Estimation of Short-Term Multipath Fading Channels Modeled by Stochastic Differential Equations

Author

Mossberg, Magnus

Author_Institution

Dept. of Electr. Eng., Karlstad Univ.

fYear

2006

fDate

24-27 Sept. 2006

Firstpage

72

Lastpage

75

Abstract

An on-line method for estimating the parameters in a stochastic differential equation model for short-term multipath fading channels is described. The differentiation operator is replaced by a difference operator, a linear regression is formed, and the parameters are estimated using recursive least squares. In a numerical study, the parameter estimates converge to the true values and the mean square errors are close to the Cramer-Rao lower bound after a certain number of iterations. The estimators are fast and can be extended to the case with unevenly sampled data

Keywords

differential equations; fading channels; iterative methods; least squares approximations; multipath channels; recursive estimation; regression analysis; stochastic processes; Cramer-Rao lower bound; difference operator; iterations; linear regression; mean square errors; parameter estimation; recursive least squares; short-term multipath fading channels; stochastic differential equations; Differential equations; Fading; Least squares approximation; Linear regression; Mean square error methods; Parameter estimation; Random variables; Recursive estimation; Stochastic processes; Wireless communication;

fLanguage

English

Publisher

ieee

Conference_Titel

Digital Signal Processing Workshop, 12th - Signal Processing Education Workshop, 4th

Conference_Location

Teton National Park, WY

Print_ISBN

1-4244-3534-3

Electronic_ISBN

1-4244-0535-1

Type

conf

DOI

10.1109/DSPWS.2006.265431

Filename

4041034