NPTEL MOOC Estimation: Solution #4

1. Given the maximum likelihood (ML) multi-antenna channel estimation problem with N
transmitted pilot vectors x(k) = [x1(k), x2(k),,xM(k)]T, 1 k N. As described in the
lectures, the pilot matrix X is,
X x1 x2 x N

xT 1
T
x 2

x N

Ans c
2. As described in the lectures, the received vector y is
y 1
y 2
T
y1 y2 yN

y N
Ans a
3. Given the maximum likelihood (ML) multi-antenna channel estimation problem with N
transmitted pilot vectors x(k) = [x1(k), x2(k),,xM(k)]T, 1 k N and N received symbols
y(1), y(2), ..., y(N). As described in the lectures, the optimization problem for ML
estimation of the channel vector h is the least squares cost function

min y Xh

Ans b
4. The least-squares (LS) based ML estimate of the channel vector h is

X X
T

XT y

Ans c
5. Since each given pilot vector such as x(1) = [1, 1]T is 1 2, the number of antennas M is
2.
Ans b
6. Given a scenario with N = 4 pilot vectors x(1) = [1, 1]T, x(2) = [1, -2]T, x(3) = [2, 1]T, x[4]
= [1, -1]T and the corresponding received vector y = [2, 1, 1, 3]T. The pilot matrix X is
xT 1 1 1
T

x 2 1 2

2 1
T

x N 1 1
Ans d

7. Consider the columns of the pilot matrix X given as c1 = [1, 1, 2, 1]T and c2 = [1, -2, 1, 1]T as can be seen from solution 6 above. It can be seen that the dot product of the two
columns is,
c1T c 2 1 2 2 1 0

Therefore the columns are orthogonal

Ans c
8. The product matrix XTX can be calculated as,
1 1

1 1 2 1 1 2
T
X X

1 2 1 1 2 1

1 1

7 0

0 7
The pseudo inverse of the pilot matrix X is
1

1
7
0
1
1
2
1

7 0 1 1 2 1
1 T
T
X X X 0 7 1 2 1 1 1 1 2 1 1

1
2 1
1
7
7
7
7
1
2 1
1

7 7
7
7
Ans b
9. From solution to problem 8 above, the pseudo-inverse of the pilot matrix X is
2 1
1 1

1
XT X XT 71 72 71 71

7 7
7
7
Hence, the ML estimate of the channel vector h is,
2
2 1 8
1 1

h XT X1 XT y 7 7 7 7 1 7
1
2
2 1
1

1
7 7
7 3 7
7

Ans c
10. From solution to problem 8 observe
1

1
7
0
7 0

1
T
X X 0 7 1

Given that dB noise variance 10log102 = -3 2 = 10-0.3

As described in the lectures, the covariance of the estimate is 2 (XTX)-1
1
1

1 7 0 14 0

1
2 0 1 0

7
14

Ans a
11. The covariance of matrix of the estimate of the vector h is given in solution to problem
10 above. The variances of the estimates of the individual coefficients are given by the
diagonal elements. Hence, the variances are equal to 1/14
Ans b
12. Once again, from the covariance of matrix of the estimate of the vector h given in
solution to problem 10 above, the correlations of the estimation errors of the individual
coefficients are given by the off-diagonal elements. Hence, the correlations are equal to 0
Ans a
13. In general, the estimation errors of the various channel coefficients are uncorrelated when
the columns of the pilot matrix X are orthogonal. This can be seen through the following
example. Consider a N 2 pilot matrix with two columns c1, c2 i.e. X = [c1 c2] and let c1,
c2 be orthogonal i.e. c1T c 2 0 .

X X
2

T
2
c1T

c1T c 2
2 c1 c1
2 c1

T c1 c 2 T

T
c

c 2 c1 c 2 c 2
2

0
2

0
2
c 2

0
c 2

2 1
1
0
2

c 2

Thus the off-diagonal elements which represent the correlations are zero
Ans b
14. Given v(k) is zero-mean and has variance k2 . Further, given the noise samples are

independent Evk vl 0 if l k . Therefore, Evk vl k2 k l .

Therefore, it can be seen that the noise covariance is

E vv T

v1

v2
v1 v2 vN
E

v N

12 0

0 22

0
0

N2

Ans d
15. Each received symbol y(k) is given as y(k) = xT(k) h + v(k). Given v(k) is zero-mean
Gaussian noise with variance k2 , the pdf of observation y(k) is
1
2
exp
y k xT k h
2
2 2
2 k

Since the noise samples are independent, the joint pdf, which is also the likelihood
function with respect to the unknown parameter h is the product of the individual pdfs

N
1
2
py; h exp
y k xT k h
2
k 1
2 k

1 N 1
2
1 2
2 y k xT k h

exp

2
2
2 k 1 k

1 2
1

exp y Xh R 1 y Xh
2
2
2

Therefore, the likelihood is maximized when

Employing the procedure described in class,

y Xh T R 1 y Xh

is minimized.

y XhT R1y Xh yT R1y 2hT XT R1y hT XT R1Xh

To find the vector h which maximizes the likelihood above, we differentiate the above
cost function and set equal to zero.
T 1

y R y 2hT XT R 1y hT XT R 1Xh
h
T 1

T T 1

y R y
2hT XT R 1y
h X R Xh
h
h
h
0 2 XT R 1y 2 XT R 1Xh 0
XT R 1Xh XT R 1y

1
h XT R 1X XT R 1y

Ans c