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Cram ́er-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.

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Estimation in Spherical Harmonics Domain

Lalan Kumar, Student Member, IEEE, and Rajesh M Hegde, Member, IEEE

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

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

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)

(2)

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

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)

spatial data model in frequency domain can be written as

p(; ) = V(, k)s() + n()

(4)

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

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

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)

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)

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

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)

= 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

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

an open sphere.

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

(17)

spherical harmonics data model is given by

anm (; ) = YH ()s() + znm ()

(18)

(19)

where

znm () = B1 (kr)nnm () = n()

and, = B

(kr)Y ()

(20)

(21)

KUMAR & HEGDE : STOCHASTIC CRAMER-RAO

BOUND ANALYSIS FOR DOA ESTIMATION IN SPHERICAL HARMONICS DOMAIN

IN

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)

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)

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

satisfies the regularity conditions

ln p(anm (); )

E

=0,

(26)

r , follows the inequality

th

parameter

var(

r ) [F 1 ()]rr

(27)

2

ln p(anm (); )

.

F ()rs = E

r s

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)

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 , 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)

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)

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)

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)

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

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 ).

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

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

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

R1 Y

H)

F = 2Re (Rs YRa1 YH Rs )T (Y

a

H )T (Rs YR1 Y

H)

+(Rs YRa1 Y

a

(40)

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

Information matrix is finally given by

#

"

F F

.

F =

F F

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,

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)

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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