M.: ‘Characterisation of radar clutter as a
spherically invariant random process’, IEE Proc. F, Commun.
Radar Signal Process., 1987, 134, (2), pp. 191–197
13 Farina, A., Gini, F., Greco, M., and Verrazzani, L.: ‘High resolution
sea clutter data: a statistical analysis of recorded live data’, IEE
Proc., Radar Sonar Navig., 1997, 144, (3), pp. 121 –130
14 Jakeman, E., and Pusey, P.N.: ‘A model for non-Rayleigh sea echo’,
IEEE Trans. Antennas Propag., 1976, 24, pp. 806–814
15 Nohara, T., and Haykin, S.: ‘Canadian east coast radar trials and the
K-distribution’, IEE Proc. F, Radar Signal Process., 1991, 138, (2),
pp. 80– 88
16 Ward, K.D., Baker, C.J., and Watts, S.: ‘Maritime surveillance radar.
Part I: Radar scattering from ocean surface’, IEE Proc. F, Radar
Signal Process., 1990, 137, (2), pp. 51–62
17 Edrington, T.S.: ‘The amplitude statistics of aircraft radar echoes’,
IEEE Trans. Mil. Electron., 1965, 9, pp. 10–16
18 Ritcey, J.A.: ‘Calculating radar detection probabilities by contour
integration’. PhD dissertation, Department of Electrical Engineering,
University of California, San Diego, 1985
19 Hou Xiu-Ying, et al.: ‘Direct evaluation of radar detection
probabilities’, IEEE Trans. Aerosp. Electron. Syst., 1987, 23, (4),
pp. 418 –423
20 Barkat, M.: ‘Signal detection and estimation’ (Artech House, Boston,
MA, 2005, 2nd edn.)
IEE Proc.-Radar Sonar Navig., Vol. 153, No. 1, February 2006