A Nonparametric Page Test Applied to Active Sonar Detection

Douglas A. Abraham
SACLANT Undersea Research Centre APO AE 09613 Phone: 39- 187-540-272 email: abraham @saclantc.nato.int
Abstract - A nonparametric Page test (NF'T) is proposed for active sonar detection in shallow water when the received reverberation and background noise is not expected to produce the traditional Rayleigh distributed matched filter amplitude. When the reverberation and background noise is heavy-tailed, the false alarm performance of a detector designed under the Rayleigh assumption will degrade. The NT has constant false alarm performance irrespective of the statistical distribution of the reverberation and background noise assuming adequate normalization produces a stationary sequence. Greater control of the false alarm performance is obtained at the expense of a reduction in detection performance. The standard Wald and Siegmund based approximations for the Page test performance measures are derived; the average time between false alarms and the average delay before detection. The quality of these approximations is examined through comparison with simulation results where it is seen that the Siegmund based approximations are adequate for detector implementation and performance prediction. The detection algorithm is applied to reverberation data where it is seen to perform favorably against the thresholded matched filter and exhibits an expected loss in detection performance compared to the standard Page test.

level, (ii) high resolution beamforming where the data covariance matrix is estimated, or (iii) non-Gaussian reverberation or noise components due to environmental conditions. Detectors designed under a Rayleigh noise distribution assumption will have degraded false alarm performance when the actual noise data has a heavier tail probability, as will occur in the above situations. A nonparametric detector provides an alternative approach, resulting in a trade-off between a reduction in detection performance for constant false alarm performance irrespective of the noise background statistical characterization. In this paper, a nonparametric Page test (NFT) with a very simple update (based on the sign of the difference of two random variables) is introduced. A more complicated test may provide improved performance at the expense of a numerically intensive update. However, real-time processing of multiple beams predicates a simple update. The algorithm is described in section 11. Approximations to the average delay before detection ( D )and the average time between false alarms ( T )are determined in section I11 and compared with simulation results in section IV. The algorithm is applied to real reverberation data with a simulated target in section V.
11. ALGORITHM DESCRIPTION

I. INTRODUCTION There are several situations in sonar signal processing requiring the detection of signals with unknown starting time, duration, and statistical characterization embedded in noise with unknown statistical characterization. With the advent of automated detection systems feeding localizers and classifiers, it becomes more important to accurately predict and control the false alarm performance of such detectors to avoid overloading subsequent signal processing. In active sonar detection, particularly in shallow water, the starting time and duration of signal echoes are unknown without accurate knowledge of the local ocean environment and a priori information on the target location and reflection properties. The statistical character of the noise and signal may differ from the traditional Rayleigh or Rician assumptions due to (i) normalization of the matched filter output to remove the time-varying reverberation power

Let the observed data be distributed according to

x i

{ F(z)
G(z)

for for

< n, and i > ne

n,

5 i 5 ne

(1)

for i = 1,2, . . . where n, and ne are the starting and stopping times of the signal and F (z) and G (z) are, respectively, the cumulative distribution functions (CDFs) of the data when signal is absent (hypothesis Ho) and present (hypothesis HI). Further assume that the data are independent from sample to sample. It is implicitly assumed that the data are identically distributed while in HO or H I , although this restriction may be removed for HI. The signal-absent state may be represented by setting G (z) = F (z) or by letting n, 4 CO. The Page test was originally designed for the detection of a change in the statistics of a sequence of random variables (i.e.,

0-7803-3519-8196 $5.00 0 1996 IEEE

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ne -+ CO). However, it has been successfully applied to the detection of finite-duration signals [l]. The finite-duration signal detection problem assumes that the starting time and duration of the signal, or equivalently nsand ne, are unknown and once a signal is detected need to be estimated. Often the distribution of the data may be parameterized; for instance, in radar or sonar the magnitude of the normalized matched filter output is typically assumed to be Rayleigh distributed under HO and Rician distributed under H I . However, the detect.ion problem of interest in this paper assumes that the CDFs under HO and H I ( F (z) and G (z))are unknown except that they are members of the class C of stochastically larger alternative distributions. The pair { F (z) G (z)} E C if G (x)5 F (z) V z f R with the strict inequality holding for some measurable set P c R where R is the real line. C is a very general class of distributions for null and alternative hypotheses including right shift alternatives, increasing scale alternatives, and the aforementioned Rayleigh-Rician pair. As described by Sen and Zacks [2], a wide variety of complicated algorithms for nonparametric sequential hypothesis testing and nonparametric change-point detection exist, although the detection of finite-duration signals is not discussed. Detection of active sonar signals on multiple beams for multiple pings predicates an algorithm with low computational complexity. As noted by Randles and Wolfe [3], the simplest nonparametric tests are formed from counting statistics; that is, statistics formed from the number of times an event occurs. When auxiliary data (i.e., data assumed to be distributed under Ho)exists in fixed sample size testing, the sign test is often employed. The sign test compares the number of times the data to be tested is greater than the auxiliary data to a threshold. Exploiting the structure of the Page test to partition auxiliary data (c.f. [4]), this concept may be applied to the nonparametric detection of a change or a finite-duration signal. The algorithm is as follows:
(1) Set W = 0, n = no, n, = no - 1, and A, = no

Here, W is the Page test statistic, n is a time sample index, no is the size of an initial buffer of auxiliary data (the signal is assumed to start sometime after no), n, is the index into the is auxiliary data, tiLs an estimate of the starting time of the signal [5],U (z) is the unit step function, b is a false alarm inhibiting bias, and h is the detector threshold. As described in [4], it may be prudent to obtain the auxiliary data from times prior to the most recent reset of the Page test statistic to zero. The above algorithm may be easily modified to account for this by entering the reset times into a FWO queue or by starting the auxiliary data a fixed amount of time prior to the most recent reset to zero. Ideally, the log-likelihood ratio (LLR) of the data is used to update the Page test. However, the LLR may not be formed without explicit knowledge of the distribution of the data under Ho and H I . The NPT described in the previous section subverts this requirement by forming a statistic that only depends on the distribution of the data indirectly. The test forms a sequence of Bernoulli random variables from the observed data that are then submitted to the Page test. Thus, the Bernoulli random variables should first be transformed by their LLR. If X, G (z) and Xn0 F (z),then V, = U ( X , - X n e ) is Bernoulli with parameter
N
N

= Pr{X, > X n , } .

(2)

If G ( z ) = F ( z ) (i.e., no signal present), p = 0.5. If { F (z) G (z)}E C, then p > 0.5 and the LLR of V is ,
g(v) =log

(-) P
1-P

- log b-1- 1) . log(2 -2,]

(3)

The Page test may equivalently update the data directly (i.e., with bias remove the scale, log

(&))

b=

log (2 - 211) log (6-1 1) -

(4)

(2) S e t W = m a x { O , W + U ( X ,
(3) If W = 0 then

-Xna)-b}

where p is chosen as a design parameter. Thus, the test is implemented with only indirect information about the difference between the null and alternative hypotheses; the assumed value
I

P.
Setn,=nandA, else Set n, = n, - 1
(4) If W

=n

Of fundamental importance is the independence of the false alarm performance on the distribution of the data under Ho. Once 5 and the threshold h are chosen, the false alarm performance is the same for any F (z).
111. THEORETICAL ANALYSIS

> h then

Signal is detected, starting time estimate is A, else Set TI

=n

+ 1 and go to ( 2 )

In this section, the Wald and Siegmund based approximations to the Page test performance measures are derived. They will be compared with simulation results in the following section. These approximations are derived under the assumption of independence from sample to sample of the data submitted to the Page test. Unfortunately, utilization of previous data

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as auxiliary data introduces dependence into the sequence of Bernoulli random variables submitted to the Page test. However, as will be seen, the Siegmund approximation is adequate for choosing the threshold and for prediction of detection performance.
A. Wald Approximations

and Y has the signal-absent PDF f (9)and X and Y are independent, then
p
= = =

Pr{X>Y}

The Wald based approximations have the form

Sm /m
X=-K

x=-m

IX

y=-m

g(Z)f(Y)dYdx

g(x)F(x)dx

(11)

T=
and

+ t0.5h - eto.sh
t0.5

(0.5 - b)

(5)

where F (y) is the CDF of Y . When the data under HO are Gaussian with zero mean and N (0, a)) and the data under H I shift to variance a2 (Y mean p ( X N (p, a)),

p =

Sm
X=-m

q5 (x -

f) @ ( x ) d x

where p is as described in eq. (2) and t, is the non-zero argument of the moment generating function (MGF) of V, - b causing the MGF to be equal to one. The MGF unity root is most easily determined by applying the Newton-Raphson root finding iteration to the cumulant generating function (natural logarithm of the MGF),

where q (x)and @ (x)are, respectively, the standard normal 5 PDF and CDF. When the data under Ho are exponentially distributed with mean A0 and the data under H I are exponentially distributed with mean A0 + XI,
x A o f X 1 -- + $ - 1 P= 2AO+X1 2++5

4 (t) = log (1 - p +pet) - bt,

starting at the value

(7)

ti = 2 log

[ I.
7r

B. Siegmund Approximations

The Siegmund based approximations have the same form as the Wald based ones with the threshold h replaced by
2 h,=h--aH

When the data under HOare centrally chi-squared distributed X,) the data under H I are non-centrally chi-squared and (S)), distributed ( X X,

(Y

Pr{X > Y }

(8)
=

where c = d m is the standard deviation of a Bernoulli&) random variable,

Pr{Z> l},

and

where 2 is non-centrally F distributed (2 F,,, (). 6) The relationship between p and the signal-to-noise ratio for 6 each of the above signal types (respectively, $, and 2 ) is found in fig. 1.

(14)

2,

IV. SIMULATION ANALYSIS

T was estimated as a function of the detector threshold for several design values of fi from 5000 trials. The results are shown in fig. 2 where the Siegmund approximations are seen to is the characteristic function of the normalized Bernoulli@) be adequate except forp = 0.55 at low thresholds and the Wald random variable. The variable H i s determined through numer- approximations are seen to be marginally adequate for higher ical integration. Whenp = 0.5, H N -1.58. thresholds and lower values of p . As the proposed algorithm utilizes data from previous times C. Common Signal ppes as auxiliary data, there is a non-zero probability that a signal In order to evaluate the performance of the proposed algo- will not be detected before all the auxiliary data contains sigrithm in an application, the value of p must be related to the nal. As this occurs more frequently with weak and long sigstatistical characterization of the data under HOand H I . If X nals, it is not a severe limitation in the active sonar application has the signal-present probability density function (PDF) g (x) where shorter and stronger signals are expected. This loss in

910

0.65

0.75v+
duration signal. Note that no detections occur prior to sample number 17 which is the minimum number of updates that allow a threshold crossing (i.e., 17 (1 - b ) > h > 16 (1 - b)). V. REALDATAANALYSIS
0 0.0 / ,95

081 ..

,. "

0.7

in mean signal Gaussim.shift

Noncenkal chi-aquared signal

,>/'

Exponential signal

"I'

0.6 0.55

"0'

t**...-

' ,L;, A .: :,',

I

*,+.asr *. ,a +-

Figure 1: Value of p for various signal types. detection performance is directly tied to how the auxiliary data are chosen. Increasing the size of the FIFO queue of the reset times or the size of the buffer zone prior to the most recent reset improves the detection performance at the expense of limiting the ability of the algorithm to account for local non-stationarity. However, it should be noted that were an unlimited amount of auxiliary data available from another source the probability of detection would be unity. The Siegmund and Wald approximations to D and that estimated from 5000 simulation trials are found in fig. 3. It is seen that the Siegmund approximation is accurate when the signal is strong enough to have a high detection probability (i.e., P > 0.75 or y > 0.7) as indicated by the probability of ded tection curve also found on fig. 3. The threshold for the simulation was chosen so that the Siegmund approximation to T was lo4 with a design value of$ = 0.75 and employed a FIFO queue of length 10. The Siegmund approximation to D for the standard Page test (SPT) assuming a Rayleigh-Rician pair is also shown in fig. 3. The threshold was set so that T = lo4 with a locally optimal nonlinearity and an asymptotically optimal bias [6] chosen to maximize the asymptotic performance for a design SNR yielding 6 = 0.75. The loss in detection performance of the NPT is evident. The probability of detection as a function of p is shown for several sizes of a FIFO queue for the reset times in fig. 4. In these simulations the threshold was chosen so that the Siegmund approximation to T was lo4 with $ = 0.75. It is seen that increasing the queue size is crucial for adequate detection of weaker signals and less of a concern for stronger signals, though a queue is still required. To investigate the detection performance for shorter duration signals, the CDF of the stopping time given a detection has occurred is estimated from 5000 trials and shown in fig. 5. As noted in [7], the CDF of the stopping time of the Page test provides a lower bound for the probability of detecting a finite

Forty pings of reverberation data obtained from a shallow water experiment, each 5000 samples long, are used to evaluate the performance of the proposed algorithm on real data. The data is known to contain non-Rayleigh reverberation. The complex matched filter data is first normalized using an ordered statistic normalizer that retains the middle 80%of the combined data from leading and lagging windows each 50 samples long. The complex data is retained to allow insertion of a synthetic signal. The SPT with a Rayleigh distributed amplitude assumption and locally optimal nonlinearity for a Rician signal, the proposed NPT, and the thresholded matched filter (TMF) are used to detect a synthetic signal. Thresholds are chosen so that T = lo6 for the Page tests and so that the probability of a false alarm while testing a single data sample is lop6 for the TMF with Rayleigh distributed amplitude. A synthetic signal 50 samples long is injected into each ping at time sample 2500. The signal has constant value over its duration with level chosen so that the SNR per sample is 5 dB. The detection results for all the pings are shown in fig. 6 where it is seen that the SPT detects many signals on all pings; some of which are legitimate signal like reflectors, some are simply non-Rayleigh distributed bottom reverberation. Both the NPT and the Th4F have many fewer such detections; each only had 2 detections not associated with the injected synthetic signal. The number of pings detected as a function of the SNR of the injected signal is found in fig. 7 where it is seen that the SPT has the best performance and the most susceptibility to departures from it's assumed null distribution. The N I T performs better than the TMF; however, the amount of improvement will change with the duration o f the signal. Of the three detectors, only the NPT has predictable false alarm performance in reverberation conditions like those observed in this data set. VI. CONCLUSIONS

A nonparametric detector has been proposed for use in active sonar when the received reverberation and background noise is not expected to produce the traditional Rayleigh distributed matched filter amplitude. Approximations to the performance measures were derived and shown to be adequate for choosing a threshold to implement the test and to predict performance. The loss in detection performance unique to the proposed detector was investigated through simulation analysis and seen to be controllable for weak signals by separating the auxiliary data used to define signal absence. The algorithm was applied to reverberation data where it performed favorably compared to the TMF and exhibited a loss in detection performance compared to the SPT. It was also observed that the proposed N I T will have diffi-

91 1

culty detecting extremely short duration signals when a strict false alarm criterion is required. This is due to the minimum number of updates required before a threshold crossing is feasible. Thus, it may be desirable to modify the algorithm to adequately account for strong and extremely short duration signals. REFERENCES
[ 11 D. A, Abraham, Active signal detection in shallow water

9
8

7 7 3

.6

P e

.5 .4

2 0,

f
4
9

using the Page test, Tech. Rpt. SR-252, SACLANT Undersea Research Centre, June 1996.
[2] B. K. Ghosh and P. K. Sen, Eds., Handbook of Sequential Analysis, Marcel Dekker, 1991.
P

.3
2

[3] R. H. Randles and D. A. Wolfe, Introduction to The Theory of Nonparametric Statistics, Krieger, 1991.

Figure 3: Simulation, Wald, and Siegmund approximations to D for

NPT, Siegmund approximation to D for SPT, and estimated probability of detection for NPT.

[4] D. A. Abraham, A Page Test With Nuisance Parameter Estimation, IEEE Trans. on Info. meory, accpt. for pub. May 1996.
[5] D. A. Abraham, Analysis of a Signal Starting Time Estimator Based on the Page Test Statistic, ZEEE Trans. on Aero. and Elect. Sys., accpt. for pub. June 1996.
[6] D. A. Abraham, Asymptotically Optimal Bias for a General Non-linearity in Pages Test, IEEE Trans. on Aero. and Elect. Sys., 32:360-367, Jan. 1996.

[7] C. Han, P. K. Willett, and D. A. Abraham, Some Bounds and Approximations to the Probability of Detection of a Transient Signal, Tech. Rpt. TR-94-4, University of Connecticut, Oct. 1994.
P

Figure 4:Probability of detection for several queue sizes versus p .

Threshold

Signal Duration (number of samples)

Figure 2: Wald (dashed line) and Siegmund (solid line) approximations and simulated (+ marks) T.

Figure 5: Estimated CDF of stopping time (lower bound on probability of detecting finite duration signal) for a queue size of 10.

912

35
J

"
I

; '
I

h n Fh
An

..
I

30

&

25 20

z
cn

II
C

15

10

0' 0

'

I t

500

1000

1500

2000

2500

3000

3500

4000

4500

5000

Sample Number

Figure 6: Detection results for 5 dB signal at time sample 2500 for SPT (solid), NPT ('o'), and TMF ('+');.
t

Standard Page Test

SNR (dB)

Figure 7: Number of pings with signal detection as a function of SNR.

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