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Abstract Orthogonality between the subcarriers of an orthogonal frequency division multiplexing (OFDM) system is affected
by phase noise, which causes inter-carrier interference (ICI). The
distribution of this interference term is studied in this paper. The
distribution of the ICI for large number of carriers is derived and
it is shown that the complex Gaussian approximation, generally
applied in previous literature, is not valid and that the ICI
term exhibits thicker tails. An analysis of the tail probabilities
confirms these finding and shows that bit-error probabilities are
severely underestimated when the Gaussian approximation for
the ICI term is used, leading to too optimistic design criteria.
Results from a simulation study confirm the analytical findings
and show the validity of the limit distribution, obtained under
the assumption of a large number of subcarriers, already for a
modest number of subcarriers.
Index Terms Inter-carrier interference, limit distribution, orthogonal frequency division multiplexing, phase noise, stochastic
integral, tail probabilities.
I. I NTRODUCTION
HE multicarrier technique orthogonal frequency division
multiplexing (OFDM) [1] is chosen as basis for several
wireless systems, because of its high spectral efficiency and
ability to divide a dispersive multipath channel into parallel
frequency flat subchannels. Furthermore, most systems apply
a guard interval, a cyclic extension of the OFDM symbols,
to protect the detected symbol against time delayed versions
of the previous symbol, which could cause inter-symbol
interference (ISI) [2]. OFDM is standardized for application
in, amongst others, wireless local-area-networks (WLAN)[3],
wireless metropolitan networks (WMAN), e.g. WiMAX [4],
digital audio broadcasting (DAB) [5] and digital video broadcasting (DVB) [6].
The high spectral efficiency of OFDM is achieved by applying partly overlapping spectra for the different subcarriers.
When the system is perfectly synchronized, these subcarriers
are orthogonal. However, when due to imperfect local oscillators (LO) at either transmitter (TX) or receiver (RX) side of the
system carrier frequency offset or phase noise (PN) occurs, the
orthogonality between the subcarriers is lost and inter-carrier
interference (ICI) occurs. These imperfections in the LOs will
more and more appear to be a factor limiting performance of
OFDM systems, when low-cost implementations or systems
with high carrier frequencies are regarded, since it is in those
cases harder to produce an oscillator with sufficient stability.
Therefore, it is important to understand the influence of imperfect oscillators, i.e. phase noise, on the system performance.
The influence of PN on the performance of an OFDM
system has been regarded in several publications, see e.g.
[7][15]. They all show that the influence can be split into
a multiplicative part, which is common to all subcarriers and
therefore often referred to as common phase error (CPE),
and an additive part, which is often referred to as intercarrier interference (ICI). Although the CPE is identified as the
main performance limiting factor for coherent detection based
receivers, many adequate correction approaches for the CPE
have been proposed previously, see, e.g. [8], [16], [17]. Some
approaches for correction of the ICI have been proposed in
[18], [19], which, however, require high signal-to-noise ratios
(SNRs) to achieve reasonable performance and have a high
complexity.
Thus, since any practical coherent OFDM receiver would
have some kind of CPE correction, the main performance
limiting factor in PN impaired systems is the ICI term. The
properties of the ICI term are studied by several authors, see
e.g. [7][11]. Many of these papers, implicitly or explicitly,
assume the ICI term is complex Gaussian distributed, due to
the central-limit-theorem. This is, however, as also noted by
the authors of [14], [15], an approximation which is only valid
for some combinations of PN and subcarrier spacings. The
authors of [14] show that the complex Gaussian approximation
only holds for fast PN, i.e., PN which changes fast compared
to the symbol time, and that error probabilities calculated
under this Gaussian assumption are very inaccurate for other
types of PN. The authors of [15] confirm these findings with
simulation results from Monte Carlo simulations, which show
that good agreement with the Gaussian distribution is only
achieved when the ratio of the 3 dB bandwidth of the powerspectral-density of the LO spectrum and the subcarrier spacing
c 2007 IEEE
1536-1276/07$25.00
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
1
G )k
N
N
k=0
um,n =
for NG n Ntot 1 (1)
u
m,N
+n
for 0 n NG 1,
where we introduce
m
n
N
k
um,n
NG
i
Ntot
1489
(2)
Ntot 1
1
2(n NG )k
rm,n exp i
.
(3)
xm,k =
N
N
n=NG
N
1
(4)
l=0,l=k
where the received signal is split into three parts: the first term
represents the signal term multiplied with the common phase
error (CPE), the second is the inter-carrier interference (ICI)
term caused by PN and the last term, i.e., nm,k , models the
AWGN in the frequency domain. The factor gm,kl models
the influence of the PN and is given by
gm,kl =
N 1
2(kl)n
1
exp(imNtot+NG +n )ei N .
N n=0
(5)
n+1
j=1
j ,
(6)
where 0 = 0, n N 0, 2 and 2 = 4T . Here
denotes the one-sided 3 dB bandwidth of the corresponding
Lorentzian spectrum of the LO and T is the sample time.
1490
2
4n
=
,
N
N
(7)
where 2 = 4n is independent of N .
Before detection is performed to xm,k , generally correction
of the CPE gm,0 is applied. Approaches proposed in [8], [10],
[16], [17] could be applied to do this. Remaining nuisances
in detection of the signal are the common AWGN and the ICI
term. The influence of the AWGN on detection is well known,
but the statistical properties of the ICI term remain an open
issue in previous literature. Therefore, the remainder of this
paper will focus on the properties of this term.
The ICI for the kth carrier in the mth symbol, here denoted
as m,k , is given by
N
1
m,k
gm,kl sm,l
1
N
N
1
sm,l
l=0,l=k
N
1
m
=
N
exp (imNtot+NG +n ) ei
n=0
sm,l
l=0,l=k
m
N
N
1
N
1
n=0
N
1 i
n=0
N
1
N
1
sm,l
j=mNtot +NG
n
j=0
j
)e
ei
2(kl)n
N
mNtot +NG +n
i(
2(kl)n
N
j
j=1
l=0,l=k
l=0,l=k
mNtot +NG +n
N
1 i
sm,l
ei
2(kl)n
N
i 2(kl)n
N
(11)
l=0,l=k
1
=
N
B. Bit-Error Probabilities
M
1
1 P (x Rm |s = Sm ) ,
M m=1
(12)
(8)
n=0
tot +NG 1
, where the elements of
where m = exp i mN
j
j=1
1
2
j are i.i.d. according to N 0, and where {j }N
j=0 =
mNtot +NG 1
N 1
{mNtot+NG +j }j=0 is independent of {j }j=1
.
In the remainder of this paper we will, without loss of
generality, regard the subcarrier k = 0 in symbol m = 0.
When we then omit the subcarrier and symbol indices for
brevity, (8) reduces to
N
1
n
N
1
2nl
0
exp
i
sl
exp i
j
0,0 = =
.
N
N
n=0
j=0
l=1
(9)
NG 1
The random variable 0 = exp i j=1
j is independent
of all other terms appearing in (9), and has norm 1 and, thus,
gives rise to a rotation in the complex plane of the random
variable
N
1
n
N
1
1
2nl
sl
exp i
j exp i
.
(10)
N
N
n=0
j=0
l=1
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
Pb QPSK
1491
1
1
1
1
1
4
P I >
+ P R <
+ P I >
+ P R >
2
2
2
2
2
1
1
1
1
+ P I <
+ P R >
+ P I <
+ P R <
2
2
2
2
1
1
1
1
1
P I <
+ P I >
+ P R <
+ P R >
,
4
2
2
2
2
1
4
N
1
n
N
1
2ln
1
sl
exp i
j exp i
=
. (15)
N
N
n=0
j=0
l=1
j=0
N
1
n
N
1
2ln
d 1
=
sl
ei N exp i
B j+1 B j .
N
N
N
n=0
j=0
l=1
(17)
In the sequel, we will use
= B j+1 B j , and will
N
N
identify the limit of the right-hand side of (17), which, for
convenience, we again write as .
We also define
sl 1
=
eiBt [1 ei2lt ]dBt ,
(18)
2l 0
j
lZ:l=0
(14)
and
E
f (t, Bt )dBt
g(t, Bt )dBt
1
!
=
E f (t, Bt )g(t, Bt ) dt.
(20)
f (t)dBt
(21)
has
1 2a normal distribution with mean zero and variance
f (t)dt. References for these statements can be found in
0
[24, Chapter 13] or [25].
We will prove the following main result:
Theorem 3.1: When N , for any > 0 fixed, in the
right-hand side of (17) converges in probability to , defined
in (18).
The significance of Theorem 3.1 lies in the fact that it proves
that the ICI converges when the number of subcarriers grows
large, and it identifies the limit explicitly. In the sequel of
this paper, we make use of this explicit limit in (18) to
derive properties of the ICI. We will also present simulations
that show that the distribution of is already close to the
distribution of when N equals 64, thus showing that the
limit result in Theorem 3.1 is also of practical use.
The proof of Theorem 3.1 is deferred to the Appendix.
Simulation Results: To illustrate the convergence for large
number of subcarriers in Theorem 3.1, we have carried out
Monte Carlo simulations. In these simulations an OFDM
system experiencing PN was simulated, where the PN was
modeled as in (6). From the results of these simulation the
ICI-term , as expressed by (15) in the analysis above, was
evaluated. The evaluation was carried out for QPSK modulation and a system for which all carriers were containing data
symbols. As in the analytical derivations, no multipath channel
was simulated. For all results 105 independent experiments
were performed.
First Fig. 1 depicts the empirical cumulative distribution
function (ECDF), denoted by F(x) in the figure, ofthe
normalized real part of the ICI variable, i.e., of {}/ N ,
as found from these simulations. The results are given for
2 = 103 . For a sample frequency of fs = 1/T , this
means that the corner frequency of the PN spectrum is
given by 8.1 102 times the subcarrier spacing fs /N . For
an IEEE 802.11a based system [3], where the subcarrier
spacing fs /N equals 312.5 kHz, this corresponds to a
of 25.3 kHz. Results are depicted in the figure for systems
1492
1
0.9
= 64
= 128
= 256
= 512
0.6
0.75
F(x)
0.7
0.999
0.997
0.99
0.98
0.95
0.90
0.8
F(x)
N
N
N
N
0.5
{}/ N (15)
Corr. normal distr.
0.50
0.25
0.4
0.10
0.05
0.02
0.01
0.003
0.001
0.3
0.2
0.1
0
0.04
0.02
0.02
0.04
5
3
x 10
Fig. 1. The ECDF of the real part of the normalized ICI term, i.e., ,
N
found from Monte Carlo simulations of an OFDM system experiencing PN.
The results are depicted for systems with different number of subcarriers
N . The PN process was modeled according to (6) with a variance equal to
2 = 103 .
Fig. 2.
Normal probability plot of the real part of the normalized ICI
term, i.e., , found from Monte Carlo simulations of an OFDM system
N
experiencing PN. The results are depicted for a system with N = 512
subcarriers. The PN process was modeled according to (6) with a variance
equal to 2 = 103 .
the special case where is quite small. When this is the case,
it seems reasonable to assume that we can replace eiBt in
(22) by 1. If we do so, then we end up with
sl 1
[1 ei2lt ]dBt
2l 0
lZ:l=0
1
sl
B1
=
ei2lt dBt . (23)
2l
0
lZ:l=0
we arrive at
sl 1
ei2lt dBt .
2l 0
XZ
(25)
lZ:l=0
since t
ei2lt is deterministic, we have that
Next,
1 i2lt
e
dBt has a complex normal distribution. Furthermore,
0
since, for |k| = |l|,
1
1
E
cos (2lt)dBt
cos (2kt)dBt
0
0
1
=
cos (2lt) cos (2kt)dt = 0, (26)
0
1
we have that, with Zl = 2 0 cos (2lt)dBt , the sequence
{Zl }
l=1 is a sequence of i.i.d. standard normal random variables, where we are using that a vector of normal random
variables is independent when all covariances are equal to
zero.
Similarly,
1,
1 we can see that, for l
Zl = 2 0 sin (2lt)dBt are i.i.d. standard normal
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
0.9
0.8
0.8
0.7
0.7
0.7
0.6
0.6
0.6
0.5
F(x)
0.8
0.5
0.4
0.4
0.3
0.3
0.3
0.2
0.2
0.2
0.1
0.1
0.1
0.05
0.1
0.15
0.05
(b) 2 = 103
The ECDF of the real part of the normalized ICI term, i.e.,
(27)
Finally, by a similar argument, also {Zl }l1 and {Zl }l1 are
independent. We conclude that
Y+,1 Y,2
a = ZX1 +
2
Y+,2 + Y,1
, (28)
+ i ZX2 +
2
where we define, with sl = Rl +iIl for l > 0, and sl = Rl +iIl
for l < 0,
1 Rl + Rl
,
(29)
X1 =
2
l
l=1
X2 =
Y,1 =
Y,2 =
(c) 2 = 104
(in dashed lines) and normalized real part of the approximation of the limit
(in solid lines). The results are depicted for N = 512 subcarriers and varying 2 .
variables. All
1 these random variables are independent of
Z = B1 = 0 dBt , since
1
1
1
cos (2lt)dBt
1dBt =
cos (2lt)dt = 0.
E
0
0
0.015 0.01 0.005
(a) 2 = 102
0.05
{a }/ N
{}/ N
0.5
0.4
0
0.15 0.1 0.05
Fig. 3.
{a }/ N
{}/ N
0.9
F(x)
F(x)
0.9
{a }/ N
{}/ N
1493
1 Il + Il
,
2
l
l=1
Zl [Rl Rl ]
,
l
(31)
(32)
l=1
(30)
l=1
1494
10
{}/ N
Normaldistr.
{a }/ N
and
2
]
E[Y,1
l=1
2 R2
.
(35)
=
6
Using further that E[ZX1 Y,1 ] = E[ZX1 Y,2 ] = 0, the
random variable R = ZX1 + 2 (Y+,1 Y,2 ), which signifies
the real part of the ICI, has mean zero and variance
1
2
2
Var(R ) = 2 E[(ZX1 )2 ] + E[Y+,1
] + E[Y,2
]
4
1
1
5 2 R2
2 2
+
.
(36)
= R
=
3 12
12
10
F(x)
2 Var(R1 )
1
= Var(R1 )
=
2 l2
6
2
10
10
5 R
10
0.02 0.015
0.01 0.005
0.005
0.01
x
Fig. 4. The ECDF of the real part of normalized ICI term (dotted
N
line), as expressed in (15), and of the normalized approximation of the limit
distribution a (solid line), as expressed in (28), and of the corresponding
N
normal distribution (dashed line) with the same mean and variance. Results
are given for N = 512 subcarriers, QPSK modulation and a PN variance of
2 = 104 .
(33)
1
Var(R1 )
= 2 2
= 2 2 Var(R1 )
2 l2
6
2 R2
,
=
3
l=1
(34)
We will now show that the tail is in fact much larger than
that.
In the explanation below, we will assume that Rl and Il
are 1 with equal probability, for which R2 = 1. For this, we
fix a P , and we investigate the probability that Rl = Rl = 1
R +R
for l P , while l>P l l l 0 and Y+,1 + Y,2 0. By
symmetry of the random variables involved, this probability
is at least 41P 12 12 . Also, when the above is true, then
X1
M
1
1
= log P (1 + o(1)).
l
(38)
l=1
(40)
y
For example, for P = 2 log
4 ( y ) , we obtain that
2
y
exp o( 2 log2 P ) , so that
2 y2
(1 + o(1)) .
P(R > y) exp
8 2 log2 ( y )
1
4P +1
(42)
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
1495
10
10
10
=
=
=
=
700 Hz
1000 Hz
2000 Hz
5000 Hz
Actual system
Gaussian approx.
Small approx. a
10
10
BEP
BEP
10
3
10
10
4
10
10
10
10
10
15
20
25
30
35
10
10
10
10
10
(Hz)
Fig. 6. BEP results from Monte Carlo simulations with an IEEE 802.11alike system applying 16-QAM (in solid lines) and 64-QAM (in dashed lines)
modulation. Results are included for: a system experiencing PN modeled
as in (6) for different values of and applying perfect CPE correction
(Actual system), a system modeling the resulting ICI as an equivalent complex
Gaussian process (Gaussian approx.) and a system modeling the resulting ICI
according to the small approximation of the limit distribution as in (28)
(Small approx. a ).
D. Simulation Results
To confirm these analytical findings, we have carried out
BEP simulations. Hereto an IEEE 802.11a-like system was
simulated, i.e., the number of carriers N = 64, guard interval
length NG = 16 samples, the sample frequency fs = 20 MHz,
which corresponds to a sample length of 50 ns and a symbol
length of (64+16)50 ns = 4 s. In the system all 64 subcarriers
contain data symbols, which for Fig. 5 are taken from the
16-QAM modulation alphabet and for Fig. 6 from both
the 16-QAM and 64-QAM modulation alphabet. A system
without coding and not experiencing a multipath channel was
simulated. The packet length in the simulations was equal to
10 symbols.
Fig. 5 shows BEP results for a system impaired by both
AWGN and PN. The BEP is depicted versus the signal-tonoise ratio (SNR) for different values of , i.e., the 3 dB
bandwidth of the LO power spectral density. The PN is
generated according to the model in (6) and the CPE is
perfectly removed, leaving the ICI as the only influence of
the PN. Results from these simulations are given by the
dashed lines in the figure. The simulated s vary from 700
to 5000 Hz, which corresponds to 2 values varying from
1.4 104 to 103 .
These results are depicted together with results from simulations where the influence of the ICI is modeled as an additional
zero-mean complex Gaussian noise source at the receiver, i.e.,
the commonly used approach in previous literature, where the
variance of the noise equals that of the actual ICI. The results
of these simulations are given by the dash-dot lines. Finally,
results are included from simulations where the influence of
the ICI is modeled using the small approximation of the
proposed model for ICI, i.e., a , as defined by (28). These
1496
IV. C ONCLUSIONS
The wide application of orthogonal frequency division
multiplexing (OFDM) in wireless systems justifies a careful
investigation of its performance limiting factors. The influence
of imperfect oscillators, i.e., phase noise (PN), is identified as
one of the major impairments of OFDM, especially when lowcost and high-frequency systems are considered. Therefore, the
distribution of the inter-carrier interference (ICI) due to PN is
studied in this paper.
In most of the previous contributions, the ICI was assumed
to be zero-mean complex Gaussian distributed. In this paper,
however, it was shown that this assumption is not valid and
the limit distribution of the ICI term for large number of
subcarriers is derived. This distribution is shown to exhibit
thicker tails than the Gaussian distribution with the same
mean and variance. In an analysis of the tail probabilities
these finding were confirmed and it was shown that bit-error
probabilities are severely underestimated when the Gaussian
approximation for the ICI term is used.
Results from simulation studies show the validity of the
limit distribution, obtained under the assumption of a large
number of subcarries, already for a modest number of subcarriers. Furthermore, they show that for small values of the
PN variance, the limit distribution very well resembles the ICI
distribution. Additionally, it is shown that the tail probabilities
are severely underestimated by the corresponding Gaussian
distribution. Finally, results from a BEP-study for a IEEE
802.11a-like system show that the derived limit distribution is
suitable to obtain the correct BEP of a PN-impaired system,
this in contrast to an approach using the Gaussian approximation.
The results in this paper can be used by system designers to
better specify the level of tolerable PN, for an OFDM system
to achieve a certain bit-error probability. This paper shows that
applying the Gaussian approximation would lead to a serious
underspecification of the LO.
A PPENDIX
In this Appendix we will provide the proof for Theorem 3.1.
We first reduce the proof of Theorem 3.1 to four key
convergence statements (52), (59), (65) and (66). After this,
we prove these four statements separately.
Proof of Theorem 3.1 subject to (52), (59), (65) and (66).
We recall that XN converges in probability to X, and write
P
XN X, when, for every > 0,
lim P(|XN X| > ) = 0.
(43)
ei
n
j=0
j i 2ln
N
(44)
n=0
For this, we will use partial summation, which states that for
m
any two sequences of numbers {an }m
n=1 and {bn }n=1 , we
have
m1
an (bn+1 bn )
n=0
= am b m a0 b 0
m1
n=0
We apply this to
an = e i
n
j=0
j
bn+1 bn = ei
so that
bn =
n1
ei
2lj
N
2ln
N
(46)
(47)
j=0
ei
2ln
N
2l
ei N
1
1
(48)
Therefore, we arrive at
N
1
ei
n
j=0
j i 2ln
N
n=0
N
1
1
e
i 2l
N
! n
2l(n+1) !
ein+1 1 ei j=0 j 1 ei N
.
n=0
(49)
2
ei
n
j=0
j i 2ln
N
n=0
N
1
i
2l
ei N
n=0
n+1 ei
n
j=0
j
1 ei
2l(n+1)
N
. (50)
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
N
1
l=1
N
1
isl
N [ei
2l
N
1]
n+1 e
i
n
j=0
j
1e
we have
i 2l(n+1)
N
n=0
N = 0,
P
N
1
isl
N [ei
0<|l|N/2
2l
N
1]
n+1 ei
n
j=0
j
1e
i 2l(n+1)
N
N
1
N [e
1]
isl
2N
n=0
N
1
n+1 ei
n+1 ei
2l(n+1)
N
as well as
j
1 ei
n
j=0
j
! P
(1)n 1 0, (54)
0<|l|N/2
N
1
2l
N [ei N
1]
n+1 ei
n
j=0
j
1ei
2l(n+1)
N
n=0
(55)
When N , we see that for every l fixed,
N [ei
2l
N
1] 2li,
(56)
lZ:l=0
N 1
n
2l(n+1) !
sl
n+1 ei j=0 j 1 ei N
.
2l n=0
(57)
(64)
(66)
(67)
$
isl
$
E $
i 2l
N 1]
N
[e
K|l|N/2
%
N
1
$
2l(n+1) !$2
i n
i
N
n+1 e j=0 j 1 e
$
n=0
(65)
(58)
lZ:l=0
(61)
N 0.
n=0
isl
SN
n+1
N
N 0,
n
j=0
n=0
j
= + N + N + N .
n
j=0
we have that
(53)
i 2l
N
(52)
n+1 ei
N
1
n=0
(51)
Indeed, below we will prove that, N , which is defined to
be the difference between and , converges to zero in
probability, i.e.,
1497
s2
K|l|N/2
&
1
N 2 |ei
2l
N
1|2
%
1
$2
$ N
i n
$
$
j
j=0
E
n+1 e
,
n=0
(68)
where we use the independence of sl for different l, and we
write s2 = E[|sl |2 ]. We write out
%
& N 1
n $2
$
i
n+1 e j=0 j $
E $
n=0
N
1 N
1
n1 =0 n2 =0
E n1 +1 n2 +1 ei
n1
j=0
j i
n2
j=0
j
. (69)
1498
When n
we have that n2 +1 is independent of
1 < n2 ,
n1
n2
i j=0
j i j=0
j
n1 +1 e
e
, so that the expected value equals
zero. Therefore, we arrive at
% N 1
& N 1
$
!
n
$2
= 2 , (70)
ei j=0 j $ =
E 2
E $
n+1
N
K|l|N/2
N
1
N [ei
2l
N
n
j=0
j
1e
i 2l(n+1)
N
!$$2
$
j=0
j
1 ei
2l(n+1)
N
N 2 |ei
K|l|N/2
We conclude that
|e
i 2l
N
N
0.
1
2l
N
1|2
|ei N 1| $$sin
N $
N
. (78)
1| min
2|x|
. (71)
=
N
N [ei
1<|l|KN
N
1
2l
N
1](2l)
n+1 e
n
j=0
j
n
j=0
s2 2
j
1 ei
(72)
K|l|N/2
for all
2
| ] = s2 2
E[|N
(73)
$2
$
2l
$
$
$2il N [ei N 1]$
N 2 |ei
2l
N
2l
N
1]| C
(74)
. (80)
1|2 (2l)2
(81)
l2
,
N
(82)
!$$2
$
cKN
1
.
N
N
(83)
This converges
to zero for every KN = o(N ), for example
for KN = N . This proves the convergence in (65).
1
, (75)
min{|l|2 , N 2 }
KN |l|<
(76)
which implies that the contribution due to |l| KN in
converge to 0 in probability. We are left to investigate the
contribution due to 0 < |l| KN , since we know that
P
n
N
1
$
$
i
2l(n+1) !$2
j
s
$
l
e j=0 1 ei N
E $
$ 0,
2l n=0 n+1
N N
0,
2l(n+1)
N
2
E[|N
| ] Cs2 2
2l(n+1)
N
1 ei
n=0
1]
n=0
sl
2l
2il N [ei N 1]
1<|l|KN
isl
2l
i
N [e N
n+1 ei
1<|l|KN
|l|
,1 .
N
(79)
N
1
n
n+1 e
1]
2l
N
s2 2
K|l|N/2
N
1
isl
n+1 ei
N [ei
1] 2l
n=0
n=0
$
$
E $
sl
1<|l|KN
n=0
so that we obtain
$
$
E $
&
n+1
n=0
where we define
(77)
N
1
1
N
sl
ei
0<|l|N/2
2l
N
! n
2l(n+1) !
ein+1 1 in+1 ei j=0 j 1 ei N
. (84)
n=0
E[|N |2 ] s2
&
0<|l|N/2
1
2l
N 2 |ei N
1|2
%
1
$ N
! i n $2
in+1
$
$
j
E
1 in+1 e j=0
. (85)
e
n=0
SCHENK et al.: DISTRIBUTION OF THE ICI TERM IN PHASE NOISE IMPAIRED OFDM SYSTEMS
N
1
$
!$2
E $ein+1 1 in+1 $
n=0
!
where we use that E 4
n+1 =
2
E[N
]
3 4 s2
N
0<|l|N/2
N
1
! 3 4
, (86)
E 4
n+1 =
N
n=0
34
N2 .
We arrive at
1
2l
N 2 |ei N
1|2
1499
c
,
N
Since, for every t, the integrand eiBt S(t) has a finite second
moment, and since the process t
eiBt S(t) is predictable,
the sum in (92) converges in probability to the integral in
(93). See, e.g., [24, Section 13.8] for convergence results of
stochastic integrals.
ACKNOWLEDGEMENTS
The authors are grateful to the anonymous referees for their
valuable comments.
(87)
R EFERENCES
1500