Fast Computation of Generalized Waterfilling Problems

Abstract

In this letter, we present a novel method of solving the Generalized Waterfilling problem (GWFP) using equivalence with a waterfilling problem (WFP) which has a closed form solution. Consequentially, a class of WFPs with only one-step called `1-step' WFP is used to derive a low complexity algorithm which has the smallest worst case complexity reported. The proposed algorithm is verified by simulations.