Digital Signal Processing 16 (2006) 767781

www.elsevier.com/locate/dsp
2-D unitary matrix pencil method for efcient direction of
arrival estimation
Nuri Yilmazer

, Tapan K. Sarkar
Department of Electrical Engineering and Computer Science, Syracuse University, Syracuse, NY 13244-1240, USA
Available online 18 July 2006
Abstract
In this study, we extended the one-dimensional (1-D) unitary matrix pencil method (UMP) [N. Yilmazer, J. Koh, T.K. Sarkar,
Utilization of a unitary transform for efcient computation in the matrix pencil method to nd the direction of arrival, IEEE Trans.
Antennas Propagat. 54 (1) (2006) 175181] to two-dimensional case, where 2-Dmatrix pencil (MP) method are used to nd the 2-D
poles corresponding to the direction of arrival (DOA), azimuth and elevation angles, of the far eld sources impinging on antenna
arrays. This technique uses MP method to compute the DOA of the signals using a very efcient computational procedure in which
the complexity of the computation can be reduced signicantly by using a unitary matrix transformation. This method applies the
technique directly to the data without forming a covariance matrix. Using real computations through the unitary transformation for
the 2-D matrix pencil method leads to a very efcient computational methodology for real time implementation on a DSP chip.
The numerical simulation results are provided to see the performance of the method.
2006 Elsevier Inc. All rights reserved.
Keywords: Unitary transform; Centro-hermitian matrix; Real valued computations; Matrix pencil method; Simultaneous azimuth elevation
angle estimation; 2-D matrix pencil method
1. Introduction
The problem of estimating the direction of arrival of the various sources impinging on an antenna array has received
considerable attention in many elds including radar, sonar, radio astronomy, and mobile communications.
In this paper, unitary transform for the 1-D MP method has been extended for the 2-D case to nd the DOA of
the signals, azimuth and elevation angles, using an efcient computational procedure in which the complexity of
the computation can be reduced signicantly by using a unitary matrix transformation, hence only doing real val-
ued computations. Unitary transform can convert the complex matrix to a real matrix along with their eigenvectors
and thereby reducing the computational cost at least by a factor of four, since multiplication of two complex num-
bers require four real multiplications and two additions. This reduction in the number of computations is achieved
by using a transformation, which maps centro-hermitian matrices to real matrices [1,5,18]. It is very important to
increase the resolution of the DOA estimation as well as to reduce their computational complexity. In MP method,
based on the spatial samples of the data, the analysis is done on a snapshot-by-snapshot basis, and therefore nonsta-
*
Corresponding author.
E-mail address: nyilmaze@syr.edu (N. Yilmazer).
1051-2004/$ see front matter 2006 Elsevier Inc. All rights reserved.
doi:10.1016/j.dsp.2006.06.005
768 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
tionary environments can be handled easily. Unlike the conventional covariance matrix techniques, the MP method
can nd DOA easily in the presence of multi-path coherent signal without performing additional processing of spatial
smoothing.
Increasing the accuracy of DOA estimation as well as reducing the computational complexity is vital in real time
systems. Capons minimum variance technique attempts to overcome the poor resolution problems associated with
the delay-and-sum method [12]. More advanced approaches are so-called super resolution techniques that are based
on the eigen-structure of the input covariance matrix including multiple signal classication (MUSIC), root-MUSIC,
and estimation of signal parameters via rotational invariance techniques (ESPRIT) provides the high resolution DOA
estimation. Music algorithm proposed by Schmidt [7] returns the pseudo-spectrum at all frequency samples. Root-
MUSIC [13] returns the estimated discrete frequency spectrum, along with the corresponding signal power estimates.
Root-MUSIC is one of the most useful approaches for frequency estimation of signals made up of a sum of exponen-
tials embedded in white Gaussian noise.
The conventional signal processing algorithms using the covariance matrix works on the assumption that the signals
impinging on the array are not coherent. Under uncorrelated conditions, the source covariance matrix satises the full
rank condition, which is the basis of the eigen-decomposition. Many techniques involve modication of the covariance
matrix through a preprocessing scheme called spatial smoothing [14,17]. Sarkar and Hua [8,15] utilized the matrix
pencil to get the DOA of the signals in a coherent multipath environment.
On the other hand, some efforts have been done to reduce the computational complexity of the calculations. Huang
and Yeh [16] have developed a unitary transform, which can convert a complex matrix to a real matrix along with their
eigenvectors. Their simple transformation reduces the processing time by dealing with only real valued computations.
The processing time could be reduced almost four times, since the complex multiplication cost four times more than
that of real multiplications. More work has been done by Haardt, and Nossek [6,11], and they applied the method to
ESPRIT to successfully reduce the computational burden.
In many applications, such as radar imaging, nuclear magnetic resonance imaging, and wave number estimation
requires the estimation of two-dimensional (2-D) poles in 2-D data [9,10]. 1-D unitary transformation has been suc-
cessfully applied to 1-D MP method to reduce the computational complexity. In this paper, we extended unitary
transform for the 2-D case. In 2-D MP method, 2-D estimation problem is reduced to two 1-D problems, each one of
the poles for each direction is estimated separately and the estimated poles needs to be paired to get the correct pair
which corresponds to correct elevation, and azimuth angles for direction of arrival problem.
The rest of the paper is organized as follows. In Section 2, the unitary transform and the related theorems are given.
In Section 3, the signal model for the 2-D case is presented and 2-D MP estimation technique and the pole pairing
is revisited. Unitary 2-D MP method is introduced in Section 6. The computer simulation is provided in Section 8,
followed by the conclusions.
2. Unitary transform
A square matrix, B
NN
, is called unitary matrix, if it satises BB
H
= I . The superscript H denotes the complex
conjugate transpose of a matrix, where I is the identity matrix N N. Any matrix A, where A C
PS
, is called
centro-hermitian [1,2], if it satises
A=

P
A

S
, (1)
where

P
is called the exchange matrix and dened as

P
=

0 0 0 1
0 0 1 0
0 1 0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
1 0 0 0

PP
. (2)
Here

P
is a P P square matrix, and A

is conjugate of A.
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 769
Theorem. If the matrix A is centro-hermitian, then Q
H
P
AQ
S
is a real matrix. Here the matrix Q is unitary, whose
columns are conjugate symmetric and has a sparse structure [16], for P even, we have
Q
P
=
1

2
_
I iI

_
. (3)
Here I and

are matrices that have the dimension of P/2 and i =

1.
When P is odd, we have
Q
P
=
1

2
_
I 0 iI
0

2 0

0 i

_
. (4)
Here I and

are matrices that have the dimension of (P 1)/2, and 0 is a (P 1)/2 1 vector whose elements
are 0.
Proof. Using

P
=I , the conjugate of Q
H
P
AQ
S
is
_
Q
H
P
AQ
S
_

=Q
T
P
A

S
=Q
T
P

P
A

S
Q

S
.
Since,

=Q, and

P
A

S
=A
_
Q
H
P
AQ
S
_

=Q
H
P
AQ
S
. (5)
Therefore, Q
H
P
AQ
S
is a real matrix. Other related theorems can be found in [1,2].
3. 1-D unitary matrix pencil method revisited
Let us consider the uniform linear array (ULA) case, where there are N omni directional antenna elements, and M
impinging signals coming to the array. The voltage values at the feeding point of antenna arrays are {x(0), x(1), . . . ,
x(N 1)}. One can write the signal as
x(k) =
M

i=1
R
i
e
j
i
k
, k = 0, 1, . . . , N 1. (6)
This column data vector can be written into Hankel matrix form to obtain the matrix Y [2].
Y =

x(0) x(1) x(L)

x(1) x(2) x(L+1)
.
.
.
.
.
.
.
.
.
.
.
.
x(N L1) x(N L) x(N 1)

(NL)(L+1)
, (7)
where L is the pencil parameter. The matrix pencil from the Hankel matrix Y can be written as
J
2
Y J
1
Y. (8)
The matrices J
1
, and J
2
are called selection matrices and dened as follows:
J
1
=

1 0 0 0
0 1 0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 1 0

(NL1)(NL)
and J
2
=

0 1 0 0
0 0 1 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 1

(NL1)(NL)
. (9)
The matrices J
1
, and J
2
are used to select the rst and last (N 1) components of the matrix Y as discussed in [2].
Equation (8) can be written as
Q
H
J
2
QQ
H
YQ=Q
H
J
1
QQ
H
YQ. (10)
Note that QQ
H
=I , and Q
H
YQ=X
r
is real [1], when matrix Y is centro-hermitian.
Q
H
J
2
QX
r
=Q
H
J
1
QX
r
. (11)
770 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
It can be shown that

P

P
=I ,

P
Q
P
=Q

, and Q
H
P

P
=Q
T
,

P
J
2

P+1
=J
1
, and therefore, (11) can
be represented by
Q
H

J
2

QX
r
=Q
H

J
1

QX
r
=Q
T
J
1
Q

X
r
=
_
Q
H
J
1
Q
_

X
r
. (12)
Hence, equation converts to
_
Q
H
J
1
Q
_

X
r
=Q
H
J
1
QX
r
. (13)
Therefore,
tan
_

i
2
_
Re
_
Q
H
J
1
Q
_
X
r
= Im
_
Q
H
J
1
Q
_
X
r
. (14)
The singular value decomposition (SVD) of real matrix X
r
can be written as
X
r
=UV
T
. (15)
Here U and V are orthogonal matrices whose elements are the eigenvectors, is a diagonal matrix with its
element
i
, which are called singular values of the matrix X
r
.
U = [u
1
u
2
. . . u
M
. . .],
V = [v
1
v
2
. . . v
M
. . .],
= diag(
1

2

M

M+1
).
Let us dene the E
s
= [u
1
u
2
. . . u
M
], such that the elements of E
s
are the rst M singular vectors corre-
sponding to the largest singular values
1
,
2
, . . . ,
M
. M is number of the signals and can be estimated from the
singular values based on the criteria dened in [4]. In order to reduce the effect of the noise, one can write (14) as
tan
_

i
2
_
Re
_
Q
H
J
1
Q
_
E
s
= Im
_
Q
H
J
1
Q
_
E
s
, i = 1, . . . , M. (16)
So, tan(
i
/2) can be solved as the generalized eigenvalue of the matrix pair {Im(Q
H
J
1
Q)E
s
, Re(Q
H
J
1
Q)E
s
}.
The solution to the problem can be reduced to an ordinary eigenvalue problem, where tan(
i
/2) is the eigenvalue of
[Re(Q
H
J
1
Q)E
s
]
1
Im(Q
H
J
1
Q)E
s
. In this algorithm all computations are made using real numbers and therefore, no
variable is complex including the eigenvalues and the eigenvectors in this procedure.
One should state that premultiplying and postmultiplying Y by Q
H
and Q require only additions and scaling. For
example, in the case of N sensor elements, and for a given pencil parameter L, the computations done for the unitary
transformation, X
r
= Q
H
YQ, requires around (N L)

2(L) real additions. This is negligible as compared to the

computations done for the computation involved in the eigen-decomposition. Eigen-structure based methods for esti-
mating DOA of the sources impinging on a ULA requires complex calculations in computing the eigenvectors and the
eigenvalues. The matrix pencil method, in addition, requires the computation of a singular value decomposition (SVD)
of the complex-valued data. It should be stated that eigen-decomposition with complex-valued data matrix is quite
computation intensive. The eigen-decomposition process consists of a large portion of the whole computational load.
To reduce the computational complexity during eigen-decomposition, application of a unitary transformation is pro-
posed for DOA estimation by using a real-valued SVD. Computing the eigen-components of the unitary transformed
data matrix requires only real computations.
The unitary matrix pencil method is thus a completely real-valued algorithm, as it requires only real-valued com-
putations. Apart from nding the singular values and vectors, the rest of the calculations are also real computations as
opposed to the ones done in the conventional MP method. A big portion of the computational load is occupied by the
multiplication operations, so transforming the data can save a noticeable amount of computations and the processing
time is reduced greatly.
4. Summary of the 1-D unitary matrix pencil method
The algorithm can be summarized as follows:
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 771
(1) Convert the complex data matrix into real matrix X
r
, by using X
r
=Q
H
YQ.
(2) Compute the SVD of X
r
and calculate E
s
, which is the M principal singular vectors of X
r
.
(3) Evaluate Re(Q
H
J
1
Q), and Im(Q
H
J
1
Q).
(4) Calculate the generalized eigenvalues,
1
,
2
, . . . ,
M
of Im(Q
H
J
1
Q)E
s
, and Re(Q
H
J
1
Q)E
s
.
(5) Calculate
i
= 2tan
1
(
i
), i = 1, . . . , M.
5. 2-D signal model and matrix pencil method
In many applications, such as radar imaging, and wave number estimation requires the estimation of two-
dimensional (2-D) poles in 2-D data. Let us consider the 2-D uniform rectangular array (URA). The noiseless data
z(m, n) measured at the feeding points of the omni directional antennas dened as
z(m, n) =
P

p=1
a
p
e
j
p
e
j
2

x
sin
p
cos
p
m
e
j
2

y
sin
p
sin
p
n
, 0 mM 1, 0 n N 1 (17)
it can be simplied to
z(m, n) =
P

p=1

p
x
m
p
y
n
p
,
where

p
=a
p
e
j
, x
p
=e
j
2

x
sin
p
cos
p
, y
p
=e
j
2

y
sin
p
sin
p
, x
p
=e
j
x
, y
p
=e
j
y
,
where

x
=
2

x
sin
p
cos
p
,
y
=
2

y
sin
p
sin
p
. (18)
Basically, in 2-D MP method, 2-D problem is divided into two 1-D problems, and then solved for each pole in
each dimension and pair them together to get the correct DOA angles. The data matrix z(m, n) can be enhanced and
written in Hankel block matrix structure as dened in [3]. The distance between the antenna elements are in x- and
y-direction,
x
=
y
=/2. The signal model has P, 2-D exponential signals, where a
p
and
p
are the magnitudes
and the phases respectively. The objective is to nd the (x
p
, y
p
) pairs, which correspond to the azimuth and elevation
angles. The formulation of the 2-D matrix pencil method is discussed in detail in [3]. The noiseless data (18) can be
written in matrix form as
D =

z(0; 0) z(0; 1) z(0; N 1)

z(1; 0) z(1; 1) z(1; N 1)
.
.
.
.
.
.
.
.
.
.
.
.
z(M 1; 0) z(M 1; 1) z(M 1; N 1)

. (19)
Basically, in 2-D matrix pencil method, the problem is divided into 1-D MP case, and it is solved for each of the
dimension separately and these estimated poles are paired to nd the corresponding DOA angles. The following is
introduced and studied deeply in [3] by Hua. The data matrix z(m, n) can be enhanced and written in Hankel block
matrix structure as follows:
D
e
=

D
0
D
1
D
MB
D
1
D
2
D
MB+1
.
.
.
.
.
.
.
.
.
.
.
.
D
B1
D
B
D
M1

. (20)
The original data matrix z(m, n) is an M N complex matrix. Extending the original data matrix by stacking in
Hankel structure D
e
in (21), where each element of D
e
is also an Hankel matrix, which is obtained by windowing the
rows of the original data matrix z(m, n).
D
m
=

z(m; 0) z(m; 1) z(m; N C)

z(m; 0) z(m; 1) z(m; N C +1)
.
.
.
.
.
.
.
.
.
.
.
.
z(m; C 1) z(m; C) z(m; N 1)

. (21)
772 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
The B and C are the window pencil parameters used to obtain Hankel matrix in (20) and (21).
The matrix D
m
can be written as D
m
=Y
C
GX
m
d
Y
R
Here
Y
C
=

1 1 1
y
1
y
2
y
P
.
.
.
.
.
.
.
.
.
.
.
.
y
(C1)
1
y
(C1)
2
y
(C1)
P

(CXP)
, (22)
Y
R
=

1 y
1
y
(NC)
1
1 y
2
y
(NC)
2
.
.
.
.
.
.
.
.
.
.
.
.
1 y
P
y
(NC)
P

P(NC+1)
, (23)
X
d
= diag(x
1
, x
2
, . . . , x
P
), and G is the diagonal matrix, where G= diag(a
1
, a
2
, . . . , a
P
), D
m
is an C (N C
+1) Hankel matrix. The extended matrix D
e
could be written as
D
e
=E
C
GE
R
. (24)
D
e
is an B (M B +1) Hankel block matrix
E
C
=

Y
C
Y
C
X
d

Y
C
X
B1
d

, (25)
E
R
=
_
Y
R
, X
d
Y
R
, . . . , X
d
Y
R
_
. (26)
By multiplying the E
C
by the Shufing matrix P gives E
CP
, where
E
CP
=

X
C
X
C
Y
d

X
C
Y
B1
d

, (27)
X
C
=

1 1 1
x
1
x
2
x
P
.
.
.
.
.
.
.
.
.
.
.
.
x
(C1)
1
x
(C1)
2
x
(C1)
P

(CXP)
, (28)
Y
d
= diag(y
1
, y
2
, . . . , y
P
).
As can be seen, we need to repeat this procedure for each of the dimensions, such as x- and y-direction in rectan-
gular coordinates. The eigen-structure of the matrix D
e
is found by taking the SVD
D
e
=U
s

s
V
H
s
+U
n

n
V
H
n
. (29)
The U
s
,
s
, and V
H
s
are in the signal subspace corresponding the P principal components whereas U
n
,
n
, and V
H
n
are in the noise subspace. One can write U
s
= E
C
T [3], where T is a nonsingular matrix. The matrix pencil can be
written along the x-direction
U
x2
U
x1
, (30)
U
x1
=U
s
with last C rows deleted, (31)
U
x2
=U
s
with rst C rows deleted. (32)
The rank reducing numbers of the matrix pencils, U
x2
U
x1
, are the poles of X
d
= diag(x
1
, x
2
, . . . , x
P
). So the
parameter
x
can be estimated from the eigenvalues of the matrix (U
x1
)
+
U
x2
. (U
x1
)
+
is called pseudo-inverse and
dened as
(U
x1
)
+
=
_
U
H
x1
U
x1
_
1
U
H
x1
= pinv(U
x1
). (33)
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 773
For the pole in y-direction, we can dene,
U
SY
=SE
C
T. (34)
Here matrix S is the shufing matrix, see [3]. So, the matrix pencil can be written as
U
y2
U
y1
, (35)
U
y1
=U
SY
with last B rows deleted, (36)
U
y2
=U
SY
with rst B rows deleted. (37)
The rank reducing numbers of the matrix pencil, U
y2
U
y1
, are the poles of Y
d
= diag(y
1
, y
2
, . . . , y
P
). So the
parameter
y
can be estimated from the matrix (U
y1
)
+
U
y2
. (U
y1
)
+
is called pseudo-inverse and dened as (U
y1
)
+
=
(U
H
y1
U
y1
)
1
U
H
y1
= pinv(U
y1
). The necessary conditions for choosing pencil parameters B and C are pointed out
in [3].
(B 1)C P, B(C 1) P, (M B +1)(N C +1) P. (38)
After nding the poles x
P
and y
P
, which are not in pair and it needs to be paired to get the correct pairs, which
corresponds to the true azimuth and elevation angles. By exploiting the property that signal space is orthogonal-to-
noise subspace, which implies that e
L
U
n
. The pairs can be matched together by maximizing the criterion below [3].
J
sp
(i, j) =
P

p=1
_
_
u
H
p
e
L
(x
i
, y
j
)
_
_
2
, p = 1, 2, . . . , P, (39)
e
L
=x
L
y
L
, (40)
where is the Kronecker product, x
L
= [1, x, . . . , x
B1
]
T
, and y
L
= [1, y, . . . , y
C1
]
T
. Here {u
p
; i = 1, 2, . . . , P}
are the principles eigenvectors.
6. 2-D unitary matrix pencil method
We now can extend the 1-D UMP method for the 2-D MP method. So by using the unitary transform, the complex
valued data matrix can be converted to real matrix [2]. By using the centro-symmetry of the antenna arrays or any
complex matrix could be written centro-hermitian matrix form. If the data matrix D
e
is centro-hermitian or any matrix
can also be written in centro-hermitian matrix form as
D
ch
=
_
D
e
.
.
.D

_
. (41)
By using Theorem 1, we can write
Q
H
D
ch
Q=D
r
, (42)
where D
r
is real valued matrix. Let us introduce the selection matrices that will be used to write matrix pencils. The
matrices J
3
, J
4
, J
5
, and J
6
are called selection matrices and used to select the rows of the D
r
real matrix in order to
write the matrix pencil along the x- and y-direction in rectangular coordinates.
J
3
=
_
I
(BCC)
.
.
.0
(BCC)(C)
_
(BCC)(BC)
, J
4
=
_
0
(BCC)(C)
.
.
.I
(BCC)
_
(BCC)(BC)
, (43)
J
5
=
_
I
(BCB)
.
.
.0
(BCB)(B)
_
(BCB)(BC)
, J
6
=
_
0
(BCB)(B)
.
.
.I
(BCB)
_
(BCB)(BC)
. (44)
One can easily write the matrix pencil as similar to in (9) for the 2-D case along the x-direction as
(J
4
)(D
e
) (J
3
)(D
e
).
It is reduced to the form below by using (10)(13)
tan
_

xp
2
_
Re
_
Q
H
J
3
Q
_
E
sx
= Im
_
Q
H
J
3
Q
_
E
sx
, i = 1, . . . , P, (45)
774 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
Fig. 1. The scatter plot of direction of arrival angles of 2 impinging signals, SNR = 5 dB, 200 Monte Carlo simulation.
where P is the number of impinging signals arriving to the URA, E
sx
is the left singular eigenvector correspond-
ing to P principal eigenvalues. So tan(
xp
/2) can be solved as the generalized eigenvalue of the matrix pair
{Im(Q
H
J
3
Q)E
sx
, Re(Q
H
J
3
Q)E
sx
}. In a similar way, one can write the matrix pencil along the y-direction as
(J
6
)(S)(D
e
) (J
5
)(S)(D
e
).
It is reduced to the form below by using (10)(13)
tan
_

yp
2
_
Re
_
Q
H
J
5
Q
_
E
sy
= Im
_
Q
H
J
5
Q
_
E
sy
(46)
to nd the poles, y
p
, along the y-direction. E
sy
is the left singular eigenvector corresponding to P principal eigen-
values which is found by applying the shufing matrix to the D
r
. So, tan(
yp
/2) can be solved as a generalized
eigenvalue of the matrix pair{Im(Q
H
J
5
Q)E
sy
, Re(Q
H
J
5
Q)E
sy
}.
SVD of D
r
can be written as
D
r
=UV
T
.
U = [u
1
u
2
. . . u
P
. . .] and V = [v
1
v
2
. . . v
P
. . .] are orthogonal matrices.
is a diagonal matrix with its element
i
,
1

2

p

p+1
, which are called singular values. Let us
dene the E
sx
= [u
1
u
2
. . . u
P
], such that the elements of E
sx
are the rst P singular vectors corresponding to
the largest singular values
1
,
2
, . . . ,
P
. P is number of the signals and can be estimated from the singular values
based on the criteria dened in [4].
6.1. Pole paring for 2-D unitary matrix pencil method
After nding the poles x
p
and y
p
, it needs to be paired to get the correct pairs, which corresponds to the true
azimuth and elevation angles. The difference between the 2-D MP and 2-D UMP is that the pairing in UMP will
be real valued computations in addition to computing the SVD with real valued computations. By exploiting the
property that signal space is orthogonal to noise subspace, which implies e
L
U
n
. The pairs can be matched together
by maximizing the criterion below. But the difference here again is that the pairing algorithm is real valued which
reduce the computation time as well.
J
sp
(i, j) =
P

p=1
_
_
u
H
p
e
L
(x
i
, y
j
)
_
_
2
, p = 1, 2, . . . , P. (47)
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 775
Fig. 2. The scatter plot of direction of arrival angles of 2 impinging signals, SNR = 10 dB, 200 Monte Carlo simulation.
Fig. 3. The scatter plot of direction of arrival angles of 2 impinging signals, SNR = 15 dB, 200 Monte Carlo simulation.
where e
L
=x
L
y
L
, is the Kronecker product. x
L
= [1, x, . . . , x
B1
]
T
, and y
L
= [1, y, . . . , y
C1
]
T
. Here {u
p
; i =
1, 2, . . . , P} are the principles eigenvectors.
Once we nd the poles and pair them, we can nd the elevation and azimuth angles and . By using (18), we can
nd the azimuth angles as

p
=a tan
_
w
y
w
x
_
. (48)
In the same way, we can nd the elevation angle as

p
=a sin
__
w
2
x
+w
2
y
_
. (49)
776 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
Fig. 4. The scatter plot of direction of arrival angles of 2 impinging signals, SNR = 20 dB, 200 Monte Carlo simulation.
Fig. 5. The variance 10log
10
(var(
1
)) of 2-D UMP, and 2-D MP are plotted against the SNR, 800 Monte Carlo.
6.2. Computational complexity
In 2-D MP method, most of the computation load is due to the SVD computation, matrix pencil computation, and
pairing computation. In 2-D MP method all the computations are complex valued computations, but in 2-D UMP, all
these computations are done with real valued computations, which reduce the complexity. The difference between the
2-D UMP and 2-D MP method comes into play at this point, because all the computations of SVD are real valued
in UMP unlike MP method, which reduce the complexity greatly. As a simple example, the multiplication of two
complex numbers requires 4 real multiplications and two additions. Computing the SVD, and left singular vectors of
a matrix [D
e
]
BC(MB+1)(NC+1)
requires
17
3
B
3
C
3
+ B
2
C
2
(M B + 1)(N C + 1) multiplications [3,19]. For
the pairing method, the number of computations required are
1
2
P
3
BC [3]. The computation required for the matrix
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 777
Fig. 6. The variance 10log
10
(var(
2
)) of 2-D UMP, and 2-D MP are plotted against the SNR, 800 Monte Carlo.
Fig. 7. The variance 10log
10
(var(
1
)) of 2-D UMP, and 2-D MP are plotted against the SNR, 800 Monte Carlo.
pencil for the two of them is 3P
2
BC. For the 2-D UMP method, all these computations are done with real valued as
opposed to 2-D MP where these computations are complex valued operations.
7. Summary of the 2-D unitary matrix pencil method
The algorithm can be summarized as follows:
(1) Convert the complex data matrix into real matrix D
r
, by using D
r
=Q
H
D
ch
Q.
(2) Compute the SVD of D
r
, to calculate E
sx
, and E
sy
which are the P principal singular vectors of D
r
.
(3) Evaluate tan(
xp
/2) Re(Q
H
J
3
Q)E
sx
= Im(Q
H
J
3
Q)E
sx
.
778 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
Fig. 8. The variance 10log
10
(var(
2
)) of 2-D UMP, and 2-D MP are plotted against the SNR, 800 Monte Carlo.
Table 1
Summary of signal features incident on the 2-D
antenna array
Signal 1 Signal 2
30

45

40

55

(4) Evaluate tan(

yp
/2) Re(Q
H
J
5
Q)E
sy
= Im(Q
H
J
5
Q)E
sy
.
(5) Pair them by using the criterion dened.
(6) Find
p
=a tan(w
y
/w
x
) and
p
=a sin
_
_
w
2
x
+w
2
y
_
.
8. Simulation results
In this section, computer simulation results are provided to illustrate the performance of this new technique. The
noise contaminated signal model is formulated as
z(m, n) =z(m, n) +w(m, n), 0 mM 1, 0 n N 1, (50)
where w(m, n) is a zero mean Gaussian white noise with variance
2
. A two-dimensional rectangular array of omni
directional isotropic point sensors are considered in this study. The distance between the antenna elements are
x
=

y
= /2. It is assumed that there are two signals impinging on URA. The signals have a phase of
i
= 0 degrees.
The number of the antenna elements are M =N = 20. The scatter plot of the estimated elevation and azimuth angles
are shown in Figs. 14 for different signal-to-noise (SNR) ratios of SNR = 5, 10, 15, and 20 dB. The results are
based on 200 Monte Carlo simulations. As it is expected, when the SNR increases, the estimated values approach to
its true values in the scatter plot. The pencil parameters are chosen to be K =L = 9.
The inverse of the sample variance of the estimates of (azimuth angle), (elevation angle), for the 2-D UMP is
compared against the 2-D MP versus signal-to-noise ratio (SNR) of the incoming signals and are plotted in Figs. 58.
Different values of SNR are plotted along the x-axis and the variance of the estimated azimuth, elevation angles are
in logarithmic domain, is shown along the y-axis. For the low SNR values the 2-D MP performs better than the 2-D
UMP method, after some certain threshold their performance are the same. The results are based on 800 Monte Carlo
simulations.
N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781 779
Fig. 9. Bias of the estimator for
1
, azimuth angle versus SNR (diamond shape: 2-D UMP, star shape: 2-D MP).
Fig. 10. Bias of the estimator for
2
, azimuth angle versus SNR (diamond shape: 2-D UMP, star shape: 2-D MP).
The bias of the estimator has also been studied to see the efciency of the new method. For the elevation and
azimuth angles, the bias of the estimator is computed. The bias is calculated as
bias() =(

) , (51)
bias() =(

) , (52)
where () denotes the expected value,

, and

are the estimates of , and , respectively. The bias (in dB) of the
estimator for azimuth and elevation angles, versus SNR is shown in Figs. 912.
780 N. Yilmazer, T.K. Sarkar / Digital Signal Processing 16 (2006) 767781
Fig. 11. Bias of the estimator for
1
, elevation angle versus SNR (diamond shape: 2-D UMP, star shape: 2-D MP).
Fig. 12. Bias of the estimator for
2
, elevation angle versus SNR (diamond shape: 2-D UMP, star shape: 2-D MP).
9. Conclusion
A unitary transform for the two-dimensional matrix pencil method has been successfully formulated and utilized
to convert the complex data matrix to a real matrix, hence reducing the computational complexity signicantly in
DOA estimation problem. It is seen that for lower SNR of the data, 2-D MP performs better than 2-D UMP. After a
certain threshold, both the MP and the new UMP method can be used to model a given data set by a sum of complex
exponentials and the UMP can be implemented on a DSP chip using only real arithmetic.
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Nuri Yilmazer was born in Silifke, Turkey. He received the B.S. degree from Cukurova University, Adana, Turkey, in 1996,
and the M.S. degree from University of Florida, Gainesville, Florida, in 2000. He is currently working towards the Ph.D. degree
in the Department of Electrical Engineering at Syracuse University, Syracuse, New York. His current research interests include
adaptive signal processing and smart antennas. He received the Outstanding Teaching Assistant award from Syracuse University in
2006.
Tapan K. Sarkar received the B.Tech. degree from the Indian Institute of Technology, Kharagpur, in 1969, the M.Sc.E. de-
gree from the University of New Brunswick, Fredericton, NB, Canada, in 1971, and the M.S. and Ph.D. degrees from Syracuse
University, Syracuse, NY, in 1975. He was a Research Fellow at the Gordon McKay Laboratory, Harvard University, Cambridge,
MA, from 1977 to 1978. He is now a Professor in the Department of Electrical and Computer Engineering, Syracuse University.
His current research interests deal with numerical solutions of operator equations arising in electromagnetics and signal processing
with application to system design.