Steady-state tracking analysis of the RLS algorithm for time-varying channels: a general state-space approach

Author

Leon, Wing Seng ; Taylor, Desmond P.

Author_Institution

Dept. of Electr. & Comput. Eng., Univ. of Canterbury, Christchurch, New Zealand

Volume

7

Issue

5

fYear

2003

fDate

5/1/2003 12:00:00 AM

Firstpage

236

Lastpage

238

Abstract

We present a general technique for analyzing the steady-state tracking performance of the recursive least squares (RLS) algorithm for estimating Rayleigh fading channels in terms of the mean squared identification error (MSIE) or mean squared deviation (MSD). The technique may be used with a general-order vector-autoregressive (VAR) model. Numerical results obtained using the technique agree closely with experimental results.

Keywords

Rayleigh channels; autoregressive processes; channel estimation; least squares approximations; radio tracking; recursive estimation; state-space methods; time-varying channels; RLS algorithm; Rayleigh fading channels; channel estimation; general state-space approach; general-order vector-autoregressive model; mean squared deviation; mean squared identification error; recursive least squares algorithm; steady-state tracking analysis; time-varying channels; Algorithm design and analysis; Equations; Fading; Least squares approximation; Least squares methods; Performance analysis; Reactive power; Resonance light scattering; Steady-state; Time-varying channels;

fLanguage

English

Journal_Title

Communications Letters, IEEE

Publisher

ieee

ISSN

1089-7798

Type

jour

DOI

10.1109/LCOMM.2003.811208

Filename

1200194