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1128

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 4, APRIL 2008

Bit Error Rate Analysis of Maximal-Ratio Combining over


Correlated Gaussian Vector Channels
Siamak Sorooshyari and David G. Daut, Senior Member, IEEE

Abstract Analytical results are derived for the performance


of maximal-ratio combining (MRC) over correlated Gaussian
vector channels. Generality is maintained by assuming arbitrarypower users and no specific form for the covariance matrices of
the received faded signals. The scenarios of Rayleigh fading and
statistical independence among diversity branches are considered
as special cases of the general analysis. The analysis is presented
within the context of a system with receive diversity and
cochannel interference. The results obtained are applicable to
antipodal signaling over a multiuser single-input multiple-output
(SIMO) channel.
Index Terms Bit error rate, cochannel interference, maximal
ratio combining, diversity, fading channels.

the channel matrix. Aside from providing a framework for performance analysis in the realistic scenario of correlated fading,
such analysis provides quantitative insight into the degradation
brought on by various degrees of statistical dependence among
diversity branches. The remainder of this paper is organized
as follows. Section II presents the statistical foundations used
in the derivation of system performance. In Section III a
lower bound is derived for the performance of MRC over
arbitrarily correlated Gaussian vector channels. Several exact
BER expressions are also presented for more specific fading
conditions. Section IV presents simulation results illustrating
the tightness of the lower bound, and quantifying the performance degradation incurred due to correlated fading.

I. I NTRODUCTION

HE prevalence of diversity has been instrumental in the


advancement of reliable wireless communication characterized by a low bit error rate (BER). Vector channels typically
arise in a diversity system where cochannel interferers are
present. The vector output of such systems is mathematically described as the product of a channel matrix and
an information-bearing vector. Prior to detection, the output
vector of the channel may be processed via maximal-ratio
combining (MRC) to form a decision statistic. The benefits
of MRC arise from providing diversity gain in a dispersive
channel at a reasonable complexity. The efficient implementation of MRC has been realized for multicarrier communication
systems [1], spread spectrum systems with RAKE receivers
[2], and ultra-wide bandwidth (UWB) systems [3]. While
the performance of MRC over correlated fading channels has
been extensively studied [4] [5] [6] [7]; few results exist for
the BER analysis of MRC over vector channels subject to
correlated fading. In fact, the only existing work neglects
thermal noise in the analysis [8]. The importance of this
research stems from its application to various wireless systems
employing spatial, frequency, or temporal diversity.
Correlated fading in diversity systems is often an unavoidable consequence of system characteristics and the physics of
the radio propagation channel. The analysis presented in this
paper applies to variable-power users and correlated fading
with arbitrary covariance matrices for the vectors comprising

Manuscript received October 16, 2006; revised March 27, 2007; accepted
April 17, 2007. The associate editor coordinating the review of this paper
and approving it for publication was A. Conti. This work was presented in
part at the Conference on Information Sciences and Systems (CISS 2006),
Princeton, New Jersey, March 2006.
S. Sorooshyari is with Alcatel-Lucent, Whippany, NJ 07981 USA (e-mail:
sorooshyari@alcatel-lucent.com).
D. G. Daut is with the Department of Electrical and Computer
Engineering, Rutgers University, Piscataway, NJ 08854 USA (e-mail:
daut@ece.rutgers.edu).
Digital Object Identifier 10.1109/TWC.2008.060835.

II. S TATISTICAL P RELIMINARIES


The calculation of moments of ratios frequently arises in the
performance analysis of communication systems. The utility
of the moment generating function (MGF) for the calculation
of moments of random variables is well known. Within the
context of performance analysis of communication systems,
the MGF approach has been well documented in [4] with
an emphasis on faded diversity channels. In [9], Meng has
elegantly addressed the calculation of noninteger moments of
ratios. Incorporating the notation of Meng, we designate x
as the smallest integer exceeding x, define x  x x, and
(n,m)
allow MX ,Y (s1 , s2 ) to represent the nth and mth partial
derivatives of the bivariate MGF MX ,Y (s1 , s2 ) with respect
to the variables s1 and s2 , respectively. A primary finding of
[9] states that for 0 a, 0 < b, and P [X 0, Y > 0] = 1
 a
 
X
1
(a,0 )
E
MX ,Y (s1 , s2 )
=
Yb
(a)(b) 0
0
a1 b1
s2

s1

ds1 ds2

(1)

where (.) denotes the standard Gamma function [10]. The


proof of this result is given in Appendix A of [9], and is
dependent upon noting that
E[g(X, Y )] =

h(s1 , s2 )MX ,Y (s1 , s2 ) ds1 ds2

(2)


with h(s1 , s2 )  0 0 g(x, y)es1 x+s2 y dxdy. Two limiting
cases of (1) are given for a nonnegative integer k, 0 a,
0 < b, and P [X > 0] = 1 as
 k

X
1
(k ,0 )
MX ,Y (0 , s) sb1 ds
(3)
E
=
Yb
(b) 0
and
E[X a ] =

c 2008 IEEE
1536-1276/08$25.00 

1
(a)


0

a

MX (s) sa1 ds.

(4)

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 4, APRIL 2008

1129

b1 p1

Input
Data

BPSK
Modulation

h1

Re{ r

Re{ r

v1

v2

b1

w1 }

n
Input
Data

b 2 p2
BPSK
Modulation

h2

Input
Data

b2

w 2}

. . .

. . .

bM pM

vM

BPSK
Modulation

hM

Re{r

bM

wM }

Fig. 1. Model of a Gaussian vector channel. The channel propagation vectors {hi } and the thermal noise vector n have a complex Gaussian distribution.
This model corresponds to a multiuser SIMO system with arbitrary-power users, and the received signal at each users N -branch receiver being subject to
cochannel interference, fading, and additive thermal noise.

The utility of (1) stems from the minimal constraints on the


variables X and Y , and the constants a and b.
The N -dimensional vector having a complex Gaussian
distribution with mean m and covariance matrix R is written
as
fx (x) =

1
N |R|

exp((x m) R1 (x m))
H

(5)

and denoted x CN (m, R). We wish to examine the ratio


of quadratic forms where X = xH Ax and Y = xH Bx with
x CN (m, R). The bivariate MGF

exp(s1 xH Ax + s2 xH Bx)fx (x) d x
MX ,Y (s1 , s2 ) =
x
H

exp(m R1 m)
|I s1 RA s2 RB|


exp mH R1 (R1 s1 A s2 B)1 R1 m
=

can be derived via the integral property



x

exp(xH Ax aH x xH b) dx =

N
exp(aH A1 b).
|A|

We restrict attention to the evaluation of (3) for k = 1 and


(1 ,0 )
b = 1/2, and derive MX ,Y (0 , s) via the properties
|F(x)|
x
F1 (x)
x

= |F(x)|trace F
= F1 (x)

F(x)
(x)
x

F(x) 1
F (x).
x

(1 ,0 )

Subsequent substitution of MX ,Y (0 , s) into (3) allows us


to arrive at the integral shown in (6), where we have used
a change of variable t = exp(s) to obtain an integral with
finite limits. In the more specific scenario of x CN (0, R)

equation (6) reduces to




 H
x Ax

xH Bx m=0
 1
trace(RA(I ln(t)RB)1 )
1
=
(0.5) 0
|I ln(t)RB|
t3/2 dt.

(7)

It is noteworthy that (6) and (7) consist of a single integral


although N variates are present.
III. P ERFORMANCE A NALYSIS
The conventional approach to performance analysis of MRC
in the presence of cochannel interference has relied upon
obtaining the distribution of the signal-to-interference plus
noise ratio (SINR). This is followed by averaging a conditional
BER expression for a particular modulation scheme over the
distribution of the SINR. In this paper we shall take the
alternate approach of performing the analysis directly on the
decision statistic rather than on the SINR. We consider the
output of the vector channel in Fig. 1 to be
r = HPb + n

(8)

with the ith column


matrix H denoted as hi , the
N M
of the
matrix P = diag( P1 , P2 , . . . , PM ), and Pi denoting the
transmit power of the ith user. Confining analysis to a single
bit interval, we define the vector b = [b1 , b2 , . . . , bM ]T as
the transmitted information at a given time instant, with bi
{1, 1} via binary phase-shift keying (BPSK) modulation
and P [bi = 1] = P [bi = 1] = 0.5 i. We shall assume
hi CN (mi , Ri ) i, and the additive receiver noise will
be accounted for via the vector n CN (0, N). For the
remainder of this presentation we shall restrict attention to
the system of Fig. 1 with the columns of the channel matrix
corresponding to the propagation vectors of the M users.

1130

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 4, APRIL 2008

xH Ax
E
xH Bx


=




exp(mH R1 m) exp mH R1 (R1 + sB)1 R1 m s1/2
(0.5)
|I + sRB|
0
H 1 1

1
1
1 1
m R (R + sB) A(R + sB) R m + trace(RA(I + sRB)1 ) ds



exp(mH R1 m) 1 exp mH R1 (R1 ln(t)B)1 R1 m t3/2
(0.5)
|I ln(t)RB|
0
H 1 1

1
1
m R (R ln(t)B) A(R ln(t)B)1 R1 m + trace(RA(I ln(t)RB)1 ) dt

Thus, the analysis will be applicable to a multiuser singleinput multiple-output (SIMO) system with the received vector
r consisting of a superposition of the desired users signal,
L = M 1 interfering signals, and additive noise. By virtue
of users transmitting signals independently, the N -dimensional
propagation vectors present at a given receiver are assumed
to be mutually independent. However, the individual vector
elements, denoting the received signal present at different
branches but originating from a common source, may share a
certain amount of correlation. Mathematically, this translates
to the joint probability density function (pdf) of the desired
signal and interference as seen by user d from a set of M
active users, being given by
fhd ,h1 ,...,hL (hd , h1 , . . . , hL ) = fhd (hd )

fhm (hm ).

m=1

In
effect,
the
N -dimensional
vector
hi
=
denotes
the
[i,1 eji,1 , i,2 eji,2 , . . . , i,N eji,N ]T
complex random channel gains experienced by the transmitted
signal of the ith user among N diversity branches.
After conditioning upon the vector hd , the distribution ofthe channel
output in (8) is obtained as r

CN (bd Pd hd , i=d Pi Ri + N). It is common for the output
of a vector channel to be processed via a linear operation to
yield the decision statistic
vd = {wdH r}

(9)

and the recovered bit according to


bd = sgn{vd } .
Within a detection-theoretic framework, the complex vector
wd is a function of the matrix H for minimum meansquare error (MMSE) and decorrelator detectors [11], or
alternatively a function of the vector hd for simpler (and
inferior) detectors. In this presentation we shall restrict
attention to the latter class of detectors when specifying
on hd we obtain vd
wd . Having
already conditioned

N ( {bd Pd wdH hd }, 12 wdH ( i=d Pi Ri + N)wd ) with the
corresponding BER given by


E[vd ]
P [e|hd ] = Q 
V ar[vd ]

H
{wd hd }
(.10)
= Q 

1
H
w
(
P
R
+
N)w
i
i
d
i=d
2Pd d
In the derivation of the above expression it was recognized
that, by symmetry, the probability of error conditioned on bd =

(6)

1 will be equal to that when bd = 1. The unconditional BER


is


H
{wd hd }

Pe = E Q 

1
H
w
(
P
R
+
N)w
d
i=d i i
2Pd d

H
{w
h
}
d
d
(11)
Q E 

1
H(
w
P
R
+
N)w
d
i=d i i
2Pd d
with the expectation taken with respect to hd . The lower
bound follows from Jensens inequality and the convexity of
the Q-function over [0, +). Within the diversity combining
literature the MRC specification requires that wd = hd . With
MRC, the lower bound in (11) can be written as


H
h
h
d d
(12)
Pe Q E 

1
H
h
(
P
R
+
N)h
i
i
d
i
=
d
d
2Pd
with the argument inside the Q-function expressed
in the


form of (6) with B = 2P1 d
P
R
+
N
,
A
= I,
i=d i i
R = Rd , and m = md . It should be apparent that the
substitution of (7) into (12) would correspond to the more
specific scenario in which the desired users signal experiences
arbitrarily correlated Rayleigh fading. The tightness of the
above bound will be investigated in the following section,
however, two benefits seem evident at this point. Firstly, the
general applicability of the lower bound to various statistical
fading conditions, and secondly, the fact that the bound will
consist of a single integral (inside the Q-function) with finite
limits irrespective of the diversity order (N ) or the number of
users (M ). For reference, we provide the expression for the
exact BER with MRC combining


H
hd hd

Pe = E Q 

1
H
h
(
P
R
+
N)h
i
i
d
i=d
2Pd d


 /2 
2
1
h
)
Pd (hH
d
d
=
exp

2
0
hH
hd
i=d Pi Ri + N)hd sin
d (
fhd (hd )dhd d

(13)

by considering an alternate form of the Q-function which has


finite limits [12]. We note that the exact BER expression
consists of an N -fold integral, whereas the lower bound
consisted of a single integral with finite limits irrespective
of

P
R
the diversity
order.
A
further
simplification
of
i=d i i +

N = ( i=d Pi i + )I exists if N = I, and the interferers
have independent identically distributed (i.i.d.) fading statistics
at each diversity branch, that is if Ri = i I i = d with

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 4, APRIL 2008

i  E[|hij |2 ] = E[2ij ] j, i = d. The conditional BER of


(10) will reduce to

 /2
H
1
Pd hd hd
d,

exp 
P [e|hd ] =
2
0
P

sin

i
i
i=d
(14)
with the unconditional probability derived as
1
exp(mH
d Rd md )
Pe =
N +1


 /2
1
1
a
1 1
exp mH
Rd md
d Rd (Rd + sin2 I)

I + a2 Rd

0
sin

with a = Pd /( i=d Pi i + ). Furthermore, if md = 0 and
Rd = d I with d  E[|hdj |2 ] j, then the exact BER can
be expressed as

N

sin2
1 /2
Pe =
d
0
sin2 + c


k 
N
1 

1 2
1
2k
=
(15)
1
k
2
4
k=0


c/(1 + c) and c = Pd d /( i=d Pi i + ).
with =
Although the above expression provides an exact BER in
closed-form, the applicability of the result is limited to the
scenario of i.i.d. Rayleigh fading for the received signal of
the desired user, and i.i.d. fading among the components of
the interferers propagation vectors.

IV. S IMULATION R ESULTS AND D ISCUSSION


The analytical results derived in the previous section warrant quantitative investigation. The objective of this section
is twofold. First, we wish to investigate the tightness of the
lower bound on the performance of MRC over a correlated
Gaussian vector channel. Secondly, with the scenario of mutually independent fading among the diversity branches as a
baseline, we wish to examine the impact of correlated fading
on system performance. Prior to the quantitative investigation,
we examine the application of the correlated Gaussian vector
channel model of Fig. 1 to a multiuser frequency diversity
system. Subsequently, in the performance analysis, we shall
restrict attention to the users experiencing Rayleigh faded
channels.
Frequency diversity in the form of orthogonal frequency
division multiplexing (OFDM) has been adopted for high
data-rate wireless multimedia applications as well as being a candidate for upcoming cellular radio standards. The
most promising and most heavily investigated multiple access
scheme incorporating OFDM has been multicarrier CDMA
(MC-CDMA) [1]. Within a MC-CDMA system, encoding
(decoding) of N subcarriers is performed prior to transmission
(detection) in order to provide a level of orthogonality among
the M active users. Considering ci as a length N codeword
with ci [n] {1, 1} we define the matrix Ci  diag(ci ).
Adopting the notation of [13] for the more general scenario
of uplink transmission, the channel output is represented by
r = SPb + n

1131

with the ith column of the N M matrix S defined as


si  Ci hi . With BPSK modulation the desired users transmitted bit will be recovered via bd = sgn{ {tH
d r}} with
td  Cd wd , where wd = hd for MRC. Conditioning on the
vector hd followedby straightforward
Manalysis yields d =
1 H
N ( Pd sH
{tH
d r}
d sd , 2 sd (
i=1, i=d Pi Ci Ri Ci +
N)sd ), and thus


P [e|hd ]

Q


=

Q

M

1
sH (
2Pd d

sH
d sd

i=1, i=d

M

1
hH (
2Pd d

Pi Ci Ri Ci + N)sd




hH
d hd




i=1, i=d Pi Ci Ri Ci + N )hd

.

In the above expression we have used the fact that sH


i si =

h
as
well
as
assigned
C
=
C
C
=
C
C
and
N =
hH
i
i d
d i
i
i
Cd NCd . Hence, the lower bound on the unconditioned BER
will be given as
 


Pe

Q E 

M

1
hH (
2Pd d

hH
d hd




i=1, i=d Pi Ci Ri Ci + N )hd


(16)

with the argument inside the Q-function expressed as the


integral
A = I, R = Rd , and B =
Min (7) with
1



(
P
C
R
i=1, i=d i i i Ci + N ). Of course, in the more
2Pd
specific scenario of N = I and i.i.d. fading among the
received subcarriers of each of the M users, the exact BER can
be represented in closed-form via (15). In order to quantify the
impact of correlated fading on the desired users BER, we shall
consider a specific empirical channel model when specifying
the users covariance matrices. Incorporating the notation and
definitions of [14] for an isotropic scattering environment, we
specify the parameters
u1ij =

Jo (2fm ij )
2
1 + kij

u2ij = kij u1ij

with Jo (.) denoting the zero-order Bessel function. In correspondence with the notion of equal frequency spacing between
each pair of adjacent subcarriers (i.e., OFDM-based systems)
we shall assume kij = |i j|k, i, j; where k = 2(f )
indicates an equal frequency separation of f between adjacent channels. Thus, the elements of the desired users
covariance matrix are determined as

i>j
d u1ij + jd u2ij
i<j
d u1ij jd u2ij
Rd (i, j) =
(17)

i = j.
d
For convenience, in the simulations we shall assume the fading
statistics of the interferers to be identical to that of the desired
user via the specification Ri = Rd i.
It is desired to determine the tightness of the derived
lower bound on the performance of MRC over a correlated
Gaussian vector channel. Also, with the scenario of mutually
independent fading among the diversity branches as a baseline,
we wish to examine the impact of correlated fading on system
performance. The MC-CDMA system will consist of N = 32
subcarriers with each user randomly selecting a codeword.
Furthermore, a frequency separation of f = 312.5 kHz
among adjacent subcarriers (IEEE 802.11a), channel delay

1132

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 4, APRIL 2008

10

10

10

10

10

Bit error rate

Bit error rate

10

Exact BER, SNR=5dB


Lower bound on BER, SNR=5dB
Exact BER, SNR=10dB
Lower bound on BER, SNR=10dB
Exact BER, SNR=20dB
Lower bound on BER, SNR=20dB

10

15
Interferers (L)

20

25

10

10

10

30

Fig. 2. Illustration of the tightness of the lower bound within the context of
a frequency diversity system with N = 32 subcarriers used for transmission.

spread of = 0.1s, and ij = 0 indicating no time offset


between reception of the subcarriers will be assumed. The
mean signal-to-noise ratio (SNR) per bit of the desired user
will be defined as
SN R =

10

N Pd d
2

with SN R = 5, 10, and 20 dB used in the simulations and


referred to as low, moderate, and high SNR, respectively. We
shall presume all users to be of equal transmit power via the
assignment Pi = Pd i.
The tightness of our derived lower bound on the BER is
illustrated in Fig. 2. The exact BER was obtained via a 106
sample Monte Carlo simulation of (13) and subsequent averaging over the number of iterations. Generally, an improvement
in computation time and processing will be realized in the
Monte Carlo simulation of such equations as opposed to fullscale system-level simulation intended to arrive at the same
numerical performance results. The finite-limit integral in the
lower bound was computed via Simpsons rule. It is observed
that the lower bound is within an order of magnitude of the
exact BER irrespective of the SNR value or the number of
interferers. The lower bound is tighter for a larger number
of interferers with the deviation from the exact BER being
less than a factor of six for L 20. The MRC performance
degradation due to correlated fading is shown in Fig. 3 via
simulation of (13) for correlated fading and computation of
(15) in the case of mutually independent fading among the
components of all the users channel vectors. In the high
SNR regime, a performance loss of an order of magnitude
is apparent for L < 6 with the degradation diminishing for
higher levels of interference. Similarly, in the moderate SNR
region the degradation appears to be at least an order of
magnitude with L < 4 and diminishing steadily afterwards.
A maximal degradation of a factor of two is observed in the
low SNR regime. This may be explained by noting that an
increase in interference or noise will lead to a higher error
floor. Such an error floor will exist regardless of the properties
of the users channel covariance matrices. Thus, there will be a

SNR=5dB, correlated fading


SNR=5dB, independent fading
SNR=10dB, correlated fading
SNR=10dB, independent fading
SNR=20dB, correlated fading
SNR=20dB, independent fading

10

15

20

25

30

Interferers (L)

Fig. 3. Comparison of the BER of a MC-CDMA system with correlated and


uncorrelated fading among the components of the users propagation vectors.
The results were obtained via computation of the analytical expressions for
the exact BER with correlated and uncorrelated fading.

decreasing advantage in having full diversity (that is, complete


independence among branches) simply because the benefits
will be less apparent due to the high levels of interference
or noise. It is also observed that, for both correlated and
independent fading, the SNR heavily influences the BER
in a lightly loaded system, but is of diminishing value for
increasing levels of interference.
V. C ONCLUSION
In this paper the bit error rate of MRC was examined over
a correlated Gaussian vector channel. A lower bound was
derived with the variable-power users channel vectors following a complex Gaussian distribution with arbitrary means and
covariance matrices. Exact BER expressions were examined
in less general cases, such as with the interferers signals
experiencing i.i.d. fading, and all users experiencing i.i.d.
Rayleigh fading. Numerical results illustrating the impact of
the number of cochannel interferers, different SNR conditions,
and correlated fading on a users BER were presented within
the context of a frequency diversity system. In general, the
BER degradation caused by statistical dependence among
diversity branches is most pronounced for increasing SNR
values along with decreasing levels of interference.
ACKNOWLEDGMENT
The authors wish to thank Robert Berk for bringing reference [9] to their attention. We also thank Xiao-Li Meng for
an insightful discussion.
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