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An empirical Bayes estimator for in-scale adaptive filtering

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1 Author(s)
Gendron, P.J. ; Acoust. Div., Naval Res. Lab., Washington, DC, USA

A scale-adaptive filtering scheme is developed for underspread channels based on a model of the linear time-varying channel operator as a process in scale. Recursions serve the purpose of adding detail to the filter estimate until a suitable measure of fidelity and complexity is met. Resolution of the channel impulse response associated with its coherence time is naturally modeled over the observation time via a Gaussian mixture assignment on wavelet coefficients. Maximum likelihood, approximate maximum a posteriori (MAP) and posterior mean estimators, as well as associated variances, are derived. Doppler spread estimation associated with the coherence time of the filter is synonymous with model order selection and a MAP estimate is presented and compared with Laplace's approximation and the popular AIC. The algorithm is implemented with conjugate-gradient iterations at each scale, and as the coherence time is recursively decreased, the lower scale estimate serves as a starting point for successive reduced-coherence time estimates. The algorithm is applied to a set of simulated sparse multipath Doppler spread channels, demonstrating the superior MSE performance of the posterior mean filter estimator and the superiority of the MAP Doppler spread stopping rule.

Published in:

Signal Processing, IEEE Transactions on  (Volume:53 ,  Issue: 5 )

Date of Publication:

May 2005

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