Wireless Pers Commun (2012) 64:665680

DOI 10.1007/s11277-010-0211-5

A Nakagami-N-gamma Model for Shadowed Fading

Channels

P. M. Shankar

Published online: 12 December 2010

Springer Science+Business Media, LLC. 2010

Abstract Wireless channels are subject to short term fading and shadowing. Such
shadowed fading channels are described using a Nakagami-lognormal process, with the
Nakagami-m (short term fading) and lognormal distributions (shadowing). This approach
does not result in a closed form solution for the density function of the signal-to-noise ratio
(SNR) making wireless systems analysis difficult. It was suggested that a gamma or an inverse
Gaussian distribution can be used in place of the lognormal distribution providing an analyt-
ical framework. The match of these two distributions to the lognormal was less than ideal.
Invoking shadowing as multiplicative process, the distribution of the product of N gamma
variables is proposed in place of the lognormal pdf resulting in the Nakagami-N-gamma
model. It is shown that this model leads to simple solutions to the density and distribution
functions as well as error rates for coherent phase shift keying modems. The outage probabili-
ties and error rates based on the Nakagami-lognormal (NL) and Nakagami-N-gamma (NNG)
models were compared. Results showed excellent match at levels of shadowing generally
observed in wireless systems. While values of N as low as 3 was sufficient for low values of
m and weak to moderate shadowing, values of N in the range of 79 provided better match
for higher levels of shadowing and higher values of m. By varying N , it is also possible to
get the NNG pdf to move closer to the NL pdf making the new model an ideal one for the
shadowed fading channels with its flexibility and availability of analytical expressions.

Keywords Shadowed fading Shadowing Nakagami-lognormal. Lognormal pdf

GK pdf Cascaded gamma Nakagami-N-gamma Gamma products
Meijers G functions MPSK OFDM

P. M. Shankar (B)
Department of Electrical & Computer Engineering, Drexel University, Philadelphia, PA 19104, USA
e-mail: pshankar@coe.drexel.edu

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666 P. M. Shankar

1 Introduction

Wireless communication systems are adversely affected by short term fading as well as long
term fading or shadowing occurring in tandem [13]. The statistics of such shadowed fading
channels have been commonly described using the Nakagami-lognormal (NL) models where
it is accepted that the short term fading is Nakagami-m distributed while the shadowing is
described using the lognormal probability density function (pdf). Such composite or com-
pound channels (some times also referred to as Suzuki channels when the short term fading is
Rayleigh) do not lead to analytical expressions for the pdf of the signal-to-noise ratio (SNR)
in shadowed fading channels. It was shown by several researchers that the NL channels can
be replaced by the Nakagami-gamma channels taking advantage of the similarities between
the lognormal pdf and the gamma pdf [46]. Such an approach leads to the GK model
(generalized K distribution) for the shadowed fading channels providing analytical expres-
sions for the pdf of the SNR. Another approach to overcome the analytical shortcoming of
the NL model was suggested through the use of the inverse Gaussian distribution for the log-
normal pdf [7,8]. While both the Nakagami-gamma (GK) and Nakagami-inverse Gaussian
(NiG) models provided simpler approaches, neither one of them provides the match over the
whole range of fading and shadowing levels and neither one of those approximations takes
into account the genesis of the lognormal pdf, namely, the product nature of the shadowing
which results in the lognormal pdf from the central limit theorem for products [911].
In this work, shadowing is modeled using a cascading approach as suggested by some
researchers [9,11]. It is treated as arising out of the product of N independent and identi-
cally distributed gamma variables, with N equal to unity resulting in the Nakagami-gamma
(GK) distribution for the shadowed fading channels. A model based on this Nakagami-
N-Gamma (NNG) distribution is proposed for the shadowed fading channels. Starting with
the notion of the N -fold gamma products for the shadowing component, analytical expres-
sions are derived for the pdf, cumulative distribution function (CDF) and average bit error rates
in the shadowed fading channels using this model. The outage probabilities and error rates for
data transmission in coherent phase shift keying are compared to those of the NL channels.
The rest of the paper is organized as follows. Section 2 gives the description of the NNG
model for shadowed fading channels. It also provides the analytical expressions for the pdf
and CDF of the SNR in shadowed fading channels. Expressions for the error rates and outage
probabilities are also derived. Section 3 contains the results on the estimation of error rates
using both NL and NNG models and the examination of the matching between the models.
The outage probabilities are also compared similarly. Section 4 presents a discussion of the
results and conclusions.

2 Model

In a shadowed fading channel, the probability density function f (x) of the signal-to-noise
ratio X can be written as


f (x) = f ( x| y) f (y) dy (1)
0

In Eq. (1), the conditionality demonstrates the effect of shadowing and for the Nakagami-m
short term faded channel, we have [46]

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A Nakagami-N-gamma Model 667

 m  
m x m1 mx
f ( x| y) = exp , x > 0, y > 0 (2)
y  (m) y
In a wireless channel where shadowing is absent, Eq. (2) will be the pdf of the SNR in a Naka-
gami-m channel, with y representing the average SNR, a deterministic quantity. In Eq. (2),
m is the Nakagami parameter and (.) the gamma function. The existence of shadowing
makes the average SNR y in Eq. (2) random. We get the pdf of the SNR in a NL channel by
expressing the density function of Y as the lognormal pdf [1,3]
  2 
K 10 log10 y
f (y) = exp , y>0 (3)
y 2 2 2 2

In Eq. (3), and are the mean and the standard deviation (expressed in decibel units) of
the Gaussian pdf associated with the lognormal pdf and K is the conversion factor given by
10
K = (4)
loge (10)
Substituting Eqs. (2) and (3) in Eq. (1), we get the pdf of the SNR in a NL channel as
  m m1     2 
m x mx K 10 log10 y
f (x) = exp exp dy (5)
y  (m) y y 2 2 2 2
0

Equation (5) does not lead to a closed form solution for the pdf. The use of a gamma pdf
was proposed for shadowing instead of the lognormal one based on the similarities between
the two, demonstrated in scintillation theory [12]. This resulted in the so called generalized
K distribution (GK pdf) for the shadowed fading channel and the K distribution when the
short term fading is modeled using the Rayleigh instead of the Nakagami-m pdf. Using the
gamma pdf for shadowing as [5,6], we have
 c  
y 1 y
f (y) = exp , y>0 (6)
y0 y (c) y0
In Eq. (6), the parameters of the gamma pdf are c and y0 , with the former identified as the
order of the gamma pdf and the latter is related to the average SNR, namely cy0 . Substituting
Eqs. (2) & (6) in Eq. (1), we get a closed form solution to the pdf of the SNR in a shadowed
fading channel as
  m+c m+c  
m 2 x 2 1 mx
f (x) = 2 K mc 2 , x >0 (7)
y0  (m)  (c) y0
In Eq. (7), K mc (.) is the modified Bessel function of the first kind [13] of order (m c)
and the pdf in Eq. (7) is the GK pdf. The relationship between the parameters of the NL and
the GK pdfs can be obtained using the relationships derived by several researchers. We have
[1,12]


= K Psi (c) + loge (y0 ) (8)

2 = K 2 Psi (1, c) (9)

In Eqs. (8) and (9), and are in decibel units and Psi(.) and Psi(1,.) are the digamma and
trigamma functions respectively [13]. Based on the properties of the trigamma functions, an
inverse relationship exists between c and , with high values of c corresponding to negligible

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668 P. M. Shankar

levels of shadowing and vice versa. The pdf in Eq. (7) is identified as the Nakagami-gamma,
gamma-gamma or the generalized K (GK) distribution as mentioned earlier and it has been
studied as a replacement for the NL pdf [46].
While use of the gamma distribution as well as the inverse Gaussian distribution proposed
by a few other researchers [7,8] provided an alternate means of studying the performance
of shadowed fading channels, it is possible to explore the origins of the lognormal pdf to
find a better and closer match to it noting that it arises from the existence of multiplicative
phenomenon [13,14]. If the channel undergoes multiple scattering as it is the case with
shadowing, the average power or SNR in a short term faded signal can be expressed as the
product of several components as [10,11,14]

N
YN = Wi (10)
i=1

In Eq. (10), N is the number of multiplicative components and Wi is the ith component. Since
it was shown that Nakagami-gamma was a reasonable approximation to the NL pdf, we will
treat W  s to be gamma distributed so that when N = 1, we obtain the Nakagami-gamma pdf
discussed in Eq. (7). When N becomes large, applying the central limit theorem for products,
the density function of log10 (Y N ) in Eq. (10) will be Gaussian and we have the lognormal
pdf in Eq. (3) [15]. Thus, by varying N , we should observe that the pdf of N-Gamma product
tends towards a lognormal pdf as N increases.
We assume that all W  s are independent and identically distributed gamma random vari-
ables, each with parameters c N and y0N such that
   
wi c N 1 wi
f (wi ) = exp , wi > 0, i = 1, 2, . . . , N (11)
y0N wi  (c N ) y0N
The density function of Y in Eq. (10) can be obtained from the results on products of random
variables, namely those of gamma type as [16,17]


1 N ,0 y N 
f (y N ) = G  cN , cN , . . . , cN , yN > 0 (12)
y N  N (c N ) 0,N (y0N ) N    
N ter ms

In Eq. (12), G() is the Meijers G function [13,16] and the relationships of c N and y0N in
Eq. (12) to the parameters and of the lognormal pdf are yet to be established.
As mentioned earlier, Eq. (12) reduces to the gamma pdf when N is unity [13]. We can
now establish the relationship between the parameters of the lognormal pdf and the pdf in
Eq. (12) by taking the logarithm in Eq. (10). Converting into decibel units, Eq. (10) becomes

N
10 log10 (Y N ) = 10 log10 (W ) (13)
i=1

Just as in the case of gamma and lognormal variables in dB units, the mean and variance of
the random variable in Eq. (13) can be equated to the corresponding values of the lognormal
variable. Making use of Eqs. (8) and (9), we have [1,15]


= N K Psi (c N ) + loge (y0N ) (14)

2 = N K 2 Psi (1, c N ) (15)

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A Nakagami-N-gamma Model 669

The subscript N associated with the two parameters of the gamma pdf in Eqs. (14) and (15)
merely reflects the fact as N varies, these two parameters take on different values. Inverting
Eqs. (14) and (15), we have
 
2
c N = I nv Psi 1, (16)
NK2
 
y0N = exp Psi (c N ) (17)
NK
In Eq. (16), InvPsi(1,.) is the inverse of the Psi(1,.) function. Thus, from the values of shad-
owing levels ( ) and the mean (), both in dB, it is possible to estimate the corresponding
values of the gamma pdf for each value of N .
The next step is the derivation of the pdf of the SNR in the shadowed fading channel.
Inserting Eq. (12) in Eq. (1) and replacing y with y N , we have the pdf of the SNR in a
shadowed fading channel as
  m  
m x m1 mx 1
f (x) = exp (18)
yN  (m) y N y N  N (c N )
0


N ,0 y N 
G 0,N  c N , c N , . . . , c N dy N
(y0N ) N    
N ter ms

Noting that the pdf in Eq. (18) is the pdf of the product of (N + 1) gamma random variables
with N identical gamma variables (parameters c N and y0N ) and one other gamma variable
(parameters m and 1/m), the pdf in Eq. (18) becomes [16,17]


1 mx 
f (x) = G N +1,0  m, c N , c N , . . . , c N , x > 0 (19)
x  (m)  N (c N ) 0,N +1 (y0N ) N    
N ter ms

Equation (19) is identified as the Nakagami-N-gamma (NNG) pdf. For N = 1, Eq. (19)
becomes the familiar GK pdf based on the relationship between the Meijers G function and
modified Bessel functions [16].
The cumulative distribution function (CDF) of the SNR in a shadowed fading channel
under the NNG model is obtained using the differential/integral properties of the Meijers G
function as [16]

1
1 mx
F (x) = G N +1,1 m, c N , c N , . . . , c N , 0 (20)
 (m)  N (c N ) 1,N +2 (y0N ) N   
N ter ms

Equations (19) and (20) clearly show that use of cascaded approach to shadowing results in
closed form solutions to the pdf and CDF of the SNR in a shadowed fading channel. Note
that for N = 1, the CDF in Eq. (20) can be expressed in terms of hypergeometric functions
and one obtains the CDF associated with the GK pdf [13,16,18].
We can now look at the estimation of the average bit error rate in shadowed fading chan-
nels to explore the match between the NL and NNG models. We will consider the cases of
coherent phase shift keying (PSK) schemes, specifically binary (BPSK) and 8-level (8PSK)
[19]. In addition, we will also examine the effect of short term fading and shadowing in
orthogonal frequency division multiplexing (OFDM) schemes employing BPSK with spe-
cial emphasis on problems arising from phase mismatches as well as inter carrier interference

123
670 P. M. Shankar

(ICI) [2022]. For the coherent BPSK modem, the bit error rate (BER) in an ideal Gaussian
channel is
1  
pe (x) = er f c x (21)
2
In Eq. (21), er f c(.) is the complementary error function [13]. The average BER in a shadowed
fading channel thus becomes
 
d [ pe (x)]
peav = f (x) pe (x) d x = F (x) dx (22)
dx
0 0

Using the CDF in Eq. (20) and the derivative of er f c(), Eq. (22) becomes

 1
peav =
1 N +1,1
G 1,N
mx m, c N , c N , . . . , c N , 0 exp(x) d x
 (m)  (c N )
N +2
(y0N ) N    2 x
0 N ter ms
(23)
Using the Table of integrals [13, 7813], a closed form solution to Eq. (23) can be obtained
and the average error probability or average BER becomes


2,1
1
1 1 N +1,2 m 
peav = G c N , c N , . . . , c N , m, 0 (24)
2  (m)  N (c N ) 2,N +2 (y0N ) N    
N ter ms

For the case of N = 1, the average BER can be expressed in terms of hypergeometric func-
tions [16]. It is thus clear that the pdf in Eq. (19), CDF in Eq. (20) and average bit error
rate in Eq. (24) in a shadowed fading channel all provide closed form solutions making the
performance analysis a relatively simple task when one uses the NNG model.
For the case of coherent MPSK, the symbol error rate can be expressed as [19]
 
Es  
ps (M) er f c sin (25)
N0 M

In Eq. (25), E s is the symbol energy and (E s /N0 ) is the average symbol SNR. Making use
of the relationship between bit and symbol energies, Eq. (25) can be rewritten in terms of the
SNR X as [19]
  

ps (M) er f c log2 (M) x sin er f c ux (26)
M
where
 
u = log2 (M) sin2 (27)
M
The average symbol error rate in shadowed fading channel now becomes
 
d [ p M (x)]
peav M = f (x) ps (M) d x = F (x) dx (28)
dx
0 0

Once again using the Table of integrals [13, 7813], we can obtain an analytical expression
for the average symbol error rate in shadowed fading channels modeled in terms of the NNG
pdf as

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A Nakagami-N-gamma Model 671


2,1
1
1 1 m 
peav M = G N +1,2  c N , c N , . . . , c N , m, 0 (29)
 (m)  N (c N ) 2,N +2 u (y0N ) N    
N ter ms

In addition to the conventional modems, newer generation of wireless data transmission sys-
tems rely on OFDM as one of the primary modes of standards [20]. The OFDM is highly
sensitive to phase distortions from the nonlinearity of filters as well as carrier frequency
offsets [2125]. Depending on the subcarrier modulation employed, the error rates in OFDM
are impacted by these two effects. We will consider the case where the subcarriers are modu-
lated in a BPSK format. Since the thrust of this work is the exploration of the new model for
applications in OFDM and not the study of OFDM, we will use results from other researchers
to study the effects of fading and shadowing on the error rates [21,24,25]. We will also treat
the two effects, namely, the nonlinearity of the filters and carrier frequency offsets separately.
In presence of the former, the BER in an ideal Gaussian channel for BPSK-OFDM can be
expressed as

1  1
NN1


peO F D M = er f c wk x (30)
NN 2
k=0

In Eq. (30), NN is the total number of channels and wk represents the nonlinearity factor
given by
   
k 2
wk = cos b1 B (31)
NN

In Eq. (31), B is the bandwidth of each of the channels and b1 is a measure of the nonlinearity
[22]. If the filters are ideal, b1 = 0 and the error rate in Eq. (30), becomes the ideal BER
for BPSK in a Gaussian channel. In shadowed fading channels, the average error rate in
BPSK-OFDM becomes

1  1
NN1


peavOFDM = erfc wk x f (x) d x (32)
NN 2
0 k=0

Note that each term in the integral in Eq. (32), will lead to the error rate values similar to
those in Eqs. (24) and (29).
The carrier frequency offsets lead to inter carrier interference (ICI) and BER in presence
of ICI can be expressed in a simple form as [21,2325]
 
1 x
peOFDM = erfc (33)
2 1 + xICI
2

In Eq. (33), ICI

2 is the variance of ICI summed over all subcarriers and it is clear that if there

are no carrier frequency offsets, ICI

2 will be zero and we have the BER in BPSK-OFDM being

identical to that of an ideal BPSK modem [23,24]. It was shown that this simplified approach
provided fairly accurate results [21]. In shadowed fading channels, the BER in Eq. (33) has
to be averaged with respect to the pdf in Eq. (19) as in all the previous cases leading to
  
1 x
peav O F D M = er f c f (x) d x (34)
2 1 + xICI
2
0

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672 P. M. Shankar

In terms of the NNG model, the average BER in BPSK-OFDM in presence of ICI becomes

 
1 1 N +1,0 mx 
peav O F D M = G  m, c N , c N , . . . , c N
2 x  (m)  N (c N ) 0,N +1 (y0N ) N    
0 N ter ms
 
x
er f c dx (35)
1 + xICI
2

Using the NL model, the average error rate in Eq. (34) would involve a double integral. In this
work, we will not evaluate Eq. (32) since the results will be similar to those of the coherent
PSK and we will concentrate on the effects of ICI on the error rates in BPSK-OFDM.
We can also examine the outage probabilities to further explore the match between the
NL and NNG models. Outage occurs when the SNR fails to reach a threshold set by the
required error rate for a specific modem. In this work, the outage probability was evaluated
at a threshold which was set to achieve a BER of 1e4 (BPSK) in an ideal Gaussian channel.
If the threshold SNR is X T , the outage probability is nothing but the CDF evaluated at X T .
The expression for the outage probability in the NL shadowed fading channel is
X T   m     2 
m x m1 mx K 10 log10 y
F (X T ) = exp exp d yd x
y  (m) y y 2 2 2 2
0 0
(36)
In terms of the NNG model, the outage probability is obtained using Eq. (20) as

1
1 m X
G N +1,1 m, c N , c N , . . . , c N , 0
T
F (X T ) = (37)
 (m)  N (c N ) 1,N +2 (y0N ) N   
N ter ms

We note once again that the NNG model provides a simple analytical expression for the
outage probability.
We will now look at error rates and outage probabilities and explore the match between
the results obtained using the NNG model and the NL model directly.

3 Results

The first step in the study of the N-gamma pdf for shadowing is the evaluation of the values
of the parameter c N from the corresponding values of the shadowing levels, namely (dB).
Since the shadowing has been shown to be in the range of 39 dB for most wireless systems,
we will limit ourselves to that range. Equation (16) was used to get the values of the order
of the gamma pdf (c N ). The results are shown in Fig. 1 for N = 1, 2, 3, 4. The order of the
gamma pdf, c N , increases as the shadowing levels decrease. The values of c N are also higher
with increasing values of N . While Eq. (16) was evaluated using Matlab (version R2009b,
The Mathworks, Natick, MA, USA), rest of the computations reported in this work were
carried out using Maple (version 13, Waterloo Maple Inc., Canada).
The CDFs of the SNR in shadowed fading channels were evaluated next. The NL pdf in
Eq. (5) was further integrated (numerically) to obtain the corresponding CDF. The CDF asso-
ciated with the NNG model was obtained directly using the expression in Eq. (20). For the
average SNR ( dB) of the NL channel, the corresponding value of y0N was calculated from

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A Nakagami-N-gamma Model 673

Fig. 1 The relationship between the gamma parameter c N and the shadowing level (dB) of the lognormal
pdf is shown. While the values of c N decrease as shadowing levels go up, the they also go up with increasing
values of N

Fig. 2 The cumulative distribution for m = 1 is plotted for two values of the shadowing levels ( = 5, 8 dB).
Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G3 (Nakagami-3-gamma), G4 (Nakagami-4-gamma).
A mean SNR of 5 dB has been assumed. It is seen that CDF plots do not show much variability even though
the NL CDF is very close to the case of N = 4

Eq. (17) using the values of c N obtained earlier in connection with Fig. 1. CDF was estimated
assuming an average SNR of 5 dB. Figure 2 shows the case of m = 1. The match between
the NL CDF and the NNG CDF is very good even with N = 1 for moderate ( = 5 dB) and

123
674 P. M. Shankar

Fig. 3 The cumulative distribution for m = 1.5 is plotted for two values of the shadowing levels ( = 5,
8 dB). A mean SNR of 5 dB has been assumed. Nakagami-lognormal (NL), G2 (Nakagami-2-gamma), G4
(Nakagami-4-gamma). It is seen that when severe shadowing exists (8 dB), higher values of N are required
to get the NL and NNG CDFs closer

high levels ( = 8 dB) of shadowing, with excellent match with N = 4. Figure 3 shows the
case for m = 1.5. As the value of m goes to 1.5 in Fig. 3, the mismatch becomes a little bit
more pronounced for high levels of shadowing ( = 8 dB). To observe how closely the two
models match well, we need to look at the outage probabilities and average bit error rates.
The outage probabilities are plotted in Figs. 4 and 5. As mentioned earlier, the outage
probability is the CDF evaluated at a threshold set to achieve a bit error rate (for BPSK) of
1e4 in an ideal Gaussian channel. Figure 4 shows the outage probabilities for the NL and
the NNG models for N = 1,2,3,4,5 at a low-to-moderate levels of shadowing ( = 5 dB). It
is seen that excellent match exists for m = 0.5 and 1 even for N = 1 while matching with the
NL models becomes better as N goes up. This aspect can be clearly seen in Fig. 5 where the
results are shown for a higher level of shadowing ( = 8 dB). As the value of m increases,
the case of N = 1 provides weaker match and increasing values of N provide a better match
with the outage probabilities of the NL channel.
The average bit error rates are plotted in Fig. 6 for the case of moderate level of shadowing
( = 5 dB). For low values of m (0.5 and 1), the error rates estimated using the NL match
very well with the NNG model for all values of N and there is no need to use higher values
of N . At m = 1.5, N = 5 provides much closer match to the NL pdf based error rates. The
error rates are plotted in Fig. 7 for the case of a higher level of shadowing ( = 8 dB). In
this case, for the low value of m, there is very little difference between the error rates. On
the other hand, as the value of m goes to 1.5, the case of N = 1 is a weaker match and the
match with the NL error rates improve as N goes up to 9.
Figure 8 contains the plot of the average bit error rates for coherent BPSK for the case of
m = 2 and m = 3 at moderate levels of shadowing ( = 5 dB). For the case of m = 2, the
match with N = 1 is very poor. As N increases to 7 match improves significantly. For the
case of m = 3, the results for N = 3, 5, and 7 are shown. It is seen that as N increases, the
error rate plots move closer to the error rates of the NL model.

123
A Nakagami-N-gamma Model 675

Fig. 4 The outage probabilities are plotted as a function of the average SNR for moderate shadowing ( =
5 dB). Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G2 (Nakagami-2-gamma), G3 (Nakagami-3-
gamma), G4 (Nakagami-4-gamma), G5 (Nakagami-5-gamma). The threshold is chosen such that the BER in
an ideal Gaussian channel is 1e4. For low values of m (0.5 and 1), the match of the NL and NNG models is
excellent. As m increases to 1.5, the match with N = 1 is weak

Fig. 5 The outage probabilities are plotted as a function of the average SNR for a higher level of shadowing
( = 8 dB). Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G2 (Nakagami-2-gamma), G3 (Naka-
gami-3-gamma), G4 (Nakagami-4-gamma), G5 (Nakagami-5-gamma). The threshold is chosen such that the
average error in an ideal Gaussian channel is 1e4. For low values of m (0.5 & 1), the match of the NL
and NNG models is excellent even though the match at a lower level of shadowing (Fig. 4) was better. As m
increases to 1.5, the match with N = 1 is weak

123
676 P. M. Shankar

Fig. 6 The average probabilities of error are plotted against the average SNR at a moderate level of shad-
owing ( = 5 dB). Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G2 (Nakagami-2-gamma), G3
(Nakagami-3-gamma), G4 (Nakagami-4-gamma), G5 (Nakagami-5-gamma). For the low values of m (0.5
and 1), the match between NL and NNG models is excellent. At m = 1.5, the match gets better as N goes up

Fig. 7 The average probabilities of error are plotted against the average SNR at a high level of shadowing
( = 8 dB). Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G3 (Nakagami-3-gamma), G5 (Naka-
gami-5-gamma) and G9 (Nakagami-9-gamma). For the low value of m (0.5), the match between NL and NNG
model is excellent. At the higher value of m, the match with N = 1 is poor at high SNR. The match improves
as N goes up. At SNR values of practical interest (1020 dB), the match becomes better with N = 9

123
A Nakagami-N-gamma Model 677

Fig. 8 The average probabilities of error are plotted against the average SNR at moderate levels of shadowing
( = 5 dB). Nakagami-lognormal (NL), G1 (Nakagami-1-gamma), G3 (Nakagami-3-gamma), G5 (Nakagam-
i-5-gamma) and G7 (Nakagami-7-gamma). Two values of m = 2 and 3 are considered. As N increases, the
match between NL and NNG models improves

The average symbol error rates for 8 PSK are plotted in Fig. 9 for the case a Rayleigh-log-
normal case (NL case with m = 1) for weak shadowing ( = 3 dB) and strong shadowing
( = 8 dB). For the case of weak shadowing there is excellent match both at N = 3 and
N = 7 while the match becomes better with increasing N for the case of strong shadowing.
The effect of ICI on BPSK-OFDM systems is plotted in Fig. 10 for the case of a variance of
ICI equal to 0.4 [23]. Two levels of shadowing are indicated. The error rates in the absence
of ICI are also shown. The serious impediment posed by the existence of ICI is observed
from the results shown where it is seen that the error rates tend to flatten as SNR increases
in presence of ICI. For the case of N = 3, the match of the results from the NL pdf and NNG
pdf is excellent.

4 Discussion and Conclusions

A versatile new model in place of the NL model for shadowed fading channels was presented
in this work. One of the major limitations of the NL model has been the lack of analytical
forms for the pdf and CDF of the SNR. The GK model presented a limited alternative to the
NL model. Taking advantage of the multiplicative nature of shadowing, an N-gamma model
was suggested in this work as a replacement for the lognormal pdf resulting in the Naka-
gami-N-gamma (NNG) model for the shadowed fading channel. The principal hypothesis
is that a random variable resulting from the product of a set gamma random variables will
approximate to the lognormal pdf and hence, it will be possible to recreate the conditions of
the NL channel by varying N , the number of gamma random variables. It is also possible
to obtain the relationships between the values of the shadowing levels and average SNRs in
the NL model and the parameters of the NNG model. The CDFs of the NNG variables were

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Fig. 9 Average symbol error rates for 8 PSK are shown for the Rayleigh-lognormal channel (NL channel
with m = 1) are shown for two levels of shadowing ( = 3 dB, 8 dB). Nakagami-lognormal (NL), G1 (Naka-
gami-1-gamma), G3 (Nakagami-3-gamma), and G7 (Nakagami-7-gamma). At a high level of shadowing, one
would require N >7 for match with NL model

Fig. 10 Average error probabilities in BPSK-OFDM are plotted for ICI 2 = 0.4 are shown for two levels of
shadowing ( = 3 dB, 8 dB) in a Rayleigh-lognormal (NL channel with m = 1). The error rates in the NL
channel in the absence of ICI are also shown. The NNG results for G3 (Nakagami-3-gamma) are shown. It is
seen that at both levels of shadowing the match between Nl and NNG models is excellent

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A Nakagami-N-gamma Model 679

compared to the CDFs of the NL variables. As expected, it is seen that with increasing values
of N , the matches of the CDFs were improving. For low levels of shadowing, N less than
5 was sufficient while at higher levels of shadowing, values of N in the range 911 would
make the matches excellent. The studies were extended to examine the average bit error rates
for BPSK and 8 PSK. It is seen that at low values of m and low levels of shadowing, values
of N less than 5 were more than enough to make the results match. At higher values of m
and higher levels of shadowing, higher and higher values of N were necessary, one again
supporting the hypothesis that a multiplicative model with several gamma random variables
would lead to excellent match between the NL pdf and the NNG pdf. It was seen that with
the BPSK-OFDM subject to carrier frequency off sets and the ensuing impact on the error
rates, value of N of 3 was more than enough to provide a perfect match between the error
rates obtained through the NL model and NNG model. The outage probabilities show similar
trend, with higher values of N necessary at higher levels of shadowing.
Based on these preliminary results, values of N up to 11 may be necessary to get the NNG
model for shadowed fading channel to match the NL channel. The elegance and simplicity
offered in terms of analytical expressions for the pdf, CDF and error rates in coherent PSK
system demonstrate the usefulness of the model for the study of wireless communication
systems. One does require numerical integration (single) to obtain the error rates in BPSK-
OFDM because of the need to include the effects of inter carrier interference (ICI) while the
use of NL model would make it necessary to use a double numerical integration.
It is seen that the NNG model offers flexibility and analytical expressions for the pdf and
CDF of the SNR in shadowed fading channels. Its parameters can be related to those of the
NL pdf making the transition from the complex NL pdf to the new pdf a relatively easy task.
Still, additional work is necessary to establish a firm relationship between the number of
random variables N necessary to make a perfect match to the NL pdf as well as research into
the possibility of using nonidentical gamma variables. It is also necessary to see how strong
the model is when diversity is implemented. Still, as a first step, the NNG models offers a
simple alternative to the NL model using the concept of multiple scattering and the notion
of the central limit theorem for products.

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Author Biography

P. M. Shankar received his M.Sc. (1972) in Physics from Kerala

University, India, M.Tech (1975) in Applied Optics and Ph.D. in Elec-
trical Engineering (1980) from Indian Institute of Technology, Delhi,
India. He was a visiting scholar at the School of Electrical Engineering,
University of Sydney, Australia, from 1981 to 1982. He joined Drexel
University in 1982 and is currently the Allen Rothwarf Professor of
Electrical and Computer Engineering. He is the author of the textbook
Introduction to Wireless Systems, published by John Wiley & Sons,
2002. His research interests are in Statistical signal processing for
medical applications, Modeling of fading channels, Wireless commu-
nications, Medical ultrasound, and Optical fiber sensors.

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