Neural Computation
Matrix computations (3rd ed.)
Kalman Filtering and Neural Networks
Kalman Filtering and Neural Networks
Bayesian Learning for Neural Networks
Bayesian Learning for Neural Networks
Wireless Communications: Principles and Practice
Wireless Communications: Principles and Practice
Sparse bayesian learning and the relevance vector machine
The Journal of Machine Learning Research
Pattern Classification (2nd Edition)
Pattern Classification (2nd Edition)
Information Theory, Inference & Learning Algorithms
Information Theory, Inference & Learning Algorithms
Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables,
Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables,
Fisher information and stochastic complexity
IEEE Transactions on Information Theory
The minimum description length principle in coding and modeling
IEEE Transactions on Information Theory
Channel parameter estimation in mobile radio environments using the SAGE algorithm
IEEE Journal on Selected Areas in Communications
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We address the application of the Bayesian evidence procedure to the estimation of wireless channels. The proposed scheme is based on relevance vector machines (RVM) originally proposed by M. Tipping. RVMs allow to estimate channel parameters as well as to assess the number of multipath components constituting the channel within the Bayesian framework by locally maximizing the evidence integral. We show that, in the case of channel sounding using pulse-compression techniques, it is possible to cast the channel model as a general linear model, thus allowing RVM methods to be applied. We extend the original RVM algorithm to the multiple-observation/multiple-sensor scenario by proposing a new graphical model to represent multipath components. Through the analysis of the evidence procedure we develop a thresholding algorithm that is used in estimating the number of components. We also discuss the relationship of the evidence procedure to the standard minimum description length (MDL) criterion. We show that the maximum of the evidence corresponds to the minimum of the MDL criterion. The applicability of the proposed scheme is demonstrated with synthetic as well as real-world channel measurements, and a performance increase over the conventional MDL criterion applied to maximum-likelihood estimates of the channel parameters is observed.