scholarly journals On Polarization Dependent Equalization in 5G mmWave Systems

2019 ◽  
Author(s):  
Farah Arabian ◽  
Michael Rice

<p>The outputs of a cross-polarized antenna can produce a pair of different parallel frequency-selective channels. The optimum combining strategy is derived from maximum likelihood principles and used to define an equivalent discrete-time model. The simulated post-equalizer BER results show that optimum combining produces the best results, selection diversity can provide reasonably good results, and that both optimum combining and selection diversity can be superior to linear equalizer operating on the </p> <p>channel obtained by combining the antenna outputs before applying a channel matched filter.</p> <br>

2019 ◽  
Author(s):  
Farah Arabian ◽  
Michael Rice

<p>The outputs of a cross-polarized antenna can produce a pair of different parallel frequency-selective channels. The optimum combining strategy is derived from maximum likelihood principles and used to define an equivalent discrete-time model. The simulated post-equalizer BER results show that optimum combining produces the best results, selection diversity can provide reasonably good results, and that both optimum combining and selection diversity can be superior to linear equalizer operating on the </p> <p>channel obtained by combining the antenna outputs before applying a channel matched filter.</p> <br>


1979 ◽  
Vol 16 (02) ◽  
pp. 440-444 ◽  
Author(s):  
Paul D. Feigin

Consider the maximum likelihood estimation of θ based on continuous observation of the process X, which satisfies dXt = θXtdt + dWt . Feigin (1976) showed that, when suitably normalized, the maximum likelihood estimate is asymptotically normally distributed when the true value of θ ≠ 0. The claim that this asymptotic normality also holds for θ = 0 is shown to be false. The parallel discrete-time model is mentioned and the ramifications of these singularities to martingale central limit theory is discussed.


1979 ◽  
Vol 16 (2) ◽  
pp. 440-444 ◽  
Author(s):  
Paul D. Feigin

Consider the maximum likelihood estimation of θ based on continuous observation of the process X, which satisfies dXt = θXtdt + dWt. Feigin (1976) showed that, when suitably normalized, the maximum likelihood estimate is asymptotically normally distributed when the true value of θ ≠ 0. The claim that this asymptotic normality also holds for θ = 0 is shown to be false. The parallel discrete-time model is mentioned and the ramifications of these singularities to martingale central limit theory is discussed.


2009 ◽  
Vol 33 (6) ◽  
pp. 713-732
Author(s):  
Adam Bobrowski ◽  
Marek Kimmel ◽  
Małgorzata Kubalińska

Sign in / Sign up

Export Citation Format

Share Document