A New Method For Increasing the Accuracy of EM-based Channel Estimation

It was recently shown that the detection performance can be significantly improved if the statistics of channel estimation errors are available and properly used at the receiver. Although in pilot-only channel estimation it is usually straightforward to characterize the statistics of channel estimation errors, this is not the case for the class of data-aided (semi-blind) channel estimation techniques. In this paper, we focus on the widely-used data-aided channel estimation techniques based on the expectation-maximization (EM) algorithm. This is achieved by a modified formulation of the EM algorithm which provides the receiver with the statistics of the estimation errors and properly using this additional information. Simulation results show that the proposed data-aided estimator outperform its classical counterparts in terms of accuracy, without requiring additional complexity at the receiver

Spectral Analysis of Multi-dimensional Self-similar Markov Processes

In this paper we consider a discrete scale invariant (DSI) process $\{X(t), t\in {\bf R^+}\}$ with scale $l>1$. We consider to have some fix number of observations in every scale, say $T$, and to get our samples at discrete points $\alpha^k, k\in {\bf W}$ where $\alpha$ is obtained by the equality $l=\alpha^T$ and ${\bf W}=\{0, 1,...\}$. So we provide a discrete time scale invariant (DT-SI) process $X(\cdot)$ with parameter space $\{\alpha^k, k\in {\bf W}\}$. We find the spectral representation of the covariance function of such DT-SI process. By providing harmonic like representation of multi-dimensional self-similar processes, spectral density function of them are presented. We assume that the process $\{X(t), t\in {\bf R^+}\}$ is also Markov in the wide sense and provide a discrete time scale invariant Markov (DT-SIM) process with the above scheme of sampling. We present an example of DT-SIM process, simple Brownian motion, by the above sampling scheme and verify our results. Finally we find the spectral density matrix of such DT-SIM process and show that its associated $T$-dimensional self-similar Markov process is fully specified by $\{R_{j}^H(1),R_{j}^H(0),j=0, 1,..., T-1\}$ where $R_j^H(\tau)$ is the covariance function of $j$th and $(j+\tau)$th observations of the process.Comment: 16 page