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The various link adaptation techniques employed by High Speed Downlink Packet Access (HSDPA) in the third generation (3G) networks augment the bandwidth oscillation, which is identified as one of the most important factors resulting in the throughput deterioration of Transmission Control Protocol (TCP). In this paper, we firstly explain why the bandwidth oscillation degrades the TCP performance through a special simulation experiment. Subsequently, a split connection Window Adaptation TCP Proxy is proposed to improve the TCP throughput over HSDPA networks. In this solution, the built-in attributes of HSDAP system are sufficiently utilized. In order to effectively use the precious cellular link resources, the length of the queue connected with it is intentionally kept around the reference value through adjusting the sending window size of TCP proxy based on the dynamic values of varying bandwidth. A discrete-time stochastic state space model is formulated to analyze the system stability. The validity of enhanced scheme is verified through simulation experiments. The performance of TCP proxy is compared with the standard TCP protocol. The numerical results show that our TCP proxy is able to keep the cellular link utilization over 90%, and to improve TCP throughput by 100% under most conditions.