Adaptive Channel Equalization Using EKF-CRTRL Neural Networks

Pedro Henrique Gouva Coelho

State University of Rio de Janeiro UERJ
Electronics and Telecommunications Department
R.So Francisco Xavier,524/5025-A, Rio de Janeiro R J., 20559-900, Brazil
phcoelho@uerj.br
Abstract - The purpose of this paper is to apply
the Complex Real Time Recurrent Learning fully recurrent
neural network extended Kalman filter trained (CRTRL-
EKF) in adaptive equalization for cellular communications
channels. Numerical results are presented to illustrate the
method using the Wide Sense Stationary Uncorrelated
Scattering (WSS-US) channel model.
1 INTRODUCTION
Recurrent Neural Networks have one or more feedback
loops. These feedback loops enable those neural networks
to acquire state representations making them appropriate
devices for several applications in engineering such as
adaptive equalization of communication channels, speech
processing and plant control. This paper uses CRTRL-EKF
neural networks for cellular communication channels
suitable for TDMA cellular systems.
2 RECURRENT NEURAL NETWORKS
The structure of the neural network considered in this paper
is that of a fully connected recurrent network as depicted in
figure 1. The training algorithm for that neural network
considered in this paper is the one known as RTRL
suggested by Williams and Zipser [2].
Figure 1: Recurrent Neural Network Structure
where
W
a
is a q-by-q matrix, W
b
is a q-by-m matrix, C is a p-by-q
matrix and J is a diagonal map described by J :
q
For complex valued signals it is usually called Complex
RTRL. Kechriotis and Manolakos [3] used Complex RTRL
neural networks for time invariant channel equalization. In
this paper a CRTRL with extended Kalman filter techniques
is considered for time-varying channels.
q
1 1
2
( )
( )
:
: :
( )
R or I R or I
R or I R or I
R or I R or I
q q
x x
x x
x x

(
(
(

(
(
(

2
(
(
(
(
(
(

(3)
In mathematical terms, in the noise free case, the dynamic
behavior of the recurrent neural network of figure 1 can be
described by the nonlinear equations [1]
( 1) ( ( ) ( ) )
( ( ( ) ( ))) ( ( ( ) ( )))
( 1) ( 1) ,
c
a b
a b a b
R I
x n W x n W u n
real W x n W u n i imag W x n W u n
x n i x n

+ = +
= + + +
= + + +
(1)
for some memoryless component-wise nonlinearity
c
:
CC. The spaces C
m
, C
q
, and C
p
are named the input
space, state space, and output space, respectively. It can be
said that q, that represents the dimensionality of the state
space, is the order of the system. So the state space model
of the neural network depicted in figure 1 is an m-input, p-
output recurrent model of order q. Equation (1) is the
( ) ( ) y n Cx n = (2)
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process equation and equation (2) is the measurement
equation. Moreover, W
a
contains the synaptic weights of
the q processing neurons that are connected to the feedback
nodes in the input layer. Besides, W
b
contains the synaptic
weights of each one of the q neurons that are connected to
the input neurons, and matrix C defines the combination of
neurons that will characterize the output. The nonlinear
function
c
(.) represents the sigmoid activation function of
each one of the q neurons supposed to have the form:
where x(n) is the q-by-1 state vector and u(n) is the m-by-1
input vector.
Before deriving the learning algorithm CRTRL some new
matrices are defined:
( )
( )
A
AB
j
B
j
x n
n
w
c
A =
c

= + ( ) ( ( )) (( ( ))
c
x real x i imag x (4)
1 1 1
1 2
2 2 2
1 2
1 2
...
, { ,
...
,
: : . :
...
A A A
B B B
j j j q m
A A A
B B B
j j j q m
A A A
q q q
B B B
j j j q m
x x x
w w w
where A B R I
x x x
R I real and
w w w
imaginary parts
respectively
x x x
w w w
+
+
+
( c c c
(
c c c
(
e
(
c c c
(
c c c
(
(
(
(
c c c
(
c c c
(

}
where
2
2
1
( ) tanh( )
1
x
x
e
x x
e

= =
+
. (5)
3 EKF-CRTRL LEARNING
(9)
This section derives the EKF-CRTRL learning algorithm.
The use of real valued recurrent neural networks training
using DEKF is due to Puskorius and Feldkamp [16,17]. The
process equation (1) can be written in an expanded form as:
1
1
1
( 1) [ ( ( )) ... ( ( ))]
[ ( ( ( ))) ... ( ( ( )))]
[ ( ( ( ))) ... ( ( ( )))]
c H c H T
q
H H
q
H H
q
x n w n w n
real w n real w n
i imag w n imag w n



+ =
=
+
T
0 { , }
( ) row ,
imaginary parts
0
A A T
j
A
A
A
A I R
U n j th I R real and
x
and
u

( e
(
=
(
(

(
=
(

(10)
T
(6)
|
|
1
1
( ) [ ( ( ( ))) , ... , ( ( ( ))) , ... , ( ( ( ))) ]
( ) [ ( ( ( ))) , ... , ( ( ( ))) , ... , ( ( ( ))) ] .
T T T
R j
T T T
I j
n diag real w n real w n real w n
n diag imag w n imag w n imag w n


' ' ' =
' ' ' =
(11)
q
q
where it is supposed that all q neurons have the same
activation function given by (4). The (q+m)-by-1 vector w
j
is defined as the synaptic weight vector of neuron j in the
recurrent neural network, so that
Updating equations for the matrices
( )
( )
A
AB
j
B
j
x n
n
w
c
A =
c
are
needed in the CRTRL training algorithm. There are four
such matrices and they all can be obtained using their
definitions. For instance:
(
=
(

,
,
,
a j
j
b j
w
w
w
j = 1,2, ... , q (7)
where w
a , j
e w
b , j
are the j th columns of the transposed
weight matrices W
a
T
e W
b
T
respectively. The (q+m)-by-1
vector (n) is defined by
( )
( )
R
RR
j
R
j
x n
n
w
c
A =
c
(12)
and

(
=
(

( )
( )
( )
x n
n
u n
(8)
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( ( ( ) ( )))
( )
( ) ( )
.
a b R R
j R
j
R R
R
R R R
j j
real W x n W u n
n
w
s s
s
w s w

c +
A =
c
c c
c
= =
c c c
(13)
However,
1
( )
( ( ( )), ... , ( ( )), ... , ( ( ))) ( )
R
R R R
j q R
s
diag s n s n s n n
s

c
' ' ' = =
c
R
u
(14)
and
( ) ( ) ( )
R
R R R I I R R
a j a j j R
j
s
W n W n U
w
c
= A A +
c
n , (15)
where
0
( ) ( ) , ( )
0
T
R
R R T R
j
R
T
x
U n n n
u

(
(
(
=
(
(

(

=
n
j
(
(
(

. (16)
So
( ) ( )[ ( ) ( ) ( )]
R R R R R I I R R
j R a j a j j
n n W n W n U A = u A A +
(16)
The other ones can be obtained in a similar way. The four
matrices can be written in a compact form in the following
way:
0
( 1) ( 1)
0
( )
RR RI
j j R
IR II
j j I
RR RI R I R I
j j j a a
I R I I I R I R
j j j j a a
n n
U U W W
n
U U W W
( A A u (
+ = +
(
(
A A u
(

( A A (
+
( (
A A
(

(17)
To pave the way for the application of Kalman filtering to
the state-space model given by equations (6), it is necessary
to linearize the second equation in 6 and rewrite it in the
form
1
1
1
:
( ) [ ( 1) : ... : ( 1) : ... : ( 1)]
:
( 1) ( )
j j q
q
q
j j
j
w
w x n n n n
w
n w n u
=
(
(
(
(
= A A A
(
(
(

= A +
_
(18)
The synaptic weights were divided in q groups for the
application of the decoupled extended Kalman filter
(DEKF) [1,15]. The framework is now set for the
application of the Kalman filtering algorithm [1,15] that is
summarized in Table I.
TABLE I: RECURRENT NEURAL NETWORK TRAINING
VIA DECOUPLED EXTENDED KALMAN FILTER
DEKF ALGORITHM
COMPLEX (DECOUPLED EXTENDED KALMAN FILTER)
Initialization:
1. Set the synaptic weights of the recurrent
network to small values
selected from a complex uniform distribution.
2. Set the diagonal elements of the
covariance matrix Q
R I
j
(n) equal to 10
-6
a
10
-2
.
3. Choose elements of matrix R(n)
4. Set K
j
(0)=(
R
+ i
I
) I where
R
e
I
are
small positive constants.
Compute for n = 1, 2, ...
1
1
1
( ) [ ( ) ( 1) ( ) ( )]
( ) ( ) ( ) ( )
( ) ( ) ( 1)
( 1) ( ) ( ) ( )
( 1) ( ) ( ) ( ) ( ) (
( ) ( ) ( ) ( ( ) ( ))
d(n) is the desired
q
H
j j j
j
H
j j j
q
j j
j
j j j
j j j j j j
RR I I I R RI
j j j j j
n n K n n R n
G n K n n n
n d n C n w
w n w n G n n
K n K n G n n K n Q n
n n n i n
o
o

=
=
I = A A +
= A I
= A
+ = +
+ = A +
A = A + A + A A
_
_
output at instant n
)
n
The expression involving A
j
in table 1 can be evaluated
through the definition
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( ) ( )
( )
j R I
j j
x n x n
n i
w w
c c
A =
c c
(19)
4 RESULTS AND CONCLUSIONS
Numerical results were obtained for the CRTRL neural
network derived in the previous section. The EKF-CRTRL
neural network was used as an adaptive complex channel
equalization for cellular communications.
The objective of the equalizer is to reconstruct the
transmitted sequence using the noisy measurements of the
output of the channel. [7,11,12]
Figure 3: Symbol Error Probability for an EKF-CRTRL Equalizer
m=12,q=1, 6 symbol delay and Doppler Frequency Zero Hz.
A WSS-US (Wide Sense Stationary-Uncorrelated
Scattering) channel model was used which is suitable for
modeling mobile channels [4,9,10,14]. It was assumed a 3-
ray multipath intensity profile with variances (0.5, 0.3, 0.2).
The scattering function of the simulated channel is typically
that depicted in figure 2. This function assumes that the
Doppler spectrum has the shape of the so-called Jakes
spectrum [13]. The input sequence was complex, QPSK
whose real and imaginary parts assumed the values +1 and
1.The SNR was 40 dB and the complex CRTRL equalizer
had 12 input neurons and 1 processing neuron. It used a
Doppler frequency of zero. The inputs comprised the
current and previous 11 channel noisy measurements. The
learning rate was fixed to 0.1 and the weights were
initialized to small random complex values with |wij |< 10
-4
Figure 4 shows the same as figure 2 except for the fact that
the Doppler frequency now is 10 Hz. Figures 5 and 6
show the symbol error probability for a CRTRL equalizer
similar to the one of Kechriotis and Manolakos [3,8].
Figure 3 shows the probability of symbol error within a
block of 180 symbols (100 for data and 80 for training).
The block size was the same for all subsequent figures
shown in this paper.
Figure 4: Symbol Error Probability for an EKF-CRTRL Equalizer
m=12,q=1, 6 symbol delay and Doppler Frequency 10 Hz.
Figure 5: Symbol Error Probability for a CRTRL Equalizer m=12,q=1, 6
symbol delay and Doppler Frequency zero Hz.
Figure 2: Scattering Function of the Simulated Mobile Channel.
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Figure 6: Symbol Error Probability for a CRTRL Equalizer m=12,q=1, 6
symbol delay and Doppler Frequency 10 Hz.
Figure 7: Error Square Evolving in Time for a CRTRL Equalizer
m=12,q=1, SNR=40 dB, 6 symbol delay, and Doppler Frequency 10 Hz.
Figure 8: Error Square Evolving in Time for an EKF-CRTRL Equalizer
m=12,q=1, SNR=40 dB, 6 symbol delay, and Doppler Frequency 10 Hz.
The results obtained with the EKF-CRTRL equalizer are
superior to those of Kechriotis and Manolakos [3,8]. Their
CRTRL training does not make use of Kalman filtering
techniques but uses gradient methods for training the
recurrent neural network. Convergence is usually slow so
faster training techniques such as EKF-CRTRL are
attractive in mobile channel applications where the number
of training symbols must be small. Figures 5 and 6 illustrate
the faster convergence of EKF-CRTRL training techniques.
It should be noticed that the final EKF-CRTRL
instantaneous square error is larger than that of the CRTRL
although the EKF-CRTRL reaches a smaller symbol error
rate. That shows that square error is not a good indication of
error rate.
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nd
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rd
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