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IEEE SIGNAL PROCESSING LETTERS

Stochastic Cramer-Rao Bound Analysis for DOA


Estimation in Spherical Harmonics Domain
Lalan Kumar, Student Member, IEEE, and Rajesh M Hegde, Member, IEEE

AbstractCramer-Rao bound (CRB) has been formulated in


earlier work for linear, planar and 3-D array configurations. The
formulations developed in prior work, make use of the standard
spatial data model. In this paper, the existence of CRB for the
spherical harmonics data model is first verified. Subsequently, an
expression for stochastic CRB is derived for direction of arrival
(DOA) estimation in spherical harmonics domain. The stochastic
CRBs for azimuth and elevation are plotted at various Signal
to Noise Ratios (SNRs) and snapshots. It is noted that a lower
bound on the CRB is attained at high SNR. A similar observation
is made when larger number of snapshots are used.
Index TermsCramer-Rao bound, Spherical microphone array, Spherical harmonics

I. I NTRODUCTION
After the introduction of higher order spherical microphone
array and associated signal processing in [1, 2], the spherical
microphone array is widely being used for direction of arrival
(DOA) estimation and tracking of acoustic sources [39]. This
is primarily because of the relative ease with which array
processing can be performed in spherical harmonics (SH)
domain without any spatial ambiguity. Cramer-Rao bound
(CRB) places a lower bound on the variance of a unbiased
estimator. It provides a benchmark against which any estimator
is evaluated. Hence, it is of sufficient interest to develop
an expression for Cramer-Rao bound in spherical harmonics
domain.
In [10], CRB expression was derived for the case of uniform
linear array (ULA) but without using the theory of CRB. This
is addressed in [11], which provides a textbook derivation
for stochastic CRB. Explicit CRBs of azimuth and elevation
are developed in [12, 13] for planar arrays. CRB analysis is
presented for near-field source localization in [14, 15] using
ULA and UCA (Uniform Circular Array) respectively. In
[16], closed-form CRB expressions has been derived for 3D array made from ULA branches. However, to the best
of authors knowledge, closed-form expression for CRB in
spherical harmonics domain is not available in literature. In
this paper, an expression for stochastic CRB for spherical array
is derived in spherical harmonics domain.
This work was funded in part by TCS Research Scholarship Program
under project number TCS/CS/20110191 and in part by DST project
EE/SERB/20130277.
c
2014
IEEE. Personal use of this material is permitted. However, permission to use this material for any other purposes must be obtained from the
IEEE by sending a request to pubs-permissions@ieee.org.
Lalan Kumar and Rajesh M. Hegde are with the Department
of Electrical Engineering, Indian Institute of Technology, Kanpur, email:{lalank,rhegde}@iitk.ac.in
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier xxxxx

The rest of the paper is organized as follows. In Section


II, we present the signal processing in spherical harmonics
domain. In Section III, formulation of CRB is given in detail.
In Section IV, a simulation is presented showing the behavior
of CRB at various SNRs and snapshots. This is followed by
conclusion and future scope in Section V.
II. D ECOMPOSITION OF C OMPLEX P RESSURE
S PHERICAL H ARMONICS D OMAIN

IN

We consider a spherical microphone array with I identical


and omnidirectional microphones, mounted on the surface of
a sphere with radius r. The position vector of ith microphone
is given by ri = (r sin i cos i , r sin i sin i , r cos i )T ,
where (.)T denotes the transpose. The elevation angle is
measured down from positive z axis, while the azimuthal
angle is measured counterclockwise from positive x axis.
Let i (i , i ) denotes the angular location of the
ith microphone. A narrowband sound field of L planewaves is incident on the array with wavenumber k. The
wavevector corresponding to lth planewave is given by kl =
(k sin l cos l , k sin l sin l , k cos l )T . The direction of arrival of the lth source is denoted by l (l , l ).
The instantaneous pressure amplitude at the ith microphone,
can be expressed as [17]
pi (; t) =

L
X
l=1


sl t i (l ) + ni (t)

(1)

vi (l , k)sl (t) + ni (t)

(2)

where t = 1, 2, , Ns , with Ns being the snapshots and


i (l ) is the propagation delay between the reference microphone and ith microphone for the lth source impinging from
direction l . ni is uncorrelated sensor noise component. It
is to be noted that the microphone gain for far-field sources

is taken to be unity. Utilizing the identity sl t i (l ) =
T
ejkl ri sl (t) for narrowband assumption, the Equation 1 can
be rewritten as
pi (; t) =

L
X
l=1

where vi (l , k) = ejkl ri , is referred as steering vector


component corresponding to the ith microphone response for
lth source. Rewriting the Equation 2 in matrix form, we have
p(; t) = V(, k)s(t) + n(t).

(3)

Taking appropriate Fourier co-efficients of Equation 3, the


spatial data model in frequency domain can be written as
p(; ) = V(, k)s() + n()

(4)

IEEE SIGNAL PROCESSING LETTERS

where is FFT index, V is I L steering matrix, s is L Ns


signal matrix and n is I Ns matrix of uncorrelated sensor
noise. The noise components are assumed to be circularly
Gaussian distributed with zero mean and covariance matrix
2 I, I being the identity matrix. The steering matrix V(, k)
is expressed as
V(, k) = [v1 , v2 , . . . , vL ], where
vl = [e

jkT
l r1

,e

jkT
l r2

,...,e

(5)
jkT
l rI

]T

(6)

th

where j is the unit imaginary number. The i term in Equation


6 refers to pressure due to lth unit amplitude planewave with
wavevector kl at location ri . This may alternatively be written
as [18]
T

ejkl

ri

X
n
X

bn (kr)[Ynm (l )] Ynm (i )

(7)

n=0 m=n

where bn (kr) is called mode strength.


The far-field mode strength bn (kr) for open sphere (virtual
sphere) and rigid sphere is given by
bn (kr) = 4j n jn (kr), for open sphere
(8)


j
(kr)
= 4j n jn (kr) n
hn (kr) , rigid sphere (9)
hn (kr)

where jn (kr) is spherical Bessel function of first kind, hn (kr)


is spherical Hankel function of first kind and refers to first
derivative. The extra term in far-field mode strength for rigid
sphere accounts for scattered pressure from the surface of the
sphere [19, p. 228]. Figure 1 illustrates mode strength bn as
a function of kr and n for a open sphere. For kr = 0.1,
zeroth order mode amplitude is 22 dB, while the first order has
amplitude 8 dB. Hence, for order greater than kr, the mode
strength bn decreases significantly. Therefore, the summation
in Equation 7 can be truncated to finite N , called the array
order.
40
20

function, similar to complex exponential ejt used for decomposition of real periodic functions.
Substituting Equations 6 and 7 in Equation 5, we have the
expression for steering matrix as
V(, k) = Y()B(kr)YH ()

(11)

where Y() is I (N + 1)2 matrix whose ith row is given


as
y(i ) = [Y00 (i ), Y11 (i ), Y10 (i ), Y11 (i ), . . . , YNN (i )].
(12)
The L (N + 1)2 matrix Y() can be expanded on similar
lines. The (N + 1)2 (N + 1)2 matrix B(kr) is given by

B(kr) = diag b0 (kr), b1 (kr), b1 (kr), b1 (kr), . . . , bN (kr) .
(13)
Having introduced the spherical harmonics, the spherical
harmonics decomposition of the received pressure p(; ), is
given as [21]
Z 2 Z
pnm () =
p(; )[Ynm ()] sin()dd
0

I
X

ai pi (; )[Ynm (i )]

(14)

i=1

where pnm () are spherical Fourier co-efficients. The spatial


sampling of pressure over a spherical microphone array is captured using sampling weights, ai [22]. Rewriting the Equation
14 in matrix form, we have
pnm (; ) = YH ()p(; )

(15)

where pnm (; ) = [p00 , p1(1) , p10 , p11 , . . . , pN N ]T and


= diag(a1 , a2 , , aI ). Also, under the assumption of
Equation 14, following orthogonality property of spherical
harmonics holds

n=0

YH ()Y() = I,

(16)

b (kr) in dB

n=1

20
40
60

where I is (N + 1)2 (N + 1)2 identity matrix. Substituting


Equation 11 in 4, then multiplying both side with YH ()
and utilizing relations 15,16, we have data model in spherical
harmonics domain as

n=2

n=3

80
n=4

100
120 1
10

10
kr

10

Fig. 1. Variation of mode strength bn in dB as a function of kr and n for


an open sphere.

The spherical harmonic of order n and degree m, Ynm ()


is given by
s
(2n + 1)(n m)! m
Pn (cos)ejm
(10)
Ynm () =
4(n + m)!
0 n N, n m n
Ynm are solution to the Helmholtz equation [20] and Pnm are
associated Legendre functions. For negative m, Ynm () =
|m|
(1)|m| Yn (). The spherical harmonics are used for
spherical harmonics decomposition of a square integrable

pnm (; ) = B(kr)YH ()s() + nnm ()

(17)

Multiplying both side of Equation 17 by B1 (kr), the final


spherical harmonics data model is given by
anm (; ) = YH ()s() + znm ()

(18)

[anm ](N +1)2 Ns = [Y ](N +1)2 L [s]LNs + [znm ](N +1)2 Ns


(19)
where
znm () = B1 (kr)nnm () = n()
and, = B

(kr)Y ()

(20)
(21)

It must be noted that is known for a given array geometry.


KUMAR & HEGDE : STOCHASTIC CRAMER-RAO
BOUND ANALYSIS FOR DOA ESTIMATION IN SPHERICAL HARMONICS DOMAIN

III. CRB A NALYSIS

IN

S PHERICAL H ARMONICS D OMAIN

In this Section, a detailed stochastic CRB formulation for


elevation and azimuth estimation is presented. We will make
use of transformed data model, Equation 18 as our observation.
Under stochastic assumption, the unknown signal s() is taken
to be circularly Gaussian distributed with zero mean. The parameter vector will include the DOAs, signal covariances and
the noise variance. However, DOAs are usually the parameters
of interests in array signal processing. In this communication, a
closed-form expression for stochastic CRB(DOA) is presented.
Hence, the unknown direction parameter vector taken here is
= [T T ]T

(22)

where = [1 L ]T and = [1 L ]T .
A. Existence of the Stochastic CRB in Spherical Harmonics
Domain
The existence of the stochastic CRB is first validated
herein for spherical harmonics data model. In this context,
the probability density function (PDF) of the observed data
model is proved to satisfy the regularity condition. Mean of
the observation from Equations 18 and 20 under stochastic
signal assumption is
E[anm (; )] = YH ()E[s()] + E[n()] = 0.
The covariance matrix of the observation can be written as
Ra = E[anm anm H ] = YH ()Rs Y() + 2 C

(23)

where Rs is signal covariance matrix and C = H . Hence,


2
for the observation anm () C(N +1) with anm N (0, Ra ),
the probability density function (more specifically, likelihood
function) can be written as [23, Appendix A],

1
exp anm H Ra1 anm (24)
p(anm (); ) = (N +1)2

|Ra |
where |.| denotes the determinant.
Utilizing anm H Ra1 anm = tr{anm anm H Ra1 }, the loglikelihood function can be written as
ln p(anm (); ) = K0 ln |Ra | tr{anm anm

Ra1 }

(25)

where K0 is a constant and tr{.} denotes trace of matrix {.}.


According to the CRB theorem [24], if the likelihood function
satisfies the regularity conditions


ln p(anm (); )
E
=0,
(26)

then the variance of any unbiased estimator for r


r , follows the inequality

th

parameter

var(
r ) [F 1 ()]rr

(27)

where the Fisher information matrix F () is given by



 2
ln p(anm (); )
.
F ()rs = E
r s

B. Formulation of the Closed-form Stochastic CRB in Spherical Harmonics Domain


The Fisher Information Matrix (FIM) elements given by
Equation 28, can be further simplified to [25],
Frs = tr{Ra1

Ra 1 Ra
R
}.
r a s

(29)

It is to be noted that for Ns FFT index corresponding to Ns


snapshots, the Fisher Information Matrix elements will be Ns
times of given in Equation 29. The parameters (r , r ) are
present in rth column of YH (). Hence, following notational
definition for the vector derivative of steering matrix YH ()
is used,
L
X
H
H =
(30)
Y
Y
r

r=1

H , Y . The scalar derivative Y


H , can be extracted
with Y
r
r
r
from the vector derivative in Equation 30 as
H er eT
H =Y
Y
r
r

(31)

where er is the rth column vector of an identity matrix.


These vector and scalar derivative of steering matrix is used in
ensuing formulation of CRB. The derivative of steering matrix
can be computed as illustrated in the Appendix. Also, Y()
is replaced with Y for equations to be more compact.
Utilizing Equation 23, the partial derivative of covariance
matrix Ra with respect to variable r can be written as
Ra
r
H Rs Y + YH Rs Y
=Y
r
r

(32)

Substituting this in Equation 29 and making use of distributive


property of matrix, the FIM element can be expressed as

H Rs Y
H Rs YR1 Y
Fr s = tr Ra1 Y
a
s
r
s
H Rs YR1 YH Rs Y
+R1 Y
a

H Rs Y
r Ra1 Y
+Ra1 YH Rs Y
s

s
r R1 YH Rs Y
+R1 YH Rs Y

(33)

Utilizing tr(A + B) = tr(A) + tr(B), and rewriting the


Equation 33 in short form, the FIM element is given by
Fr ,s = tr(z) + tr(xH ) + tr(w) + tr(y H )
s )H
H Rs YR1 YH Rs Y
where, x = (R1 Y
a

(34)

With suitable pairing and utilizing Hermitian positive semidefiniteness of covariance matrix, x can be rewritten as
r R1
H Rs YR1 YH Rs Y
x=Y
a
a
s
r Ra1 )
H Rs YRa1 YH Rs Y
tr(x) = tr(Y
s

(35)
(36)

Further, utilizing the cyclic property of trace, tr(AB) =


tr(BA), we have
(28)

|Ra |
a
a
= tr{Ra1 R
=
Having the identity, ln
},

1 Ra 1
Ra Ra and knowing the fact that expectation and
trace operation commute, it can be shown that given likelihood
function satisfies the regularity conditions.
R1

H Rs Y) = tr(w).
r R1 Y
tr(x) = tr(Ra1 YH Rs Y
a
s
Similarly, tr(y) = tr(z).

(37)

Noting the property of trace of a matrix, tr(xH ) = tr(x) ,
where denotes the complex conjugate, and utilizing results


IEEE SIGNAL PROCESSING LETTERS


3

x 10

1.4

CRB()
CRB()

x 10

CRB()
CRB()

1.2

CRB

CRB

1
3
2

0.8
0.6
0.4

1
0.2
0
0

2.5

7.5

10
SNR(dB)

12.5

15

17.5

0
50

20

(a)

75

100

125

150

175
200
Snapshots

225

250

275

300

(b)

Fig. 2. Variation of CRB for elevation () and azimuth () estimation (a) at various SNR with 300 snapshots, (b) with varying snapshots at SNR 20dB.
Source is located at (20 , 50 ).

of Equation 37 in Equation 34, the FIM elements can now be


written as


Fr ,s = 2Re tr(x) + tr(y)

r R1 )
H Rs YR1 YH Rs Y
= 2Re tr(Y
a
a
s

H Rs YR1 )
H Rs YR1 Y
(38)
+ tr(Y
a
a
r
s

Utilizing the relations in Equation 30-31,



H es eT Rs YR1 YH Rs er eT Y
R1 )
Fr ,s = 2Re tr(Y
a
r
a
s

T
1 H
T
1
H

+ tr(Y es es Rs YRa Y er er Rs YRa )



R1 Y
H es
= 2Re eTs Rs YRa1 YH Rs er eTr Y
a


H er eT Rs YR1 Y
H es
+ eTs Rs YRa1 Y
(39)
r
a

Hence the FIM can finally be written as



R1 Y
H)
F = 2Re (Rs YRa1 YH Rs )T (Y
a


H )T (Rs YR1 Y
H)
+(Rs YRa1 Y
a

(40)

where denotes Hadamard product. The Hadamard product


of two matrix are defined as
(X Z)rs , (X)rs (Z)rs .

(41)

Similar to Equation 40, the other block of FIM with only one
parameter vector, F can be written as

R1 Y
H)
F = 2Re (Rs YRa1 YH Rs )T (Y
a

H )T (Rs YRa1 Y
H ) . (42)
+(Rs YRa1 Y

F and F can be expressed in the similar way. The Fisher


Information matrix is finally given by
#
"
F F
.
F =
F F

Now the closed-form CRB can be computed using Equation


27.
IV. S IMULATION R ESULTS
Simulation results are presented in this section to observe
the behavior of the stochastic CRB at various SNRs and
snapshots. An Eigenmike microphone array [26] was used
for this purpose. It consists of 32 microphones embedded
in a rigid sphere of radius 4.2 cm. The order of the array
was taken to be N = 3. The signal and noise are taken
to be Gaussian distributed with zero mean. A source with
DOA (20 , 50 ) is considered in this simulation. Two sets of
experiments were conducted with 500 independent trials. In
the first set, experiments were conducted for 300 snapshots,

at various SNRs. In the second set of experiments, CRB was


computed for various snapshots at SNR of 20dB. The CRB
for azimuth and elevation is plotted in Figure 2.
V. C ONCLUSION AND F UTURE S COPE
Stochastic Cramer-Rao bound analysis for azimuth and
elevation estimation of far-field sources is presented using
a spherical microphone array. The spherical harmonics data
model is used for this purpose. The Cramer-Rao bound is
derived by direct application of the CRB theory. The CRB for
far-field azimuth and elevation estimation is also illustrated
at various SNRs and snapshots. CRB for range and bearing
estimation of near-field source using spherical harmonics is
currently being developed. Non-matrix closed-form expression
for conditional and unconditional data model will also be
addressed in future work.
A PPENDIX
C OMPUTING THE D ERIVATIVE OF S PHERICAL H ARMONICS
In this Appendix, we detail the steps involved in the
computation of the derivative of Ymn . From Equations 10 and
can be found using
12, the vector derivative Y

Ynm (s )
= jmYnm (s ).
s

(43)

involves differentiation of the associated LegComputing Y

endre function. The derivative of associated Legendre polynomial can be expressed as [27]
Pnm (z)
1
m
= 2
[znPnm (z) (m + n)Pn1
(z)] (44)
z
z 1
For z = cos , the derivative becomes
Pnm (cos )
1
m
=
[n cos Pnm (cos )(m+n)Pn1
(cos )].

sin
(45)
Utilizing the property of Legendre polynomial, the Equation
45 can be rewritten as
Pnm (cos )

1
m
=
[(n m + 1)Pn+1
(cos ) (n + 1) cos Pnm (cos )].
sin
(46)
can be computed by using the following equation.
Now, Y

s
(2n + 1)(n m)! jmr 1
Ynm (r )
=
e
r
4(n + m)!
sin r
m
.[(n m + 1)Pn+1
(cos r ) (n + 1) cos r Pnm (cos r )] (47)


KUMAR & HEGDE : STOCHASTIC CRAMER-RAO
BOUND ANALYSIS FOR DOA ESTIMATION IN SPHERICAL HARMONICS DOMAIN

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