SIMPLIFIED EM CHANNEL ESTIMATION IN LTE SYSTEMS Yang Liu and Serdar Sezginer Sequans Communications, Paris, France Email:

{yliu,serdar}@sequans.com
ABSTRACT In this paper, an iterative channel estimation algorithm is considered in LTE systems. A simplied expectation maximization (EM) based algorithm is proposed for channel estimation in the frequency domain. In order to deal with null sub-carriers in the guard band and make the algorithm simpler, the truncated singular value decomposition method is integrated to EM (TSVD-EM). Together with a simple linear interpolation in time domain, channel estimates are obtained in an iterative way with low complexity. The mean square error of the proposed algorithm is also analyzed, and, based on this analysis, an additional constant variance is proposed to be used in the detection process. Simulation results show that the proposed channel estimation and detection methods have very close performance to the perfect case. Index Terms Expectation maximization, Channel estimation, Singular value decomposition, LTE 1. INTRODUCTION In recent years, with the appearance of turbo principle [1], iterative receivers have become more and more popular because of their attractive performances. This necessitates more accurate channel estimates in order to further improve system performance. Recently, iterative channel estimation is being considered to improve the accuracy of channel estimation, which uses the soft information of data. This type of estimation algorithms is helpful particularly for systems which have fewer and/or lower powered pilot symbols. With sparse pilot arrangement, the iterative channel estimation can be a good candidate to improve channel estimates. Moreover, for future standards, one of the key features is to build more power efcient transmission systems. In this manner, decreasing the power of pilot is one of the possible ways to improve the efciency of power consumption. In such a system, the estimation algorithms used in current systems will have less accuracy and more robust estimation algorithms will be needed. Different iterative channel estimators have already been proposed for orthogonal frequency-division multiplexing (OFDM) systems [2] which make use of the extrinsic information from decoder. Among them, the expectation maximization (EM) based channel estimation is taking attention because of its attractive performance. In [3], [4], and [5], EM channel estimation has been proposed for uncoded and coded OFDM systems with the assumption that pilots exist in every OFDM symbol. However, in practical systems, we may only have pilot symbols on certain OFDM symbols. To adapt the EM algorithm to such systems, special methods should be considered. Furthermore, even though the EM channel estimation provides good
The research leading to these results has received funding from the European Commissions seventh framework program FP7-ICT-2009 under grant agreement n 247223 also referred to as ARTIST4G.

performances and convergence property, it has a non negligible complexity because of the inherited matrix inversion. In order to make the EM algorithm suitable for more practical cases, some simplied EM algorithms may be considered by keeping almost the same performance. In practical systems, like LTE (Long Term Evolution), the traditional EM has another problem: it always considers the whole bandwidth, which is not the case. Indeed, null sub-carriers are inserted at both sides of the bandwidth and these sub-carriers make the EM algorithm diverge from the best achievable performance. Thus, it is important to adapt the EM algorithm to such cases and to make it converge. In this paper, we propose to use the truncated singular value decomposition (TSVD) with the EM algorithm which guarantees the convergence of the algorithm. The rest of the paper is organized as follows. In Section 2, the proposed TSVD-EM algorithm is described. Then, the mean square error (MSE) is analyzed and a novel detector is proposed in Section 3. In Section 4, the complexity of the TSVD-EM is discussed and compared with traditional EM algorithm. Simulation results are shown in Section 5 and conclusions are drawn in Section 6.

2. SIMPLIFIED EM IN LTE In practical systems, usually 2x1D interpolation method is preferred where frequency and time interpolations are performed independently [6]. This approach provides a good trade-off between complexity and performance. In this paper, we follow such a procedure where frequency interpolation is performed rst. For time domain interpolation, we consider the simple linear interpolation, while for frequency domain channel estimation, an EM based algorithm is proposed in the sequel based on the iterative receiver shown in Fig. 1. In this section, we discuss a simplied EM channel estimation algorithm particularly in LTE systems. But, the approach can be generalized for any kind of practical systems.

CP

FFT Detection & Demapping

Equalizer

Decoder

ex.

CP

FFT CHE Mapping

Fig. 1. Iterative receiver with iterative channel estimator.

2.1. Traditional EM in OFDM Systems The EM algorithm provides a recursive solution to ML estimation [7], and it performs a two-step procedure: 1. E-step: compute the h auxiliary function i (i) = E log p ( |g) |y, g(i) ; Q g |g 2. M-step: update the parameters (i+1) = arg max Q g|g (i) . g
g

greater than the threshold and the corresponding vectors from matrices U and V, namely, truncated SVD-EM (TSVD-EM). The corresponding matrices are denoted as NDP S matrix Us , LDP S matrix Vs and S S matrix s . Thus, the TSVD-EM can be expressed as
1 1 (i+1) = L Vs e h s Us RNDP NDP X y DP TSVD-EM

TSVD-EM . = LDP g

(i+1)

(6)

With this threshold, we can always eliminate the ill-condition cases. 2.3. Initialization Initial channel estimates are important to the EM channel estimation algorithm. In this paper, we considered two different initial channel estimations. First, the simple least square (LS) [9] algorithm is considered. Based on pilots, channel estimates are obtained by LS = L XP yP , h LP (7)

where g stands for the vector containing the time-domain channel (i) represents the estimated parameters parameters to be estimated, g vector at the ith iteration, y denotes the observed data vector, and is the so-called complete data. In particular, contains observed data and some missed data. The EM channel estimation in coded OFDM systems is given in [5]: 1 (i+1) = L R(i) L e (i) y, h EM L N N LX (1)

e where L is a matrix of the rst L columns of the FFT matrix, X represents the diagonal matrix consisting of the soft symbols which contain the APPs of X in the ith iteration, and X (i) RN N = AP Pi (X)X(i) X(i) . (2)
X(i)

where LP represents a partial FFT matrix corresponding to pilot positions, XP is transmitted pilot symbols and yP is received symbols. This is a simple method based on pilots, but it is not accurate. The second one is to consider the TSVD method proposed in [8], which is more accurate than LS method. 3. MSE ANALYSIS AND A NOVEL DETECTOR 3.1. MSE of TSVD-EM In this section, we analyze the MSE performance of the TSVD-EM algorithm in time domain by assuming high signal-to-noise ratio (SNR). At high SNR, one can have
e (i) X , R(i) X NDP NDP X X.

2.2. TSVD-EM in LTE In (1), all sub-carriers are considered in EM channel estimation and we can have small condition number [8], which is dened as the ratio between the greatest and the smallest singular values, and a small condition number makes the EM channel estimation perform perfectly. However, in most practical multi-carrier communication systems, some null sub-carriers are kept to act as guard band. With these null sub-carriers, (1) becomes (i+1) h EM = LDP
(i) LDP RNDP NDP LDP

(8)

Thus, the estimate of impulse response can be written as

1 1 TSVD-EM Vs g y. s Us X

(9)

e (i) y, LDP X

(3)

In (9), the vector of received symbols y can be approximated as y = XLDP g + n. (10)

where NDP represents the number of modulated sub-carriers and LDP contains only the rows of L corresponding to the modulated sub-carriers, including data and pilot symbols. In order to reduce the complexity, the SVD method is used to decompose the matrix LDP : LDP = UV , (4)

where the matrix U is an NDP NDP unitary matrix, the matrix is NDP LDP diagonal matrix with non negative real numbers on the diagonal, and V denotes an LDP LDP unitary matrix. Using (4), the EM channel estimate becomes 1 (i+1) = L V1 U R(i) e (i) y. h X (5) DP SVD-EM NDP NDP In (5), since the matrix is not square, the inverse operation is performed over the non-zero part of . Even though the SVD method can reduce the complexity of the EM algorithm, with the matrix LDP , some very small singular values may exist in the matrix . This can lead to large condition numbers [8]. This is the so-called border effect. In order to deal with the null sub-carriers (guard band), in [8], a threshold for singular values is set to guarantee a small condition number for channel estimation with pilots. In SVD-EM, we also consider only the S singular values which are

By using (9) and (10), the MSE of TSVD-EM can be expressed as 2 1 MSETSVD-EM = E Vs s Us LDP ILDP LDP g 2 1 1 + E Vs U X n (11) . s s In (11), the second item can be written as 2 X 2 2 1 1 E Vs n Aii , s Us X Eav i

(12)

where Eav represents the average energy of transmitted symbols and Aii denotes the ith diagonal entry of the matrix A dened as ` 1 T ` 1 T 1 1 A = U s Vs Vs s Us . (13) s s Us = Us s The diagonal entries Aii can be further approximated as Aii =
S X |Uij |2 , 2 N j j =1

(14)

where < 1 which is related to the reciprocal of NDP . Substituting (14) into (12), we get 2 2 2 NDP 1 1 E Vs N . (15) s Us X N Eav We see that (15) resembles the modied Cram er-Rao bound of OFDM systems [10]. The value of this item changes according to SNR values, and, it tends to zero for increasing SNR. In the rst item of (11),
1 1 Vs s Us LDP = Vs s s V = Vs Vs .

3.3. Detection with Constant MSE In order to neutralize the constant MSE effect, the constant variance can be considered in the detection process: ( ) |yi i sm |2 , (23) P(Xii = sm ) exp 2 2 EQU,i + CHE
2 where i and EQU ,i are the mean value and variance from equalizer, 2 and CHE is the constant variance from TSVD-EM channel estimator. With this additional variance, we keep the same complexity of detection process and can expect better performances, which will be shown in the section 5.

(16)

Let Vs Vs = ALL . By considering independent taps in channel, the expectation in (11) can be written as 2 1 E Vs s Us LDP ILDP LDP g ) (L1 X 2 |hi | (1 Aii ) . (17) =E i=0

4. COMPLEXITY With traditional EM in OFDM systems, we always have RNDP NDP in the matrix inversion. Since the matrix RNDP NDP contains soft information from decoder, it has to be calculated in each iteration and so does the inversion. The complexity of this matrix in ` matrix version is O L3 . After matrix inversion, in order to get all channel ` 2 estimates, the computations are O NDP . Thus, the complexity is ` 2 ` 3 O L + O NDP . In (6), this matrix inversion is not needed anymore. With TSVD1 EM, the matrix computation LDP Vs s Us can be done ofine once the threshold of singular values is set. We consider the threshold used by [8]. In each iteration, we only need to calculate soft information on symbols and multiply with the pre-calculated ` 2matrix. and, Accordingly, the complexity for TSVD-EM becomes O NDP ` 3 thus, the complexity is reduced by O L compared to traditional EM. For typical LTE channel models, e.g., EVA and ETU, the value of L is large and this complexity reduction is important for practical systems, such as LTE systems. 5. SIMULATION RESULTS To assess the performance of the proposed iterative channel estimation algorithm, simulations are conducted over extended typical urban (ETU) channel model with 70Hz Doppler frequency which is dened in [11]. The main parameters are summarized in Table 1. For equalization process, the one-tap ZF equalizer is performed. For channel estimation, in order to obtain channel estimates on the whole sub-frame, linear time interpolation is implemented after frequency domain channel estimation. Table 1. Simulation parameters. Parameter Value FFT size 1024 Number of modulated sub-carriers 600 Allocated RB 50 Cyclic prex 80 Transmission mode SIMO Modulation scheme 16-QAM Channel coding rate 1/2 Channel coding type Duo-binary turbo code with 10 iterations Channel type ETU70 Two different initial channel estimation schemes have been considered, namely, LS estimation and TSVD based estimation.

We see that (17) only depends on the channel power prole and the values of diagonal entries of the matrix A. At high SNR, compared with the second item in (11), this rst item is constant and becomes dominant for the MSE of TSVD-EM. 3.2. Effect of Constant MSE For the sake of simplicity, we consider a one-tap ZF equalizer with two receiver antennas in the sequel. In this case, the equalized symbols becomes y 1i + h 2i y 2i h yi = 1i 2 2 , (18) h1i + h 2i where y1i = h1i Xii + n1i , y2i = h2i Xii + n2i . (19) with Xii denoting the ith diagonal entry of the matrix X. In order to analyze the effect of the constant MSE, we assume that the transmitted symbol is st {sm , 1 m M }. Also, 2 n o nt i = h nt i , h = 2 , E h (20) E h nt i nt i where 2 is the constant MSE from TSVD-EM channel estimation. Then, equalized symbol yi is fed to detector. In detector, the likelihood can be written as ( ) 1 P(Xii = st ) exp 2 |yi st |2 . (21) EQU,i After some derivations, we get ( ) |yi st |2 E 2 EQU ,i =1+ 2 |st |2 + 2 2 2 |h1i | + |h2i |2 +1 22
2

! |st |2 .

(22)

From (22), we see that if the MSE of channel estimation is proportional to the noise variance, i.e., 2 2 , the expectation will be a constant number. However, the MSE of TSVD-EM is constant. With high SNR, the expectation will become so large that the probability P(Xii = st ) will not be reliable. This can lead to a high packet error rate (PER).

In Fig. 2, the MSE performance of TSVD-EM is shown. In order to compare with the theoretical analysis, the value of (17) is also marked in the gure. In the simulations, we set the threshold of singular values to 0.1. With this threshold, we get T = 53 and L = 80 [11], and we have the constant value in (17) equal to 0.2. In Fig. 2, we see that the MSE of TSVD-EM is approaching to this theoretical value with increasing SNR.
102 TSVD-EM Iter 10 Theoretical value

6. CONCLUSION In this paper, an EM based iterative interpolation algorithm is considered in LTE systems. In order to reduce complexity and deal with border effect, the SVD method is used in EM by considering a threshold of singular values to have good condition numbers. Following the TSVD-EM channel estimation in frequency domain, a simple linear interpolation in time domain is performed to obtain channel estimates over the whole subframe. The MSE property of the proposed TSVD-EM is analyzed and it is proved that the MSE tends to a constant value at high SNR. Accordingly, we proposed to consider this constant MSE in detection process which eliminated the divergence of the algorithms. Through simulation results, it is shown that the proposed iterative algorithms improve the performances through iterations with different initial methods. Meanwhile, the proposed detector guarantees the convergence of the system performance to that of obtained with perfect channel state information. 7. REFERENCES

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[1] C. Berrou, A. Glavieux, and P. Thitimajshima, Near shannon limit error-correcting coding and decoding: Turbo-codes, in Proc. ICC 93, Geneva, vol. 2, pp. 10641070, May 1993. [2] S. Weinstein and P. Ebert, Data transmission by frequencydivision multiplexing using the discrete fourier transform, IEEE Trans. Commun. Technol., vol. 19, no. 5, pp. 628 634, Oct. 1971. [3] X. Ma, H. Kobayashi, and S. C.Schwartz, EM-based channel estimation algorithms for OFDM, EURASIP Journal on Applied Signal Processing, vol. 2004, no. 10, pp. 14601477, 2004. [4] Y. Xie and C. N. Georghiades, Two EM-type channel estimation algorithms for OFDM with transmitter diversity, IEEE Trans. Commun., vol. 51, no. 1, pp. 106115, Jan. 2003. [5] Y. Liu, L. Brunel, and J. Boutros, EM channel estimation for coded OFDM transmissions over frequency-selective channel, in Proc. ISSSTA08, pp. 544549, Aug. 2008. [6] P. Hoeher, S. Kaiser, and P. Robertson, Two-dimensional pilot-symbol-aided channel estimation by Wiener ltering, in Proc. ICASSP-97, vol. 3, pp. 18451848, Apr. 1997. [7] A. P. Dempster, N. M. Laird, and D. B. Rubin, Maximum likelihood from incomplete data via the EM algorithm, Journal of the Royal Statistical Society (B), vol. 39, no. 1, pp. 138, 1977. [8] M. Diallo, L. Boher, R. Rabineau, L. Cariou, and M. Helard, Transform domain channel estimation with null subcarriers for MIMO-OFDM systems, in Proc. ISWCS 08, pp. 209213, Oct. 2008. [9] J.-J. van de Beek, O. Edfors, and M. Sandell, On channel estimation in OFDM systems, in Proc. VTC95, vol. 2, pp. 815 819, Sep. 1995. [10] A. N. DAndrea, U. Mengali, and R. Reggiannini, The modied Cramer-Rao bound and its application to synchronization problems, IEEE Trans. Commun., vol. 42, no. 2/3/4, pp. 1391 1399, Feb./Mar./Apr. 1994. [11] 3GPP, Evolved Universal Terrestrial Radio Access (EUTRA); User Equipment (UE) radio transmission and reception, 3rd Generation Partnership Project (3GPP), TS 36.101, Sep. 2008.

Fig. 2. MSE behavior of the proposed approach. In Fig. 3, performances with 50RBs are shown with different initial channel estimations. We see that the performance with TSVD initial channel estimation is much better than that of with LS initial channel estimation. Therefore, the TSVD+TSVD-EM converges faster (with 5 iterations) than the LS+TSVD-EM which needs 10 iterations. The converged performances are approximately the same and about 0.7dB away from the performance obtained with perfect channel state information (CSI). At this point, compared to the initial estimation performances, we have remarkable improvement with both methods. In order to show the effect of the proposed detector, the PER per2 formance with the traditional detector (without CHE ) is also shown at high SNR in Fig. 3. From this result, we see that the PER performance diverges at high SNR which is not seen with the proposed detector even with very high SNR.
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PerCSI TSVD+TSVDEM Iter 1 TSVD+TSVDEM Iter 3 TSVD+TSVDEM Iter 5 LS+TSVDEM Iter 1 LS+TSVDEM Iter 3 LS+TSVDEM Iter 5 LS+TSVDEM Iter 10 TSVD+TSVDEM (no 2CHE) Iter 5 4.0 6.0 Es/N0 (dB) 8.0 10.0 16.0 20.0 24.0 28.0 Es/N0 (dB)

Fig. 3. PER performances of the proposed algorithm with different initial estimations.