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Predictions in LMS-type adaptive algorithms for smoothly time-varying environments (1999)

by S Gazor
Venue:IEEE Trans. Signal Process
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Tracking of time-varying mobile radio channels. Part II: A case study

by Lars Lindbom, Mikael Sternad, Senior Member, Anders Ahlén, Senior Member - IEEE Trans. Commun.(to be published) [Online]. Available: www.signal.uu.se/Publications/abstracts/r004.html , 2001
"... Abstract—Adaptation algorithms with constant gains are designed for tracking smoothly time-varying parameters of linear regression models, in particular channel models occurring in mobile radio communications. In a companion paper, an application to channel tracking in the IS-136 TDMA system is disc ..."
Abstract - Cited by 35 (8 self) - Add to MetaCart
Abstract—Adaptation algorithms with constant gains are designed for tracking smoothly time-varying parameters of linear regression models, in particular channel models occurring in mobile radio communications. In a companion paper, an application to channel tracking in the IS-136 TDMA system is discussed. The proposed algorithms are based on two key concepts. First, the design is transformed into a Wiener filtering problem. Second, the parameters are modeled as correlated ARIMA processes with known dynamics. This leads to a new framework for systematic and optimal design of simple adaptation laws based on prior information. The algorithms can be realized as Wiener filters, called Learning Filters, or as “LMS/Newton ” updates complemented by filters that provide predictions or smoothing estimates. The simplest algorithm, named the Wiener LMS, is presented here. All parameters are here assumed governed by the same dynamics and the covariance matrix of the regressors is assumed known. The computational complexity is of the same order of magnitude as that of LMS for regressors which are either white or have autoregressive statistics. The tracking performance is, however, substantially improved. Index Terms—Adaptive estimation, channel modeling, least mean squares method. I.
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...is obtained via Lemma 3 in Appendix C. Several works have suggested improvements of LMS algorithms by estimation of the derivative of the parameter drift, using various difference approximations [7], =-=[14]-=-. In our formalism, such schemes are closely related to the use of integrated random walk models. For example, when the (arbitrary) tuning parameter in [14] is set to , that algorithm reduces to SWLMS...

Adaptive Chip-Rate Equalization of Downlink Multirate Wideband CDMA

by Adam R. Margetts, Student Member, Philip Schniter - Proc. Asilomar Conf. on Signals, Systems and Computers , 2002
"... Abstract—We consider a downlink direct sequence-code division multiple access (DS-CDMA) system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scrambling sequence. The transmitted signal is subjected to significant time- and frequency-sel ..."
Abstract - Cited by 13 (3 self) - Add to MetaCart
Abstract—We consider a downlink direct sequence-code division multiple access (DS-CDMA) system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scrambling sequence. The transmitted signal is subjected to significant time- and frequency-selective multipath fading. In response to this scenario, a novel two-mode receiver is proposed that accomplishes chip-rate adaptive equalization aided by filtering and/or cancellation of multiaccess interference (MAI). In the acquisition mode, a code-multiplexed pilot is used to adapt the equalizer from cold start or loss-of-lock. The use of MAI filtering results in a third-order least mean squares (LMS) algorithm, which has significant advantages over standard (i.e., first-order) LMS in nonstationary environments. In the tracking mode, decision-direction facilitates MAI-cancellation in the equalizer update, which enhances performance. The receiver monitors pilot decision quality as a means of switching between the two modes. The performance of the adaptive receiver is studied through analysis and simulation. Index Terms—Adaptive equalization, averaged-error averaged-regressor LMS (AEAR-LMS), code division multiple access
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... dynamical system (in contrast to standard LMS, which behaves as a first-order dynamical system [11]). Such higher order LMS algorithms have demonstrated tracking performance superior to standard LMS =-=[12]-=-. The aforementioned pilot-aided scheme is intended for coldstart or loss-of-lock situations; when it yields adequately reliable symbol estimates, our receiver switches to a decision-directed (DD) equ...

Space-Time Coding Ambiguities in Joint Adaptive Channel Estimation and Detection

by Saeed Gazor, Senior Member, Rad, Hamidreza Saligheh - IEEE Trans. Signal Processing , 2004
"... This paper studies the error propagation effect that is caused by certain ambiguities in joint data detection--channel tracking algorithms for transmission diversity schemes. Here, we use a Space-Time (ST) receiver based on the Maximum A Posteriori (MAP) method that takes into account the channel ..."
Abstract - Cited by 2 (0 self) - Add to MetaCart
This paper studies the error propagation effect that is caused by certain ambiguities in joint data detection--channel tracking algorithms for transmission diversity schemes. Here, we use a Space-Time (ST) receiver based on the Maximum A Posteriori (MAP) method that takes into account the channel estimation error assuming the unknown channel to have a given complex multivariate Gaussian probability density function (pdf) (i.e., a Ricean channel). The decision criterion that is expressed in quadratic form represents either a linear detector or a non-coherent-non-linear detector in extreme cases. Then, the channel pdf for the next iteration is updated by estimates of the second order statistics of the channel coefficients, and a very simple decision-directed adaptive algorithm is derived for adaptive channel estimation. The adaptive algorithm can efficiently track a fast Rayleigh fading channel and as a result achieves robust performance. However, the occurrence of two types of ambiguities initiated in deep fades result in error propagation.
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...an improved tracking algorithm is suggested that estimates not only the CSI, but also the speed of variations of CSI, and then uses these speeds to improve identification of the trajectory of the CSI =-=[25]-=-. Using these speeds not only improves the performance of the channel tracking, but more importantly reduces the probability of random permutation or random rotation of the estimated parameters. Conse...

Wideband CDMA By

by Philip Schniter Adviser, Hesham El Gamal, Adam R. Margetts, Adam R. Margetts, Philip Schniter Adviser , 2002
"... We consider a downlink DS-CDMA system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scram-bling sequence. The transmitted signal is subjected to significant time- and frequency-selective multipath fading, e.g., a channel with delay spre ..."
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We consider a downlink DS-CDMA system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scram-bling sequence. The transmitted signal is subjected to significant time- and frequency-selective multipath fading, e.g., a channel with delay spread potentially longer than the bit interval of high-rate users. In response to this scenario, a novel two-step receiver is proposed that com-bines chip-rate adaptive equalization with error filtering. In the first step, a code-multiplexed pilot is used to adapt the equalizer. Single-pole averaging of the chip-rate error signal used in adaptation reduces MAI and implies third-order LMS, which has advantages over standard LMS in tracking the time-varying channel. In the second step, decision-direction is used to improve the error signal, resulting in improved tracking performance. The performance of the adaptive receiver is studied through analysis and simulation. ii
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...sor LMS [52]. This particular algorithm can be described as a third-order dynamical system, which has known advantages over standard (first-order) LMS in regards to tracking a Rayleigh-fading channel =-=[53]-=-. The tracking behavior of this algorithm is a function of two adjustable parameters, µ and ρ. Simulation studies under various operating conditions suggest that fixing ρ (within a suitable range) and...

Adaptive Chip-Rate Equalization of Downlink Multirate Wideband CDMA

by unknown authors
"... We consider a downlink DS-CDMA system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scrambling sequence. The transmitted signal is subjected to significant time- and frequency-selective multipath fading. In response to this scenario, a ..."
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We consider a downlink DS-CDMA system in which multirate user signals are transmitted via synchronous orthogonal short codes overlaid with a common scrambling sequence. The transmitted signal is subjected to significant time- and frequency-selective multipath fading. In response to this scenario, a novel two-step receiver is proposed that combines chip-rate adaptive equalization with error filtering. In the first step, a code-multiplexed pilot is used to adapt the equalizer. The use of error filtering implies a third-order LMS algorithm which has significant advantages over standard LMS in tracking the timevarying channel. In the second step, decision-direction is used to improve the error signal used in adaptation, resulting in improved tracking performance. The performance of the adaptive receiver is studied through analysis and simulation. 1
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...sor LMS [10]. This particular algorithm can be described as a third-order dynamical system, which has known advantages over standard (first-order) LMS in regards to tracking a Rayleigh-fading channel =-=[11]-=-. The tracking behavior of this algorithm is a function of two adjustable parameters, µ and ρ. Simulation studies under various operating conditions suggest that fixing ρ (within a suitable range) and...

Chip-Rate Adaptive Two-Stage Receiver for Scrambled Multirate CDMA Downlink i

by Bk Nk, Psfrag Replacements, Adam R. Margetts, Philip Schniter
"... u(i) v(i) b0 ..."
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u(i) v(i) b0
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...r dynamical system (in contrast to standard LMS, which behaves as a first-order dynamical system [6]). Such higher-order LMS algorithms have demonstrated tracking performance superior to standard LMS =-=[7]-=-. The aforementioned pilot-aided scheme is intended for cold-start or loss-of-lock situations. When adequately reliable symbol estimates are obtained, the first stage switches to the decision-directed...

unknown title

by unknown authors
"... Abstract—The least mean square (LMS) algorithm is one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed ..."
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Abstract—The least mean square (LMS) algorithm is one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved. Keywords—LMS, Markov chain, convergence rate, accelerator. I.
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