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4 Amplitude tracking

The analytic technique above relies on known values of A and B, but in a real system the amplitudes are not known, and furthermore, will slowly vary. A heuristic algorithm is used to track these variations. For the purposes of amplitude tracking one can assume that $ \theta$ and $ \phi$ are uniformly distributed in $ [0,2\pi)$. Consequently, $ (\theta-\phi)
\mod 2\pi$ is also uniform in $ [0,2\pi)$.

One simple heuristic for amplitude tracking is to compute the maximum and minimum values of $ \Vert r[i]\Vert$ over $ i=1, \ldots, n$, where $ n$ is chosen such that $ A[i]$ and $ B[i]$ do not vary appreciably. Assuming without loss of generality that $ A\ge B$, the minimum $ \Vert r[i]\Vert$ will be close to $ A-B$ and the maximum will be close to $ A+B$, from which estimates of $ A$ and $ B$ can be determined. Unfortunately, it turns out that this heuristic does not perform well in the presence of noise.

A better performing heuristic is obtained by using the median $ M$ of $ \Vert r[1]\Vert^2, \ldots, \Vert r[n]\Vert^2$. Define

$\displaystyle X$ $\displaystyle \triangleq$ $\displaystyle {1 \over n} \sum_{i=1}^n \Vert r[i]\Vert^2$ (4)
$\displaystyle Y$ $\displaystyle \triangleq$ $\displaystyle {2 \over n} \sum_{i: \Vert r[i]\Vert^2 > M} \Vert r[i]\Vert^2$ (5)
$\displaystyle Z$ $\displaystyle \triangleq$ $\displaystyle {2 \over n} \sum_{i: \Vert r[i]\Vert^2\le M} \Vert r[i]\Vert^2.$ (6)

Since the expected value of $ \Vert r\Vert^2$ is given by

$\displaystyle E[\Vert r\Vert^2] = E[A^2 + 2AB\cos(\theta-\phi)+B^2] = A^2 + B^2,$

it follows that $ X \approx A^2 + B^2$ for reasonably large $ n$. Conditioning on the event $ \cos(\theta-\phi) > 0$, it follows that $ (\theta-\phi) \mod 2\phi$ is uniform in $ [0,\pi/2) \cup [3\pi/2,2\pi)$ Therefore,

\begin{displaymath}\begin{split}& E[\Vert r\Vert^2 \, \vert \, \cos(\theta-\phi)...
...ha d\alpha\right] \\  & \quad = A^2 + B^2 + 4AB/\pi \end{split}\end{displaymath}    

Similarly,

$\displaystyle E[\Vert r\Vert^2 \, \vert \, \cos(\theta-\phi)<0] = A^2 + B^2 -
4AB/\pi.$

Thus, $ Y \approx A^2 + B^2 + 4AB/\pi$, and similarly $ Z \approx A^2 + B^2 - 4AB/\pi$. If
$\displaystyle \hat A$ $\displaystyle \triangleq$ $\displaystyle {1 \over 2} \left(
\sqrt{X+{\pi\over 2}(Y-X)}
+ \sqrt{X+ {\pi\over 2}(Z-X)}\right)$ (7)
$\displaystyle \hat B$ $\displaystyle \triangleq$ $\displaystyle {1 \over 2} \left(
\sqrt{X+{\pi\over 2}(Y-X)}
- \sqrt{X+{\pi\over 2}(Z-X)}\right),$ (8)

then $ \hat A \approx A$ and $ \hat B \approx B$. Using only the norms of $ r$ over a set of samples, $ A$ and $ B$ can be estimated fairly accurately.


next up previous
Next: 5 Noise Up: An Analytic Technique to Previous: 3 The Tracking Algorithm
Jon Hamkins 1999-10-29