A Report on Direction-of-Arrival Measurement using ESPRIT Approach

ESPRIT (estimation of signal parameters via rotational invariance techniques) is a highly popular eigenstructure (subspace) source localization method. Eigenstructure (subspace) source localization methods are so labeled because they decompose the column space of the data correlation matrix into a signal subspace and a noise subspace. Eigenstructure (subspace) methods are increasingly popular vis-a-vis the maximumlikelihood (ML) approach because eigenstructure methods: 1) demand less computation; 2) produce at moderate signal-to-noise ratio (SNR) estimation performance comparable to the optimal ML methods; and 3) require only the second-order statistics of the additive noise, but not of the sources joint spectral densities. ESPRIT requires a certain invariance structure in the sampled data set, and this invariance structure has generally been realized in most ESPRIT-based algorithms as a spatial invariance dependent on some known translational displacement () between two identical subarrays of sensors. This spatial invariance relates the two subarrays responses to the kth impinging source through an invariant phase-factor exp(j2(/)u(k,k)) where denotes the signal wavelength and u(k,k) represents the kth sources direction-cosine parameterized by the elevation angle k and the azimuth angle k. Thus, estimation of this invariant phase factor would yield an estimate of the kth sources direction cosine (and hence its direction-of-arrival). However, this spatialinvariance array structure: 1) imposes a nontrivial burden in array calibration to ensure that the two subarrays are in fact exactly identical and are translationally (and not rotationally) separated by the nominal distance and 2) requires precise a priori knowledge of the impinging signals wavelengths. In contrast, this proposed algorithm advances a non-spatial realization of ESPRITs invariance structure, such that the invariance factors would depend only on the impinging signals direction cosines and not on any array parameters. As a consequence, 1) array elements may become arbitrarily located in a three-dimensional (3-D) region, (thereby allowing irregular array geometries, for example, when multiple identical and similarly oriented sonobuoys are scattered over a wide area, or when multiple sensors are mounted on the surface (of arbitrary configuration) of an autonomous underwater vehicle (AUV), or to extend array aperture by spacing array elements over the Nyquist half-wavelength maximum); 2) no knowledge whatsoever is needed of any array sensors location; and 3) no knowledge whatsoever is needed of the signal frequencies. This resulting algorithm is also highly parallel in structure, rendering it suitable for concurrent processing in real-time applications. All these innovations are realized by the creative use of vector hydrophones as explained below. The use of vector hydrophones is pivotal to the success of the present algorithm. Each vector hydrophone consists of two (or alternately three) identical, co-located, but orthogonally oriented velocity hydrophones plus another co-located pressure hydrophone. Many different types of velocity hydrophones are available and have been constructed using a variety of technologies, with designs ranging from mechanically based to opticallybased to derivative-based. The DIFAR array exemplifies the construction of such a vector-hydrophone array. Each velocity hydrophone has intrinsic directional response to the incident sonar wave field, measuring only one Cartesian component of the 3-D particle velocity vector of the incident sonar wave field. Two (or three) spatially co-located but orthogonally oriented velocity hydrophones plus another co-located pressure hydrophone are formed into a three-component (or a four-component) vector hydrophone in a point-like geometry. This array of vector hydrophones separately measures two of the three (or all three) Cartesian components of the sonar velocity field plus the overall acoustic pressure. Normalization of the three Cartesian velocity-field components gives the three Cartesian direction cosines (and thus the azimuth angles and the elevation angles) of the impinging sonar signals. In this nonspatial realization of ESPRITs invariance structure (denoting the number of vector hydrophones in the array as L ), the subarray made up of the L pressure hydrophones would be related by the x-axis direction

cosine u(k, k) to the subarray composed of the L velocity hydrophone aligned along the x-axis. Similarly, the subarray made up of the L pressure hydrophones would be related by the y-axis direction cosine v(k, k) to the subarray composed of the L velocity hydrophones aligned along the y-axis. And the subarray made up of the L pressure hydrophones would be related by the z-axis direction cosine w(k,) to the subarray composed of the L velocity hydrophones aligned along the z axis. Note that none of these three invariant factors involve any array variables; thus, this realization of ESPRITs invariance structure does not require any information on array geometry. The present source localization approach recognizes the vector-field nature (i.e., the velocity field) of the sonar wavefield, thereby distinguishing itself from more customary source localization methods deploying only pressure hydrophones and treating the sonar wavefield merely as a scalar wavefield (i.e., intensity field). From another perspective, the vector hydrophone array exploits the impinging signals directional diversity differently from the discrete-time spatio-temporal FIR filtering approach where the signals directional diversity is encapsulated in the phase factors between the phased arrays spatially displaced sensors. In the present case, no such phase factor exists among the components of a vector hydrophone or among the subarrays, because all intravector hydrophone components, and thus all subarrays, are spatially co-located. Here, the sources directional diversity directly influences the individual scalar response of each constituent hydrophone that makes up the vector hydrophone. Because this ESPRIT-based source localization method places no geometric constraint on the spatial location of the array elements, the present algorithm can provide blind and closed-form estimates for irregularly or randomly spaced array configurations, of which no a priori knowledge is assumed. This possibility of closedform solutions for irregular and unknown array geometries stands in stark contrast with the more cumbersome multiple signal estimation (MUSIC) algorithmthe customary technique used to handle irregular array geometries, which are presumed to be known precisely. MUSIC requires a Ddimensional search for K minima of a highly nonlinear cost function for K sources each having D signal parameters. Whether MUSIC converges to the global optimum and how fast MUSIC converges depend very much on the availability of good initial parameter estimates to start off its computationally expensive iterative optimization search. However, without a priori information on the incident sources, initial estimates are generally unobtainable. In contrast, ESPRIT-based source localization algorithms are closed-form in nature. Thus, ESPRIT-based methods are: 1) often computationally more efficient because iterative searches are avoided; 2) more autonomous in not requiring any a priori initial parameter estimates; 3) more versatile in not needing any detailed knowledge (and thus no computer memory storage) of the array manifold function, provided this array manifold is calibrated to contain within it certain invariance structure; and 4) more reliable in avoiding the problem of converging to local minima, However, ESPRIT is normally inapplicable to irregularly spaced arrays. Nonetheless, the nonspatial realization of ESPRITs invariance structure through the use of vector hydrophones would render ESPRIT applicable to irregular and even unknown array geometries. Thus, all aforementioned advantages of ESPRIT-based algorithms can be appropriated for irregular and unknown array geometries. One use of the arbitrary array geometry permitted by the present ESPRIT-based source localization algorithm is to space the array elements sparsely so as to extend the physical aperture without adding sensors. When uniform interelement spacing exceeds a half wavelength, the one-to-one correspondence between the kth sources intervector-hydrophone phase factor exp(j2(/)u(k,k)) and the kth sources direction cosine u(k,k) no longer exists. Instead, the cyclic ambiguity in the phases of the phase factor produces a set of

ambiguous direction-cosine estimates, each of which is separated from the others by some integer multiples of /. However, in this present algorithm, the invariance factor exploited is no longer the intervectorhydrophone phase factor but a non-spatial invariance factor that relate the vector hydrophones various components; thus, the uniform inter-element spacing of a uniform array may extend beyond the halfwavelength limit ordinarily allowed by the spatial version of the Nyquist Sampling Theorem. 1.1 DATA MODEL FOR ARBITRARILY SPACED VECTOR HYDROPHONES The signal model involves K narrow-band underwater acoustic signals impinging upon an array of L vector hydrophones (with L>K) at arbitrary and possibly unknown locations in a 3-D region with completely arbitrary geometry. The incident sources are to be narrow-band in that their bandwidths are very small compared to their carrier frequency. Each vector hydrophone consists of either two or three identical but orthogonally oriented velocity hydrophones plus another pressure hydrophone, all of which are spatially colocated in a point-like geometry. The four-component vector hydrophone (with three orthogonally oriented velocity hydrophones and a pressure hydrophone) would produce the following 4*1 manifold with regard to the kth source impinging from (k, k):

(1) To avoid directly dealing with the vertical component of the underwater acoustical particle motion, the vector hydrophone may also comprise only of the two horizontally oriented velocity hydrophones plus a pressure hydrophone, producing the following 3*1 manifold with regard to the same source:

(2) where 0< k< denotes the kth sources elevation angle measured from the vertical z-axis and 0 < k < 2 denotes the kth sources azimuth angle. Whilst the locations of these vector hydrophones need not be known in any way, all vector hydrophones need to be identically oriented. The intervector-hydrophone spatial phase factor related to the kth source and the lth vector hydrophone at the (possibly unknown) location (xl,y,lzl) is:

(3) The JL*1 array manifold for the entire L-element vector hydrophone array is:

(4) where J equals 3 or 4 depending if the three-component or the four-component vector hydrophones are deployed, and symbolizes the Kronecker-product operator. With a total of K< L co-channel signals, the entire array would yield a JL*1 vector measurement z(t) at times t:

(5)

(6)

(7)

(8) where n(t) is the JL*1 additive zero-mean white noise vector, Pk denotes the kth signals power, k(t) represents a zero-mean unit-variance complex random process, refers to the signals wavelength, c the propagation speed, and k denotes the kth signals uniformly distributed random carrier phase. With a total of N (with N>K), snapshots taken at the distinct instances {tn, n = 1,..,N }the vector-hydrophone source localization problem is to determine {k, k, k=1,..,K}from the JL*N data set.

(9) 1.2 CLOSED FORM SOURCE LOCALISATION WITH ARBITRARILY SPACED VECTOR HYDROPHONES 1.2.1 OVERVIEW. The pivotal insight underlying the present algorithm is that the JL*1 array manifold may be divided into J number of L*1 subarray manifolds, which are related by invariant factors dependent only on the sources direction cosines but not on the vector hydrophones spatial locations. To be precise, the JL*1 array manifold a(k,k)=a(J)( k,k) q(k,k) may be alternately expressed as:

(10) if four-component vector hydrophones are deployed, or as

(11) if three-component vector-hydrophones are deployed. J number of L*1 sub-array manifolds may be formed out of the JL*1 array manifold a(k,k) and J number of L*K subarray data blocks may be formed out of the JL*K matrix A:

(12)

(13) where Jj is an L*JL sub array selection matrix

(14) where Om,n denotes an m*n zero matrix and Im denotes an m*m identity matrix. The {A1,,AJ} sub-blocks are interrelated as:

(15)

(16) if J=4 :

(17) In other words, the matrix pencil {A1,AJ}has generalized eigenvalues equal to the x-axis direction cosines, which form the diagonal entries of u, the matrix-pencil {A2,AJ} has generalized eigenvalues equal to the yaxis direction cosines, which form the diagonal entries of v and if J=4, the matrix-pencil {A3,AJ} has generalized eigenvalues equal to the z-axis direction cosines, which form the diagonal entries of w . Note that none of { u ,v ,w}depends on {(xl,yl,zl), l=1,,L}. The foregoing analysis suggests that without any constraint on nor any knowledge of the location of any of the vector hydrophones, application of ESPRIT to the matrix pencil in 15 would yield estimates of the direction cosines along the x-axis, whereas application of ESPRIT to the matrix pencil in (16) would yield estimates of the direction cosines along the y-axis, and application of ESPRIT to the matrix pencil in (17) would yield estimates of the direction cosines along the zaxis. Moreover, ESPRIT may be applied to these matrix pencils in parallel to facilitate real-time implementation. 1.2.2 SUBSPACE DECOMPOSITION In Eigen structure (subspace) direction-finding methods such as ESPRIT, the overall arrays element space is decomposed into a K-dimensional signal subspace and a (JL-K)-dimensional noise subspace. Therefore, the first step in the proposed algorithm is to compute the K (JL*1) signal-subspace eigenvectors by eigendecomposing the JL * JL data correlation matrix Rzz= ZZT. Let Es be the JL*K matrix composed of the K eigenvectors corresponding to the K largest eigenvalues of Rzz

(18) where T is an unknown but nonsingular K*K coupling matrix. T is nonsingular because both Es and A are full rank. For the case of noiselessness or the case of Gaussian additive noise with infinite number of snapshots, the approximation becomes exact. 1.2.3 ESTIMATION OF THE X-AXIS DIRECTION COSINES. Analogous to (15), J1 and JJ are next used to construct the signal-subspace matrix pencil {Es1, EsJ} (19) (20) There exists a K*K nonsingular matrix u relating the two L*K full-ranked matrices Es1 and EsJ (21)

(22) From these, the direction cosines along the x-axis (i.e.,{ u(k,k), k=1,,K } ) may be estimated : (23) where {[ ]kk, k= 1,,K} constitutes the diagonal elements of the diagonal matrix and is approximated by the eigenvalues of u . Furthermore, the eigenvector corresponding to the eigenvalue [u]kk constitutes the kth column of (Tu)-1 where
u u

(24) where Pu is some unknown permutation matrix whose kth column is a K*1 vector with all zeroes except one at the ikth position and {i1,iK} is some permutation of {1,,K}. This unknown permutation of the rows of T (i.e., the permutation of the eigenvectors of u ) as columns of (Tu)-1 arises in the Eigen-decomposition of u for any T satisfying (22), PuT would likewise satisfy (22). For the case of noiselessness or the case of Gaussian additive noise with infinite number of snapshots, the approximation becomes exact. 1.2.4 ESTIMATION OF THE Y-AXIS DIRECTION COSINES. Analogous to (16), J2 and JJ are to be used to construct the signal-subspace matrix pencil { Es2, EsJ } : (25) (26) Similar to the x-axis case, there exists a K*K nonsingular matrix v relating the two L*K full-ranked matrices Es2 and EsJ (27)

(28) where the eigenvalues of approximate {[ ]jj, j= 1,,K}. That is,

v v

(29) and the eigenvector corresponding to the eigenvalue [ ]jj constitutes the jth column of (T ) where (30) where P is another unknown permutation matrix. The above computation to estimate the -axis direction cosines may be performed in parallel with the computation to estimate the x-axis direction cosines.
v v v -1

Note that different indices are used to enumerate uk and vj and in general Tu =/=Tv even though u and v share the same set of eigenvectors. That is, the eigenvectors are ordered differently in (Tu)-1 as in (Tv)-1 . No mismatch, however, exists between uk and its corresponding eigenvector, which is simply the kth column of

(Tu)-1 . Likewise, no mismatch exists between vj and its corresponding eigenvector, which is simply the jth column of (Tv)-1 . Thus, uk may be paired with vj from the same source by matching the orthogonal rows of Tu with those of Tv as follows. Let (jk,k) denote the row-index of the matrix element with the largest absolute value in the kth column of the K*K matrix Tv(Tu)-1 . Then uk and vjk belong to the same source. Note that this pairing procedure involves minimum computation and requires no exhaustive searches. For low SNR, the above matching method could lead to the wrong pairing. (Note that ties occur with near-zero probability if the computer represents numbers by more than a few bits. Nonetheless, if a tie should occur, simply performing the pairing arbitrarily.) 1.2.5 ESTIMATION OF THE Z-AXIS DIRECTION COSINES. If J=4 (i.e., if the four-component vector hydrophones are used), J3 and JJ may be used to construct the signalsubspace matrix pencil { Es3, EsJ } in analogy to (17): (31) (32) Again there exists a K*K non-singular matrix w relating the two L*K full ranked matrices Es3 and EsJ (33) (34) where the eigenvalues
w

of approximate {[ ]ii, i= 1,,K}. . That is

(35) Furthermore, the eigenvector corresponding to the eigenvalue [ ]ii constitutes the ith column of (Tw)-1 where
w

(36) where Pw is another unknown permutation matrix. Again, the computation here for the z-axis direction cosines may be executed in parallel with those for the x-axis and yaxis direction cosines to facilitate realtime implementation. A disambiguation procedure as that specified in the preceding subsection may be used here to match with {wi,i=1,,K} with {uk, vk, k=1,,K}. 1.2.6 ADDITIONAL STEP FOR 4-COMPONENT VECTOR HYDROPHONES Any two of the three Cartesian direction cosines of an impinging source can determine uniquely the impinging sources remaining third direction cosine, because u(k,k)2+ v(k,k)2+ w(k,)2=1. The three-component realization of vector hydrophones (using only two orthogonally oriented velocity hydrophones plus one pressure hydrophone) would thus suffice for source localization for both azimuth and elevation arrival angles. However, the use of a third velocity hydrophone would allow additional noise cancelation, resulting in better estimates. In this four-component vector-hydrophone case, uk, vk and wk are all estimated separately. However, a set of perturbation weights {cku, ckv, ckw } may be determined with the constraint, (1+ cku) uk2 +(1+ ckv) vk2 +(1+ ckw) wk2 =1 such that its Frobenius norm is minimized. Using the Lagrange Multiplier Method, the optimal

perturbation weights are found to be

(37) Thus, the improved direction-cosine estimates are : Improved x-axis direction-cosine estimate:

Improved y-axis direction-cosine estimates:

Improved z-axis direction-cosine estimate:

(38)

1.2.7 AZIMUTH AND ELEVATION ANGLE ESTIMATES From the direction-cosine estimates derived above, the signals azimuth and elevation arrival angles can be estimated as

(39) Note that once the direction cosines are paired, the azimuth and elevation estimates are also automatically matched with no additional processing.

1.3. CALIBRATION AND REMEDY FOR VECTOR HYDROPHONE MISORIENTATION This algorithm requires no a priori knowledge of and no regularity in the intervector-hydrophone spacings; however, the foregoing development presumes all vector hydrophones to be oriented in accordance to some nominal identical direction. Here we will analyze the effects of misorientation or random vector hydrophone orientation and will introduce a basic calibration method and a simplistic remedy to illustrate that the possibility of using the foregoing algorithm in some modified form to accommodate vector-hydrophone misorientation. 1.3.1 EFFETCS OF VECTOR HYROPHONE MISORIENTATION. Suppose that the lth vector hydrophone deviates from its nominal orientation such that the velocity hydrophone nominally aligned along the x-axis is actually aligned along the xl axis, and similarly for the yaxis and the z-axis. The (xl, yl, zl) coordinate system may be constructed from the (x,y,z) coordinate system by: 1) a t rotation about the z-axis and then 2) a t rotation about the newly constructed xl axis. (Note that the order of these two steps is not commutable. t, t } in itself does not uniquely relate (xl, yl, zl) to (x,y,z).) Then any incident signal from the direction { u(k,k), v(k,k), w(k,)}would become misidentified as coming from { u(k(l),k(l)), v(k(l),k(l)), w(k(l),)}where

(40) 1.3.2 CALIBRATION OF VECTOR HYDROPHONE MISORIENTATION: Calibration algorithms of varied degrees of sophistication and capability may be devised to determine the state of misorientation of each vector hydrophone in the array. A rather simplistic calibration algorithm will be introduced below using three reference signals. This rather unsophisticated method is used only as an illustration. More sophisticated alternatives, perhaps with self-calibration capabilities, are currently under development. Suppose three reference signals from known directions of-{(1, 1), (2, 2), (3, 3)} arrival, are incident upon the array in use. Further suppose that the spectra of all three reference signals are non-overlapping among themselves nor with the spectra of any other signals. Then each of the three reference signals may be easily isolated from the sampled data by passing the sampled data through a bandpass filter with the appropriate passband. For the four component vector-hydrophone case (i.e.J=4) the misoriented vector-hydrophone array manifold

a(l) (k,k) is related to the nominal direction cosines { u(k,k), v(k,k), w(k,)} as

(41) The 3*3 coordinate rotational matrix Rl may be determined with the three reference signals because { u(k,k), v(k,k), w(k,)} are known a priori and {a(l) (k,k), k=1,2,3} may be measured as discussed above. Thus

(42) where

(43) Similarly, for the three-component vector-hydrophone case (i.e.,J=3 ), the misoriented vector-hydrophone array manifold a(l) (k,k) is related to the nominal direction cosines { u(k,k), v(k,k), w(k,)} as

(44)

(45) where

(46) 1.3.3 REMEDY FOR VECTOR-HYDROPHONE MIS-ORIENTATION Having identified the true orientation of each vector hydrophone by the foregoing calibration algorithm, the original source localization algorithm may be modified as follows to accommodate the vector hydrophones mis-orientation: (47)

where

(48) The original source localization algorithm can now be applied with Z^ substituted by Z. Note that under noisy and non-asymptotic situations, R(J)would be estimated with nonzero error, thereby adding another error source toward the estimation error in {k^, k, ^, k=1,,K}. This is a very crude remedy; more sophisticated remedies are under development.