International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

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Cooperative Beamforming for Multi-User

Multi-Relay Cognitive Radio Networks Based
on Second-Order Statistics of Channel State
Information
Nabih Alaoui, Vahid Meghdadi, Jean-Pierre Cances
ENSIL, University of Limoges, Xlim/C2S2/ESTE UMR CNRS 6172
16, Rue Atlantis - Parc ESTER - BP 6804- 87068 Limoges cedex, France
{nabih.alaoui, meghdadi, cances}@ensil.unilim.fr
Abstract
This paper has investigated linear beamforming techniques
in relay networks with one source and multiple relays and
destinations with the goal to determine the beamforming
matrix so that the signal to noise plus interference ratio at
the destination is maximized subject to different power
constraints. Two power constraints were considered here: 1a total (source and relay) power constraint and 2- individual
relay power constraints. The key point of this paperwas tha
only the second order statistics of channel state information
(CSI) was proposed for use which is a more realistic scenario
than the case where instantaneous CSI is assumed to be
perfectly known at the relay place. It was considered that the
source is equipped with multiple transmit antennas and
hence it transmits a vector of several symbols at each time.
Based on a former work of (J. Li, A. P. Petropulu and H. V.
Poor 2011), this new optimization problem was solved and it
was shown that despite some losses when compared to the
case of zero forcing (ZF) precoding with perfect channel
state information (CSI), the obtained results clearly show
that second order statistics based beamforming algorithms
are good candidates to reliably support multiple parallel
data streams with SINR requirements in multiuser multirelay systems.
Keywords
Beamforming; Cooperative Networks; Cognitive Radio Network;
Zero Forcing Beamforming; Optimization under Power
Constraints; Second Order Statistics of Channel State Information

Introduction
Cooperative diversity is now recognized as an
available alternative to using co-located antennas as in
multiple-input multiple-output (MIMO) systems since
it is possible to achieve the same diversity gain. In
cooperative communications, multiple nodes in a
wireless network cooperate among themselves to form

a virtual antenna array. Using cooperation from relay

nodes, the destination receives multiple versions of the
message from the source and one or more relays and
combines them to obtain an estimation of the
transmitted signal. Among the different relaying
techniques, Amplify-and-Forward (AF) is probably the
most popular protocol because of its low complexity
and implementation cost, since it only needs simple
forwarding at the relays. In AF transmissions, the
challenge is to compute beamforming matrices at the
relay side in order to maximize the signal to noise plus
interference ratio at destination. This optimization step
must take into account power constraints. Usually two
kinds of power constraint are considered: 1- a total
(source and relay) power constraint and 2- individual
relay power constraints. In the existing scientific
literature, results may be classified into those that rely
on channel state information (CSI) availability at the
relays (Y. Jing and H. Jafarkhani 2007, L. Dong, A.P.
Petropulu and H. V. Poor , V. H. Nassab, S.
Shahbazpanahi, A. Grami 2010)and those that allow
for channel uncertainty i.e. those that rely on channel
statistics such as the matrix covariance of CSI or
imperfect channel feedback (CSI with error
estimations) (V. H. Nassab, S. Shahbazpanahi, A.
Grami and Z. Q. Luo 2008, S. Fazelli-Dehkordy, S.
Shahbazpanahi, S. Gazor 2009, L. Dong, Z. Han, A. P.
Petropulu and H. V. Poor 2010). Beyond these
considerations, one can remark that the relaying
research has been recently extended to multiple
antenna systems, which can greatly improve the
throughput of relaying systems. As examples, one can
cite the work (L. Dong, A. P. Petropulu and H. V. Poor
2008) where a scenario involving multiple
simultaneously transmitting single antenna sources,

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International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

multiple relays and destinations, was considered. This

work was extended in (L. Dong, A.P. Petropulu and H.
V. Poor 2009) by the same authors in order to compute
optimum weight vectors for minimizing transmit
power subject to a signal strength constraint at each
destination. In this case, a perfect knowledge of the
instantaneous CSI was assumed.

(Y. Liu, A. P. Petropulu 2010) which use the perfect

instantaneous CSI of the different channels. Despite
some losses, the obtained results clearly show that
second order statistics based beamforming algorithms
are good candidates to reliably support multiple
parallel data streams with SINR requirements in
multiuser multirelay systems.

Among the numerous existing papers in the field, two

of them ((J. Li, A. P. Petropulu and H. V. Poor 2011)
and (V. H. Nassab, S. Shahbazpanahi, A. Grami and Z.
Q. Luo 2008)) have been particularly selected which
constitute the main basis of the work presented in this
paper. These papers derived optimum beamforming
weights with the use of the second order statistics of
the CSI. In (J. Li, A. P. Petropulu and H. V. Poor 2011),
the context was simplified since the authors
considered a source transmitting a signal to a single
destination with the help of AF relay nodes. The
problem of obtaining beamforming weights took into
account both individual relay power constraints and
total relay power constraint. In the case of individual
relay power constraints, a semi-definite programming
(SDP) relaxation plus bisection search technique was
proposed. When the SDP relaxation generates a rank
one solution, then it is sure that this is the exact
solution of the problem; otherwise the authors of (V. H.
Nassab, S. Shahbazpanahi, A. Grami and Z. Q. Luo
2008)proposed a Gaussian random procedure (GRP) to
search for an approximate solution. This time
consuming method has been replaced in (J. Li, A. P.
Petropulu and H. V. Poor 2011)by two other more
efficient methods. The first method is based on the
coordinate descent method while the second one
transforms the original problem into an infinity norm
maximization problem which can be solved using the
augmented Lagrangian method.

System Model and Mathematicam Optimization

In this paper, an extension of the work was proposed

in (J. Li, A. P. Petropulu and H. V. Poor 2011) to the
context of multiple destinations. To deal with this new
context, it was considered that the relay to mobile
station channels is non orthogonal to each other, i.e.
we have to cope with strong interfering signals.
The different optimization problems were solved
using the methods presented in (J. Li, A. P. Petropulu
and H. V. Poor 2011) and two kinds of constraints
were taken into account: 1- a total (source and relay)
power constraint and 2- individual relay power
constraints. In the simulation result part, the obtained
performances were analyzed by comparing them with
the case of zero-forcing (ZF) based precoders at relays

90

It was considered here that the relay to mobile channels

is non orthogonal. It would be possible to reduce the
amount of interference by using TDMA for these
channels, but this complicates the synchronization
between the different mobile stations and this will
entail a reduction of the throughput efficiency.
System Model
We consider the following system with R relays and M
mobile stations depicted in Fig. 1. The source is
equipped with M antennas and it sends a message
vector of data s = [ s1 , s2 ,..., sM ]1M towards mobile
station j where each sk constitutes a transmit symbol
2

with unit energy: E ( sk ) = 1 . Supposing that there is

no direct link between source and mobile stations due
to their poor capacity. The source is in fact considered
here as a base station. It was assumed that each relay
is only equipped with one antenna. In this case, the
received signal at relay i can be written as:

=
zi

Relay 1

g1,,1

H1
Relay 2

Mobile Station 1
gR,,1

H2
Relay i

Source

(1)

Ps / M H i sT=
+ vi i 1,..., R

gi,,j

Mobile Station j

Hi
gR,,j

HR

Mobile Station M

gR,,M

Relay R

FIG. 1 MULTI-RELAY, MULTI-USER SYSTEM

The transmitted signal by the source is equal to:

ti = PS / M sT

where

PS

represents

the

source

average transmit power for each block s j since we

have:
2
2
2
Ps
Ps
]
Ptrans = E[ti=
ti ]
E[ s1 + s2 + ... + sM =
=
M Ps
M
M
The matrices Hi are 1M matrices of complex Gaussian
random variables of mean zero and variance 1 (0.5 per
dimension). It can be supposed that these components

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

are uncorrelated since it is possible to separate the

transmit antennas enough on a base station. So, we
have:

H i = [ H i (1, l )]l =1,..., M with

{
E {H

}
(1, m) H =
(1, n)}

(2)

*
E H i (1, m) H=
0 if : m n and
i (1, n)
i

*
i

1=
if : m n

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we obtain:
R

wk gk , j H k (1, n) sn = wk gk , j H k ,~ j s~T j

k 1=
n 1
=
n j

k 1
=

= w diag[ g j ] H ~ j s~T j

Finally, formula (3) yields (4):

=
uj
Ps / M w diag[ g j ] H ( j )T s j +
(4)
vi is classically an additive white Gaussian noise
w diag[ g j ] H ~ j s~T j + w diag[ g j ]v + j
2
sample of mean zero and variance SR
. The relay i
j is a sample of an additive white Gaussian noise of
weights the signal zi with a weight wi and then
2
mean zero and variance RD
.
retransmits the signal: x = w z . The received signal at
i

i i

Then, we define the following matrices and vectors:

U j = diag[ g j ] H ~ j , T j = diag[ g j ]v

the mobile station j is equal to (3):

R

gk , j wk zk + j

uj
=

We can rewrite (4) as follows:

k =1

gk , j wk [
k =1

Ps / M g k , j wk H k (1,
k 1
=

The useful signal component in (5) is equal to:

Ps / M w Pj s j and its power is:

j ) s j + Ps / M g k , j wk H k (1, n) sn
k 1 =n 1
=
n j

+ g k , j wk vk + j

=
Pn E

+ g k , j wk vk + j
k =1

We define the following matrices and vectors for the

useful signal at MS j:
w1 R = [ w1 , w2 ,..., wR ] ,

P j = diag[ g j ]R R H R( j )1T

Ps / M w U j s~T j + w T j + j

} { }

Q j = E diag(g j ) diag(g j )

(7)

}
},..., E { g })
2

= E diag( g1, j , g 2, j ,..., g R , j )

g j = [ g1, j , g 2, j ,..., g R, j ]1 R

{ }, E { g

= diag( E g1, j

Concerning the interfering signals, we define:

s~T j = [ s1 , s2 ,..., s j 1 , s j +1 ,..., sM ]T( M 1)1

2
P
2
2

= E s w U j s~T j + E w T j + E j
M

P
2
2
w Q j w + RD
= s w RU j w + SR
M
With

= [ g1, j H (1, j ), g 2, j H (2, j ),..., g R , j H ( R, j )]TR1

We can write

interference plus noise signal power is then equal to:

k 1 =n 1
=
n j

H k ,~ j

(6)

Matrix RPj is defined by: RPj = E Pj .Pj . The total

Ps / M w diag[ g j ] H ( j )T s j + Ps / M wk g k , j H k (1, n) sn

and:

2
Ps
=
Pd E=
Ps / M .w.Pj .s j
w RPj w
(3)
M

k =1

and

(5)

Ps / M w Pj s j + w U j s~T j + w T j + j

=
uj

Ps / M H k sT + vk ] + j

2
2, j

R, j

and RU j = E U j (U j ) .

[ H k (1, n), H k (2, n),..., H k ( j 1, n),

The total relay transmit power and transmit power at

the ith relay are respectively given by:

H k ( j + 1, n),...H k ( M , n)]1( M 1)

total relay transmit power

Pr
wk gk , j H k (1, n) sn in the following =

k 1=
n 1
=
n j

{ }

=
E zi

=i 1 =i 1

wi ( Ps / M H i s j T + vi )

way:
= E wi ( Ps / M H i (1, p ) si + vi )
R
M
R
p 1
=i 1 =

wk gk , j H k (1, n) sn = wk gk , j H k ,~ j s~T j
k 1=
n 1
k 1
=
=
P
2
n j
w w
= s w D w + SR
M
Then, we define: H ~ j = [ H1,~ j , H 2,~ j ,..., H R,~ j ]TRM 1 ,
With:
R

}
(8)

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International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

In fact, to obtain a closed form solution for this

optimization problem, we relax the constraints by

M
M
M
D = E [ H1 (1, p ), H 2 (1, p),..., H R (1, p)]
=
p 1 =p 1 =p 1
M
M
M

[ H1 (1, p ), H 2 (1, p ),..., H R (1, p)]

=
=
p 1=
p 1
p 1

} {
}
{
..., E { H (1,1) } + E { H (1, 2) } + ... + E { H

= diag(E H1 (1,1)

+ E H1 (1, 2)

we get a candidate solution, we check if (di ) thres

2

+ ... + E H1 (1, M )

dropping the conditions: (di ) thres i j . Once

R (1, M )

})

Since the components of vectors H i are uncorrelated

random variables.

i j . If this is not the case, the optimization has

failed. So, we solve the following simplified
optimization problem:
P
max Ps , w (d j ) =d
Pn
=

Power of relay i

(P D +
{ }=
2

Pr ,i =
E zi

s ii

2
SR )

wi

(9)

i=
1, 2,...R

Where Dii represents the (i,i)th element of matrix D.

The signal to noise plus interference ratio at mobile
station j is then equal to:
Ps / M w RPj w
Pd
( j)
d =
=
(10)
2
2
Pn Ps / M w RU j w + SR
w Q j w + RD

s.t. Ps +

Ps / M w RPj w
2
2
Ps / M w RU j w + SR
w Q j w + RD

(13)

Ps
2
w D w + SR
w w P0
M

If we call ( w opt , Psopt ) the solution of (13), then the

first step is to prove that:
Psopt opt
2
w D w opt + SR
w opt =
P0 (14)
M
Otherwise, if we suppose that:
Psopt +

Optimization Steps

Psopt +

Psopt opt
2
.w .D.w opt + SR
.w opt .w opt < P0 ,
M

The goal is to determine the beamforming weights wi

Let:

in order to maximize the average SINR at a given

mobile station j subject to certain power constraints.
This context may correspond to the scenario of a
cognitive radio network where a primary mobile
station (station j) transmits and receives data with
coexisting secondary users. Secondary user mobile
stations act as interferers for mobile station j and the
SINR of the primary user was optimized while
maintaining SINR of secondary users above a given
threshold. Concerning the power constraints, the first
kind corresponds to the case in which the total power
of the source and all relays is constrained i.e.

P opt
M
we have > 1 . It is easy to verify that
2
w opt w opt ) ,
=
( P0 Psopt ) / ( s w opt D w opt + SR

( .w opt , Psopt ) satisfies the constraint but results in

a larger objective value (J. Li, A. P. Petropulu and
H. V. Poor 2011). This is in contradiction with the
optimality of ( w opt , Psopt ) .
Proof
We have:
Psopt
2
w opt D w opt + SR
w opt w opt
M
P opt
2
=
w opt w opt )
Psopt + ( s w opt D w opt + SR
M
= Psopt + P0 Psopt = P0
Psopt +

(11)

Ps + Pr P0

Where P0 is the maximum allowable total transmit

power of the source and all relays. The second kind is
the individual relay power constraints in which each
relay node is restricted in its transmit power i.e.
(12)

Pr ,i Pi

Pi is the maximum allowable transmit power at the

ith relay.
1) SNR Optimization under Total Power Constraint
We have to solve the following optimization problem:

Hence, the constraint is satisfied.

Concerning the new signal-to-noise plus interfereence ratio, we have:
Pd
dnew( j ) =
Pn
=

max Ps , w (d j ) =

Ps / M w RPj w
Pd
=
2
2
Pn Ps / M w RU j w + SR
w Q j w + RD

P
2
w w P0 (di ) thres i j
s.t. Ps + s w D w + SR
M
92

(15)

Psopt / M w opt RPj w opt

2
2
Psopt / M w opt RU j w opt + SR
w opt Q j w opt + RD

Psopt / M w opt RPj w opt

2
2
Psopt / M w opt RU j w opt + SR
w opt Q j w opt + RD
/

2
2
/ < RD
And since, RD
we have classically:

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

The remaining step is to find Psopt , we have the

j)
dnew( j ) > opt(
d

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optimization problem (24):

(16)

Psopt / M w opt RPj w opt

2
2
Psopt / M w opt RU j w opt + SR
w opt Q j w opt + RD

Psopt = arg max Ps [

Ps ( P0 Ps )

This completes the proof.

With this, the problem of (13) is equivalent to:

min ( Ps ( P0 Ps ) / M

Ps / M w RPj w
Pd
=
2
2
Pn Ps / M w RU j w + SR
w Q j w + RD
(17)
Ps
2
s.t. Ps +
w D w + SR
w w =
P0
M
It follows from the second equality of (17) that:
max (d j ) =

2
w [( Ps / M ) D + SR
I ] w
P0 Ps

1=

(18)

Using (18) into the definition of (d j ) , we arrive at (19):

=
=

Ps / M w RPj w
Pd
=
2
Pn Ps / M w RU j w + SR2 wQ j w + RD

Ps / M w RU j w

2
+ SR2 wQ j w + RD
w [( Ps

(25):
xopt = arg max x [

x P0 ( P0 x P0 )
M
1

2
2 2
( x P0 / M ) A3 + RD SR RPj1 )
min ( x P0 ( P0 x P0 ) / M A1 + ( P0 x P0 ) SR2 A2 + RD

x = arg max x [
opt

P0 x (1 x)

w RPj w
Ps ( P0 Ps )
2
M w [ Ps ( P0 Ps ) / M RU j + ( P0 Ps ) SR2 Q j + RD
[( Ps / M ) D + SR2 I ]] w

Lemma 1
For definite semi-positive Hermitian matrices C1
0, we have the following

result:
max x 0

x C1 x
x C2 x

min (C11/2C 2

C11/2 )

(20)

C1 = RPj
2
C 2= Ps ( P0 Ps ) / M RU j + ( P0 Ps ) SR
Qj

2
M ) D + SR

(21)

I]

and we have:

C11/2 C 2

C11/2

1/2

= RP j

[ Ps ( P0 Ps ) / M RU j +

2
=
A2
Ps ( P0 Ps ) / M A1 + ( P0 Ps ) SR

(22)

With: A1 = RPj1/ 2 RU j RPj1/ 2 , A2 = RPj1/ 2 Q j RPj1/ 2 ,

1/ 2

D RP j

(23)

The vector w
corresponds to the eigenvector
associated with the smallest eigenvalue of matrix:
C11/2 C 2 C11/2 .
opt

P0 x (1 x)
2

+ P0 (1 x) SR2 bk
2
P
xopt = arg
min k 1,..., R max 0< x<1[ 0 .objk ( x)]
=
M

( P02 x (1 x) / M ak

2
2 2
+ RD
( P0 / M ) x ck + RD SR d k )

(26)

M
We design objk ( x) , k = 1,,R as the function to be

optimized for each relay. We have the equation (27):

objk ( x) =
x (1 x)
( P02 x (1 x) / M

2
2
2
2
ak + P0 (1 x) SR
bk + RD
( P0 / M ) x ck + RD SR d k )

[objk ( x)]
x
x (1 x)

= [
]
x (k x (1 x) + k (1 x) + k x + k )

(27)

x (1 x)
[
]
x (k x (1 x) + ( k k ) x + k + k )

With:

2
2
2
+ RD
RP j1
( Ps / M ) A3 + RD
SR

1/ 2

2 2
1
/ M ) x A3 + RD SR RPj )

In the case where A1 , A2 , A3 and RPj1 are diagonal

2
2
2
Q j + RD
I ]] RP j1/2
( P0 Ps ) SR
[( Ps / M ) D + SR

A3 = RP j

And:

By identifying (19) with (20), we easily find:

2
[( Ps
+ RD

matrices, we simplify (25) into (26):

xopt = arg
min k 1,..., R max 0< x<1
=

It is possible to solve (19) thanks to the following

lemma.

and C 2 i.e. C1 0, C 2

(25)

- First case

(19)

/ ( P0 Ps )

/ M ) D + SR2 I ] w

] (24)

=
x Ps / P0 1 , we can write
Using the new variable:

2
( P0
min ( P02 x (1 x) / M A1 + P0 (1 x) SR2 A2 + RD

Ps / M w RPj w

2
2 2
( Ps / M ) A3 + RD
+ RD
SR RPj1 )

s.t. 0 Ps P0

(dj ) =

2
A1 + ( P0 Ps ) SR
A2

P02
2
=
ak , k P0 SR
bk ,
.
M
2
2
2
c
d
(
/
)
P
M

,
=
k =

RD 0
k
k
RD SR k
=
k

The former derivative value is null for x satisfying:

x 2 ( k k ) 2 x ( k + k ) + k + k =
0
We obtain eventually:
+ k + k2 + k k + k k + k k
(28)
xk = k
k k
Each value xk , k = 1,,R represents a potential

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International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

value that maximizes the function objk(x). To

terminate the optimization step we have to calculate
the R values xk for the entire set of relays. For each
value xk we calculate objk ( xk ) and we determine:

k opt = arg min k =1,..., R objk ( xk ) ,

we eventually find x opt as:
(29)

x opt = xk opt
- Second case

In the case where A1 , A2 , A3 or RPj1 are not diagonal

matrices. We proceed in the same way as in (J. Li, A.
P. Petropulu and H. V. Poor 2011) to obtain: x opt .
The optimization problem (25) is equivalent to (30):
x =
opt

expressed as:
Ps / M w RPj w
(d j ) =
2
2
Ps / M w RU j w + SR
w Q j w + RD
2
s.t. ( Ps Dii + SR
) wi

(35)

Pk k {1, 2,..., R}

The problem of (35) belongs to the class of

quadratically constrained fractional programs. In
the case of uncorrelated Rayleigh fading channels it
is possible, as in (J. Li, A. P. Petropulu and H. V.
Poor 2011), to obtain a closed form solution. In the
case where matrices RPj , RU j and Q j are
diagonal
matrices
which
corresponds
to
uncorrelated fading, using the Dinkelbach-type
method (W. Dinkelbach 1967), we introduce the
following function (36):
G (t ) = max w [ g (t , w )

RPj (30)
A
2 A2
2
2 2

arg min 0< x<1 min P02 A1 / M + P0 SR

( P0 / M ) 3 + RD
SR
+ RD

x
x (1 x) = Ps / M w RPj w t ( Ps / M wRU j w
1 x

(36)
2
2
Since the objective in (30) is in general not a convex
)]
+ SR
w Q j w + RD
function it is convenient to use Newtons method
2
2
s.t. Pr ,i = ( Ps Dii + SR
) wi Pi i = 1, 2,...R
to search for the stationary points. However, before
The relation between G(t) and the problem of (35)
doing this, it is important to know with the best
is given in the following property (W. Dinkelbach
possible accuracy the location of optimal x. To do
1967).
this, since it is very difficult to make the calculation

with all the terms, we can suppose that at practical

signal to noise ratios, we have the following
approximations:
2
SR

RPj1

x (1 x)

<< ( P0 / M )

A3

1 x

2
and RD

RPj1

x (1 x)

<< P0

A2

(31)

In this case we have equation (32):

opt

A (32)
A2
2
( P0 / M ) 3
+ RD
x
1 x

Property 1:
1- G(t) is strictly decreasing and G(t) = 0 has a
unique root, say t * .
2- Let w * be the solution of (46) corresponding to

t * . Then w * is also the solution of (45) with the

largest objective value t * exactly.
According to property 1, we want to find t * and the

2
arg min 0< x <1 min P02 A1 / M + P0 SR

Since P02 . A1 / M does not depend on x, we have:

associated w * , which is also the solution of (45). To

this end, by denoting the (k,k)th entry of RPj , RU j

2 A2
2
+ RD
x opt arg min 0< x <1 min P0 SR
( P0 / M ) 3 (33)
x
1
x

can rewrite the cost function g (t , w ) as (37):

2
2
( P0 / M ) A3 and S 2 = P0 SR
A2 we
Setting: S1 = RD

and Q j as rp j , k , ru j , k and q j , k , respectively, we

2
t RD
+
g (t , w ) =
R

obtain eventually:
S
S
(34)
x opt arg min 0< x <1 min 1 + 2
x
x
1

We obtain the same optimization problem as in (J.

Li, A. P. Petropulu and H. V. Poor 2011) equation
(22). We can then reuse the results of (J. Li, A. P.
Petropulu and H. V. Poor 2011).

2) SNR Optimization under Individual Relay

Power Constraint
From (9) and (10), the SNR maximization problem
subject to individual relay power constraints is

94

[ Ms rp j ,n t ( Ms ru j ,n + SR2 q j ,n )] wn

(37)

n =1

to get (38):
2
G (t ) =
t RD
+
R

P D
n =1 s

Pn

2
nn + SR

(38)
Ps
P
2
rp j , n t ( s ru j , n + SR
q j , n ))
M
M

associated with the optimal:

Pn
P
P

2
if s rp j ,n t ( s ru j ,n + SR
q j ,n ) > 0

2
2
M
wn = Ps Dnn + SR M
(39)

0 otherwise

With

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

x for x > 0
0 otherwise

( x) =

To find the root of G(t) = 0, we denote:

Ps rp j , n
tn =
, n 1, 2,..., R
2
M ( Ps / M ru j , n + SR
q j ,n )

(40)

and D nn respectively. With this, we can rewrite (38)

in the following way (42):
2
G (t ) =
t RD
+
R
P
P
P
2
j , n t ( s ru
j , n + SR
q j , n ))
P D n+ 2 ( Ms rp
M
n =1 s nn
SR

(42)

Note that G(0) > 0 and G (tR ) =

tR < 0 . Thus, it
follows from Property 1 that: 0 < t * < tR . The root

t * is determined then based on the following

theorem.
Theorem: If G (tk0 ) = 0 for an integer k0, then:
t * = tk0 . Otherwise, let k0 be the smallest integer

such that G (tk0 ) < 0 , then:

If n0 > 1, then tn0 1 < t * < tn0 and:

n0 ,..., R
>0 n=
Ps
P
2
j , n t * ( s ru
j , n + SR
(46)
rp
q j , n )
<
0
n
=
1,...,
n0 1
M
M

Then, equation G(t) = 0 in (52) yields:

(41)

And we classify the different values such as

j , n , ru
j , n , q j , n , Pn
t1 < t2 < ... < tR corresponding to rp

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2
t * RD
+

P D

n = n0

Pn

2
nn + SR

Ps
P
2
j ,n t * ( s ru
j ,n + SR
0
rp
q j ,n )) =
M
M

And, finally (47):

P R
Pn
P
2
2
j , n + SR
+ s
[ RD
( s ru
t* =
q j , n )]1
2
M n = n0 Ps D nn + SR
M
R

n = n0

Pn .Ps
j ,n
rp
2
)
M ( Ps D nn + SR

(47)

Remark: In the simulation results part, we will

compare the results of second-order statistics based
algorithms with the case of perfect CSI with zeroforcing equalization (ZF) at the relay side. To
obtain this solution, one has to proceed with the
following algorithm. We begin to rewrite the
received signal at mobile station j:
=
uj

gk , j .wk .zk + j

k =1

(48)
R
R
Ps
Pn
Ps
Pn Ps
T
1
*
2
2
j ,n + SR q j ,n )]
j ,n
=
[ RD +
( ru
t =
rp
gk , j .wk .[ Ps / M .H k .s + vk ] + j
2
2

M n n0=
M
Ps D nn + SR
k =1
n n0 M ( Ps Dnn + SR )
For all the mobile stations if we write the
Once t * is obtained, we can obtain w * from (39).
corresponding equations and stack them into a
Proof:
vector column, we arrive at the following matrix
*

If n0 = 1, then 0 < t < t1 and:

form:
u = g diag[ w1 , w2 ,..., wR ] H s
(49)
Ps
Ps
2
j , n t ( ru
j , n + SR
1,..., R (43)
rp
q j , n ) > 0 j =
M
M
With:
Then, equation G(t) = 0 in (52) yields:
g1,2 g1, R
g1,1
R

Pn
Ps
* 2
* Ps
2
g 2,1 g 2,2 g 2, R

(
(
))
0

t RD +

+
=
rp
t
ru
q

,
,
,
j
n
j
n
SR
j
n
2

M
n =1 Ps Dnn + SR M

gM R =
,

This is equivalent to (44):

R

P
P
P
2
2
n
j , n + SR
g M ,1 g M ,2 g M , R M R
+ s
( s ru
t * [ RD
q j , n )]
2

M n =1 Ps Dnn + SR M
H1
R
Pn
Ps

j ,n
=
rp
2
H2

M
+

P
D
n =1 s nn
SR
H R M =
(50)
(44)
R

P
P
*
n
s
j ,n /
t =
rp

2

H
n =1 Ps Dnn + SR M
R
Ps R
Pn
Ps
2
2
Classically,
to
avoid
interference at each mobile
j , n + SR q j , n )]
[ RD +
( ru
2
M n =1 Ps D nn + SR
M
station, we have to transform matrix:
And, finally (45):
g diag[ w1 , w2 ,..., wR ] H
R

P
Pn
P
into a diagonal matrix. So, if we suppose that R > M,
2
2
j , n + SR
+ s
[ RD
( s ru
t* =
q j , n )]1
2

M n =1 Ps Dnn + SR M
we have:
(45)
R

P P
A = g diag[ w1 , w2 ,..., wR ] H = diag[ 1 , 2 ,..., M ] (51)
j ,n
M ( P Dn s+ 2 ) rp
n =1
s nn
SR
Its easy to show that (51) is equivalent to (52):
R

95

www.seipub.org/ijc

g1,1 h1,1 g1,2 h2, M

g1,1 h1, M g1,2 h2, M

g 2,1 h1,1 g 2,2 h2,1

g 2,1 h1,2 g 2,2 h2,2
GH =

g h
g
h
2,1 1, M 2,2 2, M

g M ,1 h1, M g M ,2 h2, M

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

g1, R hR , M

1 0 0

g1, R hR , M

0 0

0 0

g 2, R hR ,1

g 2, R hR ,2

0 1 0

g 2, R hR , M

g M , R hR , M

0
0

0
0

1 2
(52)
M (R+M )

w1
0
w
0
2

0
wR
=
1
0

2
0

M ( R + M )1 0

Equation (52) admits solution provided that matrix

GH is rank deficient i.e. if and only if:

M 2 < R + M <=> M ( M 1) < R

In this case, denoting the singular
decomposition of matrix GH as:

GH = U . .V

(53)
value

identically distributed Gaussian random variables

with mean zero and variance 0.5 per dimension. It was
considered that the channel parameters remain
constant over 10 consecutive transmitted packets and
each packet is made of 130 QPSK symbols. Suppose in
our

simulation

runs

2
2
= RD
that SR

and

they

correspond to an average SNR equal to 10 dB (i.e.

when the contribution of interfering signals was
ignored). Considering two series of simulation results
depending on the kind of power optimization
constraints, we choose: optimization under total
power constraint or optimization under individual
relay power constraint.
- Optimization under total power constraint: we can
see on Fig. 2 that the ZF always outperforms the
second order statistics based algorithm and the more
important is the number of mobile stations the larger
is the gap between the two kinds of beamforming
algorithms. For example, at a considered target outage
probability of 10-3, the gap is not distinguishable
between ZF and the second order statistics based
algorithm for the case of M = 4 mobile stations whilst it
becomes equal to 0.5 dB in the case M = 6 and nearly
equal to 1 dB in the case M = 7.

(54)

We can choose the vector

[ w1 , w2 ,..., wR , 1 , 2 ,..., M ]T
in the kernel of GH thanks to vector: V .
Simulation Results
We consider at first different system configurations
with one source and a variable number of mobile
stations. This number varies from 4 to 7 mobile
stations. We use each time the minimum number of
relay stations (i.e. Nmin = M (M-1) + 1) to guarantee
the existence of the ZF equalization solution. Without
loss of generality, the primary user is mobile station 1
and the SINR threshold including secondary users in
the network is equal to 6 dB. The transmitted symbols
are modulated using QPSK. We evaluate in Fig. 2 the
average outage probability at mobile station 1 as a
function of the total available maximum power
(source plus relays) 10.log10 ( P0 ) for the two different
studied contexts: beamforming with second order
statistics and ZF with perfect CSI. The target SINR for
the primary user is equal to 10 dB. The channel
coefficients for each link (Source to Relays and Relays
to Mobile Stations) are modelled as independent

96

FIG. 2 OUTAGE PROBABILITY V.S. SUM TRANSMITTED POWER

(dB), TARGET SINR = 10 dB

In Fig. 3 we plot the average relay power versus the

source power needed to meet the SINR requirement of
each destination when they are in non-outage
transmission periods. Once again the target SINR at
mobile station 1 is 10 dB and it is supposed that
2
2
SR
= RD
with each of them corresponding to an
average SNR equal to 10 dB. It can be seen in Fig. 3
that the ZF yields the least required transmit power at
the relays. However, for a small number of mobile
stations, the difference between the second order
statistic method and ZF is small. The gap between the

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

two methods increases as the number of mobile

stations increases too.

FIG. 3 SUM TRANSMITTED POWER AT RELAYS V.S. SOURCE

POWEr (dB), TARGET SINR = 10 dB

FIG. 4 RELAY POWER V.S. NUMBER OF RELAYS R, TARGET

SINR = 10 dB, SOURCE POWER = 15 dB

www.seipub.org/ijc

set-up and we choose a target SINR equal to 10 dB.

The source power is 15 dB. It is clear that when:
R < M .( M 1) + 1 =
13 , the ZF does not work because
there is no kernel for the matrix equation (52). This results
in the curb on Fig. 4 in prohibitive sum transmitted
power at relays for the small values of R. The great
merit of the second order statistics method is that it
always provides a valuable solution, even in the case
where ZF is non efficient. With more relays, the ZF
becomes more efficient (the threshold over which ZF
outperforms second order statistics is equal to 14) and
outperforms the second order statistics method. It is
worth mentioning that in all cases, provided that we
have a number of relays greater than 13, the sum
transmit power of all relays is all under 30 dB for
providing 10 dB SINR at the mobile stations. This
represents affordable power consumption and this is
an evidence of the faculty of the multiuser relaying
system to support a high number of parallel data streams.

FIG. 6 COMPARISON BETWEEN TOTAL POWER CONSTRAINT

AND INDIVIDUAL RELAY POWER CONSTRAINT, TARGET
SINR = 10 dB

FIG. 5 OUTAGE PROBABILITY V.S. SUM TRANSMITTED POWER

(dB), TARGET SINR = 10 dB

The effect of the number of relays on the optimal

transmit power for a fixed number of mobile stations
is presented in Fig. 4. We fix M = 4 for our simulation

FIG. 7 SUM TRANSMITTED POWER AT RELAYS V.S. SOURCE

POWER (dB), TARGET SINR = 10 dB

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www.seipub.org/ijc

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

power constraint and 20.5 dB for the individual relay

power constraint. It can be seen on these simple
examples how the increasing number of constraints
influences on the overall outage performance of the
system. In Fig. 7 we plot the average relay power
versus the source power needed to meet the SINR
requirement of each destination when they are in nonoutage transmission periods. Once again the target
SINR at a mobile station is 10 dB and we suppose that
2
2
= RD
SR
with each of them corresponding to an

FIG. 8 RELAY POWER V.S. NUMBER OF RELAYS R, TARGET

SINR = 10 dB, SOURCE POWER = 15 dB

In conclusion, in the case of power optimization under

total power constraint, the second order statistics
method is an attractive alternative solution to the ZF
when the number of relays is moderate and
particularly, of course, when this number is less than
M .( M 1) + 1 where M denotes the number of mobile
stations.
- Optimization under individual relay power
constraint: the results are plotted on Fig. 5 for the
outage probability vs the source power in dB. We
consider the same simulation set-up as those given just
before except for the individual power relay constraint
which is equal here to 5 dB. The results are clearly
worse than those presented on Fig. 2. This can be
explained by the fact that there are more constraints
on the power assignment to relays and this reduces
the number of freedom degrees to enable power
transfer between relays. For comparison purposes and
to better illustrate the differences between the two
kinds of constraints we have plotted on Fig. 6 the
results of Fig. 2 and Fig. 5, only for the cases M = 4, R =
13 and M = 5, R = 21. It can be indicated for example
that for an outage probability equal to 10-2 and in the
case M = 4, R = 13, the sum transmitted power is equal
to 19 dB for the total power constraint and 22 dB for
the individual relay power constraint. For an outage
probability equal to 10-3 in the case M = 4, R = 13, the
sum transmitted power is equal to 22 dB for the total
power constraint and 25 dB for the individual relay
power constraint. For the case M = 5, R = 21, we have
the following result: for an outage probability of 10-2
the sum transmitted power is equal to 15 dB for the
total power constraint and 17 dB for the individual
relay power constraint. For an outage probability
equal to 10-3 in the case M = 5, R = 21, the sum
transmitted power is equal to 18.5 dB for the total

98

average SNR equal to 10 dB. It can be seen that the

powers are slightly increased when compared to Fig. 3,
illustrating the advantage of the first kind of constraint:
total power constraint. For example, when taking into
consideration the case M = 4, R = 13 we have for a
source power equal to 10 dB, a sum transmitted power
equal to 6 dB in the case of individual power relay
constraint with second order statistics based algorithm
and equal to 4.5 dB in the case of total power
constraint with second order statistics, which enables a
power saving of 1.5 dB. For all the other points, the
power saving remains equal between 1.5 and 2 dB for
all the different simulation contexts. The effect of the
number of relays on the optimal transmit power for a
fixed number of mobile stations is presented in Fig. 8.
We fix M = 4 for our simulation set-up and we choose
a target SINR equal to 10 dB. The source power is 15
dB. It is clear that when: R < M .( M 1) + 1 =
13 , the ZF
does not work because there is no kernel for the matrix
equation (52). This results in the curb on Fig. 8 in
prohibitive sum transmitted power at relays for the
small values of R. The great merit of the second order
statistics method is that it always provides a valuable
solution, even in the case where ZF is non efficient.
With more relays, the ZF becomes more efficient (the
threshold over which ZF outperforms second order
statistics is equal to 14) and outperforms the second
order statistics method.
Conclusion
In this paper, we have proposed linear beamforming
techniques based on channel second order statistics for
one source transmitting towards several mobile
stations with the help of multiple relay stations in
amplify and forward mode. The proposed context is a
generalization of a former paper of J. L. Athina & al
and a comparison was included with the Zero Forcing
technique which needs the perfect channel state
information at the relay side. We have processed the
optimization with two kinds of power constraints:
total (relay plus source) power constraint and

International Journal on Communications (IJC) Volume 2 Issue 4, December 2013

individual relay power constraint. Despite some losses

compared to the ZF technique particularly when the
number of relays is high enough the obtained results
clearly showed that second order statistics based
beamforming algorithms are good candidates to
reliably support multiple parallel data streams with
SINR requirements in multiuser multi-relay systems.
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L. Dong, A. P. Petropulu and H. V. Poor, A cross-layer
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58, n 3, pp. 1875-1888, March 2010.
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Aug. 2009.
V. H. Nassab, S. Shahbazpanahi, A. Grami and Z. Q. Luo,
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IEEE Trans. Signal Processing, vol. 56, n 9, pp. 4306-4316,
Sept. 2008.
V. H. Nassab, S. Shahbazpanahi, A. Grami, Optimal
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Mar. 2010.
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Y. Liu, A. P. Petropulu, Cooperative Beamforming in MultiSource Multi-Destination relay Systems with SINR
Constraints, In Proc. Int. Conf. Accoustics, Speech and
Signal Processing (ICASSP), Dallas, pp. 2870-2873, March
2010.
Nabih ALAOUI received the engineering
degree from the Ecole Nationale
Suprieure dIngnieurs de Limoges in
September 2010. He is now a phd student
at the University of Limoges since
October 2010. His research activities
concern the cooperative communication
in mobile ad hoc networks, especially for
physical and MAC layer. He is also a temporary teacher at
the University of Limoges, and he has participated in many
international conferences.
Vahid MEGHDADI received the BSc
and MSc degrees from Sharif University
of Technology, Tehran, Iran, respectively
in 1988 and 1991 and PhD degree from
the University of Limoges, France in
1998. He has been working at the
department of electronic and telecommunication of ENSIL/University of
Limoges as assistant professor since 2000 and as associate
professor since 2007. He received in 2008 and 2012 from the
French ministry of research and higher education the award
of scientific excellence. His main interest in research is the
telecommunication systems including MIMO systems,
coding, network coding, cooperative communications,
sensor network and smart grid. Since 1998, he has been
scientific manager for more than 10 research projects in the
field of ICT (information and Communications Technology).
He is the (co-)author of more than 100 publications in
scientific journals and conferences and served as TPC
members in several international conferences.
Jean-Pierre CANCES received the
engineering degree from the Ecole
Nationale
Suprieure
des
Tlcommunications de Bretagne in 1990. He
also received the Aggregation degree in
Physics in 1993 and the HDR degree in
2002 from the University of Limoges. He
became a IEEE senior member in 2007.
He is now a full professor in signal processing at the Ecole
Nationale dIngnieurs de Limoges (ENSIL) since 2006. His
research activities concern signal processing algorithms for
digital communications including cooperative networks,
network coding, space-time coding and joint optimization of
physical and MAC layers of future communication systems.
He is getting involved in several French and European
research programs.

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