Nonlinear real-life signal detection with a supervised principal components analysis

A novel strategy named supervised principal components analysis for the detection of a target signal of interest embedded in an unknown noisy environment has been investigated. There are two channels in our detection scheme. Each channel consists of a nonlinear phase-space reconstructor (for embedding a data matrix using the received time series) and a principal components analyzer (for feature extraction), respectively. The output error time series, which results from the difference of both eigenvectors of the correlation data matrices from these two channels, is then analyzed using time-frequency tools, for example, frequency spectrum or Wigner-Ville distribution. Experimental results based on real-life electromagnetic data are presented to demonstrate the detection performance of our algorithm. It is found that weak signals hidden beneath the noise floor can be detected. Furthermore, the robustness of the detection performance clearly illustrated that signal frequencies can be extracted when the signal power is not too low.