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This letter deals with the Kalman filter (KF) based on a third-order integrated random walk model (RW3). The resulting filter, noted as RW3-KF, is well suited to track slow time-varying parameters with strong trend behaviour. We first prove that the RW3-KF in steady-state admits an equivalent structure to the third-order digital phase-locked loops (DPLL). The approximate asymptotic mean-squared-error...
This paper deals with channel estimation over a flat fading Rayleigh channel with Jakes' Doppler Spectrum. Many estimation algorithms exploit the time-domain correlation of the channel by employing a Kalman filter based on a first-order (or sometimes second-order) approximation of the time-varying channel. In the low-variation channel scenario, generally speaking, a well-chosen higher order estimator...
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