<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Archiving and Interchange DTD v1.0 20120330//EN" "JATS-archivearticle1.dtd">
<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Investigation of the time delay di erence estimator for FMCW signals</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Mikhail V. Ronkin</string-name>
          <email>MVRonkin@gmail.com</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Aleksey A. Kalmykov</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Ural Federal University</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>90</fpage>
      <lpage>99</lpage>
      <abstract>
        <p>The paper deals with the problem of development of the e ective time delay di erence estimator of beat signals, obtained by processing the frequency modulated signals. Such beat signals can be formed by the heterodyne scheme of receiver of linear frequency modulated signals with internal coherence. The described problem is actual in many radar applications such as radio direction nding. The paper is carried out the analysis of Cramer-Rao lower bound for delay as signal parameter and its comparison to frequency and initial phase. On the base of the considered approach the estimator of delay di erence of beat signals is proposed in the class of smooth parabolic nite di erence estimators. Investigation of the proposed method is carried out. Advantages of the developed estimator are shown in comparison with other techniques in such class in the areas of variance and in uence of the parasitic signals on the bias.</p>
      </abstract>
      <kwd-group>
        <kwd>signal processing</kwd>
        <kwd>FMCW signals</kwd>
        <kwd>chirp signals</kwd>
        <kwd>beat signals</kwd>
        <kwd>delay measurements</kwd>
        <kwd>radars</kwd>
        <kwd>delay estimators</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        The problem of time delay di erence estimation of received signals is actual in
many applications of radar, sonar systems and also in ultrasonic, laser and other
measurement tasks [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ], [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ], [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ], [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]. The main problem formulation of time
delay di erence measurement is estimation of from the resulted samples of
two received signals [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]
s1(t) = h1(t) s0(t) + N1(t); s2(t) = h2(t) s0(t
) + N2(t));
(1)
where is the estimated time delay di erence; s1(t); s2(t) are two received
signals; s0(t) is the emitted signal; h1(t); h2(t) are the impulse responses of media
which signals pass; N1(t); N2(t) are the noises. In general case, noises of system
can be white or colored. The values of si(t); hi(t); s0(t); Ni(t) can be complex.
      </p>
      <p>
        The time delay estimation methods can be divided in two groups in the
frequency and time domain. Methods of estimation in frequency domain consist
in the calculation of di erence values of phase spectrum, which correspond to the
searched signals. Many authors notice the drawbacks of such methods which are
connected with in uence of the side lobes [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]. Such in uence in the frequency
domain leads to the shift of estimated value. This e ect can be reduced by
using the window functions. Other drawback is the problem of measuring values
between frequency grid nodes [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ].
      </p>
      <p>
        The time domain delay di erence estimation methods can be separated as
follows. Methods based on the zero- or threshold- crossings detection. Methods
based on calculation of signal model parameters. Methods that use a prior
information about phase of signal [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ], [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ]. Methods based on the cross correlation
function analysis [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], and etc. Many authors notice that the phase di erence
based methods are the most accurate [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ].
      </p>
      <p>
        One of the most e ective ways for increasing the accuracy of time delay
measurements in the short range radar problem is using the continuous waves
with complex modulation. Such signals allow one to provide signal to noise ratio
(SNR) higher than pulsed systems with equal power [
        <xref ref-type="bibr" rid="ref8">8</xref>
        ].
      </p>
      <p>
        In radar problems signals with linear frequency modulated continuous waves
(FMCW) are often used. One of the main advantages of those one is straight
dependence of processed frequency on delay of signals received from each aim.
The beat tone obtained by correlation scheme has the following expression [
        <xref ref-type="bibr" rid="ref8">8</xref>
        ]:
f
Tm
2 f
2Tm
s = A cos(2 [
]t+2 [f0 +
+
0])+N (t) = A cos(!t+'))+N (t); (2)
where A is the amplitude of beat signal; is the delay; f is the frequency
deviation; f0 is the initial frequency; Tm is the period of modulation; 0 is the
initial phase di erence between emitted and received signals; ! is the frequency
of the beat tone; ' is the initial phase of the beat tone.
      </p>
      <p>
        The beat tone contains information about the time delay of the received
signal in its frequency and phase. As a rule, only a frequency is measured [
        <xref ref-type="bibr" rid="ref8">8</xref>
        ].
However, it can be shown that the initial phase can also be considered as the
information parameter if measured delay di erence is less than one period of
the signal. Thus, the measured delay can be estimated as a function of the
frequency and initial phase. It should be noted that in practice the initial phase
of beat signal can be considered as a linear function ' 2 [f0 +'0] if 2Tm.
      </p>
      <p>The aim of this paper is investigation of possibility of using the phase
information of beat signals for increasing the accuracy of small (less than one period)
time delay di erence estimation.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Problem formulation</title>
      <p>
        The cross correlation based method for the time delay estimation is widely used
in practice. In one of it implementations, it consists in phase di erence
estimation by using of maximum of the corss-correlation function [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]. The additional
advantage of this method is the relatively low computational complexity. It can
be shown that in the case of single harmonics the method can be considered as
follows [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]:
^(t) = arg (0) = arg
      </p>
      <p>X s2(t)s1(t).qX s22(t) X s21(t) ;
(3)
where (0) is the normalized cross-correlation coe cient; is conjugation.</p>
      <p>
        The advantage of estimator (3) is the relatively low computational
complexity. However, it is shown that the estimator (3) is not asymptotically e ective
and has a bias in general case [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ].Other drawback of this method is the
deterioration in accuracy in areas near 0 and values of analyzed signals phase di erence
[
        <xref ref-type="bibr" rid="ref1">1</xref>
        ].
      </p>
      <p>
        The Author of paper [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ] has proposed to use a prior information of phase
to time relation for parameter estimation of processed signals. The initial phase
and frequency of single harmonic signal can be calculated by approximation of
full phase as follows:
      </p>
      <p>'(t) = !^t + ^;
where '(t) is the approximation line; !^ is the estimated frequency; ^ is the
estimated initial phase.</p>
      <p>
        By using the least-square method (LSM ), the initial phase of (4) can be
found as [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ]
^ = 1
      </p>
      <p>N
(N 1)=2</p>
      <p>X
n= (N 1)=2
arg s(n);
(4)
(5)
(6)
(7)
(8)
where N is the sample length; arg is the operator of obtaining phase of a complex
number; s(n) is the analyzed sample.</p>
      <p>In the considered problem s(n) = s2(n)s1(n), where s2(n); s1(n) are complex
signals, the delay di erence between which is measured.</p>
      <p>It is noted that solution (5) has the variance which coincides with the
CramerRao low bound (CRLB).</p>
      <p>
        The Authors of [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ] has performed analysis of phase approximation task with
assumption that js(n)j is a random variable. In this case the solution of least
square equation has follow expression:
s(n) =
where = 2; = PnN=01 js(n)j; = PnN=01 njs(n)j; = PnN=01 n2js(n)j.
It is noted that if js(n)j =const, (6) is equivalent to (5).
      </p>
      <p>The model of real-valued harmonic signals of FMCW radars and correlation
scheme of processing (2) can be described as follow:</p>
      <p>s1(t) = A1 cos(!1t + 1); s2(t) = A2 cos(!2t + 2);
where !1; !2 are the frequencies of analyzed beat tones; A1; A2; 1; 2 are the
corresponding amplitudes and initial phases.</p>
      <p>The result of multiplication of the signals s1 and s2 (s(n) = s2(n)s1(n))
without noises N (t) in anaclitic form can be written as
where s(n) is the processed signal; ! is the beat frequency di erence; is
the initial phase di erence; !; are the frequency and initial phase sum
respectively; k is the delay of the k-th signals; W (n) is the weight coe cient
which is given as</p>
      <p>f n
Taking into account the noise term N (t) in case of the single harmonic signal
(p = 1) (9) can be given as
var[ ]! = (</p>
      <p>Tmf )2( 2fs )2 12SNN3R 1
3SN R 1
2 f 2N
;
where var[ ]! is the variance of delay estimation by frequency as parameter of
the signal. In (13), it is supposed that the sample length coincides with one
period of modulation (Tm), and, hence, Tm = N=fs.</p>
      <p>
        The CRLB for estimation of the delay by the initial phase is given by [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ]
(9)
(10)
(11)
(12)
(13)
(14)
s = s2s1 = A0 exp iW (n) + N (n) = A0[ n + i n];
where n = cos [W (n) ] + Re[N (n)] and t = sin [W (n) ] + Im[N (n)].
      </p>
      <p>
        It can be supposed that signal (10) has two random parameters A0 and .
The Fisher matrix in this case has rank 2. Each diagonal element of the Fisher
Matrix has the following expression [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ]
      </p>
      <p>J
=</p>
      <p>n=0
] =</p>
      <p>A20 NX1
2
n=0</p>
      <p>W 2(n);
where J is the diagonal element of the Fisher matrix. The Cramer-Rao low
bound for estimation of parameter of signals in from (10) is given by
where var[ ] is the variance of delay estimation by delay as parameter.</p>
      <p>
        The CRLB for estimation of delay by frequency is given by [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ]
var[ ] = (
      </p>
      <p>1
2 f0
)
2 12SN R 1</p>
      <p>N
3SN R 1
2f02N
;
where var[ ] is the variance of delay estimation by frequency.</p>
      <p>From comparing expressions (12)-(14) the following relations can be given
var[ ]
12
var[ ]</p>
      <p>12
(f0 +</p>
      <p>f =2)2
f 2
0
(f0 +</p>
      <p>f =2)2
f 2
var[ ]!:
(15)</p>
      <p>Relations (15) show that the proposed approach of using delay as parameter
gives the minimal CRLB. For instance, if f0 = 2 f , then expression (15) gives:
var[ ] = 18:75var[ ] = 75var[ ]!.</p>
      <p>The results mentioned above show the advantages of using full information
of the phase of beat tone (that equivalent to use the delay as parameter) for
time delay estimation. The main drawback of this approach is restriction, which
is connected with the phase uncertainty if its value crosses bound.</p>
      <p>Results described above lead to the supposition that it is actual to further
investigation of the e ective estimator design for the problem of time delay
di erence measurement of beat signals of FMCW radar systems.
3</p>
    </sec>
    <sec id="sec-3">
      <title>The estimator design</title>
      <p>The beat tone (10) can be transformed in a Fourier sequence with the follow
coe cients</p>
      <p>Cl(n) = exp iW (n) l;
where l is the value of grid of discreet transform, k = 0; : : : ; N
of sample.</p>
      <p>The Fourier transform by coe cients (16) is given by
1 are numbers
(16)
(17)
(18)
(19)
where S(l) is the specter by l grid. It is obvious that the maximum of (17)
corresponds to delay.</p>
      <p>It can be supposed that the analogue of the Nyquist theorem for (17) can be
expressed as
where N 1 is the maximum value of the grid l ; max is the maximum allowable
delay. Condition (18) is equal to the restriction of the phase in range 2 . Thus,
N 1</p>
      <p>2 max;
N 1</p>
      <p>1=(2f0):
S(l) = S( l) =</p>
      <p>N 1
X s(n)Cl(n) =
n=0</p>
      <p>
        N 1
X s(n)e iW (n) l ;
n=0
The width of peak in transform (17) is proportional to 1= f . As it shown in [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ],
the expression (10) can be rewrite as follows
s(n) = s2(n)s1(n) =
      </p>
      <p>p p
X A0 exp (i[W (n) k + Ik(n)]) = X jsk(n)jei arg sk(n);
k=1 k=1
(20)
where Ik(n) are the phase noises sk(n). The maximum of transform (17) for
signal (20) corresponds to the null of its derivative</p>
      <p>N 1
j l= k = Im[ X
n=0
k=0</p>
      <p>p
W (n) X jsk(n)je(i arg sk(n)e iW (n) l ] = 0;
(21)
where Im[] is the imaginary part of complex expression.</p>
      <p>
        Follow the approach proposed in [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ], the multiplication of exponents in (21)
at point l = k can be transformed in the Taylor series with restriction to its
rst term as exp xx!0 1 + x. Thus, a solution of (21) can be expressed as
N 1 p N 1 p
X W (n) X jsk(n)j arg sk(n) = X W 2(n) X jsk(n)j k;
n=0
k=0
n=0
k=0
      </p>
      <p>Analysis of equation (22) for p = 1 gives the following solution
where ^ is the estimated delay di erence.</p>
      <p>In general case, estimator (23) can be expressed as
^ =</p>
      <p>PnN=01 W js(n)j arg s(n)</p>
      <p>PnN=01 W 2js(n)j</p>
      <p>;
^ = [W T AW ] 1W T A ;
(22)
(23)
(24)
(25)
where W = [W (0); : : : ; W (N 1)]T is the coe cient vector; A is the vector
of amplitudes of the sample; is the vector of arguments of the sample; =
[arg(s(0)); : : : ; arg(s(N 1))]T ; A = diag[js(0)j; : : : ; js(N 1)j].</p>
      <p>In a special case when js(n)j = const; A =const diag[1; : : : ; 1] the estimator
(24) is given as</p>
      <p>^ = [W T W ] 1W T :
4</p>
      <p>
        Investigation of the estimator properties
The proposed estimator (24) corresponds to expression of the Gauss-Markov
theorem, thus this estimator is a linear, unbiased and asymptotically e ective
[
        <xref ref-type="bibr" rid="ref11">11</xref>
        ]. Expression of the variance of the estimator (24) is given as [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ]
In case of (25), the variance coincides with CRLB (12) for W (9).
      </p>
      <p>Figure 1 shows the relation of standard deviation (STD) in logarithmic scale
to SNR for proposed estimator (prop. ) and compared ones (Tret' (3); FK'
(4) and MaxCorr (3)) . Also in Fig. 1 the results are shown for the maximum
likelihood (ML) estimator and CRLB (12); (13) and (14). The ML was performed
as the procedure of calculation of frequency di erence which corresponds to the
maximum of spectrums. The spectrum calculation was carried out by the Fast
Fourier transform (FFT) with zero padding to 222 sample size.</p>
      <p>The values that are shown in Fig. 1 were calculated for signals (7) with
delays 1 and 1.0001. The beat signals was simulated for the follow con guration
of FMCW: initial frequency 100; frequency deviation 50; period of modulation
0.05; sample frequency 10000 (samples size 500 points). All values above are
given in relative units. It should be noted that the selected con guration does
not interfere with the generality of carried investigation.</p>
      <p>
        The obtained results (see Fig. 1) shows that the proposed estimator has
the threshold value of STD in range 6 - 10 dB, which is coincides with the
theoretical estimations [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ]. The results for other estimators also match with
the theoretical suppositions. The values of STD for (24) attain CRLB, which
con rms the supposition of it asymptotic e ectiveness.
      </p>
      <p>Investigation of the in uence of a parasitic signal in the analyzed sample
on the bias of estimation was performed for proposed estimators (24) and (25)
and compared ones. The following model of superposition of fundamental and
parasitic beat tones was used:
s1(n) = A1 exp (i[W (n) 1]) + A2 exp (i[W (n)( 1 + 21]);
(27)
s2(n) = A1 exp (i[W (n)( 1 +
1]) + A2 exp (i[W (n)( 1 +
1 + 21 +
21)]);
where 21 = 2 1; 21 = 2 1; 1; 2 are the delays for the rst
fundamental and parasitic signals respectively (for s1(n)); 1; 2 are the delay
di erences for second and rst fundamental and parasitic signals respectively (for
s2(n)).</p>
      <p>In Figure 2 relations are shown for the relative bias in % to the di erence
of delays ( 21) normalized on the 1. Obtained values were calculated for the
proposed estimators prop. 1 (24) and prop. 1a (25) and compared ones for
A2 = 0:1A1 and 12 = 0:00015. The conditions of numerical experiment are
similar to those ones that was used for obtaining Fig. 1. The Figure 3 is shown
the relations for the most accurate (unbiased) estimators from g. 2 for in
range of 0:2%.</p>
      <p>The Analysis of the performed results (see Fig. 2) show the advantages of
the proposed estimator prop. a (25). It is also should be noted that ML method
has the biggest bias with compared ones. The results of estimators: prop. , FK
and MaxCorr have similar bias.</p>
      <p>The real part of the considered model of signals (27) can be transformed in
the following manner:
s = A1 cos ('1(t)) + A2 cos ('2(t)) = A cos ('1(t) + b);
(28)
in % to delay di erence 12 normalized on the 1 for
(29)
(30)</p>
      <p>in % to delay di erence 12 normalized on the 1 for
q
where A = (A1 + A2 cos '(t))2 + A22 sin2 '(t) and b = arcsin (A2 sin '(t)=A).</p>
      <p>If A1 A2 and b is su ciently small than it can be made the assumption
that sin b b then b A2 sin '(t)=A1. In this case, the analytic form of the
(28) is given as
s = s2(n)s1(n) = js(n)j exp (i[W (n)
(31)</p>
      <p>It can be supposed that for the most part of applications
21W (n) 1, and, hence,
21
1 and
s =
21W (n) cos (</p>
      <p>
        The results of the bias relation is the frequency deviation that is normalized
by the initial frequency are shown in the Fig. 4. The presented results are
obtained for (33), int the integral replacement (see 34) and calculated biases
for prop a and prop . The relation f =f0 changes in range [
        <xref ref-type="bibr" rid="ref1">0-1</xref>
        ]. The beat
signals con guration is the same as used for 2 obtaining for 1 = 1; 21 = 0:1;
1 = 0:0001 and 21 = 0:00015. All values are given in relative units. The
obtained results con rm ones presented in the Fig. 2 and assumptions (34).
(32)
      </p>
      <p>:
(34)
The paper propose a new approach for time delay di erence estimation of beat
signals, which are formed by heterodyne scheme of FMCW signals processing.
The method is based on the idea of using delay as a parameter of received
beat tones. The Cramer-Rao low bound analysis for this case shows the
advantages compared to the traditional parameters: frequency and initial phase. For
instance, if f0 = 2 f , then the variance of considered method is by 19 times
smaller then for phase and in 75 times smaller then for frequency as parameters.</p>
      <p>Based on the proposed method, a new estimator has been designed in class
of the smooth parabolic nite di erence estimators. It was shown that the
considered estimator is a linear, consistent, asymptotically e ective, and, also
corresponds to the Gauss-Markov theorem. However, the proposed approach has
restrictions, which are connected with cyclic nature of phase. The SNR
threshold is about 6 dB.</p>
      <p>Advantages of the developed estimator are shown in comparison with other
techniques in such class in the in uence of the parasitic signals on the bias of
obtained value. The analysis of bias expression shows its dependence on FMCW
signals con guration and on time delay di erence between the fundamental and
parasitic beat tones. The increasing of the last parameter value leads to the bias
reduction as square of its value.</p>
      <p>Results of the carried investigation shows the advantages of the proposed
approach, particulary, of estimator prop. a for the tasks of the time delay di erence
measurement of beat signals in comparison with the considered traditional
techniques in the areas of the variance and in uence of the parasitic signals on the
bias.</p>
    </sec>
  </body>
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