A Multipath Channel

Estimation Algorithm using

the Kalman Filter.

Rupul Safaya
 Organization

 Introduction
 Theoretical Background
 Channel Estimation Algorithm
 Conclusions
 Future Work

2
Introduction

3
Definitions:
 Channel: In its most General sense can describe everything from
the source to the sink of the radio signal. Including the physical
medium.
 In this work “Channel” refers to the physical medium.
 Channel Model: Is a mathematical representation of the transfer
characteristics of the physical medium.
 Channel models are formulated by observing the characteristics of the received
signal.
 The one that best explains the received signal behavior is used to model the
channel.
 Channel Estimation: The process of characterizing the effect of the
physical medium on the input sequence.

4
General Channel Estimation
Procedure

T r a n s m it t e d s e q u e n c e A c tu a l
R e c e iv e d S ig n a l
x(n)
Channel
Y (n)

E rro r
+ S ig n a l
e (n )
+

-
E s t im a t e d
Channel
M odel E s t im a te d
S ig n a l

Yˆ (n)

E s tim a tio n A lg o r it h m

5
 Aim of any channel estimation procedure:
 Minimize some sort of criteria, e.g. MSE.
 Utilize as little computational resources as possible allowing
easier implementation.
 A channel estimate is only a mathematical estimation of
what is truly happening in nature.
 Why Channel Estimation?
 Allows the receiver to approximate the effect of the channel on
the signal.
 The channel estimate is essential for removing inter symbol
interference, noise rejection techniques etc.
 Also used in diversity combining, ML detection, angle of arrival
estimation etc.

6
Training Sequences vs.
Blind Methods
There Are two Basic types of Channel Estimation Methods:
Training Sequence methods:
 Sequences known to the receiver
are embedded into the frame and
sent over the channel.
 Easily applied to any
communications system.
 Most popular method used today.
 Not too computationally intense.
 Has a major drawback: It is
wasteful of the information
bandwidth.
Blind Methods:
 No Training sequences required
 Uses certain underlying
mathematical properties of the
data being sent.
 Excellent for applications where
bandwidth is scarce.
 Has the drawback of being
extremely computationally
intensive
 Thus hard to implement on real
time systems.
7
Algorithm Overview
 Consider a radio communications system using training sequences to
do channel estimation.
 This thesis presents a method of improving on the training sequence
based estimate without anymore bandwidth wastage.
 Jakes Model: Under certain assumptions we can adopt the Jakes
model for the channel.
 This allows us to have a second estimate independent of the data based
(training sequence) estimate.
 The Kalman estimation algorithm uses these two independent
estimates of the channel to produce a LMMSE estimate.
 Performance improvement: As a result of using the Jakes model in
conjunction with the data based estimates there is a significant gain in
the channel estimate.

8
Theoretical Background

9
Signal Multipath

P a th 2

B u ild in g

D ir e c t P a th

M o b ile T e r m in a l
P a th 3
B a s e S t a t io n

T a ll B u ild in g s

10
Multipath
 Signal multipath occurs when the transmitted signal arrives at the
receiver via multiple propagation paths.
 Each path can have a separate phase, attenuation, delay and
doppler shift associated with it.
 Due to signal multipath the received signal has certain undesirable
properties like Signal Fading, Inter-Symbol-Interference, distortion
etc.
 Two types of Multipath:
 Discrete: When the signal arrives at the receiver from a limited number
of paths.
 Diffuse: The received signal is better modeled as being received from a
very large number of scatterers.

11
Diffuse Multipath
 The Signal arrives via a continuumof multipaths.
Thus the received signal is given by:

 ~ ~(τ;t)~
y(t)  α ~(,t)
s(tτ)dτwhere α is the complex


attenuation at delay  and time t and ~s t is the

signal sent
 The LowPass time variant impulse response is:
~ j2f 
 h(;t) (;t)e C where f is the carrier frequency.
C

 If the signal is bandlimited then the channel can

be represented as a tap-delayed line with time-
varying coefficients and fixed tap spacing. 12
Tap Delayed Line Channel
Model
~
s(t) sc(t) jss(t) Delay Delay Delay
Ts Ts Ts
g~M (t) ~
g (t) g~1(t) g~0(t) g~M1(t)
M1
g~M(t)

M
2
A tte n u a to r M
M1  M 1 A tte n u a to r
2
2 2
A tte n u a to r A tte n u a to r
 1 0
2 2
A tte n u a to r A tte n u a to r


~
y(t)

13
Tap-Delay Line Model
 T h e re c e iv e d s ig n a l c a n b e w ritte n a s :
~y ( t )   m
 g~ ( t ) ~s ( t  ) w h e re :
m W
m
1 ~ m
 g~ ( t )  h ( ;t) is th e s a m p le d (in th e  d o m a in ) c o m p le x
m W W
lo w -p a s s e q u iv a le n t im p u ls e re s p o n s e . W : is th e B a n d w id th o f
th e B a n d p a s s S ig n a l
:
 W S S U S (W id e S e n s e S ta tio n a ry U n c o rre la te d
S c a tte r in g ) : A s s u m in g W S S U S th e d e la y p ro file a n d s c a tte rin g
fu n c tio n a re a s fo llo w s :
1 ~ * ~
 M u ltip a th In te n s ity P ro file : R ( )  E h ( , t ) h ( , t )  T h is
C 2  
d e fin e s th e v a ria tio n o f a v e ra g e re c e iv e d p o w e r w ith d e la y .
D e la y s p re a d is th e ra n g e (in d e la y ) fo r w h ic h th e a v e ra g e
p o w e r is n o n -z e ro .
 S c a t t e r i n g f u n c t i o n : S (  ; v )  F [ R C (  )] T h i s d e s c r i b e s t h e p o w e r
s p e c tra l d e n s ity a s a fu n c tio n o f D o p p le r fre q u e n c y (fo r fix e d
d e la y )
14
Tap gain functions
 Complex Gaussian process: Assuming infinite
scatterers, as a consequence of the Central Limit
Theorem, we can model the impulse response as a
complex Gaussian process.
 Rayleigh: If there is no one single dominant path, then the
process is zero mean and the channel is Rayleigh fading.
 Ricean: If there is asingle dominant path then the process is non-
zero-mean and the channel is Ricean.
 The tap gain functions are then sampled complex
gaussian processes.

15
Model Parameters
 The tap-delay model requires the following
information.
 Number of taps are TMW+1. Where TM is the delay spread and W
is the information bandwidth.
 Tap Spacing is: 1/W.
 Tap gain functions are discrete time complex Gaussian processes
with variance given by the Multipth spread and PSD given by the
scattering function.
 Tap gain functions as key: Once having specified the
tap spacing and the number, it only remains to track
the time varying tap gain functions in order to
characterize the channel as modeled by the tap-delay
line.
 Jakes model: The Jakes model (under certain
assumptions) assigns the spectrum and autocorrelation
to the tap-gain processes.

16
Jakes Model

P r o p a g a tio n
B a s e S ta tio n
P a th

M o b ile
V e h ic le V e lo c it y

 Assume plane waves are incident upon an omni-

directional antenna from stationary scatterers.
 There will be a doppler shift induced in every wave.
 Function of angle of arrival, carrier frequency and
the receiver velocity.
17
Bo
un
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hif
t
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op
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isg
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ven
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r
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cl
eve
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oci
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y,
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
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nd
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thu
sbo
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nde
d.

 Narrowband process: Since the Doppler spectrum is

bounded, the electric field at the receiver is a
narrowband process.
 Complex Gaussian Process: Assuming infinite
scatterers and using the Central Limit theorem for
narrowband processes, the received electric field is
approximately a complex gaussian process. 18
Jakes Spectrum

 U n ifo rm a n g le o f a rriv a l: A s s u m e th a t th e re c e iv e d
p o w e r is u n ifo rm ly d is trib u te d o v e r th e a n g le o f a rriv a l.
 C o n s ta n t v e h ic le v e lo c ity : F in a lly th e a s s u m p tio n is
m a d e th a t th e v e h ic le is n o t a c c e le ra tin g .
 P o w e r s p e c tru m e x p re s s io n :
 2  1 /2
  f  f 
 S ( f )  1   C   w h e re f is th e c a rrie r fre q u e n c y a n d f is
 f   C m
  m  

th e d o p p le r s p re a d .
 S h a p in g F ilte r: T h e J a k e s s p e c tru m c a n b e s y n th e s iz e d
b y a s h a p in g filte r w ith th e fo llo w in g im p u ls e re s p o n s e :
 h j (t)  21 / 4  ( 3 ) fm (2  fm t) 1 / 4 J1 / 4 (2 fm t)
4

19
 Jakes Spectrum at a Doppler spread of 530 Hz.

20
The Channel Estimation
Algorithm

21
Introduction
 Aim: To improve on the data-only estimate.
 Jakes model: We have adopted the Jakes model for the radio channel.
 Tap-gains as auto-regressive processes: The Jakes power spectrum is
used to represent the tap-gains as AR processes.
 State-Space Representation: We have two independent estimates of
the process from the data-based estimate and the Jakes model.
 These are used to formulate a State-Space representation for the tap-gain
processes.
 An appropriate Kalman filter is derived from the state-space
representation.
 Derivation: The algorithm is developed first for a Gauss-Markov
Channel and then for the Jakes Multipath channel

22
AR representation of the
Tap-gains

S (n)
w(n) S (n  1)

.
.
.
U n it U n it U n it
 D e la y D e la y D e la y

S (n  N )

h1

. h2
.
. hN

 General form: Any stationary random process can be represented as an

infinite tap AR process.
 The current value is a weighted sum of previous values and the plant noise.

23
 D iffe re n c e E q u a tio n fo rm :
N
 S (n )  
i1
 iS (n  i)  w (n ) W h e re S (n ): is th e c o m p le x g a u s s ia n

p ro c e ss,  i a re th e p a ra m e te rs o f th e m o d e l. T h e m o d e l is d riv e n
by w (n ): A seq uence o f id e n tic a lly d is trib u te d z e ro -m e a n
C o m p le x G a u s s ia n ra n d o m v a ria b le s .
 S o lv in g fo r th e A R p a ra m e te rs : T h is c a n b e d o n e in tw o w a y s
 Y u le -W a lk e r e q u a tio n s o lu tio n : T h e a u to c o rre la tio n c o e ffic ie n t
o f th e p ro c e s s , is a n N (n u m b e r o f ta p s in th e A R m o d e l) o rd e r
d iffe re n c e e q u a tio n th a t c a n b e s o lv e d .
 P S D o f th e p ro c e s s : T h is m e th o d is m o re c o m p le x a n d in v o lv e s
fin d in g th e fo rm o f th e s h a p in g filte r fo r th e p ro c e s s P S D .

24
Data based estimator
 A s s u m p t io n : T h e c h a n n e l r e m a in s c o n s t a n t o v e r
t h e s p a n o f t h e t r a in in g s e q u e n c e .
 S p e c if ic s :
 T r a in in g s e q u e n c e : L e t t h e ‘M ’ le n g t h t r a in in g s e q u e n c e b e :
x   x 0 x 1 ..... .... x M 1 T
 C h a n n e l I m p u ls e R e s p o n s e : L e t th e ‘L ’ le n g th im p u ls e

r e s p o n s e b e h  h 0 h 1 h 2 . .. . h L  1 
~ ~ ~ ~ T

 R e c e iv e d s ig n a l: F o r c h a n n e l n o is e n C o f v a ria n c e  C
2
th e
re c e iv e d s ig n a l in v e c to r fo rm is g iv e n b y : Y  X h  nc. W h e re X is
a n L  N  1 L  T o e p litz m a trix c o n ta in in g d e la y e d v e rs io n s o f th e
tra in in g s e q u e n c e s e n t.

25
 Channel estimate: The data based estimate is given by
correlating the received signal with the training sequence:
 hˆ  ( X T X ) 1 ( X T Y )

 Estimation error: As expected the estimation error is a

~
function of the channel noise. It is given by h  ( X T X ) 1 ( X T nc )

 Error Covariance: The performance of the data based

estimator depends on the length of the training sequence and
its autocorrelation:
 PD   c2 ( X T X ) 1

 For an ideal training sequence autocorrelation the error

 c2
covariance is given by PD 
M

26
Tracking a Gauss-Markov
Channel

27
 A Gauss-Markov tap-gain process has an exponential autocorrelation.

28
Kalman Filter Derivation
 System M odel: Since the auto-correlation is
exponential, the tap gain is a simple first order A R
process:
 S ( n )   1 S ( n  1)  w ( n ) W here
S (n ) : is the complex gaussian tap-gain process.
 1 is the parameter of the AR model assum ed.
 O bservation M odel: Since the data based estimator
produces “noisy” estim ates of the process. The
follow ing model emerges:
 X (n)  S (n)  v (n) . W here
X(n) is the data based estim ate of S(n)
v(n) is the error of the data based estimate and
2
σ
σ  2
v
M
is the error variance
c

29
Kalman filter equations
 S c a la r K a lm a n filte r: G iv e n th e s ta te s p a c e
re p re s e n ta tio n , a s ta n d a rd s c a la r K a lm a n filte r is u s e d
to tra c k th e p ro c e s s .
 E q u a tio n s :
 T h e in itia l c o n d itio n s a re :
S ˆ ( 0 )=E  S(n)  0

w

P ( 1 )   2 and  2
v

 T h e K a lm a n g a in is g iv e n b y :
P (n )
k (n ) 
P ( n )   v2 ( n )
 T h e c u rre n t e s tim a te o f th e p ro c e s s , a fte r re c e iv in g th e d a ta e s tim a te is
g iv e n b y :
S ˆ cur (n)= S ˆ (n)  k(n) [ X(n)- S ˆ (n )]
 T h e p re d ic te d e s tim a te o f th e p ro c e s s is g iv e n b y :
S ˆ (n  1 )=  1 S ˆ cu r (n) 
 T h e c u rre n t e rro r c o v a ria n c e is g iv e n b y :
P cu r ( n )  1  k ( n )  P ( n )
 T h e p re d ic tio n e rro r c o v a ria n c e (M S E in th is c a s e ) is g iv e n b y :
P (n  1)   1
2
 P cur (n )  w
2

30
Simulation Parameters
 S y s t e m e q u a t i o n : S(n)  . 9 S(n  1 )  w(n)
 O b s e rv a tio n E q u a tio n : X (n )  S (n )  v(n )
 T h e f r a m e r a t e i s : R F  5  10 4 Frames/ sec . T h e s i m u l a t i o n i s r u n a t t h e

fra m e ra te .
 M  8 : T h e le n g th o f th e tra in in g s e q u e n c e . T h e c h a n n e l is a s s u m e d
to b e in v a ria n t fo r th e s e M b its .
 T h e s ig n a l to n o is e ra tio o f th e c h a n n e l, fo r E B  1 is :
E E
B
 B
 6 dB
N O 2 c
2

 T h us  c
2
 . 1256
 2
 T h e d a ta e s tim a to r v a ria n c e σ 2
V  c
 0.0157
M

 T h e v a ria n c e o f th e ta p g a in p la n t n o is e is σ 2
w  2 V
2
 0 . 0314

31
Results:

Channel Estimation for a single ray Gauss-Markov channel

32
MSE for the estimator:
 D e fin itio n :
 T h e c u rre n t M S E is :

P cur  E S(n)  Sˆ cur (n) S(n)  Sˆ cur (n) 

H

 T h e p re d ic tio n M S E is :

P  E S(n)  S ˆ (n) S(n)  S ˆ (n) 

H

 S te a d y S ta te :
 S im u la tio n R e s u lts :

 T h e s te a d y s ta te c u rre n t e rro r c o v a ria n c e is :

 T h e c u rre n t e rro r c o v a ria n c e is :
P curr  . 0113
P curr SS
 . 0113 Sim

 T h e s te a d y s ta te p re d ic tio n e rro r c o v a ria n c e is :

 T h e p re d ic tio n e rro r c o v a ria n c e is :
P Sim  . 0406
P SS  . 0406

 P e r f o r m a n c e I m p r o v e m e n t: W e c a n s e e th a t c o m p a re d to th e d a ta o n ly
e s tim a to r, th e re is a s ig n ific a n t im p ro v e m e n t:
 V
2
 P curr
 SS
 28 %
 V
2

33
Tracking a single Jakes
Tap-Gain Process

34
Single ray Jakes Channel
 Consider a single ray line of sight radio channel.
 More Complex Channel: The underlying channel model is no longer
a single tap AR process.
 AR representation: The tap-gain process with the Jakes spectrum is
a stationary process. We can represent it as an AR process.
 Parameters: We derive the co-efficients for the process from the closed
form expression of the Jakes channel-shaping filter.
 State-Space representation: Using the AR model and the data
based estimator, a state-space representation is derived.
 Kalman tracking filter: Similar to the Gauss-Markov case, a Kalman
filter to track the process is derived from the State-Space
representation.

35
AR representation of the
Jakes Process
 J a k e s S h a p in g F ilte r: T h e c lo s e d fo rm e x p r e s s io n o f th e
J a k e s filte r is g iv e n b y :
3
 h (t)  21 / 4  ( ) f (2 f t)  1 / 4 J
j
(2 f t) . W h e re  is th e G a m m a
4 m m 1/4 m

fu n c tio n a n d J
1/4
is th e fra c tio n a l B e s s e l fu n c tio n .

 F IR filte r: T h is e x p r e s s io n is s a m p le d to p ro d u c e th e F IR
J a k e s c h a n n e l s h a p in g filte r.
 O u tp u t: If th e in p u t to th is filte r is g a u s s ia n w h ite n o is e ,
th e n th e o u tp u t is s im p ly th e c o n v o lu tio n s u m :
M 1
 S (n )  
m 0
h j(m )w (n  m ) . W h e re M is th e lie n g th o f th e F IR filte r.

36
 Convolution as a MA sum: The convolution is nothing but a
weighted moving average of the white noise inputs.

w(n  1) w(n  2)
w(n  M  1)
w(n) U n it

.
.
.
U n it U n it
D e la y D e la y D e la y
.
. h hn- MN 1
.
h2
S (n)
h1 

h0

 Partial Fraction Inversion:

 A finite order MA model can be represented as an infinite order AR series
by the method of partial fractions as described by Box and Jenkins.
 Order Truncation: Obviously for our purposes an infinite order AR model
is impractical, so the infinite order AR model is truncated to order N. 37
Model Validation

 T r u n c a te d A R m o d e l: T h e a c c u r a c y o f th e tr u n c a te d m o d e ls in
r e p r e s e n tin g th e J a k e s p r o c e s s is s tu d ie d .
 P a r a m e te r s :
 f m  50 Hz . T h is i s t h e D o p p l e r b a n d w id t h o f th e c h a n n e l.
 F S  16  f m . T h is i s t h e J a k e s - s h a p in g - f ilte r s a m p lin g r a t e .
 F S PSD  5  10 3 samples / Hz . T h is is t h e J a k e s s p e c tr u m s a m p l in g f r e q u e n c y .
 N MA  64 . T h i s i s th e F I R s h a p in g f il te r l e n g th .
 N is th e l e n g th o f t h e tr u n c a te d A R m o d e l.
 P S D a n d a u to c o r r e la tio n :
 P S D is g iv e n b y th e a n a ly tic a l e x p r e s s io n :  2
S SS ( f )  W
2
N
1 
i 1
i e  j 2  fi

 A u to c o r r e la tio n w a s e s tim a te d b y a c tu a lly c r e a tin g th e p r o c e s s e s a n d

f in d in g th e ir a u to c o r r e la tio n s .
38
AR process length comparison

 Jakes spectrum for truncated AR processes.

39
 Jakes autocorrelation for truncated processes

40
Kalman filter Derivation
 S ta te S p a c e re p re s e n ta tio n : A s in th e p re v io u s c a s e ,
w e a re g o in g to re p re s e n t th e s y s te m u s in g th e S ta te -
S p a c e fo rm a n d d e riv e th e a p p ro p ria te K a lm a n filte r.
 S y s te m m o d e l: T h e A R fo rm o f th e J a k e s p ro c e s s is
N
 S (n )    S (n  i)  w (n )
i
. W h e re  i a re th e A R c o e ffic ie n ts
i  1

c a lc u la te d a n d N is th e o rd e r o f th e m o d e l u s e d .
 Its tw o e q u iv a le n t fo rm s a re :
      S(n-   
N  
S(n) . . 1 ) w(n)
 S(n- 1 )   11 .
2
. 0 0   S(n- 2 )   0 
     
 .    0 1 . 0 0  .    .  in m a trix fo rm
       
 .   0 . . . 0  .   . 
 S(n-N  1 )   0 0 0 1 0   S(n-N)   0 

an d S (n )  A S (n  1)  W (n ) in v e c to r fo rm .
41
  T h e s y s te m m a trix is d e fin e d a s :
  . .  
 11 .
2
. 0
N 
0 

 A   0 1 . 0 0 
 
 0 . . . 0 
 0 0 0 1 0 
 T h e P la n t n o is e c o v a ria n c e m a trix is
 σ w
2
0 . .0 
0
 _ H
  
 _   0 0 .... . 0 
 Q  E  W (n)  W (n)   

    0 0 0 ... 0 
 
 0 0 ... 0 
 O b s e rv a tio n E q u a tio n :
 X (n )  S (n )  v(n ) W h e re v (n ) is th e e rro r o f th e d a ta b a s e d
 2
e s tim a te w ith a v a ria n c e o f 2
σ  c
v M
 E x p re s s e d in m a trix a n d v e c to r fo rm :
 X(n)   S(n)   v(n) 
 X(n- 1 )   S(n- 1 )   v(n- 1 ) 
     
  .   .   .  o r X (n )  H  S (n )  v (n )
     
 .  .  . 
 X(n-N  1 )   S(n-N  1 )   v(n-N  1 ) 
w h e re H is th e id e n tity m a trix .

42
 O b s e rv a tio n n o is e c o v a ria n c e m a trix :
 1 0 0 . .. 0 
 _ H  
  _
 v (n )

  2   0 1 .... .. 0 
 R  E  v (n )
    σ
v

 0 0 1 ... . 0 
     
 0 0 ... . 1
 K a lm a n filte r E q u a tio n s : G iv e n th e a b o v e S ta te S p a c e
fo rm u la tio n , w e c a n u s e a v e c to r K a lm a n filte r to tra c k
th e ta p g a in p ro c e s s .
 T h e in itia l c o n d itio n s a re :
S ˆ ( 0 )=E  S (n ) = z e r o m a t r i x o f l e n g t h (N  L)

P ( 1 )   2  I  a nd  2  I 
w v

 T h e K a lm a n g a in is g iv e n b y :
K (n )  P (n )H T
[ HP (n )H T
 R ]1
 T h e c u rre n t e s tim a te o f th e p ro c e s s , g iv e n th e d a ta e s tim a te is g iv e n
b y :
S ˆ c u r ( n )= S ˆ (n )  K(n ) [ X ( n )- H S ˆ (n ) ]

 T h e p re d ic te d e s tim a te o f th e p ro c e s s , is g iv e n b y :
S ˆ (n  1 )=A S ˆ cu r (n ) 
 T h e c u rre n t e rro r c o v a ria n c e is g iv e n b y :
P cu r ( n )   I  K ( n ) H  P ( n )
 T h e p re d ic te d e rro r c o v a ria n c e is g iv e n b y :
P ( n  1 )  A  P cu r ( n )  A T  Q

43
Simulation Parameters
 S y s te m e q u a tio n :
S (n )  A S (n  1)  W (n )

 N = 5 . T h is is th e n u m b e r o f ta p s in th e A R m o d e l.

    . 9086 ,  0 . 0590 ,  0 . 0548 ,  0 . 04 86 ,  0 . 0409 

 . 9086  0 . 0590  0 . 0548  0 . 0486  0 . 0409 

 1 0 0 0 0 
 
 A   0 1 0 0 0 
 
 0 0 1 0 0 
 0 0 0 1 0 

 O b s e rv a tio n E q u a tio n :

X (n )  H  S (n )  v (n )

 T h e D o p p le r b a n d w id th is f m  50 Hz

 T h e fra m e ra te is : R
F
 5  10 4 Frames/ s ec . T h e s im u la tio n is ru n a t th e fra m e
44
ra te .
 M  8 : T h e le n g th o f th e tr a in in g s e q u e n c e .
 T h e s ig n a l to n o is e ra tio o f th e c h a n n e l, fo r E
B
1 is :
E EB
B
  6 dB
N O 2  c2
T h u s  c2  . 1256
 T h e v a ria n c e o f th e ta p g a in p la n t n o is e is σ 2  2  2  0 . 0314
w V

1 0 0 ...... 0 
0 ........ ... 0 
Q  0 . 0314  
0 0 ........ . 0 
 
0 0 ......... 0 

 2
 T h e d a ta e s tim a to r v a ria n c e 2
σ  c  0.0157
V M

1 0 0 ... 0 
0 1 .......... . 0 
R  . 0157 .  
0 0 1 ........ 0 
 
0 0 ......... 1

45
Results

 Channel Estimation of a single ray Jakes channel

46
Error covariance:
 T h e e r r o r c o v a r ia n c e is d e f in e d a s :
 ^  ^ 
H 
 
P  E   S ( n  1 )  S (n  1)   S ( n  1 )  S (n  1)  
     
 

 W e c a n th e n in te r p r e t th e d ia g o n a l e le m e n ts a s f o l lo w s :
 MSE ( n  1 / n ) * * ....... * 
 
* MSE * * ....... * 
 (n / n ) 
P  * * MSE * * ....... * 
 (n  1 / n ) 
. 
 
 . * * .......... .......... ... MSE 
 S (n  N  2 / n ) 
W h e re MSE
(n  1 / n )
is th e M S E o f th e p r e d ic t io n .

MSE
(n / n )
is t h e M S E o f th e c u r r e n t s ta te s e s ti m a te

47
 T h e s te a d y s ta te a n d s im u la te d e rro r c o v a ria n c e
m a tric e s a re :
 1.0921   1.0777 
 0.1117   0.1125 
  
 diag ( P )  
SS
0.0565  diag ( P
Sim
)  0.1081 
   
 0.0388   0.1118 
 0.0296   0.1144 

 P e r f o r m a n c e I m p r o v e m e n t : T h e re is a s ig n if ic a n t
p e rfo rm a n c e g a in c o m p a re d to th e d a ta o n ly e s tim a to r
 2  diag ( P )( 2 ,1 )
 V Sim  29 %
2
V

48
Multipath Channel
Estimation

49
Multipath Jakes Channel
 Consider a multipath radio channel.
 Assume the Jakes model on each path.
 AR representation: For the Multipath case, a modification of the
single ray AR system model is presented.
 State-Space representation: Using the AR model and the data
based estimator, a state-space representation is derived.
 Kalman tracking filter:Once again a vector Kalman filter is used to
track the tap-gain functions.

50
System model
 A s s u m p tio n s : T h e ta p g a in p ro c e s s e s a re in d e p e n d e n t
b u t h a v e th e s a m e J a k e s s p e c tru m .
 A R R e p r e s e n ta tio n :
N
S (n )    S (n  i)  w (n )
1 i 1 1
i1
N
S (n )    S (n  i)  w (n )
2 i 2 2
i1
.
.
N
S (n )    S (n  i)  w (n )
L i L L
i1
w h e re
 S ( n ) is th e l th p ro c e s s to b e tra c k e d
l
 
i
a re th e A R m o d e l p a ra m e te rs . T h e s e a re th e s a m e fo r e a c h
p ro c e s s .
 w l ( n ) is th e p la n t n o is e d riv in g th e ta p g a in fu n c tio n . T h e re la tiv e
v a ria n c e is d e te rm in e d b y th e p o w e r d e la y p ro file o f th e c h a n n e l.
 L is th e n u m b e r o f p ro c e s s e s b e in g tra c k e d
51
 T h e m a trix f o r m o f th e s y s te m e q u a tio n f o r ‘ L ’ p r o c e s s e s is :
 S 1 (n)....... .......S L (n)     ........    S 1 (n - 1)........ S L (n - 1)   w (n)....... ..w (n) 
   1 2 N     1 L 
S
 1 (n - 1)........ ..S (n - 1)   1 0 0......0   S 1 (n - 2)........ S L (n - 2)   0......... .......... 0 
L
       
. .    0 1......... . 0  . .   . .

.   .......... ...... 0  .  . 
       
 S 1 (n - N  1) ...S L (n - N  1)   0 0 .......1 0   S 1 (n - N) ....S L (n - N)   0 .......... ......... 0 
     
 In v e c to r f o r m : S ( n )  A S ( n  1)  W ( n ) , w h e re
  1 2 ........  N 
 
1 0 0 ...... 0 
 A   0 1 .......... 0  is th e s y s te m m a tr ix .
 
 .......... ...... 0 
 
 0 0 ....... 1 0 
 L 2 
  σ w (l) ........ 0 
l  1 
_ H   0 ......... .......... 0 
  _    
 Q  E  W (n)  W (n)     0 ......... ......... . 0  is th e p la n t n o is e c o v a r ia n c e m a tr ix .
   
   
. 
 0 ......... ........ .. 0 
 
 

52
Observation Model
 Assuming that the data based estimates are path-wise
independent, we have the following model:
X (n)  S (n)  v (n)
1 1 1
X (n)  S (n)  v (n)
2 2 2
.
.
X (n)  S (n)  v (n)
L L L
Where,
 Sl (n) : The l’th process at time n.
th
 X l (n) : The l’ data based estimate of S(n)
th
 vl (n) : Error of the l’ data based estimate.
 c2
 σv2  is assumed to be the same for all paths
M

53
 The Observation Equation can be written in matrix and vector form as
follows:
 X (n) X (n)  S (n) S (n)   v (n) v (n) 
 1 . . L   1 . . L   1 . . L 
 X1 (n - 1) . . X
L
(n - 1)  S1 (n - 1) . . L (n - 1)
S   v1 (n - 1) . . L (n - 1)
v 
     
 . . . .   . . . .   . . . . 
. . . .  . . . .  . . . . 
     
 X1 (n - N  1) . . X (n - N  1)  S (n - N  1)
L
. . S (n - N  1)   v (n - N  1) . . v (n - N  1) 
   1 L   1 L 
_ _ _
 X (n)  H  S (n)  v(n) where H is an identity matrix.
 The observation noise covariance matrix is given by:
 R  E[v (n) v (n)  H ]  ( L 2 )  [ I ] where [I ] is an ( N  N ) identity matrix.
v

54
Simulation parameters
 N=5. This is the number of taps in the AR model.

 L=3: This is the number of tap-gain processes being tracked.

    .9086,  0.0590,  0.0548,  0.0486,  0.0409

 The System Equation

.9086  0.0590  0.0548  0.0486  0.0409
 1 0 0 0 0 
 
A 0 1 0 0 0 
 
 0 0 1 0 0 
 0 0 0 1 0 

 The Doppler bandwidth is f m  500Hz

 The frame rate is : RF  5  10 4 Frames/ sec . The simulation is run at the

frame rate.
 M  8: The length of the training sequence. The channel is assumed to
be invariant for these M bits.
55
 T h e s ig n a l to n o is e ra tio o f th e c h a n n e l, fo r E B  1 is :
E E
B
 B
 6 dB
N O 2 c
2

 T h u s  c  . 1256
2

 T h e p o w e r d e la y p ro file σ 2 ( l )  0 . 0314  [ 1 , 0 . 9 , 0 . 81 ]
w
 T h e c o v a ria n c e o f th e p la n t n o is e is :
 0.0 851 . 0
Q   . . . 
 0 . 0 

 2
 T h e d a ta e s tim a to r v a ria n c e σ 2
V  c
 0.0157 . H e re th e a s s u m p tio n is
M
m a d e th a t th e tra in in g s e q u e n c e h a s a n id e a l a u to c o rre la tio n .
 R  3  0 . 0157 .  I 

56
Results

 Channel estimation for the first process.

57
 Channel estimation for the second process.

58
 Channel estimation for the third process.
59
Error Covariance
 T h e E r r o r c o v a r ia n c e is d e f i n e d a s :
 

  H 
P  E  S(n  1 )  Sˆ (n  1 ) S(n  1 )  Sˆ (n  1 ) 


 W e c a n t h e n in t e r p r e t t h e d i a g o n a l e le m e n t s a s f o l l o w s :
  MSE (l) * * ...... .* 
l (n  1 /n) 
 
*  MSE (l) * * ...... .* 
 l (n/n) 
 
P  * *  MSE (l) * * ...... .*  w h e re
 l (n  1 /n) 
. 
 
 .* *...... .......... .......  MSE (l) 
 l (n  N  2 /n) 

  MSE (l ) : t h e s u m o f t h e M S E o f t h e p r e d i c te d s t a te e s t i m a t e
l (n  1 / n )

o n a ll p r o c e s s e s .
  MSE (l) : t h e M S E o f t h e c u r r e n t s t a t e s e s ti m a t e o n a l l
l (n/n)

p ro c e sse s.
60
 T h e s im u la te d e rro r c o v a ria n c e d ia g o n a l is g iv e n b y :
Pr ocess # (l )
diag (P Sim (l) 1 2 3
diag ( P Sim ) diag ( P SS )
0 .0 3 8 4 0 .0 3 5 1 0 .0 3 2 1 0 .1 0 5 6 0 .1 1 1 1
0 .0 1 1 2 0 .0 1 0 9 0 .0 1 0 6 0 .0 3 2 7 0 .0 3 2 1
0 .0 0 9 8 0 .0 0 9 7 0 .0 0 9 7 0 .0 2 9 2 0 .0 1 6 9
0 .0 1 0 5 0 .0 1 0 5 0 .0 1 0 5 0 .0 3 1 5 0 .0 1 2 2
0 .0 1 1 2 0 .0 1 1 1 0 .0 1 1 2 0 .0 3 3 5 0 .0 0 9 6

diag (P (l) diag (P Curr ) diag (P Curr )

Curr Sim
Sim SS

0 .0 1 1 2 0 .0 1 0 9 0 .0 1 0 6 0 .0 3 2 7 0 .0 3 2 1
0 .0 0 9 8 0 .0 0 9 7 0 .0 0 9 7 0 .0 2 9 2 0 .0 1 6 9
0 .0 1 0 5 0 .0 1 0 5 0 .0 1 0 5 0 .0 3 1 5 0 .0 1 2 2
0 .0 1 1 2 0 .0 1 1 1 0 .0 1 1 2 0 .0 3 3 5 0 .0 0 9 6
0 .0 1 1 7 0 .0 1 1 7 0 .0 1 1 7 0 .0 3 5 1 0 .0 0 8

 P e r fo r m a n c e im p r o v e m e n t o n e a c h p a th :
 T h e d a ta b a s e d e s tim a te h a s a M S E o f σ 2
V  0 . 0157 o n e a c h p a th .
 V
2
 diag ( P curr )( 1 , 1 ) . 0157  . 0112
 P a th 1 im p ro v e m e n t: sim
  100  28 . 66 %
 V
2
. 0157
. 0157  . 0109
 P a th 2 im p ro v e m e n t:  100  30 . 57 %
. 0157
. 0157  . 0106
 P a th 3 im p ro v e m e n t:  100  32 . 48 %
. 0157
 A lm o s t a 3 0 % im p ro v e m e n t o n e a c h p a th
61
Conclusions
 Developed a Kalman filter based channel estimation
algorithm for the Multipath radio channel.
 Significant gain in performance over a training sequence
based estimator.
 This improvement is obtained without wasting any more
bandwidth.
 Also allows us to predict the channel state without
having to wait for data.

62
Future Work
 Use Of Multiple Sampling Rates:
 Instead of waiting for the data to arrive at the end of every frame we can run
the Kalman filter at a higher rate than the frame rate.
 In the absence of a data based estimate perform the time-update portion of the
algorithm and do a measurement update when data is received.
 Allows estimates to be available as required.
 Different process models on each path:
 In case the process model varies with path, we can still use the Kalman filter but
with some modifications to the system matrix.
 Correlated paths:
 For correlated paths the Kalman filter needs to be modified.

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