EM-based recursive estimation of channel parameters

H. Zamiri-Jafarian, Subbarayan Pasupathy
1999 IEEE Transactions on Communications  
Recursive (online) expectation-maximization (EM) algorithm along with stochastic approximation is employed in this paper to estimate unknown time-invariant/variant parameters. The impulse response of a linear system (channel) is modeled as an unknown deterministic vector/process and as a Gaussian vector/process with unknown stochastic characteristics. Using these models which are embedded in white or colored Gaussian noise, different types of recursive least squares (RLS), Kalman filtering and
more » ... moothing and combined RLS and Kalman-type algorithms are derived directly from the recursive EM algorithm. The estimation of unknown parameters also generates new recursive algorithms for situations, such as additive colored noise modeled by an autoregressive process. The recursive EM algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods.
doi:10.1109/26.789663 fatcat:56nbmi624ncw3iboijz4nvgvd4