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To facilitate a viable evolution of cellular networks toward extensive packet data traffic, the High Speed Downlink Packet Access (HSDPA) technology is introduced. The various link adaptation techniques employed by HSDPA augment the bandwidth variation, which is identified as one of the most important factors resulting in the deterioration of TCP performance. In this paper, we firstly build an analytical model of TCP throughput to explain why the bandwidth variation degrades the TCP performance. Subsequently, a split-connection Window Adaptation TCP Proxy is proposed to improve the TCP throughput in HSDPA networks. To use the precious cellular link resources sufficiently, the length of the queue in Node-B is intentionally kept around the reference value through adaptively adjusting the sending window size of TCP proxy based on the dynamic values of varying bandwidth. Since both the disturbance caused by bandwidth variation and the feedback delay are prone to lead an unstable queue system, the robust sliding mode variable structure control theory is employed to design the proper control law to weaken the impact of noise and delay on the stability of the queue system in Node-B. The theoretical analysis and the enhanced scheme are verified through simulation experiments. The simulation results show that our TCP proxy is able to resist against bandwidth oscillation and improve the cellular link utilization.