Slides Array Eng

Introduction to Array Processing
Olivier Besson
O. Besson (U. Toulouse-ISAE) Introduction to array processing 1 / 114
Outline
1
Introduction
2
Signal model
3
Beamforming
4
Source localization
Introduction Arrays of sensors
A toy example
y
2
(t) As(t t
0
t)
y
1
(t) As(t t
0
)
s(t)
t depends on the direction of arrival of s(t) and on the relative
(known) positions of the antennas:
if is known, one can obtain s(t): spatial ltering (beamforming)
if one can estimate t from y
1
(t) and y
2
(t), then follows: source
localization.
A toy example
For narrowband signals, a delay amounts to a phase shift. Hence
y
1
(t) = As(t) +n
1
(t)
y
2
(t) = As(t)e
i
+n
2
(t)
Let us estimate s(t) using a linear lter:
s(t) = w
1
y
1
(t)+w
2
y
2
(t) = As(t)
_
w
1
+w
2
e
i
_
+(w
1
n
1
(t) +w
2
n
2
(t))
The output signal to noise ratio (SNR) is given
SNR =
|w
1
+w
2
e
i
|
2
|w
1
|
2
+|w
2
|
2
|A|
2
P
s
P
n
and is maximal for w
2
= w
1
e
i
, so that s(t) y
1
(t) +y
2
(t)e
-i
.
Array of sensors
Potentialities
Array of sensors oer an additional dimension (space) which enables one,
possibly in conjunction with temporal or frequency ltering, to perform
spatial ltering of signals:
1
source separation
2
direction nding
Fields of application
1
radar, sonar (detection, target localization, anti-jamming)
2
communications (system capacity improvement, enhanced signals
reception, spatial focusing of transmissions, interference mitigation)
Introduction Satellite communications
Satellite communications
Multi-beam coverage.
Available bandwidth distributed over space.
Improved interference mitigation.
Multi-beam coverage
Example of area coverage through multiple beams
0.02 0 0.02 0.04 0.06 0.08 0.1
0.02
0.01
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
u

v
Individual antenna beampatterm and beam footprint
Footprint of the spot
1
2 3
4
5
6
7
Isolevel antenna gain
Fixed beams, xed bandwidth allocation
Spot 1
Spot 2
3 c h a n n e l s / s p o t
Fr e q u e n c y
Spot 1
Spot 2
3 c h a n n e l s / s p o t
Fr e q u e n c y
3 xed channels per sub-band pb: heterogeneous users distribution
Fixed beams, variable bandwidth allocation
Spot 1
Spot 2
V a r i a b l e
allocation
per spot
Fr e q u e n c y
Spot 1
Maxi mum gai n
at spot center
G a i n l o s s
about 3-4dB
o n s p o t e d g e s
U1 U2
heterogeneous users distribution pb: gain dierences between users

One beam per user
Spot 1
Spot 2
Maxi mum gai n
for al l users
Fr e q u e n c y
User of interest
( U O I )
C o - u s e r
( I nt er f er ence)
S a me c h a n n e l
r e - u s e d
I nt er f er ence due t o
co-user in sidelobe
Fr e q u e n c y
Fr e q u e n c y
T i m e
U3, U5, U8
U1, U4, U7
U2 , U6
U8
U2
U3
U3
U4
U5
U7
U6
U1
SDMA (space-division multiple access)
J a mme r I nt er f er ence UOI
Fr e q u e n c y
F 1 F 3 F 2
Introduction Radar detection
Radar detection
A fundamental task of any radar system is to detect a target in the
presence of noise, clutter and interference.
Consider an airborne radar aimed at detecting a ground moving
target:
Principle
The radar antenna sends a series of pulses and collects the various
back-scattered signals (clutter, noise and possibly target).
Within each pulse, the received signal is decomposed in short-time
intervals which correspond to scatterers located at a certain distance
from the radar (range cells).
Cell under test
Adjacent cells
T
R
Time
Received data
When an array of sensors is used at receiver, the received data is
organized in a so-called datacube:
R
a
n
g
e
A
r
r
a
y

e
l
e
m
e
n
t
s
Pulses
samples
at range cell under test
(
f
a
s
t

t
i
m
e
)
(slow time)
s
p
a
c
e
x
1
1
M
M
N
N
Target space-time signature
If a target (with given direction of arrival and velocity) is present, the
transmitted waveform will undergo
a phase shift from pulse to pulse (Doppler eect);
a phase shift from antenna to antenna (propagation).

1
2
N
Space
Time
T
R
2T
R
MT
R
DOA shift
s = 2
d sin
Doppler shift
D
= 2
vT
R
The main goal is to decide for the presence/absence of a signal with

known signature s(m, n) = e
i2(nf
s
+mf
d
)
among noise and clutter.
Clutter space-time signature
For side-looking airborne radars, the spatial and Doppler frequencies of the
clutter are proportional:
Spatial frequency

D
o
p
p
l
e
r

f
r
e
q
u
e
n
c
y
Clutter spacetime signature
0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4
0.5
0.4
0.3
0.2
0.1
0
0.1
0.2
0.3
0.4
Detection viewed as ltering
z = s +n
primary data
w
s
= f (s, z, Z)
secondary data
Z =
_
z
1
z
K
w
H
s
z
|.|
2
target
noise
Adaptive detection of a target in the presence of noise with unknown statistics.

Optimal space-time lter response
Spatial frequency

D
o
p
p
l
e
r

f
r
e
q
u
e
n
c
y
Matched filter
0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4
0.5
0.4
0.3
0.2
0.1
0
0.1
0.2
0.3
0.4
Output of the detector
Spatial frequency

D
o
p
p
l
e
r

f
r
e
q
u
e
n
c
y
Output of the detector
0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4
0.5
0.4
0.3
0.2
0.1
0
0.1
0.2
0.3
0.4
Signal model Principle
Arrays and waveforms
y
z
x

k
The array performs spatial sampling of a wavefront impinging from

direction(, ).
Assumptions: homogeneous propagation medium, source in the
far-eld of the array plane wavefront.
Signal model Multi-channel receiver
Multi-channel receiver
HF
lter
thermal
noise

ADC

ADC
sin(
c
t)
cos(
c
t)
Im[ y
n
(t)]
Re [ y
n
(t)]
Lowpass lter
Lowpass lter
Im[y
n
(t)]
Re [y
n
(t)]
snapshot
y(kT
s
)
Signal model Signals
Signals (in the frequency domain)
X()
S()
H()

H()
c

c
Signal model Signals received on the array
Modeling
Source signal (narrowband)
x(t) = 2Re
_
s(t)e
i
c
t
_
Re
_
(t)e
i(t)
e
i
c
t
_
= (t) cos [
c
t +(t)]
(t) and (t) stand for amplitude and phase of s(t), and have slow
time-variations relative to f
c
.
Channel response
Receive channel number n has impulse response

h
n
(t).
Model of received signals
Signal received on n-th antenna
y
n
(t) =
h
n
(t) x(t
n
) + n
n
(t)
where
n
is the propagation delay to n-th sensor.
In frequency domain :
Y
n
() =

H
n
()

X()e
i
n
+

N
n
()
After demodulation ( +
c
) and lowpass ltering:
Y
n
() =

H
n
( +
c
)S()e
i(+
c
)
n
+

N
n
( +
c
)

H
n
(
c
)S()e
i
c
n
+

N
n
( +
c
)
Taking the inverse Fourier transform
F
1
_
Y
n
() =

H
n
(
c
)S()e
i
c
n
+

N
n
( +
c
)
_
y
n
(t)

H
n
(
c
)s(t)e
i
c
n
+n
n
(t)
The signal is then sampled (temporally) to obtain the so-called
snapshot y(k) =
_
y
1
(kT
s
) y
2
(kT
s
) y
N
(kT
s
)
T
.
Narrowband assumption: The propagation time across the arrays is
negligible compared to the inverse of the bandwidth:
D
c

1
B

L
c

1
B
L B f
c
Under this assumption, propagation delay phase shift:
s(t
n
) s(t) e
i
c
n
.
Snapshot
_
_
y
1
(kT
s
)
y
2
(kT
s
)
.
.
.
y
N
(kT
s
)
_
_
=
_
H
1
(
c
)e
i
c
H
2
(
c
)e
2
.
.
.
H
N
(
c
)e
i
c
N
_
_
s(kT
s
) +
_
_
n
1
(kT
s
)
n
2
(kT
s
)
.
.
.
n
N
(kT
s
)
_
_
y(k)
N|1
= a
N|1
s(k) +n(k)
a is the steering vector.
n
depends on the array geometry and the direction of arrival of the
source.
H
n
(
c
) is the frequency response of n-th channel at
c
.
Steering vector
y
z
x

k
n
=
1
c
[x
n
cos cos +y
n
cos sin +z
n
sin ]
a
n
(, ) = e
i
2
[x
n
cos cos +y
n
cos sin+z
n
sin ]
Uniform linear array (ULA)
Steering vector
1 2 3 N
d sin
d
a() =
_
1 e
i2f
s
e
i2(N1)f
s
T
; f
s
= f
c
d sin
c
=
d
sin
Shannon spatial sampling theorem
|f
s
| 0.5 d

2
Signals and covariance matrix
Signals
In the case of P sources
y(k) =
P
p=1
a(
p
)s
p
(k) +n(k) =
N|P
A()s(k)
P|1
+n(k)
Covariance matrix
The covariance matrix is dened as
R = E
_
y(k)y
H
(k)
_
R(n, ) = E {y
n
(k)y
(k)} measures the spatial correlation between sensors

n and . For instance, in case of a ULA and a direction of arrival equal to
0
: R(n, ) = exp
_
i2
d
(n ) sin
0
_
.
Model limitations
y(k) = a()s(k) +n(k) is an idealized model of the signals received on
the array. It does not account for:
a possibly non homogeneous propagation medium which results in
coherence loss and wavefront distortions. This leads to amplitude and
phase variations along the array, i.e.
y
n
(k) = g
n
(k)e
i
n
(k)
a
n
()s(k) +n
n
(k).
uncalibrated arrays, i.e., dierent amplitude and phase responses for
each channel.
wideband signals for which a time delay does not amount to a simple
phase shift. In the frequency domain, one has
y(f) = a
f
()s(f) +n(f) with
a
f
() =
_
1 e
i2f()
e
i2f(N1)()
T
.
possibly colored reception noise, i.e. E
_
n(k)n
H
(k)
_
= C =
2
I.
Beamforming Principle
Spatial ltering
Principle: use a weighted combination of the sensors outputs in order to
point towards a looked direction.
y
1
(k)
1
y
2
(k)
2
y
N
(k)
y
F
(k) =
N
n=1
w
n
y
n
(k) as(k)
s(t) i(t)
Beamforming Array beampattern
ULA beampattern
Obtained as a simple sum of the sensors outputs:
g() = 1
H
a()
=
N1
n=0
e
i2n
d
sin
= e
i(N1)
d
sin
sin
_
N
d
sin
sin
_
sin
G() = |g()|
2
=
sin
_
N
d
sin
sin
_
sin
2
ULA beampattern
80 60 40 20 0 20 40 60 80
50
40
30
20
10
0
10
20
30
Beampattern of the uniform linear array

d
B
Angle of arrival

N=6, d=0.5
N=6, d=2
N=12, d=0.5
3dB

0.9
N d
Windowing
80 60 40 20 0 20 40 60 80
70
60
50
40
30
20
10
0
10
ULA beampattern with windowing

d
B
Angle of arrival

Rect
Cheb 30dB
Cheb 50dB
Beamforming Spatial ltering
Principle
We aim at pointing towards a given direction in order to enhance
reception of the signals impinging from this direction, and possibly
mitigate interference located at other directions.
Each sensor output is weighted by w
n
before summation:
y
F
(k) = w
H
y(k) =
_
w
1
w
2
w
y(k) =
N
n=1
w
n
y
n
(k)
Assume we look for direction
0
. Then, a simple way is to use
w = a(
0
)
Principle
Source at
0
y
F
(k) = w
H
y(k) = a
H
(
0
)a(
0
)s(k)
=
N1
n=0
e
i2
d
nsin
0
e
+i2
d
nsin
0
s(k)
=
N1
n=0
s(k) = Ns(k)
so that the gain towards
0
is maximal and equal to N. The beamfomer
w = a(
0
)/(a
H
(
0
)a(
0
)) is referred to as the conventional beamformer.
Principle
Basically, one compensates for the phase shift induced by propagation
from direction
0
and then sum coherently.
Array beampattern with beamforming
80 60 40 20 0 20 40 60 80
60
50
40
30
20
10
0
10
Conventional beamformer

d
B
Angle of arrival

0
=0
0
=30
0
=45
Beamforming SNR improvement
SNR improvement
Before beamforming
y(k) = a
0
s(k) +n(k); SNR
elem

E
_
|s(k)|
2
_
E {|n
n
(k)|
2
}
=
P
2
.
After beamforming
y
F
(k) = w
H
y(k) = w
H
a
0
s(k) +w
H
n(k)
SNR
array
=
|w
H
a
0
|
2
w
2
SNR
elem
a
0
2
SNR
elem
= N SNR
elem
with equality if w a
0
White noise array gain
For any w such that w
H
a
0
= 1, the white noise array gain is
A
w
= w
2
.
Beamforming SNR improvement
SNR improvement
0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5
70
60
50
40
30
20
10
0
10
Signals before and after beamforming
Frequency

before CBF
after CBF
Beamforming Adaptive beamforming
Conventional beamforming versus adaptive beamforming
The conventional beamformer is optimal in white noise: it amounts to
minimize w
H
w (the output power in white noise) under the
constraint w
H
a(
0
) = 1. Any other direction is deemed to be
equivalent it does not take into account other signals present in
some directions.
Adaptive beamforming takes into account these other signals. It
consists in minimizing the output power E
_
w
H
y(k)
2
_
while
maintaining a unit gain towards looked direction tends to place
nulls towards interfering signals.
Minimum Power Distortionless Response (MPDR)
Principle
min
w
E
_
w
H
y(k)
2
_
= w
H
Rw subject to w
H
a
0
= 1
where
R = E
_
y(k)y
H
(k)
_
stands for the signal plus interference
covariance matrix;
a
0
is the assumed steering vector of the signal of interest (SOI).
the constraint guarantees that the SOI passes the lter undistorted
(provided its DOA is a
0
) while the constraint aims at eliminating
interference.
Reminder (Lagrangian)
Let x
be the solution to the following constrained minimization problem

min
x
f(x) subject to g(x) = 0 (1)
and let p
= f(x
). In order to solve (1), one writes the Lagrangian

L(x, ) = f(x) +g(x) and looks for x() = arg min
x
L(x, ). Let us denote
h() = min
x
L(x, ) = L(x(), ). Then
h() = min
x
L(x, ) min
x / g(x)=0
L(x, ) = p
.
If there exists
such that g(x(
)) = 0, then x(
) is the solution to (1).

Indeed, one has
f(x(
)) = L(x(
),
) = h(
) p
and hence h(
) = p
. Observe that h(
) = max
h().
MPDR
Solution
The Lagrangian is given by ( C)
L(w, ) = w
H
Rw +
_
w
H
a
0
1
_
+
_
a
H
0
w1
_
=
_
w+R
1
a
0
H
R
_
w +R
1
a
0
||
2
a
H
0
R
1
a
0
.
Minimizing with respect to w leads to w = R
1
a
0
. Enforcing the
constraint, one nally obtains
w
MPDR
=
R
1
a
0
a
H
0
R
1
a
0
(MPDR)
and the minimum power is
_
a
H
0
R
1
a
0
_
1
.
MPDR
Alternative proof
For any vector w such that w
H
a
0
= 1, one has
1 =
w
H
a
0
2
=
w
H
R
1/2
R
1/2
a
0
_
w
H
Rw
_ _
a
H
0
R
1
a
0
_
with equality if and only if R
1/2
w are R
1/2
a
0
co-linear. Since
w
H
a
0
= 1, it follows that
w =
_
a
H
0
R
1
a
0
_
1
R
1
a
0
which concludes the proof.
SINR maximization
Problem statement
The received signal in the presence of interference is given by
y(k) = a
s
s(k) +y
I
(k) +n(k)
R = P
s
a
s
a
H
s
+C
where C stands for the interference plus noise covariance matrix and
a
s
is the actual SOI steering vector.
For a given beamformer w, the Signal to Interference plus Noise
Ratio (SINR) can be written as
SINR(w) =
P
s
w
H
a
s
2
w
H
Cw
Note that SINR(w) = SINR(w).
SINR maximization and MVDR
Optimal beamformer
The optimal beamformer maximizes SINR while ensuring a unit gain
towards a
s
:
min
w
w
H
Cw subject to w
H
a
s
= 1 (2)
Following the derivations on the previous slides
w
opt
=
C
1
a
s
a
H
s
C
1
a
s
; SINR
opt
= P
s
a
H
s
C
1
a
s
.
Minimum Variance Distortionless Response (MVDR)
The MVDR solves (2) with a
0
substituted for a
s
, which leads to
w
MVDR
=
C
1
a
0
a
H
0
C
1
a
0
(MVDR)
Generalized Sidelobe Canceler
The MVDR (or MPDR) weight vector can be decomposed into a
component along a
0
and a component orthogonal to a
0
, i.e.,
w = a
0
+w
:
1
The component along a
0
ensures that the constraint is fullled since
w
H
a
0
=
a
H
0
a
0
+w
H
a
0
=
a
H
0
a
0
+ 0 =
_
a
H
0
a
0
_
1
.
2
The orthogonal component is arbitrary in the subspace (of
dimension N 1) orthogonal to a
0
.
one can minimize, in an unconstrained way, the power at the
output of the beamformer with respect to w
.
The MVDR beamformer can be implemented as
y(k)
a
0
a
H
0
a
0
d(k)
+
B
N|N 1
w
a
N 1|1
z(k)
+
d(k) w
H
a
z(k)
with B
H
a
0
= 0. The equivalent beamformer is
w
gsc
= w
CBF
Bw
a
The SOI (as well as interference and noise) passes through the main
channel but is canceled in the auxiliary channels: w
a
enables one to
estimate, from z(k), the part of interferences contained in d(k) since
the latter is correlated with z(k).
The power at the output of the beamformer is given by
E
_
d(k) w
H
a
z(k)
2
_
= E
_
|d(k)|
2
_
w
H
a
r
dz
r
H
dz
w
a
+w
H
a
R
z
w
a
=
_
w
a
R
1
z
r
dz
H
R
z
_
w
a
R
1
z
r
dz
+E
_
|d(k)|
2
_
r
H
dz
R
1
z
r
dz
with r
dz
= E {d
(k)z(k)} and R
z
= E
_
z(k)z
H
(k)
_
.
Minimizing the output power yields
w
a
= R
1
z
r
dz
w
gsc
= w
CBF
BR
1
z
r
dz
= w
CBF
B
_
B
H
R
y
B
_
1
B
H
R
y
w
CBF
=
_
a
H
0
R
1
y
a
0
_
1
R
1
y
a
0
where R
y
= R in a MPDR scenario and R
y
= C in a MVDR
scenario.
The SINR is inversely proportional to the output power when
R
y
= C, i.e.,
SINR
gsc
= P
s
_
w
H
CBF
Cw
CBF
r
H
dz
R
1
z
r
dz
1
Minimisation of the mean-square error (MSE)
Assume we have a reference signal s(k) (e.g. pilot signal). Then, one
may try to minimize the MSE:
E
_
|w
H
y(k) s(k)|
2
_
= w
H
R
y
ww
H
r
ys
r
H
ys
w+P
s
where r
ys
= E {y(k)s(k)
}.
The solution is given by
w = R
1
y
r
ys
If r
ys
= P
s
a
s
then w = P
s
R
1
a
s
, which is exactly the MPDR
beamformer (without requiring knowledge of a
s
).
Example: SINR in the case of one interference
y(k) = a
s
s(k) +a
j
s
j
(k) +n(k)
C = P
j
a
j
a
H
j
+
2
I
It is straightforward to show that when INR =
P
j
2
1
SINR
CBF

P
s
2

1
g INR
; SINR
MV DR

P
s
2
N(1 g)
with g = cos
2
(a
s
, a
j
) = |a
H
s
a
j
|
2
/(a
H
s
a
s
)(a
H
j
a
j
).
Remarks
With CBF, the SINR decreases when P
j
increases while it is
independent of P
j
with adaptive beamforming.
The SINR decreases when a
j
a
s
(g 1).
Comparison CBF-MVDR
80 60 40 20 0 20 40 60 80
70
60
50
40
30
20
10
0
Comparison CBFMVDR

d
B
Angle of arrival

CBF
MVDR
Interpretation of the MVDR
Assuming J interferences
C =
J
j=1
P
j
a
j
a
H
j
+
2
I =
J
n=1
_
n
+
2
_
u
n
u
H
n
+
2
N
n=J+1
u
n
u
H
n
so that the MVDR beamformer can be rewritten as
w
MVDR
=

2
_
a
0
n=1
n
+
2
_
u
H
n
a
0
u
n
_
The MVDR beamformer amounts to subtract from the CBF a linear
combination of the J principal eigenvectors of C, and the latter span
the interference subspace.
90 60 30 0 30 60 90
60
40
20
0
CBF
90 60 30 0 30 60 90
60
40
20
0
1st eigenbeam
90 60 30 0 30 60 90
60
40
20
0
2nd eigenbeam
90 60 30 0 30 60 90
60
40
20
0
MVDR
90 60 30 0 30 60 90
60
40
20
0
CBF
90 60 30 0 30 60 90
60
40
20
0
1st eigenbeam
90 60 30 0 30 60 90
60
40
20
0
2nd eigenbeam
90 60 30 0 30 60 90
60
40
20
0
MVDR
0 1 2 3 4 5 6 7 8 9 10
50
40
30
20
10
0
10
20
Number of eigenbeams

d
B
Signal to interference and noise ratio
SINR versus number of eigen-beams (J = 2)
MVDR versus MPDR
The SINR is not modied when using the MPDR beamformer if
min
w
w
H
_
C +P
s
a
s
a
H
s
_
w subject to w
H
a
0
= 1 (MPDR)
min
w
w
H
Cw subject to w
H
a
0
= 1 (MVDR)
min
w
w
H
Cw subject to w
H
a
s
= 1 (opt)
which is true only when the 2 following conditions are satised:
1
the assumed steering vector a
0
coincides with the actual steering
vector a
s
: in practice, uncalibrated arrays or a pointing error lead to
a
0
= a
s
;
2
the covariance matrix R is known: in practice, one needs to estimate
it which results in estimation errors

RR.
= It ensues that degradation compared to SINR
opt
is unavoidable in
practice, and it can be quite dierent between MPDR and MVDR.
Inuence of a steering vector error
We assume that the SOI steering vector is a
0
while it is actually a
s
.
The SINR obtained with w
MVDR
=
_
a
H
0
C
1
a
0
_
1
C
1
a
0
becomes
SINR
MVDR
=
P
s
w
H
MVDR
a
s
2
w
H
MVDR
Cw
MVDR
= P
s
a
H
0
C
1
a
s
2
a
H
0
C
1
a
0
= SINR
opt
a
H
0
C
1
a
s
2
(a
H
0
C
1
a
0
)(a
H
s
C
1
a
s
)
= SINR
opt
cos
2
_
a
s
, a
0
; C
1
_
SINR
opt
The MPDR beamformer can be written as
w
MPDR
=
R
1
a
0
a
H
0
R
1
a
0
; R = P
s
a
s
a
H
s
+C
Its SINR is decreased compared to that of the MVDR, viz
SINR
MPDR
=
SINR
MVDR
1 +
_
2SINR
opt
+SINR
2
opt
_
sin
2
_
a
s
, a
0
; C
1
_
SINR
MVDR
.
The degradation is all the more important that P
s
increases.
80 60 40 20 0 20 40 60 80
60
50
40
30
20
10
0
10
Beampatterns with pointing errors

d
B
Angle of arrival

s
=2
opt
MVDR
MPDR
20 15 10 5 0 5 10 15 20
100
80
60
40
20
0
20
SINR loss

d
B
Pointing error

MVDR
MPDR
Case of an uncalibrated array
Let us consider an uncalibrated array with actual steering vector
[ a()]
n
= (1 + g
n
)e
i
n
e
i
2
(x
n
+x
n
) sin
e
i
2
y
n
cos
For any beamformer w, the resulting beampattern

B() = w
H
a() is
related to the nominal beampattern B() = w
H
a() through
E
_
|
B()|
2
_
= |B()|
2
exp
_
(
2
+
2
+w
2
_
(1 +
2
g
) exp
_
(
2
+
2
)
_
The term proportional to w
2
leads to sidelobe level increase.
Inuence of a nite number of snapshots
In practice, K snapshots are available
y(k) = a
s
s(k) +y
I
(k) +n(k); k = 1, , K
The covariance matrices are thus estimated as
R =
1
K
K
k=1
y(k)y
H
(k);

C =
1
N
K
k=1
[y
I
(k) +n(k)] [y
I
(k) +n(k)]
H
from which one can compute the corresponding beamformers
w
smi
MPDR
=
R
1
a
0
a
H
0
R
1
a
0
; w
smi
MVDR
=
C
1
a
0
a
H
0
C
1
a
0
10 20 30 40 50 60 70 80 90 100
8
6
4
2
0
2
4
6
8
10
Number of snapshots

d
B
SINR versus K

optimum
MVDR
MPDR
CBF
80 60 40 20 0 20 40 60 80
50
40
30
20
10
0
10
Beampatterns CBFMPDRMVDR

d
B
Angle of arrival

N=10, K=20
MVDR
MPDR
CBF
Rate of convergence
In order to achieve the optimal SINR up to 3dB:
MVDR :
K 2N
MPDR :
K (N 1) SINR
opt
Robustness issues
Estimation of covariance matrices leads to a signicant SINR loss
(especially for the MPDR beamformer) due to
the interference being less eliminated
a sidelobe level increase which results in a higher white noise gain.
In case of uncalibrated arrays, steering vector errors are all the more
emphasized that the white noise gain is low (or w
2
large).
Idea: restrain w
2
, or equivalently enforce a minimal white noise
gain in order to robustify the MPDR beamformer.
White noise gain and nite number of snapshots
10 20 30 40 50 60 70 80 90 100
6
4
2
0
2
4
6
8
10
Number of snapshots

d
B
White noise gain versus K

MVDR
MPDR
Beamforming Robust adaptive beamforming
Diagonal loading
Principle
One tries to solve
min
w
w
H

Rw subject to w
H
a
0
= 1 and w
2
=
Solution
The Lagrangian is given by (with C and R)
L(w, , ) = w
H

Rw +
_
w
H
a
0
1
_
+
_
a
H
0
w 1
_
+
_
w
H
w
_
=
_
w+
_
R+I
_
1
a
0
_
H _
R+I
_
_
w+
_
R+I
_
1
a
0
_

||
2
a
H
0
_
R+I
_
1
a
0
.
Diagonal loading
Solution
The solution thus takes the form w
MPDR-DL
=
_
R+I
_
1
a
0
. Since
w
H
MPDR-DL
a
0
= 1, it follows that
w
MPDR-DL
=
_
R+I
_
1
a
0
a
H
0
_
R+I
_
1
a
0
and is selected such that w
MPDR-DL
2
= .
Choice of the loading level
Solving for w
MPDR-DL
2
= is complex one usually chooses the
loading level in a heuristic way.
Diagonal loading : adaptivity vs robustness
MPDR CBF
A
w
N
CBF
MPDR
Diagonal loading
An interpretation of diagonal loading and the choice of
The array beampattern with the true covariance matrix is given by
g() =

2
_
a
H
0
a()
J
n=1
n
+
2
_
a
H
0
u
n
u
H
n
a()
_
The array beampattern with an estimated covariance matrix becomes
g
smi
() =

min
_
a
H
0
a()
N
n=1
n
+

min
_
a
H
0
u
n
u
H
n
a()
_
Degradation is due to

J+1
=

J+2
=
N
=

min
.
Replacing

R by

R+I enables one to equalize the eigenvalues,
provided that
2
and <
J
.
Diagonal loading and nite sample errors
10 20 30 40 50 60 70 80 90 100
8
6
4
2
0
2
4
6
8
10
Number of snapshots

d
B
SINR versus K Diagonal loading

optimum
MPDR
MPDRDL=5dB
MPDRDL=10dB
Diagonal loading and nite sample errors
100 80 60 40 20 0 20 40 60 80 100
60
50
40
30
20
10
0
10
Angle of arrival

d
B
Beampattern of MPDR with diagonal loading

N=10, K=20
MPDR
MPDRDL=5dB
MPDRDL=10dB
Inuence of the loading level
20 15 10 5 0 5 10 15 20 25 30
2
0
2
4
6
8
10
Diagonal loading level (relative to
2
)

d
B
SINR versus diagonal loading level

K=20
K=200
20 15 10 5 0 5 10 15 20 25 30
1
2
3
4
5
6
7
8
9
10
Diagonal loading level (relative to
2
)

d
B
White noise gain versus diagonal loading level

K=20
K=200
Diagonal loading and uncalibrated arrays
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1
6
4
2
0
2
4
6
8
10
Value of

d
B
Diagonal loading for uncalibrated array

MPDR
MPDRDL=5dB
MPDRDL=10dB
Linearly constrained beamforming
To mitigate pointing errors, one can resort to constraints, i.e. solve
the problem
min w
H
Cw subject to Z
H
w = d
whose solution is w = C
1
Z
_
Z
H
C
1
Z
_
1
d.
One can use a unit gain constraint around the presumed DOA or a
smoothness constraint:
Z =
_
a(
0
) a(
0
+
1
) a(
0
+
L
)
d =
_
1 1 1
T
Z =
_
a(
0
)
a()
0

L
a()
0
_
d =
_
1 0 0
T
Beamforming Partially adaptive beamforming
Partially adaptive beamforming
Direct form:
y(k)
T
N|R
z(k)
w
R|1
w
H
z(k)
GSC form:
y(k)
a
0
a
H
0
a
0
d(k)
B
N|N 1
z(k)
U
N 1|R
z(k)
w
a
R|1
+
+
d(k) w
H
a
U
H
z(k)
Outline
Objective
Decrease computational cost and improve rate of convergence (recall that
to achieve the optimal SINR up to 3dB, one needs at least K = 2N snapshots).
Principle
Project the snapshots in a lower dimensional subspace and perform
beamforming in this subspace.
Interpretation
The (columns of) matrices T and U can be viewed as beams pointed
towards interference (and possibly the SOI) prior to ltering them
(beamspace ltering).
Derivation of the partially adaptive beamformer
Direct form
New snapshots after transformation z(k) = T
H
y(k) whose
covariance matrix is R
z
= T
H
R
y
T.
Minimization of the output power
min
w
w
H
R
z
w subject to w
H
_
T
H
a
0
_
= 1 (DF)
w
df
= R
1
z
T
H
a
0
w
eq
= T
_
T
H
R
y
T
_
1
T
H
a
0
.
Derivation of the partially adaptive beamformer
GSC form
New snapshots after transformation z(k) = U
H
z(k) = U
H
B
H
y(k)
whose covariance matrix is R
z
= U
H
R
z
U.
Minimization of the output power
min
w
a
E
_
d(k) w
H
a
z(k)
2
_
(GSC)
w
a
= R
1
z
r
d z
=
_
U
H
R
z
U
_
1
U
H
r
dz
w
gsc
= w
CBF
BUR
1
z
r
d z
.
Selection of matrices T and U
Fixed transformations
For instance using subarrays or spatial ltering, i.e.
T =
_
a(
1
) a(
2
) a(
R
)
_
U = B
H
_
a(
1
) a(
2
) a(
R
)
_
Require some prior knowledge about the interference DOA in order
for them to pass through the beams.
Selection of matrices T and U
Adaptive transformations
Matrices T or U depend on the snaspshots. For example, in GSC form,
if
R
z
=
N1
n=1
n
u
n
u
H
n
;
1

2

N1
one can choose
the R principal eigenvectors of R
z
(Principal Component), i.e.
U =
_
u
1
u
R
w
gsc-pc
= w
CBF
BU
1
U
H
r
dz
where = diag {
1
, ,
R
}.
the R eigenvectors which contribute most to increasing the SINR
(Cross Spectral Metric).
Partially adaptive beamforming: examples
10 20 30 40 50 60 70 80 90 100
8
6
4
2
0
2
4
6
8
10
Number of snapshots

d
B
SINR of partially adaptive beamformers

optimum
MPDR
MPDRPA [20 15]
MPDRPA [30 20]
PC
10 20 30 40 50 60 70 80 90 100
2
3
4
5
6
7
8
9
10
Number of snapshots

d
B
SINR of PC and CSM beamformers

R=J=2
optimum
MVDR
PC
CSM
1 2 3 4 5 6 7 8 9
5
0
5
10
Rank of the transformation

d
B
SINR of PC and CSM beamformers

K=20
optimum
MVDR
PC
CSM
Source localization Non parametric methods
Beamforming for direction nding purposes
Principle
The idea is to form a beam for each angle and to evaluate the power at
the output of the beamformer: the largest peaks provide the directions of
arrival. It amounts to evaluate E
_
|y
F
(k)|
2
_
= E
_
w
H
()y(k)
2
_
where
w() is some beamformer pointing towards , for instance
E
_
|y
F
(k)|
2
_
= a
H
()Ra() (CBF)
=
1
a
H
()R
1
a()
(Capon)
In practice, R is estimated as
R =
1
K
K
k=1
y(k)y
H
(k)
Comparison CBF-Capon (low resolution scenario)
100 80 60 40 20 0 20 40 60 80 100
20
15
10
5
0
5
10
Angle of arrival

d
B
Comparison CBFCAPON

=[30, 10, 20]
3dB
5.1
CBF
CAPON
Comparison CBF-Capon (high resolution scenario)
100 80 60 40 20 0 20 40 60 80 100
20
15
10
5
0
5
10
Angle of arrival

d
B
Comparison CBFCAPON

=[30, 10, 15]
3dB
5.1
CBF
CAPON
Source localization Parametric methods for DOA estimation
Model-based methods
Principle
Based on the model
y(k) = A()s(k) +n(k)
where =
_
1

2

P
T
,
A() =
_
a(
1
) a(
2
) a(
P
)
s(k) =
_
s
1
(k) s
2
(k) s
P
(k)
T
and a() stands for the steering vector.
Classes of methods
Maximum Likelihood methods are based on maximizing the likelihood
function, which amounts to nding the unknown parameters which
make the observed data the more likely.
Subspace-based methods rely on the fact that the signal subspace
coincides with the subspace spanned by the principal eigenvectors of
R. Moreover, the latter is orthogonal to the subspace spanned by the
minor eigenvectors. These two algebraic properties are exploited for
direction nding.
Covariance matching relies on a model R() for the covariance
matrix and looks for the model parameters which minimize the
distance between R() and the sample covariance matrix

R.
Maximum Likelihood Estimation
The MLE consists in nding the parameter vector which maximizes
the probability density function (pdf) p(Y ; ) of the snapshots
Y =
_
y(1) y(2) y(K)
, where is the model parameter

vector.
Multi-dimensional optimization problem (usually).
Stochastic MLE
Assume that s(k) is Gaussian distributed with E {s(k)} = 0,
E
_
s(k)s
H
(k
)
_
= S(k, k
) and E
_
s(k)s
T
(k
)
_
= 0.
The pdf of the snapshots is thus given by
y(k) CN
_
0, R = A()SA
H
() +
2
I
_
.
The joint pdf can be written as
p(Y ; ) =
K
k=1
1
N
|R|
e
y
H
(k)R
1
y(k)
.
Stochastic MLE
The ML estimate is obtained as
= arg min
,S,
2
log p(Y ; )
= arg min
,S,
2
log |R| + Tr
_
R
1

R
_
Closed-form solutions for
2
and S can be obtained so that the
likelihood function is concentrated, yielding a minimization over the
angles only:
sto
= arg min
log
A()
S()A
H
() +
2
()I

Deterministe MLE
The signal waveforms are assumed deterministic so that
y(k) CN
_
A()s(k),
2
I
_
.
The MLE is now given by
= arg min
,S,
2
NK log
2
+
2
K
k=1
y(k) A()s(k)
2
.
The likelihood function can be concentrated with respect to S and
2
, and nally
det
= arg min
Tr
_
P
A
()
R
_
.
For a single source

det
= arg max
1
N
a
H
()
Ra() CBF.
Subspace methods
Eigenvalue decomposition of the covariance matrix
If P signals are present, one has
R = A(
0
)SA
H
(
0
) +
2
I =
P
p=1
p
e
p
e
H
p
+
2
I
=
P
p=1
_
p
+
2
_
e
p
e
H
p
+
2
N
p=P+1
e
p
e
H
p
= E
s
s
E
H
s
+
2
E
n
E
H
n
Eigenvalues of the covariance matrix
Signal subspace
Noise subspace
2
Subspace methods
Signal and noise subspaces
Since
RE
n
=
2
E
n
= A(
0
)SA
H
(
0
)E
n
+
2
E
n
A
H
(
0
)E
n
= 0
we have
N
_
A
H
(
0
)
_
= R{E
n
} = R{E
s
}
= R{A(
0
)}
R{E
s
} = R{A(
0
)} .
The signal subspace is spanned by E
s
: it is thus orthogonal to E
n
.
MUSIC
The signal steering vectors are orthogonal to E
n
e
H
n
a(
p
) = 0 a
H
(
p
)E
n
E
H
n
a(
p
) = 0
One looks for the P largest maxima of
V
MUSIC
() =
1
a
H
()
E
n

E
H
n
a()
For a ULA, one can either compute the P roots (root-MUSIC) of
V
MUSIC
(z) = a
T
(z
1
)
E
n

E
H
n
a(z)
closest to the unit circle, where a(z) =
_
1 z z
N1
T
.
Subspace Fitting
Since R{E
s
} = R{A(
0
)}, there exists a full-rank matrix T
(P P) such that
E
s
= A(
0
)T .
The idea is to look for the DOA which minimize the error between the
subspaces spanned by

E
s
and A() :
,

T = arg min
,T
_
_
_
E
s
A()T
_
_
_
2
W
= arg min
,T
Tr
_
_
E
s
A()T
_
W
_
E
s
A()T
_
H
_
.
Subspace Fitting
There exists a closed-form solution for T and nally
SSF
= arg min
Tr
_
P
A
()
E
s
W

E
H
s
_
.
Alternative: use the fact that
R{E
n
} = N
_
A
H
(
0
)
_
E
H
n
A(
0
) = 0
and estimate the angles as
NSF
= arg min
_
_
_
E
H
n
A()
_
_
_
2
U
.
ESPRIT
We assume that the array is composed of 2 sub-arrays which are
related to by a known displacement. Then
A
2
= A
1
= A
1
_
_
_
_
_
_
_
_
e
i
c
(
1
)
e
i
c
(
2
)
.
.
.
.
.
.
e
i
c
(
P
)
_
_
_
_
_
_
_
_
.
ESPRIT
The signals received on the two sub-arrays can be written as
y
1
(k) = A
1
s(k) +n
1
(k)
y
2
(k) = A
1
s(k) +n
2
(k).
Let
z(k) =
_
y
1
(k)
y
2
(k)
_
=
_
A
1
A
1
_
s(k) +
_
n
1
(k)
n
2
(k)
_
=

As(k) + n(k)
and R
z
= E
_
z(k)z
H
(k)
_
be the covariance matrix of z(k).
ESPRIT
If R
z
= E
s
s
E
H
s
+E
n
n
E
H
n
then
E
s
=

AT
_
E
1
E
2
_
=
_
A
1
A
1
_
T
E
1
= A
1
T et E
2
= A
1
T
E
2
= E
1
T
1
T
E
2
= E
1
.
The eigenvalues of are
_
e
i
c
(
p
)
_
P
p=1
.
Low-resolution scenario
0 2 4 6 8 10 12 14 16 18 20
5
0
5
10
15
20
25

d
B

R theory
R estimated
Low-resolution scenario
100 80 60 40 20 0 20 40 60 80 100
15
10
5
0
5
10
15
20
Comparison CBFMUSIC
Angle of arrival

d
B

=[30, 10, 20]
3dB
5.1
CBF
MUSIC
0.2
0.4
0.6
0.8
1
30
210
60
240
90
270
120
300
150
330
180 0
Roots

rootMUSIC
arbitrary in R(U
n
)
High-resolution scenario
0 2 4 6 8 10 12 14 16 18 20
5
0
5
10
15
20
25
30

d
B

R theory
R estimated
High-resolution scenario
100 80 60 40 20 0 20 40 60 80 100
15
10
5
0
5
10
15
20
Comparison CBFMUSIC
Angle of arrival

d
B

=[30, 10, 13]
3dB
5.1
CBF
MUSIC
0.2
0.4
0.6
0.8
1
30
210
60
240
90
270
120
300
150
330
180 0
Roots

rootMUSIC
arbitrary in R(U
n
)
Covariance matching
The covariance matrix is given by R(, P, ) = R
s
(, P) +Q()
r = vec(R) = ()P + =
_
()
_
P
_
().
The parameters are estimated by minimizing the error between R and
its estimate

R :
, = arg min [ r ()] W

1
[ r ()] .
The criterion can be concentrated with respect to : minimization
with respect to only.
Covariance matching
In case of independent Gaussian distributed snaphots,
W
opt
= R
T
R and covariance matching estimates are
asymptotically (i.e. when K ) equivalent to ML estimates.
In contrast to MLE, no need for assumptions on the pdf, only an
assumption on R. The criterion is usually simpler to minimize.
Covariance matching can be used with full-rank covariance matrix R
s
while subspace methods require the latter to be rank decient.
Synthesis
Hypotheses Algorithm Perf. Problems
ML pdf Min. optimal Computational cost
COMET R Min. optimal Computational cost
MUSIC R EVD optimal Coherent signals
Conclusions
Conclusions
Array processing, thanks to additional degrees of freedom, enables
one to perform spatial ltering of signals.
Adaptive beamforming, possibly with reduced-rank transformations,
enables one to achieve high SINR with a fast rate of convergence in
adverse conditions (interference, noise).
Robustness issues are of utmost importance in practical systems, and
should be given a careful attention.
Non-parametric direction nding methods are simple and robust but
may suer from a lack of resolution.
Parametric methods oer high resolution at the price of robustness.
References
References
1
H.L. Van Trees, Optimum Array Processing, John Wiley, 2002
2
D.G. Manolakis, V.K. Ingle et S.M. Kogon, Statistical and Adaptive Signal Processing, ch.
11, McGraw-Hill, 2000
3
Y. Hua, A.B. Gershman et Q. Cheng (Editeurs), High-Resolution and Robust Signal
Processing, Marcel Dekker, 2004
4
J.R. Guerci, Space-Time Adaptive Processing, Artech House, 2003

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Introduction to Array Processing

heterogeneous users distribution pb: gain dierences between users

a phase shift from pulse to pulse (Doppler eect);

a phase shift from antenna to antenna (propagation).

The main goal is to decide for the presence/absence of a signal with

Adaptive detection of a target in the presence of noise with unknown statistics.

The array performs spatial sampling of a wavefront impinging from

(k)} measures the spatial correlation between sensors

be the solution to the following constrained minimization problem

). In order to solve (1), one writes the Lagrangian

such that g(x(

) is the solution to (1).

, where is the model parameter

O. Besson (U. Toulouse-ISAE) Introduction to array processing 96 / 114

, = arg min [ r ()] W

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