Beruflich Dokumente
Kultur Dokumente
Merouane
Debbah
http://www.supelec.fr
merouane.debbah@supelec.fr
February, 2008
Presentation
Rx
Tx
y(t) =
Hnr nt ( )x(t )d + n(t)
ntr
Our Vision
Step 1: Collection of information
The user (or base station) download information on his environment (dense, number of
buildings,...) through a localization service process
Step 2: Model generation
A statistical channel model is automatically created (at the base station or the mobile unit)
integrating only that information and not more!
Step 3: High speed connection
The coding scheme is adapted to the (statistical not realization) model
Example
Ergodic Channel Capacity: (The receiver knows the channel and the transmitter knows
the statistics)
H
C = maxQE(C(Q)) with C(Q) = log2det Int + n H QH
t
Suppose that the channel matrix is deterministic with equal entries 1 (Pure Line of Sight
case):
C
=
=
log2 det(Inr +
nr
X
i=1
log2(1 +
H
HH ).
nt
i )
nt
log2(1 + nr )
Let us start...
Model Construction
h11(f ) . . . . . . h1nt (f )
...
...
... ...
H(f ) =
...
...
... ...
(1)
Assumption 1: The modeler has no knowledge where the transmission took place (the
frequency, the bandwidth, the type of room, the nature of the antennas...)
Assumption 2: The only things the modeler knows:
For all {i, j},
P
E( i,j | hij |2) = nr ntE
What distribution P (H) should the modeler assign to the channel based only
on that
specific knowledge?
Z
dHP (H)logP (H) + [nr ntE
dH
nt
nr X
X
| hij | P (H)]
i=1 j=1
Z
+ 1
dHP (H)
Solution:
r X
t
X
1
| hij |2
exp{
P ( H) =
}
n
n
r
t
(E)
E
i=1 j=1
Contrary to past belief, the i.i.d Gaussian model is not an assumption but the result of
finite energy knowledge.
This method can be extensively used whenever additional information is provided in terms
of expected values.
9
+
+
1
X
CN
PH|Q(H)dH
Z
i,j
CN
we obtain:
1
H 1
PH|Q(H) =
exp (vec(H) Q vec(H)) .
det( Q)
10
Existence of Correlation
Question
What to do if we know the existence of correlation but not its exact value?
Answer
Z
P ( H) =
Z
P (H, Q)dQ =
P (H | Q)P (Q)dQ
1- Determine the a priori distribution of the covariance matrix based on limited information
at hand
2- Marginalize with respect to the a priori distribution
11
where:
P (Q)dQ =
1
E nr nt
n n 1
r r
n=0
(n!(n + 1)!)e
Trace(Q)
E
i>j (i
j ) dUd
Note that Q is nothing else than a Wishart matrix with nr nt degrees of freedom.
12
Z Z
=
Qn r n t
i=1
Trace(vec(H)vec(H)H UH 1 U)
nr nr 1
(n!(n
n=0
E nr nt
+ 1)!)e
Trace(Q)
E
i>j (i
j ) dUd
13
Harish-Chandra, 1923-1983
Harish-Chandra integral
mTrace(1 UU1 )
e
UU (m)
dU =
1 k
det(e j
)
(1)()
14
P (H)
X
n=1
s
Trace(HHH )
).
E
(1)nnr nt
[(n 1)!]2(nr nt n)!
Kn(x) are bessel functions of order n.
We have therefore an explicit form that can be used for design when correlation exists in
the MIMO model but we are not aware of the explicit value of the correlation!
15
What happens when we know of the existence of a channel covariance matrix with rank L?
Using the same methodology (and integration on a lower subspace), we obtain:
(L)
(H)
2
Trace(HHH )
L
X
i=1
1
2
L+i
Trace(HHH )
E0
Ki+L2 2L
Trace(HHH )
E0
16
Some distributions
MaxEnt Px (x)
0.1
MaxEnt P(12)(x)
x
0.08
(8)
PDF of x=||H||
2
F
MaxEnt Px (x)
MaxEnt P(4)(x)
0.06
(2)
MaxEnt Px (x)
0.04
0.02
0.02
0
10
20
30
Energy x
40
50
60
17
Some distributions
1
0.9
0.8
0.7
CDF
0.6
0.5
MaxEnt rank 1
0.4
0.3
0.2
MaxEnt rank 2
MaxEnt rank 3
MaxEnt rank 7
MaxEnt rank 16
iid Gaussian
0.1
0
0
5
10
15
20
mutual information (nats) at 15dB SNR, n =n =4
r
25
CDF of the instantaneous mutual information of a 4 4 flat-fading channel for the MaxEnt
model with various covariance ranks, at 15dB SNR.
18
Presentation
19
Rx
Tx
nr sr
sr st
st nt
20
Entropy, IEEE Transactions on Information Theory, Vol. 51 , pp. 1667 - 1690, May, No.
5-2005
r
y
=
r
=
Hs + n
nt
1
nr sr sr st stnt s + n
nt sr st
H
2
limn
log2det Inr + HH
nt N (0, ).
nt
nt , nr =
t
21
nt
X
log2(1 + ir) +
i=1
nr
X
1
sr st
H
1
sr
and
H
1
st
respectively ( is
log2(1 + iq) nr qr
i=1
2
t
1 X
i
r=
nt i=1 1 + iq
n
r
1 X
i
q=
nt i=1 1 + ir
22
Elements of Proof
H
+ HH
nt
1
log det
nt
r
1 X
nr
log(1 + i)
nt i=1
nt
I nr
nr
nr 1 X
nr
log(1 + i)
nt nr i=1
nt
Z
nr
nr
log(1 + )dF 1 HHH ()
nr
nt
nt
23
Elements of Proof
1 H
H
= V V
sr
1
H
H
= V V
st
V and V are unitary matrices while and are diagonal matrices representing
1
1
1
r1
H
r2
H t2
1
1 t2
2
respectively the eigenvalues of matrices sr P P and s P P . The
t
1
1
1
1
non-zero eigenvalues of matrix n1r HHH = nr s1r s Pr 2 Pt 2 H Pt 2 H Pr 2 H are the
t
1
1
1
1
H
H H
H
1
2
2
2
2
same as 11 = nr [(V V)][(V V)]. Without loss of generality,
we will suppose that sr nr . Therefore, the spectra of n1r HHH and 1H
1 are related
by:
sr
sr
)(x 0) +
f
H (x)
nr
nr 11
and their Stieltjes transforms are related as:
fHHH (x) = (1
mHHH (z) = (1
sr
sr 1
) +
m
H (z)
nr z
n r 1 1
24
Elements of Proof
Matrix VV is an i.i.d zero mean Gaussian matrix with unit variance (only unitary
transforms are applied). Therefore, matrix 1 =
1
1
1
2
2
[ (V V ) ]
nr
is a sr st
random matrix composed of independent entries with zero mean and variances
1
1 i j
. The weak convergence of the empirical eigenvalue distribution of
nr i j = s r
1H
1 to a limiting distribution holds under certain assumptions and is an application of
25
Proposition: In the high SNR regime, the mean mutual information of the double
directional model converges to:
Z
Z
min nt, nr , sr
dSdoa(), st
dSdod() log2()
>0
>0
R
R
The factor min nt, nr , sr >0 dSdoa(), st >0 dSdod() denotes the multiplexing gain.
R
R
dS
()
and
dSdod()) express the correlation factor of the sr and st
doa
>0
>0
scatterers respectively.
The MIMO mutual information is limited by the scattering environment!
26
| F (C, f ) Fempirical(C, f ) | dC
(2)
F (C) = 1 Q(
with
C nt
)
Z
2
1
t2
Q(x) =
dte
2 x
H
+ n H H is asymptotically Gaussian.
t
27
Measurements of channels
at 2.1 GHz
at 5.2 GHz
In the following scenarios:
Indoor
Atrium
Urban Open Place
Urban Regular High Antenna
Urban Regular Low Antenna
28
Measurement frequency
Measurement bandwidth
Delay resolution
Sounding signal
Transmitter antenna
Element spacing
Receiver antenna
Element spacing
2.1 GHz
100 MHz
10ns
linear frequency chirp
8 element ULA
71.4 mm (0.5 )
32 (8 4) element
73.0 mm (0.51 )
29
Measurement frequency
Measurement bandwidth
Sounding signal
Transmitter antenna
Element spacing
Receiver antenna
5.255 GHz
100 MHz
linear frequency chirp
8 element ULA
28.54 mm (0.5 )
8 element ULA
30
Antennas
31
32
0.9
0.8
Urban RegularHIgh Antenna
0.7
Indoor
0.6
CDF
0.5
0.4
Atrium
0.3
Urban regular low Antenna
0.2
0.1
0
15
16
17
18
19
20
b/s/Hz
21
22
23
24
25
33
Measured
Gaussian approximation
0.9
Atrium
0.8
0.7
Urban Open Place
0.6
CDF
0.3
0.2
0.1
0
15
16
17
18
19
20
21
22
23
24
b/s/Hz
34
=
=
log2det(Inr +
nr
X
i=1
log2(1 +
H
HH ).
nt
i )
nt
log2(1 + nr )
max
2
r
max
r 2n+2
(n is the number of reflections)
There is a trade-off between the gain in SNR due to the line of sight component and the
multiplexing gain due to multiple reflections.
The analysis of MIMO Rice channels is important to determine the interval of interest.
36
Rayleigh channels have been studied extensively in the case of non-line of sight.
In the case of i.i.d entries, ergodic capacity increase is min(nr , nt) bits per second per
hertz for every 3dB increase at high SNR.
Highly scattered environnements increase ergodic capacity.
Rice fading:
37
General Model
s
H=
s
K
A+
K+1
1
B
K+1
A is the deterministic line of sight component part of the matrix such as kAk2F = ntnr
B is a gaussian unit variance zero mean i.i.d matrix.
The average energy of the channel is normalized according to:
H
1
AA
nt
nr
nt
E(tr(HHH ))
nr nt
= 1.
nt
Remark: The rank of A increases at the same rate as the number of antennas.
38
Z
mH(z) =
HHH
nt :
dFH()
z
As nr = nt ,
Z
mH(z) =
K
mH (z)+K+1
d FA()
mH (z)
z
K+1 + 1 +
1
K+1
39
Z +
1
C1 =
ln d FH()
ln 2 1
Z +
1
d FH() =
1
Remark:
40
1
C=
ln 2
Z
0
1
x
1
1 mH
x
dx
Remark:
1
z(mH (z)+1)+(1) (Marchenko Pastur
R d FA()
=
z (distribution of the mean)
If K 0, mH(z) =
If K , mH(z)
Distribution)
41
42
1
b
log2 det
J(H, UQU
)=
nr
1
=
log2 det
nr
1
=
log2 det
nr
e = V HU =
H
H
Inr
Inr
Inr
K b
K+1 A
b H HH
+ HUQU
nt
e b eH H
+ VH
QH V
nt
e b eH
+ HQ H
nt
q
+
H
1
V
BU
K+1
q
The line of sight matrix
K b
K+1 A
is diagonal.
43
C2(H) =
b (,F (),K,)
Q
A
1
b
J(H, UQU
)=
ln 2
H
max
Z
1
x
b H)
J(H, UQU
1
1 m2
x
dx
R
(m1(z) z(K + 1))q(K + 1) d FA()
(1 )q0(K + 1)
m
(z)
=
+
1
(K + 1 + m2(z)q)(m1(z) z(K + 1)) + (K + 1)Kq
(K + 1 + m2(z)q0)
m
(z)
=
2
(K + 1 + qm2(z))(K + 1) d FA()
(K + 1 + m2(z)q)(m1(z) z(K + 1)) + q(K + 1)K
Capacity (bit/s/Hz)
1.8
Rayleigh channel
1.75
1.7
1.65
1.6 2
10
10
10
10
10
Rice factor K
10
10
45
0.18
=0 dB
=0 dB
0.25
0.14
2 dB
0.12
1 dB
(C C )/C
4 dB
0.15
1 dB
0.1
2 dB
0.08
(C1C3)/C3
0.2
0.16
6 dB
0.06
0.1
8 dB
0.04
10 dB
0.02
4 dB
6 dB
8 dB
10 dB
0.05
0
0 2
10
10
10
10
Rice factor K
10
10
10
0.02 2
10
10
10
10
10
10
10
Rice factor K
46
3.5
p = 0
0
1/8
2/8
4/8
2.5
5/8
Capacity C , (bits/s/Hz)
3/8
6/8
1.5
7/8
1 2
10
10
10
10
Rice factor K
10
10
10
47
n= 2
t
3
2
Capacity C , (bits/s/Hz)
2.5
5
1.5
6
7
8
10
16
0.5 2
10
23
1
10
10
10
10
10
10
Rice factor K
48
nr
nt .
49
50
Presentation
51
Model
y
Received signal
N 1
W
code matrix
N K
P2
Amplitude Gains
KK
s
emitted signal
K1
n
AWGN
N (0, 2IN )
1H
H
2
P W
1
R+ I
R = WPW
52
Matrix Inversion
Let R be non-singular.
Let i be the eigenvalues of R.
Then,
QK
k=1 (R k I) = 0
Cayley Hamilton Theoreom
PK
I + k=1 k Rk1 = 0
with appropriate k0s.
K
X
k R
k=1
53
2 1
Linear MMSE Filter: LMMSE = R + I
Approximation by Power Series:
Cayley-Hamilton Theorem yields:
R+ I
K1
X
i
iR
i=0
'
D1
X
i R
for D < K
i=0
For a N K matrix W with i.i.d random spreading and R = WWH , the optimum
form.
54
Semi-Universal Weights
R. Muller
and S. Verdu, Design and Analysis of Low-Complexity Interference Mitigation
on Vector Channels, IEEE Journal on Selected Areas in Communications, vol. 19, no. 8,
pp. 1429-1441, August 2001.
Filter shall be independent from the realization of the random matrix W, but may use its
statistics.
For most large random matrices, as K = N , many finite dimensional functions of
the eigenvalues, e.g, the filter coefficients free.
The asymptotic limits depend only on parts of the statistics of the random matrix.
The weights can be calculated off-line with the help of random matrix theory and free
probability theory.
55
Weight Design
m1
m2
...
mD+1
m2 + m1
m3 + 2m2
...
mD+2 + 2mD+1
m3 + m2
m4 + 2 m3
...
mD+3 + 2mD+2
n
...
...
...
...
mD+2 + mD+1
mD+3 + 2mD+2
...
m2D+2 + 2m2D+1
w0
w1
...
wD+1
H n
mn = E( ) = Trace(WW )
.
56
D=4
w0 = 2m1 + 2 + 2
w1 = 1
w0 = 2m1 + 3 + 4 + 3 2
w1 = 2m2 3 3
w2 = 1
w0 = 2m1 + 4 + 6 + 6 2 + 4 3
w1 = 2m2 6 9 6 2
w2 = 2m3 + 4 + 4
w3 = 1
n
1X n n i
mn =
C C
n i=1 i i1
57
Rate of Convergence
Ph. Loubaton and W. Hachem, Asymptotic Analysis of Reduced Rank Wiener Filters,
Information Theory Workshop 2003, Paris, France
Theorem: Suppose that the elements of the matrix are i.i.d zero-mean random variable
with finite fourth moment. Then the multi-user efficiencies of all users converge almost
surely as N, K but K
N fixed to:
D+1 =
1
1+
2
+
< Const(1 + SN R)
58
R+ I
K1
X
w
iR
i=1
D1
X
WiR
i=0
Weight design by the same Yule-Walker equations, but with the k-partial moments:
h
i
k
H n
mn = (SS )
kk
Let the random matrix S fulfill the same conditions as before. Let A be an K K
diagonal matrix such as its singalur value distribution converges almost surely as
K to a non-random limit distribution. Let R = ASSHAH
Then Rlkk , the k-th diagonal element of Rl converges, conditioned on akk , the k-th
diagonal element of A, almost surely, as K = N to
Rlkk =| akk |2
Pl
q=1
R
R
q
Rq1
kk mlq with mq = Trace(R )
l
X
q=1
R
mlq
K
1 X
2
q1
| akk | Rkk
lim
K K
k=1
60
Model
=
S
h11s1
h21s1
...
hR1s1
h12s2
h22s2
...
hR2s2
...
...
...
...
h1K sK
h2K sK
...
hRK sK
sk = hk sk
61
S. Hanly and D. Tse, Resource Pooling and Effective Bandwidths in CDMA Systems with
Multiuser Receivers and Spatial Diversity, IEEE Transactions on Information Theory, vol.
47(4), May 2001, pp. 1328-1351
Theorem Let the chips of any user be i.i.d zero-mean random variables with finite 6th
moment and the antenna array channel hrk follow the i.i.d Complex Gaussian Model.
x
1
=1+
dPA2 (x)
2
MMSE
R
+ MMSEx
if the power of the users converge weakly to the limit distribution PA2 with:
| Ak | =| Ak |
2
R
X
| hrk |
r=1
62
L. Cottatellucci, R. Muller,
A Generalized Resource Pooling Result for Correlated
hH
k Ahk
2
where A is the deterministic unique positive definite solution of the matrix valued fixed
point equation
Z
1
=I+
xxH
dPH(x)
2 + xH Ax
64
Last Slide
THANK YOU!
65