BLIND SINGLE-INPUT MULTI-OUTPUT (SIMO) CHANNEL

IDENTIFICATION WITH APPLICATION TO TIME DELAY ESTIMATION

Chong- Yung Chi, Xianwen Chang and Chii-Horng Chen

Department of Electrical Engineering &

Institute of Communications Engineering
National Tsing Hua University, Hsinchu, Taiwan, R.O.C.
Tel: +886-3-5731156, Fax: +886-3-5751787, E-mail: cychi@ee.nthu.edu.tw

ABSTRACT 2. BCE FOR SIMO LTI SYSTEMS

In this paper, with a given set of non-Gaussian measure- Let cum{yl, y ~...,
, yp} denote the pth-order joint cumulant
ments, a cumulant based single-input multi-output (SIMO) [3] of random variables y1 yz, ..., yp and
blind channel estimation (BCE) algorithm is proposed that
uses multi-input multi-output (MIMO) inverse filter criteria C p , q { y } = cum{yl = y2 = . . . = yp = y, yp+l = yp+2 =
(blind deconvolution criteria using higher-order cumulants) ... = Yp+q = Y*} (2)
proposed by Tugnait, and Chi and Chen. Then a time de-
lay estimation (TDE) algorithm is proposed that estimates where y* is the complex conjugate of y. Let F{.} and
P - 1 time delays from the phase information of the esti- F-'{o} denote the discrete-time Fourier transform and in-
mated single-input P-output ( P 2 2) system obtained by verse Fourier transform operators, respectively. Assume
the proposed SIMO BCE algorithm. Some simulation re- that we are given a set of non-Gaussian measurements x [ n ] ,
sults are presented to support the efficacy of the proposed n = 0, 1, ..., N - 1, modeled by (1) with the following as-
SIMO BCE and TDE algorithms. sumptions:
(Al) u[n]is zero-mean, independent identically distributed
(i.i.d.), non-Gaussian and C p , p { u [ n ]#} 0 for a chosen
1. INTRODUCTION
( p , q ) , where p and q are nonnegative integers and
p+q23.
Blind channel estimation (BCE) for single-input multi-out-
(A2) The SIMO system h[n]is stable.
put (SIMO) systems is a problem of estimating a P x 1linear
time-invariant (LTI) system, denoted h[n] = (hl [n],hz[n], (A3) The noise ~ [ nis] zero-mean Gaussian (which can be
...) h ~ [ n ]with
) ~ ,only a set of non-Gaussian vector output spatially correlated and temporally colored) and sta-
measurements ~ [ n=] ( z l [ n ]22[72],
, ...,~ p [ n ]as) follows
~ tistically independent of u[n].
wz[n],...,t ~ p [ n be
Let v [ n ] = (2)l[n], ])~a P x 1 FIR in-
Di)
verse filter (deconvolution filter) for which ~ [ n=] 0 for
~ [ n=] h[k]u[n- k ] + w[n] (1)
n < LI and n > Lz,and let e[.] be the inverse filter out-
k=-m
put, i.e.,
where u[n]is the non-Gaussian driving input signal and L2
w[n] = (wl[n],wz[n],...,~ p [ n ]is) additive
~ noise. The e[n] = V'[Z] . x[n - 11
SIMO LTI system arises in science and engineering areas l=L1
where multiple sensors are needed such as time delay esti-
mation [l]and seismic signal processing, etc. In communi-
cations, multiple antennas receiving signals and fractionally-
= 2
k=-m
s[k]. u[n- k ] + cL2

l=L1
vT[Z]w[n- Z ] (3)

spaced signal processing at receiver can also be modeled as

where s[n]is the overall system given by
SIMO LTI systems [ 2 ] .
L2
This work was supported by the National Science Council s[n]= v'[l]h[n - 11. (4)
under Grant NSC 89-2213-E007-132. l=L1

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 Chi and Chen [4]design the inverse filter ~ [ nby] maxi- (S5) If
mizing the following multi-input multi-output inverse filter e-1
criteria (MIMO-IFC) 11 # ) ( w k ) - H(i-1)(wk) ck
k=O

then go to (s2),otherwise gib&) = H ( i ) ( w k )(ex-

where p and q are nonnegative integers and p+q 2 3. They
also proposed a fast iterative MIMO-IFC based algorithm
[5]for obtaining the optimum inverse filter ~ [ nfor] p+q 2 3
as x[n]is real and p = q 2 2 as x[n]is complex. Based
on the relation between the optimum v[n]and the MIMO
linear minimum mean square error equalizer reported in [5],
one can show the following fact on which the BCE algorithm
for SIMO systems below is based:
Fact 1. Assume that V ( w ) = F { v [ n ] } is the optimum
inverse filter associated with J p , p ( v [ n ]with
) L1 + -m and
L2 + m. Let
gp[n] = sP[n](s*[n])P-l
(5)
cept for a scale factor) and its C-point inverse FFT
6[n]are obtained.
Two worthy remarks regarding the proposed SIMO BCE c.
algorithm are as follows.
( R l ) The region of support associated with the estimate
g[n]can be arbitrary as long as the FFT size C is
chosen sufficiently large so that aliasing effects on
the resultant G[n]are negligible.
(R2) The obtained estimate f i ( w ) is robust against Gaus-
sian noise because (9) is true regardless of the value
of signal-to-noise ratio (SNR), although the inverse
filter v[n]and the power spectrum R ( w ) depend on
(6) SNR.

GP@) = m P [ n l > (7)

3. TIME DELAY ESTIMATION (TDE)
R ( w ) = F { R [ k ] }= F { E [ x [ n ] x H[n- k ] ] } . (8)
In time delay estimation, a single source signal, denoted
Then
qn],is received by P (2 2) spatially separate sensors. The
received signal vector Z [ n ] can be modeled as

Z [ n ]= E[n] +W[n]
where a is a non-zero constant.
= (qn],
a1qn - d l ] ,...,a p - l q n - dp-l])T + W [ n ] (12)
SIMO BCE Algorithm:
where a , and d,, i = 1,2, ..., P - 1 are amplitudes and time
Step 1. Blind Deconvolution.
delays, respectively, qn] is a wide-sense stationary, colored
With finite data ~ [ nobtain ], the inverse filter v[n]asso- non-Gaussian signal modeled by
ciated with J p , p ( v [ n ]using
) Chi and Chen's fast MIMO-
03
IFC algorithm [5], and its C-point FFT V ( w k ) , where
wk = 27rk/C, k = 0 , 1 , ...,13 - 1. Obtain R ( w k ) using
qn] = - k]
h[k]u[n (13)
k=-m
multichannel Levinson recursion algorithm [6].
in which h[n]is a stable LTI system and u[n]is zero-mean,
Step 2. Channel Estimation. i.i.d. non-Gaussian, and W [ n ]is a P x 1 additive Gaussian
(Sl)Set i = 0. Set initial values H ( O ) ( w k )and conver- noise vector which can be spatially correlated and tempo-
gence tolerance Eh > 0. rally colored.
From (12) and (13), one can easily see that Z [ n ]can also
(S2) Update i by i + 1. Compute be expressed as an SIMO model as follows
00

Z [ n ]= L [ k ] u [ n- k ] + G[n] (14)
k=--m
by (4)and its C-point inverse FFT ~ ( ~ - ' ) [ n ] .
( S 3 ) Compute gp[n]using ( 6 ) with s[n]= di-l)[n] and where
its C-point FFT GP(wk). -
aih[n - d i ] ,..., a p - i h [ n - d p - 1 1 ) ~ . (15)
h[n]= (h[n],
(S4) Compute
Let

by (9) which is then normalized by

x;z; I I H ( i ) ( W k ) 1 1 2 = 1.

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 It can be easily shown that delay between L(')[n] and the true h[n]was artificially re-
moved. The normalized mean-square error (NMSE) for the
b[n] = ...,b ~ [ n ]=) ~F ' { B ( w ) }
(bi[n],bz[n], ith channel estimate x;[n]is defined as
= - dl], ..., S[n- dp-l])?
(S[n],S[n (19)

TDE Algorithm:

-
Process Z[n]using the proposed SIMO BCE algo-
rithm to estimate H ( w k ) , k = 0, 1, ..., L - 1, and n
then obtain its phase $ ( w k ) .
Then the overall NMSE (ONMSE) [7] can be obtained by
2btain g ( w k ) using (18) %ndits inverse L-point FFT
averaging NMSEi over P channels as follows:
b[n].Then the estimate di is obtained as
l P
ONMSE = - NMSEi. (25)
i=l

Table 1 shows the ONMSEs for different values of data

length N and SNR associated with the proposed SIMO
4. SIMULATION RESULTS
BCE algorithm and Tugnait's method, respectively. One
A . Simulation Results for the Proposed SIMO BCE can see from Table 1 that the proposed SIMO BCE algo-
Algorithm rithm performs much better than Tugnait's method (smaller-
Consider a 2-channel MA(6) system taken from [7]whose ONMSE).
transfer function was B . Simulation Results for the Proposed TDE Algo-
+0.3684~~'

I 1
0.6140 rithm
Assume that there were 2 sensor elements ( P = 2),
H ( z )=
- 0 . 2 5 7 9 ~ ~- +
' 0.6140~-~0.8842~-~ the amplitude a1 = 1, the true time delay dl = 5 and
+
+0.4421~-~ 0 . 2 5 7 9 ~ ~ ~ the driving input 1 .
4 was a real zero-mean, exponentially
(21) distributed i.i.d. random sequence with unit variance. The
system h[n] (see (13)) was a non-minimum phase ARMA(3,2)
The driving input 241. was a real zero-mean, exponentially system taken from [I]
distributed i.i.d. random sequence with unit variance. The
noise vector ~ [ n=]('w~[n], w2[n])' was assumed to be spa-
H(z)=
+
1 - 2.952-1 1 . 9 ~ - *
tially independent and temporally white Gaussian. The 1 - 1.32-' +
1 . 0 5 ~ --~0 . 3 2 ~ - ~ (26)
synthetic data ~ [ nwere ] processed by the proposed SIMO and noise G[n]was coherent (i.e., Gl[n]= G2[n])and Gl[n]
BCE algorithm with p = 2, F F T length L = 64, L1 = 0
was generated as the output of a first-order MA model [l]
and LZ = 7 for the inverse filter v[n]and the initial con-
dition H ( ' ) ( w k ) = 1 for all k . Thirty independent realiza- H,(z)= 1 + 0.82-1 (27)
tions were performed for N = 1024, 2048 and 4096, and
SNR = 10 dB, 5 dB, 0 dB and -5 dB, respectively, where driven by white Gaussian noise. The synthetic data Z[n]
SNR is defined as were processed by the proposed TDE algorithm with p = 2,
P FFT length L: = 32, L1 = 0 and L2 = 9 for the inverse
filter v[n]and the initial condition H(O)(wk)= 1 for all k .
Thirty independent runs were performed for N = 2048 and
4096, and SNR= 0 dB and -5 dB. For comparison, d l is
also estimated by Tugnait's TDE methods [l]as follows:
i=l
h

For comparison, h[n]is also estimated by Tugnait's BCE i = 1 or 2

dl = arg{mdax{Ti[d]}}, (28)
method [7] as follows:
where
[k - n]]
E [zi[k]e*
hi[%?]=
E [le[kll21
where ].[e is the optimum inverse filter output associated
with J z ,2.
Let c")[n]denote the estimate of h[n]at the Zth re-
alization normalized by a constant energy, and the time

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 Table 1. ONMSE associated with the proposed SIMO BCE algorithm and Tugnait’s method, respectively.

Proposed algorithm Tugnait’s method

SNR (dB)
N 10 5 0 -5 10 5 0 -5
~ ~~

1024 0.0358 0.0460 0.1568 0.7055 0.0438 0.0606 0.1846 0.8888

2048 0.0183 0.0228 0.0650 0.5481 0.0210 0.0291 0.0767 0.7979
4096 0.0109 0.0139 0.0354 0.2812 0.0110 0.0163 0.0400 0.4647

Table 2. Mean, standard deviation and RMSE for 21 associated with Tugnait’s methods and the proposed TDE algorithm,
respectively.

True Time Delay dl = 5

N = 2048 N = 4096
SNR (dB) TDE Method Mean (T RMSE Mean (T RMSE

T1[dl 4.8333 1.5992 1.5811 4.8667 0.9732 0.9661

0 Tz [dl 5.0333 1.6078 1.5811 5.0000 0.0000 0.0000

Proposed Algorithm 5.0000 0.0000 0.0000 5.0000 0.0000 0.0000
TI [dl 6.5000 6.0272 6.1128 4.8667 5.5238 4.4497
-5 T2 [dl 4.9667 5.8101 5.7126 3.3667 4.2221 4.4609
Proposed Algorithm 4.1667 1.8952 2.0412 4.6667 1.2685 1.2910

Table 2 shows mean, standard deviation ( 0 ) and root-
mean-square error (RMSE) for $1 associated with Tugnait’s
methods and the proposed TDE algorithm, respectively.
One can see from Table 2 that the proposed TDE algorithm
performs much better than Tugnait’s methods (smaller vari-
ance and RMSE).
5. CONCLUSIONS
We have presented an SIMO BCE algorithm using cumulant
based MIMO-IFC (see (5)) which is robust against Gaus-
sian noise, and a TDE algorithm that estimates P - 1 time
delays only using the phase information of the single-input
P-output ( P 2 2) system estimated by the proposed SIMO
BCE algorithm. Simulation results show that the proposed
SIMO BCE algorithm and TDE algorithm outperform Tug-
nait’s channel estimation method and TDE methods, re-
spectively.
6. REFERENCES
[l] J. K. Tugnait, “Time delay estimation with unknown
spatially correlated Gaussian noise,” ZEEE Trans. Sig-
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L. Tong and S. Perreau, “Multichannel blind identifi-
cation: From subspace to maximum likelihood meth-
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1998.
C. L. Nikias and A. P. Petropulu, Higher Order Spec-
tral Analysis: A Nonlinear Signal Processing Frame-
work, Prentice-Hall, Englewood Cliffs, New Jersey,
1993.
C.-Y. Chi and C.-H. Chen, “Blind MA1 and IS1 sup-
pression for DS/CDMA systems using HOS based in-
verse filter criteria,” ZEEE Trans. Signal Processing (in
revision).
C.-Y. Chi and C.-H. Chen, “Cumulant based inverse
filter criteria for blind deconvolution: properties, al-
gorithms, and application to DS/CDMA systems,” to
appear in ZEEE Trans. Signal Processing, July 2001.
S. M. Kay, Modem Spectral Estimation, Prentice-Hall,
1988.
J. K. Tugnait, “Identification and deconvolution
of multichannel linear non-Gaussian processes using
higher order statistics and inverse filter criteria,” ZEEE
Trans. Signal Processing, vol. 45, No. 3, pp. 658-672,
Mar. 1997.

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