Tracking of time-varying mobile radio channels .1. The Wiener LMS algorithm

Adaptation algorithms with constant gains are designed for tracking smoothly time-varying parameters of linear regression models, in particular channel models occurring in mobile radio communications. In a companion paper, an application to channel tracking in the IS-136 TDMA system is discussed. The proposed algorithms are based on two key concepts. First, the design is transformed into a Wiener filtering problem. Second, the parameters are modeled as correlated ARIMA processes with known dynamics. This leads to a new framework for systematic and optimal design of simple adaptation laws based on prior information. The algorithms can be realized as Wiener filters, called learning filters, or as "LMS/Newton" updates complemented by filters that provide predictions or smoothing estimates. The simplest algorithm, named the Wiener LMS, is presented. All parameters are here assumed governed by the same dynamics and the covariance matrix of the regressors is assumed known. The computational complexity is of the same order of magnitude as that of LMS for regressors which are either white or have autoregressive statistics. The tracking performance is, however, substantially improved