Skip to main content
Log in

Model-Based Correlated Channels Estimation

  • Published:
Wireless Personal Communications Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5

Similar content being viewed by others

References

  1. Baddour, K. E., & Beaulieu, N. C. (2005). Autoregressive modeling for fading channel simulation. IEEE Transactions on Wireless Communications, 4(4), 1650–1662.

    Article  Google Scholar 

  2. Kay, S. (1980). Noise compensation for autoregressive spectral estimates. IEEE Transactions on Acoustics, Speech, and Signal Processing, 28(3), 292–303.

    Article  MATH  Google Scholar 

  3. 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.

    Article  MathSciNet  Google Scholar 

  4. Mahmoudi, A., & Karimi, M. (2008). Estimation of the parameters of multichannel autoregressive signals from noisy receivers. Signal Processing, 88(11), 2777–2783.

    Article  MATH  Google Scholar 

  5. Davila, C. E. (1998). A subspace approach to estimation of autoregressive parameters from noisy measurements. IEEE Transactions on Signal processin, 46(2), 531–534.

    Article  Google Scholar 

  6. Kay, S. M. (1988). Modern spectral estimation. Englewood Cliffs: Prentice-Hall.

    MATH  Google Scholar 

  7. Whittle, P. (1963). On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix. Biometrika, 50(1), 129–134.

    Article  MathSciNet  MATH  Google Scholar 

  8. Haykin, S. (2008). Adaptive filter theory. Pearson Education India: New Delhi.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alimorad Mahmoudi.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

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

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11277-016-3553-9

Keywords

Navigation