IEEE TRANSACTIONS ON SIGNAL PROCESSING. VOL. 39, NO. 3.
MARCH 1991
dB I
-15 0 AZIMUTH (DEG) 15
-BEFORE ____ AFTER COMPLEX GAINS OFFSET
r 1 2 3
4 5 6 7 8 9
* TRUE VALUES -VALUES ESTIMATED
THROUGH THE 2 SOURCES
‘ 1 2 3 4 5 6 7 8 9
Fig. 3. A linear array of 9 equispaced sensors with scattered complex gains;
2 plane incident wavefronts of unknown DOA. Sensors 1 and 9 taken as
reference points are almost identical. Complex gains of the other sensors
are identified via the dtbpagator. (a) Spatial analysis by the propagator. (b)
Moduli of sensors complex gains. (c) Phases (degrees).
By using (6),the Y matrix is then computed by means of the prop-
agator P, estimated from the CSM. Thus, the modulus and bhase
distributions along -the whole array are now estimated fof both
sources. Next, these distributions are compared to @e theoretical
ones, assuming plane wavefronts and equal sensors gains. The dif-
ference between tHt actual and the theoretical distributions gives
an estimation of the moduli and phases of the second to eighth
sensors complex gains for each source (see Fig. 3(b) and (c)). Fi-
nally, the mean estimated values are used to improve the spatial
analysis in subsequent experiments. As an example, Fig. 3(a) shows
the results obtained with the initial data after complex gains offset.
There are two equivalent methods of gains compensation: 1) the
elements r,,of the CSM are divided by the gains of the sensor i, j ;
2) the sensors gains are taken into account in the propagation model
used for the analysis.
The preceding method suffers from two limitations: 1) the noise
level in the initial run must be not too high and the two sources not
too closely spaced so that the two minima can be observed; 2) the
two sensors taken as reference points must be as identical as pos-
sible. Note also that errors in the initial estimation of sources bear-
ings have a moderate influence on the estimation of sensors gains.
VI. CONCLUSION
The propagator presented in this correspondence is a linear op-
erator depending solely on propagation parameters relative to in-
1053-587X/91/0300-0749$01.OO 0 1991 lEEE
149
cident wavefronts and antenna. It can easily be extracted from the
received signals CSM on the basis of algebraic relations valid only
in the noisy-free case; nevertheless, its estimation proved to be
reliable even if the noise level is somewhat higher than the signal
level. With this operator, a spatial analysis method can be devised
using an arbitrary propagation model; this method is quite com-
parable to eigenvectors methods such as MUSIC and equally pow-
erful, especially when the noise is correlated from sensor to sensor.
The propagator implies the subdivision of the whole array into
two subarrays, the number of sensors for the first of them being at
least equal to the number of incident wavefronts. Then, assuming
that a known propagation model can be used for this first subarray,
the moduli and phases distribution along the second subarray can
be deduced for each incident wavefront. In this way, the propa-
gation model can be estimated for this later, a feature that is par-
ticularly useful when the first subarray has a small number of sen-
sors as compared to the second. An example concerning the
identification of sensors complex gains has been given. Another
example relating to distorted antenna shape estimation can be found
in [8].
REFERENCES
W.F. Gabriel, “Spectral analysis and adaptive array super-resolution
techniques,” Proc. IEEE, vol. 68, pp. 654-666, June 1980.
S . S . Reddi, “Multiple source location: A digital approach,” IEEE
Trans. Aerosp. Electron. Sysr., vol. AES-15, pp. 95-105, Jan. 1979.
R. Schmidt, “Multiple emitter location and signal parameter estima-
tion,” in Proc. RADC Estimation Workshop (Rome, NY), 1979, pp.
243-258; also, IEEE Trans. Antennas Propagat., vol. AP-34, pp. 276-
280, Mar. 1986.
J. Munier and G. Y. Delisle, “Spatial analysis in passive listening
using adaptive techniques,” Proc. IEEE, vol. 75, pp. 1458-1471, Nov.
1987.
A. Paulraj, R. Roy, and T. Kailath, “A subspace rotation approach to
signal parameter estimation,” Proc. IEEE, vol. 74, pp. 1044-1045,
July 1986.
J. A. Cadzow, “A high resolution direction-of-arrival algorithm for
narrow-band coherent and incoherent sources,” &EE Trans. Acoust.,
Speech, Signal Processing, vol. 36, pp. 965-979* July 1988.
S . Mayrargue, “On the common structure of several well-known meth-
ods for harmonic analysis and direction-of-arrival estimation induced
by a new version of ESPRIT,” in Proc. ASSP Workshop Spectrum
Estimation Modeling (Minneapolis, MN), Aug. 1988, pp. 307-31 1.
S . Marcos and J. Mqnier, “Source localization using a distorted an-
tenna,” in Proc. IEEE ICASSP (Glasgow, U.K.), May 1989, pp. 2756-
2759.
The Cramer-Rao Lower Bound for Signals with
Constant Amplitude and Polynomial Phase
Shimon Peleg and Boaz Porat
Abstract-This correspondence derives the Cramer-Rao lower bound
for the variances of the estimated parameters of complex signals with
constant amplitude and polynomial phase, measured in additive
Gaussian noise. Signals of this type appear in many radar applications,
and the CRLB formulas have practical importance in these applica-
Manuscript received July 5, 1989; revised April 24, 1990.
S . Peleg is with the Department of Electrical Engineering and Computer
Science, University of California, Davis, CA 95616.
B. Porat is with Technion-Israel Institute of Technology, Department of
Electrical Engineering, Haifa 32000, Israel.
IEEE Log Number 9041622.
750 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 39. NO. 3. MARCH 1991

tions. Exact and approximate forms of bound are presented. The ap- Also
proximation error is of second order in the number of measurements.
-
%" = cos ($,+,(n)); -
a v n = sin ( # , ( n ) )
ab0 ab0
I. INTRODUCTION
The purpose of this correspondence is to derive the Cramer-Rao = -Amnmbo sin (4u(n)); aY, = A"'nmboCOS ( $ M ( n ) ) .
dam dam
lower bound (CRLB) for complex signals with constant amplitude
and polynomial phase, measured in additive Gaussian white noise. (9)
The signal model is Substitution of (8) and (9) into (7) yields
2N
Jh.h = a'L
The corresponding sampled signal, with added noise, is given by

0 5 m l , m 2 IM
where S, is defined by
where A is the sampling interval, and { w,} is an i.i.d. sequence N
of com lex Gaussian random variables with zero mean and vari-
P
ance U . The unknown parameters are assumed to be the amplitude S, = C nm.
b,, and the phase coefficients { ao, a , , ---
, a M } .The CRLB de-
In= I

The Fisher information matrix can therefore be written as

rived in this correspondence is for unbiased estimates of these pa-
rameters, denoted {bo, do, dM}.
9

Signals with constant amplitude and polynomial phase are com- 0

mon in radar applications. The chirp signal, for example, corre-
sponds to a second-order phase polynomial [ 1 , ch. 71. The so-called
J = -$[:.:........] (14)
biAM+ I
quadratic FM signal [ 1, p. 1801 corresponds to a third-order phase
polynomial, etc. Radar returns from accelerating objects add ad- where AM+I is the Hankel matrix whose entries are given by
ditional phase terms. For example, the return signal from a target
with constant acceleration will have a second-order phase term ( A M + l ) , ~=, Ak+'&+/, 0 5 k, 1 IM. (15)
when the transmitted pulse has constant frequency.
Estimation of the phase coefficients of signals of the type ( 2 ) is The matrix A M + Ican also be written as
important, e.g., in the following situations: a) In passive electronic A M + I= D M + I H M + I D M + I
intelligence systems (ELINT), when one is interested in identifying
the radar type from the parameters of the received pulse; and b) in where
estimating the kinematic parameters of moving targets (velocity,
acceleration, etc .) from Doppler measurements. Consequently, it
DM+I = diag { 1, A , * * ,AM}
is of interest to analyze the best possible performance of potential (H&f+l)k./ = 'k+/'
estimators of the phase coefficients, as a function of signal param-
eters, the SNR, the sampling rate, and the number of measure- The CRLB is given by
ments. This analysis is carried out in this correspondence.

11. DERIVATION
OF THE CRLB
Let s, and zn be as in ( 2 ) , and denote
zn = x, + jy,; s, = pn + jv,; 1 5 n IN (3) As we see, the CRLB for bo is decoupled from that of the other
M parameters, and we get
4,+,(n) = mC ambmnm. (4) IS2
=O var { b o } 2 -.
2N
Then
pn = bo COS (4dn)); = bo sin (4dn)). We now turn our attention to the CRLB for the phase parameters.
vn (5)
Equation (19) is exact for all N , and can be used for numerical
The logarithm of the joint probability density function of { z n } is computation of the CRLB. The entries of are given by [ 2 , p.
given by 1071

- B2m(m - l ) ( m - 2)N"'-.' + . . . . m > O

where @ is the vector of arameters [bo,ao, * * * , a ~ 1 .
The entries of the FishPer information matrix are given by
(7)
4!
=N,m=O (21)
where { B k } are Bernoulli numbers [ 2 , p. 1 141.
Numerical experimentation reveals that HIM+I is extremely ill
conditioned, even for moderate values of N and M. Therefore, the
exact result (19) has little practical value. Consequently, we shall
IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 39, NO. 3, MARCH 1991 75 1

continue to derive an approximation for the CRLB, assuming that Also, the vector h is just the first column of H i : I, so its kth entry
N is moderately large compared to the degree of the phase poly- is given by
nomial M. This approximation will be more practical to compute,
+ k + 1)(M + 1 ) M +k
and also more instructive, as we shall see in the sequel.
We get from ( 1 8 ) and ( 2 1 ) hk =
(-l)k(M
( k + 1) ( )(:)'
k (31)

1 Using ( 3 0 ) and ( 3 1 ) , we obtain the following expression for the

(ee' - ff ') + O(N-')]EM+l ( k , 1)th element of the matrix in the right-hand side of ( 2 6 ) :

where 1k.l

e = [I, 1, I]', f = [1,0, s - 0 01' (23) ( M + 1f

E M + , = diag { 1, N, * , N"} (24) 2N(k+ 1 ) ( 1 + 1 ) 2N
(Hhf+I)k,l = + + ')' (25) . (-lf+/(M + k + 1)(M + 1 + 1 )
H
in M( 2C2is
I) stands
knownfor
as a Hilbert
term of matrix [ 3 , N-'.
the order p. 331.We
The
keep
notation O(N-2)
the first-order
.(M;k)(;)(M;l)(;). (32)
term in exact form, in order to get better approximation for values
of N which are only moderately large. In particular, the diagonal elements are given by
Inversion of ( 2 2 ) yields r 1

l
-N-'Eiil[8;:I + - (1 h h ' -
2N
gg') + O(N-')
I
EiYl

(26)
Substitution of (17), ( 2 3 ) , ( 2 4 ) , and ( 3 3 ) into (19) yields the
following approximate bound:
where ,
1
var Id,,,}L
g = H i ! +le; h = A i : I f. (27) 2N( T ) 2 m* SNR
In [ 3 , p. 341, the following formula is derived for the entries of
the inverse of :

(&I ) =
(-l)k+/(M k 1)(M + + + 1 + 1)
M+l k.1 (k+l+l)

where T = N A is the total observation time, and SNR = b i / a 2 is

the input signal-to-noise ratio.
To continue the derivation, we need the following lemma: Formula ( 3 4 ) is the main result of this correspondence. It shows
Lemma: that the lower bound on the variance of the estimated mth order
phase coefficient is approximately inversely proportional to the
M
(-1)/(M + 1 1) + SNR, the number of measurements, and the 2mth power of the
I=O + +
( k 1 1) observation interval. Interestingly, the CRLB does not depend on
the phase parameters { am} .
M
=(-1) , O S k S M . (29) Let us now consider some special cases. The CRLB for So is
This identity can be proved by somewhat lengthy, but straightfor- given by
ward derivation, using the formulas in [ 4 , pp: 83-88].
Let us now derive an expression for g k , the kth element of the
vector g given in ( 2 7 ) . Using (29) we get
( M + 1)'- 1 + O ( N - 2 ) ] 2 N . SNR' ( 3 5 )

M
(-l)k+/(M k 1)(M + + +1 + 1) This expression may be useful in interferometry or time delay ap-
gl. =
/=0 (k+l+ 1) plications, where one is interested in the constant part of the phase.
The CRLB for 8 , is given by

-
- [ M ( M+ l ) ( M
+ O(N-2)
+ 2)12
1
2NT2 * SNR
152 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 39, NO. 3. MARCH 1991

TABLE I [3] R. T. Gregory and D.L. Kamey, A Collection of Matrices for Testing
THEhfAXIMUM RELATIVE
ERRORAS A FUNCTION
OF M A N D N Computational Algorithms. New York: Wiley, 1969.
[4] J. Riordan, Combinatorial Identities. New York: Wiley, 1968.
M N = 32 N = 64 N = 128 N = 256 N = 512 N = 1024 [ 5 ] S. Peleg and B. Porat, “Estimation and classification of polynomial-
phase signals,” IEEE Trans. Inform. Theory, vol. 37, no. 2, Mar.
1 0.15% 0.04% 0.01% 0.002% 0.0005% 0.0001% 1991.
2 1.0% 0.25% 0.06% 0.02% 0.004% 0.001%
3 3.3% 0.87% 0.22% 0.06% 0.01% 0.004%
4 7.8% 2.1% 0.56% 0.14% 0.04% 0.009%
5 15.0% 4.3% 1.2% 0.3% 0.08% 0.02%
A System Identification Algorithm Using Orthogonal
Functions
This expression is of interest for estimating the linear phase term
(initial frequency), e.g., for estimating the target velocity from Hector Perez and Shigeo Tsujii
Doppler measurements.
The CRLB for dM is given by
Absfruef-A new adaptive filter (ADF) structure is proposed for ap-
plications in which large order ADF’s are required. It is based on mod-
eling the impulse response of the system to be indentified as a linear
combination of a set of discrete orthogonal functions. Computer sim-
ulations using actual acoustio echo path impulse responses show that
the proposed ADF structure has better convergence performance than
This expression is of interest when using the received signal for FIR transversal ADP when they are required to identify systems with
identifying the degree of the phase polynomial, see [5] for details. long impulse responses.
Note that the first-order term is identically zero in (37).

111. NUMERICAL
RESULTS
In order to test the accuracy of the approximate CRLB derived
in this paper, we computed both the exact and the approximate
bounds for several representative values of N and M, in the range
32 5 N 1024 and 1 5 M 5 5. The exact bound was computed
by numerical inversion of H,,,. It was found that, for M > 5 or
for N > 1024, this matrix was so ill conditioned that numerical
inversion was impossible. For each case, we computed the relative
percent errors of the approximations for all 0 5 rn 5 M and picked
the largest one. Table I shows the results of these computations. It
was found that the relative error is always the largest for rn = 0,
and decreases monotonically with m. Hence, the numbers in the
table always correspond to the relative error of the bound for ao.
We can conclude from these results that the approximation is
excellent whenever N is at least, say, 20 times the value of M.
IV. CONCLUSIONS
We have derived explicit formulas for the Cramer-Rao lower
bound on the variance of estimated parameters of signals with con-
stant amplitude and polynomial phase. The exact bound requires
numerical inversion of an ill-conditioned matrix, while its O ( N )
approximation is free of matrix inversion. The approximation was
tested for several typical parameter values, and was found to be
excellent in most cases.
The formulas derived in this correspondence are of practical value
in several radar applications, such as ELINT for special pulse-
compression radars, and motion estimation from Doppler measure-
ments. In many applications, the desired estimation accuracy is
known (or assumed). The formulas given in this paper can be used
to determine the required SNR, or the number of samples, or the
observation time, depending on the specific application. Yet an-
other application of the CRLB is as a benchmark against which
candidate algorithms can be tested. Examples of such algorithms
are given in [ 5 ] .
REFERENCES
[ I ] A. W. Rihaczek, Principles of High-Resolution R u h r . Los Altos,
CA: Peninsula Publishing, 1985.
[2] M. R. Spiegel, Mathemarical Handbook of Formulus and Tables
(Schaum Outline Series). New York: McGraw-Hill, 1968.
I. INTRODUCTION
Over the last decade, IIR adaptive filtering (IIR ADF) has been
actively researched. However, several problems still remain un-
solved. These include potential instability of the filter, the possi-
bility of local minimums of the mean-squared error (MSE) surface,
and slow convergence.
Although IIR ADF based on the equation error method can over-
come some of above problems, such as slow convergence and local
minimums of MSE surface, this structure is not without problems
and it does not seem to be an attractive alternative to FIR ADF in
applications such as acoustic echo cancellation, in which large fil-
ters order are required to maximize the echo return loss enhance-
ment (ERLE) and convergence rate, etc. [4]. In addition, a stability
test is required during “double talk periods”-simultaneous talk
between the near and far end speakers-in which, in order to avoid
distortion, the adaptive filter is changed into a fixed structure.
In this correspondence, a new adaptive filter structure is pro-
posed for applications in which large order FIR ADF’s are re-
quired. It is based on modeling the impulse response of the system
to be identified as a linear combination of a set of discrete Legendre
orthogonal functions. The proposed adaptive filter structure has the
-’ desirable stability features and unimodal mean-square error surface
as well as a modular structure that permits an easy increase of the
filter order without changing the previous stages. Computer simu-
lations, in which the proposed structure is used to identify actual
acoustic echo path impulse responses, show that Legendre ADF
has better convergence performance than transversal ADF when it
is required to identify systems with long impulse response.
11. SYSTEMIDENTIFICATION
ALGORITHM
Orthogonal polynomials such as Laguerre, Legendre, Hermite,
and Chebyshev orthogonal functions have been widely used in the
derivation of several system identification algorithms, most of them
involving matrix operations 161. However, since the proposed
adaptive filter structure is intended to be used when large order
Manuscript received December 14, 1988; revised May 8. 1990.
The authors are with the Department of Electrical and Electronic Engi-
neering, Tokyo Institute of Technology. 0-okayama, Meguro-ku Tokyo
152 Japan.
IEEE Log Number 9041615

.OO 0 1991 IEEE

1053-587X/91/0300-0752$01