A transmitting entity transmits a “base” pilot in each protocol data unit (PDU). A receiving entity is able to derive a sufficiently accurate channel response estimate of a MIMO channel with the base pilot under nominal (or most) channel conditions. The transmitting entity selectively transmits an additional pilot if and as needed, e.g., based on channel conditions and/or other factors. The additional pilot may be adaptively inserted in almost any symbol period in the PDU. The receiving entity is able to derive an improved channel response estimate with the additional pilot. The transmitting entity sends signaling to indicate that additional pilot is being sent. This signaling may be embedded within pilot symbols sent on a set of pilot subbands used for a carrier pilot that is transmitted across most of the PDU. The signaling indicates whether additional pilot is being sent and possibly other pertinent information.