2013 18th International Conference on Digital Signal Processing (DSP) 2013
DOI: 10.1109/icdsp.2013.6622690
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Self-adaptive stochastic rayleigh flat fading channel estimation

Abstract: This paper deals with channel estimation over flat fading Rayleigh channel with Jakes' Doppler Spectrum. Many estimation algorithms exploit the time-domain correlation of the channel by employing a Kalman filter based on a first-order (or sometimes second-order) approximation of the time-varying channel with a criterion based on correlation matching (CM), or on the Minimization of Asymptotic Variance (MAV). In this paper, we first consider a reduced complexity approach based on Least Mean Square (LMS) algorith… Show more

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Cited by 10 publications
(10 citation statements)
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“…The RW model is also a Gauss-Markov model (when p = 1, or an integrated version if p > 1) but unlike the AR(p) model, the RW(p) model is not stationary: it has a variance that grows to infinity with the number of iterations, and it is why it is most often used for the (modulo-2π) phase estimation problem. Analytic solutions for the tuning of the RW(p) model have been found for p = 1 [35], p = 2 [33] and p = 3 [36]. We can conclude from these studies that the MSE performance of the RW(p)-KF is close to the BCRB for p ≥ 2.…”
Section: Existing Techniques Limitations and Open Questionsmentioning
confidence: 67%
“…The RW model is also a Gauss-Markov model (when p = 1, or an integrated version if p > 1) but unlike the AR(p) model, the RW(p) model is not stationary: it has a variance that grows to infinity with the number of iterations, and it is why it is most often used for the (modulo-2π) phase estimation problem. Analytic solutions for the tuning of the RW(p) model have been found for p = 1 [35], p = 2 [33] and p = 3 [36]. We can conclude from these studies that the MSE performance of the RW(p)-KF is close to the BCRB for p ≥ 2.…”
Section: Existing Techniques Limitations and Open Questionsmentioning
confidence: 67%
“…The step-size update is based on the instantaneous square error |e(n)| 2 , to which a gradient descent is applied. We use the step-size update proposed in [25], which is based on a geometric update [26] with a forgetting factor γ < 1 [27]:…”
Section: Transient Mode and Adaptive Step Processmentioning
confidence: 99%
“…The expressions of L(z) can be found in [15] [16] for r = 1, and in [17] [18] for r = 2, 3. It should be noted that L(z) depends on the elements of the Kalman gain vector K (l) (k) of size r×1 obtained for the steady-state mode (k → ∞).…”
Section: Asymptotic Mean-square Error Of the Per-path Kfmentioning
confidence: 99%
“…The resulting estimator is referred to as AR1 M AV -KF in the present study. Equivalent asymptotic performance can also be obtained by a first-order Random Walk (RW)-model-based KF (RW1-KF) ( [15], [16]). …”
Section: Introductionmentioning
confidence: 99%