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6, JUNE 2009


Inter-Carrier Interference Estimation in OFDM

Systems With Unknown Noise Distributions
Jaechan Lim and Daehyoung Hong, Member, IEEE

AbstractThere are a number of approaches to estimating carrier frequency offset (CFO) that causes inter-carrier interference
(ICI) in orthogonal frequency division multiplexing (OFDM) systems: self-cancelation method, the extended Kalman filter (EKF),
filter (HF), etc. In particular, the HF is of inparticle filter,
terest because prior statistical noise information is not necessarily
required in its application. Cost reference particle filter (CRPF),
newly developed in the particle filtering framework, has the same
feature as HF; it also does not require the prior noise information
of the state and the measurement equation. In this letter, we compare and analyze the performances of two similar methods. The
simulation results show that CRPF outperforms HF, particularly
when the bit energy to noise ratio of the measurement is low. Therefore, CRPF is very effective and robust, especially when the noise
statistics are unknown with a low bit energy to noise ratio.

information of the state and the measurement equations. References, [4] and [5] show that HF outperforms the EKF when
the noise distributions are unknown. The cost reference particle
filter (CRPF), recently developed in the particle filtering framework [6], has the same feature as HF; the prior noise distributions are not necessarily required when we apply it. In this letter,
we compare and analyze the performances of two methods that
have the common feature, for estimating CFO in OFDM systems. Simulation results show that CRPF outperforms HF, eswhere
pecially when the bit energy to noise ratio (
the bit energy, and
is the noise power spectral density.) is
low. Therefore, CRPF is effective and robust, particularly when
the noise information is not available with a low level of

filter, carrier frequency offset (CFO), cost

Index Terms
reference particle filter (CRPF), inter-carrier interference (ICI),
orthogonal frequency division multiplexing (OFDM).


HE ORTHOGONAL frequency-division multiplexing
(OFDM) scheme is popularly employed for modern
wide-band digital communications such as digital television,
wireless networking, broadband internet access, etc. due to its
various advantages. However, it also has a few disadvantages,
e.g., carrier frequency offset (CFO), sensitivity to frequency
synchronization, etc. In this letter, we focus on the first one,
i.e., CFO which causes inter-carrier interference (ICI) in the
For many problems in engineering or statistical science, we
can model and describe them by the dynamic state system (DSS)
model where the states of interest are correlated in time or space.
Based on the DSS model, there are numerous approaches to estimating the states of interest dynamically with time or space. The
CFO estimation problem also can be well described by the DSS
model, and a number of approaches are proposed to estimate
CFO to combat ICI [1][3]. The Kalman filtering, specifically
the extended Kalman filtering (EKF) is an effective and popular
method to combat ICI in the literature. Particle filtering and
filter (HF) are also employed besides the EFK [2], [3]. In particular, HF is of interest because we can apply it without the noise

The binary bits are mapped to symbols on the complex signal

constellation space. Grouped symbols are modulated onto subcarriers in the form of inverse fast Fourier transform (IFFT) as

Manuscript received January 21, 2009; revised February 19, 2009. First published March 16, 2009. Current version published April 24, 2009. The associate
editor coordinating the review of this manuscript and approving it for publication was Dr. Z. Jane Wang.
The authors are with the Department of Electronic Engineering, Sogang University, Seoul, Korea (e-mail:;
Color versions of one or more of the figures in this paper are available online
Digital Object Identifier 10.1109/LSP.2009.2017571

is a symbol, and is the number of sub-carriers.
The cyclic prefix is added up to the signal to mitigate the intersymbol interference, and removed at the receiver. Then the
received signal is expressed in the time domain as follows:
where is a normalized CFO (meaning the relative offset from a
is the -tap channel
carrier frequency);
is unknown additive noise. We want
impulse response; and
to estimate based on the received signals, and then decode the
The dynamic state system (DSS) that describes the hidden
state and observed measurement with additive noise processes of and at time is expressed as follows:
where and are the state transition and the observation function, respectively, which are known. Then, the corresponding
DSS and the measurement equations for the problem can be expressed as follows:

1070-9908/$25.00 2009 IEEE




where we can assume CFO is a constant within the data frame

) since each OFDM frame is short enough.
( is from 0 to
Then, from (2), we obtain

B. Cost Reference Particle Filter

CRPF also has the same feature as HF; it does not require
the noise information about the state and the measurement
equations [7]. From DSS equation (3) and measurement (4), if
we rewrite them for the sake of convenience with the time index
instead of here, we obtain

filter, CRPF, and other methods

Now, we are ready to apply
; we
to estimating CFO with known preamble symbols
also assume the channel impulse response is known.


According to the game theory approach to

filtering, the
cost function is defined as follows with the performance bound
which assists to make it tractable to minimize the cost function

, and
are the weight parameters that
is the number of total time
are positive definite matrices;
denotes the vector norm; and
. Because the state equation does not have the additive process noise in (5), (8) is modified for the problem as


The cost function in CRPF, which is recursive additive
structure and corresponds to the weight in standard
particle filtering (SPF) is defined as:
is the forgetting factor which makes it possible to adaptively change the
amount of contributions of past particles in evaluating cost
is the incremental cost function which
function, and
given . The cost
indicates the accuracy of the estimate of
function is a measure of estimate quality like the weight
as in SPF. Similarly to SPF, the cost-based random measure
is represented by a set of particles and associated costs as:
stands for
is the particle index, and
is the number of particles. Besides the cost function, the risk function is defined in CRPF
; a good choice of the risk func. The risk function measures
tion is
the adequacy of the estimate
given the observation ,
and is also a prediction of the cost increment
the cost increment can be computed by
Based on these definitions, the sequential algorithm proceeds
with time, recursively repeating the steps of risk evaluation,
resampling, particle propagation, and updating the cost.
The steps of CRPF algorithm are summarized in Table I.
CRPF can be easily adopted to the estimation of CFO based
is an identity function in the problem; and
on (5) and (6);
. The rest of the
steps are straightforward following Table I.

Then, minimax problem is to solve

C. The Extended Kalman Filter
. Then, the following steps are constructed
is linearly approximated
after the measurement equation
by the Talyor expansion [5].
1) Initialize the performance bound ; the initial esti, and
mate of CFO ; the weight parameters ,
; and compute
, recursively take the following steps:

2) For
where denotes complex conjugate, and




We compare the performance of the extended Kalman filter

against those of HF and CRPF as well; noise statics are known
for EKF. The steps of the EKF for estimating CFO are straightforward; however, it should be noted that the correction step at
time is specified as follows [2]:
is the estimate of at time given observations up
is the Kalman gain at that time.
to the time , and
D. Recursive Least-Squares (RLS) Method
We also compare the performance of the RLS method with
those of other methods because RLS method is a traditional approach which also has the common feature that we do not have to
consider the noise information. It is very advantageous to apply
the RLS method to estimating CFO in the problem because




Fig. 1. BER performances of the methods.

does not vary with time, which makes it easily tractable to compute that minimizes the squared errors even though it does not
guarantee a satisfactory performance. We define the squared errors up to the time as

is a weighting factor. If we express the complexwhere
number measurement as
, then the that minican be computed from the following equation:
Fig. 2. BER performances in linear scale.

E. Particle Filtering
We may also apply standard particle filter (SPF) [8] to the
problem, and compare its performance with those of previously
mentioned methods even though SPF requires noise information. However, there is a technical problem to apply SPF if we
use the prior density (
, where denotes the particle
index) as the proposal distribution. In the DSS equation of the
problem, the state is assumed to be a deterministic constant,
and does not vary with time; consequently, the prior density is
the dirac delta function of
. Therefore, identical particles are always generated, and do not converge to the true state
once particles initially start from a wrong state (e.g., 0.1 as in
the simulations of the other methods in later section.) Therefore, in order to apply SPF, a proposal distribution that depends
on not only the previous state but also the current measurement
has to be used, other than the prior density. However, it is often
not easily tractable to use a proposal distribution other than the
prior density. Therefore, we do not consider SPF in this letter.

By computer simulations, we illustrate the performance comparison of the methods, especially CRPF and HF. We also compare the performances of the EKF and RLS methods against
those of the previously mentioned techniques. We consider a
single antenna, 64-subcarrier OFDM system; the binary phase
shift keying (BPSK) scheme is employed for the simulation.
Various additive Gaussian noise power levels are applied to the
. The normeasurement equation for different ratios of
malized CFO is set to 0.35 that we estimate. The parameters
for HF are: the initial state estimate
; and
. The parameters for CRPF are: the number
; and the
of particles is 500;
initial variance for the Gaussian propagation density
0.0053. The 500 identical, initial estimates are generated for
CRPF. A similar result is obtained when we apply 200 particles for CRPF, and it may not considerably affect the perfor-



Fig. 4. Realization of each method when estimating CFO " where E =N

Fig. 3. RMSE when estimating CFO ".

mance anymore when we increase the number of particles more

than 500. The initial error covariance for the EKF is 0.1. The
, and the nonlinear equation (15) is
weighting factor
iteratively solved by using MATLAB function fsolve for the
RLS method. 3000 independent, 64 preamble symbols, which
are known at the receiver, are generated for the performance
evaluation of the methods. The bit error rate (BER) is computed
for each method in
and depicted along with various
Figs. 1 and 2: except for the RLS method, all the other methods
show almost identical BER performances in Fig. 1; however,
we find that CRPF outperforms HF, particularly at the levels of
below 12 dB if we convert the figure in linear scale as
shown in Fig. 2. The simulation result of root mean squared error
(RMSE) is shown in Fig. 3: the result of CRPF is significantly
; and the result
lower than that of HF under up to 12 dB of
of CRPF approaches to that of EKF very closely throughout the
levels. Fig. 4 shows a particular realentire range of the
is 30 dB,
ization of a simulation for each method when
where the RLS method shows relatively poor converging performance. Obviously, the RLS method shows the worst performance in the simulation result.
In this letter, we compared the performances of two methods
(HF and CRPF) that have the common feature that they do not
require the noise statistics when we estimate CFO which causes
ICI in OFDM systems. The simulation results show that both HF
and CRPF estimate CFO very effectively with similar BER performances. However, CRPF outperforms HF particularly when

30 dB in the realization.

is low. Therefore, we can conclude that

the level of
CRPF is a very robust estimator when the noise statistics are
level. Nonetheless, there are imnot available with a low
portant issues to take into account in the application of these approaches; both methods are very sensitive to the parameter initialization depending on the nature of the problem under study
or the scale of the parameters we want to estimate. Especially,
have to be properly selected
the weighting factors , and
for HF. The initial variance of the propagating density
to be very carefully selected when applying CRPF. These issues
have to be studied and investigated carefully in the future.
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