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IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION, VOL. 54, NO. 1, JANUARY 2006 175<br />

<strong>Utilization</strong> <strong>of</strong> a <strong>Unitary</strong> <strong>Trans<strong>for</strong>m</strong> <strong>for</strong> <strong>Efficient</strong><br />

<strong>Computation</strong> <strong>in</strong> <strong>the</strong> Matrix Pencil Method to<br />

F<strong>in</strong>d <strong>the</strong> Direction <strong>of</strong> Arrival<br />

Nuri Yilmazer, J<strong>in</strong>hwan Koh, and Tapan K. Sarkar, Fellow, IEEE<br />

Abstract—In this study, we use <strong>the</strong> matrix pencil (MP) method<br />

to compute <strong>the</strong> direction <strong>of</strong> arrival (DOA) <strong>of</strong> <strong>the</strong> signals us<strong>in</strong>g a<br />

very efficient computational procedure <strong>in</strong> which <strong>the</strong> complexity<br />

<strong>of</strong> <strong>the</strong> computation can be reduced significantly by us<strong>in</strong>g a unitary<br />

matrix trans<strong>for</strong>mation. This method applies <strong>the</strong> technique directly<br />

to <strong>the</strong> data without <strong>for</strong>m<strong>in</strong>g a covariance matrix. Simulation<br />

results show that <strong>the</strong> variance <strong>of</strong> <strong>the</strong> estimate approaches to<br />

<strong>the</strong> Cramer–Rao lower bound. Us<strong>in</strong>g real computations through<br />

<strong>the</strong> unitary trans<strong>for</strong>mation <strong>for</strong> <strong>the</strong> MP method leads to a very efficient<br />

computational methodology <strong>for</strong> real time implementation on<br />

a digital signal processor chip. A unitary trans<strong>for</strong>m can convert<br />

<strong>the</strong> complex matrix to a real matrix along with <strong>the</strong>ir eigenvectors<br />

and <strong>the</strong>reby reduc<strong>in</strong>g <strong>the</strong> computational cost at least by a factor <strong>of</strong><br />

four without sacrific<strong>in</strong>g accuracy. This reduction <strong>in</strong> <strong>the</strong> number <strong>of</strong><br />

computations is achieved by us<strong>in</strong>g a trans<strong>for</strong>mation, which maps<br />

centro-hermitian matrices to real matrices. This trans<strong>for</strong>mation is<br />

based on Lee’s work on centro-hermitian matrices.<br />

Index Terms—Direction <strong>of</strong> arrival (DOA), matrix pencil (MP),<br />

unitary trans<strong>for</strong>mation.<br />

I. INTRODUCTION<br />

THE problem <strong>of</strong> estimat<strong>in</strong>g <strong>the</strong> direction <strong>of</strong> arrival (DOA)<br />

<strong>of</strong> <strong>the</strong> various sources imp<strong>in</strong>g<strong>in</strong>g on a phased array<br />

has received considerable attention, <strong>in</strong> many fields <strong>in</strong>clud<strong>in</strong>g<br />

radar, sonar, radio astronomy, and mobile communications.<br />

There are many algorithms that exist to f<strong>in</strong>d <strong>the</strong> DOA and<br />

research is go<strong>in</strong>g on to <strong>in</strong>crease <strong>the</strong>ir resolution as well as to<br />

reduce <strong>the</strong>ir computational complexity [1]. Capon’s m<strong>in</strong>imum<br />

variance technique attempts to overcome <strong>the</strong> poor resolution<br />

problems associated with <strong>the</strong> delay-and-sum method [1], [2].<br />

More advanced approaches are so-called super resolution<br />

techniques that are based on <strong>the</strong> eigen-structure <strong>of</strong> <strong>the</strong> <strong>in</strong>put<br />

covariance matrix <strong>in</strong>clud<strong>in</strong>g multiple signal classification<br />

(MUSIC), Root-MUSIC and estimation <strong>of</strong> signal parameters<br />

via rotational <strong>in</strong>variance techniques (ESPRIT) provides <strong>the</strong><br />

high resolution DOA estimation. Music algorithm proposed<br />

by Schmidt [3] returns <strong>the</strong> pseudo-spectrum at all frequency<br />

samples. Root-MUSIC [4] returns <strong>the</strong> estimated discrete frequency<br />

spectrum, along with <strong>the</strong> correspond<strong>in</strong>g signal power<br />

estimates. Root-MUSIC is one <strong>of</strong> <strong>the</strong> most useful approaches<br />

Manuscript received March 28, 2005; revised July 20, 2005.<br />

N. Yilmazer and T. K. Sarkar are with <strong>the</strong> Department <strong>of</strong> Electrical Eng<strong>in</strong>eer<strong>in</strong>g<br />

and Computer Science, Syracuse University, Syracuse, NY 13244-1240<br />

USA (e-mail: nyilmaze@syr.edu; tksarkar@syr.edu).<br />

J. Koh is with <strong>the</strong> Department <strong>of</strong> Electronics and Electrical Eng<strong>in</strong>eer<strong>in</strong>g,<br />

Kyungpook National University, Taegu, Korea (e-mail: jikoh@ee.knu.ac.kr).<br />

Digital Object Identifier 10.1109/TAP.2005.861567<br />

<strong>for</strong> frequency estimation <strong>of</strong> signals made up <strong>of</strong> a sum <strong>of</strong> exponentials<br />

embedded <strong>in</strong> white Gaussian noise. The per<strong>for</strong>mance<br />

analysis <strong>of</strong> <strong>the</strong>se methods can be found <strong>in</strong> [16].<br />

The conventional signal process<strong>in</strong>g algorithms us<strong>in</strong>g <strong>the</strong> covariance<br />

matrix work on <strong>the</strong> premise that <strong>the</strong> signals imp<strong>in</strong>g<strong>in</strong>g<br />

on <strong>the</strong> array are not fully correlated or coherent. Under uncorrelated<br />

conditions, <strong>the</strong> source covariance matrix satisfies <strong>the</strong> full<br />

rank condition, which is <strong>the</strong> basis <strong>of</strong> <strong>the</strong> eigen-decomposition<br />

[1]. Many techniques <strong>in</strong>volve modification <strong>of</strong> <strong>the</strong> covariance<br />

matrix through a preprocess<strong>in</strong>g scheme called spatial smooth<strong>in</strong>g<br />

[5]. Sarkar and Hua [6], [7] utilized <strong>the</strong> matrix pencil (MP) to<br />

get <strong>the</strong> DOA <strong>of</strong> <strong>the</strong> signals <strong>in</strong> a coherent multipath environment.<br />

In <strong>the</strong> MP method, based on <strong>the</strong> spatial samples <strong>of</strong> <strong>the</strong> data, <strong>the</strong><br />

analysis is done on a snapshot-by-snapshot basis, and <strong>the</strong>re<strong>for</strong>e<br />

nonstationary environments can be handled easily. Unlike <strong>the</strong><br />

conventional covariance matrix techniques, <strong>the</strong> MP method can<br />

f<strong>in</strong>d DOA easily <strong>in</strong> <strong>the</strong> presence <strong>of</strong> multipath coherent signal<br />

without per<strong>for</strong>m<strong>in</strong>g additional process<strong>in</strong>g <strong>of</strong> spatial smooth<strong>in</strong>g.<br />

On <strong>the</strong> o<strong>the</strong>r hand, some ef<strong>for</strong>ts have been done to reduce<br />

<strong>the</strong> computational complexity <strong>of</strong> <strong>the</strong> calculations. Huang and<br />

Yeh [8] have developed a unitary trans<strong>for</strong>m, which can convert<br />

a complex matrix to a real matrix along with <strong>the</strong>ir eigenvectors.<br />

Their simple trans<strong>for</strong>mation reduces <strong>the</strong> process<strong>in</strong>g time<br />

by deal<strong>in</strong>g with only real valued computations. The process<strong>in</strong>g<br />

time could be reduced almost 4 times, s<strong>in</strong>ce <strong>the</strong> complex multiplication<br />

cost 4 times more than that <strong>of</strong> real multiplications.<br />

More work has been done by Haardt and Nossek [9], [12], [13]<br />

and <strong>the</strong>y applied <strong>the</strong> method to ESPRIT to successfully reduced<br />

<strong>the</strong> computational burden.<br />

This paper <strong>in</strong>troduces an efficient computational approach<br />

that reduces <strong>the</strong> burden <strong>of</strong> complex calculations <strong>in</strong> <strong>the</strong> matrix<br />

pencil (MP) method. The MP method can f<strong>in</strong>d <strong>the</strong> DOA <strong>in</strong> <strong>the</strong><br />

presence <strong>of</strong> multipath coherent signals without per<strong>for</strong>m<strong>in</strong>g additional<br />

process<strong>in</strong>g like spatial smooth<strong>in</strong>g as required <strong>in</strong> some <strong>of</strong><br />

<strong>the</strong> conventional covariance matrix based techniques. By tak<strong>in</strong>g<br />

advantage <strong>of</strong> <strong>the</strong> centro-hermitian property <strong>of</strong> a matrix, a unitary<br />

trans<strong>for</strong>mation can be applied which converts a complex<br />

matrix to a real matrix along with <strong>the</strong>ir eigenvectors, which significantly<br />

reduces <strong>the</strong> process<strong>in</strong>g time.<br />

The rest <strong>of</strong> <strong>the</strong> paper is organized as follows. In Section II,<br />

<strong>the</strong> unitary trans<strong>for</strong>m and <strong>the</strong> related <strong>the</strong>orems are given. In Section<br />

III, <strong>the</strong> MP method is expla<strong>in</strong>ed <strong>in</strong> detail and <strong>the</strong> utilization<br />

<strong>of</strong> unitary trans<strong>for</strong>m is illustrated. The new algorithm is summarized<br />

<strong>in</strong> Section IV. The computer simulation is provided <strong>in</strong><br />

Section V, followed by <strong>the</strong> conclusions.<br />

0018-926X/$20.00 © 2006 IEEE


176 IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION, VOL. 54, NO. 1, JANUARY 2006<br />

II. THE UNITARY TRANSFORM<br />

A square matrix, , is called unitary, if it satisfies<br />

. The superscript denotes <strong>the</strong> complex conjugate<br />

transpose <strong>of</strong> a matrix. Hence , where is <strong>the</strong> identity<br />

matrix. For <strong>the</strong> matrix to be unitary, <strong>the</strong> columns <strong>of</strong> <strong>the</strong> matrix<br />

must be orthonormal. This implies .<br />

A matrix A, where<br />

, is called centro-hermitian<br />

[9]–[11], if it satisfies<br />

is called <strong>the</strong> exchange matrix and def<strong>in</strong>ed as<br />

.<br />

. . . . .<br />

.<br />

.<br />

.<br />

.<br />

.<br />

(1)<br />

. Here, is a square<br />

matrix, and is conjugate <strong>of</strong> .<br />

Theorem 1: If a vector<br />

, where is an odd number, is centro-hermitian, that is<br />

, <strong>the</strong>n <strong>the</strong> follow<strong>in</strong>g matrix :<br />

.<br />

.<br />

.<br />

.<br />

. (6)<br />

.<br />

There<strong>for</strong>e, . is centro-hermitian.<br />

Theorem 3: If <strong>the</strong> matrix is centro-hermitian, <strong>the</strong>n<br />

is a real matrix. Here <strong>the</strong> matrix is unitary, whose<br />

columns are conjugate symmetric and has a sparse structure<br />

[8], [14]. For even, we have<br />

Here, and are matrices that have <strong>the</strong> dimension <strong>of</strong> and<br />

. When is odd, we have<br />

(7)<br />

(8)<br />

.<br />

.<br />

.<br />

.<br />

. ..<br />

.<br />

.<br />

is also centro hermitian.<br />

Pro<strong>of</strong>: S<strong>in</strong>ce<br />

, <strong>the</strong>n<br />

<strong>for</strong><br />

. There<strong>for</strong>e<br />

(2)<br />

Here and are matrices that have <strong>the</strong> dimension <strong>of</strong> ,<br />

and 0 is a vector whose elements are 0.<br />

Pro<strong>of</strong>: Us<strong>in</strong>g , <strong>the</strong> conjugate <strong>of</strong> is<br />

S<strong>in</strong>ce<br />

(9)<br />

(10)<br />

(11)<br />

.<br />

.<br />

.<br />

.<br />

. ..<br />

.<br />

.<br />

(3)<br />

There<strong>for</strong>e,<br />

is a real matrix.<br />

.<br />

.<br />

. .. . .<br />

(4)<br />

Hence,<br />

is a also centro-hermitian matrix.<br />

Theorem 2: The follow<strong>in</strong>g matrix<br />

.<br />

is centro hermitian <strong>for</strong> any matrix [9].<br />

Pro<strong>of</strong>: Us<strong>in</strong>g<br />

.<br />

. , and<br />

.<br />

. ,wehave<br />

III. THE MP METHOD<br />

The narrowband sources located <strong>in</strong> <strong>the</strong> far field <strong>of</strong> a uni<strong>for</strong>mly<br />

spaced array consist<strong>in</strong>g <strong>of</strong> isotropic omnidirectional po<strong>in</strong>t sensors<br />

radiat<strong>in</strong>g <strong>in</strong> free space is considered. This results <strong>in</strong> a uni<strong>for</strong>m<br />

l<strong>in</strong>ear array (ULA). The focus here is to use <strong>the</strong> unitary<br />

trans<strong>for</strong>m to convert <strong>the</strong> complex matrices used <strong>in</strong> <strong>the</strong> MP <strong>for</strong>mulation<br />

to real matrices and use <strong>the</strong>se matrices to estimate <strong>the</strong><br />

DOA <strong>of</strong> multiple signals simultaneously imp<strong>in</strong>g<strong>in</strong>g on <strong>the</strong> ULA.<br />

The vector is <strong>the</strong> set <strong>of</strong> voltages measured at <strong>the</strong> feed po<strong>in</strong>t<br />

<strong>of</strong> <strong>the</strong> antenna elements <strong>of</strong> <strong>the</strong> ULA. There<strong>for</strong>e, can be<br />

modeled by a sum <strong>of</strong> complex exponentials, i.e.<br />

(12)<br />

.<br />

.<br />

. (5)<br />

where<br />

observed voltages at a specific <strong>in</strong>stance ;<br />

noise associated with <strong>the</strong> observation;<br />

actual noise free signal;<br />

;


YILMAZER et al.: UTILIZATION OF A UNITARY TRANSFORM FOR EFFICIENT COMPUTATION 177<br />

residues or complex amplitudes at ;<br />

angular frequencies ;<br />

damp<strong>in</strong>g factors.<br />

There<strong>for</strong>e, one can write <strong>the</strong> sampled signal as<br />

One can also write<br />

where<br />

(19)<br />

(20)<br />

(13)<br />

(14)<br />

.<br />

.<br />

.<br />

.<br />

. ..<br />

.<br />

.<br />

where, , <strong>for</strong> .<br />

In this study, it has been assumed that <strong>the</strong> damp<strong>in</strong>g factor<br />

is equal to zero. The objective is to f<strong>in</strong>d <strong>the</strong> best estimates<br />

<strong>for</strong> , and from . Let us consider <strong>the</strong> matrix ,<br />

which is obta<strong>in</strong>ed directly from . is a Hankel matrix,<br />

and each column <strong>of</strong> is a w<strong>in</strong>dowed part <strong>of</strong> <strong>the</strong> orig<strong>in</strong>al data<br />

vector,<br />

. It is assumed that, <strong>the</strong>re<br />

are data samples<br />

.<br />

.<br />

.<br />

.<br />

. ..<br />

.<br />

.<br />

Now, let us consider <strong>the</strong> MP<br />

(21)<br />

(22)<br />

(23)<br />

(24)<br />

.<br />

.<br />

.<br />

.<br />

. ..<br />

.<br />

.<br />

(15)<br />

The parameter is called <strong>the</strong> pencil parameter. is chosen between<br />

and <strong>for</strong> efficient noise filter<strong>in</strong>g [7]. The variance<br />

<strong>of</strong> <strong>the</strong> estimated values <strong>of</strong> and will be m<strong>in</strong>imal, if <strong>the</strong><br />

values <strong>of</strong> are chosen <strong>in</strong> this range.<br />

The matrix is obta<strong>in</strong>ed from (14) by writ<strong>in</strong>g it <strong>in</strong> <strong>the</strong> follow<strong>in</strong>g<br />

matrix <strong>for</strong>m, shown <strong>in</strong> (16) at <strong>the</strong> bottom <strong>of</strong> <strong>the</strong> page.<br />

From <strong>the</strong> matrix , we can def<strong>in</strong>e two submatrices, say<br />

.<br />

.<br />

. .. .<br />

(25)<br />

Here is <strong>the</strong> identity matrix. One can show that <strong>the</strong> rank<br />

<strong>of</strong> will be , provided that [7].<br />

However, if , , <strong>the</strong> row <strong>of</strong><br />

is zero, <strong>the</strong>n <strong>the</strong> rank <strong>of</strong> this matrix is . There<strong>for</strong>e, <strong>the</strong><br />

parameters can be found as <strong>the</strong> generalized eigenvalues <strong>of</strong><br />

<strong>the</strong> matrix pair . So, <strong>the</strong> solution to <strong>the</strong> problem can be<br />

reduced to an ord<strong>in</strong>ary eigenvalue problem, and will be <strong>the</strong><br />

eigenvalues <strong>of</strong><br />

(26)<br />

where is <strong>the</strong> Moore–Penrose pseudo <strong>in</strong>verse <strong>of</strong> , which is<br />

def<strong>in</strong>ed as<br />

(27)<br />

.<br />

.<br />

. .. .<br />

(17)<br />

The DOA is obta<strong>in</strong>ed from , where<br />

.<br />

For <strong>the</strong> noisy data, <strong>the</strong> s<strong>in</strong>gular value decomposition (SVD)<br />

is useful to reduce some <strong>of</strong> <strong>the</strong> noise effect [15]. The matrix<br />

can be written as<br />

(18)<br />

(28)<br />

.<br />

.<br />

. .. . .<br />

(16)


178 IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION, VOL. 54, NO. 1, JANUARY 2006<br />

Here, and are unitary matrices whose columns are <strong>the</strong><br />

eigenvectors <strong>of</strong> , and , respectively. is <strong>the</strong> s<strong>in</strong>gular<br />

values <strong>of</strong> , which are located on <strong>the</strong> ma<strong>in</strong> diagonals <strong>in</strong> <strong>the</strong> descend<strong>in</strong>g<br />

order<br />

. If <strong>the</strong> data is noiseless,<br />

<strong>the</strong> first s<strong>in</strong>gular values are nonzero, <strong>the</strong> rest is zero, where<br />

(29)<br />

(30)<br />

If <strong>the</strong> data is noisy, needs to be estimated, and how to do it<br />

is illustrated <strong>in</strong> [7]. The ratio <strong>of</strong> each <strong>of</strong> <strong>the</strong> s<strong>in</strong>gular value to <strong>the</strong><br />

largest one determ<strong>in</strong>es <strong>the</strong> value <strong>of</strong> . We choose<br />

, where is <strong>the</strong> number <strong>of</strong> accurate significant decimal<br />

digits <strong>of</strong> <strong>the</strong> data vector . One can rewrite <strong>the</strong> (25) as<br />

with<br />

S<strong>in</strong>ce,<br />

There<strong>for</strong>e<br />

(39)<br />

(40)<br />

(41)<br />

(42)<br />

where , and , with<br />

.<br />

The matrices , and are def<strong>in</strong>ed as follows:<br />

.<br />

.<br />

.<br />

. .. .<br />

.<br />

(31)<br />

. .. . .<br />

(32)<br />

For data contam<strong>in</strong>ated with noise, it is better to take <strong>the</strong><br />

SVD <strong>of</strong> so that some <strong>of</strong> <strong>the</strong> noise effect can be reduced.<br />

It can be shown that <strong>the</strong> s<strong>in</strong>gular vectors <strong>of</strong><br />

correspond to <strong>the</strong> signal space [9]. One can <strong>the</strong>n solve <strong>for</strong><br />

as <strong>the</strong> generalized eigenvalue <strong>of</strong> <strong>the</strong> matrix<br />

and , where, is <strong>the</strong><br />

largest s<strong>in</strong>gular vectors <strong>of</strong> . is estimated number <strong>of</strong> <strong>the</strong><br />

signals. That is, . Here, ,<br />

and are orthogonal matrices. is a diagonal matrix<br />

with its element . , such that<br />

<strong>the</strong> correspond<strong>in</strong>g s<strong>in</strong>gular values<br />

satisfy<br />

.Or<br />

is <strong>the</strong><br />

eigenvalue <strong>of</strong> .<br />

S<strong>in</strong>ce we do not know how many frequency components exist<br />

<strong>in</strong> <strong>the</strong> signal, <strong>the</strong> number <strong>of</strong> <strong>the</strong> estimated frequencies should<br />

be determ<strong>in</strong>ed us<strong>in</strong>g some criteria. Typically <strong>the</strong> s<strong>in</strong>gular values<br />

beyond are set equal to zero [7].<br />

.<br />

.<br />

.<br />

. .. . .<br />

(33)<br />

IV. SUMMARY OF THE ALGORITHM<br />

Basically <strong>the</strong> algorithm can be summarized as follows:<br />

From (31) and (33), one can write<br />

(34)<br />

(35)<br />

Note that , and is real from <strong>the</strong> <strong>the</strong>orems<br />

(1, 2, 3). There<strong>for</strong>e<br />

(36)<br />

It can be shown that , and<br />

, , and <strong>the</strong>re<strong>for</strong>e, (36) can<br />

be represented by<br />

(37)<br />

• Step 1: From <strong>the</strong> data vector ,<br />

f<strong>in</strong>d <strong>the</strong> MP from (2);<br />

• Step 2: Compute <strong>the</strong> real data matrix<br />

, us<strong>in</strong>g <strong>the</strong>orem (3);<br />

Or,<br />

from <strong>the</strong>orem (2);<br />

• Step 3: Evaluate and<br />

;<br />

• Step 4: Per<strong>for</strong>m a SVD <strong>of</strong> and<br />

calculate , which is <strong>the</strong><br />

largest s<strong>in</strong>gular vectors <strong>of</strong> ;<br />

• Step 5: Calculate <strong>the</strong> generalized<br />

eigenvalues<br />

<strong>of</strong><br />

and ;<br />

• Step 6: Calculate .<br />

.<br />

.<br />

Hence, (36) converts to<br />

(38)<br />

In this algorithm all computations are made us<strong>in</strong>g real numbers<br />

and <strong>the</strong>re<strong>for</strong>e, no variable is complex <strong>in</strong>clud<strong>in</strong>g <strong>the</strong> eigenvalues<br />

and <strong>the</strong> eigenvectors <strong>in</strong> this procedure.


YILMAZER et al.: UTILIZATION OF A UNITARY TRANSFORM FOR EFFICIENT COMPUTATION 179<br />

TABLE I<br />

SUMMARY OF SIGNAL FEATURES INCIDENT ON THE ANTENNA ARRAY<br />

One should state that premultiply<strong>in</strong>g and postmultiply<strong>in</strong>g<br />

by and require only additions and scal<strong>in</strong>g. For<br />

example, <strong>in</strong> <strong>the</strong> case <strong>of</strong> sensor elements, and <strong>for</strong> a given<br />

pencil parameter , <strong>the</strong> computations done <strong>for</strong> <strong>the</strong> unitary<br />

trans<strong>for</strong>mation,<br />

, requires around<br />

real additions. This is negligible as compared to<br />

<strong>the</strong> computations done <strong>for</strong> <strong>the</strong> computation <strong>in</strong>volved <strong>in</strong> <strong>the</strong><br />

eigendecomposition [8], [9].<br />

Eigenstructure based methods <strong>for</strong> estimat<strong>in</strong>g DOA <strong>of</strong> <strong>the</strong><br />

sources imp<strong>in</strong>g<strong>in</strong>g on a ULA requires complex calculations<br />

<strong>in</strong> comput<strong>in</strong>g <strong>the</strong> eigenvectors and <strong>the</strong> eigenvalues. The MP<br />

method, <strong>in</strong> addition, requires <strong>the</strong> computation <strong>of</strong> a SVD <strong>of</strong> <strong>the</strong><br />

complex-valued data. It should be stated that eigendecomposition<br />

with complex-valued data matrix is quite computation<br />

<strong>in</strong>tensive. The eigen-decomposition process consists <strong>of</strong> a large<br />

portion <strong>of</strong> <strong>the</strong> whole computational load. To reduce <strong>the</strong> computational<br />

complexity dur<strong>in</strong>g eigen-decomposition, application<br />

<strong>of</strong> a unitary trans<strong>for</strong>mation is proposed <strong>for</strong> DOA estimation<br />

by us<strong>in</strong>g a real-valued SVD. Comput<strong>in</strong>g <strong>the</strong> eigen-components<br />

<strong>of</strong> <strong>the</strong> unitary trans<strong>for</strong>med data matrix requires only real<br />

computations. Real-valued eigendecomposition has a reduced<br />

computational complexity than <strong>the</strong> complex one approximately<br />

by a factor <strong>of</strong> four.<br />

The unitary MP (UMP) method is thus a completely realvalued<br />

algorithm as it requires only real-valued computations.<br />

Apart from f<strong>in</strong>d<strong>in</strong>g <strong>the</strong> s<strong>in</strong>gular values and vectors, <strong>the</strong> rest <strong>of</strong> <strong>the</strong><br />

calculations are also real computations as opposed to <strong>the</strong> ones<br />

done <strong>in</strong> <strong>the</strong> conventional MP method. A big portion <strong>of</strong> <strong>the</strong> computational<br />

load is occupied by <strong>the</strong> multiplication operations, so<br />

trans<strong>for</strong>m<strong>in</strong>g <strong>the</strong> data can save a noticeable amount <strong>of</strong> computations<br />

and <strong>the</strong> process<strong>in</strong>g time is reduced greatly.<br />

V. SIMULATION RESULTS<br />

In this section, <strong>the</strong> computer simulation results are given to illustrate<br />

<strong>the</strong> per<strong>for</strong>mance <strong>of</strong> <strong>the</strong> UMP method. The noisy signal<br />

model is <strong>for</strong>mulated from (14). is treated as a zero mean<br />

Gaussian white noise with variance . Uni<strong>for</strong>mly spaced arrays<br />

(ULA) <strong>of</strong> omnidirectional isotropic po<strong>in</strong>t sensors are considered<br />

<strong>in</strong> this study. The distance between any two elements<br />

<strong>of</strong> <strong>the</strong> ULA is half a wavelength. is <strong>the</strong> voltage <strong>in</strong>duced<br />

at each <strong>of</strong> <strong>the</strong> antenna elements, <strong>for</strong><br />

.Itis<br />

assumed that <strong>the</strong>re are 6 antenna elements and two signals are<br />

imp<strong>in</strong>g<strong>in</strong>g on <strong>the</strong> array with amplitudes<br />

. The<br />

phases, magnitudes and DOA <strong>of</strong> <strong>the</strong> two imp<strong>in</strong>g<strong>in</strong>g signals are<br />

tabulated <strong>in</strong> Table I.<br />

S<strong>in</strong>ce <strong>the</strong> estimated direction <strong>of</strong> arrival is treated as a random<br />

variable, <strong>the</strong> stability/accuracy <strong>of</strong> <strong>the</strong> results need to be expressed<br />

<strong>in</strong> terms <strong>of</strong> its statistical properties, which <strong>in</strong> this case<br />

Fig. 1. Variance 010 log (var( ^ )) UMP, MP, and <strong>the</strong> CRLB are plotted<br />

aga<strong>in</strong>st <strong>the</strong> SNR.<br />

are <strong>the</strong> estimated values such as <strong>the</strong> mean, variance, and so<br />

on <strong>of</strong> <strong>the</strong> estimate. The Cramer–Rao lower bound (CRLB)<br />

measures <strong>the</strong> goodness <strong>of</strong> an estimator. CRLB is <strong>the</strong> limit that<br />

<strong>the</strong> variance <strong>of</strong> <strong>the</strong> estimates contam<strong>in</strong>ated by white Gaussian<br />

noise cannot be any smaller than this bound. The simulation<br />

results show that <strong>the</strong> variance <strong>of</strong> <strong>the</strong> estimators approaches to<br />

<strong>the</strong> CRLB. The bound is found by us<strong>in</strong>g <strong>the</strong> Fisher <strong>in</strong><strong>for</strong>mation<br />

matrix ( ), whose diagonal elements are <strong>the</strong> correspond<strong>in</strong>g<br />

CRLB <strong>of</strong> that element. Fisher is def<strong>in</strong>ed by<br />

(43)<br />

(44)<br />

where is <strong>the</strong> estimate <strong>of</strong> . Here, is probability density<br />

function conditioned to an unknown vector parameter . The diagonal<br />

elements <strong>of</strong> <strong>the</strong> <strong>in</strong>verse <strong>of</strong> <strong>the</strong> Fisher def<strong>in</strong>e <strong>the</strong> bound<br />

on that estimated value as shown <strong>in</strong> [15]. In this study, a comparison<br />

<strong>in</strong> per<strong>for</strong>mance is made between <strong>the</strong> MP and <strong>the</strong> UMP<br />

method. We compute <strong>the</strong> CRLB <strong>of</strong> <strong>the</strong> variance <strong>for</strong> <strong>the</strong> estimate<br />

<strong>of</strong> <strong>the</strong> DOA. The <strong>in</strong>verse <strong>of</strong> <strong>the</strong> sample <strong>in</strong>variance <strong>of</strong> <strong>the</strong> estimate<br />

<strong>of</strong> (DOA) and <strong>the</strong> <strong>in</strong>verse variance <strong>of</strong> <strong>the</strong> MP method<br />

us<strong>in</strong>g complex data, <strong>in</strong>verse variance <strong>of</strong> <strong>the</strong> UMP method and<br />

<strong>the</strong> correspond<strong>in</strong>g CRLB versus signal-to-noise ratio (SNR) <strong>of</strong><br />

<strong>the</strong> <strong>in</strong>put voltages is plotted <strong>in</strong> Fig. 1. Different values <strong>of</strong> SNR<br />

comprise <strong>the</strong> -axis and <strong>the</strong> <strong>in</strong>verse <strong>of</strong> <strong>the</strong> variance <strong>of</strong> <strong>the</strong> estimated<br />

arrival angle <strong>in</strong> logarithmic doma<strong>in</strong>,<br />

is shown along <strong>the</strong> -axis.<br />

To obta<strong>in</strong> <strong>the</strong> sample variance <strong>of</strong> <strong>the</strong> estimate <strong>of</strong> , 300<br />

<strong>in</strong>dependent trials have been per<strong>for</strong>med. Noise <strong>for</strong> each<br />

run is <strong>in</strong>dependent <strong>of</strong> each o<strong>the</strong>r. In <strong>the</strong> summary <strong>of</strong> algorithm<br />

section, <strong>the</strong> Step 6 implies that all <strong>the</strong> eigenvalues <strong>of</strong><br />

are real. One should<br />

recall that <strong>the</strong> eigenvalues <strong>of</strong> a real matrix can ei<strong>the</strong>r be real<br />

or <strong>the</strong>y occur <strong>in</strong> complex conjugate pairs. In <strong>the</strong> case <strong>of</strong> very<br />

noisy environment, <strong>the</strong> eigenvalues <strong>of</strong> this matrix may fail to be<br />

real and <strong>the</strong>y occur <strong>in</strong> complex conjugate pairs, which is also


180 IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION, VOL. 54, NO. 1, JANUARY 2006<br />

For higher values <strong>of</strong> <strong>the</strong> SNR, <strong>the</strong> bias <strong>of</strong> <strong>the</strong> estimator decreases,<br />

as expected.<br />

Fig. 2.<br />

RMSE <strong>of</strong> <strong>the</strong> DOA versus <strong>the</strong> number <strong>of</strong> antenna elements.<br />

VI. CONCLUSION<br />

In this paper, it has been shown that <strong>the</strong> computational complexity<br />

can be reduced <strong>for</strong> <strong>the</strong> MP method <strong>for</strong> DOA estimation.<br />

A unitary trans<strong>for</strong>mation applied to <strong>the</strong> MP method has been<br />

successfully <strong>for</strong>mulated and utilized to convert <strong>the</strong> complex data<br />

matrix to a real matrix, hence reduc<strong>in</strong>g <strong>the</strong> computational complexity<br />

significantly. It is seen that when <strong>the</strong> SNR <strong>of</strong> <strong>the</strong> data is<br />

greater than 10 dB, <strong>the</strong>n both <strong>the</strong> MP and <strong>the</strong> new UMP method<br />

can be used to model a given data set by a sum <strong>of</strong> complex exponentials<br />

and <strong>the</strong> UMP can be implemented on a DSP chip us<strong>in</strong>g<br />

only real arithmetic. The surpris<strong>in</strong>g part is that <strong>the</strong> real computations<br />

come at a cost, particularly <strong>for</strong> low values <strong>of</strong> SNR where<br />

<strong>the</strong> variance <strong>of</strong> <strong>the</strong> estimates due to <strong>the</strong> UMP method is larger<br />

than that <strong>for</strong> <strong>the</strong> MP method.<br />

ACKNOWLEDGMENT<br />

Grateful acknowledgment is made to <strong>the</strong> reviewers <strong>for</strong> suggest<strong>in</strong>g<br />

ways to improve <strong>the</strong> readability <strong>of</strong> <strong>the</strong> paper.<br />

Fig. 3.<br />

Bias <strong>of</strong> <strong>the</strong> estimator versus SNR.<br />

po<strong>in</strong>ted out <strong>in</strong> [9]. This causes some degradation <strong>for</strong> low SNR<br />

case. That expla<strong>in</strong>s <strong>the</strong> per<strong>for</strong>mance difference between <strong>the</strong> MP<br />

and <strong>the</strong> UMP methods <strong>for</strong> <strong>the</strong> low SNR case. After 8 dB SNR,<br />

<strong>the</strong> eigenvalues are all real. S<strong>in</strong>ce <strong>the</strong> results <strong>for</strong> are similar<br />

to we are giv<strong>in</strong>g <strong>the</strong> results <strong>for</strong> only . The optimum value<br />

<strong>for</strong> <strong>the</strong> pencil length, , is chosen to be 3 <strong>for</strong> efficient noise<br />

filter<strong>in</strong>g which is expla<strong>in</strong>ed <strong>in</strong> [7].<br />

The root mean square error (RMSE) <strong>of</strong> <strong>the</strong> DOA versus <strong>the</strong><br />

number <strong>of</strong> antenna elements <strong>for</strong> <strong>the</strong> UMP is shown <strong>in</strong> Fig. 2. As<br />

<strong>the</strong> number <strong>of</strong> antenna elements <strong>in</strong>crease, <strong>the</strong> RMSE decreases<br />

as expected. This simulation is based on <strong>the</strong> value <strong>of</strong> an SNR <strong>of</strong><br />

20 dB.<br />

The bias <strong>for</strong> <strong>the</strong> estimate <strong>of</strong> <strong>the</strong> DOA has also been studied.<br />

The bias is computed from<br />

(45)<br />

where denotes <strong>the</strong> expected value. The bias <strong>of</strong> <strong>the</strong> estimator<br />

versus SNR is shown <strong>in</strong> Fig. 3.<br />

REFERENCES<br />

[1] J. C. Liberti and T. S. Rappaport, Smart Antennas <strong>for</strong> Wireless Communications.<br />

Upper Saddle River, NJ: Prentice Hall, 1999.<br />

[2] J. Capon, “Maximum likelihood spectral estimation,” Nonl<strong>in</strong>ear<br />

Methods <strong>of</strong> Spectral Analysis, pp. 155–179, 1979.<br />

[3] R. O. Schmidt, “Multiple emitter location and signal parameter estimation,”<br />

IEEE Trans. Antennas Propag., vol. 34, no. 3, pp. 276–280, Mar.<br />

1986.<br />

[4] A. J. Barabell, “Improv<strong>in</strong>g <strong>the</strong> resolution per<strong>for</strong>mance <strong>of</strong> eigenstructurebased<br />

direction f<strong>in</strong>d<strong>in</strong>g algorithm,” <strong>in</strong> Proc. IEEE Int. Conf. Acoustics,<br />

Speech, and Signal Process<strong>in</strong>g, 1983, pp. 336–339.<br />

[5] K. Takao and N. Jijuma, “An adaptive array utiliz<strong>in</strong>g an adaptive spatial<br />

averag<strong>in</strong>g technique <strong>for</strong> multi-path environments,” IEEE Trans. Antennas<br />

Propag., vol. 35, no. 12, pp. 1389–1396, 1987.<br />

[6] Y. Hua and T. K. Sarkar, “Generalized pencil-<strong>of</strong>-function method <strong>for</strong><br />

extract<strong>in</strong>g poles <strong>of</strong> an EM system from its transient response,” IEEE<br />

Trans. Antennas Propag., vol. 37, no. 2, pp. 229–234, 1989.<br />

[7] T. K. Sarkar and O. Pereira, “Us<strong>in</strong>g <strong>the</strong> matrix pencil method to estimate<br />

<strong>the</strong> parameters <strong>of</strong> a sum <strong>of</strong> complex exponentials,” IEEE Antennas<br />

Propag. Mag., vol. 37, no. 1, pp. 48–54, 1994.<br />

[8] K. C. Huang and C. C. Yeh, “<strong>Unitary</strong> trans<strong>for</strong>mation method <strong>for</strong> angle<br />

<strong>of</strong> arrival estimation,” IEEE Trans. Signal Process<strong>in</strong>g, vol. 39, no. 4, pp.<br />

975–977, 1991.<br />

[9] M. Haardt and J. A. Nossek, “<strong>Unitary</strong> ESPRIT: how to obta<strong>in</strong> <strong>in</strong>creased<br />

estimation accuracy with a reduced computational burden,” IEEE Trans.<br />

Signal Process<strong>in</strong>g, vol. 43, no. 5, pp. 1232–1242, 1995.<br />

[10] A. Lee, “Centrohermitian and skew-centrohermitian matrices,” L<strong>in</strong>ear<br />

Algebra and Its Applications, vol. 29, pp. 205–210, 1980.<br />

[11] L. Datta and D. M. Salvatore, “Some results on matrix symmetries and<br />

a pattern recognition application,” IEEE Trans. Acoust., Speech, Signal<br />

Process<strong>in</strong>g, vol. ASSP-34, no. 4, pp. 992–993, Aug. 1986.<br />

[12] R. Bachl, “The <strong>for</strong>ward and backward averag<strong>in</strong>g technique applied to<br />

TLS-ESPRIT process<strong>in</strong>g,” IEEE Trans. Signal Process<strong>in</strong>g, vol. 43, no.<br />

11, pp. 2691–2699, Nov. 1995.<br />

[13] G. Xu, R. H. Roy, and T. Kailath, “Detection <strong>of</strong> number <strong>of</strong> sources<br />

via exploitation <strong>of</strong> centro-symmetric property,” IEEE Trans. Signal Process<strong>in</strong>g,<br />

vol. 42, no. 1, pp. 102–111, Jan. 1994.<br />

[14] H. V. Trees, Optimum Array Process<strong>in</strong>g, Part IV <strong>of</strong> Detection, Estimation,<br />

and Modulation Theory. New York: Wiley, 2002.<br />

[15] Y. Hua, “On Techniques <strong>for</strong> Estimat<strong>in</strong>g <strong>the</strong> Parameters <strong>of</strong> Exponentially<br />

Damped/Undamped S<strong>in</strong>usoids <strong>in</strong> Noise,” PhD dissertation, Syracuse<br />

Univ., Syracuse, New York, Aug. 1988.<br />

[16] L. C. Godara, Smart Antennas. Boca Raton, FL: CRC Press, 2004.


YILMAZER et al.: UTILIZATION OF A UNITARY TRANSFORM FOR EFFICIENT COMPUTATION 181<br />

Nuri Yilmazer was born <strong>in</strong> Silifke, Turkey. He<br />

received <strong>the</strong> B.S. degree from Cukurova University,<br />

Adana, Turkey, <strong>in</strong> 1996, and <strong>the</strong> M.Sc. degree from<br />

<strong>the</strong> University <strong>of</strong> Florida, Ga<strong>in</strong>esville, <strong>in</strong> 2000. He<br />

is currently work<strong>in</strong>g toward <strong>the</strong> Ph.D. degree <strong>in</strong> <strong>the</strong><br />

Department <strong>of</strong> Electrical Eng<strong>in</strong>eer<strong>in</strong>g at Syracuse<br />

University, Syracuse, New York.<br />

His current research <strong>in</strong>terests <strong>in</strong>clude digital signal<br />

process<strong>in</strong>g and adaptive antenna problems.<br />

J<strong>in</strong>hwan Koh was born <strong>in</strong> Taegu, Korea. He received<br />

<strong>the</strong> B.S. degree <strong>in</strong> electronics from Inha University,<br />

Korea, and <strong>the</strong> M.S. and Ph.D. degrees <strong>in</strong> electrical<br />

eng<strong>in</strong>eer<strong>in</strong>g from Syracuse University, Syracuse,<br />

New York, <strong>in</strong> 1997 and 1999, respectively.<br />

He was <strong>for</strong>merly with Goldstar Electron Semiconductor<br />

Company, Korea. He is now a Pr<strong>of</strong>essor<br />

<strong>in</strong> <strong>the</strong> Department <strong>of</strong> Electronics and Electrical<br />

Eng<strong>in</strong>eer<strong>in</strong>g, Kyungpook National University,<br />

Taegu, Korea. His current research <strong>in</strong>terests <strong>in</strong>clude<br />

digital signal process<strong>in</strong>g related to adaptive antenna<br />

problems and data restoration.<br />

Tapan K. Sarkar (S’69–M’76–SM’81–F’92) received<br />

<strong>the</strong> B.Tech. degree from <strong>the</strong> Indian Institute <strong>of</strong><br />

Technology, Kharagpur, India, <strong>in</strong> 1969, <strong>the</strong> M.Sc.E.<br />

degree from <strong>the</strong> University <strong>of</strong> New Brunswick,<br />

Fredericton, NB, Canada, <strong>in</strong> 1971, and <strong>the</strong> M.S. and<br />

Ph.D. degrees from Syracuse University, Syracuse,<br />

NY, <strong>in</strong> 1975.<br />

From 1975 to 1976, he was with <strong>the</strong> TACO<br />

Division <strong>of</strong> General Instruments Corporation. He<br />

was with <strong>the</strong> Rochester Institute <strong>of</strong> Technology,<br />

Rochester, NY, from 1976 to 1985. He was a<br />

Research Fellow at <strong>the</strong> Gordon McKay Laboratory, Harvard University,<br />

Cambridge, MA, from 1977 to 1978. He is now a Pr<strong>of</strong>essor <strong>in</strong> <strong>the</strong> Department<br />

<strong>of</strong> Electrical Eng<strong>in</strong>eer<strong>in</strong>g and Computer Science, Syracuse University. He has<br />

authored or coauthored more than 250 journal articles, numerous conference<br />

papers, chapters <strong>in</strong> books, and several books <strong>in</strong>clud<strong>in</strong>g his most recent, Iterative<br />

and Self Adaptive F<strong>in</strong>ite-Elements <strong>in</strong> Electromagnetic Model<strong>in</strong>g (Boston, MA:<br />

Artech House, 1998), Wavelet Applications <strong>in</strong> Electromagnetics and Signal<br />

Process<strong>in</strong>g(Boston, MA: Artech House, 2002), and Smart Antennas (New<br />

York: Wiley, 2003). He is on <strong>the</strong> editorial board <strong>of</strong> J. <strong>of</strong> Electromagnetic Waves<br />

and Applications and Microwave and Optical Technology Letters. His current<br />

research <strong>in</strong>terests deal with numerical solutions <strong>of</strong> operator equations aris<strong>in</strong>g<br />

<strong>in</strong> electromagnetics and signal process<strong>in</strong>g with application to system design.<br />

Dr. Sarkar is a Registered Pr<strong>of</strong>essional Eng<strong>in</strong>eer <strong>in</strong> <strong>the</strong> State <strong>of</strong> New York. He<br />

is a Member <strong>of</strong> Sigma Xi and <strong>the</strong> International Union <strong>of</strong> Radio Science (URSI)<br />

Commissions A and B. He received <strong>the</strong> College <strong>of</strong> Eng<strong>in</strong>eer<strong>in</strong>g Research<br />

Award <strong>in</strong> 1996 and <strong>the</strong> Chancellor’s Citation <strong>for</strong> Excellence <strong>in</strong> Research from<br />

Syracuse University <strong>in</strong> 1998. He obta<strong>in</strong>ed one <strong>of</strong> <strong>the</strong> “Best Solution” awards<br />

at <strong>the</strong> Rome Air Development Center (RADC) Spectral Estimation Workshop<br />

<strong>in</strong> May 1977, and received <strong>the</strong> Best Paper Award from <strong>the</strong> National Radar<br />

Conference <strong>in</strong> 1997 and <strong>the</strong> IEEE TRANSACTIONS ON ELECTROMAGNETIC<br />

COMPATIBILITY <strong>in</strong> 1979. He received <strong>the</strong> title Docteur Honoris Causa from<br />

Universite Blaise Pascal, Clermont Ferrand, France, and from <strong>the</strong> Politechnic<br />

University <strong>of</strong> Madrid, Madrid, Spa<strong>in</strong>, <strong>in</strong> 1998 and 2004, respectively. He<br />

received <strong>the</strong> medal <strong>of</strong> <strong>the</strong> Friend <strong>of</strong> <strong>the</strong> City <strong>of</strong> Clermont Ferrand, France,<br />

<strong>in</strong> 2000. He was <strong>the</strong> Chairman <strong>of</strong> <strong>the</strong> Inter-commission Work<strong>in</strong>g Group <strong>of</strong><br />

International URSI on Time Doma<strong>in</strong> Metrology from 1990 to 1996. He was<br />

an Associate Editor <strong>for</strong> feature articles <strong>of</strong> <strong>the</strong> IEEE Antennas and Propagation<br />

Society Newsletter from 1986 to 1988. He was a Dist<strong>in</strong>guished Lecturer <strong>for</strong><br />

<strong>the</strong> Antennas and Propagation Society from 2000 to 2003. He is currently a<br />

Member <strong>of</strong> <strong>the</strong> IEEE Electromagnetics Award Board and an Associate Editor<br />

<strong>for</strong> <strong>the</strong> IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION. He is <strong>the</strong> Vice<br />

President <strong>of</strong> <strong>the</strong> Applied <strong>Computation</strong>al Electromagnetics Society (ACES) and<br />

<strong>the</strong> technical Chair <strong>for</strong> <strong>the</strong> comb<strong>in</strong>ed IEEE 2005 Wireless Conference along<br />

with ACES to be held <strong>in</strong> Hawaii.

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