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The explosive growth of wireless services in recent years leads to a spectrum scarcity. Cognitive radio (CR) is a promising technology to resolve the inconsistency between spectrum scarcity and spectrum underutilization. Orthogonal frequency division multiplexing (OFDM) provides an efficient and flexible transmission scheme in physical layer for CR. It is convenient for cognitive devices to close tones corresponding to spectrum map and prevent the license users (LUs) from interference. In this paper, we proposed an adaptive channel estimation technique for OFDM in the context of CR systems. We develop a control fee variable step size (VSS)-least mean square (LMS) CE algorithm that can adapts the optimum weighting coefficient to the channel condition. This time-varying step size method is updated at each iteration to minimize the sum of the squares of the prior estimation errors up to the current time point. This method use negative exponential error function to decrease the estimation error in CE procedure. Such approaches can guarantee the convergence towards the true channel coefficient.