12

IEEE COMMUNICATIONS LETTERS, VOL. 1, NO. 1, JANUARY 1997

Joint Angle and Delay Estimation (JADE) for

Multipath Signals Arriving at an Antenna Array
Michaela C. Vanderveen, Constantinos B. Papadias, Student Member, IEEE,
and Arogyaswami Paulraj, Fellow, IEEE

Abstract We propose a novel subspace approach to estimate the angles-of-arrival and delays of multipath signals from
digitally modulated sources arriving at an antenna array. Our
method uses a collection of estimates of a spacetime vector
channel. The CramerRao bound (CRB) and simulations are
provided.

I. INTRODUCTION

N WIRELESS communications, mobiles emit signals that

arrive at a base station via multiple paths. Estimating
each paths angle-of-arrival (AOA) and propagation delay is
necessary for several applications, such as mobile localization
for emergency services. It is in fact a classical radar problem.
This work proposes a novel approach (JADE) to estimating the
AOAs and delays of the multipath signals using a collection
of spacetime channel estimates (analogous to snapshots in
subspace methods for AOA estimation) which have constant
parameters of interest but different path fade amplitudes. JADE
can work in cases when the number of paths exceeds the
number of antennas, unlike the traditional MUSIC and ESPRIT
algorithms [1], [2].
II. DATA MODEL
We focus on the case for a single user first and show later
how this approach can be extended to multiple users. The
received baseband signal at the th element of an -element
antenna array is given by
(1)

signals into a vector

such that
(2)

).
We sample this signal at the symbol rate (i.e., instants
be the number of the symbol-spaced samples of the
Let
channel impulse response,
, where
is the
symbol waveform duration and
is the maximum integer
path delay. We obtain
(3)
of data is
where the th element of the vector
and
is an
channel matrix capturing the
effects of the array response, delay, symbol waveform, and
path fading, and taking the form:
..

..
.
(4)

where
is a -long row vector of samples of
. Since we
assume the path fadings to be constant within a data burst,
we have suppressed their dependence on the sampling instant
. We assume we know the number of multipaths ,1 the
, the modulation waveform
, and
maximum path delay
the structure of the array response
.
III. JADE

where is the number of multipaths,

is the response
of the th antenna to the th path arriving from angle ,
is the complex envelope of the path fading,
is the path
delay,
is the additive noise, and
is the transmitted
signal, given by
, where
is the
sequence of data bits,
is the modulation waveform, and
is the symbol period.
We collect all the sensor responses to into an -element
vector
and similarly the received
Manuscript received September 12, 1996. The associate editor coordinating
the review of this letter and approving it for publication was Dr. Y. Bar-Ness.
M. C. Vanderveen is with Scientific Computing Program, Stanford University, Stanford, CA 94305-9025 USA (e-mail: vandervn@sccm.stanford.edu).
C. B. Papadias and A. Paulraj are with Information Systems Laboratory,
Stanford, CA 94305 USA.
Publisher Item Identifier S 1089-7798(97)01345-8.

vect
be a vector of length
obtained by
Let
taking the transpose of each row of the matrix and stacking
it below the transpose of the previous row. Then
diag

(5)

denotes the KhatriRao (columnwise Kronecker)

where
matrix product (that is, the th column of
is
, where
denotes the Kronecker product). The
matrix
is called the spacetime matrix, and is
parametrized by the AOAs and the path delays. The vector
is called spacetime response vector to
a path of unit amplitude arriving at angle with delay . As
1 The number of multipaths can be estimated from the data matrix, but this
is beyond the scope of this paper.

10897798/97$10.00 1997 IEEE

VANDERVEEN et al.: JADE FOR MULTIPATH SIGNALS

13

varies over the range of angles and varies over the range of
delays,
traces a multidimensional spacetime manifold.
In this paper, the radio channel from the mobile to the
antenna array is time-slotted, modeled after the GSM standard.
The channel
from the mobile to the antenna array can thus
be assumed to be constant over each time slot, but it varies
from one time slot to the next. This variation is due to the
changing complex fadings . However, the AOAs
and
delays are not changing significantly from each time slot to
the next, and thus we take
to be constant over a few
time slots. This assumption is reasonable in practice because
we consider only a relatively small number of time slots and
thus during this very short time the mobile, which is far away,
appears to be almost stationary with respect to the base station.
The first step in our approach consists of estimating the
channel impulse response from the user to the antenna array.
This can be accomplished by using training bits or blindly.
We collect data from
consecutive time slots and use it to
obtain estimates of . If we let be the time slot index, our
estimates
of the true channel
take the form:
(6)

Fig. 1. MUSIC-like spectrum.

Fig. 2. Standard deviation of estimates versus CRB.

yields the following minimization problem:

(9)

where
is the estimation noise matrix. Applying the vect
operation yields, with the obvious notation,
(7)
or, if we let

and similarly for

,
(8)

The second step in our approach consists of estimating the

parameters of interest, namely s and s, and eliminating
the
nuisance parameters s. In other words, given the
noisy estimated matrix
and the known structure of the
spacetime matrix , we seek the desired parameters
according to (8). We assume that the spacetime manifold
does not have any ambiguities, therefore, leading to unique
estimates (this is the case whenever either the array or delay manifold are unambiguous). In order for an angle-delay
subspace to exist, we also need
to be a tall matrix (i.e.,
). It can also be easily shown that the spacetime
channel matrix
corresponding to a collection of distinct
paths is full column rank.
IV. ALGORITHMS

AND THE

CRAMERRAO BOUND

The second step in our approach consists of estimating the

multipath parameters
from the estimated channel , using
(8). Among the various ways to solve this problem, we focus
on two of them.

It is well known that this is a separable optimization probtr

, where
lem that reduces to
, and
denotes the
complex-conjugate transpose. This search can be done using
the damped Newton method.
B. JADEMUSIC
The technique described above involves a
-dimensional
search and may thus be computationally prohibitive. A faster,
though suboptimal, approach is based on the MUSIC algorithm
and involves only a two-dimensional search. We know that
the true spacetime channel vector
is orthogonal to
the noise subspace
, whose columns are the eigenvectors
of
corresponding to the
smallest eigenvalues. We
thus look for peaks in the two-dimensional MUSIC spectrum
. The peaks should occur close to the true
coordinates (see Fig. 1).
C. CramerRao Bound
The CramerRao bound (CRB) provides a lower bound on
the variance of any unbiased estimator. The bound for AOA
estimation (without delay spread) was derived in [3] and is
readily adapted to the present situation. Assuming the path
fadings to be deterministic but unknown, we obtain for the
model in (8) that
real

(10)

A. Maximum Likelihood
We will assume that the estimation noise
is white and
Gaussian, a fact which can be readily proved for the case of
nonblind channel estimation. The entries of the complex fading
matrix can be modeled as unknown deterministic quantities.
Then employing deterministic maximum likelihood techniques

where is the variance of the estimation noise,

diag
, and
(prime denotes differentiation with respect to the individual
parameters and all matrices are evaluated at the true parameter
values).

14

IEEE COMMUNICATIONS LETTERS, VOL. 1, NO. 1, JANUARY 1997

V. SIMULATION RESULTS

AND

EXTENSIONS

Computer simulations were run to demonstrate the performance of the JADEMUSIC algorithm. We assume a single
user, three multipaths, and a two-element antenna. The classical approaches to this problem, such as MUSIC and ESPRIT,
will not yield satisfactory results, since the number of antennas
is smaller than the number of multipaths. However, the JADE
algorithm can handle this case successfully.
The AOAs are [-5, 0, 20] relative to the array broadside
and the corresponding path delays are [1.0, 0.7, 2.0] seconds,
where is normalized to one. The collected data are corrupted
by noise with inverse variance
and
dB.
The modulation waveform is a raised cosine pulse with excess
bandwidth 0.35, assumed to be zero outside the interval
. We sample at rate
(the purpose of oversampling is
to provide improved definition of the delay manifold). Data is
collected over 20 time slots, and at each time slot the channel
is estimated via least squares using 27 training bits. The experimental variance of the AOA and delay estimates is computed
from 100 runs. The results are summarized in Fig. 2. The bias
of the estimates was on the average 1%27% or their standard
deviation (STD). Notice the STD is about 5 dB above the CRB.

A typical MUSIC spectrum for noise with inverse variance

20 dB is shown in Fig. 1.
When we have more than one user in the same time slot,
we can independently estimate the channel matrices
using
each users unique (usually orthogonal) training signal. We
can then proceed as above, with decoupled problems. If no
training signals are available, we can still find the channel
for each user using blind methods, which exploit finite alphabet
structures and oversampling [4].

REFERENCES
[1] R. O. Schmidt, A signal subspace approach to multiple emitter location and spectral estimation, Ph.D. dissertation, Stanford University,
Stanford, CA, Nov. 1981.
[2] R. Roy, A. Paulraj, and T. Kailath, ESPRITA subspace rotation
approach to estimation of parameters of cisoids in noise, IEEE Trans.
Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 13401342, Oct.
1986.
[3] P. Stoica and A. Nehorai, MUSIC, maximum likelihood and
CramerRao bound, IEEE Trans. Acoust., Speech, Signal Processing,
vol. 37, pp. 720741, May 1989.
[4] A. van der Veen, S. Talwar, and A. Paulraj, Blind identification of
FIR channels carrying multiple finite alphabet signals, in Proc. IEEE
ICASSP, vol. 2, 1995, pp. 12131216.