Derived PDF of maximum likelihood signal estimator which employs anestimated noise covariance

A probability density function (PDF) for the maximum likelihood (ML) signal vector estimator is derived when the estimator relies on a noise sample covariance matrix (SCM) for evaluation. By using a complex Wishart probabilistic model for the distribution of the SCM, it is shown that the PDF of the adaptive ML (AML) signal estimator (alias the SCM based minimum variance distortionless response (MVDR) beamformer output and, more generally, the SCM based linearly constrained minimum variance (LCMV) beamformer output) is, in general, the confluent hypergeometric function of a complex matrix argument known as Kummer's function. The AML signal estimator remains unbiased but only asymptotically efficient; moreover, the AML signal estimator converges in distribution to the ML signal estimator (known noise covariance). When the sample size of the estimated noise covariance matrix is fixed, it is demonstrated that there exists a dynamic tradeoff between signal-to-noise ratio (SNR) and noise adaptivity as the dimensionality of the array data (number of adaptive degrees of freedom) is varied, suggesting the existence of an optimal array data dimension that will yield the best performance     

抑制信号失配和非平稳干扰的鲁棒性自适应波束形成

本文针对信号失配和非平稳干扰问题,提出了一种鲁棒性较强的自适应波束形成方法.该方法通过考虑信号估计误差,在传统的线性约束最小方差的代价函数中引进信号协方差矩阵的估计误差并加入额外的波达角估计误差约束,通过一种高效的新型支持向量机训练算法计算权值;仿真结果表明该方法具有更好的鲁棒性.提高了波束形成器抑制信号估计失配和干扰非平稳性的能力.     

Maximum likelihood direction-of-arrival estimation in unknown noise fields using sparse sensor arrays

We address the problem of maximum likelihood (ML) direction-of-arrival (DOA) estimation in unknown spatially correlated noise fields using sparse sensor arrays composed of multiple widely separated subarrays. In such arrays, intersubarray spacings are substantially larger than the signal wavelength, and therefore, sensor noises can be assumed to be uncorrelated between different subarrays. This leads to a block-diagonal structure of the noise covariance matrix which enables a substantial reduction of the number of nuisance noise parameters and ensures the identifiability of the underlying DOA estimation problem. A new deterministic ML DOA estimator is derived for this class of sparse sensor arrays. The proposed approach concentrates the ML estimation problem with respect to all nuisance parameters. In contrast to the analytic concentration used in conventional ML techniques, the implementation of the proposed estimator is based on an iterative procedure, which includes a stepwise concentration of the log-likelihood (LL) function. The proposed algorithm is shown to have a straightforward extension to the case of uncalibrated arrays with unknown sensor gains and phases. It is free of any further structural constraints or parametric model restrictions that are usually imposed on the noise covariance matrix and received signals in most existing ML-based approaches to DOA estimation in spatially correlated noise.     

The CFAR adaptive subspace detector is a scale-invariant GLRT

The constant false alarm rate (CFAR) matched subspace detector (CFAR MSD) is the uniformly most-powerful-invariant test and the generalized likelihood ratio test (GLRT) for detecting a target signal in noise whose covariance structure is known but whose level is unknown. Previously, the CFAR adaptive subspace detector (CFAR ASD), or adaptive coherence estimator (ACE), was proposed for detecting a target signal in noise whose covariance structure and level are both unknown and whose covariance structure is estimated with a sample covariance matrix based on training data. We show here that the CFAR ASD is GLRT when the test measurement is not constrained to have the same noise level as the training data, As a consequence, this GLRT is invariant to a more general scaling condition on the test and training data than the well-known GLRT of Kelly (1986)     

Maximum likelihood array processing in spatially correlated noisefields using parameterized signals

This paper deals with the problem of estimating signal parameters using an array of sensors. This problem is of interest in a variety of applications, such as radar and sonar source localization. A vast number of estimation techniques have been proposed in the literature during the past two decades. Most of these can deliver consistent estimates only if the covariance matrix of the background noise is known. In many applications, the aforementioned assumption is unrealistic. Recently, a number of contributions have addressed the problem of signal parameter estimation in unknown noise environments based on various assumptions on the noise. Herein, a different approach is taken. We assume instead that the signals are partially known. The received signals are modeled as linear combinations of certain known basis functions. The exact maximum likelihood (ML) estimator for the problem at hand is derived, as well as computationally more attractive approximation. The Cramer-Rao lower bound (CRB) on the estimation error variance is also derived and found to coincide with the CRB, assuming an arbitrary deterministic model and known noise covariance     

The performance of matched-field beamformers with Mediterraneanvertical array data

Minimum variance (MV) adaptive beamforming has been widely proposed for matched-field processing because it provides a means of suppressing ambiguous beampattern sidelobes. A difficulty with MV methods, however, is their sensitivity to signal wavefront mismatch. In this work, the performance of three robust MV methods and the Bartlett beamformer is evaluated using vertical array data from the Mediterranean Sea collected by the NATO SACLANT Centre. The three MV methods considered are: (1) the reduced MV beamformer (RMV), (2) the MV beamformer with neighborhood location constraints (MV-NLC), (3) the MV beamformer with environmental perturbation constraints (MV-EPC). While the Bartlett, RMV, and MV-NLC methods assume the ocean environment is known precisely, the MV-EPC method models the environment as being random with known statistics. Experimental and companion simulation results indicate that for modest environmental uncertainty, the MV-EPC beamformer achieves a higher probability of correct localization and better sidelobe performance than the other three methods     

Robust adaptive beamforming based on the eigenstructure method

In a linearly constrained beamformer with imperfect arrays, the authors investigate the cause of cancelling the desired signal from a viewpoint based on the eigenstructure properties of the array covariance matrix. Based on this cause, they propose a robust beamforming algorithm. As an adaptive algorithm of the proposed beamformer, the present a data-domain signal subspace updating algorithm     

A modified likelihood function approach to DOA estimation in thepresence of unknown spatially correlated Gaussian noise using a uniformlinear array

The problem of modified ML estimation of DOAs of multiple source signals incident on a uniform linear array (ULA) in the presence of unknown spatially correlated Gaussian noise is addressed here. Unlike previous work, the proposed method does not impose any structural constraints or parameterization of the signal and noise covariances. It is shown that the characterization suggested here provides a very convenient framework for obtaining an intuitively appealing estimate of the unknown noise covariance matrix via a suitable projection of the observed covariance matrix onto a subspace that is orthogonal complement of the so-called signal subspace. This leads to a formulation of an expression for a so-called modified likelihood function, which can be maximized to obtain the unknown DOAs. For the case of an arbitrary array geometry, this function has explicit dependence on the unknown noise covariance matrix. This explicit dependence can be avoided for the special case of a uniform linear array by using a simple polynomial characterization of the latter. A simple approximate version of this function is then developed that can be maximized via the-well-known IQML algorithm or its variants. An exact estimate based on the maximization of the modified likelihood function is obtained by using nonlinear optimization techniques where the approximate estimates are used for initialization. The proposed estimator is shown to outperform the MAP estimator of Reilly et al. (1992). Extensive simulations have been carried out to show the validity of the proposed algorithm and to compare it with some previous solutions     

Robust ML wideband beamformingin reverberant fields

Adaptive beamforming of sensor arrays immersed into reverberant fields can easily result in the cancellation of the useful signal because of the temporal correlation existing among the direct and the reflected path signals. Wideband beamforming can somewhat mitigate this phenomenon, but adaptive solutions based on the minimum variance (MV) criterion remain nonrobust in many practical applications, such as multimedia systems, underwater acoustics, and seismic prospecting. In this paper, a steered wideband adaptive beamformer, optimized by a novel concentrated maximum likelihood (ML) criterion in the frequency domain, is presented and discussed in the light of a very general reverberation model. It is shown that ML beamforming can alleviate the typical cancellation problems encountered by adaptive MV beamforming and preserve the intelligibility of a wideband and colored source signal under interference, reverberation, and propagation mismatches. The difficult optimization of the ML cost function, which incorporates a robustness constraint to prevent signal cancellation, is recast as an iterative least squares problem through the concept of descent in the neuron space, which was originally developed for the training of multilayer neural networks. Finally, experiments with computer-generated and real-world data demonstrate the superior performance of the proposed beamformer with respect to its MV counterpart.     

Maximum likelihood array processing for stochastic coherent sources

Maximum likelihood (ML) estimation in array signal processing for the stochastic noncoherent signal case is well documented in the literature. We focus on the equally relevant case of stochastic coherent signals. Explicit large-sample realizations are derived for the ML estimates of the noise power and the (singular) signal covariance matrix. The asymptotic properties of the estimates are examined, and some numerical examples are provided. In addition, we show the surprising fact that the ML estimates of the signal parameters obtained by ignoring the information that the sources are coherent coincide in large samples with the ML estimates obtained by exploiting the coherent source information. Thus, the ML signal parameter estimator derived for the noncoherent case (or its large-sample realizations) asymptotically achieves the lowest possible estimation error variance (corresponding to the coherent Cramer-Rao bound)     

Robust multiple signal classification algorithm based on the myriad covariation matrix

A robust version of the multiple signal classification (MUSIC) bearing estimation algorithm based on robust statistics is developed for a direct sequence-code division multiple access impulsive noise channel. The proposed subspace algorithm is computed by using the antenna array covariance matrix, which is derived from the robust maximum likelihood estimator of location. Each element of the robust covariance matrix is computed as the sample myriad of a window of the received observations. The MUSIC antenna array scheme is jointly used to mitigate the effects of multipath and impulsive noise. Simulation results demonstrate that the proposed scheme significantly outperforms the other linear and nonlinear schemes     

A Bayesian approach to robust adaptive beamforming

An adaptive beamformer that is robust to uncertainty in source direction-of-arrival (DOA) is derived using a Bayesian approach. The DOA is assumed to be a discrete random variable with a known a priori probability density function (PDF) that reflects the level of uncertainty in the source DOA. The resulting beamformer is a weighted sum of minimum variance distortionless response (MVDR) beamformers pointed at a set of candidate DOAs, where the relative contribution of each MVDR beamformer is determined from the a posteriori PDF of the DOA conditioned on previously observed data. A simple approximation to the a posteriori PDF results in a straightforward implementation. Performance of the approximate Bayesian beamformer is compared with linearly constrained minimum variance (LCMV) beamformers and data-driven approaches that attempt to estimate signal characteristics or the steering vector from the data     

Maximum likelihood estimation for array processing in colored noise

Direction of arrival estimation of multiple sources, using a uniform linear array, in noise with unknown covariance is considered. The noise is modeled as a spatial autoregressive process with unknown parameters. Both stochastic and deterministic signal models are considered. For the random signal case, an approximate maximum likelihood estimator of the signal and noise parameters is derived. It requires numerical maximization of a compressed likelihood function over the unknown arrival angles. Analytical expressions for the MLEs of the signal covariance and the AR parameters are given. Similar results for the case of deterministic signals are also presented     

Eigenvalue Beamforming Using a Multirank MVDR Beamformer and Subspace Selection

We derive eigenvalue beamformers to resolve an unknown signal of interest whose spatial signature lies in a known subspace, but whose orientation in that subspace is otherwise unknown. The unknown orientation may be fixed, in which case the signal covariance is rank-1, or it may be random, in which case the signal covariance is multirank. We present a systematic treatment of such signal models and explain their relevance for modeling signal uncertainties. We then present a multirank generalization of the MVDR beamformer. The idea is to minimize the power at the output of a matrix beamformer, while enforcing a data dependent distortionless constraint in the signal subspace, which we design based on the type of signal we wish to resolve. We show that the eigenvalues of an error covariance matrix are fundamental for resolving signals of interest. Signals with rank-1 covariances are resolved by the largest eigenvalues of the error covariance, while signals with multirank covariances are resolved by the smallest eigenvalues. Thus, the beamformers we design are eigenvalue beamformers, which extract signal information from eigen-modes of an error covariance. We address the tradeoff between angular resolution of eigenvalue beamformers and the fraction of the signal power they capture.     

导向矢量和协方差矩阵联合迭代估计的稳健波束形成算法

针对自适应波束形成器在目标导向矢量存在约束偏差时性能急剧下降的问题,该文提出一种目标导向矢量和干扰噪声协方差矩阵联合迭代估计的稳健波束形成算法。该算法首先采用稀疏重构的方法得到目标导向矢量的初始值,并通过从采样协方差矩阵中剔除目标信号估计值完成干扰加噪声协方差矩阵的初始化;然后在建立导向矢量误差优化模型的基础上,采用凸优化方法对目标导向矢量和干扰加噪声协方差矩阵联合迭代求解。最后利用目标导向矢量和干扰加噪声协方差矩阵的稳态估计值获得自适应权矢量。仿真结果表明该算法提高了波束形成器在目标导向矢量约束偏差时的输出信干噪比。     

Direction estimation in partially unknown noise fields

The problem of direction of arrival estimation in the presence of colored noise with unknown covariance is considered. The unknown noise covariance is assumed to obey a linear parametric model. Using this model, the maximum likelihood directions parameter estimate is derived, and a large sample approximation is formed. It is shown that a priori information on the source signal correlation structure is easily incorporated into this approximate ML (AML) estimator. Furthermore, a closed form expression of the Cramer-Rao bound on the direction parameter is provided. A perturbation analysis with respect to a small error in the assumed noise model is carried out, and an expression of the asymptotic bias due to the model mismatch is given. Computer simulations and an application of the proposed technique to a full-scale passive sonar experiment is provided to illustrate the results     

A minimum misadjustment adaptive FIR filter

The performance of an adaptive filter is limited by the misadjustment resulting from the variance of adapting parameters. This paper develops a method to reduce the misadjustment when the additive noise in the desired signal is correlated. Given a static linear model, the linear estimator that can achieve the minimum parameter variance estimate is known as the best linear unbiased estimator (BLUE). Starting from classical estimation theory and a Gaussian autoregressive (AR) noise model, a maximum likelihood (ML) estimator that jointly estimates the filter parameters and the noise statistics is established. The estimator is shown to approach the best linear unbiased estimator asymptotically. The proposed adaptive filtering method follows by modifying the commonly used mean-square error (MSE) criterion in accordance with the ML cost function. The new configuration consists of two adaptive components: a modeling filter and a noise whitening filter. Convergence study reveals that there is only one minimum in the error surface, and global convergence is guaranteed. Analysis of the adaptive system when optimized by LMS or RLS is made, together with the tracking capability investigation. The proposed adaptive method performs significantly better than a usual adaptive filter with correlated additive noise and tracks a time-varying system more effectively     

Application of Toeplitz covariance estimation to adaptivebeamforming and detection

Array processing algorithms for adaptive beamforming and the adaptive detection of radar targets in unknown interference are proposed and simulated. These algorithms rely on estimates of the interference covariance which are constrained to be Toeplitz. It is shown that the incorporation of this constraint into the covariance estimation has a significant impact on the adaptive beamformer and adaptive detector performance     

Robust adaptive beamforming for general-rank signal models

The performance of adaptive beamforming methods is known to degrade severely in the presence of even small mismatches between the actual and presumed array responses to the desired signal. Such mismatches may frequently occur in practical situations because of violation of underlying assumptions on the environment, sources, or sensor array. This is especially true when the desired signal components are present in the beamformer "training" data snapshots because in this case, the adaptive array performance is very sensitive to array and model imperfections. The similar phenomenon of performance degradation can occur even when the array response to the desired signal is known exactly, but the training sample size is small. We propose a new powerful approach to robust adaptive beamforming in the presence of unknown arbitrary-type mismatches of the desired signal array response. Our approach is developed for the most general case of an arbitrary dimension of the desired signal subspace and is applicable to both the rank-one (point source) and higher rank (scattered source/fluctuating wavefront) desired signal models. The proposed robust adaptive beamformers are based on explicit modeling of uncertainties in the desired signal array response and data covariance matrix as well as worst-case performance optimization. Simple closed-form solutions to the considered robust adaptive beamforming problems are derived. Our new beamformers have a computational complexity comparable with that of the traditional adaptive beamforming algorithms, while, at the same time, offer a significantly improved robustness and faster convergence rates.     

PDF's, confidence regions, and relevant statistics for a class ofsample covariance-based array processors

We add to the many results on sample covariance matrix (SCM) dependent array processors by (i) weakening the traditional assumption of Gaussian data and (ii) providing for a class of array processors additional performance measures that are of value in practice. The data matrix is assumed drawn from a class of multivariate elliptically contoured (MEC) distributions. The performance measures include the exact probability density functions (PDFs), confidence regions, and moments of the weight vector (matrix), beam response, and beamformer output of certain SCM-based (SCB) array processors. The array processors considered include the SCB: (i) maximum-likelihood (ML) signal vector estimator, (ii) linearly constrained minimum variance beamformer (LCMV), (iii) minimum variance distortionless response beamformer (MVDR), and (iv) generalized sidelobe canceller (GSC) implementation of the LCMV beamformer. It is shown that the exact joint PDFs for the weight vectors/matrices of the aforementioned SCB array processors are a linear transformation from a complex multivariate extension of the standardized t-distribution. The SCB beam responses are generalized t-distributed, and the PDFs of the SCB beamformer outputs are given by Kummer's function. All but the beamformer outputs are shown to be completely invariant statistics over the class of MECs considered