Simulation of Basis Expansion Model for Channel Fading Using AR1 Process
This correspondence presents an alternate approach for the simulation of basis expansion model (BEM) for channel fading, in which each time-varying BEM coefficient is considered to be governed by the first-order autoregressive (AR1) process. To introduce a high degree of uncorrelation among the BEM coefficients, the Markov parameter of each AR1 process is also assumed to be time-varying according to another independent stationary ergodic AR1 process, which forms the base of BEM–AR1–AR1 paradigm. The simulation results manifest that the proposed BEM–AR1–AR1 scheme is in close agreement with the ideal BEM for slow as well as fast channel fading, which may find applications in the time-varying channel estimation due to its compatibility with model based adaptive algorithms.
KeywordsBasis expansion model Jakes’ model Markov model Autoregressive process
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