You are on page 1of 7


3, MARCH 2008

Low-Complexity MAP Channel Estimation for

Mobile MIMO-OFDM Systems
Jie Gao and Huaping Liu, Member, IEEE

Abstract— This paper presents a reduced-complexity maxi- interval; the slow convergence rate makes it difficult to apply
mum a posteriori probability (MAP) channel estimator with the statistical approach in fast-fading channels, and the high
iterative data detection for orthogonal frequency division mul- computational complexity required to solve the maximization
tiplexing (OFDM) systems over mobile multiple-input multiple-
output channels. The optimal MAP estimator needs to invert an problem makes the deterministic approach appropriate only for
N NT × N NT data-dependent matrix each in OFDM symbol certain applications. In [10], algorithms based on comb-type
interval, where N is the number of subcarriers and NT is pilots with improvement using interpolation at data frequen-
the number of transmit antennas. We derive an expectation cies are studied. Performance bound of a pilot-assisted, least-
maximization (EM) algorithm with low-rank approximation to square (LS) channel estimator over a slowly fading channel is
avoid inverting large-size matrices, and thus drastically reduce
the receiver complexity. In the iterative process, channel para- derived in [11]. A Kalman filter based scheme to estimate the
meters are initially obtained by a least square (LS) estimator state-transition matrix of time-varying MIMO-OFDM chan-
for temporary symbol decisions. Then, inter-carrier interference nels and a scheme based on minimizing the mean-square error
(ICI) due to fast fading is approximated and canceled. Finally, the (MSE) of a cost function are developed in [12], [13] and [14],
temporary symbol decisions and the ICI-canceled received signals [15], respectively. To enhance the LS channel estimation for
are processed by the EM-based MAP estimator to refine the
channel state information for improved detection. The proposed MIMO-OFDM systems, optimal pilot sequences and optimal
scheme achieves about 2 dB gain over the LS scheme in channels placements of pilot tones are derived in [16]. Two expectation-
with medium to high normalized Doppler shifts. maximization (EM) algorithms, the classical EM and space-
Index Terms— Multiple-input multiple-output, orthogonal fre- alternating generalized EM (SAGE), are compared in terms of
quency division multiplexing, fast fading, inter-carrier inter- their convergence rates in [17], [18]. In fast-fading channels,
ference, maximum a posteriori probability estimation, low-rank inter-carrier interference (ICI) in OFDM systems could be
approximation. severe. In order to mitigate ICI, various detection structures
are proposed in [4] and an iterative channel estimator with ICI
I. I NTRODUCTION cancellation to maximize the signal-to-noise-plus-ICI ratio is
RTHOGONAL frequency division multiplexing derived in [5].
O (OFDM) is widely used for reliable data transmission
over frequency-selective channels without requiring a complex Maximum a posteriori probability (MAP) channel estima-
equalizer. Multiple-input multiple-output (MIMO) antennas tion algorithms generate optimal results. When applied to
and OFDM can be implemented to achieve a low error rate MIMO-OFDM systems, however, its complexity could be
and/or high data rate by flexibly exploiting the diversity gain prohibitively high for most applications. This paper develops
and/or the spatial multiplexing gain [1]–[3]. Realizing these an iterative channel estimation and data detection scheme for
gains requires the channel state information (CSI) at the mobile MIMO-OFDM systems for which ICI may not be
receiver, which is often obtained through channel estimation. neglected. The main contribution is on the derivation of a
There exist two main types of channel estimation schemes: reduced-complexity MAP channel estimator while maintaining
pilot-assisted schemes, in which a portion of the bandwidth is a high data-detection performance. In the proposed scheme,
allocated to training symbols [4], [5], and blind approaches, the LS algorithm that operates on pilot symbols only is
which can be implemented by exploiting the statistical prop- applied to obtain initial channel estimates for temporary sym-
erties [6] or the deterministic information of the transmitted bol decisions. Then, the ICI component is approximated and
symbol (e.g., finite alphabet, constant modulus, etc.) [7], [8]. canceled from the received signals. In fast-fading channels, LS
For pilot-assisted schemes, CSI can be estimated by exploiting estimates exploiting pilot symbols only might not be sufficient
the frequency correlation and/or the time correlation of the to provide a high detection performance. With the temporary
pilot and data symbols [9]. The estimates are in general data decisions and channel estimates, performance could be
reliable, but pilot symbols increase signaling overhead. On the significantly improved by applying a MAP estimator. The
other hand, blind estimation requires a long data observation major problem with the MAP estimator is that it requires
Manuscript received December 27, 2005; revised December 26, 2006 and inversion and multiplication of matrices of size N NT × N NT
July 11, 2007; accepted November 1, 2007. The associate editor coordinating for each OFDM symbol, where N is the number of subcarriers
the review of this paper and approving it for publication was J. Garcia-Frias. and NT is the number of transmit antennas. We derive an EM-
J. Gao was with the School of Electrical Engineering and Computer
Science, Oregon State University, Corvallis, OR 97331, USA. She is now with based MAP estimator, which, by exploiting the channel sta-
Intel Corporation, Santa Clara, CA 95052, USA (e-mail: tistical information and employing a low-rank approximation,
H. Liu is with the School of Electrical Engineering and Computer practically eliminates the need of frequent matrix inversions.
Science, Oregon State University, Corvallis, OR 97331, USA (e-mail: We show that the proposed scheme performs the same as the
Digital Object Identifier 10.1109/TWC.2008.051072. MAP estimator while its complexity is significantly lower.
c 2008 IEEE

Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

II. S YSTEM M ODEL A. MAP channel estimation with low-rank approximation and
Consider a system with NT transmit antennas and NR EM implementation
receive antennas. Sub-channels are defined as the spatial 1) LS estimation: As mentioned in Section I, the LS
channels from the u-th (1 ≤ u ≤ NT ) transmit antenna to the scheme is a pilot-assisted approach to obtain the initial es-
v-th (1 ≤ v ≤ NR ) receive antenna. In the transmitter, data timates. Let ps and M denote the pilot subcarrier spacing
are serial-to-parallel (S/P) converted and sent to NT transmit and the number of subcarriers dedicated to pilot symbols,
antennas for simultaneous transmission. Each sub-channel respectively. The received pilot vector at receive antenna v,
consists of L + 1 paths, and each OFDM symbol consists Y v(p) , and the transmitted pilot matrix D u(p) from antenna u
of N subcarriers. Let hv,u (l) denote the tap gain of path l for are written as Y v(p) = [Yv (0), Yv (ps ), · · · , Yv ((M − 1)ps )]T ,
the sub-channel from transmit antenna u to receive antenna v. D u(p) = diag[du (0), du (ps ), · · · , du ((M − 1)ps )], where
The channel has an exponentially decaying multipath power- diag[·] denotes a diagonal matrix. Applying Eq. (3) to pilot
delay profile which determines the power distribution among signals, we obtain
the taps, and the maximum tap delay is assumed to be shorter
than the OFDM guard interval. The power-delay profile is also Y v(p) = Q(p) hv + W v(p) (4)
assumed identical for all independent sub-channels, which is
represented as [19] where Q(p) = [D 1(p) F (p) , D 2(p) F (p) , · · · , D NT (p) F (p) ],
  hv = [hTv,1 , hTv,2 , · · · , hTv,NT ]T , and F (p) is an M × (L + 1)
E hv,u (l1 )h∗v,u (l2 ) = e−l1 /L δl1 l2 (1)
matrix with F (p) [k, l] = e−j2πkl/N , k = 0, ps , 2ps , · · · , (M −
where  = 1−e 1−e
−(L+1)/L is a normalization factor to ensure
1)ps , 0 ≤ l ≤ L, Wv (k) is the k-th element of M × 1 vector
 −l/L W v(p) .
 le = 1, δ denotes the Kronecker delta function, E{·}
denotes statistical expectation, and {·}∗ represents complex The LS estimate of hv is simply obtained as ĥv =
conjugate. Let H(l) denote the NR × NT spatial channel ma- (Q(p) )+ Y v(p) , where (·)+ denotes the pseudo-inverse. Since
 u)-th element is hv,u (l).From Eq. (1), it is easy
trix whose (v, Q(p) is an M × NT (L + 1) matrix, a unique LS solution
to obtain E vec{H(l1 )}vecH {H(l2 )} = 0NT NR , ∀l1 = l2 , exists if the number of pilot subcarriers M is not less than NT
where (·)H denotes Hermitian transpose, vec{H(l)} is an times the number of channel delay taps (L + 1). Calculating
NR NT ×1 vector constructed by stacking the columns of H(l), the inverse of an NT (L + 1) × NT (L + 1) matrix could be
and 0NT NR represents the NT NR × NT NR zero matrix. We computationally extensive. Thus, it is favorable to ignore the
write the discrete-time multipath channel coefficients along the channel taps whose magnitudes are small, like the method
delay path as hv,u = [hv,u (0), hv,u (1), · · · , hv,u (L)]T , where of significant tap catching (STC) proposed in [14]. With Lr
(·)T denotes transpose. We also define significant taps (Lr < L + 1), the required computation is

L reduced to the inversion of an NT Lr ×NT Lr matrix. However,
Hv,u (k) = hv,u (l)e−j2πkl/N , 0 ≤ k ≤ N − 1 (2) an irreducible error floor is introduced since the power-delay
l=0 profile cannot be completely represented by the Lr taps [18],
which represents the frequency response of the channel for the [20].
k-th subcarrier. In a vector-matrix form, Hv,u (k) is the k-th An EM-based scheme that provides a more reliable chan-
element of the N ×1 vector F hv,u , where F is an N ×(L+1) nel estimate than the STC scheme while avoiding the in-
matrix with F [k, l] = e−j2πkl/N , 0 ≤ k ≤ N − 1, 0 ≤ l ≤ L. version of large-size matrices is introduced and compared
The discrete-time transmitted signal at the n-th sam- with the SAGE algorithm in terms of convergence rate in
  interval from antenna u is expressed as su (n) = [17], [18]. This algorithm transforms the estimation process
N −1 of multiple-input channels into the estimation of a series
k=0 du (k)e , where du (k) is the transmitted
Es j2πnk/N
of independent single-input single-output (SISO) channels.
symbol at the k-th subcarrier from the u-th antenna and Es is (κ) (κ) (κ)
the data symbol energy per subcarrier. Since the guard interval In the E-step, Ŷ v,u(p) = D u(p) F (p) ĥv,u and r̂ v,u(p) =
 NT (κ) 
is not shorter than the maximum delay of the channel, there Ŷ v,u(p) + βu Y v(p) − u=1 Ŷ v,u(p) are computed for u =
is no intersymbol interference. For simplicity of notation, we
where superscript (κ) represents the κ-th sub-
1, 2, . . . , NT , 
let the symbol energy per subcarrier be normalized to 1. The NT
received signal on the k-th subcarrier of antenna v is given by
iteration and u=1 βu = 1. Typically, βu , u = 1, · · · , NT ,
are chosen as β1 = · · · = βNT . In the M-step, channel

coefficients are estimated as ĥv,u
= FH −1 (κ)
Yv (k) = du (k)Hv,u (k) + Wv (k) (3) (p) D u(p) r̂ v,u(p) .
u=1 Since D u(p) is a diagonal matrix, D u(p) can be obtained via
N −1 division only. The channel estimates can be initially set as
where Wv (k) = √1N n=0 wv (n)e−j2πnk/N and wv (n) is (0)
the zero-mean additive white Gaussian noise (AWGN) with ĥv,u = 1L+1 , (1 ≤ v ≤ NR , 1 ≤ u ≤ NT ), where 1L+1 is an
variance N0 . (L + 1) × 1 vector whose elements are all 1’s.
With the channel coefficients ĥv,u estimated by the LS
III. L OW- COMPLEXITY MAP CHANNEL ESTIMATION WITH algorithm, the estimate of the channel frequency response for
ITERATIVE DATA DETECTION subcarrier k, Ĥv,u (k), is simply the k-th element of F ĥv,u ,
In this section, we first derive the proposed scheme assum- where F is an N × (L + 1) matrix given below (2).
ing a quasi-static channel. Then we extend the analysis to time- The received signals across all receive antennas on the
varying fading channels, where ICI needs to be considered. k-th subcarrier, Y (k), is expressed in a vector form as
Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

Y (k) = [Y1 (k), Y2 (k), · · · , YNR (k)]T . With Ĥv,u (k), data channel coefficients have a mean zero (i.e., μ = 0), it is
symbols d1 (k), · · · , dNT (k) can be detected after spatial de- straightforward to rewrite (8) as
multiplexing using a linear zero-forcing (ZF) filter or mini-
−1 −1 −1
mum mean square error (MMSE) scheme. Ĥ v,u = RH (RH + σ 2 (D H
u Du ) ) D u Y v,u . (9)
2) MAP estimation: Although the transmitted data could
be detected by employing the LS estimates of the channel Clearly, the inversion of the N ×N data-dependent correlation
coefficients, the performance will be significantly improved by matrix and the multiplication of two N × N matrices must be
employing a MAP channel estimator. The received signal vec- done for all sub-channels during each OFDM symbol interval.
tor on all subcarriers at antenna v, Y v = [Yv (0), · · · , Yv (N − 3) Complexity reduction via low-rank approximation: It
1)]T , can be expressed as was shown in [24] that matrix (D H u Du ) could be replaced
by E{(D u D u ) } at the expense of a slight performance

Y v = DH v + W v , v = 1, · · · , NR (5) degradation. Assuming a normalized constellation power and

equally probable constellation points and independent data
where D = [D 1 , · · · , D NT ], D u = diag[du (0), · · · , du (N − symbols, we can easily show that E{(D H u Du )
} = αI N ,
1)], W v = [Wv (0), · · · , Wv (N − 1)]T , and H v = where α equals 1, 1.8889, and 2.6854 for QPSK, 16-QAM,
[(H v,1 )T , · · · , (H v,NT )T ]T , whose u-th block is expressed and 64-QAM, respectively. Thus, Eq. (9) can be approximated
as H v,u = F hv,u . as
As mentioned in Section I, the major problem with the Ĥ v,u ≈ RH (RH + σ 2 αI N )−1 D −1
u Y v,u . (10)
MAP estimator is that it needs to invert an N NT × N NT
data-dependent correlation matrix and an N × (N NT ) data The approximation in (10) effectively avoids the frequent
matrix D, where the data-dependency requires the inversion inversion and multiplication of N × N matrices for every
be carried out for each OFDM symbol. The computational OFDM symbol (note again that D −1 u is a diagonal matrix).
load becomes prohibitively high when N NT is large. This The complexity can be further reduced by exploiting low-
partly motivates us to apply the EM algorithm to be described rank approximation to the matrices involved in the MAP
at the end of Section III to decompose the MIMO channel estimation process. Let Γ = RH (RH + σ 2 αI N )−1 . It was
into NT SISO channels. After the decomposition, the data shown in [25] that Γ can be optimally approximated by
matrix reduces to an N × N diagonal matrix whose inversion an N × N matrix Γm with low rank. The optimal rank
is trivial. The data-dependent correlation matrix also reduces reduction can be achieved by minimizing the trace of the extra
to size N × N , and we derive a low-rank approximation to covariance as min tr[(Γ − Γm )(RH + σ 2 αI N )(Γ − Γm )T ].
practically avoid matrix inversion. It is more convenient
NT to Γm
write the received vector at antenna v as: Y v = u=1 Y v,u The solution will make Γm (RH + σ 2 αI N )1/2 the best low-
and Y v,u = D u H v,u + Wv,u . Since the EM algorithm can rank approximation for Γ(RH + σ 2 αI N )1/2 .
decompose the NT spatialy multiplexed channels given in Y v , Since the correlation matrix RH is Hermitian and positive
we develop the MAP estimator based on above expression. semidefinite, we can write RH = U ΛU H , where U is a
With the received signal at antenna v, the optimal MAP unitary matrix and Λ is a diagonal matrix whose diagonal el-
estimator maximizes the probability density function (pdf) of ements λm , m = 0, 1, · · · , N−1, are the eigen values of RH .
H v,u conditioned on the received signal and the transmitted The MAP channel estimate given in (10) can be expressed as
data matrix as [21] Ĥ v,u = U Λ(Λ + σ 2 αI N )−1 U H D −1 u Y v,u . We also have

Γ(RH + σ 2 αI N )1/2 = U ΛU H (U (Λ + σ 2 αI N )U H )−1/2 =
Ĥ v,u = arg max f H v,u |Y v,u , D u
−1/2 H
H v,u U Λ Λ + σ 2 αI N U , where we have applied the prop-

erty (U (Λ + σ 2 αI N )U H )1/2 = U (Λ + σ 2 αI N )1/2 U H in
= arg max f Y v,u |H v,u , D u f (H v,u |D u ) (6)
H v,u obtaining the second equality.
Let Δ = Λ(Λ + σ 2 αI N )−1 . The optimal low-rank approx-
where imation for Δ would then be

f (Y v,u |H v,u , D u ) = π −1 |RN |−1 · λ0 λL
Δm = diag · · · 0 · · · 0 . (11)
exp(−(Y v,u − D u H v,u )H R−1
N (Y v,u − D u H v,u )) (7a) λ0 + σ 2 α λL + σ 2 α
−1 −1 −1
f (H v,u |D u ) = π |RH | exp(−H H
v,u RH H v,u ). (7b) Therefore, the low-rank approximated channel estimate based
on (10) is expressed as
It was shown in [21], [22] that the MAP estimate of H v,u
can be expressed as Ĥ v,u ≈ U Δm U H D −1
u Y v,u . (12)

Ĥ v,u = μ+RH D H u D u R H D H
u + R N Y v,u − D u μ As shown in the Appendix, given the channel length L, the
(8) (m, n)-th element of the correlation matrix RH can be derived
to be [RH ]m,n =  l=0 e−l/L e−j2π(m−n)l/N .
where RN is the correlation matrix of the zero-mean noise
vector, and μ and RH denote, respectively, the mean and 4) Decomposition using EM algorithm: To estimate the
corrrelation matrix of H v,u . In a quasi-static channel, RN coefficients for the channel vectors from all transmit antennas,
is expressed as RN = σ 2 I N , where I N is the N × N the EM algorithm to decompose the MIMO channel into SISO
identity matrix and σ 2 = σAWGN
/NT . Considering that the channels can be efficiently implemented as
Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

E-step: for u = 1, 2, . . . , NT , ζv,u (k) is given as [4]

(g) (g) 
N −1
Ŷ v,u = D u U Δ+ H
2 1
m U F ĥv,u (13a) σICI = 2 N+
(g) (g) 
(g) m=0, m=k
r̂ v,u = Ŷ v,u + βu Y v − Ŷ v,u (13b) 

N −1
u=1 2 (N −n)J0 (2πfd Ts n) cos 2π(m−k) . (16)
where, as the EM-LS scheme, superscript (g) represents
NT the g-
th sub-iteration and βu , u = 1, · · · , NT , satisfy u=1 βu = 1 Therefore, with the modification of the noise variance in
and are typically chosen as β1 = · · · = βNT . Note that the (9)−(11) as σ 2 = σICI
2 2
+ σAWGN /NT , the proposed scheme
L + 1 non-zero diagonal elements of Δ+ m is easily obtained
can be readily applied for time-varying channels.
to be λmλ+σm
, m = 0, 1, 2, · · · , L. When ICI is severe, it is necessary to cancel it in the
M-step: in order to minimize the detection error, the esti- detection process. The channel transfer function can be ap-
mated channel coefficients are updated as proximated using the first-order Taylor series expansion as

[5] Hv,u (k, n) = Hv,u (k, n0 ) + Hv,u (k, n0 )(n − n0 ). The ICI
(g+1) (g) component ζv,u (k), k = 0, 1, · · · , N − 1, defined in (15) can
ĥv,u = F H U Δm U H D −1
u r̂ v,u . (14)
be rewritten as
Since D u is a diagonal matrix, D −1 u can be obtained by 
N −1

division only; thus practically no matrix inversion is required ζv,u (k) = Hv,u (m, n0 ) Ξk (m)d(m) (17)
for the proposed EM-based MAP channel estimator. Also, m=0
N −1
for practical scenarios, the SVD of RH can be calculated where Ξk (m) = N1 n=0 (n − n0 )ej2πn(m−k)/N . Let Ξ be
in advance and updated infrequently. Increasing the number an N × N matrix whose (k, m)-th element is Ξk (m), k, m =
of sub-iterations G will result in better quality of the channel 0, 1, · · · , N − 1. With the initial estimate of the channel and
estimates. However, as will be shown in Section IV, for most the temporary symbol decisions for all the subcarriers, the ICI
common MIMO-OFDM configurations and fading rates, the component is approximated as
performance saturates quickly as G increases; thus, a large G 
is typically unnecessary. ζ̂ v,u = ΞH v,u d̂u (18)

where ζ̂ v,u = [ζ̂v,u (0), ζ̂v,u (1), · · · , ζ̂v,u (N − 1)]T ,

B. Implementation in time-varying fading channels d̂u = [dˆu (0), dˆu (1), · · · , dˆu (N − 1)]T , and H v,u =
diag[Hv,u (0, n0 ), Hv,u (1, n0 ), · · · , Hv,u (N − 1, n0 )]. The
The proposed scheme can be easily extended and ap- 

plied to the time-varying channels. In this case the chan- first-order derivative of the channel response, Hv,u (k, n0 ),
nel coefficients at time nTs , hv,u (n, l), are assumed to can be estimated by calculating the difference of H̄v,u (k)
be constant in one sampling interval Ts , which is related between two consecutive OFDM symbols [5]. The ICI
to the OFDM symbol duration T as Ts = T /N , and component is then canceled Nbefore the next iteration of data
change over different sampling intervals according to the detection as Ŷ v = Y v − u=1 T
ζ̂ v,u , where Y v was given in
channel correlation property E hv,u (n1 , l1 )h∗v,u (n2 , l2 ) = (5). Once the ICI component is canceled from the received
signal, both channel estimation and data detection should be
J0 (2πfd Ts (n2 − n1 )) e−l1 /L δl1 l2 , where J0 (·) is the zeroth
significantly improved.
order Bessel function of the first kind, fd is the maximum
The block diagram of the proposed MAP channel estimator
Doppler shift of the channel.
with iterative data detection for MIMO-OFDM systems is
Time-varying fading causes ICI; thus (3) must be modified
shown in Fig. 1. The receiver employs an LS channel estimator
to obtain the initial estimate of the channel coefficients for all

NT the sub-channels by exploiting only the pilot signals, followed
Yv (k) = du (k)H̄v,u (k) + ζv (k) + Wv (k) (15) by an MMSE data detector. Once the temporary data decisions
u=1 (D u ) are available, the ICI component can be approximated
N −1 and canceled from the received signal. The received signals
where H̄v,u (k) = N1 n=0 Hv,u (k, n) denotes the mean after ICI cancellation, the temporary symbol decisions, and
value of the channel response for the k-th subcarrier, the statistical information of the channel are then processed by
the proposed MAP estimator to obtain more accurate channel
Hv,u (k, n) = hv,u (n, l)e−j2πkl/N , ζv (k) = ζv,u (k),
l=0 u=1
parameters (Ĥ v,u ). In the next iteration, the temporary data

N −1 
N −1 decisions are used to estimate the ICI component given by
and ζv,u (k) = du (m) Hv,u (m, n)ej2πn(m−k)/N (18), which is subsequently canceled from the received signal.
N m=0
n=0 The channel parameters are then updated following (13) and
represents the ICI component. For most common OFDM (14).
systems, the number of subcarrier is a large number (e.g., The MAP estimator can be derived using (5). Its com-
128 or greater). Therefore, the ICI component ζv,u (k) can plexity is approximately as follows. For each OFDM symbol,
be approximated as a zero-mean Gaussian random variable the pseudo-inverse of a data matrix of size N × N NT :
by invoking the central limit theorem [23]. The variance of O(N 3 )); inversion of a data-dependent correlation matrix of
Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

1 1

. .
. . LS
. . OFDM

EM-based MAP
Channel Estimation

ICI Cancellation

Fig. 1. Block diagram of the iterative channel estimation and data detection scheme.

G=3 cyclic prefix of 16 samples is inserted at the beginning of
G=9 each OFDM symbol. The pilot subcarrier spacing ps is 4;
thus the absolute pilot spacing in the frequency domain equals
4/(N Ts ). Note that data symbol energy Es for all simulation
results is the energy spent in information-bearing symbols
only and is not adjusted by the energy spent in pilots. Since
the multipath spread of the channel is assumed to be LTs ,

the channel coherence bandwidth is approximately equal to

1/(LTs ). Let R be the ratio of the absolute pilot spacing
10 to the channel coherence bandwidth, i.e., R = 4L N . Since
the grid density of the pilot symbols must satisfy the 2-D
sampling theorem in order to recover channel parameters [26],
the pilot spacing must be less than or equal to half of the
coherence bandwidth of the channel, which results in R ≤ 0.5.
5 10 15 20
The channel is assumed to have 15 multipath components
E /N (dB)
s 0 (L = 14).
We use the normalized Doppler shift fd T to measure fading
Fig. 2. The effect of the number of sub-iterations in the EM process (NT =
2, NR = 3). rates. In terrestrial digital video broadcasting 2k mode (DVB-
T) systems, if the vehicle speed is v = 134.8 km/h, the
normalized Doppler shift is obtained to be fd T = 0.02 [5]
(the maximum absolute Doppler shift fd = fc v/c is applied),
size N NT × N NT : O((N NT )3 ); and multiplication of two which is considered to be a fairly fast-fading scenario for
N NT ×N NT matrices: O((N NT )3 ). The significance of (12) mobile environments.
as a result of the approximation in (10) and the low-rank
Fading processes are piecewise-constant approximated, al-
approximation and the EM algorithm is that the inversion
lowing the channel coefficients to be constant in one sampling
and multiplication of matrices mentioned above are practically
interval and change over different sampling intervals within
eliminated (note that D u and Δm are diagonal matrices).
one OFDM symbol period according to the correlation func-
Additionally, as mentioned at the end of Section III-A.3, even
tion described in Section III-B. There are many methods to
if fd changes, an SVD to re-calculate U is not needed, as long
generate the fading coefficients [27]–[30], and we adopt the
as fd T is not unrealistically large. The only change needed
one described in [28] since it gives a better autocorrelation
to reflect the change in fd is to re-calculate Δm given in
property of the fading process than the one in [27].
(11), which is trivial due to the special form of Δm , once
the variance of ICI as a result of fast fading is estimated. The number of sub-iterations in the EM process, G, affects
However, in the EM process, steps given in (13) and (14) need the receiver bit error rate (BER). Fig. 2 shows that, for
to be executed g times (e.g., g = 9) for each OFDM symbol. the common set of system parameters chosen, BER does
Although the exact complexity of these steps are difficult to not further improve after G = 9 sub-iterations. Hence, in
quantify, it is far lower than O((N NT )3 )) since all matrices obtaining the rest of the simulation results, G = 9 with
involved are either fixed (e.g., U and F , which do not need to step sizes of β1 = β2 = . . . = βNT = 1/NT will be
be updated on a per OFDM symbol basis) or diagonal (e.g., adopted. Fig. 3 compares the error performance of receivers
Δm and D u ). that employ the LS, the MAP, and the proposed scheme for
(2, 2) (i.e., NT = 2, NR = 2) and (2, 3) MIMO-OFDM
systems. Performance of the ideal case that assumes perfect
IV. S IMULATION R ESULTS AND D ISCUSSION CSI is used as the baseline performance. The proposed EM-
Simulation results are obtained for MIMO-OFDM systems MAP scheme performs almost the same as the normal MAP
with N = 128 subcarriers employing QPSK modulation. A scheme; the performance degradation as a result of reducing
Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

which works well in fast-fading channels. The estimator does
not need to invert large-size matrices, resulting in a much
-1 ( NT = 2, N R = 2 ) lower complexity than existing schemes, while achieving
the optimal performance of MAP channel estimation. The
iterative process also enables one to incorporate approximation
-2 and cancellation of the ICI component for high-performance
detection. Simulation results demonstrate the great robustness

of the proposed scheme to fast time-varying fading. With a

-3 ( NT = 2, N R = 3) fading rate as high as fd T = 0.02, the proposed scheme
achieves an error performance that is 2 dB better than the
LS estimator and is about 2 dB worse than the ideal case that
-4 LS channel estimation
EM-based MAP channel estimation
assumes perfect channel estimates.
MAP channel estimation
Perfect channel estimation
Es /N0(dB)
N −1
Recall that H̄v,u (k) = n=0 Hv,u (k, n) and
Fig. 3. Performance comparison of various channel estimation schemes Hv,u (k, n) = l=0 h v,u (n, l)e . Applying Eq.
(fd T = 0.02, pilot subcarrier spacing ps = 4). (1), we obtain the (m, n)-th element of the correlation matrix
RH as
10  ∗

R=0.4375 [RH ]m,n = E H̄v,u (m)H̄v,u (n)
 L N −1
Perfect channel estimation 1
= 2
E e N hv,u (n1 , l1 )·
−2 N
10 l1 =0 n1 =0

L N  j2πnl2
hv,u (n2 , l2 )e N

l2 =0 n2 =0


−j2π(m−n)l 1
=  e−l/L e N ·
N −1 N
J0 (2πfd Ts (n2 − n1 )) . (19)
n1 =0 n2 =0

For most application scenarios, the normalized Doppler shift
5 10
15 20 fd T is smaller than 0.05. In such a case, and noting that Ts =
T /N , J0 (2πfd Ts (n2 − n1 )) ≈ 1. Thus
Fig. 4. The effect of the ratio of pilot spacing to channel coherence bandwidth
(NT = 2, NR = 3).

[RH ]m,n ≈  e−l/L e N . (20)

complexity using (10) and the low-rank approximation in (12) R EFERENCES

is negligible. Compared with the LS estimator, the proposed
[1] H. Bolckei, D. Gesbert and A. J. Paulraj, “On the capacity of OFDM-
scheme achieves an improvement of approximately 2 dB. based spatial multiplexing systems,” IEEE Trans. Commun., vol. 50,
For the cases simulated, the performance gap between the pp. 225–234, Feb. 2002.
proposed scheme and the ideal case is within about 2 dB. [2] J. Akhtar and D. Gesbert, “A closed-form precoder for spatial multiplex-
ing over correlated MIMO channels,” in IEEE Proc. Globecom’03, vol. 4,
The effect of the ratio of pilot spacing to the channel coher- pp. 1847–1851, Dec. 2003.
ent bandwidth on the BER performance of a (2, 3) MIMO- [3] D. Shiu, G. J. Foschini, M. J. Gans, and J. M. Kahn, “Fading correlation
OFDM system operating at a fading rate of fd T = 0.02 is and its effect on the capacity of multi-element antenna systems,” IEEE
Trans. Commun., vol. 48, pp. 502–513, Mar. 2000.
shown in Fig. 4. As expected, the lower the ratio, the better [4] Y. -S Choi, P. J. Voltz, and F. A. Cassara, “On channel estimation and
the performance. However, with the same channel scenario detection for multicarrier signals in fast and selective Rayleigh fading
and system configuration, a lower value of R results in a channels,” IEEE Trans. Commun., vol. 49, pp. 1375–1387, Aug. 2001.
[5] S. Tomasin, A. Gorokhov, H. Yang, and J. Linnartz, “Iterative interference
lower spectral efficiency. The performance gap between the cancellation and channel estimation for mobile OFDM,” IEEE Trans.
proposed scheme and the ideal case increases as R increases. Wireless Commun., vol. 4, pp. 238–245, Jan. 2005.
[6] B. Muquet and M. de Courville, “Blind and semi-blind channel iden-
tification methods using second order statistics for OFDM systems,” in
Proc. IEEE Int. Conf. Acoustics, Speech, and Signal Processing , vol. 5,
V. C ONCLUSION pp. 2745–2748, Mar. 1999.
[7] M. C. Necker and G. L. Stuber, “Totally blind channel estimation for
We have derived an EM-based MAP channel estimator with OFDM on fast varying mobile radio channels,” IEEE Trans. Wireless
iterative estimation and detection for MIMO-OFDM systems, Commun., vol. 3, pp. 1514–1525, Sept. 2004.

Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.

[8] N. Chotikakamthorn and H. Suzuki, “On identifiability of OFDM blind [19] T. Lv, H. Li, and J. Chen, “Joint estimation of symbol timing and
channel estimation,” in Proc. IEEE Veh. Technol. Conf., vol. 4, pp. 2358– carrier frequency offset of OFDM signals over fast time-varying multipath
2361, Sept. 1999. channels,” IEEE Trans. Signal Processing, vol. 53, pp. 4526–4535, Dec.
[9] D. Gesbert, H. Bolcskei, D. Gore, and A. Paulraj, “Outdoor MIMO 2005.
wireless channels: Models and performance prediction,” IEEE Trans. [20] Y. Xie and C. N. Georghiades, “An EM-based channel estimation algo-
Commun., vol. 50, pp. 1926–1934, Dec. 2002. rithm for OFDM with transmitter diversity,” in Proc. IEEE Globecom’01,
[10] S. Coleri, M. Ergen, A. Puri, and A. Bahai, “Channel estimation San Antonio, TX, vol. 2, pp. 871–875, Nov. 2002.
techniques based on pilot arrangement in OFDM systems,” IEEE Trans. [21] H. Meyr, M. Moeneclaey, and S. A. Fechtel, Digital Communication
Broadcast., vol. 48, no. 3, pp. 223–229, Sept. 2002. Receivers: Synchronization, Channel Estimation, and Signal Processing.
[11] T. L. Tung and K. Yao, “Channel estimation and optimal power Wiley Series in Telecommuni. and Signal Processing, 1998.
allocation for a multiple-antenna OFDM system,” EURASIP J. Applied [22] X. Deng, A. M. Haimovich, and J. Garcia-Frias, “Decision directed
Signal Processing , vol. 2002, pp. 330–339, Mar. 2002. iterative channel estimation for MIMO systems,” in Proc. IEEE ICC’03,
[12] D. Schafhuber, G. Matz, and F. Hlawatsch, “Kalman tracking of time- vol. 4, pp. 2326–2329, May, 2003.
varying channels in wirelss MIMO-OFDM systems,” in Proc. 37th [23] M. R. Spiegel, Theory and Problems of Probability and Statistics. New
Asilomar Conf. Signals, Systems, Computers, Pacific Grove, CA, vol. 2, York: McGraw-Hill, 1992.
pp. 1261–1265, Nov. 2003. [24] O. Edfors, M. Sandell, J. Beek, and S. Wilson, “OFDM channel
[13] K. Han, S. Lee, J. Lim, and K. Sung, “Channel estimation for OFDM estimation by singular value decomposition,” IEEE Trans. Commun.,
with fast fading channels by modified Kalman filter,” IEEE Trans. vol. 46, pp. 931–939, July 1998.
Consum. Electron., vol. 50, pp. 443–449, May 2004. [25] L. L. Scharf, Statistical Signal Processing: Detection, Estimation, and
[14] Y. Li, “Simplified channel estimation for OFDM systems with multiple Time Series Aanlysis. Addison-Wesley, 1991.
transmit antennas,” IEEE Trans. Wireless Commun., vol. 1, no. 1, pp. 67– [26] Y. Li, “Pilot-symbol-aided channel estimation for OFDM in wireless
75, Jan. 2002. systems,” IEEE Trans. Veh. Technol., vol. 49, pp. 1207–1215, July 2000.
[15] G. L. Stuber, J. R. Barry, S. W. McLaughlin, Y. Li, M. A. Ingram, and [27] W. C. Jakes, Microwave mobile communications. New York: John Wiley
T. G. Pratt, “Broadband MIMO-OFDM wireless communications,” Proc. and Sons, Inc., 1974.
IEEE, vol. 92, pp. 271–294, Feb. 2004. [28] P. Dent, G. E. Bottomley, and T. Croft, “Jakes fading model revisited,”
[16] I. Barhumi, G. Leus, and M. Moonen, “Optimal training design for Electron. Lett., vol. 29, pp. 1162–1663, June 1993.
MIMO OFDM systems in mobile wireless channels,” IEEE Trans. Signal [29] Y. Zheng and C. Xiao, “Simulation models with correct statistical
Processing, vol. 51, pp. 1615–1624, June 2003. properties for Rayleigh fading channels,” IEEE Trans. Commun., vol. 51,
[17] J. A. Fessler and A. O. Hero, “Space-alternating generalized expectation- pp. 920–928, June 2003.
maximization algorithm,” IEEE Trans. Signal Processing, vol. 42, [30] Y. X. Li and X. Huang, “The simulation of independent Rayleigh
pp. 2664–2677, Oct. 1994. faders,” IEEE Trans. Commun., vol. 50, pp. 1503–1514, Sept.
[18] Y. Xie and C. N. Georghiades, “Two EM-type channel estimation 2002.
algorithms for OFDM with transmitter diversity,” IEEE Trans. Commun.,
vol. 51, pp. 106–115, Jan. 2003.

Authorized licensed use limited to: VELLORE INSTITUTE OF TECHNOLOGY. Downloaded on August 4, 2009 at 07:13 from IEEE Xplore. Restrictions apply.