In Electronic Support, a receiver must monitor a wide frequency spectrum in which threatening emitters operate. A common approach is to use sensors with high sensitivity but a narrow band-width. To maintain surveillance over the whole spectrum, the sensor has to sweep between frequency bands but requires a scanning strategy. Search strategies are usually designed prior to the mission using an approximate knowledge of illumination patterns. This often results in open-loop policies that cannot take advantage of previous observations. As pointed out in past researches, these strategies lack of robustness to the prior. We propose a new closed loop search strategy that learns a stochastic model of each radar using predic-tive state representations. The learning algorithm benefits from the recent advances in spectral learning and rank minimization using nuclear norm penalization.