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Yayın Maximum likelihood blind channel estimation for space-time coding systems(Hindawi Publishing Corporation, 2002-05) Çırpan, Hakan Ali; Panayırcı, Erdal; Çekli, ErdinçSophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems, In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.Yayın Joint modulation classification and antenna number detection for MIMO systems(IEEE, 2016-01-07) Turan, Merve; Öner, Mustafa Mengüç; Çırpan, Hakan AliNoncooperative classification of the modulation type of communication signals finds application in both civilian and military contexts. Existing modulation classification methods for multiple-input multiple-output (MIMO) communication systems commonly require a priori information on the number of transmit antennas employed by the multiantenna transmitter, which, in most of the noncooperative scenarios involving modulation classification, is unknown and needs to be blindly extracted from the received signal. Since the problems of MIMO modulation classification and detection of the number of transmit antennas are highly coupled, we propose a decision theoretic approach for spatial multiplexing MIMO systems that considers these two tasks as a joint multiple hypothesis testing problem. The proposed method exhibits a high performance even in moderate to low SNR regimes while requiring no a priori knowledge of the channel state information and the noise variance.Yayın Sequence estimation with transmit diversity for wireless communications(Urban & Fischer Verlag, 2003) Panayırcı, Erdal; Aygölü, Hasan Ümit; Pusane, Ali EmreIn this paper, an optimum sequence estimation algorithm for wireless systems with Alamouti's two transmitter diversity in the presence of multipath fading is proposed. The algorithm is based on a jointly iterative channel and sequence estimation according to the maximum likelihood (ML) criterion, using the Expectation-Maximization (EM) algorithm employing an M-level phase-shift keying (M-PSK) modulation scheme with additive Gaussian noise. The discrete multipath channel is represented in terms of the channel gains from each transmit antenna to the receive antenna. EM algorithm estimates jointly the complex channel parameters of each channel and the data sequence transmitted, iteratively, which converges to the true ML solution. The channel estimation is achieved in a simple way through the iterative equations by decoupling of the signals transmitted from different antennas. The algorithm is applied to the trellis coded modulation systems and the efficiency of the algorithm proposed has been shown with computer simulations. The simulation results show that the EM algorithm converges quickly for fast fading channels. The performance of the EM-based decoder approaches that of the ML receiver which has perfect knowledge of the channel.Yayın Blind channel estimation for space-time coding systems with Baum-Welch algorithm(IEEE, 2002) Çırpan, Hakan Ali; Panayırcı, ErdalIn recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. In this paper, we consider the problem of blind estimation of the channel parameters along with space-time coded signals. Our proposed approach exploits the finite alphabet property of the space-time coded signals and is based on the unconditional signal model by treating the information sequence as stochastic I.I.D. sequences. The iterative Baum-Welch algorithm is then adapted to solve resulting unconditional ML optimization cost function. Finally, some simulation results are presented.Yayın A new algorithm for joint time and phase synchronization in OFDM systems(IEEE, 2000) Panayırcı, ErdalIn this paper, a computationally efficient algorithm is presented for joint maximum likelihood (ML) timing and carrier phase synchronization of OFDM systems employing M-PSK modulation scheme with additive Gaussian noise, based on the Expectation-Maximization (EM) method. A nondata-aided(NDA) scheme is considered for the joint timing and phase synchronizer which maximizes the low SNR limit of the likelihood function averaged over the MPSK signal constellation. For this, an EM algorithm is derived which estimates the timing offset and the phase rotations of each subcarrier iteratively and which converges to the true ML estimation of the unknown timing and phase. It is shown that the algorithm becomes independent of the signal-to-noise ratio for both low and high SNR cases. The algorithm is applied to the QPSK modulated OFDM systems and-it is concluded that for SNR values greater than 10 dB the convergence is achieved in first iteration and for SNR values less than 10 dB, at most in three iterations. It is also concluded that the convergence is independent of the initial starting points.Yayın Comparison of evolutionary techniques for Value-at-Risk calculation(Springer-Verlag Berlin, 2007) Uludağ, Gönül; Etaner Uyar, Ayşe Şima; Senel, Kerem; Dağ, HasanThe Value-at-Risk (VaR) approach has been used for measuring and controlling the market risks in financial institutions. Studies show that the t-distribution is more suited to representing the financial asset returns in VaR calculations than the commonly used normal distribution. The frequency of extremely positive or extremely negative financial asset returns is higher than that is suggested by normal distribution. Such a leptokurtic distribution can better be approximated by a t-distribution. The aim of this study is to asses the performance of a real coded Genetic Algorithm (CA) with Evolutionary Strategies (ES) approach for Maximum Likelihood (ML) parameter estimation. Using Monte Carlo (MC) simulations, we compare the test results of VaR simulations using the t-distribution, whose optimal parameters are generated by the Evolutionary Algorithms (EAs), to that of the normal distribution. It turns out that the VaR figures calculated with the assumption of normal distribution significantly understate the VaR figures computed from the actual historical distribution at high confidence levels. On the other hand, for the same confidence levels, the VaR figures calculated with the assumption of t-distribution are very close to the results found using the actual historical distribution. Finally, in order to speed up the MC simulation technique, which is not commonly preferred in financial applications due to its time consuming algorithm, we implement a parallel version of it.Yayın EM-Based sequence estimation for wireless systems with orthogonal transmit diversity(IEEE, 2003) Panayırcı, Erdal; Aygölü, Hasan Ümit; Pusane, Ali EmreIn this paper, an optimum sequence estimation algorithm for wireless systems with Alamouti's two transmitter diversity in the presence of multipath fading is proposed. The algorithm is based on a jointly iterative channel and sequence estimation according to the maximum likelihood (ML) criterion, using the Expectation-Maximization (EM) algorithm employing M-PSK modulation scheme with additive Gaussian noise. The discrete multipath channel is represented in terms of the channel gains from each transmit antenna to the receive antenna. EM algorithm derived estimates jointly the complex channel parameters of each channel And the data sequence transmitted, iteratively, which converges to the true ML solution. The channel estimation is achieved in a simple way through the iterative equations by decoupling of the signals transmitted from different antennas. The algorithm is applied to the trellis coded modulation systems and efficiency of the algorithm proposed has been shown by the computer simulations. Simulation results show that the EM algorithm converges quickly for fast fading channels. The performance of the EM-based decoder approaches that of the ML receiver which has perfect knowledge of the channel.Yayın Joint ML timing and phase estimation in OFDM systems using the EM algorithm(IEEE, 2000) Panayırcı, Erdal; Georghiades, Costas N.In this paper, a computationally efficient algorithm is presented for joint maximum likelihood (ML) timing and carrier phase estimation of OFDM systems employing M-PSK modulation scheme with additive Gauissian noise, based on the Expectation-Maximization (EM) algorithm. A nondata-aided(NDA) scheme is considered for the joint timing and phase synchronizer which maximizes the low SNR limit of the likelihood function averaged over the M-PSK signal costellation. For this, an Ehl algorithm is derived which estimates the timing offset and the phase rotations of each subcarrier iteratively and which converges to the true ML estimation of the unknown timing and phase. It is shown that the algorithm becomes independent of the signal-to-noise ratio for both low and high SNR cases. The algorithm is applied to the QPSK modulated OFDM systems and it is concluded that for SNR values greater than 10 dB the convergence is achieved in first iteration and for SNR values less than 10 dB, at most in three iterations. It is also concluded that the convergence is independent of the initial starting points.
