2 research outputs found
Structured Channel Covariance Estimation from Limited Samples in Massive MIMO
Obtaining channel covariance knowledge is of great importance in various
Multiple-Input Multiple-Output MIMO communication applications, including
channel estimation and covariance-based user grouping. In a massive MIMO
system, covariance estimation proves to be challenging due to the large number
of antennas () employed in the base station and hence, a high signal
dimension. In this case, the number of pilot transmissions becomes
comparable to the number of antennas and standard estimators, such as the
sample covariance, yield a poor estimate of the true covariance and are
undesirable. In this paper, we propose a Maximum-Likelihood (ML) massive MIMO
covariance estimator, based on a parametric representation of the channel
angular spread function (ASF). The parametric representation emerges from
super-resolving discrete ASF components via the well-known MUltiple SIgnal
Classification (MUSIC) method plus approximating its continuous component using
suitable limited-support density function. We maximize the likelihood function
using a concave-convex procedure, which is initialized via a non-negative
least-squares optimization problem. Our simulation results show that the
proposed method outperforms the state of the art in various estimation quality
metrics and for different sample size to signal dimension () ratios.Comment: 27 pages, 9 figure
New challenges in covariance estimation: multiple structures and coarse quantization
In this self-contained chapter, we revisit a fundamental problem of
multivariate statistics: estimating covariance matrices from finitely many
independent samples. Based on massive Multiple-Input Multiple-Output (MIMO)
systems we illustrate the necessity of leveraging structure and considering
quantization of samples when estimating covariance matrices in practice. We
then provide a selective survey of theoretical advances of the last decade
focusing on the estimation of structured covariance matrices. This review is
spiced up by some yet unpublished insights on how to benefit from combined
structural constraints. Finally, we summarize the findings of our recently
published preprint "Covariance estimation under one-bit quantization" to show
how guaranteed covariance estimation is possible even under coarse quantization
of the samples