Closed-Form Solution Lagrange Multipliers in Worst-Case Performance Optimization Beamforming

This study presents a method for deriving closed-form solutions for Lagrange multipliers in worst-case performance optimization (WCPO) beamforming. By approximating the array-received signal autocorrelation matrix as a rank-1 Hermitian matrix using the low-rank approximation theory, analytical expressions for the Lagrange multipliers are derived. The method was first developed for a single plane wave scenario and then generalized to multiplane wave cases with an autocorrelation matrix rank of N. Simulations demonstrate that the proposed Lagrange multiplier formula exhibits a performance comparable to that of the second-order cone programming (SOCP) method in terms of signal-to-interference-plus-noise ratio (SINR) and direction-of-arrival (DOA) estimation accuracy, while offering a significant reduction in computational complexity. The proposed method requires three orders of magnitude less computation time than the SOCP and has a computational efficiency similar to that of the diagonal loading (DL) technique, outperforming DL in SINR and DOA estimations. Fourier amplitude spectrum analysis revealed that the beamforming filters obtained using the proposed method and the SOCP shared frequency distribution structures similar to the ideal optimal beamformer (MVDR), whereas the DL method exhibited distinct characteristics. The proposed analytical expressions for the Lagrange multipliers provide a valuable tool for implementing robust and real-time adaptive beamforming for practical applications.