Uppsala universitet

Simplified Kalman Estimation of Fading Mobile Radio Channels:
High Performance at LMS Computational Loads

Lars Lindbom

IEEE International Conference on Acoustics, Speech and Signal Processing,
Minneapolis, MN, vol III, pp 352-355, April 27-30, 1993. © 1993 IEEE.

Paper In Pdf.

Parameters of time-varying systems are often estimated by adaptive algorithms with sliding time-windows, which discount old data. We may then face a dilemma: the use of a short data window (or, equivalently, a large adaptation gain) results in noisy estimates. With a long data window (small gain), time varying parameters are tracked with a considerable delay. To improve the accuracy, the present paper suggests a low-complexity algorithm which takes a priori information about the properties of the time-variations into account, in the form of stochastic models.

Low complexity algorithms for channel estimation in Rayleigh fading environments are presented. The channel estimators are presumed to operate in conjunction with a Viterbi detector, or an equalizer. The algorithms are based on simplified internal modelling of time-variant channel coefficients and approximation of a Kalman estimator.

A novel averaging approach is used to replace the on-line update of the Riccati equation with a constant matrix. The associated Kalman gain is expressed in an analytical form. Compared to RLS tracking, both a significantly lower bit error rate and a much lower computational complexity is attained.

Related publications:
Sinusoid modelling of time-varying channel coefficients in IS-136 systems.

A series of four papers outlining the later development of a complete design methodology, based on stochastic models of time-varying parameters:

Design of general constant-gain adaptation algorithms.
Part II: Analysis of stability and performance, for slow and fast variations.
The Wiener LMS adaptation algorithm, a special case with low complexity.
A Case Study on IS-136 1900MHz channels.
PhD Thesis by L. Lindbom 1995, presenting the general design methodology.

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