Estimation of Time-Variant Channels for OFDM Systems

Using Kalman and Wiener Filters

Hye Mi Park and Jae Hong Lee
School of Electrical Engineering and INMC, Seoul National University,
Shillim-Dong, Gwanak-Gu, Seoul 151-742, Korea
hmpark3@snu.ac.kr


Abstract- In this paper, two channel estimation schemes for
OFDM systems are investigated in a time-variant channel. The
orthogonality of the subcarriers is destroyed in a time-variant
channel, resulting in intercarrier interference (ICI). To mitigate
the ICI, the 2-D Kalman filtering (2-D KF) scheme estimates the
channel in time domain by using the Kalman filters in both time
and frequency domains and the iterative Wiener filtering (IWF)
scheme calculates the ICI through the iteration. To mitigate
error propagation, comb-type pilots are adopted in the two
proposed schemes. Simulation results show that the proposed
schemes have better performance than the conventional schemes.

Keywords-time-variant, OFDM, Wiener filter, Kalman filter

I. INTRODUCTION

Rapid data transmission induces intersymbol interference
(ISI). Orthogonal frequency division multiplexing (OFDM) is
an effective system to reduce the ISI by transmitting high-rate
serial data into low-rate parallel subcarriers. When the
channel fading is time-variant, the performance of the OFDM
system is severely degraded due to the intercarrier inter-
ference (ICI).
In most papers, the channel estimation schemes for the
OFDM systems are based on the assumption that the channel
fading is quasi-static [3]. The estimators for the quasi-static
fading channels have an error floor in time-variant channels.
In order to mitigate the error floor, all channel variations
within the OFDM symbol need to be estimated. However, it is
impossible to estimate all channel variations even if the pilots
are allocated to all subcarriers of the OFDM symbol, because
there are more unknown variables than known equations [7].
To overcome this problem, the channel variations are tracked
in time domain by using the Kalman filter in [1]. As another
approach, the channel responses are interpolated between
sample times by using the Wiener filter in [2].
In this paper, we propose two channel estimation schemes
for time-variant channels: the 2-dimensional Kalman filtering
(2-D KF) and iterative Wiener filtering (IWF) schemes. In the
2-D KF scheme, the channels at comb type pilots are esti-
mated by using the data not corrupted by the ICI. In the IWF
scheme, iteration is used to calculate the ICI.
The rest of the paper is organized as follows. In section II,
we give system model and pilot arrangement. In section III,
estimation schemes for the time-variant channels are proposed.
Simulation results are presented in section IV and conclusions
are drawn in section V.

II. SYSTEM MODEL AND PILOT ARRANGEMENT

A. System Model
Consider the OFDM system with N subcarriers and L
guard intervals. The transmitted multicarrier signal at sample
time n is given by
1
2 /
0
( )
N
i nk N
k
k
s n d e

=
=

, 1 L n N , (1)
where
k
d is the data for the k th subcarrier. The transmitted
signal experiences the Rayleigh fading. The impulse response
of the Rayleigh fading channel for the l th path at sample
time n is described by ( , ) h n l .
Let ( )
k
H n denote the Fourier transform of the channel
impulse response at sample time n , i.e.,
0
( ) ( , )
L
k
l
H n h n l
=
=


2 / i lk N
e

, then the k th subcarrier output from the FFT is
given by
1
0
1
( )
N
k k
n
H H n
N

=
=

. (2)
At the receiver, the received signal at sample time n is
given by
2 /
1
0
1
( ) ( ) ( ) ,
i nk N
P
k k
k
y n d H n e w n
N

=
= +

0 1 n N , (3)
where ( ) w n is an additive white Gaussian noise (AWGN).
This work was supported in part by the ITRC Program and the Brain Korea
21 Project.
1-4244-0063-5/06/$2000 (c) 2006 IEEE
The vector form of the received signal is given by
= + y Hd w (4)
where [ (0) (1)... ( 1)]
T
y y y N = y ,
0 1 1
[ ... ]
T
N
d d d

= d ,
[ (0) (1)... ( 1)]
T
w w w N = w , and
0 1 1
2 / 2 ( 1) /
0 1 1
2 ( 1) / 2 ( 1)( 1) /
0 1 1
(0) (0) (0)
(1) (1) (1) 1
( 1) ( 1) ( 1)
N
j N j N N
N
j N N j N N N
N
H H H
H H e H e
N
H N H N e H N e

(
(
(
=
(
(


H

.
The received signal is demodulated using the FFT. In time-
variant channels, the received signal is corrupted by the ICI
through the FFT which increases an error floor in proportion
to the normalized Doppler frequency. Hence, in order to
mitigate the performance degradation, the channel needs to be
estimated in time domain. Let
k
denote the ICI, i.e.,
1 1
0, 0
1/ ( ) exp[ 2 ( ) / ],
N N
k m m
m m k n
N d H n j n m k N

= =
=


then the demodulated signal for the k th subcarrier is given
by
k k k k k
Y d H W = + + (5)
where
1
2 /
0
1/ ( )
N
j nk N
k
n
W N w n e

=
=

.
B. Pilot Arrangement
In the data symbol, data are allocated to all subcarriers of
the OFDM symbol. In the pilot symbol, pilots are allocated
to all subcarriers of the OFDM symbol. Consider three pilot
arrangements shown in Fig. 1. Fig. 1(a) shows the block type
pilot arrangement in which pilots are allocated to all
subcarriers of the selected OFDM symbols [6]. Since the
channel is estimated under the assumption that the channel
does not change in the adjacent OFDM symbols, the block
type pilot arrangement is especially suitable for the slow
fading channel. Fig. 1(b) shows the comb type pilot
arrangement in which pilots are allocated to equi-spaced
subcarriers of the OFDM symbol. It has been shown that the
comb type pilot arrangement is suitable for the relatively fast
fading channel [6]. Fig.1(c) shows the grouped comb type
pilot arrangement.
side pilot pilot data
time time time
f
r
e
q
u
e
n
c
y
f
r
e
q
u
e
n
c
y
f
r
e
q
u
e
n
c
y

(a) Block type, (b) Comb type, (c) Grouped comb type.
Fig. 1. Pilot arrangement.
It has been shown that the pilot grouping in frequency dom-
ain is suitable for the time-variant channel [2]. As shown in
Fig. 1(c), the grouped pilots are divided into center and side
pilots.

III. TIME-VARIANT CHANNEL ESTIMATION SCHEMES

In a time-variant channels, it is desired to estimate all
elements of the channel matrix H from the received vector
y . Since there are only N equations for
2
N unknowns, all
elements of the channel matrix can not be estimated even if
the pilots are allocated to all subcarriers of the OFDM symbol.
We assume that the average channel response given
k
H is
equal to the channel response of the / 2 N th sample time
given ( / 2)
k
H N . We propose, for the time-variant channels,
two channel estimation schemes: 2-D Kalman filtering (2-D
KF) scheme and iterative Wiener filtering (IWF) scheme.

A. 2-D Kalman Filtering (2-D KF) scheme
In the time domain Kalman filter, it is necessary to adopt
the block type pilot arrangement to track channel variations
within the OFDM symbol. In the previous scheme [1], in
which channel variations are estimated by using the time
domain Kalman filter, extrapolation using polynomial model
is used for the channel estimation at the data symbol. Since
the extrapolation is conducted under the assumption that the
regression coefficient vector of the polynomial model does
not change in the succeeding OFDM symbols, there is some
performance degradation due to the error propagation.
( )
k
H n
k
H
symbol
s
u
b
c
a
r
r
i
e
r
s
u
b
c
a
r
r
i
e
r
n-th OFDM symbol
Time-domain KF
IFFT
sample
n-th OFDM symbol
k-th subcarrier
symbol
Freq-domain KF
Block type pilot
Comb type pilot

Fig. 2. Pilot arrangement of the 2-D KF.
1 1 1
(1) ( ) ( )
(1) ( ) ( )
(1) ( ) ( )
k k k
N N N
H H n H N
H H n H N
H H n H N
(
(
(
(
(
(
(





1
k
N
H
H
H
(
(
(
(
(
(
(

(0, 0) 0 0 (0, 1) (0,1)

(1,1) (1, 0) 0 0 (1, 1) (1, 2)
( 1, 1) ( 1, 0) 0 0 0
0 0 0 ( 1, 1) ( 1, 0)
h h L h
h h h L h
h L L h L
h N L h N
(
(

(
(
(

(
(
(
(






(0, 0) 0 0 (0, 1) (0,1)
(1,1) (1, 0) 0 0 (1, 1) (1, 2)
( / 2, 1) ( / 2, 0) 0 0 0
0 0 0 ( 1, 1) ( 1,0)
h h L h
h h h L h
h N L h N
h N L h N
(
(

(
(
(

(
(
(
(






(0, ) h l

( 1, ) h N l (0, ) h l ( 1, ) h N l (0, ) h l ( 1, ) h N l

Fig. 3. Flow graph of the 2-D KF.
In order to improve the performance, the comb type pilot
arrangement needs to be adopted in addition to the block type
pilot arrangement. In the 2-D KF scheme, by adopting the
assumption stated above, the channels at data symbols can be
estimated as if the time domain Kalman filter is used. Since
the spacing between the pilot symbols is reduced in inverse
proportion to the normalized Doppler frequency, the
additional adoption of the comb type pilot arrangement does
not give a significant effect to the pilot density.
Fig. 2 shows the pilot arrangement of the 2-D KF scheme.
The time domain KF is used for the block type pilot and the
frequency domain KF is used for the comb type pilot. In the
2-D KF scheme, the channels at comb type pilots are
estimated by using the data not corrupted by the ICI. The flow
graph of the 2-D KF scheme is shown in Fig. 3. The
procedure of the 2-D KF scheme is as follows:
1) Estimate the channel impulse response at the pilot
symbol by using the time domain Kalman filter given
( , ) h n l .
2) Transform the channel impulse response to the channel
frequency response by using the FFT given ( )
k
H n .
3) Take an average of the channel frequency responses
over the symbol duration of the OFDM symbol in
order to obtain
k
H .
4) Track the average channel frequency response at the
comb type pilot of the succeeding OFDM symbols by
using the frequency domain Kalman filter. The
frequency domain Kalman filter takes the average
channel frequency response estimated from the step 3)
as the input.
5) Interpolate the average channel frequency response
between pilot subcarriers.
6) Regard the average channel frequency response as the
channel frequency response of the / 2 N th sample time
given ( / 2)
k
H N .
7) Transform the channel frequency response of the
/ 2 N th sample time to the channel impulse response
of the / 2 N th sample time.
8) Interpolate the channel impulse response between the
/ 2 N th sample time of the current OFDM symbol and
that of the succeeding OFDM symbol.
To implement the 2-D KF scheme, the time domain and
frequency domain Kalman filtering algorithms are needed.
The Kalman filtering algorithm is given in Table I. The
coefficients of the AR equation and the covariance matrix of
the noise are determined through the Yule-Walker equation [5].
In order not to increase the computational complexity, only
the first order AR model is considered.

TABLE I
KALMAN FILTERING ALGORITHM

2
2
1 1
0
Kalman Filtering
( )
model:
( )
( 1, ) ( )
( 1, ) { (2 )}
:
( 1, )
n
n n n
n n
d s
y v n
time domain KF
statespace
Y C x v n
freq domain KF
x F n n x v n
n n diag J f T time domain KF
transitionmatrix
n n

= +

= +

= +

= + +

+ =

+
T
n
n n-1 1
C(n) x
x F(n +1,n)x v (n)
F
F
0
1 1
2 2
1
2
1
(2 )
( ) [ ... ]
:
( ) (1 ( 1, ) ) { ( )}
( ) :
( ) 1 ( 1, )
d s
T
n n n L
k k
h
J f NT freq domain KF
n s s s time domain KF
measurement vector
d freq domainKF
n n n diag n time domainKF
correlationof n
n n n freq domain K

=
= +

= +
1
C
C
Q F
v
Q F

2
2
1
1
1
( ) : ( )
( ) ( 1, ) ( , 1) ( )( ( ) ( , 1) ( ) ( ))
( ) ( ) ( ) ( | )
( 1| ) ( 1, ) ( | ) ( ) ( )
( ) ( , 1) ( 1, ) ( ) ( ) ( , 1)
( 1, ) ( 1, )
n
n
n n
F
correlationof n n
n n n n n n n n n n Q n
n y n n n y
n y n n n y n n
n n n n n n n n n
n n n n

=
= + +
=
+ = + +
= +
+ = +
2
H H
2
v Q
G F K C C K C
C x
x F x G
K K F G C K
K F
,0 ,1 ,2 , 1
( ) ( 1, ) ( )
[ ... ]
H
T
n n n n n L n n
n n n n
where h h h h and x H

+ +
= =
1
K F Q
x
1 1 1
(1) ( ) ( )
(1) ( ) ( )
(1) ( ) ( )
k k k
N N N
H H n H N
H H n H N
H H n H N
(
(
(
(
(
(
(






(0, 0) 0 0 (0, 1) (0,1)
(1,1) (1, 0) 0 0 (1, 1) (1, 2)
( / 2, 1) ( / 2, 0) 0 0 0
0 0 0 ( 1, 1) ( 1, 0)
h h L h
h h h L h
h N L h N
h N L h N
(
(

(
(
(

(
(
(
(






(0, ) h l ( 1, ) h N l (0, ) h l ( 1, ) h N l ( 1, ) h N l (0, ) h l ( / 2, ) h N l ( / 2, ) h N l ( / 2, ) h N l

Fig. 4. Flow graph of the IWF.
B. Iterative Wiener Filtering (IWF) scheme
Since the Wiener filter does not have tracking capability, the
channel can not be estimated directly in time domain. In the
previous work [2], the channel is estimated by using the
interpolation between selected sample times. However, there
is some performance degradation as the channels at selected
sample times are estimated based on the sense of least squares.
In the IWF scheme, the grouped comb-type pilot arrange-
ment is adopted and the ICI is mitigated by using the iteration.
In the first iteration, the ICI for the center pilot is calculated.
In order to calculate the ICI, transmitted data of all subcarriers
are needed. However, since the ICI has a significant effect to
the adjacent subcarriers and the pilot grouping in frequency
domain is suitable for the time-variant channels, the grouped
pilots are divided into center and side pilots and only the side
pilots are used to calculate the ICI for the center pilot. Then,
the calculated ICI is subtracted from the received signal. In
the second iteration, the received signal at the center pilot is
used for the channel estimation. The flow graph of the IWF
scheme is shown in Fig. 4. The procedure of the IWF scheme
is as follows:
1) Estimate the channel frequency response in the sense of
least squares given

k H . By the central limit theorem,

the ICI is regarded as an additive noise. The channel
frequency response is obtained as
k
k
k
Y
H
d
= . (6)
2) Regard the obtained channel frequency response as the
channel frequency response of the / 2 N th sample time
given

( / 2) k H N .
3) Estimate the channel frequency response of the / 2 N th
sample time in the sense of minimum mean square
error (MMSE) given

( / 2) k H N .
4) Interpolate the channel frequency response of the
/ 2 N th sample time between pilot subcarriers.
5) Transform the channel frequency response of the
/ 2 N th sample time to the channel impulse response of
the / 2 N th sample time given

( / 2, ) h N l . Since most
of the energy in the channel impulse response is
contained in the first L taps, the computational
complexity is reduced. In addition, since the time
domain correlations are available, the performance is
improved.
6) Interpolate the channel impulse response between the
/ 2 N th sample time of the current OFDM symbol and
that of the succeeding OFDM symbol by using the time
domain correlation. The channel impulse response at
the remaining sample time is given by

1
( , ) ( / 2, )
h
h n l R R N l

=
hh h
h (7)
where

1 2
( / 2, ) [ ( / 2, ) ( / 2, )
stOFDM ndOFDM
N l h N l h N l = h

3
( / 2, ) ] , { ( , ) ( / 2, )},
T
rdOFDM
h
h N l R E h n l N l =
h
h and


{ ( / 2, ) ( / 2, )} R E N l N l =
hh
h h .
7) Calculate the ICI using the side pilots.
8) Subtract the calculated ICI from the received signal at
the center pilot.
9) Estimate the channel frequency response in the sense of
least squares by using the received signal at the center
pilot obtained from the step 8). The channel frequency
response is given by
k k
k
k
Y
H
d

= . (8)
10) Go to the step 2).

C. Comparisons between IWF and 2D-KF
The IWF scheme is compared with the 2D-KF scheme in
Table II.
TABLE II
COMPARISONS BETWEEN IWF AND 2-D KF

IV. SIMULATION RESULTS

Consider the 2-D KF and IWF schemes for the OFDM
systems over time-variant channels. Assume the channel
statistics are available at the receiver. Suppose the number of
subcarriers is 1024, and the normalized Doppler frequency is
0.01.
The SER of the 2-D KF and IWF schemes is compared with
the conventional KF [1] and conventional WF [2] schemes in
Fig. 5 (a) and Fig. 5 (b) for typical urban (TU) delay profile.
Fig. 5(a) shows the performance of the 2-D KF scheme. It is
shown that the 2-D KF scheme has the SNR gain of about
1.5dB over the conventional KF scheme for the TU delay
profile at the SER of
1
10

as the 2-D KF scheme mitigates

error propagation.
Fig. 5(b) shows the performance of the IWF scheme. It is
shown that the IWF scheme has the SNR gain of about 1.5dB
over the conventional WF scheme at the SER of
1
10

as the
IWF subtracts most of the ICI through the iteration.
From the Fig. 5(a) and the Fig. 5(b), it is shown that the 2-D
KF scheme has better performance than the IWF scheme. It is
because the 2-D KF scheme estimates the channel in time
domain.
V. CONCLUSIONS

In this paper, we proposed the 2-D KF and IWF schemes
over the time-variant channels. The 2-D KF scheme mitigated
error propagation by using the frequency domain Kalman
filter and the IWF scheme subtracted the ICI by using the
iteration. Since one dimensional filters are used for the 2-D
KF and the IWF schemes, the performance is improved with
little increase in complexity. It is shown that the 2-D KF and
IWF schemes have better performance than the conventional
schemes.

(a)

(b)
Fig. 5. Performance comparisons over the channels with the TU and the HT
delay profiles. (a) 2-D KF, (b) IWF.

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rd
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2001.
IWF 2-D KF
ICI mitigation
Regard the ICI as an
additive noise.
Calculate the ICI.
Subtract the ICI from
the received signal.
Estimate the channel in
time domain.
Channel estimation
stage
After the OFDM
demodulation
Before the OFDM
demodulation
Pilot arrangement Grouped comb Block+Comb