Abstract In this paper, we deal with a per-user power allocation

problem in multiuser multiple input multiple output (MU-MIMO)

systems based on minimum mean square error (MMSE) precod-
ing. The MMSE-precoding technique provides a reasonable per-
formance due to minimization of a composite interfer-
ence-plus-noise power through allowing inter-user interference as
well as the higher capacity with multiuser spatial multiplexing.
The technique also has a reasonable computational complexity
with linear transmit processing. The problem of optimizing
per-user power allocation under inter-stream interference is not
convex. Hence, we invoke some iterative approaches. In this paper,
we propose a simplified iterative water-filling (SIWF) algorithm
for per-user optimum power allocation in multiuser
MMSE-precoded MIMO systems, in order to maximize the
downlink sum capacity. This technique can reduce greatly the
computational complexity for the iterative water-filling process
through accelerating the iteration process, as compared with the
existing modified iterative water-filling (MIWF) algorithm [1],
without any performance loss. In the proposed algorithm, both
the taxation and interference terms are updated at every iteration
of the inner loop of iterative water-filling. In addition, per-user
power levels at every iteration for the inner loop are normalized
so that the total transmit power constraint could be satisfied, prior
to the next iteration. From computer simulations and complexity
analyses, we show that the proposed algorithm has much lower
complexity but the same capacity, as compared with the original
MIWF algorithm.

KeywordsMultiuser MIMO; MMSE-precoding; Iterative wa-
ter-filling

I. INTRODUCTION
During the last decade, MIMO techniques have drawn a lot
of attentions, because of their promising improvement in terms
of both spectral efficiency and performance. Among many
MIMO issues, MU-MIMO precoding is currently one of hottest
topics, since the MU-MIMO precoding exploits synergically
the high capacity achievable with MIMO multiplexing and the
benefit of space division multiple access (SDMA). It also
makes mobile terminals simple, since a lot of complex signal
processing tasks are done in advance at the transmitter [2].
So far, various MU-MIMO precoding techniques including
zero-forcing (ZF) technique, block diagonalization (BD) tech-
nique [3], successive MMSE (SMMSE) techniques [4]-[5],
Tomlinson- Harashima precoding (THP) techniques [6], suc-
cessive optimization THP (SO-THP) technique [7] have been
developed. Among them, the MMSE precoding technique [8]
has not only the benefits of SDMA, but also provides a rea-
sonable performance when all user terminals are equipped with
a single receive antenna. The technique has relatively low
computational complexity due to linear transmit processing as
compared with non-linear precoding techniques. Compared
with the ZF technique that enhances the noise, the MMSE
technique improves the system performance due to minimizing
composite interference-plus-noise power through allowing a
certain amount of inter-stream interference especially at low
SNR.
Proper power allocation can result in significant performance
improvement. However, the problem of optimizing per-user
power allocation under inter-stream interference is difficult to
solve, since it is not convex. Recently, the MIWF algorithm [1]
was proposed for per-user power allocation to maximize the
sum capacity under inter-stream interference. The algorithm is
capable of finding sub-optimal solutions due to a taxation
scheme that takes into account the interacting effect of in-
ter-stream interference in an iterative manner. In the MIWF
algorithm, while the interference term is updated at every it-
eration for the inner loop of iterative water-filling, the taxation
term is updated at every iteration for an outer loop of iterative
water-filling. In addition, per-user power levels at every itera-
tion for the inner loop cannot be satisfied the total power con-
straint. Hence, it can delay the iterative process to converge into
the solutions
In this paper, we propose a SIWF algorithm for per-user
power allocation in multiuser MMSE-precoded MIMO systems,
to maximize the sum capacity. In the proposed algorithm, both
the taxation and interference terms are updated at every itera-
tion of the inner loop of iterative water-filling. In addition,
per-user power levels at every iteration for the inner loop are
normalized so that the total transmit power constraint could be
satisfied, prior to the next iteration. This normalization can
make the interference and taxation terms computed more ac-
curately. Hence, the above two modifications in the proposed
algorithm can reduce greatly the overall computational com-
plexity for the iterative water-filling process as compared with
the MIWF algorithm, without any performance loss.
We present the system model of the MU-MIMO downlink
system with precoding in Section 2, and introduce the simpli-
fied iterative water-filling algorithm for the MU-MIMO sys-
tems using MMSE precoding in Section 3. After presenting the
simulation results in Section 4, we analyze the complexity in
Section 5.

II. SYSTEM MODEL
The block diagram of MU-MIMO downlink system is illus-
trated in Fig. 1. In what follows, we assume channel state in-
A Simplified Iterative Water-filling Algorithm for Per-user Power
Allocation in Multiuser MMSE-Precoded MIMO Systems
Min Lee and Seong Keun Oh
School of Electrical and Computer Engineering
Ajou University, Korea
E-mails: {minishow, oskn}@ajou.ac.kr
978-1-4244-1645-5/08/$25.00 2008 IEEE 744

formation (CSI) knowledge at both the base station (BS) and
mobile stations (MSs) for downlink precoding. M and K are
used to represent the number of transmit antennas and receive
antennas, i.e. there are K users quipped with a single antenna.

s P F
1
h
K
h
1
n
K
n
1
r
K
r

Fig. 1. MU-MIMO downlink system with precoding.

The received signal vector at MSs is
= + r HFPs n , (1)
where r = (r
1
,r
2
,,r
K
)
T
is a column vector of received signals at
K MSs. H is a KM composite channel matrix. F is an MK
precoding matrix, P is a KK diagonal matrix for power allo-
cation, s is an 1K column vector for transmit signals, and n is
an 1K column vector for zero-mean additive Gaussian noises
at MSs.
Here, H is the MU-MIMO downlink channel matrix made up
of per-user row channel vectors as follows:
1
K
(
(
=
(
(

h
H
h
, (2)

where h
i
(i=1,2,,K) denotes an 1M per-user MISO channel
vector made up of channel gains from transmit antennas to
receive antenna for the i -th user. The precoding matrix F again
consists of combining per-user precoding vectors as
[ ]
1 K
= f f f , (3)

where f
i
denotes an M1 column vector of per-user precoding
vector for the i -th user. The power allocation matrix is made
up of square root power allocated users signals as
1
0
0
K
p
p
(
(
=
(
(
(

P

, (4)

where
i
p is a square root power allocated the signal of the
i-th user. The transmitted signal vector s can be decomposed as
[ ]
1
T
K
s s = s , (5)

where s
i
is a signal transmitted to the i -th user. The noise
vector n is decomposed as
[ ]
1
T
K
n n = n , (6)

where n
i
is an additive white Gaussian noise at the mobile
receiver of the i -th user.
From (2) through (6), we can rewrite (1) as
[ ]
1 1 1 1 1
1
0
0
K
K K K K
K
r p s n
r s n
p
(
( ( ( (
(
( ( ( (
= +
(
( ( ( (
(
( ( ( (

(

h
f f
h

. (7)

Hence, the received signal of the i -th user can then be ex-
pressed as
1
, 1, 2, ,
K
i i k k k i
k
r p s n i K
=
= + =

h f . (8)

III. SIMPLIFIED ITERATIVE WATER-FILLING
ALGORITHM
In this section, we present the SIWF algorithm for multiuser
MMSE-precoded MIMO systems with inter-stream interfer-
ence. To find an effective algorithm of optimizing per-user
power allocation under inter-stream interference, we invoke
some iterative approaches to solve the Karush-Kuhn-Tucker
(KKT) system of the non-convex optimization problem.
When the inter-stream interference is regarded as noise, the
K-user optimization problem to maximize the sum capacity can
be expressed as

2
,
2
2
2 1
,
1( )
max log 1
K
i i i
K
i
n j i j
j j i
p h
p h
=
=
| |
|
|
+
|
+
|
\ .

1
s.t.
K
i T
i
p P
=

0 1, ,
i
p i K = , (9)

where
, i j
h

is an effective channel gain experienced by the

signal of the j-th user that interferes with the i-th user, and P
T

denotes the total power constraint. Then, the effective channel
matrix can be expressed as
1,1 1, 2 1,
2,1 2, 2 2,
,1 , 2 ,
K
K
eff
K K K K
h h h
h h h
h h h
(
(
(
= =
(
(
(

H H F

. (10)

Solving the Lagrangian optimization problem of (9), we
obtain the following solution as:
{ } ( )
2
,
2
2
2 1
,
1( )
, log 1
K
i i i
i K
i
n j i j
j j i
p h
L p
p h

=
=
| |
|
|
= +
|
+
|
\ .

1
K
i T
i
p P
=
| |

|
\ .

. (11)

By taking the derivative of the above with respect to p
i
, we can
obtain the KKT system of the optimization problem:

745

2 2
2
, ,
1( )
1
i K
i i i j i j n
j j i
t
h p p h

=
= +
+ +

, (12)

where t
i
is defined as follow [9]-[10]:
2
,
2 2
2 1( )
, ,
1( )
K
j j j
i
K
j j i
j j j k j k n
k k j
p h
t
p h p h
=
=
=
+ +

2
,
2
2
,
1( )
j i
K
k j k n
k k j
h
p h
=
+

. (13)

Solving the optimization problem (9) can now be thought of as
solving the KKT system (12)-(13) along with the power con-
straint and positivity constraints on p
i
, and the equality in (12)
needs to be replaced by less than or equal to, when p
i
= 0.
The t
i
term stands for the effect of interference caused the i-th
user towards other users and is called as the taxation term. To
solve this non-convex optimization problem, we fix both the t
i

term and the interference term from other users, denoted by I
i
,
where
2
,
1( )
K
i j i j
j j i
I p h
=
=


. (14)

Here, one of our main ideas is to update both the t
i
and I
i
terms
according to the newly obtained per-user power levels p
i

(i=1,,K) at every iteration for the inner loop of iterative wa-
ter-filling. The other is to normalize the newly obtained p
i
so
that the total power constraint could be satisfied, prior to the
next iteration. These make the algorithm accelerate the iteration
process. Then, we repeat the process until convergence.
This strategy is numerically efficient because (12) is essen-
tially a modified water-filling step, which can be rewritten as:
2
2
,
2 2
1( )
, ,
1
K
j i j
n
i
j j i i
i i i i
p h
p
t
h h

=
+ + =
+

. (15)

Fixing t
i
and I
i
, the iterative water-filling algorithm can find
the optimal p
i
. The first step is to recognize that given , p
i
can
be obtained from (15) as follows:
2
2
,
1
i n
i
i
i i
I
p
t
h

+
| |
+
|
=
|
+
|
\ .

. (16)

where x
+
:= max(x,0). Here, is essentially the inverse of the
water-filling level, but modified by t
i
term. Next, we get
2
2
1
,
1
K
i n
T
i i
i i
I
P
t
h

+
=
| |
+
|
=
|
+
|
\ .

. (17)

With t
i
and I
i
fixed, this is now an equation of a single variable .
Further, the right-hand side of (17) is a monotonic function of .
Thus, (17) can be solved through only a one-dimensional
search (e.g. using bisection). After has been found, p
i
can be
obtained from (16).
Once the optimum ({p
i
}, ) is obtained, we may then iterate
the water-filling loop over total users, taking into account up-
dating the taxation and interference terms at every iteration for
the inner loop of iterative water-filling, until the process con-
verges. Finally, repeat the process until the entire KKT system
is solved. The algorithm is summarized as follows:

Algorithm Consider a K-user system. Assume the total power
constraint P
T
. The power allocation algorithm works as fol-
lows:

Initialize
(0)
/
i T
p P K = , 0 n = .
Repeat (outer loop)
1 n n = +
Repeat (inner loop)


( 1) n
i i
p p



2 2
, ,
2 2 2
1( )
2 2
, , ,
1( ) 1( )
K
j j j j i
i
K K
j j i
j j j k j k n k j k n
k k j k k j
p h h
t
p h p h p h
=
= =
=
| || |
+ + + | |
| |
\ .\ .

2
,
1( )
K
i j i j
j j i
I p h
=
=



Obtain via bisection on
2
2
1
,
1
K
i n
T
i i
i i
I
P
t
h

+
=
| |
+ |
=
|
+
|
\ .

2
2
,
1
i n
i
i
i i
I
p
t
h

+
| |
+ |
=
|
+
|
\ .

Normalize to satisfy
1
K
T i
i
P p
=
=


Until
i
p converges.

( ) n
i i
p p
Until
( ) ( 1) n n
i i
p p

<

IV. SIMULATION RESULTS
We performed computer simulations to evaluate the per-
formance of the proposed algorithm and to compare it with that
of the MIWF algorithm [1] for MU-MIMO downlink system
with MMSE precoding. The channel H was assumed to be
spatially white and flat Rayleigh fading. In order to describe the
antenna configuration of the MU-MIMO systems, we use the
notation
{ }
1
, ,
K
R R T
M M M . In all simulations for obtaining
the ergodic sum capacity, we considered {1,1,1,1}4 con-
figuration. In addition, we used the receive signal-to-noise ratio
defined as
2
SNR /
T n
P = [7].
Fig. 2 shows the ergodic sum capacity of the SIWF and
MIWF algorithms as a function of SNR. From Fig. 2, we see
that both algorithms have equal performance, since both of
them use the iterative water-filling algorithm based on the same
taxation scheme in order to solve an optimization problem.
746

0 5 10 15 20
0
2
4
6
8
10
12
14
16
18
{1,1,1,1} X 4

E
r
g
o
d
i
c

s
u
m

c
a
p
a
c
i
t
y

[
b
i
t
s
/
H
z
]
SNR [dB]
MIWF
SIWF

Fig. 2. Ergodic sum capacity of the SIWF and MIWF algorithms as a
function of SNR.

V. COMPLEXITY ANALYSES
In this section, we analyzed the overall computational com-
plexity of the proposed SIWF algorithm and compared the
complexity with those of the MIWF algorithm and the MIWF
algorithm based on per-iteration power normalization (PIPN)
[12]. For simplicity, we assumed that the number of transmit
antennas is equal to the number of users equipped with a single
receive antenna, that is, K. To count operations for computa-
tional complexity, we take account of the number of iterations
for the outer loop of iterative water-filling, since the computa-
tional complexity of iterative water-filling depends heavily on
the number of iterations of the outer loop. We take account of
only the number of multiplications. In counting the number of
multiplications, we first consider the multiplications of four
basic operations such as bisection for finding the water-filling
level, normalization, and updating of taxation and interference
terms. These complexities can be used to compute the overall
computational complexity in combination with the number of
outer loop iterations, inner loop iterations per outer loop, and
bisection loop iterations per inner loop.
Let K

be the number of users who are positive-power al-

located in an inner loop of iterative water-filling. The bisection
method is used to find the water-filling level through iterative
way. It requires 4 1 K +

multiplications for every bisection [11].

The normalization term is considered only for the MIWF al-
gorithm based on PIPN and the proposed algorithm. This
makes a water-filling solution satisfy the total power constraint,
and requires K

multiplications for every inner loop of iterative

water-filing. The taxation and interference terms, respectively,
require
2
3K K and
2
K K multiplications from (13) and
(14) for every inner loop of iterative water-filing. However, if
the interference term is calculated in advance, the taxation term
requires only
2
2K multiplication. While the taxation term is
updated for every outer loop, and the interference term is up-
dated for every inner loop in the MIWF algorithm, both terms
are updated for every inner loop in the proposed SIWF algo-
rithm. We summarize the number of multiplications required
for the bisection process, the normalization process, interfer-
ence updating, and taxation updating in the Table 1.

Table 1. Number of multiplications for four basic operations in an
iterative water-filling algorithm.
Function Number of multiplications
Bisection
4 1 K +

Normalization
K

Taxation
update
2
3K K or
2
2K with interference term
Interference
update
2
K K

We analyzed the overall computational complexity by com-
puting the total number of multiplications required for the
number of outer loop iterations, inner loop iterations per outer
loop, and bisection loop iterations per inner loop. We set SNR
of 3dB. We counted the average number of multiplications
from 10000 independent channel realizations.
Fig. 3 shows the average number of iterations for the outer
loop in the SIWF and MIWF algorithms as a function of the
number of transmit antennas (or users). From Fig. 3, we see that
the proposed algorithm requires 20% lower iterations for the
outer loop than the MIWF algorithm, except for two transmit
antennas (or users). We also see that only the normalization can
reduce the number of iterations of the MIWF algorithm by
about 8% as compared with the original MIWF algorithm.

2 3 4 5 6 7
0
2
4
6
8
10


A
v
e
r
g
a
e

n
u
m
b
e
r

o
f

i
t
e
r
a
t
i
o
n
s
Number of Tx antennas (or users)
MIWF
MIWF with PIPN
SIWF

Fig. 3 Average number of iterations of the SIWF and MIWF algo-
rithms.

Fig. 4 shows the average number of multiplications for ob-
taining the solutions in the SIWF and MIWF algorithms as a
function of the number of transmit antennas (or users). From
Fig. 4, we see that the proposed algorithm requires fewer mul-
tiplications than the MIWF algorithm by about 28%. We also
747

see that only the normalization can reduce the number of mul-
tiplications of the MIWF algorithm by 11% as compared with
the original MIWF algorithm.

2 3 4 5 6 7
0
2000
4000
6000
8000
10000
12000
14000
16000
18000
20000
22000


A
v
e
r
g
a
e

n
u
m
b
e
r

o
f

m
u
l
t
i
p
l
i
c
a
t
i
o
n
s
Number of Tx antennas (or users)
MIWF
MIWF with PIPN
SIWF

Fig. 4. Average number of multiplications of the SIWF and MIWF
algorithms.

VI. CONCLUSIONS
In this paper, we proposed the SIWF algorithm for per-user
power allocation suitable for the use in multiuser
MMSE-precoded MIMO systems, in order to maximize the
downlink sum capacity. This technique can reduce greatly the
computational complexity for the iterative process through
accelerating the iteration process, as compared with the existing
MIWF algorithm, without performance degradation. In the
proposed algorithm, both the taxation and interference terms
are updated at every iteration of the inner loop of iterative wa-
ter-filling. In addition, per-user power levels at every iteration
for the inner loop are normalized so that the total transmit
power constraint could be satisfied, prior to the next iteration.
From simulation results and complexity analyses, the proposed
algorithm has much lower complexity as compared with the
MIWF algorithm, while achieving the same ergodic sum ca-
pacity.
ACKNOWLEDGEMENT
This research was supported by the MIC(Ministry of Infor-
mation and Communication), Korea, under the
ITRC(Information Technology Research Center) support pro-
gram supervised by the IITA(Institute of Information Tech-
nology Advancement) (IITA-2008-(C1090-0801-0003))

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