Optimal Sequential Channel Estimation and Probing for Multiband Cognitive Radio Systems

In this paper, we propose a novel sequential channel estimation approach for multiband cognitive radio (CR) systems. We introduce a general model and test two scenarios of practical interest. The two scenarios are as follows: 1) CR users optimally estimate all the available bands; and 2) CR users find one good channel with a large gain. In particular, we use a sequential search in which the CR users estimate the available channels one by one. During the search, the CR users determine whether to terminate the current channel estimation process and switch to the next channel based on the training symbols received so far. Our objective is to design a switch function, an estimator, and a stopping rule that minimize a combination of estimation time and error. For the multiband estimation scenario, we show that the optimal rule is to find the optimal number of symbols required for each channel in a joint optimization problem. For the good channel search problem, we show that the optimal decision rules that minimize a properly chosen cost function have a simple structure. In particular, both the termination and switching rules are threshold based. Numerical results are provided to illustrate the effectiveness of the proposed algorithms.