DocumentCode
1559236
Title
Convergence analyses and comparisons of Markov chain Monte Carlo algorithms in digital communications
Author
Chen, Rong ; Liu, Jun S. ; Wang, Xiaodong
Author_Institution
Dept. of Inf. & Decision Sci., Illinois Univ., Chicago, IL, USA
Volume
50
Issue
2
fYear
2002
fDate
2/1/2002 12:00:00 AM
Firstpage
255
Lastpage
270
Abstract
Markov chain Monte Carlo (MCMC) methods have been applied to the design of blind Bayesian receivers in a number of digital communications applications. The salient features of these MCMC receivers include the following: (a) they are optimal in the sense of achieving minimum symbol error rate; (b) they do not require knowledge of the channel states, nor do they explicitly estimate the channel by employing training signals or decision-feedback; and (c) they are well suited for iterative (turbo) processing in coded systems. We investigate the convergence behavior of several MCMC algorithms (both existing and new ones) in digital communication applications. The geometric convergence property of these algorithms is established by considering only the chains or the marginal chains corresponding to the transmitted digital symbols, which take values from a finite discrete set. We then focus on three specific applications, namely, the MCMC decoders in AWGN channels, ISI channels, and CDMA channels. The convergence rates for these algorithms are computed for small simulated datasets. Different convergence behaviors are observed. It is seen that differential encoding, parameter constraining, collapsing, and grouping are efficient ways of accelerating the convergence of the MCMC algorithms, especially in the presence of channel phase ambiguity
Keywords
AWGN channels; Bayes methods; Markov processes; Monte Carlo methods; code division multiple access; convergence of numerical methods; decoding; digital communication; intersymbol interference; multiuser channels; receivers; signal detection; signal sampling; AWGN channels; Bayesian digital communication receivers; CDMA channels; Gibbs multiuser detector; ISI channels; MCMC algorithms; MCMC decoders; MCMC detectors; MCMC samplers; Markov chain Monte Carlo algorithms; blind Bayesian receivers; blind equalization; channel phase ambiguity; coded systems; collapsing; convergence analysis; convergence rates; differential encoding; finite discrete set; geometric convergence property; grouping; iterative processing; marginal chains; minimum symbol error rate; parameter constraining; turbo processing; AWGN channels; Bayesian methods; Convergence; Decoding; Digital communication; Error analysis; Iterative algorithms; Monte Carlo methods; Signal processing; State estimation;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.978381
Filename
978381
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