42
1, FEBRUARY 2013
Joint Maximum Likelihood Estimation of
CFO, Noise Power, and SNR in OFDM Systems
Michele Morelli, Senior Member, IEEE, and Marco Moretti, Member, IEEE
Abstract—Estimation of noise power and signal-to-noise ra-
tio (SNR) are fundamental tasks in wireless communications.
Existing methods to recover these parameters in orthogonal
frequency-division multiplexing (OFDM) are derived by follow-
ing heuristic arguments and assuming perfect carrier frequency
offset (CFO) synchronization. Hence, it is currently unknown
how they compare with an optimum scheme performing joint
maximum likelihood (ML) estimation of CFO, noise power and
SNR. In the present work, the joint ML estimator of all these
parameters is found by exploiting the repetitive structure of a
training preamble composed of several identical parts. It turns
out that CFO recovery is the first task that needs to be performed.
After CFO compensation, the ML estimation of noise power and
SNR reduces to a scheme that is available in the literature, but
with a computational saving greater than 60% with respect to the
original formulation. To assess the ultimate accuracy achievable
by the ML scheme, novel expressions of the Cramer-Rao bound
for the joint estimation of all unknown parameters are provided.
Index Terms—Frequency recovery, SNR estimation, noise
power estimation.
I. I NTRODUCTION
STIMATION of the average noise power and signal-to-
E noise ratio (SNR) are fundamental tasks in orthogonal
frequency-division multiplexing (OFDM) applications. While
SNR knowledge is required for mobile assisted hand-off
and power control, knowledge of the noise power can be
exploited to improve the performance of carrier frequency
offset (CFO) and channel recovery schemes [1], [2]. The
problem of SNR estimation is well studied for single-carrier
transmissions over frequency-flat channels and several so-
lutions based on either the maximum likelihood (ML) or
minimum mean square error (MMSE) criterions are available
[3], [4]. Recently, research has focused on the problem of
SNR estimation for OFDM systems using pilot symbols or
suitably designed training preambles [5]-[9]. In particular, the
preamble employed in [8] comprises several repeated parts
and exhibits a comb-type structure in the frequency domain,
wherein pilot tones are separated by a specified number of
null subcarriers. The latter are exploited for estimating the
noise power, while SNR information is retrieved from the pilot
subcarriers without using any knowledge of the transmitted
data. This method is further extended in [9], wherein the
significant path selection approach is employed to improve the
channel estimation accuracy. However, such an improvement
requires knowledge of the transmitted pilot tones, which is not
always available. All the aforementioned methods operate on
the receive discrete Fourier transform (DFT) output and are
Manuscript received July 10, 2012. The associate editor coordinating the
review of this letter and approving it for publication was D. Huang.
The authors are with the Information Engineering Department, Università
di Pisa, Italy (e-mail: marco.moretti@iet.unipi.it).
Digital Object Identifier 10.1109/WCL.2012.100912.120508
2162-2337/13$31.00 
IEEE WIRELESS COMMUNICATIONS LETTERS, VOL. 2, NO.
derived by assuming ideal frequency synchronization. On the
other hand, the theoretical analysis presented in [10] indicates
that frequency-domain estimation of noise power and SNR is
prone to significant performance degradation in imperfectly-
synchronized OFDM systems. To solve this problem, one
may adopt a pragmatic approach wherein the noise power
and the SNR are recovered only after the CFO has been
compensated for using one of the frequency synchronization
schemes available in the literature. This prompts two funda-
mental questions. The first is whether the pragmatic approach
entails a remarkable loss or not with respect to the joint ML
estimator of all unknown parameters. The second is related
to the computational complexity of the pragmatic scheme as
compared to the ML architecture.
The purpose of this work is to answer these questions.
Specifically, we consider an OFDM transmission and derive
the joint ML estimator of CFO, noise power and average
SNR. In doing so we exploit the periodic structure of a
training block composed of several repeated segments and
carrying unknown symbols [11]. Since such a preamble is
adopted by many commercial systems, in most cases the
resulting scheme does not require any extra overhead. Our
study indicates that CFO recovery is the first task that must
be accomplished. Surprisingly, after CFO compensation the
ML estimator of the noise power and average SNR leads
to a novel implementation of the periodic-sequence scheme
derived in [8] through heuristic reasoning but with a significant
computational saving with respect to the original formulation.
To assess the accuracy of the ML method, we also derive
the relevant Cramer-Rao lower bound (CRB) for the joint
estimation of the CFO, noise power and SNR, which is not
available in the literature. The contribution of this work is
threefold: i) derivation of the ML estimator of all the unknown
parameters; ii) validation of the optimality of the scheme
illustrated in [8] in the absence of any CFO; iii) novel CRB
formulation for the investigated estimation problem.
The rest of this paper is organized as follows. Next Section
describes the system model and formulates the estimation
problem. In Sect. III we address the joint ML estimation of the
unknown parameters and illustrate the relationship between the
resulting scheme and the method proposed in [8]. Simulation
results are presented in Sect. IV, while conclusions are offered
in Sect. V.
II. S YSTEM M ODEL AND P ROBLEM F ORMULATION
We consider an OFDM system with N subcarriers sep-
arated by Δf in the frequency domain. The transmission
is organized in frames and each frame is preceded by a
training block, which is divided into M identical parts, each
containing P = N/M samples. In practice, the training block
c 2013 IEEE
MORELLI and MORETTI: JOINT MAXIMUM LIKELIHOOD ESTIMATION OF CFO, NOISE POWER, AND SNR IN OFDM SYSTEMS 43

2 2
is generated by transmitting a sequence of pilot symbols with (ε̃, σ̃w , ρ̃) denoting a trial value of (ε, σw , ρ). Since
c = [c(0), c(1), . . . , c(P −1)]T on the subcarriers with indices H
rank{A(ε̃)A (ε̃)} = P , the (N × N )-dimensional matrix
multiple of M , while setting the others to zero. The pilot A(ε̃)AH (ε̃) has N − P null eigenvalues. On the other hand,
sequence is typically selected among a specified number of observing that AH (ε̃)A(ε̃) = M IP , it is easily seen that the P
possible choices so as to univocally identify the base station non-zero eigenvalues are all equal to M , with the P columns
and the cell sector. For this reason, it must be considered of A(ε̃) being the associated eigenvectors. Accordingly, from
as unknown during the synchronization stage. In this work (4) it follows that matrix B(ε̃, ρ̃) has N − P unitary eigen-
we assume that {c(p)} are statistically independent PSK values, while the other P eigenvalues are equal to 1 + M ρ̃.
2
symbols with power C2 = |c(p)| . At the receiver, the Recalling that the determinant of a matrix is the product of its
samples belonging to the training block are organized into eigenvalues, we may deduce that det B(ε̃, ρ̃) = (1 + M ρ̃)P .
M consecutive segments, each containing P samples and Furthermore, by virtue of the matrix inversion lemma, we have
corresponding to one of the repetitive parts in which the ρ̃
block is divided. In the sequel, every segment is identified B−1 (ε̃, ρ̃) = IN − A(ε̃)AH (ε̃). (6)
1 + M ρ̃
by an index m = 1, 2, . . . , M . Bearing in mind that the
repetitive parts of the training block remain identical after Substituting these results into (5), after standard manipulations
passing through the channel except for a phase shift induced the LLF takes the form
by the CFO, we may write the mth received segment as 2 2 N
Λ(ε̃, σ̃w , ρ̃) = −N ln(πσ̃w )− ln(1 + M ρ̃) − (7)
xm = ej2π(m−1)ε/M s + wm (1) M
2
(1 + M ρ̃ − ρ̃) x − 2ρ̃Γ(ε̃)
where ε is the CFO (normalized by the subcarrier spacing), 2 (1 + M ρ̃)
σ̃w
s = [s(0), s(1), . . . , s(P −1)]T is the useful signal component
2
and wm = [wm (0), wm (1), . . . , wm (P − 1)]T accounts for the where we have used the identity AH (ε̃)x = x +2Γ(ε̃),
2
noise contribution. The latter is a circularly-symmetric com- with
M−1 
plex Gaussian random vector with zero mean and covariance 
matrix σw2
IP , with IP being the identity matrix of order P . Γ(ε̃) = e R(m)e−j2πmε̃/M (8)
The entries of s are expressed by m=1

P
 −1 and
1 N
 −1
s(k) = √ ej2πkε/N c(p)H(pM )ej2πpk/P (2)
N p=0
R(m) = x(k)x∗ (k − mP ). (9)
k=mP
where H(n) is the channel gain over the nth subcarrier, which
2
is modeled as a Gaussian random variable with zero mean and Maximizing the LLF in (8) with respect to ε̃ and σ̃w yields
2
unknown power σH . Since the quantities {c(p)H(pM )} are
ε̂ = arg max {Γ(ε̃)} (10)
statistically independent and Gaussian distributed with zero ε̃
2
mean and variance C2 σH , it follows from (2) that s is a zero- 2
(1 + M ρ̃ − ρ̃) x − 2ρ̃Γ(ε̂)
mean Gaussian vector with covariance matrix σs2 IP , where 2
σ̂w (ρ̃) = (11)
σs2 = C2 σH 2
P/N is the average signal power. We define the N (1 + M ρ̃)
average SNR as ρ = σs2 /σw 2
. Then, arranging the M received and plugging these results back into (8) produces
segments into an N -dimensional vector x = [xT1 xT2 · · · 
2
xTM ]T , from (1) we have (1 + M ρ̃ − ρ̃) x − 2ρ̃Γ(ε̂)
Λ(ρ̃) = N + N ln N (12)
π(1 + M ρ̃)(1−1/M)
x = A(ε)s + w (3)
where the noise vector w = [w1T w2T T T
· · · wM ] which achieves its global maximum with respect to ρ̃ at
2
has covariance matrix Cw = σw IN , while A(ε) is 2Γ(ε̂)
a matrix of dimension N × P defined as A(ε) = ρ̂ = . (13)
 T (M − 1) x2 − 2Γ(ε̂)
IP , IP ej2πε/M , . . . , IP ej2π(M−1)ε/M . Our goal is to ex-
ploit the observation vector x for jointly estimating the un- The ML estimate of the noise power is eventually obtained by
known parameters (ε, σw 2
, ρ) by means of ML methods. replacing ρ̃ by ρ̂ in (11), yielding
2
III. J OINT ML E STIMATION OF THE CFO, N OISE P OWER 2 (M − 1) x − 2Γ(ε̂)
σ̂w = . (14)
AND SNR N (M − 1)
From (3) it follows that x is a Gaussian vector with zero Expressions (10), (13) and (14) provide the joint ML estimator
2
mean and covariance matrix Cx = σw B(ε, ρ), where (JMLE) of the CFO, SNR, and noise power. The following
B(ε, ρ) = IN + ρA(ε)AH (ε). (4) remarks are in order:
i) From (10) we see that the CFO estimate is computed
The log-likelihood function (LLF) for the joint estimation of first and it is then exploited to get the noise power and the
2
the unknown parameters (ε, σw , ρ) is thus given by SNR. This provides a theoretical justification of the pragmatic
   xH B−1 (ε̃, ρ̃)x approach, wherein CFO recovery is the first step that is
2 2 N
Λ(ε̃, σ̃w , ρ̃) = − ln πσ̃w · det B(ε̃, ρ̃) − 2 accomplished before proceeding to the estimation of (σw 2
, ρ).
σ̃w
(5) It is worth noting that the CFO estimate (10) has been
44 IEEE WIRELESS COMMUNICATIONS LETTERS, VOL. 2, NO. 1, FEBRUARY 2013

0
10
previously obtained in [12] and later extended to multiple- CRB M=4
JMLE M=4
input multiple-output (MIMO) OFDM systems in [13]. MME M=4
ii) Let y(k) = x(k)e−j2πkε̂/N be the received 10
−2 CRB M=8
JMLE M=8
frequency-corrected samples and denote by Y = MME M=8

[Y (0), Y (1), . . . , Y (N − 1)]T the N −point DFT of

MSEε
y = [y(0), y(1), . . . , y(N − 1)]T . After standard computations
−4
10

(details are omitted for space limitations), the estimates (14)

and (13) can be reformulated as −6

N −1 
10

 P
 −1
2 1 2 2
σ̂w = |Y (n)| − |Y (pM )| (15)
N − P n=0 p=0 10
−8

−10 0 10 20 30 40
SNR (dB)
P
 −1
1 2 1
ρ̂ = 2
|Y (pM )| − (16)
N σ̂w p=0
M Fig. 1. MSEε vs. SNR for JMLE and MME with M = 4 and M = 8.

which coincide with the noise power and SNR estimator

proposed in [8]. This result is quite surprising as the estimates
(15) and (16) were derived in [8] following a heuristic line
of reasoning. On the other hand, our investigation indicates
that the joint ML estimation of the CFO, noise power and
SNR is achieved by first recovering the CFO from (10) or
through the approximated approach outlined in [13]. Then,
after compensating for the phase rotation induced by the CFO,
the noise power and the SNR are retrieved as indicated in [8].
iii) By invoking the asymptotic efficiency property of the
JMLE, the accuracy of the estimates (ε̂, σ̂w 2
, ρ̂) is expected to
approach the corresponding CRB for large values of N . In
Appendix A it is shown that
3M (1 + M ρ)
CRB(ε) = (17)
2π 2 ρ2 N (M 2 − 1)
4
2 M σw
CRB(σw )= (18)
N (M − 1)
(1 + M ρ)2
CRB(ρ) = . (19)
N (M − 1)
To the best of the authors’ knowledge, the bounds (17)-
(19) are not available in the literature. Actually, a bound for
SNR estimation is provided in [7] for OFDM transmissions
over a frequency-flat fading channel and it is expressed by
CRBAWGN (ρ) = ρ(2 + ρ)/N . Comparing with (19), we see
that it is different from our bound, which applies to a more
general frequency-selective scenario.
iv) The computational requirement of JMLE can be as-
sessed as follows. Evaluating the correlations R(m) for 1 ≤
m ≤ M −1 needs 4N (M +1) floating point operations (flops),
while additional 8M flops are required to get the CFO estimate
using the simplified approach of [13]. Then, computing ρ̂ and
2
σ̂w from (13) and (14) involves 4(M + N ) flops, whereas
N (12+5 log2 N ) flops are needed if the JMLE is implemented
as indicated in (15) and (16).
IV. S IMULATION R ESULTS
The considered OFDM system has N = 256 subcarriers and
operates in the 2.4 GHz frequency band. The discrete-time
channel impulse response is composed by 16 channel taps,
which are modeled as independent and circularly symmetric
Gaussian random variables with zero-mean (Rayleigh fading)
and an exponential power delay profile. A channel snapshot is
generated at each new simulation run and kept fixed over the
training block. Without loss of generality, we set ε = 10−3
throughout simulations. The training symbols c(p) belong to a
BPSK constellation and their amplitude is chosen such that the
training block has average power σs2 = 1. The CFO estimate
ε̂ is obtained with the low-complexity method proposed in
2
[13]. The accuracy of ε̂ and σ̂w is measured in terms
 of their
2
mean-square-error (MSE) values, say MSEε =E (ε − ε̂)
  
2 2 2
and MSEσ =E σw − σ̂w , while the accuracy of ρ̂ is
measured by thenormalized  MSE (NMSE), which is defined
as NMSEρ = E (ρ − ρ̂)2 /ρ2 .
Fig. 1 illustrates MSEε as a function of the SNR with
M = 4 or M = 8 segments. The results are compared with
those obtained by the Morelli and Mengali estimator (MME)
proposed in [14]. For a further comparison, we also report the
CRB in the estimation of ε as given in (17). We see that both
algorithms attain the CRB for SNR values greater than 0 dB.
Fig. 2 shows MSEσ as a function of the SNR for M = 4.
Here, JMLE is compared with a pragmatic scheme (PS)
wherein CFO recovery is firstly accomplished using the MME
2
algorithm, while σ̂w and ρ̂ are subsequently obtained with
the Zivkovic estimator proposed in [8]. The curve labeled ZE
represents the accuracy of the Zivkovic scheme when applied
without any prior CFO compensation. We see that JMLE and
PS perform similarly and they show little or no degradation
with respect to the CRB shown in (18). The situation is
different with ZE, which exhibits a large error floor even at
small SNR values due to the uncompensated CFO.
Fig. 3 displays the results for NMSEρ as obtained in the
same operating conditions of Fig. 2. Again, the difference
between JMLE and PS is minimal and they are close to the
normalized Cramer-Rao bound (NCRB), which is obtained
dividing the CRB in (19) by ρ2 . In contrast, the performance
of ZE rapidly deteriorates as the SNR increases, meaning that
accurate CFO compensation is necessary before proceeding
2
to the estimation of σw and ρ. At this stage, it is interesting
to compare JMLE and PS in terms of system complexity.
Implementing the JMLE as indicated in (13) and (14) needs
4(N M + 3M + 2N ) flops, while implementing PS as orig-
inally suggested by (15) and (16) approximately requires
N (3M + 14 + 5 log2 N ) flops. Substituting N = 256 and
MORELLI and MORETTI: JOINT MAXIMUM LIKELIHOOD ESTIMATION OF CFO, NOISE POWER, AND SNR IN OFDM SYSTEMS 45

0
10
CRB
A PPENDIX
JMLE
10
−2
PS In the following we highlight the major steps leading to the
2
ZE
CRB in the estimation of unknown parameters η = (ε, σw , ρ).
10
−4
The components of the Fisher information matrix F are
 
∂ 2 Λ(η)
σ
MSE

−6
10
[F]k1 ,k2 = −E 1 ≤ k1 , k2 ≤ 3 (20)
∂η(k1 )∂η(k2 )
−8
10
where Λ(η) is the LLF given in (5) and η(k) is the kth entry
10
−10
of η. Substituting (5) into (20), after standard computations
we get
10
−12

−10 0 10 20 30 40 ⎡ 2π2 ρ2 N (M 2 −1) ⎤

SNR (dB)
3M(1+Mρ) 0 0
⎢ 4 N ⎥
F=⎣ 0 N/σw σw2 (1+Mρ) ⎦ . (21)
Fig. 2. MSEσ vs. SNR for JMLE, PS and ZE with M = 4. N MN
0 σ2 (1+Mρ) (1+Mρ)2
w

2
10
0 The CRBs for the estimation of (ε, σw , ρ) are the diagonal
CRB
JMLE
elements of F−1 . Observing that
PS ⎡ 6(1+Mρ)
⎤
ZE
ρ2 N M(M 2 −1) 0 0
⎢ 4 2
(1+Mρ) ⎥
F−1 = ⎢ ⎥
Mσw σw
⎣ 0 N (M−1) − N (M−1) ⎦
2
σw (1+Mρ) (1+Mρ)2
ρ

− N (M−1)
NMSE

10
−1
0 N (M−1)
(22)
we eventually obtain the results (17)-(19) in the text.

−2
10
−10 0 10 20 30
SNR (dB)
Fig. 3. NMSEρ vs. SNR for JMLE, PS and ZE with M = 4.
M = 4 into the above expressions leads to overall complexi-
ties of 6,192 and 16,900 flops, respectively. This means that a
computational saving greater than 60% is possible when JMLE
is used in place of PS.
V. C ONCLUSIONS
We have investigated the joint ML estimation of the CFO,
noise power and SNR in an OFDM system. Our analysis
indicates that frequency recovery is the first task that the
receiver must complete. The CFO estimate is next employed
to counter-rotate the received signal samples, from which the
noise power and SNR estimates are eventually retrieved. It is
shown that, after frequency correction, the JMLE is perfectly
equivalent to the ZE. This fact is quite surprising as the ZE was
originally derived in an intuitive fashion and without following
any specific optimality criterion. Novel expressions of the
relevant CRBs for the joint estimation of the CFO, noise power
and SNR have been derived to evaluate the accuracy of the
JMLE. Numerical investigations indicate that JMLE performs
similarly to a pragmatic scheme (PS) wherein CFO estimation
and compensation by means of the MME is accomplished
before applying the ZE. However, the JMLE has the advantage
of replacing the original implementation of ZE with novel
expressions of the noise power and SNR estimates which lead
to a non-negligible computational saving compared to the PS.
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