RMT for whitening space correlation and applications to radar detection by Romain Couillet, Maria Greco, Jean-Philippe Ovarlez, Frédéric Pascal.
Adaptive radar detection and estimation schemes are often based on the independence of secondary data used for building estimators detectors. This paper relaxes this constraint deals with non-trivial problem deriving joint spatial temporal correlated measurements. Latest results from Random Matrix theory, large dimensional regime, allows to build a Toeplitz estimate covariance matrix while is then estimated in conventional way (Sample Covariance Matrix, M-estimates). These two estimates matrices leads Radar Detectors, like Normalized Matched Filter (ANMF). We show that taking care may lead significant performance improvements compared classical procedures.
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