I want to identify this plant. It's located in Phoenix and appears to be a shrub.
Maybe a wild guess: To me it looks like a Tumbleweed of the Salsola spcies. It was my first impression considerinfy you mentioned Arizona desert. Googeling it shows a couple of pictures.
The image is blurry sure, but to me this looks like a young Fennel plant. Fennel grows really well in typical drought conditions. A tell tale sign would be the aroma coming from it. Once matured, it produces beautifully florets of yellow flowers and attracts all manners of insects.
Do post a better picture, or try smelling the plant from a safe distance (if you touch it, wash your hands till you are certain of the species).