Stochastic Differential Equation Theory Applied to Wireless Channels

Modeling wireless channels is essential to wireless communication systems. An autoregressive (AR) process of order one for wireless channel has long been assumed, but without a rigorous mathematical/physical basis. In this paper, we derive a first-order stochastic AR model for a flat stationary wireless channel, which comes from stochastic differential equation (SDE) theory concerning the nature of multipath fading channels. The resulting AR model describes more of the origin of multipath fading channels than previous AR models, and it can efficiently model and generate Rayleigh-distributed stationary fading channels. The Markovian property of the AR model is inherited through the SDE approach.