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Least Square Estimate

The Least Square Estimation method finds the estimation in such a way
that following cost function (Error) is minimized. Most important thing
why least squares are so popular is ease of computaion (less computational
complexities). The method of least squares is about estimating parameters
by minimizing square difference (variance) between observed data and their
expected value.
In least square the parameters to be estimated must arise in expression
for mean of observation. For example,
(y) = 1 x1 + 2 x2 + . . . p xp
where x1 , x2 . . . xp are known variables and 1 , 2 , . . . p are unknown variables.
y = 1 x1 + 2 x2 + . . . p xp + 
where  = error. Now suppose we measure y for n times then, yi for i =
1, 2, . . . N using x1 , x2 , . . . xp which can be used as xi1 , xi2 , . . . , x1p then
yi = 1 xi1 + 2 xi2 + . . . p xip + i
Now using whole of this equation we want estimate the 1 , 2 , . . . p in such
a way that it minimize the error function. The principle of Least Squares
chooses as estimates of 1 , 2 , . . . p to those values which minimizes
S(1 , 2 , . . . p ) =

N
X

(yi 1 xi1 + 2 xi2 + . . . p xip )2 .

i=1

It is simply shown as E(S) = E[(yi E(y)]2 .

An LS Frequency Offset Estimator

In our case we are estimating the frequency offset f and phase parameter
1 , . . . , K1 by minimizing the mean square error between phase angles of
received symbol. The phase angle of the received symbol can be given using
argument function on the received symbol. The received symbol is derived
as
ri+nK = ti ej(i +2f nK) + wi+nK
The argument of any function
is given as arg(f (x)). For example argument of complex number 2 + 2 3i is given as

2 3
arg (2 + 2 3i) = tan =
2
1

= arctan( 3) =
3

Hence here arg (2 + 2 3) = 3 .

So the phase of received symbols can be given as
arg(ri+nK ) = arg (ti ej(i +2f nK) + wi+nK ).
Now for our simplicity we denote the phase angle as i+nK and it is given as
i+nK ) = arg (ti ej(i +2f nK) + wi+nK )
. The values of angle for received symbols without considering the noise is ,
arg (ti ej(i +2f nk) = i + 2f nK.
This angles are illustrated in figure 2. Since phase of wi+nK is uniformly
distributed in the range of (, ) therefore angle,
i+nK = arg(wi+nK ) arg (ti ej(i +2f nk)

(1)

are also distributed in the same range (, ). From this we can calculate
the phase error which we will try to minimize as
i+nK = i+nK i + 2f nK.

(2)

This is just the angle between the received symbols with noise and without noise and is caused due to additive noise random variables which are
symmetric about zero hence is expectation is zero. This implies
E(i+nK ) = E(i + 2f nK + i+nK ) = i + 2f nK

(3)

The estimates of f obtained from individual sequences of i+nK will be

combined according to variances of corresponding error i+nK . So we need to
variances of i+nK in order to calculate the estimates of frequency offset f
and phase parameter 1 , . . . , K1 . Now,


|wi+nK |sini+nK
(4)
i+nK = arctan
ti + wi+nK cosi+nK
This can be obtained from trigonometric rules of tangent. At high SNR the
value wi+nK << ti ,


|wi+nK |sini+nK
(5)
i+nK = arctan
ti
2

Moreover E(|sini+nK |2 ) = 21 which is obtained by finding expectation of

sine square function over range (, ). Hence,



1 |wi+nK |2
2
(6)
E |i+nK | =
2
t2i
In this case the error analysis motivates weighted lease squares estimator
which is described below. Consider weighted parameters ui which is inverse
of the V ar(i+nK ). Thus estimating frequency offset f and phase parameter
1 , . . . , K1 in order to minimize the error function is
=

K1
X
1=0

N/K1

ui

(i+nK i + 2f nK)2

(7)

n=0

Solving the above error derived above, using minimization criteria of

the error function over f and 1 , . . . , K1 will give the estimate of f and
1 , . . . , K1 .