Maintaining reliable millimeter wave (mmWave) connections to many fast-moving mobiles is a key challenge in the theory and practice of 5G systems. In this paper, we develop a new algorithm that can jointly track the beam direction and channel coefficient of mmWave propagation paths using phased antenna arrays. Despite the significant difficulty in this problem, our algorithm can simultaneously achieve fast tracking speed, high tracking accuracy, and low pilot overhead. In static scenarios, this algorithm can converge to the minimum Cramer-Rao lower bound of beam direction with high probability. Simulations reveal that this algorithm greatly outperforms several existing algorithms. Even at SNRs as low as 5dB, our algorithm is capable of tracking a mobile moving at an angular velocity of 5.45 degrees per second and achieving over 95% of channel capacity with a 32-antenna phased array, by inserting only 10 pilots per second.
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