On the Basis of an IEEE Paper on Orthogonal Frequency Division Multipexing which is cited below: M. Huang, X. Chen, L. Xiao, S. Zhou and J. Wang, "Kalman-filter-based channel estimation for orthogonal frequency-division multiplexing systems in time-varying channels," in IET Communications, vol. 1, no. 4, pp. 795-801, August 2007. doi: 10.1049/iet-com:20070039 keywords: {Kalman filters;OFDM modulation;antenna arrays;channel estimation;correlation methods;matrix algebra;optimisation;time-varying channels;Doppler frequency spread channel;Kalman-filter-based channel estimation;block fading channel;correlation matrix;multiantenna scenario;optimisation problem;orthogonal frequency-division multiplexing system;pilot-symbol-aided parametric channel estimation method;sparse propagation path;time-varying channel}, URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=4286639&isnumber=4286604
Now, the main aim is to use this as a basepaper and write down r code for this and then I have used typicality Weighted linear regression filter instead of kalman filter for the unconstarined minimization problem addressed in the above paper. Advantage of using this tool is recursive filter as it is with kalman more complex this will reduce complexity and learn eventually to become more robust.