Title :
Steady-state tracking analysis of the RLS algorithm for time-varying channels: a general state-space approach
Author :
Leon, Wing Seng ; Taylor, Desmond P.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Canterbury, Christchurch, New Zealand
fDate :
5/1/2003 12:00:00 AM
Abstract :
We present a general technique for analyzing the steady-state tracking performance of the recursive least squares (RLS) algorithm for estimating Rayleigh fading channels in terms of the mean squared identification error (MSIE) or mean squared deviation (MSD). The technique may be used with a general-order vector-autoregressive (VAR) model. Numerical results obtained using the technique agree closely with experimental results.
Keywords :
Rayleigh channels; autoregressive processes; channel estimation; least squares approximations; radio tracking; recursive estimation; state-space methods; time-varying channels; RLS algorithm; Rayleigh fading channels; channel estimation; general state-space approach; general-order vector-autoregressive model; mean squared deviation; mean squared identification error; recursive least squares algorithm; steady-state tracking analysis; time-varying channels; Algorithm design and analysis; Equations; Fading; Least squares approximation; Least squares methods; Performance analysis; Reactive power; Resonance light scattering; Steady-state; Time-varying channels;
Journal_Title :
Communications Letters, IEEE
DOI :
10.1109/LCOMM.2003.811208
