Digital Communication over Fading Channels

Digital Communication over Fading Channels

A Unied Approach to Performance Analysis Marvin K. Simon Mohamed-Slim Alouini

New York

Chichester

Weinheim

A Wiley-Interscience Publication JOHN WILEY & SONS, INC. Brisbane Singapore Toronto

This book is printed on acid-free paper. Copyright 2000 by John Wiley & Sons, Inc. All rights reserved. Published simultaneously in Canada. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978) 750-4744. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 605 Third Avenue, New York, NY 10158-0012, (212) 850-6011, fax (212) 850-6008, E-mail: PERMREQ@WILEY.COM. For ordering and customer service, call 1-800-CALL-WILEY. Library of Congress Cataloging-in-Publication Data: Simon, Marvin Kenneth, 1939 Digital communication over fading channels : a unied approach to performance analysis / Marvin K. Simon and Mohamed-Slim Alouini. p. cm. (Wiley series in telecommunications and signal processing) Includes index. ISBN 0-471-31779-9 (alk. paper) 1. Digital communications Reliability Mathematics. I. Alouini, Mohamed-Slim. II. Title. III. Series. TK5103.7.S523 2000 621.382 dc21 99-056352 Printed in the United States of America. 10 9 8 7 6 5 4 3 2 1

Marvin K. Simon dedicates this book to his wife, Anita, whose devotion to him and this project never once faded during its preparation. Mohamed-Slim Alouini dedicates this book to his parents and family.

CONTENTS

Preface

xv

PART 1 FUNDAMENTALS Chapter 1 Introduction 1.1 System Performance Measures 1.1.1 Average Signal-to-Noise Ratio 1.1.2 Outage Probability 1.1.3 Average Bit Error Probability 1.2 Conclusions References Fading Channel Characterization and Modeling 2.1 Main Characteristics of Fading Channels 2.1.1 Envelope and Phase Fluctuations 2.1.2 Slow and Fast Fading 2.1.3 Frequency-Flat and Frequency-Selective Fading 2.2 Modeling of Flat Fading Channels 2.2.1 Multipath Fading 2.2.2 Log-Normal Shadowing 2.2.3 Composite Multipath/Shadowing 2.2.4 Combined (Time-Shared) Shadowed/Unshadowed Fading 2.3 Modeling of Frequency-Selective Fading Channels References 3 4 4 5 6 12 13 15 15 15 16

Chapter 2

16 17 18 23 24 25 26 28

vii

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CONTENTS

Chapter 3

Types of Communication 3.1 Ideal Coherent Detection 3.1.1 Multiple Amplitude-Shift-Keying or Multiple Amplitude Modulation 3.1.2 Quadrature Amplitude-Shift-Keying or Quadrature Amplitude Modulation 3.1.3 M-ary Phase-Shift-Keying 3.1.4 Differentially Encoded M-ary Phase-Shift-Keying 3.1.5 Offset QPSK or Staggered QPSK 3.1.6 M-ary Frequency-Shift-Keying 3.1.7 Minimum-Shift-Keying 3.2 Nonideal Coherent Detection 3.3 Noncoherent Detection 3.4 Partially Coherent Detection 3.4.1 Conventional Detection: One-Symbol Observation 3.4.2 Multiple Symbol Detection 3.5 Differentially Coherent Detection 3.5.1 M-ary Differential Phase Shift Keying 3.5.2 /4-Differential QPSK References

31 31

33 34 35 39 41 43 45 47 53 55 55 57 59 59 65 65

PART 2 MATHEMATICAL TOOLS Chapter 4 Alternative Representations of Classical Functions 4.1 Gaussian Q-Function 4.1.1 One-Dimensional Case 4.1.2 Two-Dimensional Case 4.2 Marcum Q-Function 4.2.1 First-Order Marcum Q-Function 4.2.2 Generalized (mth-Order) Marcum Q-Function 4.3 Other Functions References Appendix 4A: Derivation of Eq. (4.2) Useful Expressions for Evaluating Average Error Probability Performance 5.1 Integrals Involving the Gaussian Q-Function 5.1.1 Rayleigh Fading Channel

69 70 70 72 74 74

81 90 94 95
99 99 101

Chapter 5

CONTENTS

ix

Nakagami-q (Hoyt) Fading Channel Nakagami-n (Rice) Fading Channel Nakagami-m Fading Channel Log-Normal Shadowing Channel Composite Log-Normal Shadowing/Nakagami-m Fading Channel 5.2 Integrals Involving the Marcum Q-Function 5.2.1 Rayleigh Fading Channel 5.2.2 Nakagami-q (Hoyt) Fading Channel 5.2.3 Nakagami-n (Rice) Fading Channel 5.2.4 Nakagami-m Fading Channel 5.2.5 Log-Normal Shadowing Channel 5.2.6 Composite Log-Normal Shadowing/Nakagami-m Fading Channel 5.3 Integrals Involving the Incomplete Gamma Function 5.3.1 Rayleigh Fading Channel 5.3.2 Nakagami-q (Hoyt) Fading Channel 5.3.3 Nakagami-n (Rice) Fading Channel 5.3.4 Nakagami-m Fading Channel 5.3.5 Log-Normal Shadowing Channel 5.3.6 Composite Log-Normal Shadowing/Nakagami-m Fading Channel 5.4 Integrals Involving Other Functions 5.4.1 M-PSK Error Probability Integral 5.4.2 Arbitrary Two-Dimensional Signal Constellation Error Probability Integral 5.4.3 Integer Powers of the Gaussian Q-Function 5.4.4 Integer Powers of M-PSK Error Probability Integrals References Appendix 5A: Evaluation of Denite Integrals Associated with Rayleigh and Nakagami-m Fading
Chapter 6 New Representations of Some PDFs and CDFs for Correlative Fading Applications 6.1 Bivariate Rayleigh PDF and CDF 6.2 PDF and CDF for Maximum of Two Rayleigh Random Variables 6.3 PDF and CDF for Maximum of Two Nakagami-m Random Variables References

5.1.2 5.1.3 5.1.4 5.1.5 5.1.6

101 102 102 104 104 107 108 109 109 109 109 110 111 112 112 112 113 114 114 114 114 116 117 121 124 124

141 142

146 149 152

CONTENTS

PART 3 OPTIMUM RECEPTION AND PERFORMANCE EVALUATION Chapter 7 Optimum Receivers for Fading Channels 7.1 Case of Known Amplitudes, Phases, and Delays: Coherent Detection 7.2 The Case of Known Phases and Delays, Unknown Amplitudes 7.2.1 Rayleigh Fading 7.2.2 Nakagami-m Fading 7.3 Case of Known Amplitudes and Delays, Unknown Phases 7.4 Case of Known Delays and Unknown Amplitudes and Phases 7.4.1 One-Symbol Observation: Noncoherent Detection 7.4.2 Two-Symbol Observation: Conventional Differentially Coherent Detection 7.4.3 N-Symbol Observation: Multiple Symbol Differentially Coherent Detection 7.5 Case of Unknown Amplitudes, Phases, and Delays 7.5.1 One-Symbol Observation: Noncoherent Detection 7.5.2 Two-Symbol Observation: Conventional Differentially Coherent Detection References Performance of Single Channel Receivers 8.1 Performance Over the AWGN Channel 8.1.1 Ideal Coherent Detection 8.1.2 Nonideal Coherent Detection 8.1.3 Noncoherent Detection 8.1.4 Partially Coherent Detection 8.1.5 Differentially Coherent Detection 8.1.6 Generic Results for Binary Signaling 8.2 Performance Over Fading Channels 8.2.1 Ideal Coherent Detection 8.2.2 Nonideal Coherent Detection 8.2.3 Noncoherent Detection 8.2.4 Partially Coherent Detection 8.2.5 Differentially Coherent Detection References 157

159 163 163 164 166 168 168 181 186 188 188 190 191
193 193 194 206 209 210 213 218 219 220 234 239 242 243 251

Chapter 8

CONTENTS

xi

Appendix 8A: Steins Unied Analysis of the Error Probability Performance of Certain Communication Systems
Chapter 9 Performance of Multichannel Receivers 9.1 Diversity Combining 9.1.1 Diversity Concept 9.1.2 Mathematical Modeling 9.1.3 Brief Survey of Diversity Combining Techniques 9.1.4 ComplexityPerformance Trade-offs 9.2 Maximal-Ratio Combining 9.2.1 Receiver Structure 9.2.2 PDF-Based Approach 9.2.3 MGF-Based Approach 9.2.4 Bounds and Asymptotic SER Expressions 9.3 Coherent Equal Gain Combining 9.3.1 Receiver Structure 9.3.2 Average Output SNR 9.3.3 Exact Error Rate Analysis 9.3.4 Approximate Error Rate Analysis 9.3.5 Asymptotic Error Rate Analysis 9.4 Noncoherent Equal-Gain Combining 9.4.1 DPSK, DQPSK, and BFSK: Exact and Bounds 9.4.2 M-ary Orthogonal FSK 9.5 Outage Probability Performance 9.5.1 MRC and Noncoherent EGC 9.5.2 Coherent EGC 9.5.3 Numerical Examples 9.6 Impact of Fading Correlation 9.6.1 Model A: Two Correlated Branches with Nonidentical Fading 9.6.2 Model B: D Identically Distributed Branches with Constant Correlation 9.6.3 Model C: D Identically Distributed Branches with Exponential Correlation 9.6.4 Model D: D Nonidentically Distributed Branches with Arbitrary Correlation 9.6.5 Numerical Examples 9.7 Selection Combining 9.7.1 MGF of Output SNR

253
259 260 260 260

261 264 265 265 267 268 275 278 279 279 281 288 289 290 290 304 311 312 313 314 316 320 323 324 325 329 333 335

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CONTENTS

9.7.2 Average Output SNR 9.7.3 Outage Probability 9.7.4 Average Probability of Error 9.8 Switched Diversity 9.8.1 Performance of SSC over Independent Identically Distributed Branches 9.8.2 Effect of Branch Unbalance 9.8.3 Effect of Branch Correlation 9.9 Performance in the Presence of Outdated or Imperfect Channel Estimates 9.9.1 Maximal-Ratio Combining 9.9.2 Noncoherent EGC over Rician Fast Fading 9.9.3 Selection Combining 9.9.4 Switched Diversity 9.9.5 Numerical Results 9.10 Hybrid Diversity Schemes 9.10.1 Generalized Selection Combining 9.10.2 Generalized Switched Diversity 9.10.3 Two-Dimensional Diversity Schemes References Appendix 9A: Alternative Forms of the Bit Error Probability for a Decision Statistic that is a Quadratic Form of Complex Gaussian Random Variables Appendix 9B: Simple Numerical Techniques for the Inversion of the Laplace Transform of Cumulative Distribution Functions 9B.1 Euler Summation-Based Technique 9B.2 GaussChebyshev Quadrature-Based Technique Appendix 9C: Proof of Theorem 1 Appendix 9D: Direct Proof of Eq. (9.331) Appendix 9E: Special Denite Integrals
PART 4 APPLICATION IN PRACTICAL COMMUNICATION SYSTEMS Chapter 10 Optimum Combining: A Diversity Technique for Communication Over Fading Channels in the Presence of Interference 10.1 Performance of Optimum Combining Receivers

336 338 340 348 348 362 366 370 370 371 373 374 377 378 378 403 408 411

421

427 427 428 430 431 432

437

438

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xiii

10.1.1 Single Interferer, Independent Identically Distributed Fading 10.1.2 Multiple Interferers, Independent Identically Distributed Fading 10.1.3 Comparison with Results for MRC in the Presence of Interference References
Chapter 11 Direct-Sequence Code-Division Multiple Access 11.1 Single-Carrier DS-CDMA Systems 11.1.1 System and Channel Models 11.1.2 Performance Analysis 11.2 Multicarrier DS-CDMA Systems 11.2.1 System and Channel Models 11.2.2 Performance Analysis 11.2.3 Numerical Examples References

438 454 466 470

473 474 474 477 479 480 483 489 492

PART 5 FURTHER EXTENSIONS Chapter 12 Coded Communication Over Fading Channels 12.1 Coherent Detection 12.1.1 System Model 12.1.2 Evaluation of Pairwise Error Probability 12.1.3 Transfer Function Bound on Average Bit Error Probability 12.1.4 Alternative Formulation of the Transfer Function Bound 12.1.5 Example 12.2 Differentially Coherent Detection 12.2.1 System Model 12.2.2 Performance Evaluation 12.2.3 Example 12.3 Numerical Results: Comparison of the True Upper Bounds and UnionChernoff Bounds References Appendix 12A: Evaluation of a Moment Generating Function Associated with Differential Detection of M-PSK Sequences 497 499 499 502

510 513 514 520 520 522 524 526 530

532
535

Index

PREFACE
Regardless of the branch of science or engineering, theoreticians have always been enamored with the notion of expressing their results in the form of closed-form expressions. Quite often, the elegance of the closed-form solution is overshadowed by the complexity of its form and the difculty in evaluating it numerically. In such instances, one becomes motivated to search instead for a solution that is simple in form and simple to evaluate. A further motivation is that the method used to derive these alternative simple forms should also be applicable in situations where closed-form solutions are ordinarily unobtainable. The search for and ability to nd such a unied approach for problems dealing with evaluation of the performance of digital communication over generalized fading channels is what provided the impetus to write this book, the result of which represents the backbone for the material contained within its pages. For at least four decades, researchers have studied problems of this type, and system engineers have used the theoretical and numerical results reported in the literature to guide the design of their systems. Whereas the results from the earlier years dealt mainly with simple channel models (e.g,, Rayleigh or Rician multipath fading), applications in more recent years have become increasingly sophisticated, thereby requiring more complex models and improved diversity techniques. Along with the complexity of the channel model comes the complexity of the analytical solution that enables one to assess performance. With the mathematical tools that were available previously, the solutions to such problems, when possible, had to be expressed in complicated mathematical form which provided little insight into the dependence of the performance on the system parameters. Surprisingly enough, not until recently had anyone demonstrated a unied approach that not only allows previously obtained complicated results to be simplied both analytically and computationally but also permits new results to be obtained for special cases that heretofore had resisted solution in a simple form. This approach, which the authors rst presented to the public in a tutorialstyle article that appeared in the September 1998 issue of the IEEE Proceedings, has spawned a new wave of publications on the subject that, we foresee based on the variety of applications to which it has already been applied, will continue well into the new millennium. The key to the success of the approach relies
xv

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PREFACE

on employing alternative representations of classic functions arising in the error probability analysis of digital communication systems (e.g., the Gaussian Qfunction1 and the Marcum Q-function) in such a manner that the resulting expressions for average bit or symbol error rate are in a form that is rarely more complicated than a single integral with nite limits and an integrand composed of elementary (e.g., exponential and trigonometric) functions. By virtue of replacing the conventional forms of the above-mentioned functions by their alternative representations, the integrand will contain the moment generating function (MGF) of the instantaneous fading signal-to-noise ratio (SNR), and as such, the unied approach is referred to as the MGF-based approach. In dealing with application of the MGF-based approach, the coverage in this book is extremely broad, in that coherent, differentially coherent, partially coherent and noncoherent communication systems are all handled, as well as a large variety of fading channel models typical of communication links of practical interest. Both single- and multichannel reception are discussed, and in the case of the latter, a large variety of diversity types are considered. For each combination of communication (modulation/detection) type, channel fading model, and diversity type, the average bit error rate (BER) and/or symbol error rate (SER) of the system is obtained and represented by an expression that is in a form that can readily be evaluated.2 All cases considered correspond to real practical channels, and in many instances the BER and SER expressions obtained can be evaluated numerically on a hand-held calculator. In accomplishing the purpose set forth by the discussion above, the book focuses on developing a compendium of results that to a large extent are not readily available in standard textbooks on digital communications. Although some of these results can be found in the myriad of contributions that have been reported in the technical journal and conference literature, others are new and as yet unpublished. Indeed, aside from the fact that a signicant number of the reference citations in this book are from 1999 publications, many others refer to papers that will appear in print in the new millennium. Whether or not published previously, the value of the results found in this book is that they are all colocated in a single publication with unied notation and, most important, a unied presentation framework that lends itself to simplicity of numerical evaluation. In writing this book, our intent was to spend as little space as possible duplicating material dealing with basic digital communication theory and system performance evaluation, which is well documented in many ne textbooks on the subject. Rather, this book serves to advance the material found in these books and so is of most value to those desiring to extend their knowledge
Gaussian Q-function has a one-to-one mapping with the complementary error function erfc x p [i.e., Q x D 1 erfc x/ 2 ] commonly found in standard mathematical tabulations. In much of the 2 engineering literature, however, the two functions are used interchangeably and as a matter of convenience we shall do the same in this text. 2 The terms bit error probability (BEP) and symbol error probability (SEP) are quite often used as alternatives to bit error rate (BER) and symbol error rate (SER). With no loss in generality, we shall employ both usages in this book.
1 The

PREFACE

xvii

beyond what ordinarily might be covered in the classroom. In this regard, the book should have a strong appeal to graduate students doing research in the eld of digital communications over fading channels as well as to practicing engineers who are responsible for the design and performance evaluation of such systems. With regard to the latter, the book contains copious numerical evaluations that are illustrated in the form of parametric performance curves (e.g., average error probability versus average SNR). The applications chosen for the numerical illustrations correspond to real practical channels, therefore the performance curves provided will have far more than academic value. The availability of such a large collection of system performance curves in a single compilation allows the researcher or system designer to perform trade-off studies among the various communication type/fading channel/diversity combinations so as to determine the optimum choice in the face of his or her available constraints. The book is composed of four parts, each with an express purpose. The rst part contains an introduction to the subject of communication system performance evaluation followed by discussions of the various types of fading channel models and modulation/detection schemes that together form the overall system. Part 2 starts by introducing the alternative forms of the classic functions mentioned above and then proceeds to show how these forms can be used to (1) evaluate certain integrals characteristic of communication system error probability performance, and (2) nd new representations for certain probability density and distribution functions typical of correlated fading applications. Part 3 is the heart and soul of the book, since in keeping with its title, the primary focus of this part is on performance evaluation of the various types of fading channel models and modulation/detection schemes introduced in Part 1 for both single- and multichannel (diversity) reception. Before presenting this comprehensive performance evaluation study, however, Part 3 begins by deriving the optimum receiver structures corresponding to a variety of combinations concerning the knowledge or lack thereof of the fading parameters (i.e., amplitude, phase, delay). Several of these structures might be deemed as too complex to implement in practice; nevertheless, their performances serve as benchmarks against which many suboptimum but practical structures discussed in the ensuing chapters might be compared. In Part 4, which deals with practical applications, we consider rst the problem of optimum combining (diversity) in the presence of co-channel interference and then apply the unied approach to studying the performance of single- and multiple-carrier direct-sequence codedivision multiple-access (DS-CDMA) systems typical of the current digital cellular wireless standard. Finally, in Part 5 we extend the theory developed in the preceding parts for uncoded communication to error-correction-coded systems. In summary, the authors know of no other textbook currently on the market that addresses the subject of digital communication over fading channels in as comprehensive and unied a manner as is done herein. In fact, prior to the publication of this book, to the authors best knowledge, there existed only two works (the textbook by Kennedy [1] and the reprint book by Brayer [2]) that like our book are totally dedicated to this subject, and both of them are more than a

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PREFACE

quarter of a century old. Although a number of other textbooks [311] devote part of their contents3 to fading channel performance evaluation, by comparison with our book the treatment is brief and therefore incomplete. In view of the above, we believe that our book is unique in the eld. By way of acknowledgment, we wish to thank Dr. Payman Arabshahi of the Jet Propulsion Laboratory, Pasadena, CA for providing his expertise in solving a variey of problems that arose during the preparation of the electronic version of the manuscript. Mohamed-Slim Alouini would also like to express his sincere acknowledgment and gratitude to his PhD advisor Prof. Andrea J. Goldsmith of Stanford University, Palo Alto, CA for her guidance, support, and constant encouragement. Some of the material presented in Chapters 9 and 11 is the result of joint work with Prof. Goldsmith. Mohamed-Slim Alouini would also like to thank Young-Chai Ko and Yan Xin of the University of Minnesota, Minneapolis, MN for their signicant contributions in some of the results presented in Chapters 9 and 7, respectively. MARVIN K. SIMON MOHAMED-SLIM ALOUINI
Jet Propulsion Laboratory Pasadena, California University of Minnesota Minneapolis, Minnesota

REFERENCES
1. R. S. Kennedy, Fading Dispersive Communication Channels. New York: WileyInterscience, 1969. 2. K. Brayer, ed., Data Communications via Fading Channels. Piscataway, NJ: IEEE Press, 1975. 3. M. Schwartz, W. R. Bennett, and S. Stein, Communication Systems and Techniques. New York: McGraw-Hill, 1966. 4. W. C. Y. Lee, Mobile Communications Engineering. New York: McGraw-Hill, 1982. 5. J. Proakis, Digital Communications. New York: McGraw-Hill, 3rd ed., 1995 (1st and 2nd eds. in 1983, 1989, respectively). 6. M. D. Yacoub, Foundations of Mobile Radio Engineering. Boca Raton, FL: CRC Press, 1993. 7. W. C. Jakes, Microwave Mobile Communication, 2nd ed., Piscataway, NJ: IEEE Press, 1994.
3 Although Reference 11 is a book that is entirely devoted to digital communication over fading channels, the focus is on error-correction coded modulations and therefore would primarily relate only to Chapter 12 of our book.

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xix

8. K. Pahlavan and A. H. Levesque, Wireless Information Networks. Wiley Series in Telecommunications and Signal Processing. New York: Wiley-Interscience, 1995. 9. G. L. St ber, Principles of Mobile Communication. Norwell, MA: Kluwer Academic u Publishers, 1996. 10. T. S. Rappaport, Wireless Communications: Principles and Practice. Upper Saddle River, NJ: Prentice Hall, 1996. 11. S. H. Jamali and T. Le-Ngoc, Coded-Modulation Techniques for Fading Channels. Norwell, MA: Kluwer Academic Publishers, 1994.