Fast Water-Filling for Agile Power Allocation in Multi-Channel Wireless Communications

In multi-channel wireless communications, Water-Filling (WF) is a fundamental power allocation mechanism for capacity maximization under a given total transmit power. In this letter, we propose simple and fast WF algorithms for achieving agile power allocation, such that the system can better match the dynamic nature of the wireless channels for a better performance. Our algorithms remove the need of water-level searching. Numerical results show that they can run multiple times faster than the existing ones and can converge to the optimal solution in a few linear calculations.