• DocumentCode
    803001
  • Title

    Stochastic differential equations for modeling, estimation and identification of mobile-to-mobile communication channels

  • Author

    Olama, Mohammed M. ; Djouadi, Seddik M. ; Charalambous, Charalambos D.

  • Author_Institution
    Comput. Sci. & Eng. Div., Oak Ridge Nat. Lab., Oak Ridge, TN
  • Volume
    8
  • Issue
    4
  • fYear
    2009
  • fDate
    4/1/2009 12:00:00 AM
  • Firstpage
    1754
  • Lastpage
    1763
  • Abstract
    Mobile-to-mobile networks are characterized by node mobility that makes the propagation environment time varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) which varies from one observation instant to the next. The current models do not capture and track the time varying characteristics. This paper is concerned with dynamical modeling of time varying mobile-to-mobile channels, parameter estimation and identification from received signal measurements. The evolution of the propagation environment is described by stochastic differential equations, whose parameters can be determined by approximating the band-limited DPSD using the Gauss-Newton method. However, since the DPSD is not available online, we propose to use a filter-based expectation maximization algorithm and Kalman filter to estimate the channel parameters and states, respectively. The scheme results in a finite dimensional filter which only uses the first and second order statistics. The algorithm is recursive allowing the inphase and quadrature components and parameters to be estimated online from received signal measurements. The algorithms are tested using experimental data collected from moving sensor nodes in indoor and outdoor environments demonstrating the method´s viability.
  • Keywords
    Gaussian processes; Kalman filters; Newton method; channel estimation; differential equations; expectation-maximisation algorithm; fading channels; mobile communication; stochastic processes; Doppler power spectral density; Gauss-Newton method; Kalman filter; band-limited DPSD; channel estimation; filter-based expectation maximization algorithm; finite dimensional filter; first order statistics; mobile-to-mobile communication channels; parameter estimation; parameter identification; second order statistics; stochastic differential equations; time varying characteristics; track varying characteristics; Communication channels; Differential equations; Fading; Least squares methods; Newton method; Parameter estimation; Recursive estimation; Signal processing; Stochastic processes; Time measurement; Doppler spectral density; Kalman filter; Mulipath fading channels; estimation and identification; expectation maximization; stochastic differential equations;
  • fLanguage
    English
  • Journal_Title
    Wireless Communications, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1536-1276
  • Type

    jour

  • DOI
    10.1109/TWC.2009.071068
  • Filename
    4907448