VIl. Conclusions [9] V.I. Tatarski, Wave propagation in a turbulent medium, R.A.

Silverman, transl. New York: McGraw-Hill, 1961.

For ba S, 10, the results we obtain here for calculated [10] M.C. Johnson, Jr. and H.B. Janes, "Measurements of phase-
resolutions are essentially in agreement with those obtained front distortion on an elevated line-of-sight path," IEEE
Trans. Aerospace and Electronic Systems, vol. AES-6, pp.
by Brown and Riordan [2]. We regard this approach to the 636-644, September 1970.
problem as complementary to their method for ba S 10.
For Gaussian illumination, the calculation described here is
relatively simple, whereas for uniform illumination it is
somewhat more involved.
For ba > 10 there is a significant difference, which we
attribute to our approximations, between our results and Equivalence of the Likelihood Ratio
Processor,
those of Brown and Riordan [2]. No inferences should be the Maximum Signal-to-Noise Ratio Filter,
made for ba > 10 on the basis of the procedure presented and the Wiener Filter
here. In particular, one should not infer that an arbitrarily Abstract
fine resolution can be obtained through the use of a
It is shown that for the problem of detecting a nonfluctuating target
sufficiently large aperture.
As one might expect, the introduction of the char- in Gaussian noise, three common optimality criteria lead to identical
acteristic length xo into the spatial spectral power density multichannel filter designs.
leads to resolutions which are somewhat finer than those
obtained with the spectral density Go(k), which is often Introduction
used. In this correspondence, we consider the problem of
detecting a signal which is known except for phase in the
Acknowledgment presence of additive noise. The noise is assumed to be
Gaussian, independent of the signal, zero mean, and to have
The authors wish to acknowledge the encouragement a positive definite correlation kernal. Under these con-
and technical assistance of R.V. Baum, L.R. Blair, L.C. ditions, it is shown that the likelihood ratio processor, the
Graham, and B.N. Manning of the Goodyear Aerospace maximum signal-to-noise ratio filter, and the minimum
Corporation. We also thank Mrs. M. Williams for her variance linear signal estimator (Wiener filter) have identical
assistance with the preparation of the manuscript. filter weights.
Although the result is not new [1 it does not seem to
MURRAY D. SIRKIS' be generally known. The proofs presented heie are some-
F. BELANGER what more general than [1], and we believe them to be
Goodyear Aerospace Corp. considerably simpler.
Litchfield Park, Ariz. 85340 The case of a signal known except for phase is applicable
in radar problems for which a nonfluctuating target model
References
can be used, in many narrow-band sonar detection prob-
[11 W.M. Brown, "Synthetic aperture radar," IEEE Trans. Aero- lems, and in most narrow-band space-only processing
space and Electronic Systems, vol. AES-3, pp. 217-219, March
1967. problems. In these cases, one can state that (in principle) all
[21 W.M. Brown and J.F. Riordan, "Resolution limits with fully adaptive schemes are equivalent; they differ in
propagation phase errors," IEEE Trans. Aerospace and Elec- implementation and convergence properties, but not in
tronic Systems, vol. AES-6, pp. 657-662, September 1970.
[3] D.L. Fried, "Optical resolution through a randomly inhomo- steady-state results.
geneous medium for very long and very short exposures," J. However, when the signal is stochastic (radiometry,
Opt. Soc. Am., vol. 56, pp. 1372-1379, October 1966. broadband sonar, rapidly fluctuating targets, seismology,
[4] -, "Limiting resolution looking down through the atmo- criteria lead to different processors and the
sphere," J. Opt. Soc. Am., vol. 56, pp. 1380-1384, October etc.) the three
1966. choice of criterion for a given application is a pertinent
[5] G.R. Heidbreder, "Image degradation with random wavefront problem (for example, see f 21).
tilt compensation," IEEE Trans. Antennas and Propagation,
vol. AP-15, pp. 90-98, January 1967.
[61 L.J. Porcello, "Turbulence-induced phase errors in synthetic
aperture radars," IEEE Trans. Aerospace and Electronic Problem Siatement
Systems, vol. AES-6, pp. 636-644, September 1970.
[7] F. Belanger, "Effect of random phase functions on synthetiC' Let XT (xl, x2, * , xn) be a vector of n complex
=
arrays," Goodyear Aerospace Corp., Litchfield Park, Ariz., data samples. The sampling points may be distributed in
Arizona Electronics Engrg. Memo. 238, December 8, 1966. time, space, or time and space. Let VT = (v1, v2, * * *, Vn)
[8l R.V. Baum, private communication.
Manuscript received May 8, 1972.
IAlso
with the College of Engineering Sciences, Arizona State This work was supported by the U.S. Naval Electronic Systems
University, Tempe, Ariz. 85281. Command under Contract N00039-71-C-0120.

690 6901iE' TRANSAC TIONS ON Al ROSPA( I. ANI) I.(' FRONIC SYSTFiMS SI PITI'MBI.R 1972
be samples from a complex Gaussian noise process. (See 2Re (ePPS*RN1 X) = 21S*R`lXI cos (4 - p), and the
[3] through [5] for a definition of a complex Gaussian integral can be evaluated. Thus,
process.) Finally, let ST = (sI, , s,,) be samples
representing the signal. The problem is to determine I(X)= exp [-S*RN lS1Io(21S*RN lXI) (8)
whether noise, or signal and noise, are present. That is, the where Io denotes the zero-order Bessel function of the first
null and alternate hypotheses are kind with imaginary argument.
H0: X= V (1) Testing l(X) against a threshold is equivalent to testing
H1: X=ei'S + V (2) IWML*XI >T (9)
where b is uniformly distributed on (0, 2Xr). where
WML = RN-1S. (10)
Likelihood Ratio Processor
The likelihood ratio processor is optimal for many Maximum Signal-to-Noise Ratio Filter
optimality criteria. Among these are: maximum a posteriori In this case one desires to find a set of filter weights
probability criteria, Bayes minimum risk criteria, minimum which maximizes the signal-to-noise ratio; i.e., maximize
error probability (Siegert ideal observer), and the Ney-
man-Pearson criteria (maximum probability of detection El W*SeiOI2 W*SS*W
(11)
for a fixed false-alarm probability). (See, for example, EW*2 V W*RN W
Whalen [6].) Assuming RN is positive definite, it can be written as
The likelihood ratio processor is defmed as follows. Let
PSN(X) be the joint probability density function (jpdf) of RN =RN 12RN11/2. (12)
X when signal and noise are present, and let PN(X) be the
jpdf when only noise is present. The likelihood ratio is Let ,B be the transformed set of weights
given by =RN1I2W. (13)
PSN(X) Then the signal-to-noise ratio can be written
(3)
PN(X)
O*RN- 12SS*RN-1 /23
I

and the optimum processor tests l(X) against a threshold to =_1

0*0
p

determine the presence of a target.

Let - IU*RN-1/2SI2 (14)
RN = E(VV*) (4) where U is the normalized vector
where the asterisk denotes conjugate transpose. Then, using
Van Trees [51, we have U= -. (15)
11111

PN(X) X=(2ir)n
P
= (2
1RNIl I2exp [-X*RN 1X] (5) Thus, the ratio is simply the square of the 'vector dot
product of a unit vector U, with the vector RN-1 12S, and
and will be maximized* by choosing U parallel to RN 1I2S.
Hence,
-2
PNV) =RN- 112S (16)
(27rT) 'IRNI
or
2 1r
exp [-(X-efrS)*RNl1(X-eiIS)1 d. WSN RN1S. (17)

(6) Wiener Filter

Thus, the likelihood ratio is given by
The minimum variance linear estimator (Wiener filter)
for the kth sample must satisfy the criterion that
I(X) = i2 j exp [-S*RN 1S
=EIske"q- W*XI2 (18)
+ 2Re (e1'S*RNX)1 d0. is minimized. Applying the orthogonality principle (see
(7)
Papoulis [7]), it is necessary and sufficient that the weights
Let <p be the argument of S*RN-zX; then are chosen so that the following set of equations are

CORRESPONDENCE 691
 satisfied: Thus, all the above criteria lead to identical filter design
E(Skej" W*X)X*l-
- I = 1, 2, * * n. (19) when the signal is known except for phase.
A very simple proof of the proportionality of Ww and
Now, WSN due to W. Doyle follows from (21); that is:
E(skei"xl*) =E(skd(sl*e-jO + v1*)) O = SkS*- W*RX=SkS*- W*(SS* + RN)
SkSl* (20) = (Sk - W*S)S* W*RN;
Thus, writing the equations in matrix notation, one has thus,
SkS* - W*Rx = (21) Ww = (Sk* -S*WRNl S
where which is proportional to WML.
Rx = E(XX*)
LOWELL W. BROOKS
=E(SeJO +)(SeN +V)* Technology Service Corp.
=SS* +RN- (22) Silver Spring, Md. 20910
Thus, the Wiener filter weights are given by IRVING S. REED
Technology Service Corp.
Ww = Rxl SkSk (23) Santa Monica, Calif. 90401
(Remember that Sk is a scalar.) Now,
References
RX-1 =(SS* +R /2RN /2)Y1
[1] D.J. Edelbute, J.M. Fisk and G.L. Kinnison, "Criteria for
= [RN l/12(RN- I I2SS*RN- 1/2 + )RN 1/2 -1 optimum-signal-detection theory for arrays," J. Am. Stat.
Assoc., pp. 199-205, June 1966.
=RN' /2(I + (RN-' 12S)(RN'1/2S)*)Y RN-1 /2. (24) [2] L.J. Griffiths, "A comparison of multidimensional Wiener and
maximum-likelihood filters for antenna arrays," Proc. IEEE,
But, the middle inverse is easily computed, since for any Vol. 5, pp. 2045-2047, November 1967.
vector a-, [31 E.J. Kelly, I.S. Reed, and W.L. Root, "The detection of radar
echos in noise I," J. Soc. Indust. Appl. Math., vol. 8, pp.
309-341, June 1960.
(Iaac*)1 =I 1 a*a
+ Oa (25) [4] I.S. Reed, "On a moment theorem for complex Gaussian
processes," IRE Trans. Information Theory, vol. IT-8, April
1962.
as can be verified by multiplication, and noting that O&" is [5] H.L. Van Trees, Detection, Estimation and Modulation Theory,
a scalar. Thus, Part III. New York: Wiley, 1971, p. 600.
[61 A.D. Whalen, Detection of Signals in Noise. New York:
Academic Press, 1971, pp. 126-1 35.
Rxj RN/2 (i RN 4/2SS*RN4/ 2)RN/ [71 A. Papoulis, Probability, Random Variables, and Stochastic
Processes. New York: McGraw-Hill, 1965, pp. 390-394.
RN1 SS*RN (26)
1 RNS N1S 2
so that, finally,
Orthogonalization of a Direction Cosine Matrix
W -Sk *RX-1 S by Iterative Techniques
Abstract
-S4N 1 SN N
It is shown that the "first inversion, transposition, and averaging"
5k L
NR S*SR 'SJ
1+S*R 7' I technique [11 is, assuming convergence, quadratically convergent,
S *R -Is [~ S*N l (27) since it can be developed very simply by the use of quasilineari-
zation. Only the three-dimensional case is considered; the art of
Thus, matrix orthogonalization is practiced in more general settings [21
than considered here.
=W k~~' R -'7S. (28)
I1 + S*Ry -'SN Introduction
From (10), (17), and (28), we see that The direction cosine matrix (hereafter referred to as the
1 + S*RNl S DCM), obtained as the solution of nine simultaneous
WML = WSN S WW. (29)
k Manuscript received April 3, 1972.

692 9It.ll 1RANSACTIIONS ON Al 1<01P(1 A1)1

D ( IRoNKNI' SYSTEMS P1MISIRI 1972
SlI"I