Square-Root Array Forms of the Minimum Output Energy Detector and Estimator

Harri Saarnisaari
Telecommunication laboratory & Centre for Wireless Communications
P.O. Box 4500
FIN-90 014 University of Oulu, FINLAND
phone: +358-8+5532832, fax: +358-8-5532845
e-mail: harri.saarnisaari@ee.oulu.fi
Abstract-Computation of the minimum output energy (MOE) detec-
tor and estimator is considered. Different ways to compute the detec-
tor and estimator are reviewed. Emphasis is on square-root factorization
based methods, which compute the detector and estimator iteratively, and
are numerically robust. In particular, it is derived explicit algorithms
based on the Householder transformation. As an intermediate step, the
iterative square-root algorithm to update the inverse of the sample cor-
relation matrix is derived. This algorithm has complexity NZ operations
per N x 1 sample vector, and it avoids divisions and square-roots almost
completely.
I. I NTRODUCTI ON
The minimum output energy (MOE) principle has been ap-
plied to derive a near-far robust, blind detector and code phase
estimator for direct sequence code division multiple access
(DS-CDMA) systems [l], [2]. If compared to the conven-
tional correlator detector and estimator, the MOE based have
an advantage that they do not suffer from the near-far prob-
lem. This is so if multiple access signals and the desired signal
have equal cycles, or more generally, if sample vectors are cy-
clostationary. Near-far robustness hold also for (intentional)
interference, which have narrow spectrum when compared to
the spectrum of the desired DS-signal. Disadvantage is the in-
creased computational complexity. If compared to some other
multiuser detectors, the MOE based has an advantage, that it
is blind in the sense,-that it requires only the spreading code of
the desired user to be known. For example, the linear minimum
mean-square error (LMMSE) detector requires, at minimum,
the training sequence and its timing [2]. Another advantage
over some other multiuser detectors is that the same principle
and calculations can be used to both near-far robust estimation
and detection.
The MOE-detector, as it is called hereafter, is designed
such that the output energy WRKW of the detector w E CN
is minimized subject to the constraint wHs(?) =1. Here
RK =xL=l yky; is the sample correlation matrix, S(T) is
the spreading code of the desired user, and 9 denotes an esti-
mated or known code phase. The resulting detector is given as
[21
Work is supported by Nokia, Elektrobit, Tekes The National Technology
Development Centre of Finland, and Finnish Defence Forces.
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The (hard) symbol decisions are given as 6k =sgn(wHyk).
The extension for soft decisions is straightforward, but leads
to somewhat more complicated implementation, since the
weighting term should also be included. The MOE-estimator,
for its part, is the minimizer of [2]
f(T) =s~(T)R, s(T).
If more than one sample per chip is taken for better accuracy,
then parallel algorithms should be processed and the minimum
chosen from those [2]. It is observed that both the detector and
estimator require matrix inversion, which is computationally
demanding operation, of order 0( N3) [3]. This complexity
has to be added to 0( N2) complexity per observed vector re-
quired to update the sample correlation matrix. In addition,
the sample correlation matrix may be (nearly) ill-conditioned
if K <N, such that direct inversion is not reliable.
To overcome this, regularization techniques such as the
Tikhonov regularization, that was obtained by solving a mod-
ified least squares problem [4], can be used to guarantee that
the matrix to be inverted is positive definite. In the Tikhonov
regularization a small number Y is added to each diagonal el-
ement of the matrix to be inverted. Let I be a suitable identity
matrix. Then, the detector is w =(RK +vI )-l s(?), as earlier,
but the estimator criterion becomes
( s ~ ( + ) (RK +VI )- s(9))
SH ( ~) ( R K +V I )- ~RK (RK +v~) - s( ~)
f(T) =
which is computationally more demanding than the original,
not regularized form ( 2) . This version can be seen to be devel-
oped against mismatch in s (9), i.e., against code phase estima-
tion errors [2], [ 5] . The regularized MOE-estimator can also
be seen as a solution of a generalized quadratic minimization
problem introduced in [6].
The matrix inversion may be updated iteratively, as new data
vector is observed, based on the matrix inversion lemma [7].
According to it,
where h 5 1 is so called forgetting factor, which is used to
forget pass data exponentially. This recursion can be used,
897
with cost O(N2), to update the detector, or values of the cost
function of the estimator, as new sample vector is observed.
However, it has been observed in the theory of recursive least
squares (RLS) estimation, that the recursion is not numerically
robust [7]. This is due to fact that R; can not be guaranteed to
be positive definite in finite precision computations. To over-
come this, different methods can be used. One is derived in
[8], where Hessian updating algorithms used in the optimiza-
tion theory are used to find a numerically robust adaptive filter.
The resulting updating formula, in a complex form, is
where pk =ytRLJlyk. If the initial value is positive defi-
nite, the iteration is shown to be positive definite [8, Theorem
11. Another possibility is to use lower order iterative meth-
ods, which lead to computationally simpler O( N) algorithms.
These are the least mean-squares algorithm, or the stochas-
tic gradient methods, but they have slower convergence speed
than the RLS type methods have [I ].
Toimprove numerical properties of the RLS methods, ma-
trix square-roots, that guarantee that Rk is positive definite
are often used [7], [9]. A (not unique) matrix square-root is
denoted as A/, where A =A/AH/. Another advantage
is the computational savings. This is due to fact that square-
roots may be selected to be triangular, with positive diagonal
elements, in which case they are unique [9]. In the triangular
case computation of I I R , ~/ ~~( T C ) ~I ~ =~H(T)R;/~R;/~~(T)
requires 0.5N2 +1.5N multiplications and 0.5N2 +0.5N - 1
additions, whereas in the general (square root or not) case com-
putation of sH(,r)R, S ( T) requires N2+N multiplications and
N2 - 1 additions, which means that in the triangular case com-
putational load is about half of the load required in the general
case.
In [7, Section 14.51 an iterative square-root process is de-
rived for the MOE-detector. The iterative process has been
obtained by recognizing similarities between the computation
of the MOE-detector and the so called QR-RLS solution. This
iteration is not possible if the code phase is unknown, as it
typically is in the beginning of the transmission. In commu-
nications, the synchronization step is performed first to find
the correct code phase among other things. The MOE princi-
ple can be used to derive the near-far robust, blind code phase
estimator as well. This MOE-estimator is equal in structure
to the minimum variance spectrum estimator, for which fast
algorithm is derived, if the correlation matrix is Toeplitz, in
[7, Appendix F]. This is not the case in communications. In
this paper, an iterative square-root array process is first derived
for the MOE-estimator and then, as a natural extension, to the
MOE-detector, which is a natural order in practice.
Actually, it is derived for the equal minimum variance distortionless re-
sponse (MVDR) beamformer.
11. THE MOE-ESTI MATOR
Square-rooting technique is based on the matrix factoriza-
tion lemma [7, p. 5901, which says, that AAH =BBH if, and
only if, there exist a unitary matrix 0 such that AO =B. The
matrix 0 is unitary if @OH =OH@ =I, i.e., if the columns
are orthonormal. Denote in ( 3 )
6; =1 +h-yfR;J,yk,
and
and
It is easy to see that
where 0 is a suitable matrix (vector) of zeroes. From the matrix
factorization lemma it follows, that
(4)
The matrix multiplying 0 from the left is called the pre-array.
The matrix on the right hand side of (4) is called the post-
array. The idea of the array presentation (4) is, that any unitary
matrix that forces required zero entry to the post-array, can be
used to update the elements of the pre-array to elements of the
post-array. Explicit knowledge of such transformation matrix
is not required, only the algorithm that does the work. Often
used methods are the Givens rotations and the Householder
transformation [3], [7], [9].
An Explicil Form
The Householder transformation matrix has form 0 =I -
s, where u is the Householder vector. In practice it is com-
puted as [ 3] PO =P - PPuuH, where f~=2/11~11~. The sim-
plicity comes from the fact that matrix product is not needed,
instead product of a column vector Pu and row vector U is
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898
calculated, and a matrix addition. It can easily be seen, that
computation of the post-array, which gives the desired square
root, requires 2N2 +2N multiplications and 2N2 additions.
In addition to this, also the Householder vector, and the pre-
array have to be formed. This requires 0.5N2 +2.5N multipli-
cations, 2N2 +0.5N additions and one division.
In this paper an explicit algorithm to compute the inverse
is given, inspired by the Householder RLS method derived in
[IO]. It appears that the algorithm is somewhat simpler to com-
pute than the direct computation of the pre-array and the post-
array. It is based on the property of the Householder trans-
formation that if u =x * IIxllei, then Ox =Fl l x( ( ei , where
ei is a column vector with one as the ith element and zeroes
elsewhere. It is easy to see that choice
X
gives the desired transformation2. Indeed, the array equation
(4) can be written as
The choice 1 +IIxII, which gives minus sign for 6k in the
post-array, seems to be better choice, since by it division by
numbers that possibly are near zero can be avoided in the
explicit algorithm. Also, l/x)I2 =llakll +1 =6;, and
l/u1I2 =211xll ( ~ ~ x ~ ~ f 1 ). The Householder transformation is
then given as
Updating rule for Rk l 12, which can be used to check, by squar-
ing it, the correctness of the algorithm, becomes
which can be stated in an algorithm form as follows.
Algorithm 1. Compute cr =1 /A.
Fork =1 . 2 . . . . . commte
8. RL1/ =Ak - LLaF.
2This choke should be used also in the direct computation of the post-array.
By taking into account the triangular nature of the matrices,
it is simply task to compute, that the algorithm requires, per
observed vector, 2N2 +4N multiplications, 2N2 additions,
1 division and 1 square root operations, thus avoiding more
demanding divisions and square roots almost completely. With
general square roots number of additions and multiplications
are approximately doupled.
In addition to the updating of the matrix inverse, the MOE-
estimator requires computation of the cost function for all N
trial delay values, if there is not any a priori information about
the delay. This means computation of I I R; 1 / 2 ~ ( ~ ) / 1 2 , which
has complexity 0.5N2 +1.5N multiplications and 0.5N2 +
0.5N additions per trial value. Totally, if K vectors are ob-
served, then the algorithm has complexity 0.5N2+(2K+0.5)N
multiplications and 0.5N2 +(2K +0.5)N additions per trial
value. In the general square root case, the coefficient of N has
to be (approximately) doupled. If these figures are compared
to that of the correlator, that requires K(N +1 ) multiplications
and KN additions, it can be observed that the MOE-estimator
is computationally much more demanding.
111. THE MOE-DETECTOR
The iterative array algorithm in [7] for the MOE-detector
updates RL12 instead of the inverse used in estimation. Thus,
that algorithm is not directly useful after the synchronization
step performed by the MOE-estimator, but has to be initialized
by the inverse of R,. For this reason, an array algorithm
that updates inverses is introduced.
It can be seen that an array algorithm is
Here, however, it is suggested to use the derived matrix inver-
sion to update the decision variable as
which requires N2 +2N multiplications and N2 additions (in
the triangular case). Simpler procedure is obtained by noting
that the term sH(f)zk =s H( + ) RLl l y k / ( A6 k ) in thepost-array
in (7) is sufficient for the hard MOE-decisions in channels,
where new sample has small effects to the sample correlation
matrix. Thus, the MOE-detector involves updating the inverse
matrix as in algorithm 1, and then adding a row
for hard data decisions. This increases complexity by 0.5N2 +
0.5N multiplications and 0.5N2 - 0.5N additions (in the tri-
angular case). Since the inverse is updated regularly, the
code phase can be fast recovered after loosing synchroniza-
tion, which is an advantage, if compared to the array algorithm
introduced in [7].
9. 6, =Sgn ( sH( +) Lk)
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A COMMENT [lo] A. A. Rontogiannis and S. Theodoridis, An adaptive LS algorithm
based on orthogonal Householder transformations, in Proceedings of
the IEEE International Conference on Electronics, Circuits and System,
1996. lip. 860-863.
[ 1 I ] H. Saarnisaari, Interference rejection in DS/SS-systems with an im-
proved RLS-whitening filter, in Proceedings of the IEEE fnrernatioriul
Conference onCorizn~unications, Helsinki, Finland, 200 1, In press.
In the previous derivations alternatives are the triangular and
general square roots. The triangular form means that on line 8
of Algorithm 1 only lower triangular of R, is propagated
further. Author observed in his studies that the triangular form
suffices in some applications [ 111, but this is not necessary a
general rule. Therefore, the suitability of the simpler triangular
form has to be checked before it is used.
IV. CONCLUSIONS
In this paper the computation of the MOE-detector and
MOE code phase estimator are discussed. The square-root ar-
rays for both the detector and estimator are presented. These
square-root forms are used to avoid numerical problems that
arise when the matrix inversion lemma is used. A square-root
form was early derived for the detector, but not for the esti-
mator. The arrays of the paper update matrix inverse, which
seems to be new square-root way to form the MOE-detector.
Explicit algorithms to update both the detector and estimator
are given. They are based on the Householder transformation.
These algorithms are computationally simpler than that based
on direct matrix inversion, but much more complex than the
correlator, which, however is not near-far robust like the MOE
: based methods are. As an intermediate step, and as an essen-
tial part of the detector and estimator, an iterative algorithm to
update the square root of the inverse of the sample correlation
matrix is derived. It can further be updated to full inverse, if
required and it may have usage in the other applications too.
For example, in computation of the training based LMMSE
detector. The detector, estimator and matrix inversion algo-
rithm have complexity O(N2), and they avoid divisions and
square-roots almost completely.
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