While today we're pretty darned certain there is no intelligent life on Mars, in the early 20th century, it was still an open question. 

So-- about four decades before the publically known Project Ozma search-- the Navy stepped up to find out. 

Well before SETI (the Search for Extraterrestrial Intelligence), Project Ozma, Area 51, or even the 1938 radio hoax 'War of the Worlds', the Navy was looking for Martians.