迭代稀疏漸近最小方差算法 [ 1] 是用於訊號處理中的譜估計和到達方向(DOA)估計的無參數超解析度算法。 這個名稱是為了強調漸近最小方差(AMV)標準的創造基礎。 它是在惡劣環境下恢復多個高相關源的幅度和頻率特性的有力工具,例如有限數量的快照,低信噪比。 它可以用於合成孔徑雷達 [ 2] [ 3] 。
SAMV算法的公式在DOA估計的背景下作為反問題 給出。假設
M
{\displaystyle M}
-元素 均勻線性陣列 (ULA)分別接收從位於
θ
=
{
θ
a
,
…
,
θ
K
}
{\displaystyle \mathbf {\theta } =\{\theta _{a},\ldots ,\theta _{K}\}}
位置發出的
K
{\displaystyle K}
窄帶訊號。 ULA中的傳感器在特定時間累積
N
{\displaystyle N}
快照。
M
×
1
{\displaystyle M\times 1}
維快照向量是
y
(
n
)
=
A
x
(
n
)
+
e
(
n
)
,
n
=
1
,
…
,
N
{\displaystyle \mathbf {y} (n)=\mathbf {A} \mathbf {x} (n)+\mathbf {e} (n),n=1,\ldots ,N}
其中
A
=
[
a
(
θ
1
)
,
…
,
a
(
θ
K
)
]
{\displaystyle \mathbf {A} =[\mathbf {a} (\theta _{1}),\ldots ,\mathbf {a} (\theta _{K})]}
是轉向矩陣 ,
x
(
n
)
=
[
x
1
(
n
)
,
…
,
x
K
(
n
)
]
T
{\displaystyle {\bf {x}}(n)=[{\bf {x}}_{1}(n),\ldots ,{\bf {x}}_{K}(n)]^{T}}
包含源波形, 和
e
(
n
)
{\displaystyle {\bf {e}}(n)}
是噪音詞。假設
E
(
e
(
n
)
e
H
(
n
¯
)
)
=
σ
I
M
δ
n
,
n
¯
{\displaystyle \mathbf {E} \left({\bf {e}}(n){\bf {e}}^{H}({\bar {n}})\right)=\sigma {\bf {I}}_{M}\delta _{n,{\bar {n}}}}
,
δ
n
,
n
¯
{\displaystyle \delta _{n,{\bar {n}}}}
是 Dirac delta 函數 並且它僅等於1,唯一存在
n
=
n
¯
{\displaystyle n={\bar {n}}}
否則為0。並且假設
e
(
n
)
{\displaystyle {\bf {e}}(n)}
and
x
(
n
)
{\displaystyle {\bf {x}}(n)}
是獨立的,而
E
(
x
(
n
)
x
H
(
n
¯
)
)
=
P
δ
n
,
n
¯
{\displaystyle \mathbf {E} \left({\bf {x}}(n){\bf {x}}^{H}({\bar {n}})\right)={\bf {P}}\delta _{n,{\bar {n}}}}
, where
P
=
Diag
(
p
1
,
…
,
p
K
)
{\displaystyle {\bf {P}}=\operatorname {Diag} ({p_{1},\ldots ,p_{K}})}
. Let
p
{\displaystyle {\bf {p}}}
是包含未知訊號功率和噪聲方差的向量,
p
=
[
p
1
,
…
,
p
K
,
σ
]
T
{\displaystyle {\bf {p}}=[p_{1},\ldots ,p_{K},\sigma ]^{T}}
.
y
(
n
)
{\displaystyle {\bf {y}}(n)}
的協方差矩陣,其中有關
p
{\displaystyle {\boldsymbol {\bf {p}}}}
的是
R
=
A
P
A
H
+
σ
I
.
{\displaystyle {\bf {R}}={\bf {A}}{\bf {P}}{\bf {A}}^{H}+\sigma {\bf {I}}.}
該協方差矩陣可以通過樣本協方差矩陣進行傳統估計
R
N
=
Y
Y
H
/
N
{\displaystyle {\bf {R}}_{N}={\bf {Y}}{\bf {Y}}^{H}/N}
,其中
Y
=
[
y
(
1
)
,
…
,
y
(
N
)
]
{\displaystyle {\bf {Y}}=[{\bf {y}}(1),\ldots ,{\bf {y}}(N)]}
。將向量化運算符應用於矩陣
R
{\displaystyle {\bf {R}}}
後,獲取的向量
r
(
p
)
=
vec
(
R
)
{\displaystyle {\bf {r}}({\boldsymbol {\bf {p}}})=\operatorname {vec} ({\bf {R}})}
與未知參數線性相關
p
{\displaystyle {\boldsymbol {\bf {p}}}}
當
r
(
p
)
=
vec
(
R
)
=
S
p
{\displaystyle {\bf {r}}({\boldsymbol {\bf {p}}})=\operatorname {vec} ({\bf {R}})={\bf {S}}{\boldsymbol {\bf {p}}}}
,
其中
S
=
[
S
1
,
a
¯
K
+
1
]
{\displaystyle {\bf {S}}=[{\bf {S}}_{1},{\bar {\bf {a}}}_{K+1}]}
,
S
1
=
[
a
¯
1
,
…
,
a
¯
K
]
{\displaystyle {\bf {S}}_{1}=[{\bar {\bf {a}}}_{1},\ldots ,{\bar {\bf {a}}}_{K}]}
,
a
¯
k
=
a
k
∗
⊗
a
k
{\displaystyle {\bar {\bf {a}}}_{k}={\bf {a}}_{k}^{*}\otimes {\bf {a}}_{k}}
,
k
=
1
,
…
,
K
{\displaystyle k=1,\ldots ,K}
, 和使
a
¯
K
+
1
=
vec
(
I
)
{\displaystyle {\bar {\bf {a}}}_{K+1}=\operatorname {vec} ({\bf {I}})}
.
要從統計的
r
N
{\displaystyle {\bf {r}}_{N}}
去估算
p
{\displaystyle {\boldsymbol {\bf {p}}}}
,我們基於漸近最小方差準則開發了一系列迭代SAMV方法。從[ 1] 開始,從協方差矩陣
Cov
p
Alg
{\displaystyle \operatorname {Cov} _{\boldsymbol {p}}^{\operatorname {Alg} }}
的任意一致的估計值
p
{\displaystyle {\boldsymbol {p}}}
,基於二階統計值
r
N
{\displaystyle {\bf {r}}_{N}}
,以實數對稱-正定矩陣為界
Cov
p
Alg
≥
[
S
d
H
C
r
−
1
S
d
]
−
1
,
{\displaystyle \operatorname {Cov} _{\boldsymbol {p}}^{\operatorname {Alg} }\geq [{\bf {S}}_{d}^{H}{\bf {C}}_{r}^{-1}{\bf {S}}_{d}]^{-1},}
其中
S
d
=
d
r
(
p
)
/
d
p
{\displaystyle {\bf {S}}_{d}={\rm {d}}{\bf {r}}({\boldsymbol {p}})/{\rm {d}}{\boldsymbol {p}}}
。此外,這個下界是通過最小化得到的
p
^
{\displaystyle {\hat {\bf {p}}}}
的漸近分佈的協方差矩陣得到的。 ,
p
^
=
arg
min
p
f
(
p
)
,
{\displaystyle {\hat {\boldsymbol {p}}}=\arg \min _{\boldsymbol {p}}f({\boldsymbol {p}}),}
其中
f
(
p
)
=
[
r
N
−
r
(
p
)
]
H
C
r
−
1
[
r
N
−
r
(
p
)
]
.
{\displaystyle f({\boldsymbol {p}})=[{\bf {r}}_{N}-{\bf {r}}({\boldsymbol {p}})]^{H}{\bf {C}}_{r}^{-1}[{\bf {r}}_{N}-{\bf {r}}({\boldsymbol {p}})].}
因此,可以迭代地獲
p
{\displaystyle {\boldsymbol {\bf {p}}}}
的估計值。
{
p
^
k
}
k
=
1
K
{\displaystyle \{{\hat {p}}_{k}\}_{k=1}^{K}}
和最小化
f
(
p
)
{\displaystyle f({\boldsymbol {p}})}
的
σ
^
{\displaystyle {\hat {\sigma }}}
可藉由以下計算獲得。
假設
p
^
k
(
i
)
{\displaystyle {\hat {p}}_{k}^{(i)}}
和
σ
^
(
i
)
{\displaystyle {\hat {\sigma }}^{(i)}}
在第
i
{\displaystyle i}
迭代中已被估算到某種程度, 第
(
i
+
1
)
{\displaystyle (i+1)}
迭代可以被精簡成,
p
^
k
(
i
+
1
)
=
a
k
H
R
−
1
(
i
)
R
N
R
−
1
(
i
)
a
k
(
a
k
H
R
−
1
(
i
)
a
k
)
2
+
p
^
k
(
i
)
−
1
a
k
H
R
−
1
(
i
)
a
k
,
k
=
1
,
…
,
K
{\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}{\bf {R}}^{-1{(i)}}{\bf {a}}_{k})^{2}}}+{\hat {p}}_{k}^{(i)}-{\frac {1}{{\bf {a}}_{k}^{H}{\bf {R}}^{-1{(i)}}{\bf {a}}_{k}}},\quad k=1,\ldots ,K}
σ
^
(
i
+
1
)
=
(
Tr
(
R
−
2
(
i
)
R
N
)
+
σ
^
(
i
)
Tr
(
R
−
2
(
i
)
)
−
Tr
(
R
−
1
(
i
)
)
)
/
Tr
(
R
−
2
(
i
)
)
,
{\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 {Tr} ({\bf {R}}^{-1^{(i)}})\right)/{\operatorname {Tr} {({\bf {R}}^{-2^{(i)}})}},}
其中
R
{\displaystyle {\bf {R}}}
的估計值在第
i
{\displaystyle i}
迭代是
R
(
i
)
=
A
P
(
i
)
A
H
+
σ
^
(
i
)
I
{\displaystyle {\bf {R}}^{(i)}={\bf {A}}{\bf {P}}^{(i)}{\bf {A}}^{H}+{\hat {\sigma }}^{(i)}{\bf {I}}}
with
P
(
i
)
=
Diag
(
p
^
1
(
i
)
,
…
,
p
^
K
(
i
)
)
{\displaystyle {\bf {P}}^{(i)}=\operatorname {Diag} ({\hat {p}}_{1}^{(i)},\ldots ,{\hat {p}}_{K}^{(i)})}
.
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