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SAMV (algorithm)

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SAMV (iterative sparse asymptotic minimum variance[1][2]) is a parameter-free superresolution algorithm for the linear inverse problem in spectral estimation, direction-of-arrival (DOA) estimation and tomographic reconstruction with applications in signal processing, medical imaging and remote sensing. The name was coined in 2013[1] to emphasize its basis on the asymptotically minimum variance (AMV) criterion. It is a powerful tool for the recovery of both the amplitude and frequency characteristics of multiple highly correlated sources in challenging environments (e.g., limited number of snapshots and low signal-to-noise ratio). Applications include synthetic-aperture radar,[2][3] computed tomography scan, and magnetic resonance imaging (MRI).

Definition#edit

The formulation of the SAMV algorithm is given as an inverse problem in the context of DOA estimation. Suppose an {\displaystyle M}-element uniform linear array (ULA) receives {\displaystyle K} narrow band signals emitted from sources located at locations {\displaystyle \mathbf {\theta } =\{\theta _{a},\ldots ,\theta _{K}\, respectively. The sensors in the ULA accumulates {\displaystyle N} snapshots over a specific time. The {\displaystyle M\times 1} dimensional snapshot vectors are

{\displaystyle \mathbf {y} (n)=\mathbf {A} \mathbf {x} (n)+\mathbf {e} (n),n=1,\ldots ,N}

where {\displaystyle \mathbf {A} =[\mathbf {a} (\theta _{1}),\ldots ,\mathbf {a} (\theta _{K})]} is the steering matrix, {\displaystyle {\bf {x(n)=[{\bf {x_{1}(n),\ldots ,{\bf {x_{K}(n)]^{T contains the source waveforms, and {\displaystyle {\bf {e(n)} is the noise term. Assume that {\displaystyle \mathbf {E} \left({\bf {e(n){\bf {e^{H}({\bar {n)\right)=\sigma {\bf {I_{M}\delta _{n,{\bar {n, where {\displaystyle \delta _{n,{\bar {n is the Dirac delta and it equals to 1 only if {\displaystyle n={\bar {n and 0 otherwise. Also assume that {\displaystyle {\bf {e(n)} and {\displaystyle {\bf {x(n)} are independent, and that {\displaystyle \mathbf {E} \left({\bf {x(n){\bf {x^{H}({\bar {n)\right)={\bf {P\delta _{n,{\bar {n, where {\displaystyle {\bf {P=\operatorname {Diag} ({p_{1},\ldots ,p_{K)}. Let {\displaystyle {\bf {p be a vector containing the unknown signal powers and noise variance, {\displaystyle {\bf {p=[p_{1},\ldots ,p_{K},\sigma ]^{T.

The covariance matrix of {\displaystyle {\bf {y(n)} that contains all information about {\displaystyle {\boldsymbol {\bf {p is

{\displaystyle {\bf {R={\bf {A{\bf {P{\bf {A^{H}+\sigma {\bf {I.}

This covariance matrix can be traditionally estimated by the sample covariance matrix {\displaystyle {\bf {R_{N}={\bf {Y{\bf {Y^{H}/N} where {\displaystyle {\bf {Y=[{\bf {y(1),\ldots ,{\bf {y(N)]}. After applying the vectorization operator to the matrix {\displaystyle {\bf {R, the obtained vector {\displaystyle {\bf {r({\boldsymbol {\bf {p)=\operatorname {vec} ({\bf {R)} is linearly related to the unknown parameter {\displaystyle {\boldsymbol {\bf {p as

{{mathimg|75cba6adfb6ba4a669199c8da9966d73435673b4|width=20.669ex|height=2.843ex|va=-0.838ex|alt={\displaystyle {\bf {r({\boldsymbol {\bf {p)=\operatorname {vec} ({\bf {R)={\bf {S{\boldsymbol {\bf {p}},

where {\displaystyle {\bf {S=[{\bf {S_{1},{\bar {\bf {a_{K+1}]}, {\displaystyle {\bf {S_{1}=[{\bar {\bf {a_{1},\ldots ,{\bar {\bf {a_{K}]}, {\displaystyle {\bar {\bf {a_{k}={\bf {a_{k}^{*}\otimes {\bf {a_{k, {\displaystyle k=1,\ldots ,K}, and let {\displaystyle {\bar {\bf {a_{K+1}=\operatorname {vec} ({\bf {I)} where {\displaystyle \otimes } is the Kronecker product.

SAMV algorithm#edit

To estimate the parameter {\displaystyle {\boldsymbol {\bf {p from the statistic {\displaystyle {\bf {r_{N, we develop a series of iterative SAMV approaches based on the asymptotically minimum variance criterion. From [1] the covariance matrix {\displaystyle \operatorname {Cov} _{\boldsymbol {p^{\operatorname {Alg} of an arbitrary consistent estimator of {\displaystyle {\boldsymbol {p based on the second-order statistic {\displaystyle {\bf {r_{N is bounded by the real symmetric positive definite matrix

{\displaystyle \operatorname {Cov} _{\boldsymbol {p^{\operatorname {Alg} }\geq [{\bf {S_{d}^{H}{\bf {C_{r}^{-1}{\bf {S_{d}]^{-1},}

where {\displaystyle {\bf {S_{d}={\rm {d{\bf {r({\boldsymbol {p)/{\rm {d{\boldsymbol {p. In addition, this lower bound is attained by the covariance matrix of the asymptotic distribution of {\displaystyle {\hat {\bf {p obtained by minimizing

{\displaystyle {\hat {\boldsymbol {p=\arg \min _{\boldsymbol {pf({\boldsymbol {p),}

where {\displaystyle f({\boldsymbol {p)=[{\bf {r_{N}-{\bf {r({\boldsymbol {p)]^{H}{\bf {C_{r}^{-1}[{\bf {r_{N}-{\bf {r({\boldsymbol {p)].}

Therefore, the estimate of {\displaystyle {\boldsymbol {\bf {p can be obtained iteratively.

The {\displaystyle \\hat {p_{k}\}_{k=1}^{K and {\displaystyle {\hat {\sigma that minimize {\displaystyle f({\boldsymbol {p)} can be computed as follows. Assume {\displaystyle {\hat {p_{k}^{(i) and {\displaystyle {\hat {\sigma ^{(i) have been approximated to a certain degree in the {\displaystyle i}th iteration, they can be refined at the {\displaystyle (i+1)}th iteration by

{\displaystyle {\hat {p_{k}^{(i+1)}={\frac \bf {a_{k}^{H}{\bf {R^{-1{(i){\bf {R_{N}{\bf {R^{-1{(i){\bf {a_{k{({\bf {a_{k}^{H&#
{\displaystyle {\hat {\sigma ^{(i+1)}=\left(\operatorname {Tr} ({\bf {R^{-2^{(i){\bf {R_{N})+{\hat {\sigma ^{(i)}\operatorname {Tr} ({\bf {R^{-2^{(i))-\operatorname {

where the estimate of {\displaystyle {\bf {R at the {\displaystyle i}th iteration is given by {\displaystyle {\bf {R^{(i)}={\bf {A{\bf {P^{(i)}{\bf {A^{H}+{\hat {\sigma ^{(i)}{\bf {I with {\displaystyle {\bf {P^{(i)}=\operatorname {Diag} ({\hat {p_{1}^{(i)},\ldots ,{\hat {p_{K}^{(i)})}.

Beyond scanning grid accuracy#edit

The resolution of most compressed sensing based source localization techniques is limited by the fineness of the direction grid that covers the location parameter space.[4] In the sparse signal recovery model, the sparsity of the truth signal {\displaystyle \mathbf {x} (n)} is dependent on the distance between the adjacent element in the overcomplete dictionary {\displaystyle {\bf {A, therefore, the difficulty of choosing the optimum overcomplete dictionary arises. The computational complexity is directly proportional to the fineness of the direction grid, a highly dense grid is not computational practical. To overcome this resolution limitation imposed by the grid, the grid-free SAMV-SML (iterative Sparse Asymptotic Minimum Variance - Stochastic Maximum Likelihood) is proposed,[1] which refine the location estimates {\displaystyle {\boldsymbol {\bf {\theta =(\theta _{1},\ldots ,\theta _{K})^{T by iteratively minimizing a stochastic maximum likelihood cost function with respect to a single scalar parameter {\displaystyle \theta _{k.

Application to range-Doppler imaging#edit

SISO range Doppler imaging results comparison with three 5 dB and six 25 dB targets. (a) ground truth, (b) matched filter (MF), (c) IAA algorithm, (d) SAMV-0 algorithm. All power levels are in dB. Bot
SISO range Doppler imaging results comparison with three 5 dB and six 25 dB targets. (a) ground truth, (b) matched filter (MF), (c) IAA algorithm, (d) SAMV-0 algorithm. All power levels are in dB. Both MF and IAA methods are limited in resolution with respect to the doppler axis. SAMV-0 offers superior resolution in terms of both range and doppler.[1] Image: source and license

A typical application with the SAMV algorithm in SISO radar/sonar range-Doppler imaging problem. This imaging problem is a single-snapshot application, and algorithms compatible with single-snapshot estimation are included, i.e., matched filter (MF, similar to the periodogram or backprojection, which is often efficiently implemented as fast Fourier transform (FFT)), IAA,[5] and a variant of the SAMV algorithm (SAMV-0). The simulation conditions are identical to:[5] A {\displaystyle 30}-element polyphase pulse compression P3 code is employed as the transmitted pulse, and a total of nine moving targets are simulated. Of all the moving targets, three are of {\displaystyle 5} dB power and the rest six are of {\displaystyle 25} dB power. The received signals are assumed to be contaminated with uniform white Gaussian noise of {\displaystyle 0} dB power.

The matched filter detection result suffers from severe smearing and leakage effects both in the Doppler and range domain, hence it is impossible to distinguish the {\displaystyle 5} dB targets. On contrary, the IAA algorithm offers enhanced imaging results with observable target range estimates and Doppler frequencies. The SAMV-0 approach provides highly sparse result and eliminates the smearing effects completely, but it misses the weak {\displaystyle 5} dB targets.

Open source implementation#edit

An open source MATLAB implementation of SAMV algorithm could be downloaded here.

See also#edit

References#edit

  1. ^ a b c d e Abeida, Habti; Zhang, Qilin; Li, Jian; Merabtine, Nadjim (2013). "Iterative Sparse Asymptotic Minimum Variance Based Approaches for Array Processing" (PDF). IEEE Transactions on Signal Processing. 61 (4): 933–944. arXiv:1802.03070. Bibcode:2013ITSP...61..933A. doi:10.1109/tsp.2012.2231676. ISSN 1053-587X. S2CID 16276001.
  2. ^ a b Glentis, George-Othon; Zhao, Kexin; Jakobsson, Andreas; Abeida, Habti; Li, Jian (2014). "SAR imaging via efficient implementations of sparse ML approaches" (PDF). Signal Processing. 95: 15–26. Bibcode:2014SigPr..95...15G. doi:10.1016/j.sigpro.2013.08.003. S2CID 41743051.
  3. ^ Yang, Xuemin; Li, Guangjun; Zheng, Zhi (2015-02-03). "DOA Estimation of Noncircular Signal Based on Sparse Representation". Wireless Personal Communications. 82 (4): 2363–2375. doi:10.1007/s11277-015-2352-z. S2CID 33008200.
  4. ^ Malioutov, D.; Cetin, M.; Willsky, A.S. (2005). "A sparse signal reconstruction perspective for source localization with sensor arrays". IEEE Transactions on Signal Processing. 53 (8): 3010–3022. Bibcode:2005ITSP...53.3010M. doi:10.1109/tsp.2005.850882. hdl:1721.1/87445. S2CID 6876056.
  5. ^ a b Yardibi, Tarik; Li, Jian; Stoica, Petre; Xue, Ming; Baggeroer, Arthur B. (2010). "Source Localization and Sensing: A Nonparametric Iterative Adaptive Approach Based on Weighted Least Squares". IEEE Transactions on Aerospace and Electronic Systems. 46 (1): 425–443. Bibcode:2010ITAES..46..425Y. doi:10.1109/taes.2010.5417172. hdl:1721.1/59588. S2CID 18834345.

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