Least-square estimation for nonlinear systems with applications to phase and envelope estimation in wireless fading channels

This paper addresses the problem of nonlinear Least-Square estimation. A new approach is presented which employees a change of probability measure technique to derive recursive equations for conditional means of nonlinear problems. The theory developed is applied to multipath fading wireless channels to derive phase and envelope estimates. Furthermore, some numerical results are presented in order to evaluate the performance of these estimators.