Abstract
In this paper we propose a noisy Multivariate Autoregressive (MVAR) process for modeling and estimating the correlated fading channels. The method can estimate joint MVAR processes and model parameters from noisy received signal. The proposed method is based on serial connection of two algorithms. In the first algorithm, we estimate MVAR model parameters. For this purpose, a combination of Yule–Walker equations is used. This combination is considered as a generalized eigenvalue problem; an estimate for receiver noise variance is obtained by solving this eigenvalue problem then Least-Squares method is used to estimate the MVAR model parameters. In the second algorithm, the fading process is estimated by using Kalman filter. Simulation results show that the proposed method has good performance compared with other existing methods.
Similar content being viewed by others
References
Baddour, K. E., & Beaulieu, N. C. (2005). Autoregressive modeling for fading channel simulation. IEEE Transactions on Wireless Communications, 4(4), 1650–1662.
Kay, S. (1980). Noise compensation for autoregressive spectral estimates. IEEE Transactions on Acoustics, Speech, and Signal Processing, 28(3), 292–303.
Jamoos, A., Grivel, E., Shakarneh, N., & Abdel-Nour, H. (2011). Dual optimal filters for parameter estimation of a multivariate autoregressive process from noisy observations. IET Signal Processing, 5(5), 471–479.
Mahmoudi, A., & Karimi, M. (2008). Estimation of the parameters of multichannel autoregressive signals from noisy receivers. Signal Processing, 88(11), 2777–2783.
Davila, C. E. (1998). A subspace approach to estimation of autoregressive parameters from noisy measurements. IEEE Transactions on Signal processin, 46(2), 531–534.
Kay, S. M. (1988). Modern spectral estimation. Englewood Cliffs: Prentice-Hall.
Whittle, P. (1963). On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix. Biometrika, 50(1), 129–134.
Haykin, S. (2008). Adaptive filter theory. Pearson Education India: New Delhi.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Mahmoudi, A. Model-Based Correlated Channels Estimation. Wireless Pers Commun 92, 483–493 (2017). https://doi.org/10.1007/s11277-016-3553-9
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11277-016-3553-9