Title
Simplified Random-Walk-Model-Based Kalman Filter for Slow to Moderate Fading Channel Estimation in OFDM Systems
Abstract
This study deals with multi-path channel estimation for orthogonal frequency division multiplexing systems under slow to moderate fading conditions. Advanced algorithms exploit the channel time-domain correlation by using Kalman filters (KFs) based on an approximation of the time-varying channel. Recently, it was shown that under slow to moderate fading, near-optimal channel multi-path complex amplitude estimation can be obtained by using the integrated random walk (RW) model as the channel approximation. To reduce the complexity of the high-dimensional RW-KF for joint estimation of the multi-path complex amplitudes, we propose using a lower dimensional RW-KF that estimates the complex amplitude of each path separately. We demonstrate that this amounts to a simplification of the joint multi-path Kalman gain formulation through the Woodbury's identities. Hence, this new algorithm consists of a superposition of independent single-path single-carrier KFs, which were optimized in our previous studies. This observation allows us to adapt the optimization to the actual multi-path multi-carrier scenario, to provide analytic formulas for the mean-square error performance and the optimal tuning of the proposed estimator directly as a function of the physical parameters of the channel (Doppler frequency, signal-to-noise-ratio, power delay profile). These analytic formulae are given for the first-, second-, and third-order RW models used in the KF. The proposed per-path KF is shown to be as efficient as the exact KF (i.e., the joint multi-path KF), and outperforms the autoregressive-model-based KFs proposed in the literature.
Year
DOI
Venue
2014
10.1109/TSP.2014.2332447
IEEE Transactions on Signal Processing
Keywords
DocType
Volume
power delay profile,Kalman filter,Kalman filters,Doppler frequency,Rayleigh fading,near-optimal channel multipath complex amplitude estimation,Orthogonal frequency division multiplexing,random-walk model,fading channels,OFDM modulation,multipath multicarrier scenario,orthogonal frequency division multiplexing systems,mean-square error performance,multipath channels,time-varying channel approximation,time-varying channels,Woodbury's identities,integrated random walk model,moderate fading conditions,channel time-domain correlation,high-dimensional RW-KF,joint multipath Kalman gain formulation,OFDM systems,multipath channel estimation,slow fading conditions,Jakes' spectrum,channel estimation,mean square error methods,signal-to-noise-ratio,independent single-path single-carrier KF
Journal
62
Issue
ISSN
Citations 
15
1053-587X
0
PageRank 
References 
Authors
0.34
21
3
Name
Order
Citations
PageRank
Huaqiang Shu1122.78
Laurent Ros2285.35
Eric Pierre Simon38411.32