On robust Capon beamforming and diagonal loading

Whenever the knowledge of the array steering vector is imprecise (as is often the case in practice), the performance of the Capon beamformer may become worse than that of the standard beamformer. Diagonal loading (including its extended versions) has been a popular approach to improve the robustness of the Capon beamformer. In this paper we show that a natural extension of the Capon beamformer to the case of uncertain steering vectors also belongs to the class of diagonal loading approaches but the amount of diagonal loading can be precisely calculated based on the uncertainty set of the steering vector. The proposed robust Capon beamformer can be efficiently computed at a comparable cost with that of the standard Capon beamformer. Its excellent performance is demonstrated via a number of numerical examples.