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The Effects of Local Scattering on Direction of Arrival Estimation with MUSIC

David Ast ly, Student Member, IEEE, and Bj rn Ottersten, Member, IEEE e o
Abstract In wireless communication scenarios, multipath propagation may cause angular spreading as seen from a base station antenna array. Environments where most energy incident on the array is from scatterers local to the mobile transmitters are considered, and the effects on direction of arrival (DOA) estimation with the MUSIC algorithm are studied. Previous work has studied rapidly time-varying channels and concluded that local scattering has a minor effect on DOA estimation in such scenarios. In this work, a channel that is time-invariant during the observation period is considered, and under the assumption of small angular spread, an approximate distribution for the DOA estimates is derived. The results show that local scattering has a signicant impact on DOA estimation in the time-invariant case. Numerical examples are included to illustrate the analysis and to demonstrate that the results may be used to formulate a simple estimator of angular spread. An extension to more general Rayleigh and Ricean fading channels is also included. In addition, results from processing experimental data collected in suburban environments are presented. Good agreement with the derived distributions is obtained. Index TermsArray signal processing, direction-of-arrival estimation, multipath channels.

I. INTRODUCTION HE USE OF antenna arrays at the base stations of wireless communication systems has gained much interest. By using multiple antennas and receivers/transmitters, the spatial dimension can be utilized more efciently. Among the possibilities are improved range, diversity against fading, interference suppression, and spatially selective transmission to reduce interference in the down link [1], [2]. Multipath propagation is common in cellular systems. Several replicas of the signal will, in general, be incident on a receiving array. If there is line of sight between the transmitter and the array, most incident energy is likely to concentrate in a single plane wave. When there is no line of sight to the transmitter and energy is received via multipath propagation, the signal can be seen as emitted from a distributed source. In macrocellular environments, base station antennas are placed above rooftops, thereby reducing the near eld scattering. In addition, in suburban and rural environments, it may be reasonable to assume that most energy incident on the array originates from scattering local to the mobile [3], [4]. The
Manuscript received April 15, 1998; revised April 19, 1999. This work was supported in part by the Swedish National Board for Industrial and Technical Development (NUTEK). The associate editor coordinating the review of this paper and approving it for publication was Prof. Kon Max Wong. The authors are with the Department of Signals, Sensors, and Systems, Royal Institute of Technology, Stockholm, Sweden. Publisher Item Identier S 1053-587X(99)09214-4.

angular spreading of the source as seen from the base station is then likely to be small under most circumstances [2], [5]. The scattered signals are received from a narrow angular region. Here, time-invariant scenarios with small angular spreading due to local scattering in the vicinity of the mobile are studied. The narrowband case is considered, with the channels modeled as nonfrequency selective. As mentioned above, this would be reasonable for narrowband systems in rural and suburban environments with high antenna placement and limited neareld scattering. The effects of local scattering at the mobile on DOA estimation with the conventional MUSIC algorithm [6] is studied [7]. The observation period is assumed to be short in comparison with the coherence time of the channel so that the channel may be modeled as time-invariant. Finite sample effects are neglected, and the inuence of local scattering on DOA estimation accuracy is analyzed. Local scattering may be viewed as a form of model error. This is because the plane wave model used by the MUSIC algorithm will not describe the observations accurately. Local scattering models were rst used in studies aimed at determining the separation required between two antennas to obtain effective spatial diversity, i.e., sufciently low fading correlation [8], [9]. It is assumed that there is no direct line of sight between the mobile user and the base station, and the signal is modeled as a superposition of a large number of independent and identically distributed waves. The same approach has been used in, e.g., [5], [10][12] to generalize at Rayleigh fading narrowband channels to the multiple antenna case. With increasing angular spread, the fading tends to decorrelate between the elements of the array. This is advantageous from a diversity point of view [11]. Several statistical distributions have been proposed for the angles of the incident scattered rays. In [5], [9], and [12], a Gaussian distribution was considered, whereas a uniform distribution is used in [11]. Several other distributions may be found in [3], [8], [10], and [13]. In [3], the radius of the local scattering area is estimated to be of the order of 50100 wavelengths in a suburban area. In [14], the bias and variance of DOA estimates for timevarying channels are studied. The angular spread is assumed small, and the channel realization changes from snapshot to snapshot; thus, the mobile must travel a certain distance between the samples. However, for a system operating in burst mode, like the well-known GSM system [15], the observation periods are short, and the array is sampled at symbol rate. The time variation of the channel between the snapshots may then be neglected, and the analysis in [14] is not applicable.

1053587X/99$10.00 1999 IEEE

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In [16] and [17], beamforming using DOA information in time-invariant scattering environments is studied. It is concluded that signicant gains in signal quality may be obtained if the DOA is allowed to vary from burst to burst, as compared with using the nominal, actual DOA to the transmitter. Thus, DOA estimation from burst to burst is motivated, and the analysis herein shows how the direction of the steered beam may change from burst to burst. This study is motivated by the fact that previous studies [14] do not explain the results in [16] and [17] or experimental data results, as those presented in this paper. The effects of local scattering on DOA estimation with a single realization of the channel are studied. The phenomenon may be observed in experimental data collected with test beds, as will be exemplied, and is also of importance for DOA-based beamforming. In addition, the results show how the angular spread may be determined from an ensemble of DOA estimates, which in turn may be useful for downlink beamforming with antenna arrays [12]. Another possible application where DOA estimates may be used is mobile localization for emergency services. The analysis is applicable to stationary terminals in rural and suburban environments, and it shows how reliable the DOA estimate from a single base station is. Since the estimated DOA varies signicantly, one conclusion is that several channel realizations are needed for accurate localization. A large number of propagation models [18] and direction of arrival estimators [19] may be found in the literature. The study is limited to the well-known MUSIC algorithm [6] and to relatively simple channels. Note that one way to model an urban, frequency-selective channel is to use several clusters of local scatterers (see, e.g., [20]) to describe the propagation between each mobile transmitter and the receiving array. Several DOAs are then to be associated with each mobile, and the analysis presented holds in this case. For simplicity, the nonfrequency selective case is considered in this initial study, but a possible extension to frequency-selective channels appears straightforward. The paper is organized as follows. In Section II, local scattering is described, and the data model is introduced. In Section III, the approach of [21] is followed in the sense that nite sample effects are neglected, and a rst-order analysis is carried out. The angular spread is assumed to be small, and the spatial signature is approximated as a linear combination of the nominal array response due to a plane wave and its derivative, which is similar to the generalized array manifold (GAM) model in [22]. Then, using results on projection matrices from [23], the perturbation of the noise subspace caused by the scattering is established. The perturbations of the DOA estimates may then be determined. The central limit theorem is used in Section IV to derive an approximate distribution of the DOA estimates for Rayleigh and Ricean fading. The analysis is then illustrated in Sections V and VII, which contains results from processing experimental data collected in suburban environments. In Section VI, fading environments are considered, and a more general class of perturbations to the assumed plane wave model is studied. It is shown that the DOA estimates will have the same approximate distribution also in this case.

II. PRELIMINARIES A. Data Model A scenario with mobile transmitters emitting narrowband signals is considered. The speed of the mobiles is assumed to be low so that the coherence time is large compared with the length of the observation period. The scenario may then be viewed as time-invariant. The time dispersion introduced by the multipath propagation is further assumed to be small in comparison with the reciprocal of the bandwidth of the antennas, the observations emitted signals. For an array of may then be modeled as (1) where

The th column of , which is denoted , represents the spatial signature, or channel, associated with the signal from transmitter The additive noise is modeled as spatially white E and independent of the signals. Furthermore, the signals are spatially noncoherent in the sense that E has full rank. In contrast to [14], scenarios in which may be regarded as constant during the observation period are considered. In [14], the sampling period is large in comparison with the coherence time so that the spatial signatures change from snapshot to snapshot. B. Local Scattering To justify the nonfrequency selective model of (1) and to show how the spatial signatures depend on the spatial distribution of the multipath propagation, consider the contribution It is modeled as from the th user to the array output (2) where (complex) amplitude of the th scattered signal; response of the array to a single unit amplitude signal with DOA ; total number of local scatterers associated with the th source. The nominal DOA of the th user is denoted and corresponds and denote the arrival to the location. The quantities angle and time delay of the th scattered signal, respectively, is the carrier frequency. Without loss of generality, it and

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Fig. 1. Local scattering.

is assumed that the smallest time delay is 0. The phenomenon is illustrated in Fig. 1. If all the time delays are small in comparison with the recip, the approximation rocal of the bandwidth of the signal may be used in (2)

C. DOA Estimation With observations of the array output sampled at times , the sample covariance

where of (1) if the spatial signature

This agrees with the model is modeled as

(3)

may be formed. From an eigenvalue decomposition of this sample covariance matrix, an estimated basis for the noise subspace may be formed with the eigenvectors associated with smallest eigenvalues. The MUSIC algorithm [6] the calculates the DOA estimates using this estimated basis. The aim of the paper is to study how the local scattering will affect the DOA estimates calculated with the MUSIC algorithm. To isolate the effects of the scattering, nite sample effects are neglected. This means that the estimates are given by calculated using the covariance matrix E (4)

The assumption of local scattering near the th user means that (see also Fig. 1) is assumed to be small. In is dened as what follows, the angular spread

Note that the expectation is conditioned on the spatial signaas a time-invariant scenario is assumed. tures may be calAn estimated basis for the noise subspace culated from the eigenvalue decomposition of the covariance in (4) matrix (5)

and the case where , which is the angular spread of all transmitters, is small is considered. Another commonly used measure of angular spread is the standard deviation of the DOAs of the scatterers [5], [12], [14]. It may be observed from (3) that the summation of the incident waves will cause the received signal power to vary with the particular realization of the spatial signature, and this are phenomenon is a form of fading. When the elements of modeled as complex Gaussian random variables with zeromean, the channel is said to experience Rayleigh fading [24]. This is so because the magnitudes of the elements are Rayleigh distributed. For the nonzero mean case, the magnitudes are Ricean distributed [24].

is a where the eigenvalues have been ordered so that in diagonal matrix containing the largest eigenvalues of are the corresponding decreasing order, and the columns of are the remaining eigenvectors. The columns of eigenvectors. The MUSIC algorithm calculates the DOA estimates as the minimizing values of the cost function (6) The goal is to describe the distribution of statistical assumptions on the channels given some

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III. A FIRST-ORDER ANALYSIS In this section, a rst-order analysis is carried out. First, each spatial signature is approximated as a linear combination of the nominal array response due to a plane wave and its rst order derivative. The rst-order perturbation of the sample covariance matrix may then be determined, and from this, the perturbation of the estimated subspace may be established. Finally, the perturbation of the DOA estimate is determined. In the general case, the deviation of the sample covariance matrix from the modeled covariance matrix may be due to several phenomena, such as nite sample effects and calibration errors. In here, only the effects of local scattering are studied, and calibration errors and nite sample effects are not considered. A. Approximation of the Spatial Signature Dene the gradient Taylor series expansion of (3) yields so that a rst-order

B. Perturbation of Subspaces For the case when the local scattering causes no The angular spreading but only fading, it holds that limiting covariance matrix when the number of observations goes to innity and the angular spread goes to zero will be referred to as the nominal covariance matrix. It may be written as (12) A basis for the nominal signal subspace may be dened from the eigenvalue decomposition of (13) is a diagonal matrix containing the largest eigenwhere are the values in decreasing order, and the columns of is the estimated corresponding eigenvectors. Note that projection matrix onto the noise subspace for zero angular Below, it is shown that the estimates calculated spread will coincide with the with the nominal covariance matrix nominal DOAs as the scattering will only affect the signal powers. Under the assumption of an unambiguous array, this has no effect on the DOA estimates. When local scattering with small angular spread is present, (10) applies, and the observed, limiting sample covariance matrix in (4) may be written as (14) (8)

(7) where

and (9) is small, which is the This approximation assumes that since the neglected terms are of order case when The framework for additive model errors proposed in [21] will be used. To t the approximate spatial signature model of (7) into this framework, the gain will be associated This is with the th signal, and it is assumed that , means that no signal reasonable since for energy is received from the th transmitter. The received signal is modeled as (10) where

The DOA estimates are calculated using (6) where Such an with an estimated basis for the noise subspace estimate is calculated from the the eigenvalue decomposition in (14); see (5). of is small, It is now assumed that the angular spreading is studied. This means that is and the limit as It may then be concluded that the small, and and the difference between the nominal covariance matrix is small. To see this, note that observed covariance matrix expansion of (14) gives (15) have been neglected. In Appendix where terms of order A, the projection matrix onto the perturbed noise subspace is related to , and it is shown that if terms that are neglected, then tend to zero faster than (16)

and (11) is diagonal: diag Note The matrix is of order and that it is assumed that the that derivatives exist and that they are bounded. From (16), it may be seen that the projection of the array onto the estimated noise subspace is apresponse vector proximately equal to the projection of the negative perturbation onto the nominal noise subspace. This relation agrees with [21] and is later used to determine the perturbation of the DOA estimates.

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^ ~ Fig. 2. Pdf of 1 = 1

0 1 for a1

= 0; 1; 2; and

41

= 2 3 :

C. Consistency In this section, it is shown that the MUSIC estimates are This is the case if consistent in the sense that calculated the MUSIC cost function obtained from (6) with as given by (5) from an eigenvalue decomposition of (17)

D. The MUSIC Estimates The DOA estimates calculated with the MUSIC algorithm dened in are given as the minimizing arguments of (17). The estimate of the th DOA calculated with MUSIC therefore satises (18) where For small angular spread, as , it follows from the consistency that the estimate will only deviate slightly from the nominal DOA. Similar to, e.g., [14], [21], and [26], an approximate expression for may thus be obtained via a rst-order Taylor expansion of (18). Equation (18) may be expanded as (19) where terms that tend to zero faster than is the limit of neglected, and spread tends to zero have been as the angular

converges uniformly to

where are calculated from the eigenvalue decomposition of (12) given in (13). Since estimates calculated with coincide with the nominal DOAs; consistency is then established (see, e.g., [25] and the references therein). Consider the difference

Tr Using (16) and , it follows that Re The norm of the rst projection matrix is bounded, and from (32) in Appendix A, it is seen that the second term is Thus, the estimates are consistent in the sense that and Re

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^ Fig. 3. Probability that 1

j 0 1 j < 

for Rayleigh fading a1 = 0:

which gives the following rst-order expression for the DOA estimate Re (20)

Combining the approximation of the perturbation caused by scattering , as given in (11) with the expression for MUSIC in (20), gives Re (21)

The deviation from the nominal DOA is thus proportional to the ratio between the amplitude of the direct wave and the derivative term. The result appears natural since Re Im

For a xed position of the mobile transmitter, a certain set of scatterers is seen from the array, and a DOA may be estimated. If the experiment is repeated with the source at another location, a new set of scatterers may be seen. When the transmitter is moved only a small distance (on the order of a wavelength), the power and the DOAs of the scattered rays may be the same, but the phases of the rays will change, and this will change the DOA estimate. Although it is possible to calculate the actual DOA estimate for each scattering scenario, it is more interesting to consider the ensemble of all possible scattering scenarios and model the parameters as random. The induced probability density function (pdf) of the DOA estimate may then be determined.

A. Rayleigh Fading In this case, as in [5], [9], [11], and [12], the number of scattered signals is assumed to be relatively large, and the parameters of the rays are assumed independent and identically distributed (iid). In addition, the amplitude and the phase of each scattered signal are modeled as independent, and the Such assumptions phase is uniformly distributed over are usually made to motivate Rayleigh fading [24], as the elements of the spatial signature in (3) then are approximately complex Gaussian random variables with zero mean, which corresponds to Rayleigh distributed magnitudes. In addition to the above-mentioned common assumptions, it is assumed that the DOA of each ray is independent of the other parameters. Let the power be normalized so that all rays

Moreover, it may be seen that according to the rst-order approximations, the th DOA estimate is affected only by the spreading of the th signal. In the next section, the distribution of the DOA estimate is derived using this expression. IV. DISTRIBUTION
OF

ESTIMATES

Thus far, the perturbation term has been considered deterministic but small, and in the previous section, the deviation of the estimated DOA from the nominal DOA was , where shown to be related to the real part of the ratio and are related to the parameters of the scattered rays.

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Fig. 4.

^ Theoretical and simulated values of E 1

fj 0 1 jg for a single Rayleigh fading transmitter.

The amplitude of the direct wave is modeled as deterministic but unknown, and without loss of generality, it is assumed is real. Under the assumptions in the previous section, that and are approximately Gaussian with this means that means and correlations E and E E E (24) E (23)

have equal power E

Then E (22)

Under the stated assumptions, it is reasonable to approximate and in (9) as complex Gaussian random variables. From (9) and (22), it is straightforward to show that E and E E E E E

As in [11], assume that Then, interval

is uniformly distributed over the

as the DOA of the direct wave coincides Note that E is the ratio between with the nominal DOA. The Rice factor the power in the direct wave and power of scattered paths [4]. Thus, C. Probability Density Functions A reasonable modeling assumption is that the rays carrying and different emitter signals are independent. For this case, are independent for From (21), it follows that also to rst order are the DOA estimates independent. Dene the deviation between the estimated DOA and the nominal DOA as

As mentioned in the introduction, there are many possible DOA distributions to chose from. For small angular spread, the choice of distribution appears not to be critical. For the rst-order theory, it is the variance of the perturbations that shape the distribution. B. Ricean Fading The case with a stronger direct wave corresponding to lineof-sight (LOS) with DOA equal to the nominal DOA will also be considered. In a rural environment, this component may be dominant. The amplitude of the received signal will have a Ricean distribution [24], and it is noted that a similar model has appeared in [27].

From (21), is approximately distributed as the real part of the ratio between two independent complex Gaussian variables. In Appendix B, this pdf is derived, and it has the

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^ Fig. 5. Theoretical and simulated values of E 1

fj 0 1 jg: Ricean case for different amplitudes a1 : 241 = 5p3  8:7 :

In Appendix B, the expected value of the magnitude of the is calculated as angular perturbation E

form

(27)

(25) is the conuent hypergeometric function [28, where ch. 13]. This function is also known as Kummers function, and a denition is given in (33) in Appendix B. In Fig. 2, the pdfs for some different values of are plotted. As expected, the pdf becomes narrower with increasing amplitude of the direct wave. , the pdf in (25) In the case with Rayleigh fading simplies to (26)

is plotted for different in the In Fig. 3, P As is seen, in 30% of the cases, Rayleigh fading case the DOA estimate will deviate from the nominal DOA more The estimate will thus vary considerably. To rst than order, the estimate is unbiased in the sense that the expected value of the DOA estimates will coincide with the nominal DOAs E

: the standard deviwhich in the Rayleigh fading case is ation of the angular multipath distribution. MUSIC and any practical DOA estimator will restrict its search over, at most, As is commonly done in the literature the interval on analysis, this restriction has been neglected in order to obtain an approximate expression for the pdf. However, since the tails of the distribution in (26) decays relatively slowly, as , it is not possible to calculate the second-order moment by integrating over the entire real line, as this would yield innite variance. The behavior is explained in view of Rayleigh fading. For a Rayleigh-fading channel with no angular spreading, it may be shown that the burst SNR has a single sided exponential distribution. The nite sample analysis [26] of the MUSIC algorithm states that the variance is inversely proportional to the SNR. In this case, averaging over all possible SNRs would also give an innite variance unless the fact that the estimates are restricted to lie in a bounded interval is taken into account. As mentioned above, the analysis in [14] assumes a small coherence time in comparison with the sampling time so that a large number of realizations of the spatial signatures are observed. The conclusion in that work, which thus addresses a different problem, is that the only effect of local scattering on direction-of-arrival estimation is a bias, which in most cases

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Fig. 6.

~ ^ Histogram of 1 = 1

0 1 for 5000 estimates compared to the relative frequencies calculated using the derived distribution 241 = 5 :
theory for small angular spread. In general, the approximation improves as array size decreases. In Fig. 5, simulation results for the Ricean case are shown. From [28], as M , which means for large that the curve decays as In Fig. 6, a histogram with 5000 DOA estimates calculated with MUSIC is plotted. A six-element ULA was considered, and a single Rayleigh fading transmitter with nominal DOA and angular spread was present. The solid line represents the relative frequencies predicted by the derived pdf. The derived expressions give a relatively good prediction of the pdf of the estimates. B. Simple Angular Spread Estimator In the last example, a noisy scenario was considered, and the problem of estimating the angular spread is addressed. This parameter may be of interest for downlink beamforming in a frequency division duplex (FDD) system [12] as the transmission weights have to be formed using statistics of the signals at another frequency, as compared with the uplink observations. and Three sources with nominal DOAs were present. All sources had an average SNR of 10 dB measured at a single sensor. A ULA with eight elements was used, and bursts of length 100 snapshots were collected. For each burst, the spatial signatures were generated as above and held constant during the observation period. In addition, the realizations were modeled as independent from burst to burst. The angular spreads, as seen from the array, were and The MUSIC

is very small. To calculate the bias in the time-invariant case, which is studied in this work, a second-order expansion of the spatial signatures in (3) is needed. It is interesting to note that whereas angular spread asymptotically has a minor effect on DOA estimation in the timevarying case [14], it has a signicant impact in the timeinvariant case studied here. There is, however, no contradiction between the results presented in here and the work in [14] since the analysis in [14] is not applicable to the problem studied in here. V. NUMERICAL EXAMPLES In the simulations, each transmitter was modeled with iid local scatterers. multipath propagation from , a random phase Each scatterer had a xed amplitude , and an angular perturbation uniformly distributed over In the Ricean case, from a uniform distribution of width was added. a direct wave with amplitude A. Single Transmitter In the rst example, a ULA with six elements and a single transmitter at broadside with nominal DOA was considered. For this case, the estimated signal subspace is simply spanned The DOA was estimated with by the spatial signature MUSIC for 2000 realizations of the spatial signature. In Fig. 4, is plotted for different the average value of The solid line is the approximate expression for values of given by (27), which for this case is E The sample averages from the simulations agree well with the

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Fig. 7.

Simple tracking of angular spread. Three Rayleigh fading transmitters.

algorithm was used, and the MUSIC spectrum was calculated around each nominal DOA. In this only for a region way, some of the outliers that appear during fading dips are removed. A total of 5000 bursts were simulated, and the and which averaged DOA estimates were agrees with the previous results. In addition, (27) states that E The sample mean of the absolute value of the angular perturbations may be used to form an Using all 5000 bursts, the estimate of the angular spread and estimated spreads calculated in this way were Finite sample effects probably add to the variations of the DOA estimates, and this partially compensates for the discrepancy between theory and experiments for larger spreads. Finally, a window of length 100 was considered, meaning that only the estimates from the last 100 bursts were used to estimate the angular spread and average DOA. The sample mean was subtracted from the estimates to determine the angular perturbations. The mean of the absolute value of the angular perturbations was then calculated. By multiplying this , an estimate of was calculated. In sample mean by Fig. 7, the transient behavior is neglected, and the estimated angular spreads are plotted. The solid lines represent the true The DOA estimates may thus be used to values for calculate rough estimates of the angular spread. VI. GENERALIZATION TO FADING CHANNELS Consider (7) again. In the development so far, the spatial signatures were assumed to approximately satisfy (28)

where, for the special case with local scattering from (8)

An extension is now considered in which has a more general form. This includes Rayleigh and Ricean fading scenarios in which the multipath propagation is not conned to local is small compared with scattering only. If the norm of , the same rst-order analysis may be the norm of carried out, and the expression for the perturbation of the DOA estimate will be, as given by (20) Re (29)

It is now assumed that and are independent and complex Gaussian in distribution. The expression in (29) may be recognized as the real part of the ratio of two independent complex Gaussian random variables. It then follows that the estimate will have the same pdf as in the local scattering case given by given by (25) but with

where the relation been used, and E

has

Thus, the analysis applies to a wide variety of scenarios in which a dominant fading direct wave is present in addition to arbitrary scattering, such as near-eld scattering in the vicinity of the array and multipath propagation, that may be modeled

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~ Fig. 8. Two-ray example. Derived approximate value for Efj1 jg plotted together with simulated values as the DOA of the second ray is varied. The DOA of the rst ray is 0 :

as complex Gaussian. However, recall that the channel is nonfrequency selective, meaning that all incident rays are coherent. As mentioned previously, one way to model frequencyselective channels is to associate several clusters of local scatterers with each transmitters (see, e.g., [20]). In this case, several DOAs are estimated for each mobile (one for each cluster), and the analysis holds for the DOA of each such cluster. A. Numerical Example Consider a scenario with a two-ray channel with a direct wave 30 dB stronger than a reection. Both rays are independently Rayleigh fading, meaning that the amplitudes of the two rays are modeled as independent and complex Gaussian. In addition, the rays are coherent. The DOA of the rst ray is , and the DOA of the second ray is varied. In Fig. 8, is plotted using the result in this section together with E sample averages of simulated values. Each sample average was calculated with 1000 MUSIC estimates. This demonstrates that local scattering is not the only phenomenon that causes the DOA estimate to approximately obey the derived pdf. VII. EXPERIMENTAL RESULTS Data collected in suburban environments from two test beds have been processed. The rst system was a test bed for GSM operating at a carrier frequency of about 1800 MHz [29]. In the data studied, a single transmitter was present. The second system operated at a carrier frequency of about 800 MHz with

FM modulated signals. In the data processed, two transmitters were present on the air simultaneously. The results obtained agreed very well with the developed theory, and the results from the rst test bed only, which was the test bed for GSM, are presented. A six-column dual polarized patch antenna array with columns spaced 0.47 wavelengths was used. The signals from each polarization were connected to a Butler beamforming network, and the outputs from the center four beams of one polarization were used. The antenna array was mounted on a roof of a building about 40 m above ground, in D sseldorf, u Germany. The environment was suburban with 26 oor buildings, and a terminal at a distance of 8001000 m transmitted GSM bursts. The sampling rate was 270 kHz, and for each burst, 167 samples were taken. The antenna array was calibrated in the sense that the responses of the beamforming network were measured prior to deployment. By examining the eigenvalues of the sample covariance matrix of the array output, it was clear that the signal subspace had rank one and that the SNR was approximately 23 dB. The MUSIC algorithm was applied to estimate one DOA for each burst. The power level received in the different beams are different depending on the nominal DOA of the source and the fading. The received power must then be estimated from the multidimensional signal using some sort of model. Angleindependent power estimates such as the average energy of the beams or the maximum eigenvalue will, in the general case with nonzero angular spread, not correspond to a Rayleighdistributed envelope. However, in addition to the antenna

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Fig. 9.

Estimated DOAs and power levels from experimental data.

array, signals from a reference sector antenna with dual polarization mounted beside the array antenna were collected. The signal from one polarization of this antenna was used to estimate the power level and envelope in each burst. The reason for this is that the envelope will be Rayleigh distributed in a Rayleigh fading environment. A comparison with the Rayleigh distribution may then be made to verify that the signals were collected in a Rayleigh fading environment. Note that the instantaneous power received by the sector antenna is not the same as the power received by the elements of the array as they are placed some wavelengths apart. In Fig. 9, a plot of estimated DOAs and power for over 4000 GSM bursts are shown. This corresponds to a measurement time of about 30 s. During this time, there was no direct line of sight between the receiving antenna array and the terminal. In Fig. 10, a histogram of the estimated envelopes from the last 3000 bursts is shown. The modulated signal has constant modulus, and the SNR was high. The root of the average received power was therefore taken as an estimate of the envelope. For comparison, the relative frequencies calculated with the Rayleigh distribution are also plotted. As the transmitter moved during the experiment, a linear trend was removed from the estimated DOAs. In Fig. 11, a histogram of the detrended DOA estimates for all bursts is shown. For comparison, the relative frequencies calculated with the derived pdf for the Rayleigh fading case are plotted. was estimated from the DOA estimates by The parameter

formulating a maximum likelihood estimator using the derived distribution and estimated to be This corresponds to an angular spread of As can be seen from Fig. 11, the derived distribution gives a good description on how the DOA estimates will behave in an angular spread environment. Data from other bursts were also processed, showing a similar behavior. When multipath propagation from other more distant objects caused frequency selective fading, the situation became more involved. VIII. CONCLUDING REMARKS The effects of local scattering on DOA estimation with the MUSIC algorithm were studied. The analysis considered only the effects of the local scattering and neglected nite sample effects and calibration errors. The results show that local scattering has signicant impact on DOA estimation for time-invariant scenarios. Numerical examples were included to illustrate the analysis and to demonstrate that the results may be used to formulate simple estimators of angular spread as well. Such an estimate may be used for spatially selective downlink transmission with antenna arrays [12]. The results clearly demonstrate that for accurate transmitter localization, the angular spread needs to be taken into account. Examples of how this may be done are found in [5] and [22]. One possible approach involves averaging the DOA estimates from several bursts. It may also be possible to form a covariance matrix with data from several bursts. However, care needs to be taken if the system employs frequency hopping

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Fig. 10.

Histogram of estimated envelopes compared to relative frequencies calculated using the Rayleigh distribution.

Fig. 11.

Histogram of detrended DOA estimates compared to the relative frequencies calculated with the derived distribution ;1 = 2:7 ; ai = 0:

since the array response is frequency dependent. Frequency hopping is an option in the GSM system in which the carrier frequency may be changed between the bursts [15].

The real data processed agreed very well with the theoretical development. However, some care is needed in order to interpret the results. Multipath propagation from local scatterers is

 ASTELY AND OTTERSTEN: EFFECTS OF LOCAL SCATTERING ON DIRECTION OF ARRIVAL ESTIMATION

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not the only phenomenon giving rise to such a distribution, which was demonstrated in Section VI. APPENDIX A PERTURBATION OF SUBSPACES From the results on projection matrices in [23], it is known that

may then be written as

From [28, formula 11.4.28], this integral may be written as (30) where terms of order neglected, and the diagonal matrix have been is dened as M

Using (15) and the fact that

in (30) gives

which is (25). Here, M stands for the conuent hypergeometric function [28, ch. 13]. A second notation is F , and the denition is (31) M (33) The expected value of Since may also be calculated as follows.

It is straightforward to show that Since , and has full rank so that it follows that

where

Using this in (31) leads to (32) it follows that E

and

M which is (16). which is (27). RATIO

OF

APPENDIX B COMPLEX GAUSSIAN VARIABLES

ACKNOWLEDGMENT The authors are grateful to Ericsson Radio Systems AB, Kista, Sweden, for providing data collected in eld trials from their adaptive antenna test bed. REFERENCES
[1] B. Ottersten, Array processing for wireless communication, in Proc. 8th IEEE Signal Process. Workshop Statist. Signal Array Process., July 1996, pp. 466473. [2] A. J. Paulraj and C. B. Papadias, Space-time processing for wireless communication, IEEE Signal Processing Mag., vol. 14, pp. 4983, Nov. 1997. [3] W. C. Y. Lee, Mobile Communications Design Fundamentals, 2nd ed. New York: Wiley, 1992. [4] G. L. Stuber, Principles of Mobile Communication. Boston, MA: Kluwer, 1996. [5] T. Trump and B. Ottersten, Estimation of nominal direction of arrival and angular spread using an array of sensors, Signal Process., vol. 50, pp. 5769, 1996. [6] R. O. Schmidt, A Signal Subspace Approach to Multiple Emitter Location and Spectral Estimation, Ph.D. dissertation, Stanford Univ., Stanford, CA, Nov. 1981. [7] D. Aszt ly and B. Ottersten, Effects of local scattering on direction of e arrival estimation with MUSIC and ESPRIT, in Proc. IEEE Int. Conf. Acoust., Speech, Signal Process. (ICASSP), Seattle, WA, May 1998, vol. 6, pp. 33333336.

The pdf of the real part of the ratio of two independent complex Gaussian variables Re with moments given by (23) and (24) is derived. conditioned on is also complex Gaussian, Note that and are independent, we have that given is and as Gaussian with zero mean and variance

Note that this conditional pdf is a function of the magnitude of and that has a Ricean distribution (see, e.g., [24])

where we used the fact that the variance of is one, and is the modied Bessel function of order zero. The pdf of

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[8] W. C. Y. Lee, Effects on correlation between two mobile radio basestation antennas, IEEE Trans. Commun., vol. 21, pp. 12141224, Nov. 1973. [9] F. Adachi, M. T. Feeney, A. G. Williamson, and J. D. Parsons, Cross correlation between the envelopes of 900 MHz signmals received at a mobile radio base station site, Proc. Inst. Elect. Eng., F, vol. 133, no. 6, pp. 506512, Oct. 1986. [10] B. G. Agee, K. Cohen, J. H. Reed, and T. C. Hsia, Simulation performance of a blind adaptive array for a realistic mobile channel, in Proc. IEEE Veh. Technol. Conf., May 1993, pp. 97100. [11] J. Salz and J. H. Winters, Effect of fading correlation on adaptive arrays in digital mobile radio, IEEE Trans. Veh. Technol., vol. 43, pp. 10491057, Nov. 1994. [12] P. Zetterberg and B. Ottersten, The spectrum efciency of a base station antenna array for spatially selective transmission, IEEE Trans. Veh. Technol., vol. 44, pp. 651660, Aug. 1995. [13] S. Anderson, M. Millnert, M. Viberg, and B. Wahlberg, An adaptive array for mobile communication systems, IEEE Trans. Veh. Technol., vol. 40, pp. 230236, Feb. 1991. [14] R. Moses, T. S derstr m, and J. Sorelius, Effects of multipath-induced o o angular spread on direction of arrival estimators in array signal processing, in Proc. IEEE/IEE Int. Workshop Signal Process. Multipath Environments, Apr. 1995. [15] M. Mouly and M. N. Pautet, The GSM System for Mobile Communications. Palaiseau, France, 1992. [16] O. Norklit, P. C. F. Eggers, and J. B. Andersson, Jitter diversity in multipath environments, in Proc. IEEE Veh. Technol. Conf., 1995. [17] D. Aszt ly and B. Ottersten, Modied array manifold for signal wavee form estimation in wireless communications, in Proc. 30th Asilomar Conf. Signals, Syst., Comput., Monterey, CA, Nov. 1996, pp. 738741. [18] R. B. Ertel, P. Cardieri, K. W. Sowerby, T. S. Rappaport, and J. H. Reed, Overview of spatial channel models for antenna array communication systems, IEEE Personal Commun. Mag., vol. 5, pp. 1022, Feb. 1998. [19] H. Krim and M. Viberg, Two decades of array signal processing research, IEEE Signal Processing Mag., vol. 13, pp. 6794, July 1996. [20] J. J. Blanz and P. Jung, A exibly congurable spatial model for mobile radio channels, IEEE Trans. Commun., vol. 46, pp. 367371, May 1998. [21] A. Swindlehurst and T. Kailath, A performance analysis of subspacebased methods in the presence of model errorsPart I: The MUSIC Algorithm, IEEE Trans. Signal Processing, vol. 40, pp. 17581773, July 1992. [22] D. Ast ly, B. Ottersten, and A. Swindlehurst, A generalized array e manifold model for communication channels with local scattering, Proc. Inst. Elect. Eng., Radar, Sonar, Navigation, Special Issue: Antenna Array Process. Technol., vol. 145, no. 1, pp. 5157, Feb. 1998. [23] H. Krim and P. Forster, Projections on unstructured subspaces, IEEE Trans. Signal Processing, vol. 44, pp. 26342637, Oct. 1996. [24] IEEE Vehicular Technology Society VTS Committee on Radio Propagation, Appendix IIIReceived Signal Fading Distribution, IEEE Trans. Veh. Technol., vol. 37, pp. 5760, Feb. 1988.

[25] P. Stoica and B. Ottersten, Comments on Min-norm interpretations and consistency of MUSIC, MODE and ML, IEEE Trans. Signal Processing, vol. 46, pp. 22622263, Aug. 1998. [26] P. Stoica and A. Nehorai, MUSIC, maximum likelihood, and Cram re Rao bound, IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 720741, May 1989. [27] K. V. S. Hari and B. Ottersten, Parameter estimation using a sensor array in a Ricean fading channel, in Proc. SPCOM, Aug. 1997. [28] M. Abramovitz and I. A. Stegun, Handbook of Mathematical Functions, U.S. Dept. Commerce, Nat. Bureau Stand., June 1964. [29] S. Andersson, U. Forss n, J. Karlsson, T. Witzschel, P. Fischer, and A. e Krug, Ericsson/Mannesmann GSM eld-trials with adaptive antennas, in Proc. IEEE Veh. Technol. Conf., Phoenix, AZ, May 1997, pp. 15871591.

David Ast ly (S95) was born in Lindome, Sweden, e in 1970. He received the M.S., Technical Licentiate, and Ph.D. degrees in electrical engineering from the Royal Institute of Technology, Stockholm, Sweden, in 1995, 1997 and 1999, respectively. From May 1998 to August 1998, he held a visiting position at Brigham Young University, Provo, UT. His research interests include sensor array signal processing and signal processing for wireless communications.

Bj rn Ottersten (S87M89) was born in Stocko holm, Sweden, in 1961. He received the M.S. degree in electrical engineering and applied physics from Linkoping University, Linkoping, Sweden, in 1986. In 1989, he received the Ph.D. degree in electrical engineering from Stanford University, Stanford, CA. He has held research positions at the Department of Electrical Engineering, Linkoping University, the Royal Institute of Technology (KTH), Stockholm, and the Information Systems Laboratory, Stanford University. From 1996 to 1997, he was Director of Research at ArrayComm Inc, San Jose, CA. In 1991, he was appointed Professor of Signal Processing at the Royal Institute of Technology, Stockholm, and he is currently head of the Department of Signals, Sensors, and Systems at KTH. His research interests include wireless communications, stochastic signal processing, sensor array processing, and time series analysis. Dr. Ottersten is an Associate Editor for the IEEE TRANSACTIONS ON SIGNAL PROCESSING. In 1993, he received the IEEE Signal Processing Society Paper Award.