A state-space approach in modeling multipath fading channels via stochastic differential equations

The analysis, modeling and simulation of time-varying multipath wireless fading channels is usually done through input-output descriptions of the channel. In this paper, we introduce the concept of the state of the channel which is the solution of stochastic differential equations driven by white-noise (Brownian motion). In particular, we show that the dynamics of the instantaneous power associated with each path can be modeled using mean-reverting Ornstein-Uhlenbeck processes, and higher order models. These models are easy to analyze, implement and simulate, and therefore are important in the design and operation of wireless communication systems. The densities of these state processes are given by generalizations of the standard Rayleigh, Ricean, Nakagami-m densities