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

• Published in: IEEE communications letters Vol. 7; no. 5; pp. 236 - 238
• Main Authors: Leon, W.S., Taylor, D.P.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.05.2003; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithm design and analysis; Algorithms; Applied sciences; Channels; Deviation; Equations; Error analysis; Exact sciences and technology; Fading; Least squares approximation; Least squares method; Least squares methods; Performance analysis; Reactive power; Recursive; Resonance light scattering; Services and terminals of telecommunications; Steady-state; Systems, networks and services of telecommunications; Telecommunications; Telecommunications and information theory; Telemetry. Remote supervision. Telewarning. Remote control; Time-varying channels; Tracking; VAR; Fading channels; Time variable channel; Target tracking; Least squares method; Estimation; Recursive method; Recursive algorithm; Steady state; tracking; recursive least squares (RLS)
• ISSN: 1089-7798; 1558-2558
• DOI: 10.1109/LCOMM.2003.811208

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.