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arXiv 1402.5693cs.ITmath.ITmath.STstat.TH
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衰落信道中标量Gauss-Markov信号的估计误差中断

On Estimation Error Outage for Scalar Gauss-Markov Signals Sent Over Fading Channels

Reza Parseh, Kimmo Kansanen

摘要:

通过衰落信道发送标量线性高斯-马尔可夫过程的测量。衰落信道被建模为独立同分布的随机变量,在接收机处具有已知的实现。接收机处的最佳估计器是卡尔曼滤波器。与经典的卡尔曼滤波器理论不同,在给定随机信道的情况下,卡尔曼增益和误差协方差都是随机的。然后选择期望估计误差的概率分布函数及其中断概率进行估计质量评估。为了得到估计误差中断,本文给出了随机期望估计误差的平稳概率密度函数的刻画方法。此外,对于i.i.d.瑞利衰落信道,上界和下界的中断概率推导出提供洞察力和更简单的设计目的的手段。我们还表明,边界是紧的高SNR制度,中断概率线性下降的平均信道SNR的倒数。

英文摘要:

Measurements of a scalar linear Gauss-Markov process are sent over a fading channel. The fading channel is modeled as independent and identically distributed random variables with known realization at the receiver. The optimal estimator at the receiver is the Kalman filter. In contrast to the classical Kalman filter theory, given a random channel, the Kalman gain and the error covariance become random. Then the probability distribution function of expected estimation error and its outage probability can be chosen for estimation quality assessment. In this paper and in order to get the estimation error outage, we provide means to characterize the stationary probability density function of the random expected estimation error. Furthermore and for the particular case of the i.i.d. Rayleigh fading channels, upper and lower bounds for the outage probability are derived which provide insight and simpler means for design purposes. We also show that the bounds are tight for the high SNR regime, and that the outage probability decreases linearly with the inverse of the average channel SNR.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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