EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS

Eur. Trans. Telecomms. 2008; 19:761771

Published online 11 September 2008 in Wiley InterScience
(www.interscience.wiley.com) DOI: 10.1002/ett.1324
Ultra wideband OFDM channel estimation through a wavelet based EM-MAP
algorithm

S. M. S. Sadough
1,2
, M. Ichir
2
, P. Duhamel
2
and E. Jaffrot
3
1
UEI, ENSTA, 32 boulevard Victor, 75015 Paris, France
2
Laboratoire des Signaux et Syst` emes, CNRS-Sup elec, Plateau de Moulon, 91190 GifsurYvette, France
3
Universidad Nacional de San Martin, B1650ANQ San Martin, Pcia. de Buenos Aires, Argentina
SUMMARY
Ultra wideband (UWB) communications involve very sparse channels, since the bandwidth increase results
in a better time resolution. This property is used here to propose an efcient algorithm jointly estimating the
channel and the transmitted symbols. More precisely, this paper introduces an expectation-maximisation
(EM) algorithm within a wavelet domain Bayesian framework for semi-blind channel estimation of
multiband orthogonal frequency-division multiplexing (MB-OFDM) based UWB communications. A prior
distribution is chosen for the wavelet coefcients of the unknown channel impulse response (CIR) in order
to model a sparseness property of the wavelet representation. This prior yields, in maximum a posteriori
(MAP) estimation, a thresholding rule within the EM algorithm. We particularly focus on reducing the
number of estimated parameters by iteratively discarding insignicant wavelet coefcients from the
estimation process. Simulation results using UWB channels issued from both models and measurements
show that under sparsity conditions, the proposed algorithm outperforms pilot based channel estimation
in terms of mean square error (MSE) and bit error rate (BER). Moreover, the estimation accuracy is
improved, while the computational complexity is reduced, when compared to traditional semi-blind methods.
Copyright 2008 John Wiley & Sons, Ltd.
1. INTRODUCTION
An ultra wideband (UWB) radio signal is dened as
any signal whose bandwidth is larger than 20% of
its centre frequency or greater than 500 MHz [1]. In
recent years, UWB system design has experienced a
shift from the traditional single-band radio that occupies
the whole 7.5 GHz allocated spectrum to a multiband
design approach [2]. In these multiband UWB systems, the
available spectrum is divided into several subbands, each
one occupying approximately 500 MHz.
Multiband orthogonal frequency-division multiplexing
(MB-OFDM) [3] is an appropriate candidate for multiband
UWB which enables high data rate UWB transmission to
inherit all the strength of OFDM that is widely used in
numerous communication systems. This approach uses a
* Correspondence to: Seyed Mohammad Sajad Sadough, UEI, ENSTA, 32 boulevard Victor, 75015 Paris, France. E-mail: sajad.sadough@lss.supelec.fr.

A previous version of this paper was presented in the 13th European Wireless Conference (EW 2007), Paris, France.
conventional coded OFDM system [4] together with bit
interleaved coded modulation (BICM) [5] and frequency
hopping over different subbands to improve the diversity
and to enable multiple access.
It is well known that an efcient detection of the
transmitted symbols requires a good knowledge of the
channel realisations at the receiver. The required channel
estimation is often based on the transmission of known
training symbols (also called pilots) [6]. However, the
length of the required training sequence may become
large when the channel impulse response (CIR) is highly
resolved, such as in UWB OFDM systems. Besides,
obtaining an accurate channel estimate in highly mobile
environments only through the use of pilots, would require
inserting multiple training symbols per frame, which can
result in a waste of bandwidth and power.
Copyright 2008 John Wiley & Sons, Ltd. Accepted 16 June 2008
762 S. M. S. SADOUGH ET AL.
In order to reduce the number of pilot symbols, the
information carried by the observations corresponding
to the data symbols can also be exploited for channel
estimation. An attractive technique in this area is that based
on the so-called expectation-maximisation (EM) algorithm
[7] which provides a framework to iteratively estimate the
unknown channel thanks to the a posteriori probabilities on
the unknown data. Moreover, by using the EM algorithm,
one can naturally combine the iterative process of channel
estimation with the decoding operation of encoded data.
Several papers have recently reported promising results
on the combination of EM-based channel estimation and
data decoding process. For instance, iterative or turbo
processing that includes the channel estimation into the
iterative process of decoding turbo like codes is addressed
in Reference [810]. In particular, Reference [9] addresses
a turbo channel estimation based on a KarhunenLoeve
expansion of the unknown channel for reducing the
number of estimated parameters. However, the proposed
scheme requires the channel covariance matrix as an a
priori information which can not be available in realistic
situations. In Reference [11], the authors present several
EMbased algorithms for time or frequency domain channel
estimation of an OFDM system that is subject to slow time-
varying frequency-selective fading. In Reference [12], Lu
et al. proposed an iterative receiver for space-time block-
coded OFDM systems based on a reduced complexity EM
algorithm.
Though iterative joint channel estimation and data
detection scheme outperforms receivers using a pilot-only
based channel estimation, it has a higher complexity that
may be a critical concern for its practical implementations.
This complexity is mainly driven by the number of
estimated parameters for channel updating and the decoding
algorithm within each iteration.
In this work, we consider a semi-blind joint channel
estimation and data detection scheme for MB-OFDM
systems based on the EM algorithm, with the objective
of minimising the number of estimated parameters and
enhancing the estimation accuracy. This is achieved by
expressing the unknown UWB CIR in terms of its
discrete wavelet expansion, which has been shown to
provide a parsimonious representation[13, 14]. Our wavelet
domain framework enables us to choose a particular a
priori distribution for the channel wavelet coefcients
that renders the maximum a posteriori (MAP) channel
estimation equivalent to a hard thresholding rule at each
iteration of the EM algorithm. The latter is then exploited
to reduce the estimators computational complexity by
discarding insignicant wavelet coefcients from the
estimation process. Moreover, the adopted wavelet domain
prior model adapts itself to the actual channel scenario
since its parameters are learnt from the observed data
during the channel estimation process. More precisely,
the prior model is not restricted to a specic propagation
environment. We show that when the channel has a sparse
wavelet expansion, the proposed algorithmoutperforms the
classical EMestimators and provides a signicant reduction
in the number of estimated parameters. Hence, the proposed
receiver has not to modify the prior information for different
channel scenarios.
This paper is organised as follows: Section 2 introduces
the MB-OFDM system and its equivalent model for
wavelet domain channel estimation. Section 3, rst presents
the derivation of the MAP channel estimator based on
the EM algorithm and then shows how the number of
estimated parameters can be reduced through the EM
iterations. Section 4 presents the combination of the
channel estimation with the decoding operation, as well
as some implementation issues. Section 5 illustrates, via
simulations, the performance of the proposed receiver in
different realistic UWB channel environments and Section
6 concludes the paper.
Notational conventions are as follows: D
x
is a diagonal
matrix with diagonal elements x = [x
1
, . . . , x
N
]
T
, E
x
[]
refers to expectation with respect to x, I
N
denotes an (N
N) identity matrix; CN(m, ) denotes complex Gaussian
distribution with mean m and covariance matrix ; Card{}
denotes set cardinality; ()
T
and ()
H
denote matrix or vector
transpose and Hermitian transpose, respectively.
2. SYSTEM MODEL AND WAVELET DOMAIN
PROBLEM FORMULATION
2.1. MB-OFDM transmission
We consider the MB-OFDM transmission proposed in
Reference [3]. This scheme divides the spectrum between
3.1 and 10.6 GHz into several non-overlapping subbands
eachone occupying528 MHz of bandwidth[3]. Information
is transmitted using OFDM modulation over one of the
subbands in a particular time slot. As shown in Figure 1,
the transmitter architecture for the MB-OFDM system is
very similar to that of a conventional wireless OFDM
system. The main difference is that MB-OFDMuses a time-
frequency code (TFC) to select the centre frequency of
different subbands. This code is used to provide frequency
diversity as well as to distinguish between multiple users
(see Figure 2). Here, we consider MB-OFDM in its basic
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
ULTRA WIDEBAND OFDM CHANNEL ESTIMATION 763
Figure 1. TX architecture of the multiband OFDM system.
Figure 2. Example of time-frequency coding for the multiband
OFDM system: TFC = {1, 3, 2, 1, 3, 2, . . .}.
mode, i.e. employing the rst three subbands with N data
subcarriers over each subband.
Let us consider a single-user MB-OFDM transmission.
At the receiver, assuming a cyclic prex (CP) longer than
the channel maximum delay spread and perfect carrier
synchronisation, OFDM converts a frequency-selective
channel into N parallel at fading subchannels [4]. Under
these conditions, the transmission of the nth OFDMsymbol
(inside a frame of size N
sym
) over the ith subband can be
written as [4]
y
i,n
= D
s
i,n

H
i,n
+ z
i,n
(1)
for i {1, 2, 3} and n = 1, . . . , N
sym
; (1 N) vectors
y
i,n
, s
i,n
and

H
i,n
denote respectively the received and
transmitted symbols, and the channel frequency response;
the noise vector z
i,n
is assumed to be a zero-mean
circularly symmetric complex Gaussian randomvector with
distribution CN(0,
2
I
N
).
In what follows, we group the data and the observation
corresponding to three subbands of the MB-OFDM system
in a single vector. This operation can be written in the
frequency domain as

Y
m
= D
S
m
H
m
+ Z
m
m = 1, . . . , M
sym
(2)
where Y
m
= [y
1,n
, y
2,n+1
, y
3,n+2
]
T
, S
m
= [s
1,n
, s
2,n+1
,
s
3,n+2
]
T
, H
m
= [

H
1,n
,

H
2,n+1
,

H
3,n+2
]
T
and Z
m
= [z
1,n
,
z
2,n+1
, z
3,n+2
]
T
are (M 1) vectors, with M = 3N
and M
sym
= N
sym
/3. In the remainder, unless otherwise
mentioned, we will not write the time index mfor notational
convenience.
2.2. A proper model for wavelet domain channel
estimation
In order to take advantage of the wavelet based estimation,
the CIR is expressed in terms of its orthogonal discrete
wavelet coefcients. Let F
M,L
be the truncated fast Fourier
transform(FFT) matrix constructed fromthe (M M) FFT
matrix by keeping the rst Lcolumns where Lis the length
of the CIR over a group of three subbands. We dene W as
the (L L) orthogonal discrete wavelet transform(ODWT)
matrix. The unknown channel frequency response can be
expressed as H = F
M,L
W
H
g, where g is the (L 1) vector
of the CIR wavelet coefcients. The observation model (2)
is rewritten as
Y = D
S
Tg + Z (3)
where T = F
M,L
W
H
. In this model, although the channel
is practically used (by the transmitter) by slices of 528 MHz
bandwidth (corresponding to a single subband), on the
receiver side, three received OFDM symbols are grouped
for estimating the wavelet coefcients of the CIR, taken
over all three subbands (1.584 GHz bandwidth). This is
motivated by the fact that estimating the channel over a
wider bandwidth leads to a sparser representation in the
wavelet domain.
Most of wavelet based estimation algorithms, rely on
an observation model in which the unknown wavelet
coefcients are corrupted by an AWGN [13]. Since the
model (3) does not provide such a framework, our rst
step consists in enforcing this property. In order to do so,
the AWGN in Equation (3) is split into two independent
Gaussian terms as suggested in Reference [15]
Z = D
S
Z
1
+ Z
2
(4)

For the sake of notational brevity in Equation (2), we have assumed that
the TFC is equal to {1, 2, 3, . . .}.
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
764 S. M. S. SADOUGH ET AL.
where Z
1
and Z
2
are (M 1) independent Gaussian
noise vectors such that p(Z
1
) = CN(0,
2
I
M
) and p(Z
2
) =
CN(0,
2
I
M

2
D
S
D

S
). Since we are using power
normalisedQPSKsymbols, D
S
D

S
= I
M
andthe covariance
matrix
2
of Z
2
reduces to
2
= (
2

2
)I
M
. We dene
the positive design parameter
2
/
2
, (0 < 1) as
the proportion of noise that is assigned to Z
2
. Obviously,
the value assigned to parameter is important and will have
to be tuned. Note that setting = 0 leads to Z
1
= 0 and is
equivalent to working with the initial model (3). However,
for 0 < < 1, the above noise decomposition allows the
introduction of a hidden channel vector

H and a two-stage
observation model dened as
_

H = Tg + Z
1
Y = D
S

H + Z
2
.
(5)
This model introduces a hidden vector

H which provides
us with a direct relation

between the true and the

estimated wavelet coefcients corrupted by an AWGN,
even if the two-stage observation model (5) is equivalent to
Equation (3).
3. THE EM-MAP CHANNEL ESTIMATOR
Starting from Equation (5), one has to estimate g in the
MAP sense while S and

H are unknown. Obviously, this
MAP estimation has not a closed-form solution. In such
situations, the EMalgorithmcan be used to iteratively solve
this problem. Here, the EM algorithm is used for MAP
estimation of g (we call it the EM-MAP algorithm) by
considering the observation model (5).
Let X = {Y, S,

H} be the complete-data set in the EM
algorithm terminology. Note that the observation set Y
determines only a subset of the space of which X is
an outcome. The EM-MAP algorithm searches for g that
maximises log p(g|X). After initialisation by a short pilot
sequence at the beginning of the frame, the EM algorithm
alternates between the following two steps (until some
stopping criterion is fullled) to produce a sequence of
estimates {g
(t)
, t = 0, 1, . . . , t
max
}.
Expectation Step (E-step): The conditional expectation of
the complete log-likelihood given the observed vector and
the current estimate g
(t)
is computed. This quantity is called

Up to a left-multiplication by the matrix T

.
the auxiliary or the Q-function and dened as
Q
_
g, g
(t)
_
= E
S,

H
_
log p(Y, S,

H|g)

Y, g
(t)
_
(6)
Maximisation Step (M-step): The vector of estimated
parameters is updated according to
g
(t+1)
= arg max
g
_
Q
_
g, g
(t)
_
+ log (g)
_
(7)
where (g) a prior distribution for the wavelet coefcients
which ensures a certain percentage of coefcients to be set
to zero (see Subsection 3.2). When applied to Equation (5),
each step can be calculated as follows:
3.1. E-step: computation of the Q-function
The complete likelihood is
p(Y, S,

H|g) = p(Y|S,

H, g)p(S|

H, g)p(

H|g).
According to Equation (5), given

H, Y and g are
independent. Furthermore, S which results fromcoding and
interleavingof bit sequence is independent of

Handg. Since
Z
1
is a complex white Gaussian noise, the complete log-
likelihood can be simplied to
log p(Y, S,

H|g) = log
_
p(Y|S,

H)p(S)p(

H|g)

= log p(

H|g) + cst.1
=
g

Tg 2Re
_
g

H
_

2
+ cst.2
where cst.1 and cst.2 are constant terms that do not depend
on g. According to Equation (6), we have
Q
_
g, g
(t)
_
= E
S,

H
_

Tg 2Re
_
g

H
_

2
+ cst.2

Y, g
(t)
_
=

H
(t)
Tg
2

2
+ cst.3 (8)
where the latter equation is obtained by adding and
subtracting

H
(t)

2
, with

H
(t)
E
S,

H
[

H|Y, g
(t)
] and
cst.3 representing a constant term.
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
ULTRA WIDEBAND OFDM CHANNEL ESTIMATION 765
From Equation (8), it is obvious that the E-step involves
the computation of

H
(t)
, as follows:

H
(t)
=

(t)

H
(S)p(S|Y, g
(t)
) (9)
where

(t)

H
(S) E

H
_

H|Y, g
(t)

=
_

Hp(

H|Y, g
(t)
, S)d

H.(10)
Equation (9) results from the independence between S
and

H belonging respectively to the sets and .
In order to evaluate

H
(t)
in Equation (9), we rst have to
evaluate the conditional mean
(t)

H
(S) of

Hin Equation (10).
To this end we write p(

H|Y, g
(t)
, S) p(Y|

H, S)p(

H|g
(t)
).
Since both p(Y|

H, S) and p(

H|g
(t)
) are Gaussian densities,
it is well known that their product remains Gaussian. We
have to evaluate the mean of this Gaussian density.
After some algebra we get [16]

(t)

H
= Tg
(t)
+ D

S
_
Y D
S
Tg
(t)
_
. (11)
By introducing Equation (11) in Equation (9) we obtain

H
(t)
= (1 )Tg
(t)
+ D

S
Y (12)
where D
S
=

s
D
S
p(S|Y, g
(t)
). Here, we assume that
a part of the receiver called soft-input soft-output (SISO)
decoder, is able to provide the vector of probabilities
p(S|Y, g
(t)
) required in Equation (12) (see Section 4 for
more details). The E-step is then completed by inserting

H
(t)
into Q(g, g
(t)
) of Equation (8).
3.2. M-step: wavelet based MAP estimation
In this step the estimate of the parameter g is updated as
given in Equation (7) where Q(g, g
(t)
) is given by Equation
(8). We have
g
(t+1)
= arg max
g
_

H
(t)
Tg
2

2
+ log (g)
_
. (13)
It can be easily shown that the expression (13) is
equivalent to
g
(t+1)
= arg max
g
_

g
(t)
g
2

2
+ log (g)
_
(14)
where
g
(t)
= T

H
(t)
= (1 )g
(t)
+ (D
S
T)

Y. (15)
In fact, g
(t+1)
in Equation (14) is not more than the MAP
estimate of g from the observation model:
g
(t)
= g + Z

1
(16)
where Z

1
CN(0,
2
I
L
).
Note that Equation (16) is very important since it shows
that the initial observation model is equivalent to an
observation model which involves a direct relation between
the unknown wavelet coefcient g and g
(t)
, and this direct
relation is corrupted by an AWGN. This is the reason of
using the two level observation model in Equation (5). As
clear from Equation (16), our channel estimation problem
can now be viewed as a standard wavelet domain denoising
problem. In what follows, we derive the update formula of
our wavelet domain channel estimator.
From the Bayes theorem, the posterior distribution of g
is given by
p
_
g

g
(t)
_
p
_
g
(t)

g
_
(g) (17)
where from Equation (16), p( g
(t)
|g) is the Gaussian
likelihood, g
(t)
CN(g,
2
I
L
). In this approach, (g) is
a prior distribution, chosen for the wavelet coefcients g of
the unknown CIR as follows.
Choice of the BernoulliGaussian Prior Model: Here, the
parsimonious characteristic of wavelet basis is imposed
through the following prior model: each wavelet coefcient
is assumed to have a probability to be zero and a
probability 1 to be Gaussian distributed as CN
g
j
(0,
2
).
This corresponds to an independent and identically
distributed (i.i.d.) BernoulliGaussian [13] prior model for
the probability density of the jth wavelet coefcient g
j
as
(g
j
) = (g
j
) + (1 )CN
g
j
(0,
2
) (18)
for j = 1, . . . , L. The parameters and (hyperparameters
in the Bayesian wording) are estimated from the observed
data.
In order to deal with that particular model, we introduce
an additional state variable (or indicator)
j
{0, 1} such
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
766 S. M. S. SADOUGH ET AL.
that we can express the above prior model conditionally as
_
(g
j
|
j
= 0) (g
j
) with probability ,
(g
j
|
j
= 1) CN
g
j
_
0,
2
_
withprobability 1 .
(19)
This prior model, conditionally on the state variable

j
, leads to a Gaussian posterior for g
j
which makes the
estimationexplicit; fromthe direct observationmodel g
(t)
j
=
g
j
+ Z

1,j
(Equation (16)), we can express these posterior
probabilities of
j
as [16]
p
_

j
= 0| g
(t)
j
_
= N
_
0,
2
_
/c
p
_

j
= 1| g
(t)
j
_
= (1 ) N
_
0,
2
+
2
_
/c
(20)
where the parameter c = N(0,
2
) + (1 )N(0,
2
+

2
). From this set of equations, we notice that the indicator
variable
j
allows us to discriminate between the noise
coefcients (for
j
= 0) and the effective channel wavelet
coefcients (for
j
= 1), eventually corrupted by noise.
The indicator variables
j
are estimated in the MAP
sense by

(t+1)
j
=
_
0, if p
_

j
= 0

g
(t)
j
_
0.5
1, elsewhere.
(21)
Therefore, the MAP estimates of the channel wavelet
coefcients are obtainedbya simple denoising/thresholding
rule as
g
(t+1)
j
=
_

_
0, if
(t+1)
j
= 0

2
+
2
g
(t)
j
, if
(t+1)
j
= 1.
(22)
Updating the Prior Parameters and : The prior
parameters and stand respectively for the signicant-
wavelet coefcients energy and insignicant coefcient
probability. Since is a scale parameter, a Chi-square
prior is chosen for its inverse while a Dirichlet prior is
chosen for the probability . We point out that these two
priors are widely used in Bayesian estimation theory where
scale and discrete probabilities are in concern. The main
advantage for such priors is that they generally result in
relatively simple update algorithms. Here, the update rules
for these two parameters are MAP based rules derived from
assigning conjugate priors to these parameters [17]. After
some algebra we obtain [16]

= (

L 1/2)/(L 1),

2
= /(L

L) (23)
where

L = Card{j |
j
= 0} and =

j
=1

g
(t+1)
j

2
.
Reduction of the Number of Estimated Parameters: The
thresholding procedure derived in this section, provides an
automatic framework for reducing the number of estimated
coefcients. This can be achieved by discarding at each
iteration, the elements of g
(t+1)
that are replaced by zero in
Equation (22). The underlying assumption is as follows:
whenever the estimator assimilates an unknown wavelet
coefcient to noise (i.e. replaces it by zero), this coefcient
will always be considered as noise, hence it will not be
estimated in future iterations. We veried by simulations
that incorporating this scheme into the EM algorithm
reduces the number of estimated parameters without any
signicant performance degradation.
This operation is shown in Figure 3 and can be modelled
as
g
(t+1)
tr
=
_
g
(t+1)
_
, T
tr
=
_
T
_
(24)
where the truncation operator () gathers in g
(t+1)
tr
the
components of g
(t+1)
that must be kept and the operator
() constructs T
tr
from T by keeping the columns
corresponding to the kept indexes. During the rst iteration
(t = 0), the algorithm does not perform any truncation and
the EM algorithm estimates all the coefcients. However,
after each M-step, the number of unknown parameters to
be estimated in the next iteration is reduced according
to Equation (24) by using g
(t+1)
tr
and T
tr
in the updating
formula of the E-step (12).
Figure 3. EM-MAP channel estimation combined with the
decoding process.
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
ULTRA WIDEBAND OFDM CHANNEL ESTIMATION 767
4. DECODING METHOD AND
IMPLEMENTATION ISSUES
The block diagram of the receiver is shown in Figure 3.
Besides the channel estimation part, the rest of the receiver
principally consists of the combination of two sub-blocks
that exchange soft informations with each other. The rst
sub-block, referedtoas soft demapper (alsocalleddetector),
produces bit metrics (probabilities) from the input symbols
and the second one is a SISOdecoder. Here, SISOdecoding
is performed using the well known forward-backward
algorithm [18].
Let c
k,i
(i = 1, . . . , B) be the ith

coded and interleaved

bit corresponding to the kth constellation symbol S
k
and let Y
k
be the corresponding received symbol (k =
1, . . . , MM
sym
). Actually, according to Equation (9), we
have to use the information on transmitted symbols,
obtained from the SISO decoder through the probability
P(S
k
|Y
k
,

H
(t)
k
), to update the channel estimate at each
iteration. Furthermore, the soft demapper requires an
estimate of the channel in order to provide the probability of
encoded bits (see Figure 3). Hence, the proposed semi-blind
channel estimation algorithmis naturally combined with the
process of data decoding. The probability P(S
k
|Y
k
,

H
(t)
k
) of
the unknown symbols S
k
is calculated using the a posteriori
probabilities provided by the SISOdecoder at the end of the
tth iteration as
P
_
S
k
|Y
k
,

H
(t)
k
_
=
B

j=1
j=i
P
dec
(c
k,j
) (25)
where P
dec
(c
k,j
) are prior probabilities coming from the
SISO decoder. At the rst iteration, where no a priori
information is available on bits c
k,j
, the probabilities
P
dec
(c
k,j
) are set to 0.5.
The main steps of the EM-MAP estimator are
summarised as follows:
r
Initialisation (t = 0)
Set all probabilities of coded bits P
dec
(c
k,i
) to 0.5 and
derive P(S
k
|Y
k
,

H
(0)
k
) for all k according to Equation
(25) and then derive p(S|Y, H
(0)
) = p(S|Y, g
(0)
).
Initialise the unknown vector g by g
(0)
obtained from
pilot symbols.
r
for {t = 1, . . . , t
max
}

In this paper, B = 2 since we are using a QPSK modulation.

Use the previous estimate g
(t1)
and p(S|Y, g
(t1)
) to
calculate g
(t1)
according to Equation (15).
Use g
(t1)
to obtain the updated channel parameters
g
(t)
by using Equation (22).
Discard the wavelet coefcients that are replaced
by zero in g
(t)
by evaluating g
(t)
tr
and T
tr
from
Equation (24).
if {t = t
max
}: Use the current estimate g
(t)
tr
to update
the probability of encoded bits P
dec
(c
k,i
) and derive
P(S
k
|Y
k
,

H
(t)
k
) from Equation (25) and then derive
p(S|Y, H
(t)
) = p(S|Y, g
(t)
).
else: Decode the information data by thresholding the
uncoded bit probabilities.
r
end
5. SIMULATION RESULTS
In this section we present a comparative performance study
of the proposed EM-MAP algorithm. The performance
comparison is made in terms of mean square error (MSE)
for channel estimation and bit error rate (BER) for the
combination of channel estimation with the decoding
process.
The binary information data are encoded by a non-
recursive non-systematic convolutional encoder with rate
R = 1/2 and constraint length 3, dened in octal form
by (5, 7)
8
. Throughout the simulations, each frame
is composed of N
sym
= 9 OFDM symbols with N =
128 subcarriers each. Channel coefcients are kept
constant during each fading block and changed to new
independent realisations (measures) from one frame to the
next.
We devote one OFDM pilot symbol for each subband
in order to initialise the EM algorithm. Data and pilot
symbols belong to the QPSK constellation with gray
labelling. The interleaver is pseudo-random, operating over
the entire frame of size N
I
= N
sym
NB bits (excluding
pilots, obviously). Among different wavelet families, sym-
metric wavelet basis functions [19] providing a sparser
representation [14] have been considered. Unless otherwise
mentioned, the BER and MSE curves correspond to the
fourth iteration of the algorithm. The parameter affecting
the variance of the noise in Equation (16) is set to 0.4 which
minimises the MSE between the true and estimated wavelet
coefcients.
Different propagation environments are considered
for performance comparison. In all environments, the
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
768 S. M. S. SADOUGH ET AL.
bandwidth of the channel frequency response is 1584 MHz
with 384 coefcients and the CIR has a total number
of 96 taps. For each transmitted frame, a different
measurement/realisation of the channel has been used.
First, a sparse channel model where only 20 wavelet
coefcients out of total 96 have non-zero values, is
considered. This propagation environment provides the
best adequacy between the sparseness prior assumption
and the actual propagation environment. The second
channel is a line of sight (LOS) scenario issued from
realistic UWB indoor channel measurements [20] where
the receive and transmit antennas are located in a corridor
separated by 9 meters. We also consider the non-LOS
UWBchannel model CM2 specied by the IEEE 802.15.3a
channel modelling subcommittee report [21]. The two latter
channels characterise a rich scattering environment where
the sparseness assumption in the wavelet domain is not
necessarily satised.
For the sake of comparison, we consider two pilot-only
based approach using ML and minimum mean square error
(MMSE) channel estimation, refered to as pilot-ML and
pilot-MMSE. We also compare the proposed algorithm
with two semi-blind channel estimation based on the EM
algorithm. The rst approach called EM-Freq, consists of
estimating the 384 frequency coefcients of the channel
over all three subbands, using the model (3), similar to the
approach adopted in Reference [11]. The second semi-blind
method, called EM-Wav, is a wavelet domain EM based
channel estimator where the prior model is set to have a
uniform distribution.
First, consider the case of the sparse channel. Figure 4
depicts the MSE as a function of E
b
/N
0
. It can be observed
that, although the pilot-MMSE approach improves the
estimation accuracy for low SNR values, the performance
of pilot based channel estimation methods are very far from
the family of semi-blind methods. Comparing the wavelet
domain semi-blind approach (EM-Wav) and the frequency
domain approach (EM-freq), shows that signicant gain
is achieved by the former method. As shown, the best
performance is achieved by the EM-MAP method. We see
that by using EM-MAP, a gain of almost 4 dB in SNR is
achievedat a MSEof 2 10
3
, as comparedtothe EM-Wav
method. This clearly shows the adequacy of the EM-MAP
method for the case where the unknown channel has few
non-zero wavelet coefcients, which is in perfect agreement
with the prior model.
Figure 5 shows the BER results along with the BER for
the case of perfect channel state information (CSI). It can be
seen that at a BER of 10
3
, the pilot-ML and the EM-Freq
approaches are respectively 3.9 and 2 dB of SNR far from
Figure 4. Mean square error between the true and estimated
coefcients for the sparse channel model.
Figure 5. BER performance of different channel estimation
methods over the sparse channel model.
the BER obtained with the perfect channel. Furthermore,
the performance of the Pilot-MMSE approach is not shown
since it was very close to that of Pilot-ML. Also, we observe
that wavelet based semi-blind methods perform closely to
the perfect CSI case. For example, at a BER of 10
4
, the
EM-MAP and EM-Wav method have respectively about
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
ULTRA WIDEBAND OFDM CHANNEL ESTIMATION 769
0.2 and 0.5 dB of SNR degradation from the performance
obtained with perfect CSI.
We now evaluate the performance of the EM-MAP
algorithm for the case of the Corridor and CM2 channels.
Figures 6 and 7 show that wavelet based methods again
outperform pilot based and EM-Freq methods in terms
Figure 6. Mean square error between the true and estimated
coefcients over the Corridor channel.
Figure 7. BER performance of different channel estimation
methods over the CM2 channel.
of MSE and BER. Furthermore, we observe that the
performance of the EM-MAP method is now comparable
to that of the EM-Wav method. This can be explained by
noting that when the channel is not very sparse (i.e. for
low values in (18)), the algorithm assigns small values
to . This leads to a Gaussian prior model with a large
variance, which can be approximated to a uniform prior.
As a result, the prior becomes less informative and the
EM-MAP performs close to the EM-Wav, as shown in
Figures 6 and 7. Thus, the EM-MAP algorithm proposed
here is globally able to adapt its prior model parameters to
any propagation environment.
We now compare the above semi-blind algorithms with
respect to the average number of estimated parameters at
eachiterationof the EMalgorithm. This is showninFigure 8
for different channel scenarios. First, recall that the EM-
Freq and EM-Wav methods have to continuously estimate
384 and 96 coefcients at each iteration, respectively. As
explained in Subsection 3.2, by discarding the coefcients
that are replaced by zero, the EM-MAP approach is able
to reduce the number of estimated parameters, specially
for sparse channels. This can be seen in Figure 8 for the
sparse channel where the number of estimated parameters
is reduced from 96 down to 20 parameters after the second
iteration. Furthermore, for the non-sparse Corridor and
CM2 channels, we observe that the EM-MAP method is to
be preferred to the EM-Wav, due to its lower computational
load, since it estimates about 40 coefcients after the
second iteration. Although we observed that in this case
Figure 8. Reduction of the number of estimated parameters
through iterations, E
b
/N
0
= 8 dB.
Copyright 2008 John Wiley & Sons, Ltd. Eur. Trans. Telecomms. 2008; 19:761771
DOI: 10.1002/ett
770 S. M. S. SADOUGH ET AL.
Figure 9. Convergence of the MSE with respect to the number of
iterations over the CM2 channel.
these two methods exhibit close performance, the EM-MAP
algorithm brings a reduction of about 60% on the number
of estimated parameters when compared to the EM-Wav
approach.
Finally, we analyse the number of iterations that the EM-
MAP algorithm requires for convergence. In Figure 9, the
MSE performance of the EM-MAP algorithm is presented
as a function of the number of iterations. It is obvious
from these curves that the MSE performance of the
proposed algorithm converges within two to four iterations,
depending on the average SNR. This justies our choice of
four iterations in the results presented above.
6. CONCLUSION
We proposed an EM-based channel estimation and data
detection algorithm that integrates the advantages of
wavelet based parameter estimation. By expressing the
unknown UWB channel in terms of its discrete wavelet
coefcients and choosing a proper prior distribution for
them, we were able to capture the sparseness property
of UWB channels in the wavelet domain. This led to a
MAP estimator equivalent to a hard thresholding procedure
at each iteration of the EM algorithm, which is used to
reduce the number of estimated coefcients. Note that the
sparseness condition is almost built in by considering all
subbands of the multiband transmission at the same time:
a larger bandwidth is likely to separate the paths and to
provide a sparser wavelet expansion. It was observed that
when the channel has a very sparse wavelet expansion,
the prior model parameters which are estimated from the
observed data, carry this sparseness information to the
EM-MAP algorithm. Moreover, we showed that in this
case, the EM-MAP method provides signicant reduction
in the number of estimated parameters and outperforms
all considered pilot based and semi-blind methods. Under
non-sparse channels, although both EM-MAPand EM-Wav
methods perform closely, EM-MAP takes the advantage
over the EM-Freq and EM-Wav schemes due to its lower
computational complexity.
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