Title :
Asymptotically Efficient Moment-Based Estimator of the
Parameter for the
Author :
Oliveira Ribeiro, Antonio Marcelo ; Conforti, Evandro
Author_Institution :
Dept. of Commun., Univ. of Campinas, Campinas, Brazil
Abstract :
The κ- μ distribution is a general fading model applied to predict multipath faded envelope in wireless channels, under a line-of-sight propagation condition. However, its algebraic moment-based estimator of the parameter κ available in the literature depends on higher-order statistical moments, which impose a high penalty over the estimator efficiency. In this letter, we have proposed a new moment-based estimator of the parameter κ, which depends on a simple average of the normalized envelope and takes advantage of lower estimation errors. We have proved that the proposed estimator is asymptotically efficient, from a practical point of view, since its normalized asymptotic variance closely attained the Cramer-Rao lower bound for the useful range of κ. In addition, big sample size Monte Carlo simulations have revealed that the algebraic estimator is positively biased with a highly broad sample confidence region, in contrast to the almost unbiased proposed estimator with a much narrower sample confidence region. Furthermore, the proposed estimator yielded a much lower sample variance for the wide range of sample number when compared to the algebraic one.
Keywords :
Monte Carlo methods; fading channels; land mobile radio; method of moments; parameter estimation; κ parameter estimation; κ-μ distribution; Cramer-Rao lower bound; Monte Carlo simulations; algebraic estimator; fading channels; land mobile radio; method of moments; moment-based estimator; normalized asymptotic variance; Fading; Maximum likelihood estimation; Method of moments; Monte Carlo methods; Nakagami distribution; Random variables; Vectors; Cramer–Rao bounds; Monte Carlo methods; estimation theory; fading channels; land mobile radio; method of moments; parameter estimation;
Journal_Title :
Antennas and Wireless Propagation Letters, IEEE
DOI :
10.1109/LAWP.2014.2372001