Sparse Variational Bayesian SAGE Algorithm With Application to the Estimation of Multipath Wireless Channels

In this paper, we develop a sparse variational Bayesian (VB) extension of the space-alternating generalized expectation-maximization (SAGE) algorithm for the high resolution estimation of the parameters of relevant multipath components in the response of frequency and spatially selective wireless channels. The application context of the algorithm considered in this contribution is parameter estimation from channel sounding measurements for radio channel modeling purpose. The new sparse VB-SAGE algorithm extends the classical SAGE algorithm in two respects: i) by monotonically minimizing the variational free energy, distributions of the multipath component parameters can be obtained instead of parameter point estimates and ii) the estimation of the number of relevant multipath components and the estimation of the component parameters are implemented jointly. The sparsity is achieved by defining parametric sparsity priors for the weights of the multipath components. We revisit the Gaussian sparsity priors within the sparse VB-SAGE framework and extend the results by considering Laplace priors. The structure of the VB-SAGE algorithm allows for an analytical stability analysis of the update expression for the sparsity parameters. This analysis leads to fast, computationally simple, yet powerful, adaptive selection criteria applied to the single multipath component considered at each iteration. The selection criteria are adjusted on a per-component-SNR basis to better account for model mismatches, e.g., diffuse scattering, calibration and discretization errors, allowing for a robust extraction of the relevant multipath components. The performance of the sparse VB-SAGE algorithm and its advantages over conventional channel estimation methods are demonstrated in synthetic single-input-multiple-output (SIMO) time-invariant channels. The algorithm is also applied to real measurement data in a multiple-input-multiple-output (MIMO) time-invariant context.

[1]  Dmitry M. Malioutov,et al.  A sparse signal reconstruction perspective for source localization with sensor arrays , 2005, IEEE Transactions on Signal Processing.

[2]  Michael Elad,et al.  Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ1 minimization , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[3]  Harry L. Van Trees,et al.  Optimum Array Processing: Part IV of Detection, Estimation, and Modulation Theory , 2002 .

[4]  Yaakov Tsaig,et al.  Extensions of compressed sensing , 2006, Signal Process..

[5]  Dmitriy Shutin,et al.  Application of the Evidence Procedure to Linear Problems in Signal Processing , 2004 .

[6]  A. Lanterman Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Order Estimation , 1999 .

[7]  Mário A. T. Figueiredo Adaptive Sparseness for Supervised Learning , 2003, IEEE Trans. Pattern Anal. Mach. Intell..

[8]  A. Robert Calderbank,et al.  Sensitivity to Basis Mismatch in Compressed Sensing , 2011, IEEE Trans. Signal Process..

[9]  Robert D. Nowak,et al.  Compressed Channel Sensing: A New Approach to Estimating Sparse Multipath Channels , 2010, Proceedings of the IEEE.

[10]  Geoffrey E. Hinton,et al.  Bayesian Learning for Neural Networks , 1995 .

[11]  Ernst Bonek,et al.  WLC06-2: Cluster-Based MIMO Channel Model Parameters Extracted from Indoor Time-Variant Measurements , 2006, IEEE Globecom 2006.

[12]  George Eastman House,et al.  Sparse Bayesian Learning and the Relevan e Ve tor Ma hine , 2001 .

[13]  Jay I. Myung,et al.  Model selection by Normalized Maximum Likelihood , 2006 .

[14]  Ehud Weinstein,et al.  Parameter estimation of superimposed signals using the EM algorithm , 1988, IEEE Trans. Acoust. Speech Signal Process..

[15]  Mário A. T. Figueiredo,et al.  Gradient Projection for Sparse Reconstruction: Application to Compressed Sensing and Other Inverse Problems , 2007, IEEE Journal of Selected Topics in Signal Processing.

[16]  Petre Stoica,et al.  Decoupled estimation of DOA and angular spread for spatially distributed sources , 1999, Conference Record of the Thirty-Third Asilomar Conference on Signals, Systems, and Computers (Cat. No.CH37020).

[17]  A. Lanterman Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection , 2001 .

[18]  Klaus I. Pedersen,et al.  Channel parameter estimation in mobile radio environments using the SAGE algorithm , 1999, IEEE J. Sel. Areas Commun..

[19]  Theodore S. Rappaport,et al.  Wireless communications - principles and practice , 1996 .

[20]  M. Viberg,et al.  Two decades of array signal processing research: the parametric approach , 1996, IEEE Signal Process. Mag..

[21]  H. Akaike A new look at the statistical model identification , 1974 .

[22]  David J. C. MacKay,et al.  Bayesian Methods for Backpropagation Networks , 1996 .

[23]  Gernot Kubin,et al.  Application of the Evidence Procedure to the Estimation of Wireless Channels , 2007, EURASIP J. Adv. Signal Process..

[24]  Bhaskar D. Rao,et al.  Sparse Bayesian learning for basis selection , 2004, IEEE Transactions on Signal Processing.

[25]  D.G. Tzikas,et al.  The variational approximation for Bayesian inference , 2008, IEEE Signal Processing Magazine.

[26]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[27]  Matthew J. Beal Variational algorithms for approximate Bayesian inference , 2003 .

[28]  Peng Zhao,et al.  On Model Selection Consistency of Lasso , 2006, J. Mach. Learn. Res..

[29]  M.A. Jensen,et al.  Sparse Power Angle Spectrum Estimation , 2009, IEEE Transactions on Antennas and Propagation.

[30]  Michael E. Tipping,et al.  Fast Marginal Likelihood Maximisation for Sparse Bayesian Models , 2003 .

[31]  David J. C. MacKay,et al.  Information Theory, Inference, and Learning Algorithms , 2004, IEEE Transactions on Information Theory.

[32]  Visa Koivunen,et al.  Detection and Tracking of MIMO Propagation Path Parameters Using State-Space Approach , 2009, IEEE Transactions on Signal Processing.

[33]  Alfred O. Hero,et al.  Space-alternating generalized expectation-maximization algorithm , 1994, IEEE Trans. Signal Process..

[34]  Christopher M. Bishop,et al.  Pattern Recognition and Machine Learning (Information Science and Statistics) , 2006 .