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Andrew Kondo
neokondo@stanford.edu
EE359: Wireless Communications
Professor Goldsmith
December 7, 2002
Abstract—This project examines maximal ratio combining (MRC) in independent
and correlated Rayleigh fading channels. While channel correlation is a key factor in
the performance of linear combining, significant performance improvement can still
be achieved with semi-correlated fading channels with ρ ≈ .6 . Also, the antenna
separation required at the base station (BS) and mobile station (MS) to achieve the
same degree of signal decorrelation (and therefore performance improvement) is not
the same due to the inherently different environments around the BS and MS.
OUTLINE
1. Introduction
2. MRC with Independent Fading
2.1. Signal-to-Noise Ratio
2.2. Probability of Bit Error
2.3. Analytical BER Results
2.4. Simulation BER Results
2.5. Comparison of Simulation to Analytical Results
3. MRC with Correlated Fading
3.1. Signal-to-Noise Ratio
3.2. Probability of Bit Error
3.3. Analytical BER Results
3.4. Simulation BER Results for MRC at the Mobile Station
3.5. Simulation BER Results for MRC at the Base Station
3.6. Comparison of Simulation to Analytical Results
4. Conclusion
1. INTRODUCTION
In mobile wireless communications, multipath fading can cause constructive
and destructive interference. A popular method to mitigate the effects of multipath
fading is diversity, a process of obtaining multiple independent signal branches
through many dimensions including space, polarization, frequency, and time [1]. The
collection of independently fading signal branches can then be combined in a variety
of ways to improve the received signal-to-noise ratio (SNR).
The three most prevalent space diversity combining techniques are selection
combining (SC), equal gain combining (EGC), and MRC. MRC co-phases the signal
branches, weights them according to their respective SNRs, and then takes their sum.
MRC is the most complex combining technique, but also yields the highest SNR [4].
This project will analyze the performance of MRC in both independent and correlated
fading channels.
For space diversity combining, one key assumption is that the antennas are
spaced far apart enough such that the received signal branch at each antenna will
experience independent channel fading [2]. With the decreasing size of mobile
devices, the space required for antenna decorrelation is not met [3]. In this project we
examine through analysis and simulation how much antenna separation is required for
satisfactory fading decorrelation. Furthermore, due to the dissimilarity between the
base station (BS) and mobile station (MS) surroundings, the amount of antenna
2
separation required at the BS and MS for a given correlation coefficient will also be
examined.
3
The combiner output signal power is then:
2
M
r = ∑ am rm .
2
∑
m =1
To compute the SNR, we also need the total noise power. Assuming that each
antenna has the same noise power N (which is plausible due to the similar construction
of each receiver), and after the noise in each branch is multiplied by its respective α m ,
the combiner output noise power is:
M
N ∑ = ∑ am2 N .
m =1
m =1
∑ am 2
m =1
The above relationship shows that the maximum γ ∑ can be obtained if we select
2
M
1 ∑ am rm
= 1 ⋅ r 2 . By inspection we see
M
values for the am s such that γ ∑ = ⋅ m=1M ∑m
N N m=1
∑ am 2
m =1
that if we set am = Krm for some constant K, then we will maximize γ ∑ , obtaining:
4
2 2
M 2 2
M
1 ∑ Krm
= 1⋅
K ∑ rm2
m=1 = 1 M M r2 M
γ ∑ = ⋅ Mm=1 M
⋅ ∑ rm2 = ∑ m = ∑ γ m .
N N N m=1 m =1 N m=1
∑( m ) ∑ rm2
2 2
Kr K
m =1 m =1
2
r
But, m
= γ m is the SNR of each received signal branch, so in an MRC system γ ∑ is
N
just equal to the sum of all the γ m s:
M
γ ∑ = ∑γ m
m =1
γ ∑ = M ⋅γ m
A key point from this result is that a minimum SNR requirement can be met with
MRC, even if none of the individual branch SNRs meet the minimum requirement.
where we have utilized Craig’s alternate representation of the Q-function. From here,
the unconditional BER can be found by averaging the conditional BER over the joint
probability density function (PDF) of the branch SNRs {γ m }. Assuming independent
fading on each branch, the unconditional BER consists of M integrals of the following
form:
∞∞ ∞
( )
M
Pb ( error ) = ∫∫ L ∫ Pb ( error|{γ m }) ∏ pγ m γ m ; γ m d γ 1d γ 2 L d γ M
0 0 0 m =1
14243
M -fold
where the term after the semicolon is the parameter for the Rayleigh distribution.
Substituting in for the conditional probability of error gives:
5
∞∞ ∞ π /2 M
γm M
Pb ( error ) = ∫∫L ∫
π
1
∫ ∏
m =1
exp − 2 dφ ∏ pγ m γ m ;γ m dγ 1d γ 2 L d γ M
sin φ m =1
( )
0 0 0 0
14243
M -fold
∞∞ ∞ π /2 M
γm
= ∫∫L ∫
π
1
∫ ∏ exp − sin 2 ( )
p γ ; γ d φ d γ 1d γ 2 L d γ M
φ γ m m m
0 0 0 0 m =1
14243
M -fold
γm
( )
M
π /2 ∞ ∞ ∞ 1
Pb ( error ) = ∫ ∫ ∫ 24
L∫
3π
∏ exp − sin 2
p γ ; γ d γ 1d γ 2 L d γ M d φ
φ γ m m
0 0 0
0 m
14 m =1
M -fold
M
1 π /2 1
=
π ∫ Μ r − ; γ dφ
sin 2 φ
0
1
where Μ r − ;γ is the moment generating function (MGF) of the Rayleigh
sin 2 φ
distribution of the SNR of each branch, pγ γ ; γ , assuming BPSK modulation. The( )
expression for the MGF is:
−1
1 γ
Μ r − 2 ;γ = 1 + 2
sin φ sin φ
Substituting in the MGF, we arrive at our final expression for the BER of a SIMO
MRC system with M receive antennas:
−M
1 π /2 γ
Pb (MRC, indep. fading) ( error ) = ∫ 1 + 2 dφ .
π 0
sin φ
6
2.3. Analytical BER Results
MATLAB was used to calculate the following analytical BER results:
0
BER Performance of MRC in Independent Rayleigh Fading Channels
10
L = 1
L = 2
-1
10 L = 3
L = 4
-2
10
Average BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
Average SNR (dB)
Note that as the number of receive antennas increases, the slope of the BER curve gets
steeper, which is consistent with our SNR analysis.
7
transpose of the channel matrix (assuming the receiver knows the channel perfectly)
and normalizing the result:
(
H*y = h1 + h2
2 2
)x+ H N *
H *y H* N
x$ = 2 2
= x+ 2 2
.
h1 + h2 h1 + h2
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
8
2.5. Comparison of Simulation to Analytical Results
0
Diversity with Receive MRC
10
L = 1, AWGN only, simulation
-1
L = 1, simulation
10 L = 2, simulation
L = 3, simulation
L = 4, simulation
-2 L = 5, simulation
10
L = 1 analytical
Average BER
L = 2 analytical
-3 L = 3 analytical
10 L = 4 analytical
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
Average SNR (dB)
From this plot we see that the simulation produces BER results very close to
those predicted by our analysis. The slight differences can be attributed to an
insufficiently large number of trials to average over (which was limited due to
extremely long simulation run-times).
9
3. MRC WITH CORRELATED FADING
3.1. Signal-to-Noise Ratio
Consider an MRC system with 2 receive antenna branches with correlated
Rayleigh fading channels. Here we discuss a method described by [3] to transform
two correlated signal branches with respective SNRs γ 1 and γ 2 into two independent
signals with respective SNRs γ 3 and γ 4 . As before, the received signal at antenna
branch l ignoring noise is expressed as rl e jθ l s (t ) where rl is a Rayleigh-distributed
random variable. If we include noise into our signal model, we can express the
received signals at antenna 1 and antenna 2 respectively as:
y1 (t ) = r1e jθ1 s(t ) + n1 (t )
y2 (t ) = r2e jθ1 s(t ) + n2 (t )
where nl (t ) is AWGN with zero mean for l = 1, 2 . The fading envelope rl e jθ l can be
expressed as a sum of the in-phase and quadrature components of the envelope:
rl e jθl = rl ,I + jrl,Q
where rl ,I and rl ,Q are independent zero mean Gaussian random variables with
variance σ G2 . Also, by definition, the correlation ρ I ,Q between the in-phase and
quadrature component for each fading envelope is always zero. We can now express
the received signals as:
y1 (t ) = ( r1, I + jr1,Q ) s (t ) + n1 (t )
y2 (t ) = ( r2,I + jr2,Q ) s (t ) + n2 (t )
This shows that in order to examine the correlation between the fading
envelopes r1e jθ1 and r2e jθ 2 , we can equivalently examine the correlation ρ I between
the in-phase components r1, I and r2, I as well as the correlation ρQ between the
quadrature components r1,Q and r2,Q . For this analysis we assume ρ I = ρQ = ρG
where G denotes the correlation between two Gaussian distributed fading envelope
components. For ρG = 0 , we have uncorrelated fading channels described by the
covariances between each combination of two Gaussian random variables [14]:
Cov ( r1, I , r2, I ) = ρ ( r1, I , r2,I ) ⋅ σ r1, I σ r2 ,I
= ρ I σ G2 = ρGσ G2 = 0,
Cov ( r1,Q , r2,Q ) = 0.
Similarly, ρQ = ρ I ,Q = 0 , which gives us:
Cov ( r1, I , r1,Q ) = Cov ( r1, I , r2,Q ) = Cov ( r1,I , r2,Q ) = Cov ( r2, I , r1,Q ) = 0.
For 0 < ρG ≤ 1 , all cross-correlations remain equal to zero except Cov ( r1, I , r2, I ) and
Cov ( r1,Q , r2,Q ) :
Cov ( r1, I , r2,I ) = Cov ( r1,Q , r2,Q ) = ρGσ G2 .
Assuming that the average SNR is the same at both receive antennas, we have:
10
var [ rl ] + E 2 [ rl ] 2σ G2
E rl2
γl = = = = γ for l = 1, 2.
E nl2 (t ) Nl N
We now introduce a transformation from the correlated received signal
branches y1 (t ) and y2 (t ) into independent signal branches y3 (t ) and y4 (t ) . Define
the following transformation matrix T:
2 2
T = 2 2
.
−
2
2 2
2
If we apply the T to the y1 (t ) and y2 (t ) , we will get y3 (t ) and y4 (t ) expressed as
linear combinations of y1 (t ) and y2 (t ) :
y3 (t ) y1 (t ) 22 2 y1 (t )
y (t ) = T y (t ) = 2
2
2 y (t )
4 2 − 2 2
2
22 y1 (t ) + 22 y2 (t )
=
− 22 y1 (t ) + 22 y2 (t )
22 ( r1,I + jr1,Q ) s (t ) + n1 (t ) + 22 ( r2, I + jr2,Q ) s (t ) + n2 (t )
=
− 2 ( r + jr ) s (t ) + n (t ) + 2 ( r + jr ) s (t ) + n (t )
2 1, I 1,Q 1 2 2, I 2 ,Q 2
22 r1, I s (t ) + j 22 r1,Q s (t ) + 22 n1 (t ) + 22 r2, I s (t ) + j 22 r2,Q s (t ) + 22 n2 (t )
= 2
− 2 r1, I s (t ) − j 22 r1,Q s (t ) − 22 n1 (t ) + 22 r2, I s (t ) + j 22 r2,Q s (t ) + 22 n2 (t )
( 2
r + 2
r )+ j( r + 2 2
r ) s(t ) + 2
n1 (t ) + n2 (t )
2
=
2 1, I 2 2, I 2 1,Q 2 2,Q 2 2
(
−
2
r +
2 1, I
2
r
2 2, I ) + j (− r + 2
2 1,Q
2
r ) s(t ) −
2 2,Q 2 n1 (t ) + 2 n2 (t )
2 2
( r3, I + jr3,Q ) s (t ) + n3 (t )
=
( r4, I + jr4,Q ) s (t ) + n4 (t )
where
2 2
r3, I = r1, I + r2, I
2 2
2 2
r3,Q = r1,Q + r2,Q
2 2
2 2
n3 (t ) = n1 (t ) + n2 (t )
2 2
11
2 2
r4, I = − r1, I + r2, I
2 2
2 2
r4,Q = − r1,Q + r2,Q
2 2
2 2
n4 (t ) = − n1 (t ) + n2 (t )
2 2
All of the above expressions are sums of zero mean Gaussian random variables, which
means that the sums are also zero mean Gaussian random variables. Furthermore:
Cov ( r3, I , r4, I ) = E r3, I r4, I − E r3, I E r4,I
2 2 2 2
= E r1, I + r2, I − r1,I + r2, I −
2 2 2 2
2 2 2 2
E r1, I + r2, I E − r1, I + r2,I
2 2 2 2
1 1
= E − r1,2I + r2,2I −
2 2
2 2 2 2
E r1, I + E r2, I − E r1, I + E r2, I
2 2 2 2
1 1 1 1
= − E r1,2I + E r2,2I − − E 2 r1, I + E 2 r2, I
2 2 2 2
1 1 1 1
= − E r1,2I + E r2,2I + E 2 r1, I − E 2 r2, I
2 2 2 2
1
= (σ G2 − σ G2 ) = 0.
2
Since r3,I and r4,I are Gaussian and uncorrelated, this means that they are independent.
Similarly, r3,Q, r4,Q, n3(t), and n4(t) are mutually independent. The variances of r3,I, r4,I,
r3,Q, and r4,Q are [9]:
var r3,I = var r3,Q
1 1 1
= σ 32 = σ G2 + 2 ρG ⋅ σ G2 + σ G2 = σ G2 + ρGσ G2 = (1 + ρG ) σ G2
2 2 2
var r4,I = var r4,Q
1 1 1
= σ 42 = σ G2 − 2 ρG ⋅ σ G2 + σ G2 = σ G2 − ρGσ G2 = (1 − ρG )σ G2 .
2 2 2
The noise powers are:
1 1
N 3 = N1 + N 2 = N
2 2
1 1
N 4 = N1 + N 2 = N .
2 2
12
So the average SNRs of y3(t) and y4(t) are:
2 (1 + ρG )σ G2
γ3 = = (1 + ρG ) γ
N
2 (1 − ρG )σ G2
γ4 = = (1 − ρG ) γ
N
This shows that two correlated fading signal branches with equal average SNR can be
transformed into two independent fading signal branches with unequal average SNRs
dependent on the fading correlation coefficient. Clearly this will lead to performance
degradation if the MRC continues to operate as if it were receiving independently
fading signals.
Pb (γ ∑ ) = Q ( 1 ∞
2π ∫
2γ ∑ =
1
) 1
s s−a
exp −γ ∑ s ds .
Utilizing the MGF of γ ∑ and interchanging the order of integration, we get following
expression for the average BER:
∞ 1 ∞ 1
Pb = ∫ ∫ exp −γ ∑ s p (γ ∑ ) dsdγ ∑
0 2π 1
s s−a
1 ∞ 1 ∞
= ∫ ∫ exp −γ ∑ s p (γ ∑ ) d γ ∑ ds
2π 1 s s − a 0
1 ∞ Cγ ∑ ( s )
2π ∫1 s s − a
= ds.
T
Let γ = γ 1 γ 2 L γ L . Define the L-variate MGF of γ as:
∞ ∞ 1
Cγ ( s ) = ∫ L∫ pγ ( γ ) exp −sT γ dγ =
0 0
I + Ds Dγ M x
for Rayleigh fading, where s = [ s1 s2 L sL ] , I is an L × L identity matrix, Ds is a
T
{
diag γ 1 γ 2 L γ L , } and MX is the covariance matrix. For an array with L
antennas equally spaced by distance d:
13
k 2d
2
M X ( i, j ) = exp − ( i − j ) , i, j = 1, 2,L , L
2 λ
where k is set to 21.4 to emulate the Bessel correlation model [10]. Next, Cγ
∑
(s) can
be expressed in terms of Cγ ( s ) through the following relationship:
Cγ
∑
( s ) = Cγ ( s ) s =s =L=s =s .
1 2 L
-2
10
BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
Figure 5: Analytical BER versus SNR for 1 receive antenna (L = 1)
(All lines overlap)
This result makes sense because for one receive antenna, the signal is correlated with
itself.
14
0
10
d/lambda = 0
d/lambda = .1
-1
10 d/lambda = .2
d/lambda = very large
-2
10
BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
Figure 6: Analytical BER versus SNR for 2 receive antennas (L = 2)
0
10
d/lambda = 0
d/lambda = .1
-1
10 d/lambda = .2
d/lambda = very large
-2
10
BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
Figure 7: Analytical BER versus SNR for 3 receive antennas (L = 3)
15
0
10
d/lambda = 0
d/lambda = .1
-1
10 d/lambda = .2
d/lambda = very large
-2
10
BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
Figure 8: Analytical BER versus SNR for 4 receive antennas (L = 4)
From Figures 5 through 8 we see that if the antennas are spaced much less than .1λc
apart, then adding antennas does not improve BER performance significantly.
However, for antenna separation distances greater than .1λc , adding antennas can
significantly improve BER performance. We also notice that for a given number of
receive antennas, increasing the separation distance improves BER performance as
expected.
16
MATLAB was used to compute the following results:
l = .1 lambda
l = .2 lambda
l = .3 lambda
-1
l = .4 lambda
10 l = .5 lambda
l = .6 lambda
l = .7 lambda
l = .8 lambda
l = .9 lambda
-2 l = 1.0 lambda
10
BER
-3
10
-4
10
-5
10
-6
10
0 5 10 15 20 25 30
SNR (dB)
d
Observe that as approaches .3 or .4, we have nearly optimal BER performance.
λc
17
3.5. Simulation BER Results for MRC at the Base Station
Consider the following scattering model from [12]:
Figure 10: Effect of Scattering at the MS on the Received Signal at the BS [12]
In the scattering model, a denotes the scattering circle radius around the MS, x
denotes the distance from the BS to the MS, and ξ denotes the angle in radians
between the line-of-sight (LOS) and the direction of relative motion between the BS
π
and the MS. For our purposes, we will assume that ξ = which means that the MS
2
is moving perpendicular to the LOS. We will also assume that x is relatively large
such that ξ does not change significantly during time intervals of interest and the
a
ratio k = is very small. Assuming the MS to be operating at a point about 3.2
x
kilometers (about 2 miles) and a scattering radius of 16 meters (due to surrounding
buildings), we get k = .005 . The correlation coefficient using Jake’s scattering model
is given by [12]:
d 1 d
ρ = J 02 2π k sin ξ J 02 k 2 2π 1 − 34 cos 2 ξ .
λc 2 λc
18
MATLAB was used to produce the following results:
Figure 11: Simulation BER versus SNR for 2 receive antennas at the BS
19
consistent with Jake’s model where the BS antenna separation must be a factor of
−1
π
about ( k sin ξ ) = .005sin = 200 times greater than the MS antenna separation
−1
2
in order to achieve the same fading channel decorrelation. This is intuitively
satisfying because scatterers (such as those around the MS) would contribute to signal
decorrelation, whereas the lack of scatterers (around the BS) would require a greater
antenna separation distance to achieve the same degree of decorrelation.
4. CONCLUSION
We have achieved analytical and simulation results for the BER performance
of maximal ratio combining under independent and correlated Rayleigh fading
d
channels. At the mobile station, > .4 is sufficient antenna spacing to achieve
λc
d
decorrelated channels, while at the base station, must be greater than 70 due to the
λc
signal scattering from the structures around the mobile station. Even if these antenna
separation distances cannot be implemented in practice, performance can still be
significantly improved with semi-correlated channels with ρ up to about .6.
20
REFERENCES:
[1] A. Paulraj, “Diversity,” Mobile Communications Handbook, New York:
IEEE Press, 1999.
[2] A. Goldsmith, EE359 Wireless Communications course reader, 2002.
[3] L. Fang, G. Bi, and A. C. Kot, “New Method of Performance Analysis for
Diversity Reception with Correlated Rayleigh-fading Signals,” IEEE
Transactions on Vehicular Technology, Vol. 49, No. 5, September 2000,
pp.1807-1812.
[4] A. Paulraj, EE492 Space-Time Wireless Communications class notes, 2002,
lecture 7.
[5] M.-S. Alouini, Adaptive and Diversity Techniques for Wireless Digital
Communications over Fading Channels, Ph.D. thesis, Department of
Electrical Engineering, California Institute of Technology, Pasadena,
California, June 1998.
[6] W. C. Y. Lee, Mobile Communications Engineering, New York: McGraw-
Hill, 1982, pp. 304-306.
[7] E. W. Weisstein, “Schwarz’s Inequality – From MathWorld,” Wolfram
Research, Inc., CRC Press LLC,
http://mathworld.wolfram.com/SchwarzsInequality.html, 1999.
[8] E. Woersching and A. Kondo, “Diversity Improvement in Multiple Antenna
Systems,” Research Experience for Undergraduates Program, Stanford
University, 2002.
[9] L. J. Kasper, “Statistical Review,”
http://www.kaspercpa.com/statisticalreview.htm, 1998.
[10] P. Lombardo, F. Fedele, M. M. Rao, “MRC Performance for Binary Signals
in Nakagami Fading with General Branch Correlation,” IEEE Transactions
on Communications, Vol. 47, No. 1, January 1999, pp.44-50.
[11] Y. Ma, C. C. Chai, and T. J. Lim, “Unified Analysis of Error Probability for
MRC in Correlated Fading Channels,” Electronics Letters, Vol. 35, No. 16,
August 1999, pp. 1314-1315.
[12] W. C. Jakes, Microwave Mobile Communications, New York: John Wiley
& Sons, 1974, pp.60-66.
[13] G. L. Stuber, Principles of Mobile Communication, Boston: Kluwer
Academic Publishers, 2001, pp.67-68.
[14] H. Hsu, Schaum’s Outline of Theory and Problems of Probability, Random
Variables, & Random Processes, New York: McGraw-Hill, 1997.
21
LIST OF VARIABLES FOR SECTION 2 (MRC with Independent Fading):
M = number of receive antennas
m = signal branch index
γ ∑ = SNR of post-combining signal
γ m = SNR of signal branch m
rm = fading envelope magnitude of signal branch m
θ m = random phase of signal branch m
s (t ) = transmitted message signal
α m = complex multiplier for signal branch m
am = amplitude of α m
r∑ = fading envelope magnitude of post-combining signal
N = noise power on each signal branch
N ∑ = noise power of post-combining signal
K = constant
Pb = probability of bit error
x = transmitted bit
y = received signal vector
H = channel matrix
N = noise vector
x$ = estimated bit
22
LIST OF VARIABLES FOR SECTION 3 (MRC with Correlated Fading):
γ 1 , γ 2 = SNR of correlated fading signal branches
γ 3 , γ 4 = SNR of independent fading signal branches
L = number of receive antenna branches
l = signal branch index
rl, I + jrl,Q = fading envelope expressed as sum of Gaussian in-phase and quadrature components
σ G2 = variance of Gaussian fading components
y1 (t ), y2 (t ) = correlated received signal branches
y3 (t ), y4 (t ) = independent received signal branches
ρ I = correlation coefficient between in-phase fading components
ρQ = correlation coefficient between quadrature fading components
γ l = average SNR of signal branch l
T = transformation matrix
Pb = probability of bit error
P b = average probability of bit error
γ ∑ = SNR of post-combining signal
d = antenna separation distance
Dγ = diagonal matrix of average SNRs on each branch
M X = covariance matrix
J 0 ( x ) = zeroth-order Bessel function of the first kind
a = radius of scattering circle around mobile station (MS)
x = distance from base station (BS) to MS
k = ratio of a to x
ξ = angle in radians between line-of-sight (LOS) and direction of MS motion
23