1. Introduction
In the problem of source localization, time delays (TDs) between spatially distributed sensors and the source are processed jointly to locate the source in a network. It is resultantly obvious that any phenomenon which introduces uncertainty into the relation between TDs and the source position would tend to degrade source localization precision. In practical terms, such a situation occurs when sensor locations are not known with great precision, e.g., with a network deployed from the air or a flexible towed network. In [
1], it was concluded that sensor position uncertainties could make substantial contributions to the overall source localization error. In [
2,
3], the increase in the mean square error (MSE) of source localization due to sensor position uncertainties was derived. They both remark that, aside from the sensor geometry and signal-to-noise ratio (SNR), source localization accuracy is highly vulnerable to sensor position uncertainties. As a result, configuration calibration appears crucial, which attempts to refine sensor positions before the sensor network is put into use.
An earlier series of papers realized the problem of uncertainty in array shape [
4,
5,
6,
7,
8,
9,
10,
11,
12,
13,
14]. It is straightforward to equip each sensor with a global positioning system (GPS) to obtain its position information, but this adds to the expense and power requirement of the sensor and increases its susceptibility to detection [
4]. Signal coherence and accurate source localization demand a centimeter-level sensor positioning accuracy which cannot be provided by the GPS, for the GPS only achieves a meter-level positioning accuracy with the current state of art [
5]. In [
6], it is reported that if all sensor positions are unknown, inter-sensor measurements only produce relative sensor positions with translation and rotation uncertainties. In [
7,
8], it is stated that the use of auxiliary sources at known locations into source localization can reduce the TD estimation error due to sensor position perturbations. In two classic papers [
9,
10], Rockah and Schultheiss analyzed parameter identifiability of the problem of joint nonlinear array shape calibration and source bearings estimation through using the hybrid Cramer–Rao lower bound (CRLB) for the first time. It declares that accurate array shape calibration can be completed when the precise knowledge of the location of a sensor and orientation to a second sensor is required with at least three noncollinear sources. In [
11,
12], it is indicated that a nominally linear sensor array enables self-calibrating with at least two noncollinear sources if the hybrid CRLB is tight and the identifiability condition in [
9] is insured. In [
13,
14], the parameter identifiability for joint estimation of target parameters and system deviations in a multiple-input multiple-output (MIMO) system was investigated by judging positive definiteness of the Fisher information matrix (FIM). In [
15,
16,
17,
18], the parameter identifiability of TD-based elliptic localization in MIMO systems was studied by comparing the number of measurement equations and that of unknowns. The optimal sensor placement, under the presence of sensor position perturbations, was designed by maximizing the determinant of the underlying FIM in [
19,
20,
21]. Sensor position perturbations change TDs nonlinearly and, further, changes of TDs are equivalent to phase shifts varying with frequency. Therefore, the similarities of TDs and phase shifts are obvious. The impact of phase perturbations at ends of the transmitter and receiver on source localization accuracy was discussed in [
22]. The identifiability of phase perturbations in MIMO systems was analyzed in [
23].
For the problem studied herein, all the unknown sensor position perturbations, are random with available prior distribution. Based on the central limited theorem (CLT) [
24] and the error model in [
25,
26], it is reasonable to assume that sensor position perturbations obey a zero-mean Gaussian distribution. So, the Bayesian CRLB (BCRLB) bounds the MSE of any estimator for the random unknowns [
27] and also serves as a useful tool for the identifiability issue. Moreover, if the BCRLB reaches zero at sufficiently high SNRs and is tight [
28,
29], which means that parameter estimation can be made as accurate as desired, and these random parameters are identifiable. Conversely, if the BCRLB converges to a constant error covariance at sufficiently high SNRs, which translates to that all the unknowns, cannot be estimated without error, these random parameters are unidentifiable [
11]. It is because some limitations cannot be fulfilled, such as the required minimal amount of auxiliary sources and non-pathological geometries, which are sometimes called as observability condition [
30,
31]. Unfortunately, most of the above papers concerning parameter identifiability confine their attention to the two-dimensional (2-D) framework and do not consider the complicated three-dimensional (3-D) case. They only consider the information between sensors and sources for the identifiability issue, where the information between sensors is left out. Furthermore, these papers do not investigate quantitatively the relation between rank of the Jacobian matrix and parameter identifiability.
Once identifiability of sensor position perturbations is properly verified, accurate configuration calibration can be made in principle. In the case of external calibration where auxiliary sources are introduced to support the process, configuration calibration is categorized into on-line calibration [
32,
33] and off-line calibration [
34,
35,
36]. The former refers to joint estimation of source bearings and array shape, which does not require auxiliary sources in known locations generally. Although attractive, it demands the accurate knowledge of the location of one sensor and orientation to a second sensor. The latter aims to calibrate array shape before the array is put into use, which needs the introduction of auxiliary sources in known locations. Furthermore, in [
37], it is claimed that the accuracy achievable of off-line calibration is expected to be better than that of on-line calibration.
This work examines the parameter identifiability for off-line configuration calibration in a distributed network through establishing the link between rank of the Jacobian matrix and parameter identifiability under Gaussian noise. It declares that sensor position perturbations are identifiable when the Jacobian matrix has full row rank. When auxiliary sources in known locations are applied into calibration, the identifiability of sensor position perturbations requires that the least number of three noncollinear auxiliary sources be guaranteed with collinear and coplanar sensor geometries ruled out. When no auxiliary sources are available, it indicates that sensor position perturbations are identifiable only if the accurate knowledge of the position of a sensor and orientation to a second sensor along with the coordinate of a third sensor along some axis is required. Simulations substantiate the correctness of this work.
The work is organized as described:
Section 2 formulates the signal model of a distributed sensor network.
Section 3 derives the BCRLB and verifies asymptotical tightness of the BCRLB.
Section 4 studies identifiability of sensor position perturbations with and without the presence of auxiliary sources.
Section 5 conducts simulations to evaluate the superiority of this work.
Section 6 and
Section 7 draw the discussion and conclusion, respectively.
Notations: Scalars, vectors, and matrices are denoted by italic, bold lower-case, and bold upper-case alphabets, respectively. The superscripts and denote the transpose, conjugate transpose, and inverse operators, respectively. I, 1, and 0 are the identity, one, and zero matrices with the size indicated by a subscript when needed. 1M and 0M are length M vectors of unity and zero. The notation means taking expectation with respect to (w.r.t.) the probability density function (PDF) p(r|η). The notations diag(‧), blkdiag(‧), and denote the diagonal matrix, block-diagonal matrix, and l2 norm, respectively. The symbol indicates the partial derivative of the transpose of the vector b w.r.t. the vector a. The notation defines the trace of a matrix.
2. Signal Model
Consider a distributed network with
M sensors whose locations remain not known with great precision. One tries to estimate sensor position perturbations with or without the presence of
N off-line auxiliary sources. As illustrated in
Figure 1, the nominal location of sensor
k, suggested by the black circle, is given by
, which is disturbed by unknown error
to the actual location
, denoted by the white circle,
. It holds true between the nominal and actual locations of sensor
k that
. Based on the CLT in [
24] and error model in [
25,
26], it is taken for granted that the independent and identically distributed (i.i.d.) random variables
and
are Gaussian with zero mean and standard deviation
The auxiliary source
n, denoted by the white pentagram in
Figure 1, is at
,
. The range measurements collected by all sensors can be categorized into internal ones from sensors to sensors and external ones from auxiliary sources to sensors. The purpose of primary interest is to refine the sensor positions with uncertainties from these range measurements.
Internal Measurement: Assuming all range measurements have been extracted from the received signals by sensors after a preprocessing algorithm, the internal range measurement from sensor
l to sensor
k, due to the line-of-sight propagation, is expressed by
where
is the true internal propagation range and
is the internal measurement noise. In practice, under the noise model in [
38,
39], the internal noise
is modeled as zero-mean Gaussian with range-dependent variance
, for the measurement noise relies on the SNR at each receiving end. Concatenating
for
yields
where
,
, and
with
. Furthermore, collecting the internal range measurements in
for
into a column vector yields
where
and
.
External Measurement: The external range measurement from auxiliary source
n to sensor
k can be expressible in the alternative form as
where
is the true external propagation range and
is the external measurement noise with range-dependent variance
. Then, gathering the external range measurements from auxiliary source
n into a column vector yields
where
,
, and
with
. Afterwards, stacking
for
obtains
where
and
.
We simplify range measurement as measurement hereafter for compactness. Then stacking (3) and (6) together yields
where the total measurement noise vector
is zero-mean Gaussian with known noise covariance matrix
where the internal measurement noises are assumed statistically independent of external measurement ones.
In this work, the identifiability of sensor position perturbations under two cases is analyzed and the two cases are to be introduced in the following sections.
Case One, referred to as internal calibration, aims to refine the sensor positions with uncertainties via these internal measurements collected in
, and all unknown parameters in Case One are arranged in
where
,
, and
.
Case Two, called as external calibration, attempts to refine the sensor positions with uncertainties via jointly employing the internal and external measurements included in , where the unknown parameter set η is as same as that in (9).
4. Identifiability Analysis
With respect to [
11], the random unknown parameters are convinced to be identifiable, only if the BCRLB approaches zero at sufficiently high SNRs and is tight, which means that these parameters can be estimated without error. Currently, all eigenvalues of the BFIM are proportional to SNRs, or equivalently, the BFIM behaves positive definite. From (13), when SNR is low, the prior FIM plays a major role in the BFIM and obviously it is positive definite by observing (17). However, when SNR grows large, the measurable FIM predominates in the BFIM. To guarantee parameter identifiability, apart from asymptotical tightness of the BCRLB confirmed in
Section 3.2, the invertibility of the measurable FIM is still required, for the measurable FIM has been positive semidefinite owning to its symmetrical structure of (16). The following theorem is devoted to the link between invertibility of the measurable FIM (or rank of the Jacobian matrix) and the identifiability of perturbations, which can be used as a principle for the identifiability analysis. Note that the BFIM and the BCRLB play an identical role in the identifiability analysis, and they can be used interchangeably.
Theorem 1. The perturbations in sensor positions of a distributed network become identifiable, if the Jacobian matrix concerning these perturbations has full row rank.
Proof of Theorem 1. According to [
40], the measurable FIM is of the form
where the matrix
W is positive definite regardless of the distribution concerning the measurement vector
r. Here, the Gaussian noise hypothesis is assumed with the measurable FIM of (16) for analytical convenience. Note that the symmetric positive definite matrix
can be divided via the Cholesky decomposition into
where
Lr is also positive definite. As
and
for any given nonsingular matrix
B, we immediately yield [
41,
42];
As reported previously, if the measurable FIM is positive definite, the identifiability of sensor position perturbations can be guaranteed. As the measurable FIM possesses a symmetrical structure, its invertibility is still needed to ensure parameter identifiability, or equivalently, the Jacobian matrix
Λ in (20) should have full row rank with
where
denotes the row number of
Λ. Note that the row number of the Jacobian matrix represents the number of unknown parameters in
η and column number, notated by
, is the number of measurements with the general relation
. □
In the sequel, one central issue is to discover whenever the Jacobian matrix Λ has full row rank.
4.1. Case One: Internal Calibration
In Case One, there exist uncertainties in sensor positions of a distributed network to be estimated. On the occasion, substituting
η in (9),
, and
into (16) creates
By introducing the
transformation matrix
the internal Jacobian matrix
P is further decomposed as
where
with
representing the cosine value of the bearing angle of sensor
l to sensor
k w.r.t. the
x axis,
with
representing the cosine value of the bearing angle of sensor
l to sensor
k w.r.t. the
y axis, and
with
representing the cosine value of the bearing angle of sensor
l to sensor
k w.r.t. the
z axis.
Then we restrict our attention to computation of rank[P]. It is evident from (24) and (25) that the elements of the internal Jacobian matrix P depend on geometrical factors, such as the number of sensors and network configuration. The determination of rank[P] is generally difficult. Nonetheless, we can introduce an auxiliary matrix Q with the relation rank[Q] = rank[P], of which the rank is much easier to obtain. It is primarily because the size dimensions of Q are generally no more than those of P.
Lemma 1. Theauxiliary matrixwherewithand, satisfies Proof of Lemma 1. Since the rank of a matrix cannot exceed either of its size dimensions [
42], we have
Invoking the
matrix
yields
which holds because
, see [
42]. Combining (29) and (31) immediately has
Substitution of (25a) into (24) yields
Since
HT1M =
0, we deduce that
Incorporating (32), one deduces that
It is easily discovered that any M − 1 rows of H are linearly independent, and hence a full row rank matrix can be obtained through deleting any one row of H.
On the other hand, the propagation symmetry from sensors to sensors implies that the number of nonrepetitive columns in the internal Jacobian matrix
P, i.e.,
ρnp(
P), is reduced by half, like with
Then based on (35) and (36), we design the transformation form
where
and
to delete the linear correlated row and repetitive columns in
Px. Applying (24) and (38) into (37) yields
As a full row rank matrix can be constructed by deleting any one row of Px, we use the transformation matrix L to remove the first row of Px. The matrix R aims to eliminate the repetitive columns in Px. Analogously, we have Qy = LPyRT and Qz = LPzRT, leading to the establishment of the auxiliary matrix . Noting that the matrix rank is irrelevant of linear correlated rows and repetitive columns, Lemma 1 is thus proved. □
With the auxiliary matrix Q in hand, the following lemma is confined to the acquisition of rank[Q].
Lemma 2. For any adopted nominal sensor network other than the collinear and coplanar geometries, the term rank[Q] is It also indicates that rank[
Q] equals to
M − 1 for the nominal collinear sensor geometry and to 2
M − 3 for the nominal coplanar sensor geometry [
9].
Combining (20), (28), and (40) produces
which violates (21) and further the invertibility of
. After eigenvalue decomposition,
possesses an eigenvalue 0 of multiplicity
and
positive eigenvalues with [
42]
where
Λ1 is a diagonal matrix with
positive eigenvalues of
on its diagonal and
U1 is the
matrix of relevant eigenvectors.
U2 is the
matrix of the eigenvectors concerning all zero eigenvalues. Since all the positive eigenvalues are proportional to SNRs, one arrives at
As the BCRLB is asymptotically tightly proved in
Section 3.2, it, by invoking (17), (19), and (42)–(44), can be given by
When SNR tends to infinity, (46) turns to
Therefore, adding the prior statistical information of sensor position perturbations, which does not vary with SNR, is expected to result in a constant error in the form of the BCRLB as SNR tends to infinity. As a result, in the case of internal calibration, when no true sensor positions are available, the measurable FIM remains always singular, leading to unidentifiability of all sensor position perturbations. Currently, the sensor network is observable from these internal measurements up to rotation and translation.
Remark 1. From (41), the self-localization of sensor networks seems feasible if there exist six parameters in η to be assumed known previously. Currently, an invertible measurable FIM is obtainable by removing the rows and columns in that correspond to the six assumed known parameters. A detailed analysis in Appendix A gives us a possible set of the six parameters, which isThe first three quantities in (48) determine the reference position of the sensor network, and in reality, the reference position can choose any one of sensor positions as well. The derivations in Appendix A also indicate that the remaining three ones in (48) cannot be from the identical sensor or identical axis; otherwise, the measurable FIM, which is obtained via
removing the rows and columns in that relate to the assumed known parameters, would still be singular. Hence, in the case of internal calibration, the identifiability condition for self-calibration of sensor position perturbations in 3-D space is given that, the precise knowledge of the position of one sensor and orientation to a second sensor in addition to the coordinate of a third sensor along some axis is required. 4.2. Case Two: External Calibration
When no accurate knowledge of sensor positions is available, the obvious method is to introduce calibrating sources for efficient calibration, e.g., several auxiliary sources in known locations. In this section, we focus on estimating all sensor position perturbations through jointly using the internal and external measurements. Later, application of
η in (9),
, and
into (16) yields
with the internal Jacobian matrix
defined in (24) and external Jacobian matrix
of the following form
where
with
denoting the cosine value of the bearing angle of source
n to sensor
k w.r.t. the
x axis,
with
denoting the cosine value of the bearing angle of source
n to sensor
k w.r.t. the
y axis, and
with
denoting the cosine value of the bearing angle of source
n to sensor
k w.r.t. the
z axis.
Some procedures analogous to the last section provide an auxiliary matrix , whose size dimensions are no more than those of U, with the relation rank[W] = rank[U] and with the matrix R defined in (38).
Now we confine our attention to the calculation of rank[
W]. As reported in Theorem 1, assuming the column number is no less than the row number for a Jacobian matrix, the rank of the Jacobian matrix should equal the number of unknown parameters in
η according to (21), to ensure identifiability of sensor position perturbations, i.e., [
16]
Recalling
from Lemma 2, to warrant (52), rank[
S] should satisfy
which holds because
for any given matrix
, see [
42]. When the number of sensors is no less than four, the column number of
S requires
from which it seems that the required source number
N can be arbitrarily small with a sufficiently large
M. Later, we shall demonstrate that perturbations in all sensor positions become identifiable in the presence of at least three noncollinear auxiliary sources, with the nominal collinear and coplanar sensor geometries ruled out.
Lemma 3. For any adopted nominal sensor network other than the collinear and coplanar geometries, the term rank[
W]
is Proof of Lemma 3. Due to [
42], the homogeneous system
WTγ =
0 has a unique solution—the trivial solution
γ =
0, if and only if
WT has full column rank; at this time, the identifiability of sensor position perturbations can be completed. It proceeds to find out the condition under which the homogeneous system can have the unique trivial solution. Substituting
W = [
PRT,
S] into
WTγ =
0 yields the internal system
RPTγ =
0 and the external one
STγ =
0. The vector
where
,
, and
. It is noted that the goal of dividing
γ into three parts in (56) is to achieve the consistency between partitions of the vector
γ and of Jacobian matrices in
W. The first two lines of (55) have been verified in
Appendix B and then we try to acquire rank[
W] when
. □
4.2.1. The Sensor-Source Configuration to Insure rank[S] = 3M
Substituting (50) and (56) into the external system
STγ =
0 gives rise to
Rearranging all the equations in (57) generates the following
M groups of equations
from which we can find that the position of each sensor can be computed independently of the other sensors.
When the number of sources satisfies
N = 3 with a noncollinear geometry, the coefficient matrix inside the first bracket at the left-hand side of (58) (called as the
kth coefficient matrix) has full column rank, provided that any pair of sources is noncollinear w.r.t. sensor
k,
. For instance, given some
k, if
or
holds for some pair of sources
,
, the
kth coefficient matrix would be rank-deficient, as expected in
Figure 2a, where the pair of source 1 and source 2 is collinear w.r.t sensor
k.
As depicted in
Figure 2b, among three sources, although any pair of sources is noncollinear w.r.t. sensor
k, all these sources lie in a straight line, inducing that all the
M coefficient matrices in (58) are rank-deficient.
If all the
M coefficient matrices in (58) have full column rank, we conclude that the external system
STγ =
0 has the unique trivial solution [
42], indicating the matrix
S is full row rank with rank[
S] = 3
M. Note that
Combining rank[
S] = 3
M with (59) immediately yields
The nearest equation insures the identifiability of sensor position perturbations. At this time, it requires that the three sources should avoid collinear geometry, and among them, any pair of sources should be noncollinear w.r.t. each sensor.
In a similar manner, when the number of auxiliary sources exceeds three, for the purpose of parameter identifiability, it demands that as for each sensor, there should exist at least three noncollinear auxiliary sources and among them any pair of sources should be noncollinear w.r.t. the sensor.
Figure 3 provides us an example of non-coplanar source geometry with the presence of four sources. When source 4 lies in point
a, all four sources are in a plane. There always exist three noncollinear sources but among them not all pairs of sources are noncollinear w.r.t. sensor
k. For example, in the noncollinear geometry of sources 1, 2, and 4, the pair of source 1 and source 2 is collinear w.r.t. sensor
k, thereby leading to a rank-deficient matrix
S. When source 4 is moved from point
a to point
b, a non-planar source geometry occurs. It is obvious that there must exist three noncollinear sources and among them any pair of sources is noncollinear w.r.t. each sensor, leading to a full row rank matrix
S and further a full row rank matrix
W. Hence, when the number of sources exceeds three, a non-coplanar source geometry automatically relates to the full row rank matrices
S and
W. At this time, accurate configuration calibration can be made by using external measurements only.
4.2.2. The Sensor-Source Configuration to Insure rank[W] = 3M
The last subsection makes sensor position perturbations identifiable through letting the external Jacobian matrix S full row rank, which can further lead to a full row rank matrix W. However, although S is rank-deficient, the identifiability of sensor position perturbations may also be completed if W is full row rank with rank[W] = 3M. Accordingly, the requirements concerning source geometries in the last subsection may appear relatively rigorous. Some geometries may not lead to a full row rank matrix S but can relate to a full row rank matrix W, and further, the identifiability can be achieved. Concurrently, accurate configuration calibration can be completed via jointly using all internal and external measurements.
As stated in Lemmas 1 and 2, we present
Noting that
V is obtained by deleting the repetitive columns in the internal Jacobian matrix
P, we conclude that the two homogeneous systems
VTγ =
0 and
PTγ =
0 share the identical general solution. As a result, invoking (A5) in
Appendix A obtains all the free variables in the general solution of the system
VTγ =
0 as
It means that, to make all the unknowns identifiable, at least six equations should be provided by the external system
STγ =
0 in (57) to determine the six free variables in (62). Like (A3) in
Appendix A, all basic variables in the general solution of the system
WTγ =
0 are linear functions of free variables and once all free variables are uniquely determined, all basic variables can then be uniquely fixed. From [
42], the system
WTγ =
0 thus can have the unique trivial solution, meaning that
W is full row rank.
As proved in
Appendix B, the unidentifiability of sensor position perturbations occurs in the presence of less than three auxiliary sources and the six free variables in (62) relate to three sensors with the indices 1,
M − 1,
M, indicating the six equations provided by the external system must come from three sources and three sensors. So, for example, the six equations from the external system can be chosen as
where the first three equations are devoted to the acquisition of the first three free variables and the other three resort to the obtainment of the remaining three free variables in (62).
If sources 1, 2, and 3 are noncollinear and among them any pair of sources is noncollinear w.r.t. sensor 1, solving the first three equations in (63) has . Later, the other three equations in (63) are functions of the remaining three free variables , , and . When the pair of source 1 and 2 is noncollinear w.r.t. sensor M, the remaining three free variables are determined uniquely with from the other three equations in (63). Back substituting the six free variables into all the 3(M − 2) basic variables yields the unique trivial solution γ = 0, which reflects that the matrix W is full row rank.
Currently, the minimal number of three noncollinear auxiliary sources is required with the collinear and coplanar sensor geometries ruled out for the confidence of the applicability of (61). So, Lemma 3 is proved. □
According to the identifiability conditions given in
Section 4.2.1 and
Section 4.2.2, the geometries in
Figure 2a and
Figure 3 where source 4 is at point
a form a full row rank matrix
W without the presence of a full row rank matrix
S, leading to the identifiability of sensor position perturbations. Hence, more available geometries are included in this subsection (
Section 4.2.2) than in the last subsection (
Section 4.2.1).
From Lemma 3, it is implied that the identifiability of sensor position perturbations can be made with the required minimal amount of three noncollinear auxiliary sources, where the nominal collinear and coplanar sensor geometries should be excluded. When the number of auxiliary sources is less than three, the intrinsic ambiguity problem incurs and further results in the parameter unidentifiability.
Referring to Theorem 1, once the Jacobian matrix
U has full row rank with rank[
U] = rank[
W] = 3
M, the measurable FIM behaves positive definite. All the eigenvalues of the measurable FIM are larger than zero and proportional to SNRs. Furthermore, when SNR approaches infinity, the BCRLB, by invoking the eigenvalue decomposition of the BFIM, becomes
which represents that the estimation accuracy of perturbations is only limited by SNRs.
Remark 2. Using the matrix inversion formula in [43], the BCRLB can also be delivered bywherebehaves positive definite. It is noteworthy that the first term in the second line of (65) represents the BCRLB in the absence of internal measurements. The second term in the second line of (65) is the performance improvement due to the involvement of internal measurements, which is a positive semidefinite matrix by observing its symmetric structure and the internal Jacobian matrixPbeing rank-deficient. Remark 3. By observing the structures of the internal and external Jacobian matrices, the external calibration in a M-sensor network with the assistance of N auxiliary sources is equivalent to the internal calibration in a -sensor network, among which the locations of N sensors have been well-estimated previously in terms of the Jacobian matrix perspective.
Remark 4. When one auxiliary source is used, there should know three quantities inηof (9) to guarantee the identifiability of remaining sensor position perturbations due to Lemma 3. As the auxiliary source and assumed known sensor contribute in an equivalent fashion to calibration, the three quantities should come from two distinct sensors according to the second line of (55) in Lemma 3. When two auxiliary sources are introduced, there should know a perturbation parameter inηto achieve the identifiability of remaining sensor position perturbations.