Robust subspace blind channel estimation for cyclic prefixed MIMO ODFM systems: algorithm,...

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Title Robust subspace blind channel estimation for cyclic prefixed MIMO OFDM systems: algorithm, identifiability and performance analysis Author(s) Gao, FF; Zeng, Y; Nallanathan, A; Ng, TS Citation I E E E Journal on Selected Areas in Communications, 2008, v. 26 n. 2, p. 378-388 Issue Date 2008 URL http://hdl.handle.net/10722/57465 Rights ©2008 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

Transcript of Robust subspace blind channel estimation for cyclic prefixed MIMO ODFM systems: algorithm,...

TitleRobust subspace blind channel estimation for cyclicprefixed MIMO OFDM systems: algorithm, identifiabilityand performance analysis

Author(s) Gao, FF; Zeng, Y; Nallanathan, A; Ng, TS

Citation I E E E Journal on Selected Areas in Communications,2008, v. 26 n. 2, p. 378-388

Issue Date 2008

URL http://hdl.handle.net/10722/57465

Rights

©2008 IEEE. Personal use of this material is permitted.However, permission to reprint/republish this material foradvertising or promotional purposes or for creating newcollective works for resale or redistribution to servers orlists, or to reuse any copyrighted component of this workin other works must be obtained from the IEEE.

378 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

Robust Subspace Blind Channel Estimation forCyclic Prefixed MIMO OFDM Systems: Algorithm,

Identifiability and Performance AnalysisFeifei Gao, Student Member, IEEE, Yonghong Zeng, Senior Member, IEEE, Arumugam Nallanathan, Senior

Member, IEEE, and Tung-Sang Ng, Fellow, IEEE

Abstract—A novel subspace (SS) based blind channel estima-tion method for multi-input, multi-output (MIMO) orthogonalfrequency division multiplexing (OFDM) systems is proposed inthis work. With an appropriate re-modulation on the receivedsignal blocks, the SS method can be effectively applied tothe cyclic prefix (CP) based MIMO-OFDM system when thenumber of the receive antennas is no less than the numberof transmit antennas. These features show great compatibilitywith the coming fourth generation (4G) wireless communicationstandards as well as most existing single-input single-output(SISO) OFDM standards, thus allow the proposed algorithm tobe conveniently integrated into practical applications. Comparedwith the traditional SS method, the proposed algorithm exhibitsmany advantages such as robustness to channel order over-estimation, capability of guaranteeing the channel identifiabilityetc. Analytical expressions for the mean-square error (MSE) andthe approximated Cramer-Rao bound (ACRB) of the proposedalgorithm are derived in closed forms. Various numerical exam-ples are conducted to corroborate the proposed studies.

Index Terms—Blind channel estimation, subspace method,MIMO OFDM, cyclic prefix, identifiability, second order statis-tics, asymptotical mean square error, Cramer-Rao bound.

I. INTRODUCTION

ORTHOGONAL frequency-division multiplexing(OFDM) [1] combined with multiple antennas at

both transceiver sides has received considerable attentionover the last decade for its promising capability to combatthe multipath fading and boost the system capacity, [2], [3]. Italso appears as a promising candidate for the coming fourthgeneration (4G) wireless communications [4].

Several training based channel estimation methods forMIMO OFDM have been developed recently in [5]- [7]. It isshown that the amount of the training increases dramaticallywith the increment of the number of the transmit antennas [6],[7], which in turn, decreases the system bandwidth efficiency[8]. A substitute is to use blind approaches [9]- [12], which isparticularly suitable for packet based transmission, where thechannel state information (CSI) is stable for certain number of

Manuscript received April 1, 2007, revised November 1, 2007.F. Gao is with the Department of Electrical & Computer Engineering,

National University of Singapore (Email: [email protected]).A. Nallanathan is with the Division of Engineering, King’s College London,

London, United Kingdom (Email: [email protected]).Y. Zeng is with Institute for Infocomm Research, A*STAR, Singapore

(Email: [email protected]).T.-S. Ng is with the Department of Electrical and Electronic Engineering,

The University of Hong Kong, Hong Kong, China (Email: [email protected]).Digital Object Identifier 10.1109/JSAC.2008.080214.

blocks. The blind method only requires the transmission fora short training sequence to remove the estimation ambiguityand thus increases the transmission bandwidth efficiency.

Perhaps the most popular blind algorithm is the so calledsubspace (SS) based algorithm which was originally devel-oped in [9] for single-input multiple-output (SIMO) frequencyselective channels. The SS method has simple structure andachieves good performance, but it meets several difficultieswhen applied to MIMO OFDM systems [10]- [12]. Firstly,more receive antennas than transmit antennas are required,which seldom holds since the symmetric links play a majorrole in most wireless transmission standards, e.g. the 2 × 2MIMO for IEEE 802.11n device [13], [14]. Besides, equalnumber of the transceiver antennas is obviously used in thecurrent SISO OFDM transmission schemes, e.g. IEEE 802.11astandard [15]. Secondly, even for the cases with more receiveantennas, the precise knowledge of the channel order mustbe obtained, which is very difficult in practice. The orderover-estimation may produce an ill-conditioned channel matrixwhich deteriorates the performance of the SS method orsometimes fails the channel estimation.

To solve these problems, a zero-padding (ZP) based MIMOOFDM was suggested in [16]. Instead of using cyclic prefix(CP), consecutive zeros are padded at the end of each OFDMblock. This method will be referred to as ZPSOS throughoutthe paper, where SOS is used for “second order statistics”.Although ZPSOS exhibits many advantages, a major problemthat prevents its application is the incompatibility to mostexisting OFDM standards or the future 4G MIMO-OFDMstandards [14]. Another way is to use the precoding basedalgorithm [17], where, by properly designing the coding ma-trix, the channel information can be directly extracted from thesingular-value decomposition (SVD) of the signal covariancematrix. The assumption that the symbols sent from differenttransmitters are independent and identically distributed (i.i.d.)renders this method both the acceptable performance at lowsignal-to-noise (SNR) region and the applicability to themultiple-input single-output (MISO) transmission. However,the method meets an error floor at high SNR, and the i.i.d.assumption could not always hold if the transmitted signals arecolored, say generated from auto-regressive moving-average(ARMA) processes.

In this paper, we develop a new SS algorithm that issuitable for CP based MIMO OFDM systems by applying

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GAO et al.: ROBUST SUBSPACE BLIND CHANNEL ESTIMATION FOR CYCLIC PREFIXED MIMO OFDM SYSTEMS 379

(1)is

( )Jir

(2)ir

(1)ir

( )Jin

(2)in

(1)in

( )Kit

(2)it

(1)it

( )Kis

(2)is

( )Kiu

(2)iu

(1)iu

Fig. 1. Multiuser Multiantenna OFDM system.

an appropriate re-modulation on the received signal blocks.The method will be, correspondingly, named as CPSOS. Theproposed method possesses all the advantages of ZPSOS butis also compatible with the current (MIMO) OFDM standards.For example, CPSOS is applicable to K × J1 CP-MIMOOFDM systems with J ≥ K , is robust to channel order over-estimation, and could always guarantee the channel identifi-ability. Consequently, CPSOS is a promising blind channelestimation candidate for MIMO OFDM systems. We alsoderive both the asymptotical channel estimation mean squareerror (MSE) and the asymptotically approximated Cramer-Raobound (ACRB). Interestingly, these two bounds agree witheach other.

The paper is organized as follows. Section II presents thesystem model of MIMO OFDM transmission. Section IIIdescribes the proposed algorithm and addresses the relatedissues. Section IV derives the asymptotical performance anal-ysis of the proposed algorithm. In Section V, we provide thenumerical results. Finally, conclusions are drawn in SectionVI and related proofs are given in the Appendices.

Notation: vectors and matrices are boldface small andcapital letters; the transpose, complex conjugate, Hermitian,inverse, and pseudo-inverse of matrix A are denoted by AT ,A∗, AH , A−1 and A†, respectively; tr(A) and ‖A‖F arethe trace and the Frobenius norm of A; diag{a} denotesa diagonal matrix with the diagonal element extracted froma; vec(A) performs the standard vectorization on the matrixA; ⊗ stands for the Kronecker product; IK is the K × Kidentity matrix; E{·} denotes the statistical expectation. TheMATLAB notations for rows and columns are used. Forexample, A(:, m) represents the mth column of the matrixA.

II. SYSTEM MODEL OF MIMO OFDM

A MIMO system with K transmitters and J receivers isshown in Fig. 1. The information symbols are first dividedinto K streams and each stream will be grouped into blocks of

1K transmit antennas, J receive antennas

length N , followed by the normalized inverse discrete Fouriertransformation (IDFT). Let

s(k)i = [s(k)

i (0), s(k)i (1), . . . , s(k)

i (N − 1)]T , (1)

k = 1, 2, . . . , K, i = 0, 1, . . . , M

be the ith information block at the kth transmitter and u(k)i =

[u(k)i (0), u(k)

i (1), . . . , u(k)i (N − 1)]T be the normalized IDFT

of s(k)i . After the CP insertion, the overall time domain block

from the kth transmitter is

t(k)i =

[u(k)

i,L

u(k)i

]= Tcpu

(k)i (2)

where u(k)i,L is the CP that contains the last L entries of u(k)

i ,and Tcp is the corresponding CP insertion matrix. Let

h(j,k) = [h(j,k)(0), h(j,k)(1), . . . , h(j,k)(Lj,k)]T

be the channel impulse response (CIR) from transmitter k toreceiver j, where Lj,k is the corresponding channel order andis uniformly upper bounded by L. For convenience, we willpad L−Lj,k zeros at the end of h(j,k) such that they all have alength of L. In other words, the channel order over estimationis taken into account in the model here. Assuming perfectsynchronization, the received ith block (of length N + L) onthe jth receiver is then represented by

r(j)i =

K∑k=1

H(h(j,k))

[u(k)

i−1,L

t(k)i

]+ n(j)

i (3)

where H(·) is the operation with respect to the argumentinside the bracket

H(h(j,k)) = (4)⎡⎢⎣h(j,k)(L) . . . h(j,k)(0) . . . 0

.... . .

. . .. . .

...0 . . . h(j,k)(L) . . . h(j,k)(0)

⎤⎥⎦⎫⎪⎬⎪⎭ (N+L) blocks

︸ ︷︷ ︸(N+2L) blocks

and

n(j)i = [n(j)

i (0), n(j)i (1), . . . , n(j)

i (N + L − 1)]T (5)

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380 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

is the ith noise block on the jth receiver whose elementsare zero mean complex Gaussian random variables with thevariance σ2

n and are both spatially and temporally independentfrom each other. For future use, we divide r(j)

i into two parts

as r(j)i =

[(x(j)

i,L

)T

,(x(j)

i

)T]T

where x(j)i,L and x(j)

i have

the structures

x(j)i,L = [x(j)

i,L(0), x(j)i,L(1), . . . , x(j)

i,L(L − 1)]T (6)

x(j)i = [x(j)

i (0), x(j)i (1), . . . , x(j)

i (N − 1)]T (7)

respectively. We then group the transmitted and receivedsignals on the same time slot by defining

ui(n) = [u(1)i (n), u(2)

i (n), . . . , u(K)i (n)]T , (8a)

n = 0, ..., N − 1

xi,L(l) = [x(1)i,L(l), x(2)

i,L(l), . . . , x(J)i,L(l)]T , l = 0, ...L − 1(8b)

xi(n) = [x(1)i (n), x(2)

i (n), . . . , x(J)i (n)]T (8c)

h(k)(q) = [h(1,k)(q), h(2,k)(q), . . . , h(J,k)(q)]T , (8d)

q = 0, ..., L

H(q) = [h(1)(q),h(2)(q), . . . ,h(K)(q)] (8e)

ni(p) = [n(1)i (p), n(2)

i (p), . . . , n(J)i (p)]T , (8f)

p = 0, ..., N + L − 1xi = [xT

i (0),xTi (1), . . . ,xT

i (N − 1)]T (8g)

xi,L = [xTi,L(0),xT

i,L(1), . . . ,xTi,L(L − 1)]T (8h)

ui = [uTi (0),uT

i (1), . . . ,uTi (N − 1)]T (8i)

ui,L = [uTi (N − L − 1),uT

i (N − L), . . . ,uTi (N − 1)]T (8j)

ti = [uTi,L,uT

i ]T (8k)

ni = [nTi (0),nT

i (1), . . . ,nTi (N + L − 1)] (8l)

H = [HT (0),HT (1), . . . ,HT (L)]T . (8m)

The signal blocks from all the J receivers, after proper entrypermutation, can be re-expressed as

ri =[

xi,L

xi

]= H(H)

[ui−1,L

ti

]+ ni

= H(H)T cp

[ui−1,L

ui

]+ ni. (9)

where the structure of H(H) can be referred to (4) and T cp

is the corresponding K(N +2L)×K(N +L) matrix with thefollowing form

T cp =

⎡⎣ IKL 0KL×KN

0KL×KN IKL

0KN×KL IKN

⎤⎦ . (10)

The SS method could be applied to (9) and the identifiabilitycould be guaranteed if

1) The J(N + L) × K(N + L) matrix H(H)T cp is tall.2) Matrix H(H)T cp is full rank.3) Span of H(H)T cp equals to span of H(H)T cp if and

only if H = HB, where B is an unknown constantmatrix.

The first condition is satisfied only if J > K . Clearly, thedirect modeling on the received signals is not applicable to thescenarios with J = K , which includes both the popular SISO

OFDM in IEEE 802.11a [15] and the 2 × 2 MIMO OFDMin IEEE 802.11n [14]. To the best of authors’ knowledge,the second and the third conditions have not been studied yetin the existing literature. One obvious example that breakscondition 2), 3) is when H(L) = . . . = H(1) = 0 but H(0) isfull column rank. In this case, the matrix H(H)T cp becomessingular.

Remark: Although there do exist the identification study forH(H) under J > K [18], the appearance of the precodingmatrix T cp breaks the convolutive property between channeland information symbols. Consequently, the result in [18]cannot be directly applied to the discussion on H(H)T cp.

III. PROPOSED ALGORITHM AND THE RELATED ISSUES

A. System Re-Modulation

We find that, by properly remodulating the received signalblock, the system model (9) could be converted to the onesimilar to ZPSOS model proposed in [16]. This enlightens usthat the robust property of ZPSOS, e.g. applicability to equaltransceiver antenna scenario, robustness to channel order overestimation and guarantee of the channel identifiability, couldpossibly be inherited after the re-modulation.

Let us first divide the noise vector ni into two componentsas ni1 = ni(1 : JL), and ni2 = ni(JL + 1 : J(N + L)).Construct a new vector ri = [xT

i−1,xTi,L]T , which could be

expressed as

ri = H(H)[

ti−1

ui,L

]+[

n(i−1)2

ni1

]. (11)

It can be verified that

zi � ri − ri

= H(H)([

ui−1,L

ti

]−[

ti−1

ui,L

])+(ni −

[n(i−1)2

ni1

])︸ ︷︷ ︸

ηi

= H(H)

⎡⎣ 0JL×1

di

0JL×1

⎤⎦+ ηi

= Gdi + ηi (12)

where

di = ti(1 : KN) − ui−1

= [uTi,L,uT

i (0), . . . ,uTi (N − L − 1)]T − ui−1 (13)

G =

⎡⎢⎢⎢⎢⎢⎢⎢⎣

H(0) . . . 0...

. . ....

H(L). . . H(0)

.... . .

...0 . . . H(L)

⎤⎥⎥⎥⎥⎥⎥⎥⎦

⎫⎪⎪⎪⎪⎪⎪⎪⎬⎪⎪⎪⎪⎪⎪⎪⎭

N+L blocks

︸ ︷︷ ︸N blocks

. (14)

The new noise vector ηi is colored and has the covariancematrix

Rη = E{ηiηHi } = σ2

nRw (15)

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GAO et al.: ROBUST SUBSPACE BLIND CHANNEL ESTIMATION FOR CYCLIC PREFIXED MIMO OFDM SYSTEMS 381

with

Rw =

⎡⎣ 2IJL×JL 0 −IJL×JL

0 2IJ(N−L)×J(N−L) 0−IJL×JL 0 2IJL×JL

⎤⎦ . (16)

Although it appears that the noise power in ηi is increased bya factor of 2, the signal power in di is enlarged twice as well.Therefore, the effective SNR for SS algorithm is not changed.Since G is exactly the same as the channel matrix in ZPSOS[16], we get the following lemma:

Lemma 1 [16]: For J ≥ K , if there exists an l ∈ [0, L] suchthat H(l) is of full column rank, then G is of full column rank.

The proof is obvious and is omitted for brevity. The fullcolumn rank property of H(l) is almost surely guaranteedbecause signal propagation from each of the K transmittersscattered is most likely independent. In the following, weassume that this condition holds. We need to mention thateven if H(l) is not full column rank, it is still possible thatG is of full column rank bearing in mind that Lemma 1 onlyprovides a sufficient condition.

B. Subspace Based Algorithm

The standard SS method requires the covariance of the noisevector to be a scaled identity matrix. Therefore, we need towhiten the vector zi by R−1/2

w and obtain

yi = R−1/2w zi = R−1/2

w G︸ ︷︷ ︸A

di + ni (17)

where ni is the J(N +L)×1 white noise vector whose entrieshave variance σ2

n. In addition, since Rw is a non-singularmatrix, the new channel matrix A is full column rank if J ≥K .

Due to the special structure of Rw, R−1/2w can be calculated

as

R−1/2w =

⎡⎣ c1IJL×JL 0 c2IJL×JL

0 1√2IJ(N−L)×J(N−L) 0

c2IJL×JL 0 c1IJL×JL

⎤⎦

(18)where

c1 =

√2/3 +

√1/3

2, c2 =

√2/3 −√1/3

2

regardless of J , N , L. Then the covariance matrix of yi isderived from

R = E{yiyHi } = ARdAH + σ2

nIJ(N+L)×J(N+L) (19)

where Rd = E{didHi } is the source covariance matrix,

which should be full rank if no two elements in di are fullycorrelated. This requirement is normally satisfied since thetwo consecutive blocks ui and ui−1 are in general not fullycorrelated. The covariance matrix R can be eigen-decomposedas

R = UsΛsUHs + σ2

nUoUHo (20)

where Λs is the KN × KN diagonal matrix and J(N +L) × KN matrix Us spans the signal-subspace of R. Inturn, J(N + L) × (J(N + L) − KN) matrix Uo spans thenoise-subspace of R. The standard SS method says that the

matrix Uo is orthogonal to every column of A. This can beequivalently expressed as

UHo R−1/2

w CnH = 0, n = 1, ..., N (21)

where Cn is the J(N +L)×J(L+1) Toeplitz matrix with thefirst column e(n−1)J+1 and ep is defined as the pth column ofIJ(N+L). The first row of Cn is [1,01×(J(L+1)−1)] for n = 1and is 01×J(L+1) for n ≥ 2.

Define

K = [CH1 R−1/2

w Uo,CH2 R−1/2

w Uo, ...,CHNR−1/2

w Uo]. (22)

The channel matrix H could be estimated from

KHH = 0. (23)

Therefore, the estimate of H, denoted as H, is a basis matrixof the orthogonal complement space of K. We will show laterthat the dimension of the orthogonal complement space of Kis exactly K . Therefore, H can be obtained from left singularvectors of K and is away from the true H by an unknownmatrix B, namely

H = HB. (24)

Note that, matrix B must be full rank since H and H areall full rank. This matrix ambiguity could easily be resolvedby transmitting some training symbols as suggested in [16].A sketch on the process is provided here. Let matrix G beconstructed from H following the same way in (14). We knowthat

G = G(IN ⊗ B−1). (25)

Therefore,zi = G(IN ⊗ B−1)di + ηi. (26)

Since G is of full column rank, we can find its pseudo inverse,

denoted by G†, and define zi = G†

zi, ηi = G†ηi. Then

zi = (IN ⊗ B−1)di + ηi. (27)

By dividing the vector zi, di, and ηi into blocks of length K ,we get

zi = [zTi (0), zT

i (1), . . . , zTi (N − 1)]T (28)

di = [dTi (0),dT

i (1), . . . ,dTi (N − 1)]T (29)

ηi = [ηTi (0), ηT

i (1), . . . , ηTi (N − 1)]T . (30)

The relationship is now written as

zi(n) = B−1di(n) + ηi(n), n = 1, . . . , N. (31)

Let

Zi = [zi(0), zi(1), . . . , zi(N − 1)] (32)

D = [di(0),di(1), . . . ,di(N − 1)] (33)

Ξi = [ηi(0), ηi(1), . . . , ηi(N − 1)]. (34)

ThenZi = B−1D + Ξi. (35)

Since the variance of the noise matrix Ξi can be calculated,B−1 can be obtained from standard estimation approach, e.g.the ML detector or the minimum mean square error (MMSE)detector, and the details are omitted here.

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382 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

Remarks:

• To make Di a known matrix, we only need to adjust ui

but keep ui−1 carrying the unknown information.• Note that the ambiguity could be resolved whenever D

is a fat matrix. Therefore, we only need to know Kcolumns of Di, which requires K training symbols fromeach transmit antennas. This amount of training is muchsmaller than that required by a direct training basedchannel estimation.

C. Channel Identifiability and Order Over-Estimation

Thanks to the proposed re-modulation, the channel matrixA possesses the similar structure as that in [16], which greatlyfacilitates the study of the identifiability issue.

Theorem 1: If H(0) is full column rank, then the matrixH is uniquely determined by span(A) subject to a commonK × K non-singular matrix ambiguity on each H(l). �

Proof: For a K(L + 1) × K matrix H =[HT (0), HT (1), . . . , HT (L)]T , let A = R−1/2

w G, where Gis constructed from H in a similar way how G is constructedfrom H. If span(A) =span(A), then

A = AP (36)

where P is an invertible matrix of dimension KN × KN .Since R−1/2

w is a full rank matrix, it is not difficult to derivethe following equality:

G = GP. (37)

Therefore, we know span(G) =span(G) and there is

G = GB (38)

where B is a KN × KN matrix with the form

B =

⎡⎢⎢⎢⎣

B11 B12 . . . B1N

B21 B22 . . . B2N

......

. . ....

BN1 BN2 . . . BNN

⎤⎥⎥⎥⎦ . (39)

Following exactly the same procedure in [16], we could obtainthat Bij = 0 for i �= j and Bii = Bjj for ∀i, j ∈ {1, . . . , N}.By defining B = Bii, we arrive at

H = HB (40)

from which we can easily show that H(l) = H(l)B.From Theorem 1, we know that the dimension of the

orthogonal complement space of K must be K . It is alsoseen that an order over-estimation on each Lj,k does notaffect the channel identifiability of H because the estimateH(l) = H(l)B = 0 for l = Lj,k + 1, . . . , L is also correct.Therefore, the two restrictions on the SS method for generalMIMO system [12], that is, the requirement of exact channelorder and the polynomial matrix ambiguity, are simultaneouslylifted in the re-modulated CP-based MIMO OFDM system.

D. Equalization

The equalization for CP-based OFDM is quite standard, andwe will only bring a brief illustration on this process. Denotethe N -point DFT of h(j,k) as

h(j,k) = [h(j,k)(0), h(j,k)(1), . . . , h(j,k)(N − 1)]T . (41)

The normalized DFT of x(j)i has the form

x(j)i = [x(j)

i (0), x(j)i (1), . . . , x(j)

i (N − 1)]T (42)

where

x(j)i (n) =

K∑k=1

h(j,k)(n)s(k)i (n) + ζ

(j)i (n), n = 0, ..., N − 1

(43)and ζ

(j)i (n) is the noise after the normalized DFT. For CP-

based OFDM, ζ(j)i (n) is independent Gaussian random vari-

able with respect to pairs (i, j, n) and has the variance σ2n.

This point should be emphasized because it forms one criticaldifference from ZP-based OFDM, as will be seen later. Let

xi(n) = [x(1)i (n), x(2)

i (n), . . . , x(J)i (n)]T (44a)

si(n) = [s(1)i (n), s(2)

i (n), . . . , s(K)i (n)]T (44b)

ζi(n) = [ζ(1)i (n), ζ(2)

i (n), . . . , ζ(J)i (n)]T (44c)

H(n) =

⎡⎢⎣ h(1,1)(n) . . . h(1,K)(n)

.... . .

...h(J,1)(n) . . . h(J,K)(n)

⎤⎥⎦ . (44d)

Then (43) is expressed as

xi(n) = H(n)si(n) + ζi(n). (45)

Consequently, the symbol detection could be carried outindependently for different carriers. This is one major purposeby using MIMO OFDM systems. That is, the detection couldbe performed carrier by carrier, which reduces the decodingcomplexity. Besides, the optimal maximum likelihood (ML)detection could be performed using the efficient sphere de-coding (SD) method [19] if K is not large.

E. Comparison with ZPSOS

1) Similarity: Similarities between these two methodsmainly reside in the choice of system parameters and themodel structures. For example, under the same transmissionrate, namely, the same block length and the CP length, thechannel matrix G is exactly the same for both methods.The effective SNR, as discussed before, is the same. Similarchannel estimation accuracy for both CPSOS and ZPSOS isalso observed in the later simulation. Moreover, problems likechannel order over-estimation and the identifiability are liftedfor both CPSOS and ZPSOS.

2) Difference: Despite many similarities, there exist otherdifferences that show the advantages of CPSOS over ZPSOS.

a) Symbol Detection. In ZP based OFDM, one needs toadd the last L entries of x(k)

i to its first L entries beforetaking the DFT operation. Then, similar relationship asin (45) could be derived for ZPSOS. Note that, ζi(n) inZPSOS, is not independent for different n, although its

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GAO et al.: ROBUST SUBSPACE BLIND CHANNEL ESTIMATION FOR CYCLIC PREFIXED MIMO OFDM SYSTEMS 383

entries ζ(j)i (n) are independent with respect to j. There-

fore, the ML detection requires the co-consideration ofxi(n) on all carriers. This will cause an exponentialincrement in the detection complexity, which betraysthe original purpose on adopting the MIMO OFDMsystems. Although the low complexity Zero Forcing(ZF) detection is suggested in [16], it is well known thatthis linear detection will cause considerable performanceloss.We here suggest a suboptimal way that the detectionstill considers each subcarrier independently regardlessof whether the noise is dependent across the carriers ornot. It can be proved that the covariance matrix of ζi(n)in ZPSOS is

E{ζi(n)ζHi (n)} =

(1 +

L

N

)σ2

nIJ×J . (46)

Therefore, the noise power, compared to CPSOS isincreased by a factor of (1 + L/N), and the SNR lossis around 10 log(1 + L/N) dB. In many standards, e.g.IEEE 802.11a, IEEE 802.11n, N = 4L is adopted andthe SNR loss is around 1 dB.

b) Compatibility. Obviously, the CP-based OFDM has amuch wider application than the ZP-based OFDM. Forexample, CP-based OFDM has been well adopted intoEuropean digital audio/video broadcasting (DAB, DVB)[20], [21], high performance local area network (HIPER-LAN) [22], IEEE 802.11a WLAN standards and thecoming IEEE 802.11n WLAN standards. However, tothe best of authors’ knowledge, the ZP based transmis-sion has very limited applications.

IV. ASYMPTOTICAL PERFORMANCE ANALYSIS

A. Channel Estimation Mean Square Error

We provide a first-order performance analysis on the pro-posed estimator at high SNR similar to that adopted for DS-CDMA in [23], [24].

Theorem 2: Assume that both noise and signals are zero-mean i.i.d. with variances σ2

n and σ2s , respectively, the covari-

ance of the channel estimation error is approximated by

E{vec(∆H)vecH(∆H)} = IK ⊗(

σ2n(KH)†K†

2Mσ2s

). (47)

Specifically, the error covariance matrix for the kth transmitantenna is

E{∆H(:, k)∆HH(:, k)} =σ2

n(KH)†K†

2Mσ2s

(48)

and the channel estimation MSE is

E{‖∆H(:, k)‖2} =σ2

n‖K†‖2F

2Mσ2s

. (49)

�See proof in Appendix I. Several insightful observations can

be drawn from (48), for example, the MSE is proportional tothe noise power but is inversely proportional to both the signalpower and the number of the received signal block.

B. Cramer-Rao-Bound (CRB)

The absolute CRB should be obtained from the mostoriginal equation (9). However, since the performance of theprovided algorithm is only related (12), we would like to resortto the CRB after the pre-processing of our re-modulation. Byusing this CRB, we can also build up its relationship with theMSE that is derived in the previous subsection.

The deterministic CRB [25] for CPSOS will be consideredhere, where the observations are z = [zT

1 , ..., zTM ]T , and the

parameters to be estimated are θ = [vec(H),d1, ...,dM , σ2n].

To calculate CRB, we need the joint probability densityfunction (PDF) of z, denoted as p(z|θ). Since ηi is correlatedwith both ηi−1 and ηi+1, the covariance matrix of z, denotedas Rz , is an MJ(N +L)×MJ(N +L) Toeplitz matrix withthe main diagonal elements 2, the (JN +1)th, −(JN +1)th2

diagonal elements −1, and all other elements 0. We note thatthe inverse of such a huge Toeplitz matrix is mathematicallyprohibitive.

To simplify the derivation and gain more insight into theproposed algorithm, we approximate Rz by

Rz = IM ⊗ Rw (50)

which equivalently says that we ignore the correlations amongdifferent ηi’s. This approximation is also justified since theperformance of SS method is only related to the auto-covariance of ηi and does not depend on whether ηi arecross-correlated or not. The so derived CRB will be calledas approximated CRB (ACRB). Since we relax the noisecondition, ACRB should be greater than or equal to the CRB.

DefineDi = [D(1)

i ,D(2)i , ...,D(K)

i ] (51)

where

D(k)i =

N∑n=1

Cndi((n − 1)K + k). (52)

The ACRB is obtained as

ACRBvec(H) = σ2n

(M∑i=1

DHi R−1/2

w P⊥AR−1/2

w Di

)†

(53)

where P⊥A is the projection matrix onto the orthogonal

complement space spanned by A⊥. If signals are i.i.d. withvariance σ2

s , the asymptotical ACRB for large M is obtainedas

ACRBvec(H) = IK ⊗(

σ2n(KH)†K†

2Mσ2s

)(54)

and the asymptotical ACRB for each column of H can beseparately, obtained as

ACRBvec(H(:,k)) =σ2

n(KH)†K†

2Mσ2s

. (55)

See proof in Appendix II.Interestingly, the asymptotical ACRB is the same as the

asymptotical error covariance matrix (48). Nonetheless, thechannel estimation MSE is greater than or equal to the CRB,which agrees with the intuition very well.

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384 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

0 10 20 30 40 5010

−7

10−6

10−5

10−4

10−3

10−2

10−1

100

SNR (dB)

aver

age

MS

E

CPSOSZPSOSGao&NallanathanAnalytical

Fig. 2. Channel estimation MSE versus SNR with 200 received blocks.

V. SIMULATION RESULTS

In this section, we examine the performance of CPSOS fora 2 × 2 MIMO OFDM systems under various scenarios. TheOFDM block length is taken as N = 32, and the CP lengthis taken as L = 8. The symbols are extracted from QuadraticPhase Shift Keying (QPSK) constellations. The 6-ray channelmodel with an exponential power delay profile

E{|h(j,k)(l)|2} = ρexp(−l/5), l = 0, ..., 5 (56)

is used where ρ is the coefficient to normalize the overallchannel gain to ‖h(j,k)‖2 = 1. The estimation MSE is definedas

MSE =1

JK‖HB−1 − H‖2

F (57)

where, for simulation purpose, the ambiguity matrix B isobtained according to [26]:

B = arg minB

‖HB−1 − H‖2F . (58)

The number of the Monte-Carlo runs used for average is takenas 500.

We first fix the number of the OFDM blocks as 200and compare three different blind channel estimators: CP-SOS, ZPSOS and Gao&Nallanathan’s method [17]. ForGao&Nallanathan’s method, the value of p is chosen as 0.5.Note that 200 blocks is a common number for applying theSS algorithm. The channel estimation MSE versus SNR forthese three algorithms are shown in Fig. 2. The analyticalperformance derived from either asymptotical MSE or ACRBis displayed as well. It is seen that ZPSOS and CPSOSgive comparable performance over all SNR considered. Bothmethods are close to the analytical MSE after 20 dB. The gapbetween the analytical result and the simulation result is dueto the asymptotical MSE being used here. One may expect alittle bit better performance from CPSOS because the noise iscolored with a known covariance matrix. On the other hand,Gao&Nallanathan’s method gives better performance at lowerSNR region but keeps constant when SNR is greater than

2Notations follow those in MATLAB.

200 300 400 500 600 700 800 900 100010

−5

10−4

10−3

10−2

Number of received blocks

Ave

rage

MS

E

CPSOSZPSOSGao&NallanathanAnalytical

Fig. 3. Channel estimation MSEs versus number of OFDM blocks for SNR=20dB.

200 300 400 500 600 700 800 900 100010

−4

10−3

10−2

10−1

Number of received blocks

Ave

rage

MS

E

CPSOSZPSOSGao&NallanathanAnalytical

Fig. 4. Channel estimation MSEs versus number of OFDM blocks for SNR=15dB.

10 dB. We should mention that, the proposed ACRB is notapplicable to Gao&Nallanathan’s method because the methodis based on a different signal model.

Fig. 3 and Fig. 4 show the performance of MSE versusthe number of OFDM blocks for the three algorithms atSNR= 20 dB and SNR= 15 dB, respectively. As explainedpreviously, the performance of CPSOS is a little bit betterthan ZPSOS and it may achieve the analytical asymptoticalMSE when the number of blocks becomes large. AlthoughGao&Nallanathan’s method does not meet any error floorwith the increase of number of blocks, it is outperformed byCPSOS over all block region at SNR= 20 dB. It is also knownfrom Fig. 4 that the improvement of Gao&Nallanathan’smethod with the increment of number of blocks is slowerthan that of CPSOS. Therefore, we may expect that CPSOScan asymptotically outperform Gao&Nallanathan’s method forsufficiently large number of blocks at any SNR value.

Fig. 5 and Fig. 6 show the amplitude of the channel tapdetection of four random channel realizations at SNR= 12 dBand SNR= 20 dB, respectively. It is noted that SNR= 12 dB

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GAO et al.: ROBUST SUBSPACE BLIND CHANNEL ESTIMATION FOR CYCLIC PREFIXED MIMO OFDM SYSTEMS 385

0 1 2 3 4 5 6 7 80

0.1

0.2

0.3

0.4

0.5

0.6

0.7

Time delay

Ave

rage

Cha

nnel

Am

plitu

de

EstimatedTrue

Fig. 5. Amplitude estimation of channel taps at SNR= 12dB.

0 1 2 3 4 5 6 7 80

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

Time delay

Ave

rage

Cha

nnel

Am

plitu

de

EstimatedTrue

Fig. 6. Amplitude estimation of channel taps at SNR= 20dB.

yields relatively good channel amplitude estimation, whereasSNR= 20 dB gives almost perfect estimation. Nevertheless,by noting that the channel amplitude at tap 7 and tap 8 are verynear to zero in both figures, we may also apply the channelorder estimation method suggested in [16] to the proposedCPSOS.

To demonstrate the robustness of CPSOS to the channelorder over-estimation, we assume the estimated channel orderas L = 5, 6, 7 respectively. The value L = 5 corresponds to thecorrect channel order, and other values are those being over-estimated. The channel estimation MSE versus SNR and blocknumber for these three different orders are displayed in Fig. 7and Fig. 8, respectively. As expected, order over-estimationonly causes slight performance loss. This is reasonable thatassuming more channel taps, even if those zero taps, mayalso contribute to the channel estimation error. Nevertheless,the largest loss, appearing when the order is taken the sameas the CP length, is less than 1 dB.

0 10 20 30 40 5010

−7

10−6

10−5

10−4

10−3

10−2

10−1

100

SNR (dB)

Ave

rage

MS

E

Estiamated order 8Estiamated order 7Estiamated order 6

Fig. 7. Channel estimation MSEs versus SNR for different estimated channelorder.

200 300 400 500 600 700 800 900 100010

−5

10−4

10−3

10−2

Number of received blocks

Ave

rage

MS

E

Estiamated order 8Estiamated order 7Estiamated order 6

Fig. 8. Channel estimation MSEs versus number of OFDM blocks fordifferent estimated channel order.

VI. CONCLUSIONS

In this paper, we have developed a new SS based blindchannel estimation for MIMO OFDM systems. With an ap-propriate re-modulation on the received signals, an effectiveway has been found to apply the SS method for the CPbased MIMO-OFDM system when the number of receiverantennas is no less than the number of transmitter antennas.Most issues related to the SS method have been studied forthis newly proposed modulation, e.g. channel identifiability,order over-estimation, MSE of the channel estimation as wellas the CRB of the channel estimation. Most importantly,since the proposed method allows blind channel estimationfor the CP based MIMO OFDM, it is compatible with manyexisting standards and the coming 4G wireless communicationstandards.

APPENDIX ADERIVATION OF THE CHANNEL ESTIMATION MSE

Firstly, we introduce the lemma provided in [27].

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386 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

Lemma 2 [27]: Denote the singular value decomposition(SVD) of

Y = A[d1, ...,dM ] = AD (59)

as

Y = [Us Uo][

Σs 00 0

] [VH

s

VHo

]. (60)

The first order approximation of the perturbation to Uo dueto the additive noise N = [n1, ..., nM ] is

∆Uo = −UsΣ−1s VH

s NHUo = −(YH)†NHUo. (61)

Ideally, the channel matrix H is obtained from

KHH = 0. (62)

However, we may only be able to obtain an orthonormalmatrix H from the left singular vectors of K. Therefore, His expressed as H = HB−1 for an unknown B. By applyingLemma 2 again, the perturbation of the channel estimate H is

∆H = −(KH)†∆KHH (63)

where

∆K = [CH1 R−1/2

w ∆Uo, . . . ,CHNR−1/2

w ∆Uo]

= −[CH1 R−1/2

w (YH)†NHUo, . . . ,

CHNR−1/2

w (YH)†NHUo]. (64)

It then follows

∆H = ∆HB−1 = −(KH)†∆KHHB−1

= −(KH)†∆KHH. (65)

Note that (65) could not be directly derived from Lemma 2since Lemma 2 is only applicable for perturbation in the eigen-space. From [24], we know that E{NQNH} = σ2

ntr(Q)I.Therefore,

E{NY†R−1/2w CmH(:, k)HH(:, p)CH

n R−1/2w (YH)†NH}

=σ2ntr(Y†R−1/2

w CmH(:, k)HH(:, p)CHn R−1/2

w (YH)†)I

=σ2ntr(AH

n,p(YH)†Y†Am,k)I

=σ2ntr(AH

n,p(YYH)†Am,k)I

=σ2ntr(AH

n,p(AH)†(DDH)−1A†Am,k)I

=σ2ntr(eH

(n−1)K+p(DDH)−1e(m−1)K+k)I (66)

where Am,k is the ((m − 1)K + k)th column of A, and theproperty (YYH)† = (YH)†Y† is used. The term DDH isin fact the estimated signal covariance matrix 2σ2

sMI for theasymptotically large M . Therefore, equation (66) can be wellapproximated by

σ2ntr(eH

(n−1)K+p(DDH)−1e(m−1)K+k)I

=σ2

n

2Mσ2s

δm−nδp−kI. (67)

Finally, the channel error covariance matrix can be obtainedas

E{vec(∆H)vecH(∆H)}=(KH)†E{∆KHvec(H)vecH(H)∆K}K†

=IK ⊗(

σ2n

2Mσ2s

(KH)†UHo UoK†

)

=IK ⊗(

σ2n(KH)†K†

2Mσ2s

). (68)

APPENDIX BDERIVATION OF THE CRB

From the approximation of (50), it is suffice to firstconsider zi, and the unknown parameters changes to θ =[vec(H),di, σ

2n]. The exact FIM for ϑ = [vec(H),di] can be

expressed from [25]

J =1σ2

n

ΓHR−1w Γ, (69)

where

Γ =[

∂(Adi)∂vec(H)

,∂(Adi)

∂di

]. (70)

It can be obtained straight-forwardly that

∂(Adi)∂vec(H)

= R−1/2w Di, (71)

∂(Adi)∂di

= A. (72)

From [25], we know that for blind channel estimation, theFIM is singular such that its inverse does not exist. Then,some constraints should be utilized to make J a non-singularmatrix. Instead of taking any specific constraint, we use theminimal constrained CRB defined as in [25].

Lemma 3 [25]: Suppose the FIM for ϑ = [vec(H),di]T is

J =1σ2

n

[J11 J12

J21 J22

], (73)

where J11 is of dimension KJ(L + 1) × KJ(L + 1) andassume J is singular but J22 is nonsingular. Then, the minimalconstrained CRB for vec(H) is

CRBvec(H) = σ2n[J11 − J12J−1

22 J21]†. (74)

This is a particular constrained CRB that yields the lowestvalue for tr{CRB} among all lists of a minimal number ofindependent constraints.

Applying the above lemma, we obtain

ACRBvec(H)

=σ2n(DH

i R−1w D − DHR−1/2

w A(AHA)−1AHR−1/2w Di)†

=σ2n(DH

i R−1/2w (I − A(AHAAH)−1)R−1/2

w Di)†

=σ2n(DH

i R−1/2w P⊥

AR−1/2w Di)†

=σ2n(DH

i R−1/2w UoUH

o R−1/2w Di)†. (75)

From the approximation, the noise ηi can be consideredindependent for each i. Then, the ACRB, by observing z, canbe found directly from

ACRBvec(H) = σ2n(

M∑i=1

DHi R−1/2

w UoUHo R−1/2

w Di)†. (76)

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GAO et al.: ROBUST SUBSPACE BLIND CHANNEL ESTIMATION FOR CYCLIC PREFIXED MIMO OFDM SYSTEMS 387

Asymptotically, we have

M∑i=1

(D(k)i )HR−1/2

w UoUHo R−1/2

w D(p)i

=N∑

n=1

N∑m=1

CHn R−1/2

w UoUHo R−1/2

w Cm

×M∑i=1

d∗i ((n − 1)K + k)di((m − 1)K + p)

≈2Mσ2s

N∑n=1

CHn R−1/2

w UoUHo R−1/2

w Cnδk−p

=2Mσ2sKKHδk−p. (77)

Equation (77) is obtained asymptotically for large M , bearingin mind that elements of di are i.i.d. with variance 2σ2

s ifs(k)i (n) are i.i.d. with variance σ2

s . Therefore, the ACRB forvec(H) is

ACRBvec(H) = σ2n(IK ⊗ (2Mσ2

sKKH))†

=σ2

n

2Mσ2s

IK ⊗ (KKH)†

= IK ⊗(

σ2n(KH)†K†

2Mσ2s

). (78)

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Feifei Gao (S’05) received the B.Eng. degree ininformation engineering from Xi’an Jiaotong Uni-versity, Xi’an, Shaanxi China, in 2002, the M.Sc.degree from the McMaster University, Hamilton,ON, Canada in 2004, and is currently workingtoward the Ph.D. degree at the Department of Elec-trical Engineering, National University of Singapore.His research interests are in communication theory,broadband wireless communications, signal process-ing for communications, MIMO systems, and arraysignal processing.

Mr. Gao was a recipient of the president scholarship from the NationalUniversity of Singapore. He has co-authored more than 30 refereed IEEEjournal and conference papers and has served as a TPC member for IEEEICC (2008), IEEE VTC (2008), and IEEE GLOBECOM (2008).

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388 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. 26, NO. 2, FEBRUARY 2008

Yonghong Zeng (M’01−SM’05) Dr. YonghongZENG received the B.S. degree from the PekingUniversity, Beijing, China, and the M.S. degree andthe Ph.D. degree from the National University ofDefense Technology, Changsha, China. He workedas an associate professor in the National Universityof Defense Technology before July 1999. From Aug.1999 to Oct. 2004, he was a research fellow in theNanyang Technological University, Singapore andthe University of Hong Kong, successively. SinceNov. 2004, he has been working in the Institute for

Infocomm Research, A*STAR, Singapore, as a scientist. His current researchinterests include signal processing and wireless communication, especially oncognitive radio and software defined radio, channel estimation, equalization,detection, and synchronization.

He has co-authored six books, including ”Transforms and Fast Algorithmsfor Signal Analysis and Representation”, Springer-Birkhauser, Boston, USA,2003, and more than 60 refereed journal papers. He has four US patents.He is an IEEE senior member. He received the ministry-level Scientific andTechnological Development Awards in China four times. In 2007, he receivedthe IES prestigious engineering achievement award in Singapore.

He served as a TPC member for many prestigious international conferencessuch as IEEE ICC (2008), IEEE WCNC (2007, 2008), IEEE VTC (2008) andas the publication chair for CrownCom 2008.

Arumugam Nallanathan (S’97−M’00−SM’05)received the B.Sc. with honors from the Universityof Peradeniya, Sri-Lanka, in 1991, the CPGS fromthe Cambridge University, United Kingdom, in 1994and the Ph.D. from the University of Hong Kong,Hong Kong, in 2000, all in Electrical Engineering.He was an Assistant Professor in the Department ofElectrical and Computer Engineering, National Uni-versity of Singapore, Singapore from August 2000to December 2007. Currently, he is a senior lecturerat King’s College London. His research interests

include OFDM systems, ultra-wide bandwidth (UWB) communication andlocalization, MIMO systems, and cooperative diversity techniques. In theseareas, he has published over 100 journal and conference papers. He is aco-recipient of the Best Paper Award presented at 2007 IEEE InternationalConference on Ultra-Wideband.

He currently serves on the Editorial Board of IEEE Transactions onWireless Communications, IEEE Transactions on Vehicular Technology, John-Wiley’s Wireless Communications and Mobile computing and EURASIPJournal of Wireless Communications and Networking as an Associate Editor.He served as a Guest Editor for EURASIP Journal of Wireless Communica-tions and Networking: Special issue on UWB Communication Systems- Tech-nology and Applications. He also served as a technical program committeemember for more than 25 IEEE international conferences. He currently servesas the General Track Chair for IEEE VTC’2008-Spring, Co-Chair for theIEEE GLOBECOM’2008 Signal Processing for Communications Symposium,and IEEE ICC’2009 Wireless Communications Symposium.

Tung-Sang Ng (S’74−M’78−SM’90−F’03) re-ceived the B.Sc.(Eng.) degree from The Universityof Hong Kong in 1972, the M.Eng.Sc. and Ph.D.degrees from the University of Newcastle, Australia,in 1974 and 1977, respectively, all in electricalengineering.

He worked for BHP Steel International and TheUniversity of Wollongong, Australia after graduationfor 14 years before returned to The University ofHong Kong in 1991, taking up the position ofProfessor and Chair of Electronic Engineering. He

was Head of Department of Electrical and Electronic Engineering from 2000to 2003 and is currently Dean of Engineering. His current research interestsinclude wireless communication systems, spread spectrum techniques, CDMAand digital signal processing.He has published over 250 international journaland conference papers.

He was the General Chair of ISCAS’97 and the VP-Region 10 of IEEECAS Society in 1999 & 2000. He was an Executive Committee Member anda Board Member of the IEE Informatics Divisional Board (1999-2001) andwas an ordinary member of IEE Council (1999-2001).

He was awarded the Honorary Doctor of Engineering Degree by theUniversity of Newcastle, Australia in 1997, the Senior Croucher FoundationFellowship in 1999, the IEEE Third Millenium medal in 2000 and theOutstanding Researcher Award by The University of Hong Kong in 2003.He is a Fellow of IEE and HKIE.

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