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Blind estimation of statistical properties of non-stationary random variables

Ali Mansour 1 Raed Mesleh 2, 3 El-Hadi M Aggoune 2
STIC - Pôle STIC [Brest], Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance [Lorient]
Abstract : To identify or equalize wireless transmission channels, or alternatively to evaluate the performance of many wireless communication algorithms, coefficients or statistical properties of the used transmission channels are often assumed to be known or can be estimated at the receiver end. For most of the proposed algorithms, the knowledge of transmission channel statistical properties is essential to detect signals and retrieve data. To the best of our knowledge, most proposed approaches assume that transmission channels are static and can be modeled by stationary random variables (uniform, Gaussian, exponential,Weilbul, Rayleigh, etc.). In the majority of sensor networks or cellular systems applications, transmitters and/or receivers are in motion. Therefore, the validity of static transmission channels and the underlying assumptions may not be valid. In this case, coefficients and statistical properties change and therefore the stationary model falls short of making an accurate representation. In order to estimate the statistical properties (represented by the high-order statistics and probability density function, PDF) of dynamic channels, we firstly assume that the dynamic channels can be modeled by short-term stationary but long-term non-stationary random variable (RV), i.e., the RVs are stationary within unknown successive periods but they may suddenly change their statistical properties between two successive periods. Therefore, this manuscript proposes an algorithm to detect the transition phases of non-stationary random variables and introduces an indicator based on high-order statistics for non-stationary transmission which can be used to alter channel properties and initiate the estimation process. Additionally, PDF estimators based on kernel functions are also developed. The first part of the manuscript provides a brief introduction for unbiased estimators of the second and fourth-order cumulants. Then, the non-stationary indicators are formulated. Finally, simulation results are presented and conclusions are derived.
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Soumis le : mardi 11 mars 2014 - 12:02:05
Dernière modification le : mercredi 24 juin 2020 - 16:19:29

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Ali Mansour, Raed Mesleh, El-Hadi M Aggoune. Blind estimation of statistical properties of non-stationary random variables. EURASIP Journal on Advances in Signal Processing, SpringerOpen, 2014, ⟨10.1186/1687-6180-2014-21⟩. ⟨hal-00957912⟩



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