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Minimum Variance Distortionless Response (MVDR) (with MATLAB)

MVDR Beamforming Mathematical Explanation

Minimum Variance → The beamformer minimizes the total output power (signal + noise + interference) coming from all directions. 

Distortionless Response → It ensures that the signal coming from the desired direction passes through without attenuation or distortion.

1. MVDR Weight Formula

For a desired source at direction k:

wMVDR = (R-1 ak) / (akH R-1 ak)

  • ak = steering vector of the desired source
  • R = covariance matrix of received signals

Goal: Minimize output power wH R w subject to wH ak = 1.

2. Optimization Problem

minw wH R w   s.t.   wH ak = 1

wH R w = total output power (signal + noise + interference)
Constraint wH ak = 1 ensures the desired signal passes without attenuation.

3. Solve Using Lagrange Multipliers

Define the Lagrangian:

L = wH R w - 位 (wH ak - 1)

Derivative w.r.t w*:

∂L/∂w* = 2 R w - 位 ak = 0

Solve for w:

w = (位/2) R-1 ak

Use constraint wH ak = 1 to find :

位 = 2 / (akH R-1 ak)

Plug back to get MVDR weights:

wMVDR = (R-1 ak) / (akH R-1 ak)


4. Intuition: Why R-1 ak Steers Toward the Source

  • R contains all correlations including noise and interference.
  • Multiplying by R-1 suppresses directions with high interference/noise power.
  • Multiplying by ak aligns the weights with the desired signal’s phase across sensors.

Result:

  • Desired source passes unchanged
  • Interference and noise are minimized

5. Visualization Example

Antenna Signal 1 Signal 2 Noise
1 phase shift 0° phase shift 30° random
2 phase shift 20° phase shift 50° random
3 phase shift 40° phase shift 70° random

ak encodes the phase pattern of the desired signal. R-1 whitens the noise/interference across antennas. The product R-1 ak combines antennas so the desired phase adds constructively and interference cancels.

6. Summary

The operation R-1 ak aligns the array to the desired source while simultaneously suppressing interference and noise because R-1 acts like a spatial whitening filter. 

 

Further Reading

  1.  MVDR in MATLAB

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