Optimum-Weighted RLS Channel Estimation for Rapid Fading

MIMO Channels

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Citation Toshiaki, Koike-Akino. 2008. Optimum-weighted RLS channel

estimation for rapid fading MIMO channels. IEEE Transactions
on Wireless Communications 7(11): 4248-4260.

Published Version http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=7693

Accessed December 17, 2013 5:43:16 PM EST

Citable Link http://nrs.harvard.edu/urn-3:HUL.InstRepos:2748553

Terms of Use This article was downloaded from Harvard University's DASH
repository, and is made available under the terms and
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σ 2 :E B CF:E> MBH:BCO>1 BCA δi A>CF9>E 9@> KHFC>OJ>H\E A>D9B ! "
X K ! Q1 x1 , Q2 x2 , . . . , QK xK ∈ CM(D+1)×K . S5VT
F8>HB9FH^ :3>3 δi = 1 R@>C i = 01 F9@>HR:E> δi = 03
-@>C 9@> O@BCC>D MBH:B9:FC :E E<G!O:>C9DN EDFR E<O@ 9@B9 BDD &@> @:?@>H=FHA>H .* OBC FGG>H BC BOO<HB9> O@BCC>D >E9:=
O@BCC>D ;B9H:O>E H k BH> C>BHDN :A>C9:OBD A<H:C? 9@> :C9>H>E9>A ;B9:FC :C GBE9 GBA:C? O@BCC>DE1 OF;8BH>A 9F 9@> 7=9@ FHA>H

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!"[7 $%%% &'()*(+&$,)* ,) -$'%.%** +,//0)$+(&$,)*1 2,.3 41 ),3 551 ),2%/6%' "77#

FC> U5d1 "7W3 `FR>M>H1 :9 ;BN :COH>BE> 9@> OF;8<9B9:FCBD BAA:9:M> CF:E> SFG9>C OBDD>A BE 9@> CF:E> >HHFHT1 R@>H>BE B
OF;8D>P:9N1 BCA ;FH>FM>H1 :9 @BE B C>?B9:M> >GG>O9 :C O@BCC>D E;BDD MBD<> :E H>X<:H>A 9F A>OH>BE> 9@> >HHFH A<> 9F 9@> O@BCC>D
>E9:;B9:FC BOO<HBON B9 DFR E:?CBD=9F=CF:E> HB9:F S*)'T BCA :C MBH:B9:FC SFG9>C OBDD>A BE 9@> DB? >HHFHT3 &@>H>GFH>1 R> E@F<DA
EDFR GBA:C? O@BCC>DE3 $9 :E Q>OB<E> 9@> C<;Q>H FG O@BCC>D 8B= 8HF8>HDN E>9 9@> GFH?>99:C? GBO9FH A>8>CA:C? FC 9@> O@BCC>D
HB;>9>HE 9F Q> >E9:;B9>A :E :COH>BE>A QN DN M 1 :3>3 H $d% GFH >CM:HFC;>C9 :C FHA>H 9F ;:C:;:Y> 9@> 9F9BD O@BCC>D >E9:;B9:FC
d = 1, 2, . . . , D3 (E B H>E<D91 9@> @:?@>H=FHA>H >E9:;B9:FC @BE >HHFH3 *:CO> 9@> F89:;<; MBD<> FG 9@> GFH?>99:C? GBO9FH @BE CF9
8FFH>H OFCM>H?>CO> GFH :C:9:BD O@BCC>D BOX<:E:9:FC1 D>BA:C? 9F B Q>>C A>H:M>A :C B 9@>FH>9:OBD ;BCC>H1 B !P>A MBD<> :E 9N8:OBDDN
C>>A FG B DFC?>H 8:DF9 E>X<>CO> GFH OFCM>H?>CO>3 )>M>H9@>D>EE1 <E>A BG9>H >MBD<B9:C? 9@> >E9:;B9:FC BOO<HBON :C B C<;>H:OBD
E:CO> 9@> @:?@=FHA>H .* ?:M>E OFCE:A>HB9:FC 9F 9@> @:?@=FHA>H FH >P8>H:;>C9BD E>CE>3 $C U#W1 B E<Q=F89:;BD GFH?>99:C? GBO9FH
?HBA:>C9E FG 9@> O@BCC>D MBH:B9:FC1 :9 :E ;<O@ BAMBC9B?>F<E GFH GFH 9@> 7=9@ FHA>H %-='.* @BE Q>>C H>8FH9>A GFH 'BND>:?@
HB8:A GBA:C? O@BCC>DE R@>C 9@> 8FDNCF;:BD FHA>H :E 8HF8>HDN GBA:C? O@BCC>DE :C E:C?D> BC9>CCB ENE9>;E^ ;FH> E8>O:!OBDDN1
' )1/3
O@FE>C U"7W3 λopt $ 1 − 2(2πfD Ts )2 /σ 2 R@>H> fD A>CF9>E 9@>
;BP:;<; LF88D>H GH>X<>CON3 `FR>M>H1 :9 OBCCF9 Q> <E>A
>, (?=*5"5243;@A"4:B2"C DE9 -B355"; (624#324*5 :C A:H>O9 GFH 9@> @:?@=FHA>H %-='.* O@BCC>D >E9:;B9:FC :C
/$/, GBA:C? O@BCC>DE3 $C 9@:E 8B8>H1 R> F89:;:Y> 9@> R>:?@9=
(E E@FRC :C S]T1
'(K 9@> .* EFD<9:FC H>X<:H>E B ;B9H:P :CM>H= :C? OF>G!O:>C9E {βk } :CE9>BA FG F89:;:Y:C? 9@> GFH?>99:C?
† T )−1
E:FC :C Φ−1
K = k=1 β k Qk x k xk Qk 1 R@:O@ ?>C>HBDDN GBO9FH λ1 BCA 9@>FH>9:OBDDN A>H:M> BC F89:;<;=R>:?@9>A S,-T
C>>AE B O<Q:O OF;8D>P:9N FHA>H BOOFHA:C? 9F 9@> ;B9H:P .* O@BCC>D >E9:;B9:FC EO@>;> R@:O@ BAB89:M>DN BAc<E9E 9@>
E:Y> U""W3 `FR>M>H1 9@> OF;8<9B9:FCBD OF;8D>P:9N OBC Q> R>:?@9:C? OF>G!O:>C9E BOOFHA:C? 9F 9@> O@BCC>D >CM:HFC;>C93
H>A<O>A 9F B EX<BH> OF;8D>P:9N FHA>H R@>C R> >;8DFN BC (E :E FQM:F<E1 9@> ,-=.* BDRBNE F<98>HGFH;E 9@> %-='.*
>P8FC>C9:BD R>:?@9:C?1 R@>H> 9@> R>:?@9:C? OF>G!O:>C9 :E >M>C R@>C 9@> GFH?>99:C? GBO9FH :E R>DD F89:;:Y>A FH BAB89>A
?:M>C QN βk = λK−k 3 &@> 8BHB;>9>H λ ∈ R :E H>G>HH>A QN Udf5!W3
9F BE B GFH?>99:C? GBO9FH U]W3 $C 9@> >P8FC>C9:BD=R>:?@9>A
.*1 9@> OFMBH:BCO> ;B9H:P ΦK OBC Q> H>O<HE:M>DN RH:99>C BE
ΦK = λΦK−1 +QK xK x†K QT -, !"35@9FG3%" (%%*% *H A"4:B2"C E9 -B355"; (624#324*5
K 3 0E:C? 9@> *@>H;BC=/FHH:EFC
GFH;<DB U""W1 :9E :CM>HE:FC :E ?:M>C QN Φ−1 K = λ
−1 −1
ΦK−1 − 6>GFH> A>H:M:C? 9@> ,-=.* O@BCC>D >E9:;B9:FC EO@>;>1
' )
−1 −1 † T −1 †
λ ΦK−1 QK xK xK QK ΦK−1 / λ + xK QK ΦK−1 QK xK T −1 R> E@FR /*% FG >E9:;B9>A O@BCC>D ;B9H:P1 A>BD:C? R:9@ B
:C B H>O<HE:M> RBN3 &@:E GFH;<DB :E <E>A GFH :;8D>;>C9:C? E8B9:F=9>;8FHBD OFHH>DB9:FC3 &@> /*% FG 9@> >E9:;B9>A O@BCC>D
9@> GFDDFR:C? H>O<HE:M> BD?FH:9@; U]W1 OBDD>A BE 9@> D=9@ FHA>H ;B9H:P B9 9@> 9BH?>9 EN;QFD (K + 1) :E A>!C>A BEa
%-='.* BD?FH:9@;a *$ $2 +
$ $
εK+1 ! E $H K+1 − Ĥ K+1 $
ζ K = Φ−1
K−1 QK xK ∈ C
M(D+1)×1
, , !
1 = tr E H †K+1 H K+1 + GK Y †K Y K G†K
αK = ∈ R,
λ + ζ †K QK xK "-
− GK Y †K H K+1 − H †K+1 Y K G†K . S5!T
Φ−1
K = λ ΦK−1 − λ−1 αK ζ K ζ †K ∈ CM(D+1)×M(D+1) ,
−1 −1

eK = y K − Ĥ K xK ∈ CN ×1 , `>H>1 R> BEE<;> 9@B9 9@> /$/, O@BCC>D @BE B E8B9:F=9>;8FHBD

OFHH>DB9:FC RH:99>C BE
ĤK+1 = ĤK + αK eK ζ †K ∈ CN ×M(D+1) , , -
E H †k H j = Θk−j ∈ CM×M . S5[T
Ĥ K+1 = ĤK+1 QK+1 ∈ CN ×M .
)F9:O> 9@B9 R@>C 9@>H> :E CF E8B9:BD OFHH>DB9:FC1 9@> OFHH>DB=
IFH :C:9:BD:YB9:FC1 Ĥ1 :E FG9>C Y>HF>A1 BCA Φ−1 :E E>9 9F
0 9:FC ;B9H:P Q>OF;>E Θk−j = N ρk−j I M 1 R@>H> ρk−j :E B
&I M(D+1) 1 R@>H> & & 1 :E B OFCE9BC9 R:9@ B E<G!O:>C9DN DBH?>
9>;8FHBD OFHH>DB9:FC OF>G!O:>C93 -@>C 9@> O@BCC>D :E H:O@DN
MBD<>3 `FR>M>H1 E:CO> 9@> MBD<> FG & OBC ?H>B9DN :C"<>CO> B
EOB99>H>A GFDDFR:C? 9@> _BJ>E ;FA>D U"VW1 R> ?>9 ρk−j =
OFCM>H?>CO> Q>@BM:FH BDFC? R:9@ BC BH:9@;>9:O E9BQ:D:9N1 BE
J0 (2πfD Ts (k − j))1 R@>H> J0 (·) A>CF9>E 9@> Y>HF=9@ FHA>H
H>8FH9>A :C UdW1 :9 :E Q>99>H 9F <E> B A:H>O9 ;B9H:P :CM>HE:FC
FG 9@> !HE9 J:CA 6>EE>D G<CO9:FC3
Φ−1
Kp B9 9@> >CA FG 9@> 8:DF9 E>X<>CO>3 *<QE>X<>C9DN1 9@> /BJ:C? <E> FG 9@> OFHH>DB9:FC ;B9H:O>E {Θi }1 R> @BM>
'.* BD?FH:9@; E@F<DA Q> <E>A GFH O@BCC>D 9HBOJ:C? :C 9@> ,! " - , -
:CGFH;B9:FC 8>H:FA3 $C 8BH9:O<DBH1 9@> @:?@>H=FHA>H %-='.* E Y †K Y K i:j = E y †i y j
BD?FH:9@; Q>OF;>E :CE9BQD> R@>C R> <E> B !P>A :C:9:BD MBD<> , -
FG &3 &@> H>O>:M>H OBC OF;8<9> 9@> :CM>HE:FC ;B9H:P Φ−1 Kp :C = E (H i xi + w i )† (H j xj + wj )
BAMBCO>1 Q>OB<E> :9 A>8>CAE FCDN FC 9@> GFH?>99:C? GBO9FH BCA
= x†i Θi−j xj + N σ 2 δi−j , S5]T
9@> 8H>=A>9>H;:C>A 8:DF9 E>X<>CO>3 ,! " - , -
$C9HFA<O:C? 9@> GFH?>99:C? GBO9FH OFC9H:Q<9>E 9F CF9 FCDN H>= E Y †K H K+1 i: = E y †i H K+1
A<O:C? 9@> OF;8D>P:9N Q<9 BDEF OF;QB9:C? B O@BCC>D ANCB;:OE1 ,
†
-
Q>OB<E> :9 ?:M>E ;FH> :;8FH9BCO> 9F 9@> H>O>C9DN H>O>:M>A = E (H i xi + w i ) H K+1
E:?CBD :CGFH;B9:FC R:9@ BC >P8FC>C9:BD R>:?@93 `FR>M>H1 9@> = x†i Θi−(K+1) , S54T
O@BCC>D >E9:;B9:FC BOO<HBON :E E>M>H>DN A>8>CA>C9 FC 9@>
GFH?>99:C? GBO9FH U]W3 $9 :E R>DD=JCFRC 9@B9 B DBH?> MBD<> FG R@>H> [A]i:j BCA [A]k: A>CF9>1 H>E8>O9:M>DN1 9@> i=9@ HFR BCA
9@> GFH?>99:C? GBO9FH OBC A>OH>BE> 9@> >HHFH OB<E>A QN 9@> j=9@ OFD<;C >C9HN1 BCA 9@> k=9@ HFR M>O9FH FG B ;B9H:P A3

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(K$),a ,h&$/0/=-%$Z`&%L '.* +`())%. %*&$/(&$,) I,' '(h$L I(L$)Z /$/, +`())%.* !"[5

(G9>H EF;> ;BC:8<DB9:FCE <E:C? S4T1 S5]T BCA S54T1 9@> /*% A>H:M>A BQFM> Q>OF;>E >PBO9DN >X<:MBD>C9 9F 9@> F89:;<;
FG 9@> R>:?@9>A .* O@BCC>D >E9:;B9:FC :C S5!T :E RH:99>C QN 9HBOJ:C? R>:?@9E :C U"5W R@>C R> BEE<;> :CA>8>CA>C9 h*K
, - E:?CBDE1 9@> Y>HF=9@ FHA>H .*1 BCA 9@> E:C?D>=BC9>CCB EO>CBH:F3
εK+1 = tr Θ0 + GK Ω K G†K − GK Γ K − Γ †K G†K , S5#T $C 9@:E M:>R 8F:C91 F<H A>H:MB9:FC FG 9@> F89:;<; R>:?@9:C?
:E B ;FH> ?>C>HBD GFH;<DB9:FC 9@BC 9@B9 :C U"5W^ :3>3 A>BD:C?
R@>H> Ω K ∈ CK×K BCA Γ K ∈ CK×M BH> ?:M>C QN
R:9@ 9@> ;<D9:8D>=BC9>CCB ENE9>;E1 BCN BHQ:9HBHN 9HBCE;:EE:FC
[Ω K ]i:j ! x†i Θ i−j xj + N σ 2 δi−j , S5dT E:?CBDE BCA 9@> 8FDNCF;:BD O@BCC>D ;FA>DE3
[Γ K ]i: ! x†i Θ i−(K+1) . S"7T
>, J%C"% J=24#4K324*5 45 J=24#G#@A"4:B245:
$$$3 , h&$/0/ =- %$Z`&%L . %(*&=* i0('%*
8, <"%4I324*5 *H J=24#G#@A"4:B245: )>P91 R> F89:;:Y> 9@> 8FDNCF;:BD FHA>H D GFH 9@> @:?@=
$C 9@:E E>O9:FC1 R> F89:;:Y> 9@> R>:?@9:C? OF>G!O:>C9E {βk } FHA>H ,-=.* O@BCC>D >E9:;B9:FC3 &@HF<?@ 9@> F89:;:YB9:FC1
R> A:EOFM>H BC :C9>H>E9:C? BCA <E>G<D H>E<D9 9@B9 9@> 7=9@
9F ;:C:;:Y> 9@> /*% RH:99>C :C S5#T3 -> OBC EFDM> 9@>
F89:;<; MBD<>E FG {βk } QN A:GG>H>C9:B9:C? 9@> /*% :C 9>H;E FHA>H ,-=.* O@BCC>D >E9:;B9:FC Q>OF;>E F89:;BD3 $9 :;8D:>E
FG βk 3 `FR>M>H1 9@> A>H:MB9:M> :CMFDM>E B @:?@DN OF;8D:OB9>A 9@B9 9@> @:?@=FHA>H 8FDNCF;:BD O@BCC>D ;FA>D:C? :E CF9 BA=
>P8H>EE:FC Q>OB<E> βk :E :COD<A>A :C QF9@ :CE:A> BCA F<9E:A> FG MBC9B?>F<E BCN ;FH> R@>C R> OBC F89:;:Y> 9@> R>:?@9:C?
B ;B9H:P :CM>HE:FC FG Φ−1 OF>G!O:>C9E3
K :C GK BE E@FRC :C S#T3 -> 9@>H>GFH>
F89:;:Y> 9@> R>:?@9:C? ;B9H:P GK :CE9>BA FG F89:;:Y:C? 9@> )FR1 R> M>H:GN 9@> F89:;BD:9N FG 9@> 7=9@ FHA>H ,-=.* :C
R>:?@9:C? OF>G!O:>C9E {βk } :C A:H>O93 6>OB<E> 9@> R>:?@9:C? 9>H;E FG ;:C:;:Y:C? 9@> /*%3 h<99:C? 9@> F89:;<; R>:?@9E
;B9H:P GK :E OFCE9HB:C>A BE X K G†K = QK+1 ;>C9:FC>A :C ;B9H:P GK FG S"#T :C9F 9@> /*% FG S5#T1 9@> ;:C:;<; /*%
S5"T1 R> <E> 9@> .B?HBC?:BC ;>9@FA GFH F89:;:YB9:FC3 )F9:O> OBC Q> >P8H>EE>A BE
9@B9 F89:;:Y:C? 9@> R>:?@9:C? OF>G!O:>C9E {βk } :E >X<:MBD>C9 , -
9F F89:;:Y:C? 9@> R>:?@9:C? ;B9H:P GK <CA>H 9@> OFCA:9:FC εK+1 = tr Θ 0 − Γ †K Ω −1 † −1
K Γ K + S K RK S K . S"dT
FG X K G†K = QK+1 3
0E:C? S5#T R:9@ B OFCE9HB:C9 :C S5"T1 9@> .B?HBC?:BC <9:D:9N `>H>1 R> E@F<DA CF9:O> 9@B9 9@> !HE9 9RF 9>H;E BH> :CA>8>CA>C9
G<CO9:FC :E ?:M>C QN FG 9@> >E9:;B9:FC FHA>H D3 &@>C1 R> GFO<E FC 9@> A:GG>H>CO>
! Q>9R>>C 9@> DBE9 9>H; S †K R−1K S K GFH 9@> D=9@ FHA>H >E9:=
L (GK , Υ K ) ! tr Θ0 + GK Ω K G†K − GK Γ K − Γ †K G†K ;B9:FC BCA 9@B9 GFH 9@> (D − 1)=9@ FHA>H >E9:;B9:FC3 $C 9@:E
' ) "
− 2 GK X †K − QT K+1 Υ K , S"5T E>O9:FC1 GFH OFCM>C:>CO> FG 9@> >CE<:C? BCBDNE:E1 R> >P8D:O:9DN
A>CF9> 9@> >E9:;B9:FC FHA>H D GFH ;B9H:O>E H>DB9>A 9F 9@> D=9@
R@>H> Υ K ∈ RM(D+1)×M :E B .B?HBC?:BC ;<D9:8D:>HE ;B9H:P3 FHA>H ,-=.* >E9:;B9:FC :C9F 9@>:H E<QEOH:89E :C 8BH>C9@>E>E^
$9E A>H:MB9:M> H>?BHA:C? G†K :E RH:99>C QN GFH >PB;8D>1 Qk,$D% 3 IHF; A>!C:9:FCE :C S!T BCA S5VT1 R> OBC
∂L(GK , Υ K ) . / >P8H>EE Qk,$D% BCA X K,$D% GFH 9@> D=9@ FHA>H >E9:;B9:FC QN
†
= 2 Ω K G†K − Γ K − X †K Υ K . S""T <E:C? 9@FE> GFH 9@> (D − 1)=9@ FHA>H >E9:;B9:FC BE GFDDFREa
∂GK
* + * +
`>CO>1 9@> F89:;<; EFD<9:FC :E ?:M>C QN <E:C? 9@> .B?HBC?:BC Qk,$D−1% X K,$D−1%
;<D9:8D:>HE ;B9H:P BE GFDDFREa Qk,$D% = , X K,$D% = , SV7T
Qk,$D% X K,$D%
. /
G†K = Ω −1 Γ K + X †K Υ K . S"VT
K R@>H> R> A>CF9> Qk,$D% ! k D I M ∈ RM×M BCA X K,$D% !
*<QE9:9<9:C? S"VT :C9F S5"T1 R> @BM> [1D x1 , 2D x2 , . . . , K D xK ] ∈ CM×K 3 &@>N D>BA 9F 9@> GFD=
. / DFR:C? A>EOH:89:FC BQF<9 S K,$D% :C S"4Ta
X K G†K = X K Ω −1 K Γ K + X †K Υ K = QK+1 . S"!T * +
S K,$D−1%
(X K Ω −1 † S K,$D% = QK+1,$D% − X K,$D% Ω −1
K ΓK = ,
&@>C1 R@>C 9@> ;B9H:P FG K XK)
:E CFCE:C?<DBH1 R> S K,$D%
FQ9B:C 9@> F89:;<; .B?HBC?:BC ;<D9:8D:>HE ;B9H:P BE GFDDFREa SV5T
Υ K = R−1
K SK , S"[T
R@>H> S K,$D% ! QK+1,$D% − X K,$D% Ω −1 K ΓK ∈ C
M×K
3
R@>H> R> A>!C> .:J>R:E>1 <E:C? (30)1 RK,$D% OBC Q> >P8H>EE>A QN
†
RK ! X K Ω −1
K XK ∈ C
M(D+1)×M(D+1)
, S"]T †
RK,$D% = X K,$D% Ω −1
K X K,$D%
S K ! QK+1 − X K Ω −1
K ΓK ∈C M(D+1)×M
. S"4T 0 1
RK,$D−1% T K,$D%
$C OFCE>X<>CO>1 QN OF;Q:C:C? S"VT BCA S"[T1 9@> F89:;<; = , SV"T
T †K,$D% RK,$D%
R>:?@9:C? ;B9H:P GFH 9@> @:?@=FHA>H BHQ:9HBHN=R>:?@9>A .*
O@BCC>D >E9:;B9:FC :E A>H:M>A BEa R@>H>
. /
G†K = Ω −1K Γ K + X †
R
K K
−1
S K . S"#T †
T K,$D% ! X K,$D−1% Ω −1
K X K,$D% ∈ C
MD×M
, SVVT
(E A>EOH:Q>A :C S4T1 9@> OFHH>E8FCA:C? >E9:;B9:FC ;B9H:P :E †
RK,$D% ! X K,$D% Ω −1
K X K,$D% ∈ CM×M . SV!T
?:M>C QN Ĥ K+1 = Y K G†K 3 &@> F89:;<; R>:?@9:C? ;B9H:P

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!"[" $%%% &'()*(+&$,)* ,) -$'%.%** +,//0)$+(&$,)*1 2,.3 41 ),3 551 ),2%/6%' "77#

&@> :CM>HE:FC ;B9H:P FG RK,$D% :C SV"T OBC Q> RH:99>C QN U""W BD?FH:9@; :C FHA>H 9F H>A<O> 9@> OF;8<9B9:FCBD OF;8D>P:9N GFH
O@BCC>D 9HBOJ:C?^ R> OBDD :9 BE 9@> ,-='.* BD?FH:9@;3 (E
R−1
K,$D% =
0 1 FQE>HM>A :C S"#T1 9@>H> >P:E9 9RF ;B9H:P :CM>HE:FCE GFH Ω −1K
R−1 †
K,$D−1% +P K,$D% Π K,$D% P K,$D% −P K,$D% Π K,$D% BCA R−1K 3 *:CO> 9@> ;B9H:P :CM>HE:FC H>X<:H>E B O<Q:O OF;=
† , 8D>P:9N FHA>H :C ?>C>HBD U""W1 9@>E> OF;8<9B9:FCBD OF;8D>P:9:>E
−Π K,$D% P K,$D% Π K,$D%
Q>OF;> O[K 3 ] BCA O[M 3 ]1 H>E8>O9:M>DN3 $C 8BH9:O<DBH1 9@>
SV[T
OF;8<9B9:FCBD Q<HA>C GFH 9@> ;B9H:P :CM>HE:FC Ω −1 K :E B
R@>H> AF;:CBC9 GBO9FH Q>OB<E> R> FG9>C @BM> K & M 3 &@<E1 R>
Q>?:C R:9@ A>M>DF8:C? BC >G!O:>C9 H>O<HE:FC 9>O@C:X<> GFH
P K,$D% ! R−1
K,$D−1% T K,$D% ∈ C
MD×M
, SV]T
. /−1 OF;8<9:C? Ω −1 K 3
Π K,$D% ! RK,$D% − T †K,$D% P K,$D% ∈ CM×M . SV4T IHF; 9@> A>!C:9:FCE FG Ω K :C S5dT BCA Γ K :C S"7T1 R>
OBC RH:9>
`>H>1 R> @BM> 9@> H>DB9:FCE@:8E Q>9R>>C S K,$D% BCA * +
Ω K−1 ωK
S K,$D−1% :C SV5T1 BCA Q>9R>>C R−1 −1
K,$D% BCA RK,$D−1% :C ΩK = , S!5T
SV[T3 +F;Q:C:C? 9@>; N:>DAE 9@> H>DB9:FC Q>9R>>C 9@> DBE9 9>H; ω †K +K
S †K R−1
K S K FG 9@> /*% :C S"dT GFH 9@> D=9@ FHA>H BCA 9@B9 R@>H>
GFH 9@> (D − 1)=9@ FHA>H BE GFDDFREa
ωK ! Γ K−1 xK ∈ C(K−1)×1 , S!"T
S †K,$D% R−1
K,$D% S K,$D% =
+K ! x†K Θ0 xK + N σ ∈ R.
2
S!VT
S †K,$D−1% R−1 †
K,$D−1% S K,$D−1% + P K,$D% Π K,$D% P K,$D% ,
SV#T &@>C1 R> OBC H>O<HE:M>DN OF;8<9> 9@> :CM>HE:FC :C B EX<BH>
OF;8D>P:9N FHA>H O[K 2 ] BE GFDDFRE U""Wa
R@>H>
* −1 +
Ω K−1 + νK ψ K ψ †K −νK ψ K
P K,$D% ! S †K,$D−1% P K,$D% − S †K,$D% ∈ CM×M . SVdT −1
ΩK = , S!!T
−νK ψ †K νK
+FCE>X<>C9DN1 FQE>HM:C? S"dT BCA SV#T1 R> A>H:M> 9@> GFDDFR=
:C? H>DB9:FC Q>9R>>C 9@> /*% FG 9@> D=9@ FHA>H >E9:;B9:FC R@>H>
BCA 9@B9 FG 9@> (D − 1)=9@ FHA>H >E9:;B9:FCa ψ K ! Ω −1 (K−1)×1
, - K−1 ω K ∈ C , S![T
. /−1
εK+1,$D% = εK+1,$D−1% + tr P K,$D% Π K,$D% P †K,$D% νK ! +K − ω †K ψ K ∈ R. S!]T
$ $2
$ 1/2 $
= εK+1,$D−1% + $P K,$D% Π K,$D% $ . S!7T &@> BQFM> H>O<HE:FC H>X<:H>E 9@> OF;8<9B9:FCBD OF;8D>P:9N
1/2 FG O[K 2 ] 9F ?>9 QF9@ Ω −1 K QN S!!T BCA ψ K QN S![T3 (E
`>H>1 Π K,$D% A>CF9>E B ;B9H:P EX<BH> HFF9 E<O@ 9@B9 A:EO<EE>A DB9>H1 R> OBC >POD<A> 9@> >P8D:O:9 <E> FG 9@> GFH;>H
1/2 1/2
Π K,$D% (Π K,$D% )† = Π K,$D% 3 $C B E9HB:?@9GFHRBHA ;BCC>H1 SΩ −1
K T GHF; 9@> ,-='.* BD?FH:9@; QN >P8D:O:9DN <E:C? 9@>
9@> BQFM> H>DB9:FC ?:M>E εK+1,$0% ≤ εK+1,$1% ≤ · · · ≤ DB99>H Sψ K T :CE9>BA3 (D9@F<?@ Ω −1
K :E C>>A>A GFH ψ K BE :C
εK+1,$D% ^ H>E<D9:C? :C9F 9@> GBO9 9@B9 9@> 7=9@ FHA>H ,-= S![T1 R> OBC BMF:A 9@> OF;8<9B9:FC FG S!!T QN ;BJ:C? <E> FG
.* @BE 9@> ;:C:;<; /*%3 &@>H>GFH>1 :9 :E E<;;BH:Y>A 9@> ;FA:!>A +@FD>EJN GBO9FH:YB9:FC U""W3 -> E<88FE> 9@B9 9@>
:C 9@:E E>O9:FC 9@B9 9@> @:?@>H=FHA>H .* >E9:;B9:FC :E CF9 ;B9H:P Ω −1
K :E GBO9FH:Y>A BE GFDDFREa
>GG>O9:M> GFH :;8HFM:C? 9@> /*% 8>HGFH;BCO> R@>C R> <E> †
9@> F89:;<; R>:?@9:C?3 *:CO> 9@> @:?@>H=FHA>H .* FGG>HE B Ω −1
K = LK ΛK LK , S!4T
Q>99>H >E9:;B9:FC GFH E>M>HBD O@BCC>D OFCA:9:FCE :C QF9@ 9@>
R@>H> LK ∈ CK×K :E B DFR>H 9H:BC?<DBH ;B9H:P R@FE>
H>O9BC?<DBH R>:?@9:C? BCA 9@> >P8FC>C9:BD R>:?@9:C? BE E@FRC
A:B?FCBD >C9H:>E BH> BDD FC>E1 BCA ΛK ∈ RK×K :E B A:B?FCBD
:C U5d1 "7W1 9@> 8HFM>C GBO9 :C 9@:E E>O9:FC S9@> Y>HF=9@ FHA>H
;B9H:P3 0E:C? S!!T1 R> FQ9B:C 9@> H>DB9:FCE@:8 Q>9R>>C LK
.* :E BDRBNE F89:;BD GFH 9@> F89:;<; R>:?@9:C?T ;BN Q>
BCA LK−1 BCA Q>9R>>C ΛK BCA ΛK−1 BE GFDDFREa
:C9>H>E9:C?3 $C BAA:9:FC1 9@> GBO9 OFC9H:Q<9>E 9F B 8HBO9:OBD 0 1
<E> Q>OB<E> 9@> @:?@>H=FHA>H .* FOO<HE @:?@>H OF;8D>P:9N LK−1 ΛK−1 L†K−1 + νK ψ K ψ †K −νK ψ K
−1
:C>M:9BQDN3 `>H>BG9>H1 R> GFO<E FC 9@> 7=9@ FHA>H .* O@BCC>D ΩK =
−νK ψ †K νK
>E9:;B9:FC GFH 9@> ,-=.* O@BCC>D >E9:;B9:FC S>BO@ ;B9H:O>E * +* +0 † 1
{Qk } c<E9 H>A<O>E :C9F BC :A>C9:9N ;B9H:P I M T3 LK−1 ψ K ΛK−1 0K−1 LK−1 0K−1
= T .
0K−1 1 0T
K−1 νK ψ †K 1
2 34 52 34 52 34 5
-, J=24#G#@A"4:B2"C DE9 8;:*%42B# LK ΛK
L†K
*:CO> 9@> A>H:M>A F89:;<; R>:?@9:C? :C S"#T A>8>CAE FC 9@> S!#T
9HBCE;:99>A E:?CBDE BCA 9HB:C:C? D>C?9@ K1 R> E@F<DA OF;8<9>
:9 B9 >M>HN EN;QFD GFH A>O:E:FC=A:H>O9>A O@BCC>D 9HBOJ:C? :C BC (E B H>E<D91 9@> +@FD>EJN GBO9FH:Y>A ;B9H:O>E LK BCA ΛK AF
>P9H>;>DN GBE9 GBA:C? O@BCC>D3 S$9 E@F<DA Q> ;>C9:FC>A 9@B91 CF9 H>X<:H> BCN OF;8<9B9:FCE GFH 9@> H>O<HE:M> 8HFO>EE3 0E:C?
:C B 8:DF9 E>X<>CO> 8>H:FA1 9@> R>:?@9:C? ;B9H:P GKp OBC 9@>E> ;B9H:O>E1 9@> M>O9FH ψ K :C S![T :E H>RH:99>C BE
Q> OF;8<9>A BCA ;>;FH:Y>A :C BAMBCO> B9 9@> H>O>:M>H3T $C
9@:E E>O9:FC1 R> GFH;<DB9> B H>O<HE:M> EO@>;> D:J> 9@> '.* ψ K = LK−1 ΛK−1 L†K−1 ω K . S!dT

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(K$),a ,h&$/0/=-%$Z`&%L '.* +`())%. %*&$/(&$,) I,' '(h$L I(L$)Z /$/, +`())%.* !"[V

)F9:O> 9@B9 9@> OF;8<9B9:FCBD Q<HA>C :C S!dT :E >PBO9DN :A>C9:= `>H>1 R> <E>A ξ †K η K = µ−1 −1
K − νK GHF; S[dT3 /BJ:C? <E>
OBD 9F 9@B9 :C S![T1 R@:D> 9@> H>O<HE:M> OBDO<DB9:FC FG Ω −1
K QN FG 9@>E> H>O<HE:FCE1 R> 8HF8FE> B H>O<HE:M> O@BCC>D 9HBOJ:C?
S!!T :E F;:99>A3 EO@>;> OBDD>A BE 9@> ,-='.* BD?FH:9@;^ R@FE> FM>HBDD 8HF=
)>P91 R> H>A<O> 9@> OF;8<9B9:FCBD OF;8D>P:9N GFH 9@> O>A<H> :E A>EOH:Q>A Q>DFRa
;B9H:P :CM>HE:FC R−1 K 9F B EX<BH> FHA>H O[M ] GHF; B O<Q:O
2
5a E>9 >;89Na Γ 0 , L0 , Λ0 , U 0 , Y 0 , V 0 , Ĥ 1 , Σ 0
FHA>H O[M ] QN <E:C? B H>O<HE:M> RBN3 .>9 U K BCA V K Q>
3 −1
"a E>9 A:B?FCBDa S 0 = I M 1 R0 = &I M
A>!C>A BE GFDDFREa Va >E9:;B9>a Θ i GFH 0 ≤ i ≤ Kp + Ki
!a 3.) K = 1 9F Kp + Ki − 1 4.
U K ! X K Ω −1
K ∈C
M×K
, S[7T
[a eK = y K − Ĥ K xK
VK !Y −1
K ΩK ∈C N ×K
. S[5T ]a ω K = Γ K−1 xK
&@>N BH> H>O<HE:M>DN FQ9B:C>A QN S!!Ta 4a ψ K = LK−1 ΛK−1 L†K−1 ωK
* + #a ξ K = S K−1 xK
" Ω −1 †
K−1 + νK ψ K ψ K
! −νK ψ K η K = R−1
U K = X K−1 xK
da K−1 ξ K
−νK ψ †K νK 57a ϕK = eK' + Σ K−1 ξK )
! †
" 55a νK = 1/ N σ 2 + x†K Θ 0 xK − ω †K ψ K
= U K−1 − νK ξ K ψ K νK ξ K , S["T ' † )
* −1 † + 5"a µK = 1/* 1/νK + ξK+ηK
! " Ω K−1 + νK ψ K ψ K −νK ψ K
V K = Y K−1 y K L ψK
−νK ψ †K νK 5Va LK = TK−1
! " 0
* K−1 1 +
= V K−1 − νK ϕK ψ †K νK ϕK , S[VT ΛK−1 0K−1
5!a ΛK = T
R@>H> R> A>!C>A ! 0K−1 νK "
5[a U K = U K−1 − νK ξ K ψ †K νK ξ K
! "
ξK ! xK − X K−1 ψ K = S K−1 xK ∈ CM×1 , S[!T 5]a V K = V K−1 − νK ϕK ψ †K νK ϕK
†
ϕK ! y K − Y K−1 ψ K ∈ C N ×1
. S[[T 54a R−1 −1
K = RK−1 − µK η K η K
†
5#a Σ K = Σ K−1 + µK eK η K
0E:C? S[7T1 S["T BCA S[!T1 R> OBC RH:9> 9@> ;B9H:P RK = 5da ?>C>HB9> Γ K
†
X K Ω −1
K X K :C B H>O<HE:M> ;BCC>H BE GFDDFREa3 "7a SK = I M − U K Γ K
"5a Ĥ K+1 = V K Γ K + Σ K S K
RK = U K X †K
0 1 ""a (*4 3.)
! " X †K−1
= U K−1 − νK ξ K ψ †K νK ξ K (D9@F<?@ 9@> 8HF8FE>A BD?FH:9@; @>H> @BE E9:DD @:?@ OF;=
x†K 8D>P:9N :C OF;8BH:EFC R:9@ 9@> ODBEE:OBD %-='.* BD?FH:9@;1
= RK−1 + νK ξ K ξ †K . S[]T 9@> H>O<HE:M> BD?FH:9@; OBC A>OH>BE> 9@> OF;8D>P:9N 9F 9@>
EX<BH> FHA>H GHF; 9@> O<Q:O FHA>H FG 9@> A:H>O9 ,-=.*
(OOFHA:C?DN1 :9E :CM>HE:FC OBC Q> H>O<HE:M>DN OF;8<9>A R:9@ BCA1 ;FH>FM>H1 9@> BD?FH:9@; GFH 9@> O@BCC>D 9HBOJ:C? @BE
B EX<BH> OF;8D>P:9N FHA>H O[M 2 ] QN 9@> *@>H;BC=/FHH:EFC FH:?:CBD:9N R:9@ B X<:9> A:GG>H>CO> GHF; 9@> ;>9@FA GFH B
GFH;<DB U""Wa E:C?D>=BC9>CCB OBE> :C U"5W1 :C R@:O@ BCN H>O<HE:M> GFH;<DB9:FC
† @BE CF9 Q>>C <E>A GFH O@BCC>D 9HBOJ:C?1 BEE<;:C? 9@> F89:;<;
R−1 −1
K = RK−1 − µK η K η K , S[4T
R>:?@9E BH> OF;8<9>A :C BAMBCO>3
R@>H>
η K ! R−1 M×1 $23 h %'I,'/()+% % 2(.0(&$,)*
K−1 ξ K ∈ C , S[#T
. /−1
$C 9@:E E>O9:FC1 R> A>;FCE9HB9> 9@> BAMBC9B?> FG 9@> 8HF=
µK ! 1/νK + ξ†K η K ∈ R. S[dT
8FE>A ,-='.* O@BCC>D >E9:;B9:FC EO@>;> :C /*% BCA Q:9=
,QE>HM>A :C S4T1 S"#T BCA S[5T1 9@> >E9:;B9>A ;B9H:P QN 9@> >HHFH=HB9> S6%'T 8>HGFH;BCO>3 `>H>1 R> <E> 9RF /$/, A>=
,-=.* :E RH:99>C BE Ĥ K+1 = V K Γ K + Σ K S K 1 R@>H> 9>O9:FC BD?FH:9@;Ea 9@> ;BP:;<;=D:J>D:@FFA A>9>O9:FC S/.LT
R> A>!C>A Σ K ! V K X †K R−1 U"!W BE BC F89:;<; H>O>:M:C? BD?FH:9@;1 BCA 9@> M>H9:OBD 6>DD
K ∈ C 3 -> E@FR>A 9@B9
N ×M

EF;> 8BH9E FG Ĥ K+1 OBC Q> H>O<HE:M>DN ?>C>HB9>A^ V K QN DBQFHB9FH:>E DBN>H>A E8BO>=9:;> BHO@:9>O9<H> S2=6.(*&T R@:O@
S[VT1 R−1 :E QBE>A FC 9@> ;:C:;<; /*% OH:9>H:FC R:9@ BC F89:;<;
K :COD<A>A :C Σ K QN S[4T1 BCA U K :COD<A>A :C S K
QN S["T3 I:CBDDN1 R> E@FR 9@> H>O<HE:M> ?>C>HB9:FC FG Σ K 3 FHA>H:C? U"[W3 -> OFCE:A>H B 4 × 4 /$/, ENE9>; BCA B
IHF; 9@> A>!C:9:FC1 Σ :E RH:99>C QN E8B9:BDDN OFHH>DB9>A GBA:C? O@BCC>D 9@B9 :E ;FA>D>A QN 9@>
T/2
KHFC>OJ>H H>8H>E>C9B9:FC H k = R1/2rx H̆ k Rtx U"]f"dW3 6F9@
Σ K = V K X †K R−1
K FG 9@> 9HBCE;:99>H OFHH>DB9:FC Rtx BCA 9@> H>O>:M>H OFHH>DB9:FC
* +
! " X †K Rrx @BM> B OFHH>DB9:FC GBO9FH FG 0.2 B9 9@>:H CFC=A:B?FCBD
= V K−1 − νK ϕK ψ K νK ϕK
†
R−1 >C9H:>E1 BCA H̆ k ?>C>HB9>E BC <COFHH>DB9>A 'BND>:?@ GBA:C? QN
x†K K
. /. / _BJ>E ;FA>D R:9@ 9@> ;BP:;<; LF88D>H GH>X<>CON FG fD 3 ->
= V K−1 X †K−1 + νK ϕK ξ †K R−1 K−1 − µ η η
K K K
†
BEE<;> 9@> 9HBCE;:EE:FC GHB;> OFCE:E9E FG B 8:DF9 E>X<>CO> FG
= Σ K−1 + µK (ϕK − Σ K−1 ξ K ) η †K Kp = 32 EN;QFDE BCA BC :CGFH;B9:FC E>X<>CO> FG Ki = 128
EN;QFDE <E:C? 5]i(/ ;FA<DB9:FC EO@>;>E3 h:DF9 EN;QFDE BH>
= Σ K−1 + µK eK η †K . S]7T E8B9:BDDN FH9@F?FCBD -BDE@ E>X<>CO>E :C 6h*K ;FA<DB9:FC3

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!"[! $%%% &'()*(+&$,)* ,) -$'%.%** +,//0)$+(&$,)*1 2,.3 41 ),3 551 ),2%/6%' "77#

20 10
High-order OW-LS 0 dB 4×4 MIMO, 20dB
fDTs = 10−4 10−3 10−2
0th 1st 2nd 3rd
OW-RLS Kp = 32
10 0th EW-RLS
0
1st EW-RLS
Mean-Square Error (dB)

Mean-Square Error (dB)

0
20 dB
−10
−10

−20
−20 40 dB

−30 −30
4×4 MIMO
Rayleigh
−40 −40
0.0001 0.001 0.01 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
fD Ts
Forgetting Factor: λ
I:?3 53 /*% 8>HGFH;BCO> BE B G<CO9:FC FG fD Ts GFH 9@> D=9@ FHA>H ,-=.* I:?3 V3 /*% 8>HGFH;BCO> BE B G<CO9:FC FG B GFH?>99:C? GBO9FH λ GFH BM>HB?>
S4 × 4 /$/, ENE9>;1 BM>HB?> *)' j 0 A61 20 A6 BCA 40 A61 Kp = 321 *)' FG 20 A6 S4 × 4 /$/, ENE9>;1 Kp = 321 fD Ts = 0.0001 BCA 0.01T
D = 0, 1, 2, 3T3 hDF99>A O<HM>E H>8H>E>C9 9@>FH>9:OBD H>E<D9E1 BCA ;BHJ>HE BH> hDF99>A O<HM>E H>8H>E>C9 9@>FH>9:OBD H>E<D9E1 BCA ;BHJ>HE BH> E:;<DB9:FC H>E<D9E3
E:;<DB9:FC H>E<D9E3
10
20 4×4 MIMO, 40dB
fDTs = 10−4 10−3 10−2
OW-RLS
EW-RLS 0th 1st 2nd EW-RLS OW-RLS Kp = 32
(λ = 0.95)
0 0th EW-RLS
10 0 dB
1st EW-RLS
Mean-Square Error (dB)
Mean-Square Error (dB)

0
−10

−10 20 dB
OW-RLS
−20

−20

−30
−30 40 dB

−40 −40
0.0001 0.001 0.01 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
fD Ts Forgetting Factor: λ

I:?3 !3 /*% 8>HGFH;BCO> BE B G<CO9:FC FG B GFH?>99:C? GBO9FH λ GFH BM>HB?>

I:?3 "3 /*% 8>HGFH;BCO> BE B G<CO9:FC FG fD Ts GFH ,-='.* BCA 9@> D= *)' FG 40 A6 S4 × 4 /$/, ENE9>;1 Kp = 321 fD Ts = 0.0001 BCA 0.01T
9@ FHA>H %-='.* R:9@ B GFH?>99:C? GBO9FH FG 0.95 S4 × 4 /$/, ENE9>;1 hDF99>A O<HM>E H>8H>E>C9 9@>FH>9:OBD H>E<D9E1 BCA ;BHJ>HE BH> E:;<DB9:FC H>E<D9E3
BM>HB?> *)' j 0 A61 20 A6 BCA 40 A61 Kp = 32T3 hDF99>A O<HM>E H>8H>E>C9
9@>FH>9:OBD H>E<D9E1 BCA ;BHJ>HE BH> E:;<DB9:FC H>E<D9E3

:C>M:9BQD> 9@B9 9@> /*% 8>HGFH;BCO> ?>9E RFHE> BE 9@> GBA:C?

8, !9( )"%H*%#35+" E8>>A fD Ts :COH>BE>E3 (E E@FRC :C 9@:E !?<H>1 9@> DFR>H=
FHA>H ,-=.* FGG>HE 9@> Q>99>H /*% 8>HGFH;BCO>1 BCA 9@> 7=
I:HE9 FG BDD1 R> E@FR B E:;<DB9:FC H>E<D9 9F QBOJ <8 9@> 9@ FHA>H FC> :E 9@> Q>E9 GFH BCN *)' BCA fD Ts 3 $9 OBC Q>
8HFM>A 9@>FHN 9@B9 9@> 7=9@ FHA>H ,-=.* :E F89:;<; B;FC? OFC!H;>A 9@B9 9@> @:?@=FHA>H 8FDNCF;:BD O@BCC>D ;FA>D:C?
9@> D=9@ FHA>H ,-=.*3 I:?3 5 E@FRE 9@> /*% 8>HGFH;BCO> U5d1 "7W :E CF9 <E>G<D R@>C R> OBC F89:;:Y> 9@> R>:?@9:C?
εKp +1 FG 9@> D=9@ FHA>H ,-=.* BE B G<CO9:FC FG fD Ts GFH OF>G!O:>C9E3 )F9:O> 9@B91 9@:E !?<H> E@FRE 9@> DFR>H QF<CA
BC BM>HB?> *)' FG 0 A61 20 A6 BCA 40 A63 hDF99>A O<HM>E FG 9@> D=9@ FHA>H .* O@BCC>D >E9:;B9:FCa :C F9@>H RFHAE1 BCN
H>8H>E>C9 9@> 9@>FH>9:OBD H>E<D9E ?:M>C :C S5#T1 BCA 8DF99>A BHQ:9HBHN=R>:?@9>A .* O@BCC>D >E9:;B9:FC R:9@ 9@> D=9@ FHA>H
;BHJ>HE BH> 9@> E:;<DB9:FC H>E<D9E3 ,C> OBC E>> 9@B9 9@> 8FDNCF;:BD ;FA>D OBCCF9 F<98>HGFH; 9@>E> 8DF99>A O<HM>E3
E:;<DB9:FC H>E<D9E R>DD ;B9O@ 9@> 9@>FH>9:OBD O<HM>E3 $9 :E )>P91 R> E@FR 9@> OF;8BH:EFC Q>9R>>C 9@> ,-='.* BCA

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(K$),a ,h&$/0/=-%$Z`&%L '.* +`())%. %*&$/(&$,) I,' '(h$L I(L$)Z /$/, +`())%.*
0 $C EDFR GBA:C? E<O@ BE fD Ts = 0.00011 E:CO> 9@> >E9:;B9:FC
4×4 MIMO Rayleigh, 40dB
−10
Mean-Square Error (dB)
−20
−30
−40 fDTs = 0.0001
OW-RLS
EW-RLS 0th 1st 2nd
−50
10 100
Pilot Length: Kp
I:?3 [3 /*% 8>HGFH;BCO> BE B G<CO9:FC FG 8:DF9 E>X<>CO> D>C?9@ Kp GFH
,-='.* BCA 9@> D=9@ FHA>H %-='.* R:9@ F89:;:Y>A GFH?>99:C? GBO9FH S4 × 4
/$/, ENE9>;1 BM>HB?> *)' j 40 A61 fD Ts = 0.0001 BCA 0.01T3 hDF99>A
O<HM>E H>8H>E>C9 9@>FH>9:OBD H>E<D9E1 BCA ;BHJ>HE BH> E:;<DB9:FC H>E<D9E3
9@> D=9@ FHA>H %-='.* O@BCC>D >E9:;B9:FC3 $C I:?3 "1 R> 8DF9
9@> /*% 8>HGFH;BCO> εKp +1 M>HE<E B GBA:C? E8>>A fD Ts GFH
9@> D=9@ FHA>H %-='.* R:9@ B GFH?>99:C? GBO9FH FG λ = 0.951
BDFC? R:9@ GFH 9@> S7=9@ FHA>HT ,-='.*3 ,QE>HM>A :C 9@:E
!?<H>1 9@> DFR>H=FHA>H %-='.* O@BCC>D >E9:;B9:FC :E E>M>H>DN
A>?HBA>A :C GBE9 GBA:C? BCA B9 @:?@ *)' H>?:FC3 (CA 9@>C1 9@>
8>HGFH;BCO> A>?HBAB9:FC OBC Q> FM>HOF;> QN 9@> @:?@>H=FHA>H
8FDNCF;:BD O@BCC>D ;FA>D:C? :C 9@> >P8FC>C9:BD R>:?@9:C?3
)F9> 9@B91 BD9@F<?@ 9@> @:?@>H=FHA>H %-='.* :E BAMBC9B?>F<E
GFH HB8:A GBA:C?1 :9 @BE BC BAM>HE> >GG>O9 B9 DFR *)' BCA
:C EDFR GBA:C? O@BCC>DE3 &@:E :E Q>OB<E> 9@> @:?@>H=FHA>H
>E9:;B9:FC H>X<:H>E B DFC?>H 8:DF9 E>X<>CO> GFH OFCM>H?>CO>3
&@>H>GFH>1 R> E@F<DA 8HF8>HDN O@FFE> 9@> 8FDNCF;:BD FHA>H GFH
9@> @:?@=FHA>H %-='.* BD?FH:9@;1 A>8>CA:C? FC 9@> O@BCC>D
OFCA:9:FCE BCA 9@> 8:DF9 D>C?9@3 (E :E FQM:F<E1 9@> ,-='.*
BDRBNE F<98>HGFH;E 9@> D=9@ FHA>H %-='.*^ 9@> 8>HGFH;BCO>
?B:C :E E:?C:!OBC9 >E8>O:BDDN :C HB8:A GBA:C? O@BCC>DE3
&@> /*% 8>HGFH;BCO> FG 9@> %-='.* O@BCC>D >E9:;B9:FC
;BN Q> :;8HFM>A QN F89:;:Y:C? 9@> GFH?>99:C? GBO9FH GFH GBE9
GBA:C? O@BCC>DE3 -> E@FR 9@> /*% 8>HGFH;BCO> FG 9@> %-=
'.* BE B G<CO9:FC FG B GFH?>99:C? GBO9FH λ :C I:?E3 V BCA ! GFH
BC BM>HB?> *)' FG 20 A6 BCA 40 A61 H>E8>O9:M>DN3 -> 8DF9 9@>
/*% 8>HGFH;BCO> GFH fD Ts = 0.00011 0.001 BCA 0.013 IFH
H>G>H>CO>1 9@> /*% 8>HGFH;BCO> FG 9@> ,-='.* :E 8H>E>C9>A
:C 9@>E> !?<H>E3 S)F9> 9@B9 9@> 8>HGFH;BCO> :E :CA>8>CA>C9
FG 9@> GFH?>99:C? GBO9FH Q>OB<E> 9@> ,-='.* AF>E CF9 <E>
9@> GFH?>99:C? GBO9FH3T `>H>1 :9 E@F<DA Q> ;>C9:FC>A 9@B9 9@>
/*% 8>HGFH;BCO> ?H>B9DN A>8>CAE FC 9@> GFH?>99:C? GBO9FH1 BCA
BDEF 9@> F89:;<; MBD<> FG 9@> GFH?>99:C? GBO9FH @:?@DN A>8>CAE
FC 9@> O@BCC>D OFCA:9:FCE E<O@ BE *)' BCA fD Ts 3 &@>H>GFH>1
R> E@F<DA 8HF8>HDN BAc<E9 9@> GFH?>99:C? GBO9FH BOOFHA:C? 9F
9@> O@BCC>D >CM:HFC;>C9 :C BC >P8>H:;>C9BD RBN E:CO> 9@>
F89:;<; GFH?>99:C? GBO9FH FG 9@> @:?@=FHA>H %-='.* @BE CF9
Q>>C 9@>FH>9:OBDDN A>H:M>A GFH BCN BHQ:9HBHN O@BCC>D E9B9:E9:OE3
Authorized licensed use limited to: IEEEXplore Subscriber. Downloaded on December 10, 2008 at 12:42 from IEEE Xplore. Restrictions apply.
!"[[
fDTs = 0.01
>HHFH A<> 9F 9@> BAA:9:M> CF:E> :E AF;:CBC9 >E8>O:BDDN B9 DFR
*)'1 B DBH?>H MBD<> FG 9@> GFH?>99:C? GBO9FH FGG>HE B Q>99>H /*%
8>HGFH;BCO>3 (9 DFR *)' FG 20 A6 GFH E<O@ B EDFR GBA:C?1 9@>
7=9@ FHA>H %-='.* :E E<8>H:FH 9F 9@> 5=E9 FHA>H FC> Q>OB<E>
9@> CF:E> >HHFH :E B AF;:CBC9 GBO9FH1 R@>H>BE 9@> 7=9@ FHA>H
FC> :E :CG>H:FH 9F 9@> 5=E9 FHA>H FC> B9 @:?@ *)' FG 40 A6
Q>OB<E> 9@> DB? >HHFH OBC Q> DBH?>H 9@BC 9@> CF:E> >HHFH3 $9
OFC!H;E 9@B9 9@> @:?@>H=FHA>H %-='.* :E <E>G<D 9F E<88H>EE
9@> DB? >HHFH OB<E>A QN 9@> O@BCC>D MBH:B9:FC OF;8BH>A 9F
9@> DFR>H=FHA>H FC>1 R@:D> :9 RFHJE C>?B9:M>DN R@>C 9@> DB?
>HHFH :E F<9R>:?@>A QN 9@> CF:E> >HHFH3 $C GBE9 GBA:C? E<O@ BE
fD Ts = 0.011 B H>DB9:M>DN E;BDD MBD<> FG 9@> GFH?>99:C? GBO9FH
:E H>X<:H>A Q>OB<E> 9@> DB? >HHFH OBC E<H8BEE 9@> CF:E> >HHFH3
IFH E<O@ B GBE9 GBA:C?1 9@> @:?@>H=FHA>H %-='.* OFC9H:Q<9>E 9F
:;8HFM:C? 9@> /*% 8>HGFH;BCO>3 &@> ,-='.* FGG>HE G<H9@>H
8>HGFH;BCO> :;8HFM>;>C9 >E8>O:BDDN :C HB8:A GBA:C? O@BCC>DE
1000
Q>OB<E> :9 BAB89:M>DN BAc<E9E 9@> R>:?@9:C? OF>G!O:>C9 :C GBMFH
FG ;:C:;:Y:C? 9@> 9F9BD >E9:;B9:FC >HHFH FG 9@> CF:E> >HHFH BCA
9@> DB? >HHFH QN >P8DF:9:C? 9@> O@BCC>D E9B9:E9:OE3
(E E@FRC :C I:?E3 " 9@HF<?@ !1 9@> @:?@>H=FHA>H %-='.*
OBCCF9 BDRBNE @BM> B Q>99>H 8>HGFH;BCO> 9@BC 9@> DFR>H=
FHA>H %-='.* Q>OB<E> :9 H>X<:H>E B DFC?>H 8:DF9 E>X<>CO>
GFH OFCM>H?>CO>1 FR:C? 9F 9@> DBH?>H C<;Q>H FG 8BHB;>9>HE 9F
Q> >E9:;B9>A3 )FR1 R> E@FR 9@> :C"<>CO> FG 9@> 8:DF9 D>C?9@
:C I:?3 [ GFH BC BM>HB?> *)' FG 40 A63 6>OB<E> 9@> :CM>HE>
;B9H:P FG ΦKp :C SdT AF>E CF9 >P:E9 GFH Kp < M (D + 1)1 R>
8DF9 9@> /*% 8>HGFH;BCO> GHF; Kp ≥ M (D+1) GFH 9@> D=9@
FHA>H >E9:;B9:FC3 &@> GFH?>99:C? GBO9FH :E ;BC<BDDN F89:;:Y>A
GFH >M>HN 8DF99>A 8F:C93 $C HB8:A GBA:C? GFH fD Ts = 0.011 B
E<QE9BC9:BD BAMBC9B?> FG 9@> @:?@>H=FHA>H %-='.* OBC Q> E>>C
Q>OB<E> 9@> DB? >HHFH :E B AF;:CBC9 GBO9FH3 />BCR@:D>1 :C EDFR
GBA:C?1 Q>OB<E> 9@> DBH?>H C<;Q>H FG >E9:;B9:FC 8BHB;>9>HE
;BN :CO<H BC >C@BCO>;>C9 FG 9@> CF:E> >HHFH1 9@> /*%
8>HGFH;BCO> FG 9@> @:?@>H=FHA>H %-='.* ?>9E RFHE> GFH B
E@FH9>H 8:DF9 D>C?9@3 `FR>M>H1 FC> OBC E>> 9@B9 9@> DFC?>H 8:DF9
E>X<>CO> OFC9H:Q<9>E 9F A>OH>BE:C? 9@> CF:E> >HHFH GFH E<O@ B
EDFR GBA:C?3 &@:E !?<H> H>M>BDE 9@B9 9@> /*% 8>HGFH;BCO>
FG 9@> @:?@>H=FHA>H %-='.* OBC B88HFBO@ 9@B9 FG 9@> ,-=
'.* R@>C R> OBC <E> B DFC?>H 8:DF9 >CF<?@ 9F OFCM>H?>3
)FC>9@>D>EE1 9@> ,-='.* :E E9:DD BAMBC9B?>F<E >E8>O:BDDN GFH
HB8:A GBA:C?3
$C 9@:E E>O9:FC1 R> @BM> 8H>E>C9>A B 8>HGFH;BCO> >MBD<B9:FC
B9 BC BM>HB?> *)' FG 0 A61 20 A6 BCA 40 A6 c<E9 GFH B
H>G>H>CO>3 $C EF;> 8HBO9:OBD B88D:OB9:FCE1 E<O@ B @:?@ *)'
BHF<CA 20 A6 BCA 40 A6 ;BN CF9 Q> H>BD:E9:O3 `FR>M>H1 BE
R> E@FR 9@> 6%' 8>HGFH;BCO> :C 9@> GFDDFR:C? E>O9:FC1
9@> H>O>:M>H >;8DFN:C? 9@> /.L BCA 2=6.(*& BD?FH:9@;E
H>X<:H> BHF<CA 20 A6 BCA 40 A6 :C *)'1 H>E8>O9:M>DN1 9F
?<BHBC9>> 6%' D>EE 9@BC 10−4 GFH 9@> <COFA>A 5]i(/ 4 × 4
/$/, ENE9>;E3 `>CO>1 R> ;BN >COF<C9>H R:9@ E<O@ B @:?@
*)' H>X<:H>;>C9 GFH EF;> B88D:OB9:FCE1 >3?3 :C R@:O@ CF
A:M>HE:9N 9>O@C:X<>E FH CF >HHFH=OFHH>O9:C? OFA>E BH> BMB:DBQD>
A<> 9F 9@> ENE9>; OFE93
>, >(D )"%H*%#35+"
)>P91 R> >MBD<B9> 9@> >GG>O9 FG 9@> 8HF8FE>A ,-='.*
O@BCC>D >E9:;B9:FC :C 9>H;E FG 6%' 8>HGFH;BCO>3 I:?E3 ] BCA 4
!"[] $%%% &'()*(+&$,)* ,) -$'%.%** +,//0)$+(&$,)*1 2,.3 41 ),3 551 ),2%/6%' "77#

0 0
10 10
MLD, 20dB EW-RLS
EW-RLS
MLD, fD Ts = 0.005
16QAM 4×4 MIMO 16QAM 4×4 MIMO
−1 −1
10 10
Average Bit Error Rate

Average Bit Error Rate

−2 −2 1st (λ = 0.95)
10 10 1st (λ = 0.80)
1st (λ = 0.65)
0th (λ = 0.65)
−3 0th (λ = 0.80)
10 0th (λ = 0.95) OW-RLS 10
−3
0th EW-RLS
1st EW-RLS
2nd EW-RLS OW-RLS
10
−4 Perfect 10−4 0th EW-RLS
1st EW-RLS
2nd EW-RLS
Perfect
−5
10 10−5
0.0001 0.001 0.01 0.1 0 10 20 30 40
fD Ts Average SNR per Rx Antenna (dB)

I:?3 ]3 (M>HB?> 6%' 8>HGFH;BCO> BE B G<CO9:FC FG fD Ts S/.L A>9>O9:FC1 I:?3 #3 (M>HB?> 6%' 8>HGFH;BCO> BE B G<CO9:FC FG BM>HB?> *)' 8>H 'P
5]i(/ 4 × 4 /$/, ENE9>;1 BM>HB?> *)' j 20 A6T3 BC9>CCB GFH fD Ts = 0.005 S/.L A>9>O9:FC1 5]i(/ 4 × 4 /$/, ENE9>;T3

0
10
V-BLAST, 40dB EW-RLS E<O@ B 8>HGFH;BCO> A>?HBAB9:FC1 :9 :E :CG>H:FH 9F 9@> 7=9@ FHA>H
16QAM 4×4 MIMO FC> :C EDFR GBA:C? O@BCC>DE BCA B9 DFR *)'3 &@> 9H>CA FG
9@> 6%' 8>HGFH;BCO> QBE:OBDDN ;B9O@>E 9@B9 FG 9@> /*%
−1
10 8>HGFH;BCO> E@FRC :C I:?3 "3 +F;8BH:C? 9@> 6%' O<HM>E R:9@
0th (λ = 0.65)
B !P>A GFH?>99:C? GBO9FH 9F 9@FE> R:9@ BC F89:;:Y>A GBO9FH1 :9 :E
Average Bit Error Rate

0th (λ = 0.80)
0th (λ = 0.95)
10
−2
10−3
0th EW-RLS
10
−4
2nd EW-RLS
−5
10
0.0001 0.001
fD Ts
I:?3 43 (M>HB?> 6%' 8>HGFH;BCO> BE B G<CO9:FC FG fD Ts S2=6.(*&
A>9>O9:FC1 5]i(/ 4 × 4 /$/, ENE9>;1 BM>HB?> *)' j 40 A6T3
E@FR 9@> 6%' 8>HGFH;BCO> FG /.L BCA 2=6.(*& A>9>O9:FCE
BE B G<CO9:FC FG fD Ts GFH BC BM>HB?> *)' FG "7 A6 BCA
!7 A61 H>E8>O9:M>DN3 IFH 9@> %-='.* >E9:;B9:FC1 R> ;BC<BDDN
F89:;:Y>A B GFH?>99:C? GBO9FH λ B9 >M>HN E:;<DB9:FC 8F:C9E3 $C
9@>E> !?<H>E1 R> BDEF 8H>E>C9 9@> 6%' 8>HGFH;BCO> :C 9@>
OBE> 9@B9 9@> O@BCC>D E9B9> :CGFH;B9:FC :E 8>HG>O9DN JCFRC B9
9@> H>O>:M>H1 GFH H>G>H>CO>3 S$9E 8>HGFH;BCO> :E :CA>8>CA>C9 FG
9@> GBA:C? E8>>A3T 6>E:A>E1 R> 8DF9 9@> 6%' 8>HGFH;BCO> FG
9@> %-='.* R@>C B !P>A MBD<> FG 9@> GFH?>99:C? GBO9FH :E
<E>A Sλ = 0.951 0.801 BCA 0.65T3 (E E@FRC :C 9@>E> !?<H>E1
9@> 6%' 8>HGFH;BCO> :E E>M>H>DN A>?HBA>A :C GBE9 GBA:C?
O@BCC>DE3 (D9@F<?@ 9@> @:?@>H=FHA>H %-='.* OBC FM>HOF;>
OFC!H;>A 9@B9 R> C>>A B OBH>G<D BAc<E9;>C9 FG 9@> GFH?>99:C?
GBO9FH :C BOOFHA R:9@ 9@> O@BCC>D >CM:HFC;>C9E3 -> OBC E>>
9@B9 9@> 8HF8FE>A ,-='.* @BE ;<O@ Q>99>H 9FD>HBCO> GFH GBE9
GBA:C? /$/, O@BCC>DE H>E<D9:C? GHF; @:?@ ;FQ:D:9N3
I:?3 # E@FRE 9@> 6%' 8>HGFH;BCO> M>HE<E BM>HB?> *)' GFH
GBE9 GBA:C? SfD Ts = 0.005T1 :C R@:O@ 9@> /.L H>O>:M>H :E
OW-RLS >;8DFN>A3 $C 9@> D=9@ FHA>H %-='.*1 9@> GFH?>99:C? GBO9FH
:E R>DD F89:;:Y>A B9 >M>HN 8F:C93 $9 E@F<DA Q> CF9:O>A 9@B9
1st EW-RLS
9@> 7=9@ FHA>H %-='.* @BE B E:?C:!OBC9DN 8FFH 8>HGFH;BCO>
Perfect :C E<O@ B HB8:A GBA:C?1 :C E8:9> FG 9@> GFH?>99:C? GBO9FH :E
F89:;:Y>A3 &@> @:?@>H=FHA>H %-='.* OBC :;8HFM> 9@> 6%'
8>HGFH;BCO> OFCE:A>HBQDN3 `FR>M>H1 FQE>HM:C? 9@> 6%' 8>H=
0.01 0.1 GFH;BCO> FG 9@> 5=E9 FHA>H %-='.* R:9@ B !P>A GFH?>99:C?
GBO9FH Sλ = 0.951 0.801 BCA 0.65T1 :9 OBC Q> OFC!H;>A 9@B9 9@>
6%' 8>HGFH;BCO> :E E>M>H>DN A>?HBA>A <CD>EE 9@> GFH?>99:C?
GBO9FH :E R>DD BAc<E9>A BOOFHA:C? 9F BC *)'3 (D9@F<?@ 9@>
8HF8FE>A ,-='.* @BE BC B88HFP:;B9>DN 5 A6 DFEE GHF; BC
:A>BD 8>HGFH;BCO> R:9@ B 8>HG>O9 O@BCC>D JCFRD>A?>1 :9 N:>DAE
9@> Q>E9 6%' 8>HGFH;BCO> FM>H BDD 9@> 8>HGFH;BCO> R:9@ B
O@BCC>D >E9:;B9:FC^ 9@> *)' ?B:CE FG 10 A6 BCA 3 A6 BH>
FQ9B:C>A :C OF;8BH:EFC 9F 9@> 5=E9 FHA>H BCA "=CA FHA>H %-=
'.*1 H>E8>O9:M>DN1 B9 B 6%' FG 10−5 3
-, '#=3+2 *H -*%%";324*5 L3+2*% 35C <"+464*5M(624#324*5
(%%*%
6>GFH> CFR1 R> @BM> >MBD<B9>A 9@> /*% BCA 9@> 6%'
8>HGFH;BCO> GFH B E8B9:BD OFHH>DB9:FC GBO9FH FG 73"3 $C 9@:E
E>O9:FC1 R> E@FR 9@> :;8BO9 FG 9@> OFHH>DB9:FC GBO9FH 9F 9@>
8>HGFH;BCO>3 *:CO> 9@> ,-='.* >P8DF:9E B E8B9:BD OFHH>DB9:FC
:CGFH;B9:FC BE R>DD BE 9@> 9>;8FHBD OFHH>DB9:FC GFH 9@> <E>G<D

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(K$),a ,h&$/0/=-%$Z`&%L '.* +`())%. %*&$/(&$,) I,' '(h$L I(L$)Z /$/, +`())%.* !"[4

10
0 0
MLD, fD Ts = 0.001 4×4 MIMO, 40dB
16QAM 4×4 MIMO fDTs = 0.005
−1 20 dB Kp = 32
10
−10

Mean-Square Error (dB)

Average Bit Error Rate

0th EW-RLS
−2
10
−20 OW-RLS
−3
10
1st EW-RLS

−30
−4
10 OW-RLS
0th EW-RLS OW-RLS (Perfect)
1st EW-RLS
Perfect
−5 −40
10
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 −27 −26 −25 −24 −23 −22
Correlation Factor Correlation Estimation Error (dB)

I:?3 d3 (M>HB?> 6%' 8>HGFH;BCO> BE B G<CO9:FC FG B OFHH>DB9:FC GBO9FH GFH I:?3 553 /*% 8>HGFH;BCO> BE B G<CO9:FC FG B OFHH>DB9:FC >E9:;B9:FC >HHFH
fD Ts = 0.001 S/.L A>9>O9:FC1 5]i(/ 4 × 4 /$/, ENE9>;1 BM>HB?> *)' GFH fD Ts = 0.005 S4 × 4 /$/, ENE9>;1 BM>HB?> *)' j 40 A6T3
j 20 A6T3

0
E>X<>CO>1 BE B G<CO9:FC FG 9@> E8B9:BD OFHH>DB9:FC GBO9FH3 $9
OW-RLS (Pilot End)
0th EW-RLS (Pilot End) E@F<DA Q> H>;BHJ>A 9@B9 9@> ,-='.* OBC :;8HFM> 9@> /*%
1st EW-RLS (Pilot End) 8>HGFH;BCO> B9 9@> >CA FG 9@> 8:DF9 E>X<>CO> BE 9@> OFHH>DB9:FC
OW-RLS (Info End) GBO9FH :COH>BE>E1 R@>H>BE 9@> %-='.* :E BD;FE9 :CA>8>CA>C9
−5 0th EW-RLS (Info End)
FG 9@> OFHH>DB9:FC GBO9FH3 &@>H>GFH>1 :9 :E OFC!H;>A 9@B9 9@>
Mean-Square Error (dB)

1st EW-RLS (Info End)

MLD, fDTs = 0.001
16QAM 4×4 MIMO
−10 20 dB
−15
−20
0 0.1 0.2 0.3 0.4
Correlation Factor
I:?3 573 /*% 8>HGFH;BCO> BE B G<CO9:FC FG B OFHH>DB9:FC GBO9FH GFH fD Ts =
0.001 S/.L A>9>O9:FC1 5]i(/ 4×4 /$/, ENE9>;1 BM>HB?> *)' j 20 A6T3
O@BCC>D E9B9:E9:OE1 9@> /*% 8>HGFH;BCO> :E >P8>O9>A 9F Q>
:;8HFM>A GFH B @:?@DN OFHH>DB9>A O@BCC>D3
I:?3 d >P@:Q:9E 9@> 6%' 8>HGFH;BCO> BE B G<CO9:FC FG B
OFHH>DB9:FC GBO9FH GFH BC BM>HB?> *)' FG 20 A6 BCA B GBA:C?
E8>>A FG fD Ts = 0.0013 ,QE>HM:C? 9@> 8>HGFH;BCO> R:9@ B
8>HG>O9 O@BCC>D :CGFH;B9:FC :C 9@:E !?<H>1 R> OBC JCFR 9@B9
9@> 6%' 8>HGFH;BCO> :E :C>M:9BQDN A>?HBA>A BE 9@> E8B9:BD
OFHH>DB9:FC GBO9FH :COH>BE>E3 (D9@F<?@ 9@> ,-='.* @BE 9@>
Q>E9 6%' 8>HGFH;BCO>1 BCN E:?C:!OBC9 BAMBC9B?> FR:C? 9F
9@> E8B9:BD OFHH>DB9:FC OBCCF9 Q> OFC!H;>A3
$C I:?3 571 R> 8DF9 9@> /*% 8>HGFH;BCO> B9 QF9@ 9@>
>CA FG 9@> 8:DF9 E>X<>CO> BCA 9@> >CA FG 9@> :CGFH;B9:FC
,-='.* OBC 8<9 9@> OFHH>DB9:FC GBO9FH 9F ?FFA <E> GFH
O@BCC>D >E9:;B9:FC3 `FR>M>H1 9@> /*% B9 9@> >CA FG 9@>
:CGFH;B9:FC E>X<>CO> OBC Q> >P9H>;>DN A>?HBA>A :C B @:?@DN
OFHH>DB9>A O@BCC>D Q>OB<E> 9@> A>O:E:FC >HHFH :E CF9 C>?D:?:QD>
BE E@FRC :C I:?3 d3 &@> O@BCC>D 9HBOJ:C? ;BN :;8HFM> 9@>
/*% 8>HGFH;BCO> R@>C 9@> A>O:E:FC >HHFH HB9> :E E<G!O:>C9DN
Pilot End
DFR^ :3>3 B 6%' FG D>EE 9@BC 10−2 GFH 9@> 5=E9 FHA>H %-='.*
BCA 9@> ,-='.* O@BCC>D >E9:;B9:FCE1 E>>C GHF; I:?E3 d BCA
573
IFH 8HBO9:OBD B88D:OB9:FCE1 9@> O@BCC>D E9B9:E9:OE FG E8B9:F=
9>;8FHBD OFHH>DB9:FCE {Θk } BCA B CF:E> MBH:BCO> σ 2 1 R@:O@
BH> H>X<:H>A GFH 9@> ,-='.*1 OBCCF9 Q> 8>HG>O9DN JCFRC3
0.5 0.6 0.7 0.8 0.9 &@>H>GFH>1 9@> O@BCC>D >E9:;B9:FC BOO<HBON ;BN Q> E>M>H>DN
BGG>O9>A QN 9@> :;8>HG>O9 JCFRD>A?> FG 9@> O@BCC>D E9B9:E9:OE3
&F >MBD<B9> 9@> :C"<>CO> FG 9@> :;8>HG>O9:FC1 R> E@FR 9@>
/*% 8>HGFH;BCO> εKp +1 FG 9@> ,-='.* :C I:?3 55 BE B G<CO=
9:FC FG B OFHH>DB9:FC >E9:;B9:FC >HHFH GFH BC BM>HB?> *)' FG
40 A6 BCA B GBA:C? E8>>A FG fD Ts = 0.0053 `>H>1 R>$ A>!C>A
(Kp $ $Θ̂ k − Θk $2 1 R@>H>
9@> OFHH>DB9:FC >E9:;B9:FC >HHFH BE k=1
>BO@ {Θ̂k } :E BC >E9:;B9>A M>HE:FC FG {Θk }1 R@FE> >C9H:>E
BH> BAA>A QN :CA>8>CA>C9 ZB<EE:BC CF:E>E3 IFH OF;8BH:EFC1
9@:E !?<H> BDEF >P@:Q:9E 9@> /*% 8>HGFH;BCO> FG 9@> ,-=
'.* R:9@ B 8>HG>O9 JCFRD>A?> FG 9@> O@BCC>D E9B9:E9:OE1 BCA
9@> D=9@ FHA>H %-='.* R:9@ BC F89:;:Y>A GFH?>99:C? GBO9FH3
S)F9> 9@B9 9@>N BH> :CA>8>CA>C9 FG 9@> OFHH>DB9:FC >E9:;B9:FC
>HHFH3T (E E@FRC :C 9@:E !?<H>1 FC> OBC E>> 9@B9 9@> /*%
8>HGFH;BCO> :E E:?C:!OBC9DN A>?HBA>A :C 9@> 8H>E>CO> FG B DBH?>
>E9:;B9:FC >HHFH FG 9@> E8B9:F=9>;8FHBD OFHH>DB9:FC3 &F FQ9B:C
9@> 8>HGFH;BCO> ?B:C B?B:CE9 9@> 5=E9 FHA>H %-='.* R:9@ BC
F89:;:Y>A GFH?>99:C? GBO9FH1 R> C>>A B OFHH>DB9:FC >E9:;B9:FC

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!"[# $%%% &'()*(+&$,)* ,) -$'%.%** +,//0)$+(&$,)*1 2,.3 41 ),3 551 ),2%/6%' "77#

7
10 GBA:C?1 E:CO> 9@> OFHH>DB9:FC ;B9H:O>E {Θk } A>8>CA FCDN FC 9@>
4×4 MIMO ;BP:;<; LF88D>H GH>X<>CON fD 1 EF;> >E9:;B9:FC EO@>;>E
FG fD 1 >3?3 H>8FH9>A :C UV7fVVW1 BH> >GG>O9:M> 9F FQ9B:C 9@>
10
6 OFHH>DB9:FC ;B9H:O>E3 &@HF<?@ 9@> >MBD<B9:FCE :C 9@> 8H>M:F<E
E>O9:FC1 R> @BM> FCDN BEE<;>A 9@> ODBEE:OBD 'BND>:?@ GBA:C?
Number of Multiplications

Direct OW-LS
;FA>D GFH B 9:;>=MBHN:C? /$/, GBA:C? O@BCC>D3 `FR>M>H1
5 9@> O@BCC>D E9B9:E9:OE OBC Q> OF;8D:OB9>A1 A>8>CA:C? FC 9@>
10
E<HHF<CA:C? EOB99>H>HE1 9@> BC9>CCB OFC!?<HB9:FCE1 9@> A:H>O=
OW-RLS
9:FCBD O@BHBO9>H:E9:OE FG BC9>CCBE1 9@> A:E9BCO> FG 9HBCE;:99>H
BCA H>O>:M>H CFA>E1 BCA 9@> ;FM>;>C9 FH HF9B9:FC FG 9@> ;FQ:D>
4
10 3rd 2nd 1st 0th E9B9:FC1 BE H>8FH9>A :C UV!1 V[W3 /FH>FM>H1 R@>C 9@> 9HBCE;:9
EW-RLS BC9>CCBE BH> A:E9H:Q<9>A 9F A:GG>H>C9 CFA>E :C 9@> EF=OBDD>A
A:E9H:Q<9>A BC9>CCB FH OFF8>HB9:M> OF;;<C:OB9:FCE EO>CBH=
10 3 :FE UV]f!5W1 9@> E8B9:F=9>;8FHBD OFHH>DB9:FC Q>OF;>E G<H9@>H
OF;8D:OB9>A Q>OB<E> B O@BCC>D H>E8FCE> GHF; >BO@ 9HBCE;:9
BC9>CCB @BE BC :CA:M:A<BD ;BP:;<; LF88D>H GH>X<>CON3 IFH
9@>E> H>BEFCE1 R> @BM> GFO<E>A FC <E:C? BCN BHQ:9HBHN O@BCC>D
10 2
0 20 40 60 80 100 OFHH>DB9:FCE :C A>H:M:C? 9@> ,-='.* BD?:H:9@; GFH B H>BD:E9:O
Symbol Index: K B88D:OB9:FC3 -@>H>BE 9@> ;>9@FA :C U"5W BEE<;>A 9@B9 >BO@
O@BCC>D OF>G!O:>C9 @BE 9@> :A>C9:OBD LF88D>H E8>O9H<;a R@:O@
I:?3 5"3 +F;8<9B9:FCBD OF;8D>P:9N :C BH:9@;>9:O ;<D9:8D:OB9:FC M>HE<E OBC M:FDB9> 9@> F89:;BD:9N FG 9@> R>:?@9E GFH EF;> H>BD:E9:O
EN;QFD :CA>P K S4 × 4 /$/, ENE9>;T3 O@BCC>D >CM:HFC;>C9E3
,C> FG 9@> E:;8D>E9 OFHH>DB9:FC >E9:;B9:FC EO@>;>E :E BE
GFDDFRE3 0E:C? 8H>M:F<EDN >E9:;B9>A ;B9H:O>E :C 9@> E<QE>X<>C9
>HHFH D>EE 9@BC −24.4 A63 (D9@F<?@ :9E H>X<:H>;>C9 ;BN Q>
9HBCE;:99>A GHB;>E1 9@> OFHH>DB9:FC OBC Q> >E9:;B9>A BE
EF;>@FR 9:?@91 BC >E9:;B9:FC >HHFH DBH?>H 9@BC 9@> CF:E> D>M>D
QN B88HFP:;B9>DN 15 A6 :E E9:DD BOO>89BQD>3
"
K
1 # †
Θ̂ i $ ' Ĥ k Ĥ k−i , S]5T
K
<, -*#=G2324*53; -*#=;"?42N k=1

&BQD> $ D:E9E 9@> OF;8<9B9:FCBD OF;8D>P:9N :C 9@> H>X<:H>A R@>H> K ' A>CF9>E 9@> C<;Q>H FG BMB:DBQD> >E9:;B9>A O@BCC>D
C<;Q>H FG H>BD=MBD<>A ;<D9:8D:OB9:FCE GFH 9@> D=9@ FHA>H %-= ;B9H:O>E 9F OF;8<9> 9@>;^ R@:O@ E@F<DA Q> E<G!O:>C9DN DBH?>
'.* BD?FH:9@; BCA 9@> 8HF8FE>A ,-='.* BD?FH:9@;3 IFH GFH BM>HB?:C?3 (E K ' :COH>BE>E1 9@> >E9:;B9:FC BOO<HBON :E :;=
H>G>H>CO>1 9@> OF;8<9B9:FCBD OF;8D>P:9N FG 9@> A:H>O9 ,-= 8HFM>A QN BM>HB?:C? 9@> >E9:;B9:FC >HHFH BCA 9@> :CE9BC9BC>F<E
.* GFH;<DB A>H:M>A :C S"#T :E 8H>E>C9>A :C 9@:E 9BQD>1 R@>H> O@BCC>D OFHH>DB9:FC3 *:CO> 9@> BQFM>=;>C9:FC>A >E9:;B9:FC
R> <E> 9@> ZB<EE=_FHABC ;>9@FA U""W GFH ;B9H:P :CM>HE:FC3 EO@>;> FG O@BCC>D OFHH>DB9:FC :E CF9 EF EF8@:E9:OB9>A1 ;FH>
$C &BQD> $$1 R> E@FR EF;> >PB;8D>E GFH 9@>E> OF;8<9B9:FCBD BOO<HB9> EO@>;> ;BN Q> C>>A>A3 `FR>M>H1 EF;> EFH9 FG B
OF;8D>P:9:>E :C B 4 × 4 /$/, ENE9>;3 IFH OFCM>C:>CO> :C OFHH>DB9:FC >E9:;B9:FC EO@>;> BH> Q>NFCA FG 9@> ;B:C GFO<E
OF;8BH:EFC1 9@> OF;8D>P:9N O<HM> M>HE<E 9@> EN;QFD :CA>P K FG 9@:E 8B8>H3 &@> ;B:C OFC9H:Q<9:FC FG 9@:E 8B8>H :E 9@>
:E 8DF99>A :C I:?3 5"3 ,C> OBC E>> 9@B9 9@> 8HF8FE>A EO@>;> @BE 9@>FH>9:OBD A>H:MB9:FC FG 9@> >PBO9 F89:;<; R>:?@9:C? GFH 9@>
@:?@>H OF;8<9B9:FCBD OF;8D>P:9N 9@BC 9@> %-='.* BD?FH:9@;^ .* O@BCC>D >E9:;B9:FC :C BHQ:9HBHN 9:;>=MBHN:C? /$/, GBA:C?
9@> OF;8<9B9:FCBD OFE9 FG 9@> ,-='.* BD?FH:9@; HF<?@DN O@BCC>DE3 (E DFC? BE R> OBC <E> E<G!O:>C9DN BOO<HB9> O@BCC>D
:COH>BE>E :C B EX<BH> FHA>H BOOFHA:C? 9F 9@> 9HB:C:C? D>C?9@ E9B9:E9:OE1 B 9@>FH>9:OBDDN Q>E9 /*% 8>HGFH;BCO> GFH O@BCC>D
K3 $9 :E 9@> ;B:C AHBRQBOJ GFH 9@> ,-='.* 9@B9 9@> H>X<:H>A >E9:;B9:FC OBC Q> FQ9B:C>A QN 9@> 8HF8FE>A ,-='.*3
OF;8<9B9:FCBD OF;8D>P:9N :COH>BE>E GFH 9@> O@BCC>D 9HBOJ:C?
8HFO>EE3 )>M>H9@>D>EE1 BE R> @BM> >MBD<B9>A 9@> /*% BCA 9@> >, (?2"524*5 2* A4C"$35C 9+"53%4*6
6%' 8>HGFH;BCO> Q>GFH>1 9@> 8HF8FE>A EO@>;> FGG>HE B ?FFA &@:E 8B8>H @BE BEE<;>A B CBHHFR=QBCA 9HBCE;:EE:FC E:?=
BOO<HBON :C O@BCC>D >E9:;B9:FC <CA>H GBE9 GBA:C?3 I<H9@>H;FH>1 CBD H>E<D9:C? :C9F B GH>X<>CON="B9 GBA:C? O@BCC>D3 *F1 R>
R> E@F<DA CF9> 9@B9 9@> OF;8<9B9:FCBD OF;8D>P:9N FG 9@> A:H>O9 E@F<DA >P9>CA :9 9F GH>X<>CON=E>D>O9:M> O@BCC>DE GFH R:A>=
,-=.* R:9@F<9 9@> 8HF8FE>A H>O<HE:FC 9>O@C:X<> Q>OF;>E QBCA 9HBCE;:EE:FCE3 $9 :E CB9<HBD 9@B9 R> <E> B OFCc<CO9:FC
>P9H>;>DN @:?@1 E8>O:!OBDDN :C B O<Q:O FHA>H B?B:CE9 K3 $C FG ;<D9:=OBHH:>H FH9@F?FCBD GH>X<>CON=A:M:E:FC ;<D9:8D>P:C?
OFCE>X<>CO>1 9@> 8HF8FE>A H>O<HE:FC 9>O@C:X<> :E >G!O:>C9 9F S,IL/T R:9@ BC /$/, ENE9>; Q>OB<E> :9 9HBCEGFH;E B
H>A<O> 9@> OF;8D>P:9N FG ,-=.* GFH BC BOO<HB9> O@BCC>D GH>X<>CON=E>D>O9:M> O@BCC>DE 9F ;<D9:8D> GH>X<>CON="B9 O@BC=
>E9:;B9:FC3 C>DE :C E<QOBHH:>H3 `>CO>1 R> OBC <E> 9@> 8HF8FE>A O@BCC>D
>E9:;B9:FC EO@>;> GFH >BO@ E<QOBHH:>H :C B E9HB:?@9GFHRBHA
23 ,&`%' L $*+0**$,)*
;BCC>H3 `FR>M>H1 9@> ,IL/ E:?CBD:C? @BE EF;> :;8B:H;>C9Ea
8, (624#324*5 *H -B355"; -*%%";324*56 >C>H?N DFEE FG ?<BHA :C9>HMBDE1 H>X<:H>;>C9 FG OFA:C? EO@>;>E
*:CO> 9@> 8HF8FE>A ,-='.* BD?FH:9@; H>X<:H>E O@BCC>D GFH >P8DF:9:C? 8B9@eGH>X<>CON A:M>HE:9N1 E>CE:9:M:9N FG OBHH:>H
OFHH>DB9:FC ;B9H:O>E {Θk }1 R> E@F<DA >E9:;B9> 9@>; :C BA= ENCO@HFC:YB9:FCE1 BCA @:?@ 8>BJ=9F=BM>HB?> 8FR>H HB9:F D>BA=
MBCO>3 -@>C 9@> O@BCC>D GFDDFRE B H:O@=EOB99>H>A 'BND>:?@ :C? 9F C>O>EE:9N FG EF;> EFH9 FG 8FR>H B;8D:!>HE R:9@ B

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(K$),a ,h&$/0/=-%$Z`&%L '.* +`())%. %*&$/(&$,) I,' '(h$L I(L$)Z /$/, +`())%.* !"[d

&(6.% $
+ ,/h0&(&$,)(. + ,/h.%k$&l $) / 0.&$h.$+(&$,)* (& &`% K = &` * l/6,.

D=9@ FHA>H %-='.* 7M 2 (D + 1)2 + (6N + 4)M (D + 1) + 2N (N − 1)

hHF8FE>A ,-='.* 4K 2 + (4N M + 8M 2 + 4N + 6M − 8)K + 4N M 2 + 12N M + 14M 2 − 2N − 4M + 4
L:H>O9 ,-=.* 4K 3 + 8M K 2 + 4(3M 2 + N M )K + 4M 3

&(6.% $$
% k(/h.% + ,/h.%k$&l $) / 0.&$h.$+(&$,)* I,' 4 × 4 /$/, * l*&%/*

D=9@ FHA>H %-='.* 112D 2 + 336D + 248 j 2.5 × 102 (D = 0), 7.0 × 102 (D = 1), 1.4 × 103 (D = 2), 2.3 × 103 (D = 3)
hHF8FE>A ,-='.* 4K 2 + 224K + 652 j 2.7 × 103 (K = 8), 1.2 × 104 (K = 32), 3.1 × 104 (K = 64)
L:H>O9 ,-=.* 4K 3 + 32K 2 + 128K + 128 j 5.2 × 103 (K = 8), 1.7 × 105 (K = 32), 1.2 × 106 (K = 64)

?FFA D:C>BH:9N U!"W3 $C BAA:9:FC1 B OFCE:A>HBQD> 8>HGFH;BCO> OFHH>DB9:FC >M>C :G R> AF CF9 >;8DFN C>:9@>H 9@> FM>HEB;8D:C?
A>?HBAB9:FC OBC Q> FOO<HH>A A<> 9F :C9>H=OBHH:>H :C9>HG>H>CO> CFH 9@> E<QE8BO> 9HBOJ:C?3
:C GBE9 GBA:C? O@BCC>DE3
$C BO9<BD1 F<H EO@>;> :E H>BA:DN B88D:OBQD> 9F E:C?D>=OBHH:>H 2$3 * 0//('l
9HBCE;:EE:FCE BE R>DD BE ;<D9:=OBHH:>H 9HBCE;:EE:FCE GFH R:A>=
QBCA EO>CBH:FE3 .>9 H k,l ∈ CN ×M Q> 9@> l=9@ A>DBN>A &@:E 8B8>H :CM>E9:?B9>A FC BC BOO<HB9> O@BCC>D >E9:;B9:FC
O@BCC>D ;B9H:P B9 9@> k=9@ EN;QFD3 $C GH>X<>CON=E>D>O9:M> EO@>;> GFH GBE9 GBA:C? /$/, O@BCC>DE :COD<A:C? BC9>CCB
GBA:C? O@BCC>DE R:9@ B (L + 1)=8B9@ ;FA>D1 FC> OBC RH:9> OFHH>DB9:FCE3 -> 9@>FH>9:OBDDN A>H:M>A BC F89:;<;=R>:?@9>A
B H>O>:M>A E:?CBDE M>O9FH BE .* O@BCC>D >E9:;B9:FC ;>9@FA3 $C 9@> A>H:MB9:FC1 R> ODBH:!>A
9@B9 9@> @:?@>H=FHA>H .* >E9:;B9:FC :E CF9 BAMBC9B?>F<E GFH
L
# F89:;<;=R>:?@9:C?3 /FH>FM>H1 R> 8HF8FE>A 9@> ,-='.*
yk = H k,l xk−l + wk BD?FH:9@; GFH A>O:E:FC=A:H>O9>A O@BCC>D 9HBOJ:C?1 :C FHA>H 9F
l=0 H>A<O> 9@> OF;8<9B9:FCBD OF;8D>P:9N3 &@HF<?@ 8>HGFH;BCO>
= H k xk + wk , S]"T >MBD<B9:FCE1 R> M>H:!>A 9@B9 9@> 8HF8FE>A EO@>;> OBC FGG>H
BC >PO>DD>C9 8>HGFH;BCO> :C GBE9 GBA:C? O@BCC>DE3 (D9@F<?@ 9@>
R@>H> L :E 9@> ;BP:;<; A>DBN :C EN;QFD1 BCA R> A>!C>A BE 8HF8FE>A EO@>;> H>X<:H>E BOO<HB9> O@BCC>D E9B9:E9:OE BCA @:?@=
! " OF;8D>P:9N F8>HB9:FCE1 9@> BAMBC9B?> :C 9@> /*% 8>HGFH;BCO>
H k ! H k,0 , H k,1 , . . . , H k,L ∈ CN ×M(L+1) , S]VT ;BN Q> E:?C:!OBC9DN <E>G<D GFH G<9<H> R:H>D>EE OF;;<C:OB9:FCE
! T T "T
xk ! xk , xk−1 , . . . , xK−L ∈ C
T M(L+1)×1
. S]!T R@:O@ BDDFR @:?@ ;FQ:D:9N BCA @:?@=E8>>A 9HBCE;:EE:FCE3

$9 :;8D:>E GHF; S5T BCA S]"T 9@B9 R> E@F<DA c<E9 >E9:;B9> B
OF;8F<CA O@BCC>D ;B9H:P H k 9@HF<?@ 9@> <E> FG B OF;8F<CA
9HBCE;:EE:FC M>O9FH xk 1 :CE9>BA FG <E:C? xk 3 IFH 9@> 8HF8FE>A
,-='.* BD?FH:9@;1 xK :E H>8DBO>A R:9@ xK 1 BCA Θ k :E
H>8DBO>A R:9@ B E8B9:F=9>;8FHBD BCA 8B9@ OFHH>DB9:FC ;B9H:P
! † "
Θ k ! E H j H j−k 3 `>H>1 9@> OFHH>DB9:FC Θ k :COD<A>E BCN
OHFEE=OFHH>DB9:FC H>DB9:FCE@:8 Q>9R>>C H i,p BCA H j,q GFH BDD
EN;QFDE i, j BCA 8B9@E p, q3 +FHH>E8FCA:C?DN1 9@> >P9>CE:FC FG
9@> 8HF8FE>A EO@>;> 9F GH>X<>CON=E>D>O9:M> GBA:C? O@BCC>DE
AF>E CF9 :CMFDM> BCN A:G!O<D9N3 $9 :E CF9>A 9@B91 9@> OF;8<=
9B9:FCBD OF;8D>P:9N :COH>BE>E Q>OB<E> FG 9@> ;B9H:P >P9>CE:FC
GHF; H K 9F H K 3 $C 9@> OF;8D>P:9N BCBDNE:E A:EO<EE>A :C
&BQD> $1 R> E@F<DA E<QE9:9<9> M (L + 1) GFH M :C GH>X<>CON=
E>D>O9:M> EO>CBH:FE FG B (L + 1)=8B9@ ;FA>D3
$9 :E JCFRC 9@B9 9@> A>DBN>A RBM>E BHH:M>A B9 GHBO9:FCBDDN
EB;8D>=E8BO>A 9:;:C? ;BN FOO<H B DBH?>H 8B9@ OFHH>DB9:FC
Q>9R>>C 9@> p=9@ 8B9@ O@BCC>D H k,p BCA 9@> q=9@ 8B9@ O@BCC>D
H k,q GFH BCN p )= q BG9>H DFR=8BEE !D9>H:C? E<O@ BE B HFF9=
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