Optimal Robust Adaptive Beamforming for a General-Rank Signal Model via Equivalence of Maximin and Minimax SINR Problems

Abstract: The globally optimal robust adaptive beamforming (RAB) solution is studied for worst-case signal-to-interference-plus-noise ratio (SINR) maximization (the maximin SINR problem) under convex and closed uncertainty sets for the desired signal covariance and interference-plus-noise covariance (INC) matrices, considering a general-rank signal model. First, the corresponding minimax SINR problem is reformulated as a convex optimization problem. In particular, this problem becomes a semidefinite programming (SDP) problem when the uncertainty sets can be represented by finitely many linear matrix inequality constraints. It is then shown that, for a general-rank signal model, the maximin and minimax SINR problems are equivalent when the uncertainty sets are convex and closed, in the sense that they share the same optimal value and the same set of optimal solutions. The requirement of closedness is weaker than the compactness assumption previously used to establish the equivalence between minimax and maximin SINR problems for the rank-one signal model, a state-of-the-art result reported approximately two decades ago. Consequently, an optimal solution to the minimax SINR problem is also globally optimal for the maximin SINR problem, and this solution can be obtained by solving the equivalent SDP of the minimax problem in a single step. In contrast, existing iterative approximation algorithms for the maximin SINR problem yield only locally optimal solutions. Simulation results demonstrate that these approximation algorithms return suboptimal values that can be strictly smaller than the optimal value of the minimax problem, and that the beamformer output SINR obtained via the minimax formulation is higher than that achieved by beamformers derived from the maximin problem using approximation algorithms.