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In this paper, the channel estimation algorithms are studied for mobile WiMAX standard. The comb-pilot type is used for channel estimation algorithms. We constructed an channel estimation algorithm based on two adaptive filters: Kalman and extended Kalman. Then we combined them with adaptive GI (guard interval) optimization algorithm. A performance analysis showed that depending on complex or simple computation, we can choose EKF (Extended Kalman Filter) estimator or adaptive GI with Kalman estimator.