Eigenstructure Methods for Noise

Covariance Estimation
Olawoye Oyeyele
AICIP Group Presentation
April 29th, 2003

Outline
Background
Adaptive Antenna Arrays
Array Signal Processing
Discussion
Next Steps

Objective
Discuss Antenna Arrays and similarities to sensor

arrays
Investigate methods used for covariance estimation
in adaptive antenna arrays with a focus on applicable
eigenstructure methods

Background
Antenna Arrays are a group of antenna elements with

signal processing capability which enables the

dynamic update of the beam pattern
Various elemental configurations possible:
Linear
Circular
Planar

Major objective is to cancel interference

Sensor Arrays are similar to antenna arrays

Uniformly spaced Linear Array

Signals arriving at the (K-1)th element lag those at the (k-2)th
element but lead in time

. . . ..
d

k-2 k-1

Adaptive Antenna Array

Generally, complex weights are used.

Basic Antenna Array Parameters

Array Propagation Vector: contains the information on
angle of arrival of the signal

vT 1 e jkd sin 0 ... e jk ( K 1) d sin 0

k 2 / and wavelength
Array Factor: the radiation pattern of the array
consisting of isotropic elements
N 1

AF An e j ( nkd sin k )
n 0

Steering Vector
Contains the responses of all the vectors of an array.
Used to accomplish electronic Beam Steering each

element of vector performs phase delay with respect

to the next.
In electronic steering no physical movement of the
array is done.
Mechanical beam steering involves physically moving
the elements of the array.
Multiple steering vectors constitute an Array Manifold
Array manifold is an array of steering vectors

Comparison between Sensor and

Antenna Arrays
No.

Sensor Arrays

Antenna Arrays

1.

Multiple sensors
readouts used to
make final decision

Reception of multiple
elements are
combined to estimate
signal

2.

Different sensors
provide different
views

Different elements
receive multipath*
components

3.

Not necessarily all

sensor readouts are
combined

Not necessarily all

element receptions
are combined

*Multipath components are signal waves arriving at different

times because each sample traveled varying distances as a
result of reflections.

Array Signal Processing

Techniques employed in adaptive antenna arrays
They include:
Beamforming(Adaptive & Partially Adaptive)
Direction of Arrival Estimation(DOA)

These techniques require the estimation of

covariance matrices

Beamforming
Adjusting signal amplitudes and phases to form a

desired beam
Estimation of signal arriving from a desired direction
in the presence of noise by exploiting the spatial
separation of the source of the signals.
Applicable to radiation and reception of energy.
May be classified as:

Data Independent
Statistically optimum
Adaptive
Partially Adaptive

Adaptive Beamforming
Can be performed in both frequency and time

domains
Sample Matrix Inversion
Least Mean Squares(LMS)
Recursive Least Squares(RLS)
Neural Network

Two-Element Example
S (t ) Ae

j 2f 0t

/ 6I (t ) Ne j 2f 0t

Desired Array Output:

yd (t ) Ae j 2f 0t (1 2 )
Interference arrives at angle of pi/6
w1

w2
0 / 2

Received Interference signals:

y I (t ) Ne j 2f 0t1 Ne j ( 2f 0t / 2) 2
To completely cancel interference
(yd=y) the following weights must be
used:
w1=1/2-j/2;

w2=1/2+j/2

Wiener (Optimal) Solution

2 (t ) [d * (t ) w H x(t )]2

E 2 (t ) E d *2 (t ) 2 w H r w H Rw
where r E{d * (t)x(t)} and R E{x(t)x H (t)}
R covariance matrix
Computing the Minimum squared error
w ( E{ 2 (t )}) 2r 2 Rw 0
which gives
w opt R 1r Wiener Optimum Solution

Eigenstructure Technique
For L x L matrix
Largest M eigenvalues correspond to M directional

sources
L-M smallest eigenvalues represent the background
noise power
Eigenvectors are orthogonal may be thought of as
spanning L-dimensional space

Eigenstructure Technique
The space spanned by eigenvectors may be

partitioned into two subspaces

Signal subspace
Noise subspace

The steering vectors corresponding to the directional

sources are orthogonal to the noise subspace

noise subspace is orthogonal to signal subspace thus
steering vectors are contained in the signal subspace

When explicit correlation matrix is required it may be

estimated from the samples.

Sample Matrix Inversion(SMI)

Operates directly on the snapshot of data to estimate

covariance matrix
^

N2

H
x
(
i
)
x
(i )

i N1
N2

r d * (i) x(i)
i N1

Weight Vector can be estimated as:

^

^ 1 ^

w R r

SMI Disadvantages
Increased computational complexity
Inversion of large matrices and numerical instability

due to roundoff errors

Recursive Least Squares(RLS)

N

n i
H
(
n
)

x
(
i
)
x
(i )

R
i 1

n i
(
n
)

d * (i) x(i)
r
n 1

where 0 1 is the forgetting factor ensures that data

in the previous data are forgotten
~

R ( n)
~

H
(
n

1
)

x
(
n
)
x
( n)
R
~

r (n) r (n 1) d * (n) x(n)

Thus, the matrix is found recursively

Recursive Least Squares(RLS)

Fast convergence even with large eigenvalue spread.
Recursively updates estimates

Beam Pattern

Direction of Arrival Estimation(DOA)

DOA involves computing the spatial spectrum and

determining the maximas.

Maximas correspond to DOAs

Typical DOA algorithms include:

Multiple SIgnal Classification(MUSIC)
Estimation of Signal Parameters via Rotational Invariance
Techniques(ESPRIT)
Spectral Estimation
Minimum Variance Distortionless Response(MVDR)
Linear Prediction
Maximum Likelihood Method(MLM)

MUSIC is explored in this presentation

MUSIC Algorithm
Useful for estimating

Number of sources
Strength of cross-correlation between source signals
Directions of Arrival
Strength of noise

Assumes number of sources < Number of antenna

elements.
else signals may be poorly resolved

Estimates noise subspace from available samples

MUSIC algorithm-contd
U (t ) As (t ) n(t )

Taking the Expectation of both sides

Ruu E[u (t )u (t ) H ] E[ As(t ) n(t ))( As(t ) n(t )) H ]
where H denotes Hermitian Matrix
Thus,

Assumes that noise at each array element is additive white and

gaussian(AWGN) uncorrelated between elements with the same
variance and that arriving signals have a mean of zero.

MUSIC Algorithm-contd
After computing the eigenvalues of Ruu,the

eigenvalues of ARssAH can be computing by

subtracting the variances as follows:

i i n

If number of incident signals D, is less than number

of number of antenna elements M, then M-D

eigenvalues are zero.

Spatial Spectrum

2 signals, 8 array elements

Discussion
Signal should lie mostly in subspace spanned by

eigenvectors associated with large eigenvalues noise is weak in this subspace.

Idea of communicating where noise is weak similar to
other spectrum optimization problems e.g. waterfilling solution to communication spectrum allocation
problem
Signal strength is maximum in subspace where noise
is weak

Next steps
Apply to the Restricted Matched Filter problem- select a fixed

subset of sensors in a cluster

Obtain results that demonstrate the optimality of the Receiver
operating characteristic

References
Lal C. Godara, "Application of Antenna Arrays to Mobile

Communications, Part I: Performance Improvements, Feasibility

and System Considerations," Proc. of the IEEE, Vol. 85, No 7,
pp. 1031- 1060, July 1997.
Lal C. Godara, "Application of Antenna Arrays to Mobile
Communications, Part II: Beamforming and Direction of Arrival
Considerations," Proc. of the IEEE, Vol. 85, No 8, pp. 11951245, July 1997.
B.D. Van Veen and K. M. Buckley "Beamforming: A versatile
Approach to Spatial Filtering" IEEE ASSP Magazine, pp. 4-24,
April 1988.
John Litva and Titus Kwok-Yeung Lo, Digital Beamforming in
wireless communications, Artech House Publishers, 1996.