Variable forgetting factor linear least squares algorithm forfrequency selective fading channel estimation

In this article, the variable forgetting factor linear least squares algorithm is presented to improve the tracking capability of channel estimation. A linear channel model with respect to time change describes a time-varying channel more accurately than a conventional stationary channel model. To reduce the estimation error due to model mismatch, we incorporate the modified variable forgetting factor into the proposed algorithm. Compared to the existing algorithms-exponentially windowed recursive least squares algorithm with the optimal forgetting factor and linear least squares algorithm-the proposed method makes a remarkable improvement in a fast fading environment. The effects of channel parameters such as signal-to-noise ratio and fading rate are investigated by computer simulations     

Adaptive Filtering Techniques using Cyclic Prefix in OFDM Systems for Multipath Fading Channel Prediction

This paper presents adaptive channel prediction techniques for wireless orthogonal frequency division multiplexing (OFDM) systems using cyclic prefix (CP). The CP not only combats intersymbol interference, but also precludes requirement of additional training symbols. The proposed adaptive algorithms exploit the channel state information contained in CP of received OFDM symbol, under the time-invariant and time-variant wireless multipath Rayleigh fading channels. For channel prediction, the convergence and tracking characteristics of conventional recursive least squares (RLS) algorithm, numeric variable forgetting factor RLS (NVFF-RLS) algorithm, Kalman filtering (KF) algorithm and reduced Kalman least mean squares (RK-LMS) algorithm are compared. The simulation results are presented to demonstrate that KF algorithm is the best available technique as compared to RK-LMS, RLS and NVFF-RLS algorithms by providing low mean square channel prediction error. But RK-LMS and NVFF-RLS algorithms exhibit lower computational complexity than KF algorithm. Under typical conditions, the tracking performance of RK-LMS is comparable to RLS algorithm. However, RK-LMS algorithm fails to perform well in convergence mode. For time-variant multipath fading channel prediction, the presented NVFF-RLS algorithm supersedes RLS algorithm in the channel tracking mode under moderately high fade rate conditions. However, under appropriate parameter setting in \(2\times 1\) space–time block-coded OFDM system, NVFF-RLS algorithm bestows enhanced channel tracking performance than RLS algorithm under static as well as dynamic environment, which leads to significant reduction in symbol error rate.     

变遗忘因子递推最小二乘Hammerstein系统辨识算法

摘.要:本论文研究了单输入单输出非线性Hammerstein系统的辨识问题,提出了一种具有变遗忘因子的递推最小二乘算法.由于Hammerstein系统模型的非线性特征,传统的递推最小二乘算法无法直接用来解决该系统的辨识问题.为此,论文将Hammerstein系统参数进行了映射变换,使得变换后的系统参数与Hammerst...     

哈默斯坦非线性时变系统的加权学习辨识方法

针对有限区间哈默斯坦(Hammerstein)非线性时变系统,该文提出一种加权迭代学习算法用以估计系统时变参数。首先将Hammerstein系统输入非线性部分进行多项式展开,采用迭代学习最小二乘算法辨识系统的时变参数。为了防止数据饱和,采用带遗忘因子的迭代学习最小二乘算法,进而引入权矩阵,采用加权迭代学习最小二乘算法改进系统跟踪误差,以提高辨识精度。该文分别给出3种算法的推导过程并进行仿真验证。结果表明,与迭代学习最小二乘算法和带遗忘因子迭代学习最小二乘算法相比,加权迭代学习最小二乘算法具有辨识精度高、跟踪误差小以及迭代次数少等优点。     

一类 Wiener 非线性时变系统的迭代学习辨识

针对Wiener非线性时变系统的参数辨识问题,该文提出一种基于重复轴的迭代学习算法来实现对时变甚至突变参数的估计。文中将维纳系统输出非线性部分的反函数进行多项式展开,进而构造了回归模型,未知参数及中间变量用其估计替代,分别给出了采用迭代学习梯度算法和迭代学习最小二乘算法实现时变参数辨识的方法。仿真结果表明,与带遗忘因子的递推算法和迭代学习梯度算法相比,迭代学习最小二乘算法更具有参数估计收敛速度快,辨识精度高,系统输出误差小等优势,验证了所提学习算法的有效性。     

Optimal training design for MIMO OFDM systems in mobile wireless channels

This paper describes a least squares (LS) channel estimation scheme for multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) systems based on pilot tones. We first compute the mean square error (MSE) of the LS channel estimate. We then derive optimal pilot sequences and optimal placement of the pilot tones with respect to this MSE. It is shown that the optimal pilot sequences are equipowered, equispaced, and phase shift orthogonal. To reduce the training overhead, an LS channel estimation scheme over multiple OFDM symbols is also discussed. Moreover, to enhance channel estimation, a recursive LS (RLS) algorithm is proposed, for which we derive the optimal forgetting or tracking factor. This factor is found to be a function of both the noise variance and the channel Doppler spread. Through simulations, it is shown that the optimal pilot sequences derived in this paper outperform both the orthogonal and random pilot sequences. It is also shown that a considerable gain in signal-to-noise ratio (SNR) can be obtained by using the RLS algorithm, especially in slowly time-varying channels.     

Recursive blind identification of non-Gaussian time-varying ARmodel and application to blind equalisation of time-varying channel

A novel method for the blind identification of a non-Gaussian time-varying autoregressive model is presented. By approximating the non-Gaussian probability density function of the model driving noise sequence with a Gaussian-mixture density, a pseudo maximum-likelihood estimation algorithm is proposed for model parameter estimation. The real model identification is then converted to a recursive least squares estimation of the model time-varying parameters and an inference of the Gaussian-mixture parameters, so that the entire identification algorithm can be recursively performed. As an important application, the proposed algorithm is applied to the problem of blind equalisation of a time-varying AR communication channel online. Simulation results show that the new blind equalisation algorithm can achieve accurate channel estimation and input symbol recovery     

Behavior of the partial correlation coefficients of a least squareslattice filter in the presence of a nonstationary chirp input

This paper studies the performance of the a posteriori recursive least squares lattice filter in the presence of a nonstationary chirp signal. The forward and backward partial correlation (PARCOR) coefficients for a Wiener-Hopf optimal filter are shown to be complex conjugates for the general case of a nonstationary input with constant power. Such an optimal filter is compared to a minimum mean square error based least squares lattice adaptive filter. Expressions are found for the behavior of the first stage of the adaptive filter based on the least squares algorithm. For the general nth stage, the PARCOR coefficients of the previous stages are assumed to have attained Wiener-Hopf optimal steady state. The PARCOR coefficients of such a least squares adaptive filter are compared with the optimal coefficients for such a nonstationary input. The optimal lattice fitter is seen to track a chirp input without any error, and the tracking lag in such an adaptive filter is due to the least squares update procedure. The expression for the least squares based PARCOR coefficients are found to contain two terms: a decaying convergence term due to the weighted estimation procedure and a tracking component that asymptotically approaches the optimal coefficient value. The rate of convergence is seen to depend inversely on the forgetting factor. The tracking lag of the filter is derived as a function of the rate of nonstationarity and the forgetting factor. It is shown that for a given chirp rate there is a threshold adaptation constant below which the total tracking error is negligible. For forgetting factors above this threshold, the error increases nonlinearly. Further, this threshold forgetting factor decreases with increasing chirp rate. Simulations are presented to validate the analysis     

Optimal tracking of time-varying channels: a frequency domainapproach for known and new algorithms

In this paper, we developed a systematic frequency domain approach to analyze adaptive tracking algorithms for fast time-varying channels. The analysis is performed with the help of two new concepts, a tracking filter and a tracking error filter, which are used to calculate the mean square identification error (MSIE). First, we analyze existing algorithms, the least mean squares (LMS) algorithm, the exponential windowed recursive least squares (EW-RLS) algorithm and the rectangular windowed recursive least squares (RW-RLS) algorithm. The equivalence of the three algorithms is demonstrated by employing the frequency domain method. A unified expression for the MSIE of all three algorithms is derived. Secondly, we use the frequency domain analysis method to develop an optimal windowed recursive least squares (OW-RLS) algorithm. We derive the expression for the MSIE of an arbitrary windowed RLS algorithm and optimize the window shape to minimize the MSIE. Compared with an exponential window having an optimized forgetting factor, an optimal window results in a significant improvement in the h MSIE. Thirdly, we propose two types of robust windows, the average robust window and the minimax robust window. The RLS algorithms designed with these windows have near-optimal performance, but do not require detailed statistics of the channel     

Recursive total least squares algorithm for single-user blindchannel equalisation

The problem of blind channel identification/equalisation using second-order statistics or equivalent deterministic properties of the oversampled channel output has attracted considerable attention. Deterministic blind subspace algorithms are particularly attractive because of their finite sample convergence property and because their solution can be obtained in closed form. Most subspace algorithms developed up until now, however, are based on block processing and have high computational and memory requirements. In the paper, adaptive techniques are used to lower the computational burden. A single-user direct symbol estimation algorithm is presented. The first step in the algorithm consists of an adaptive matrix singular value decomposition for a (virtual) channel identification-type operation. A recursive total least squares algorithm is then used to recover the input symbols. The algorithm is able to track time-varying channels     

Tracking Performance of Least Squares MIMO Channel Estimation Algorithm

In this paper, the tracking performance analysis of the least squares (LS) multiple-input multiple-output (MIMO) channel estimation and tracking algorithm is presented. MIMO channel estimation is a novel application of the LS algorithm that presents near-optimum performance by Karami and Shiva in 2003 and 2006. In this paper, the mean square error (MSE) of tracking of the LS MIMO channel estimator algorithm is derived as a closed-form function of the Doppler shift, forgetting factor, channel rank, and the length of training sequences. In the analysis, all training symbols are considered as randomly generated equal-power vectors on the unit circle, or in other words, phase-shift keying (PSK) signaling. By evaluating this function, some insights into the tracking behavior of the LS MIMO channel estimator are achieved. Then, the calculated tracking error is compared with the tracking error derived from Monte Carlo simulation for quaternary-PSK-based training signals to verify the validation of the presented analysis. Finally, the optimum forgetting factor is derived to minimize the error function, and it is shown that the optimum forgetting factor is highly dependent on the training length, Doppler shift, and E_b/N_o. Also, it is concluded that in low E_b/N_o values, the number of transmitter antennas has negligible effect on the optimal value of the forgetting factor.     

Recursive nonlinear system identification by a stochastic gradient algorithm: stability, performance, and model nonlinearity considerations

A parameter estimation problem in a class of nonlinear systems is considered where the input-output relation of a nonlinear system is approximated by a polynomial model (e.g., a Volterra series). A least mean squares (LMS) type algorithm is utilized for the recursive estimation of the polynomial coefficients, and its resulting mean square error (MSE) convergence properties are investigated. Conditions for the algorithm stability (in the mean square sense) are established, steady-state MSE bounds are obtained, and the convergence rate is discussed. In addition, modeling accuracy versus steady-state performance is examined; it is found that an increase of the modeling accuracy may result in a deterioration of the asymptotic performance, that is, yielding a larger steady-state MSE. Linear system identification is studied as a special case.     

RLS Algorithm with Variable Fogetting Factor for Decision Feedback Equalizer over Time-Variant Fading Channels

In a high-rate indoor wireless personal communication system, the delay spread due to multipath propagation results in intersymbol interference (ISI) which can significantly increase the transmission bit error rate (BER). Decision feedback equalizer (DFE) is an efficient approach to combating the ISI. Recursive least squares (RLS) algorithm with a constant forgetting factor is often used to update the tap-coefficient vector of the DFE for ISI-free transmission. However, using a constant forgetting factor may not yield the optimal performance in a nonstationary environment. In this paper, an adaptive algorithm is developed to obtain a time-varying forgetting factor. The forgetting factor is used with the RLS algorithm in a DFE for calculating the tap-coefficient vector in order to minimize the squared equalization error due to input noise and due to channel dynamics. The algorithm is derived based on the argument that, for optimal filtering, the equalization errors should be uncorrelated. The adaptive forgetting factor can be obtained based on on-line equalization error measurements. Computer simulation results demonstrate that better transmission performance can be achieved by using the RLS algorithm with the adaptive forgetting factor than that with a constant forgetting factor previously proposed for optimal steady-state performance or a variable forgetting factor for a near deterministic system.     

Channel estimation and long-range prediction of fast fading channels for adaptive OFDM system

This correspondence presents the channel estimation and long-range prediction technique for adaptive-orthogonal-frequency-division-multiplexing (AOFDM) system. The efficient channel loading is accomplished by feeding the accurately predicted channel-state-information (CSI) back to transmitter. The frequency-selective wireless fading channel is modelled as a tapped-delay-line-filter governed by a first-order autoregressive (AR1) process; and an adaptive channel estimator based on the generalised-variable-step-size least-mean-square (GVSS-LMS) algorithm tracks AR1 correlation coefficient. To compensate for the signal fading due to channel state variations, a modified-Kalman-filter (MKF)-based channel estimator is utilised. In addition, channel tracking is also performed for predicting future CSI at receiver, based on the numeric-variable-forgetting-factor recursive-least-squares (NVFF-RLS) algorithm. Subsequently, adaptive bit allocation for AOFDM system is employed by using predicted CSI at transmitter. Here, the proposed combination of GVSS-LMS and MKF algorithms for robust channel estimation and the NVFF-RLS algorithm for efficient channel prediction is incorporated. The performance validation of presented method is carried out by using different channel realisations through simulation, and also by comparing it with fixed step-size LMS, MKF and fixed forgetting-factor RLS algorithm based conventional techniques. Eventually, the reliable performance of underlying AOFDM system can be achieved in terms of the lower mean squared estimation/prediction errors and alleviated symbol error rate.     

Time-varying spectral estimation using AR models with variableforgetting factors

A method of estimating time-varying spectra of nonstationary signals using recursive least squares (RLS) with variable forgetting factors (VFFs) is described. The VFF is adapted to a nonstationary signal by an extended prediction error criterion which accounts for the nonstationarity of the signal. This method has better adaptability than the conventional algorithm with high fixed forgetting factor (FFF) in the nonstationary situation, and has lower variance than the conventional one with low FFF in the stationary situation. The extra computation time for the forgetting adaptation is almost negligible     

Adaptive MLSE equalizers with parametric tracking for multipathfast-fading channels

We use the parametric channel identification algorithm proposed by Chen and Paulraj (see Proc. IEEE Vehicular Technology Conf., p.710-14, 1997) and by Chen, Kim and Liang (see IEEE Trans. Veh. Technol., p.1923-35, 1999) to adaptively track the fast-fading channels for the multichannel maximum likelihood sequence estimation (MLSE) equalizer using multiple antennas. Several commonly-used channel tracking schemes, decision-directed recursive least square (DD/RLS), per-survivor processing recursive least square (PSP/RLS) and other reduced-complexity MLSE algorithms are considered. An analytic lower bound for the multichannel MLSE equalizer with no channel mismatch in the time-varying specular multipath Rayleigh-fading channels is derived. Simulation results that illustrate the performance of the proposed algorithms working with various channel tracking schemes are presented, and then these results are compared with the analytic bit error rate (BER) lower bound and with the conventional MLSE equalizers directly tracking the finite impulse response (FIR) channel tap coefficients. We found that the proposed algorithm always performs better than the conventional adaptive MLSE algorithm, no matter what channel tracking scheme is used. However, which is the best tracking scheme to use depends on the scenario of the system     

On the effect of input signal correlation on weight misadjustmentin the RLS algorithm

New expressions are derived for the mean weight misadjustment in the recursive least squares (RLS) algorithm for first-order Markov channel estimation. The expressions derived are general in that they take into account the correlation in the input. It is shown that the additive system noise is amplified by a correlation amplification factor that is defined as a function of the input autocorrelation matrix eigenvalues. However, input correlation has almost no effect on the misadjustment due to time-varying system weights. These results are checked by simulations demonstrating excellent agreement with the theory     

Performance of adaptive multisensor decision feedback equaliser fortime-varying frequency selective radio channels

A multisensor decision feedback equaliser based on the minimum mean squared error (MMSE) criterion is studied. The superiority of the performance of the multisensor equaliser is shown by simulation of a whole communication system in which the adaptive equaliser is incorporated. The recursive least squares (RLS) algorithm is used to update the coefficients. From the results obtained for a time-varying urban terrain channel model, the extremely interesting tracking capability of the multisensor equaliser is shown     

Comparison of algorithms for tracking short-term changes inarterial circulation parameters

Three recursive methods especially suited for identification of systems with rapidly changing parameters are applied to tracking of the viscoelastic properties of the systemic arterial bed. These methods include two least squares (LS) algorithms with constant or variable forgetting factor (RLS and LSVF) and a LS algorithm incorporating both a constant forgetting factor and covariance modification (CFCM). The methods are presented in a unified framework and their sensitivity with respect to the design variables is investigated using noisy data from computer simulations. All analysed methods have shown themselves to be able to satisfactory track rapid changes in peripheral resistance. The LSVF method, which offers slightly better performances than the classical RLS, may be preferred when calculation efficiency is the prime requirement. The CFCM algorithm, although maintaining reasonable simplicity, shows the best tracking ability also on varying of the noise sequence.     

RLS算法及其改进形式在信号分离中的应用分析

本文着重研究了自适应滤波器的重要实现形式——递推最小二乘算法（RLS）的原理,分析了RLS算法在应用中的优点及存在问题。为解决RLS算法收敛速度和稳态误差的矛盾及系统在趋于平稳时跟踪效果差的问题,本文从实现可变遗忘因子和增加自扰动项两个方面介绍了RLS算法的几种改进方法。并将它们应用于复杂电磁环境、强干扰背景下的信号分离中去。通过仿真实验,对RLS算法及其两种改进方法在信号分离中的效果进行了比较,得出可变遗忘因子RLS算法在收敛速度和分离信号的准确性上都具有较好的性能。