Distribution-Free Stochastic Analysis and Robust Multilevel Vector Field Anomaly Detection

ArXi:2207.06229v3 Announce Type: replace-cross Massive vector field datasets are common in multi-spectral optical and radar sensors, among many other emerging areas of application. We develop a novel stochastic functional (data) analysis approach for detecting anomalies based on the covariance structure of nominal stochastic behavior across a domain. An optimal vector field Karhunen-Loeve expansion is applied to such random field data. A series of multilevel orthogonal functional subspaces is constructed from the geometry of the domain, adapted from the KL expansion.