Minimum Mean Square Error (MMSE)

Equalizer
• Linear equalizer.
• Aims at minimizing the variance of the difference between the
transmitted data and the signal at the equalizer output.
– This effectively equalizes the freq. selective channel.

• First, consider the infinite length filter case:

• The output of the equalizer is

where the equalized channel IR is

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 MMSE Equalizer – Infinite Length
• The difference between the Tx.ed data and the equalizer output is:

• and the MMSE cost function is:

• This is a quadratic function ⇒ with a unique minimum

– Take derivative w.r.t. wj and equate to 0 to find this minimum.

– Using

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 MMSE Equalizer
• Principle of orthogonality:

• The necessary and sufficient condition for the cost function J to

attain its minimum value is, for the corresponding value of the
estimation error ε[n] to be orthogonal to each input sample t[n] that
enters into the estimation of the desired response at time n.

• Error at the minimum is uncorrelated with the filter input!

• In other words, nothing else can be done for the error by just
observing the filter inputs.

• A good basis for testing whether the linear filter is operating in its
optimum condition.
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 MMSE Equalizer
• Corollary:

If the filter is operating in optimum conditions (in the MSE sense)

• When the filter operates in its optimum condition, the filter output
z[n] and the corresponding estimation error ε[n] are orthogonal to
each other.
x[n]
ε[n]

z[n]
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 MMSE Equalizer
• We can calculate the MMSE equalizer by either minimizing J over w:

• or using the principle of orthogonality:

which gives us the Wiener-Hopf Equations

ACF of the WMF output Cross-CF of the Tx.ed data

and the WMF output
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 Optimum Equalizer

• It can easily be shown that

And

Taking the z-transform of the eqn. at the top, we get

Alternatively, incorporating the WMF into the MMSE equalizer, we get

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 MMSE vs. ZF

• MMSE: ZF:

• MMSE suppresses noise, besides equalizing the channel.

– MMSE will not let infinite noise as ZF does when the channel has a spectral
null.

• As noise becomes negligible → N0→0

– MMSE and ZF becomes identical.
– When N0=0, MMSE cancels ISI completely (ZF cancels for all SNR values)
– When N0 ≠0, residual ISI and noise will be observed at the output of the
MMSE equalizer.

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 MMSE - Performance
• What is the value of Jmin?

• Due to the principle of orthogonality, , then

=b0

• The summation is a convolution evaluated at shift zero.

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 MMSE - Performance

• Then

• No ISI → X(ejωT)=1 →

• Note that,

• Furthermore, output SNR is

• No ISI → → Same as ZF.

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 MMSE – Performance

• Example 1: The effective channel has two taps,

• Spectrum is
(has a null at ω=π/T when
)

• When we evaluate the integral of b0, Jmin becomes

• When , Jmin and output SNR γ∞ are

• No ISI →

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 MMSE - Performance

• Example 2: Let the equiv. channel have exponentially decaying taps, a<1

• Then,

which is minimum at ω=π/T.

• Then the output SNR is

• No ISI →

(fl has a zero at z=0 and a pole at z=a, performance degrades as |a| → 1)

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 MMSE - Performance
• BER Analysis: No straightforward way.
• Unlike ZF, residual ISI remains at the output of the MMSE equalizer
and this ISI cannot be modeled as AWG noise.

• Consider PAM signalling with levels 2n-M-1, n=1,2,...,M

equalizer has
2K+1 taps!

where the WMF output/equalizer input is

and the convolution of the equalizer and the equivalent channel IRs is

• Obviously, the variance of noise is

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 MMSE - Performance
• The ISI terms are

• For a fixed sequence of information symbols xJ={x[k]}, .

• Then, the probability of error for this sequence is

• Average probability is found by averaging over all

• is dominated by the sequence yielding highest which

occurs when x[n]= ±(M-1) and the signs of x[n]’s match the
corresponding {qn}.

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 MMSE - Performance

• Then, following

and

• And, the upper bound for PM is found to be

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 (a) (b) (a) (b)
10 20
1

Magnitude (dB)

Magnitude (dB)
Imaginary Part

Imaginary Part

1 0
0
-20
0 10
0 2

-10
-40
-1
-20 -60
-1 0 0.5 1 0 0.5 1
-2 Normalized Frequency (×π rad/sample)
Real0Part 2 -1 Real0Part 1 Normalized Frequency (×π rad/sample)
(c)
50
(c)
Magnitude (dB)

1 0
Imaginary Part

-50
0 4

-100
0 0.5 1
Normalized Frequency (×π rad/sample)
-1
-1 0 1
Spring'09
Real Part ELE 739 - Channel Equalization 15
 MMSE – Finite Length Case

• The MMSE equalizer of length L is

• Then, applying the filter to the WMF output, the equalizer output is

• Express the signal at the WMF output as

Toeplitz Matrix

• Then, the MMSE equalizer output becomes

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 Cost Function

• ZF equalizer aims at

• MMSE equalizer aims at minimizing

η[n]

x[n] Effective t[n] z[n] ε[n]

+ Filter, w +
Channel, f -

x[n-δ]
Delay, δ

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 Cost Function

• Expanding the cost function

• Using the property that data and noise are uncorrelated E{xη*}=0

• This is a quadratic function of w, take derivative wrt. w and equate to 0

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 Optimum Equalizer
• Optimum equalizer coefficients are:

• Substituting back to the MSE term

where we used the matrix inversion lemma in the second line

• Jmin still depends on the delay parameter δ.

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 MMSE Equalizer - Example

• SNR=20dB.

unit norm

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 MMSE Equalizer - Example
• Signal at the equalizer output:

• Signal power:

• Noise power:

• Interference power:

• SNR at the equalizer output:

• SINR at the equalizer output:

• ZF equalizer
– SNR:
– SINR: no interference ⇒ same as SNR (6.59 dB)
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 Principle of Orthogonality

• Principle of orthogonality:

• Using and

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 Principle of Orthogonality

• Then, the principle of orthogonality becomes:

• Corollary:

i.e.

• In words, when the equalizer taps are optimum in the MMSE sense,
the error sequence, ε [n], is orthogonal to the current filter output z[n]
and to the input sequence generating that output t[n].

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 Canonical Form of the Error-Performance Surface

• The cost function in matrix form

• Next, express J(w) as a perfect square in w

• Then, by substituting

• In other words,

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 Canonical Form of the Error-Performance Surface

• Observations:
– J(w) is quadratic in w,
– Minimum is attained at w=wo,
– Jmin is bounded below, and is always a positive quantity,
– Jmin>0 →

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 Canonical Form of the Error-Performance Surface

• Transformations may significantly simplify the analysis,

• Use Eigendecomposition for R

• Then

a vector
• Let

• Substituting back into J

Canonical form
• The transformed vector v is called as the principal axes of the
surface.
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 Canonical Form of the Error-Performance Surface

wo J(w)=c curve v2 J(v)=c curve

w2 J(wo)=Jmin (λ2)
Jmin

Q
v1
Transformation
(λ1)

w1

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