Chapter 2

Stochastic Processes and

Deterministic Signals Used in
Mobile Fading Channel
Modeling
Dept. of Elec. Eng. IUST, Tehran/Iran
afalahati@iust.ac.ir

Introduction
l In the context of chapter 2-4, Random variable are of central
importance not only to statistical but also to the deterministic
modeling of mobile radio channels. Therefore we will at first
review some basic definitions and terms which are frequently
used in connection with random variables.
l Random Variables
l Random Experience:- An Experience whose outcome is not known
in advance.
l Samples Points (s):- Points representing the outcomes of a random
experiment.
l Event (A):- A collection of possible outcomes of a random
experiment.
l Elementary Event:- The event A = {s} consisting element s .

Sample Space:- All possible outcomes of a given random

experiment is called Sample Space Q of the experiment.
Hence a sample point is an element of the event, i.e.,
and the event itself is a subset of sample space i.e.,
Q is certain event and empty or null set is impossible event.
l A mapping is called probability measure or
briefly;- if following conditions are fulfilled :
(i) If then
(ii)
(iii) If with and for
any , then
probability space is the triple (Q,A,P)
A s
Q A
A P :
A A
n
1 ) ( 0 < A P
1 ) ( Q P
,...) 2 , 1 ( n A A
n
A A U
n n

1

n n
A A
k n
( ) ( )

1
1
n
n n
A P A U P
Random Variables

Probability Functions
and Definitions
l Cumulative Distribution Function
l The function F

defined by following relation is called

Cumulative Distribution function of random variable :
R: Real values Set. CDF has some properties: it is non-decreasing Function
and
l Probability Density Function
l The function p

defined by following relation is called the

probability density function of random variable .
PDF has some properties!! What are they?? Can you link it with PSD??
dx
x dF
x p x p
) (
) ( , :

a
) ( ) ( , ] 1 , 0 [ : x P x F x F

a

l Joint CDF/PDF , Multi-variant CDF/PDF

l CDF/PDF of multi random variables.
l CDF:
l PDF:
l for two variable we will have joint or bi-variant CDF/PDF.
We will have generalized properties for Multi-variant
CDF/PDF like simple CDF/PDF. n-variant PDF can
reduce to n-1 variant PDF as follow:
) ,...., ( ) ( ... ) ,..., ( , ] 1 , 0 [ : ...
1 1 1 1 1 n n n n
n
n
x x P x F x x F a
n
n
n
n n
n
n
x F
x p x x p

...
) ( ...
)) ( ... ( ) ,..., ( , : ...
1
1
1 1 1
a
( ) ( )

n n n n n
dx x x p x x p ,..., ... ,..., ...
1 1 1 1 1 1

Probability Functions
and Definitions

Probability Properties
l Expected Value
l Expected value of function g(x) defined as:
l
l Mean:- Mean of a RV is defined as expected value
of .
l Variance:-Variance of a RV is defined as expected
value of
l Moments:- k
th
moment of RV is defined as
expected value of
k
l Covariance:- covariance of two random variable
1
and
2
is defined by:-
l Characteristic Function:- The characteristic function
of a RV is defined as expected value of
{ }

dx x xp x g E ) ( ) (

{ } ( )
2
E
{ } { } ( ) { } ( ) { }
2 2 1 1 2 1
, cov E E E
x j
e
2

l Central Limit Theorem

Let be statistically independent random variable
with mean and variance respectively. Then the random
variable
is asymptotically normally distributed with a mean and a variance.
The central limit theorem plays a fundamental role in statistical
asymptotic theory. The density of the above sum of merely
several statistically independent random variables with almost
identical variance often results in good approximation of the
normal distribution.
) ,..., 2 , 1 ( N n
n

2
,
n n
m


( )

N
n
n
N
n
m
N
1
1
lim


Probability Properties

Useful Probability Density Functions

Here is a summery of some important probability density
functions often used in connection with channel modeling,
those that may match practical channels:
l Uniform Distribution:- Although this distribution is good
approximate to generate data source, fast fading in mobile
channel with non-coherent reception of signal from
different paths can also be represented by this distribution.
Phase of this signals is a RV with uniform distribution, (not
for far scatters)
is real value RV and is its uniform distribution. The
mean and variance of are 0 and respectively.
[ )

'

else
x
x p
, 0
2 , 0 ,
2
1
) (


) ( x p

3 /
2

l Gaussian (Normal) Distribution:- PDF of normally

distributed RV , with mean m

and variance

2
is :
l Multivariate Gaussian Distribution:- n real valued Gaussian
distributed random variables
1
, ,
n
with mean m
i
(i=1,2,,n) and variances
i
2
. The multivariate Gaussian
Distribution of these RVs is defined by :
are variable vector, covariance matrix and mean
values vector of RVs, respectively
( )

,
_

2
2
2
exp
2
1
) (

m x
x p
( )
( )
( ) ( )

'

m x C m x
C
1
1 ...
2
1
exp
det 2
1
,...,
1
t
n
n
x x p
n

m C x , ,
Useful Probability Density Functions

l Rayleigh Distribution:- for two RVs RV

has Rayleigh distribution:
Therefore Amplitude of fast fading has Rayleigh distribution.
l Rice Distribution:- Consider RVs and
RV has Rice distribution:
) , 0 ( ~ ,
2
0 2 1
N
2
2
2
1
+

'

<

0 0
0
) (
2
0
2
2
2
0
x
x e
x
x p
x

'

<

,
_

0 0
0
4
) (
2
0
0
2
2
0
2
0
2
x
x
x
I e
x
x p
x

) , 0 ( ~ ,
2
0 2 1
N
( )
2
2
2
1
+
Useful Probability Density Functions
I
0
(.) : Modified Bessel Function.
Amplitude of fast fading with LOS
has Rice distribution.

l Lognormal Distribution:- is a Gaussian Distribution

random variable with mean m

and variance
.
. Then the
RV =e

is said to be Log-normally distributed. PDF of this

RV is:
Long term fading (or shadowing) in mobile channel usually
has lognormal distribution.
Compute mean and variance of Rice, Rayleigh and
Lognormal RVs.
( )

'

<

'

0 , 0
0 ,
2
ln
exp
2
1
) (
2
2
x
x
m x
x
x p

Useful Probability Density Functions

l Suzuki Distribution:- Product of Rayleigh distributed RV

,, and lognormal distributed RV , result in = . RV that
have Suzuki dist. :
In non-selective mobile fading channel, effect of both long and
short term fading have Suzuki distribution (chapter 3).
( )
( )

'

<

0 , 0
0 , .
1
2
0
2
ln
2
3
2
0
2
2
2
0
2
2
z
z dy e e
y
z
z p
m x
y
z

{ }
2
0
2
2

m
e E
{ }

,
_

+
2
2 .
2 2
2
2
0

e e Var
m
Useful Probability Density Functions

l Nakagami Distribution:- RV has Nakagami or m-

distribution with following PDF :
=E{
2
}, m=
2
/E{(
2
-)
2
}, (.) : gamma function
One sided Gaussian and Rayleigh Distribution are special
cases for m=1,1/2 . In certain limits this function can
approximate both Rice and Lognormal distribution.
Compute pdf or cdf relations of function of one, two or
more RVs.

'

<

0 0
0 , 2 / 1 ,
) (
2
) (
2
) / ( 1 2
x
x m
m
e x m
x p m
x m m m

Useful Probability Density Functions

Stochastic Processes
l Definition
l Different forms of interpreting Stochastic
Process (t,s):-
l If t is a variable and s is a random variable, then (t)
represents a family or an ensemble of sample function
(t,s)
l If t is a variable and s=s
0
is a constant, then (t) = (t,s
0
) is
a realization or a sample function of the stochastic
process.
l If t=t
0
is a constant and s is a random variable, then (t
0
)
is a random variable as well.
l If both t=t
0
and s=s
0
are constants, then (t
0
) is a real
valued (complex valued) number.

l Spatial Case of Processes

l Stationary:- stationary processes are of crucial importance to
the modeling of mobile radio channels and will therefore be dealt
with briefly here.
Strict Sense Stationary:- its statistical properties is invariant to a
shift of the origin, i.e., (t
1
) and (t
1
+t
2
) have the same statistics
for all real t
1
,t
2
.
(i) p

(x;t) = p

(x)
(ii) E{(t)}=m

=constant
(iii) r

(t
1
,t
2
)=r

(|t
1
-t
2
|)
Wide Sense Stationary:- if condition (ii) and (iii) are
fulfilled process said to be WSS.
Stochastic Processes

l Spatial Case of Processes

l Ergodic: description of statistical properties of
stochastic processes is based on ensemble means
(statistical means), which takes all possible sample
functions of stochastic process into account. In practice,
however, only one almost always observes and records
only a finite number of sample functions.
The ergodicity hypothesis deals with the question whether
it is possible to evaluate a single sample function of a
stationary stochastic process instead of averaging over the
whole ensemble of sample functions at one or more
specific time instants. Whether expected value of a
stochastic process (t) equal the temporal means taken
over any arbitrarily sample function (t,s
i
).
Stochastic Processes

l Some useful definitions:

l Auto-correlation & Cross-correlation Functions:
Auto-(cross-) correlation of a general case process (t)
defined as:
r

(t
1
,t
2
)=E{
*
(t
1
) (t
2
)} , r
12
(t
1
,t
2
)=E{
1
*
(t
1
)
2
(t
2
)}
for WSS this will be only function of time shift ,=t
2
-t
1
r

()=E{
*
(t) (t+ )} , r
12
()=E{
1
*
(t)
2
(t+ )}
l Power Spectral Density:- for stationary processes
Fourier transform of auto-correlation function.
l Cross Power Spectral Density:- for stationary
processes Fourier transform of cross-correlation
function.
Correlation Functions

Some useful definitions

l Level Crossing Rate N

(r)
Describe how often a stochastic process (t) crosses a given level r from
up to down (or from down to up) within one second:
l Average Duration of Fade T
-
(r)
Where F
-
(r) denotes the cumulative distribution function of the stochastic
process (t) being the probability that (t) is less or equal to level r:
l Average Connecting Time Interval : T
+
(r) = 1- T
-
(r)
Compute LCR, ADF and ACTI of Rayleigh and Rice Processes.

0
0 , ) , ( ) ( r x d x r p x r N & & &
&
) (
) (
) (
r N
r F
r T

( ) ( )

r
dx x p r t P r F
0
) ( ) (

Continuous Time
Deterministic Processes
l A deterministic (Continuous time) signal is
usually defined over R. The set R is considered
as the time space in which the variable t takes its
values ,i.e., t R. A deterministic signal is
described by a function (mapping) in which each
value of t is definitely assigned to a real valued
(or complex valued) number.
What are the differences in the two stochastic and
deterministic processes?
) (
~
), ( :
~
t t C or a

l Some Important terms in deterministic processes:

All ensemble averaging in stochastic processes are replaced by
time averaging in deterministic processes
l Mean Value
l Mean Power
l Auto-Correlation Function
l Cross-Correlation Function
( )

T
T
t
dt t
T
m

~
2
1
lim
~
( )

T
T
t
dt t
T
2
2 ~
2
1
lim
~


( ) ( ) ( ) +

,
~ ~
2
1
lim
~
*
T
T
t
dt t t
T
r
( ) ( ) ( ) +

,
~ ~
2
1
lim
~
2
*
1
2 1
T
T
t
dt t t
T
r
Continuous Time
Deterministic Processes

l Power Spectral Density

Fourier transform of auto-correlation function :
l Cross-Power Spectral Density
Fourier transform of Cross-correlation function
Let v(t) and u(t) be the deterministic input signal and the
deterministic output signal respectively, of a LTI stable
system with the transfer function H(f). Then, the
relationship:
holds.

f d e r f S
f j
, ) (
~
) (
~
2

f d e r f S
f j
, ) (
~
) (
~
2
2 1 2 1



) (
~
) ( ) (
~ 2
f S f H f S
vv

Continuous Time
Deterministic Processes

l Definition:- By equidistance sampling of a

continuous time signal (t) at discrete time
instants t = t
k
=kT
s
, where k is an integer
number and T
s
symbolizes the sampling
interval we obtain the sequence of numbers,
then discrete time process is a mapping from
integer value k to [k]:
( ) { } ( ) ( ) ( ) { } ,...
~
, 0
~
,
~
...,
~
s s s
T T kT
) ( , ) ( : k k C or Z a
Sampling Theorem

Sampling Theorem:- Let (t) be a band limited continuous

time signal with the cut off frequency f
c
. If the signal is
sampled with a sampling frequency greater than the
double of its cut-off frequency, Then (t) is completely
determined by the corresponding sampling values [k].
In particular the continuous time signal (t) can be
reconstructed from the sequence [k] by means of the
relation:
Rewrite all definitions for Discrete time process.
( )

,
_

s
s
T
kT t
c k t sin ] [
~
Sampling Theorem

Rayleigh and Rice Processes

as Reference Models
l Line of Sight (LOS)
Direct path from Tx to Rx antenna.
l Multi-path propagation
l The transmitted electromagnetic waves mostly do not, at least in urban
areas, arrive at the vehicle antenna of the receiver over the direct path.
l On the other hand, due to reflections from buildings, from the ground,
and from other obstacles with vast surfaces, as well as scatters from
trees and other scatter- objects, a multitude of partial waves arrive at
the receiver antenna from different directions. This effect is known
multi-path propagation.
l Doppler Shift & Doppler Power Spectral Density
l In the case of moving Tx or Rx, the motion of the receiver leads to a
frequency shift (Doppler shift) of the partial waves hitting the antenna.
depending on the direction of arrival of these partial waves, different
Doppler shifts occur, so that for the sum of all scattered (and reflected)
components, we finally obtain a continuous spectrum of Doppler
frequencies, which is called the Doppler power spectral density
Complete and accurate description and definition of doppler effect will be discussed in chapter 4.

l Frequency Selective and Non-selective Channels

l If delay differences among the scattered signal components at the
receiver are negligible compared with the symbol interval channel is
said to be Frequency non selective. In this case partial waves with small
delay difference produce fast fading but only one resolvable path model
the channel.
But in the case that delay differences is much greater than symbol interval..
l Short Term Fading
l Fast fluctuation of received signal because of non coherent phase
reception from different paths is fast fading (or short term fading).
l Usually modeled by Rice and Rayleigh processes (Complex Gaussian
Process).
l Long Term Fading
l Slow fluctuation of fast fading envelope (or in general slow fluctuation
of statistical parameters of fast fading) because of shadowing.
l Modeled with lognormal process.
Frequency and Fading Modelling

l General Description of this two type of processes and

Properties
l The sum of all scattered components of the received signal is
when transmitting an unmodulated carrier over a frequency
nonselective mobile radio channel in the equivalent complex base
band is often described by zero mean complex Gaussian. The real
and imaginary parts of this process are two uncolerated Gaussian
process.
The LOS component for Rice fading can be described as follow :
m(t)=m
1
(t)+jm
2
(t)=exp{j(2f

t+

)},
, f

and

denote the amplitude, Doppler frequency and the phase

of LOS component, respectively. Because of superposition of the
sum of the scattered components with the LOS component
complex Gaussian Random Process has nonzero mean and then
we will have Rice fading.
Frequency and Fading Modelling

Useful Doppler PSDs

l The shape of power spectral density of the
Gaussian process is identical to Doppler power
spectral density in practice, which is obtained
from both the power of all electromagnetic
waves arriving at receiver antenna and the
distribution of the angles of arrival in mobile
station. In addition to this, the antenna radiation
pattern of the receiving antenna has a decisive
influence on the shape of the Doppler Power
Spectral Density

l Jakes:- for Omini-directional antennas, and uniformly

distributed Angle of incidence of the waves arriving at
the antenna of the mobile participant.
l S

(f) Power Spectral Density of Scattered components

(t)=
1
(t)+j
2
(t) :
S

(f) = S
11
(f) +j S
22
(f) , i=1,2
( )

'

>

max
max
2
max max
2
0
, 0
,
/ 1
) (
f f
f f
f f f
f S
i i

Useful Doppler PSDs

l Gaussian: Measurements show

Doppler for far scatters has Gaussian
PSD shape especially for frequency
selective mobile channel.
2
2 ln
2
2 ln
) (

,
_

c
i i
f
f
c
o
e
f
f S

Useful Doppler PSDs

l Doppler Calculation Parameters

l Average Doppler shift : Average frequency shift that a carrier signal
experiences during transmission.
l Doppler Spread: square root of the second central moment of
Doppler PSD:
l Complete parameters will be described in chapter 4 for
frequency selective: channels, such as:-
2
2 ln
2
2 ln
) (

,
_

c
i i
f
f
c
o
e
f
f S

df f S
df f fS
B
i i
i i
i i
) (
) (
) 1 (



( )

df f S
df f S B f
B
i i
i i i i
i i
) (
) (
2
) 1 (
) 2 (



Useful Doppler PSDs

Statistical Properties of Rice and

Rayleigh Processes:- Assessments
l PDF of amplitude and phase
Compute Amplitude and Phase Distribution of Rice process.
Rice Factor: describes the ratio of the power of line of sight
component to the sum of the power of all scattered components:
Form the limit 0 ,i.e., c
R
0 Rice process results in Rayleigh process.
l Level Crossing Rate and Average Duration of Fades
Compute LCR & ADF of Rice and Rayleigh processes for Jakes and
Gaussian Shape Doppler PSD.
Statistics of fading interval follow Rayleigh processes.
2
0
2
2

R
c

l Principle of deterministic channel modeling:-

l There are two fundamental methods for the modeling of colored
Gaussian random processes:- The Filter Method and the Rice Method
l Filter Method:- filter two Gaussian sequence, for real and imaginary
parts (white Gaussian Stochastic Process) in time, frequency or space.
l Rice method:- sum of many cosine functions that their amplitude,
frequency and phase must be computed using deterministic process
generating method.
f
i,n
, c
i,n
and
i,n
are discrete frequency doppler coefficients and RVs with uniform
distribution.
( )

+
i
i
N
n
n i n i n i
N
i
t f c t
1
, , ,
2 cos lim ) (
Introduction to deterministic
processes and variables

For some cases (spatially non selective channel modeling) Rice method is better.

Most works on deterministic signal generatiion is done by Patzold.

Deterministic Channel Modeling:-

Filter Method
l Time Domain:- For Generating Color Complex Gaussian Noise For
Channel Simulation we must generate a random number set with Doppler
Power Spectral Density equal to . H(v) is Filter Frequency
Response. In discrete time form we must design a digital filter that its
output PSD and frequency response relation is:-
This filter can be implemented in time or frequency domain. For filtering in
time domain an IIR filter can be used. Its taps can be computed using
algorithms such as Fletcher-Powel or Remez Exchange procedure.
l Frequency Domain:- use Jakes model because of its high slope in
filter cut-off frequency design in time domain is complicated, moreover ,
IIR filer and its implementation in hardware may be unstable. For solving
this problems filtering process can be done in frequency domain. You
must generate a set of Gaussian random numbers and filter them in
frequency domain and use a IFFT to change them into time domain.
2
) ( ) (

H S
2
) ( ) (

j
e H S

l Elementary properties of deterministic processes (generated

form Rice method)
l Mean value:- mean value of deterministic process
i
(t) with f
i,n
0
(n=1,2,,N) is zero. Mean Power of this process is:-
l Autocorrelation Function:- from definition of Deterministic processes
Autocorrelation :-
Then autocorrelation function depends only on the Doppler coefficients
and Doppler frequencies but not the Doppler phases.
l Cross-correlation:- cross correlation of two deterministic process

1
(t) and
2
(t) if f
1,n
f
2,m
equal to zero for all n = 1,2,,N
1
and m =
1,2,,N
2
.
Result shows that the deterministic processes are uncorrelated if
absolute values of the respective discrete Doppler frequencies are
different from each other.

i
n i
i
N
n
c
1
2
2
2
,

( )
n i
N
n
f
c
r
i
n i
i i
,
1
2
2 cos
2
) (
~ ,

Deterministic Channel Modeling:-

Rice method (Harmonic method)

Else if f
1,n
= f
2,m
holds for some or all pairs of (n,m) then
1
(t) and
2
(t)
are correlated:-
N = max{N
1
, N
2
}.
l Power Spectral density:- has spectral lines located at discrete
points f = f
i,n
and weighted by the factor :-
l Cross Power Spectral Density:- is zero for non-equal discrete
frequencies; for equal frequency is:-
( )
n n n
N
f f
n
m n
f
c c
r
n n
, 2 , 1 , 1
1
, 1 , 1
2 cos
2
) (
~
, 2 , 1
2 1


t

t

4 /
2
,n i
c
( ) ( ) { }
n n
N
n
f f f f
c
f S
i
n i
i i
, 1 , 1
1
2
4
) (
~
,
+ +

( )
( )
( )
( )
{ }
m n m n
n n
j
n
j
n
N
f f
n
m n
e f f e f f
c c
f S
, 2 , 1 , 2 , 1
, 2 , 1
2 1
, 1 , 1
1
, 2 , 1
.
4
) (
~



m m
+ +

t

Deterministic Channel Modeling:-

Rice method (Harmonic method)

l Average Doppler Shift and Doppler Spread:- from these parameter

definitions we will have:-
Doppler Spread of a complex deterministic process can
be determined. If real and imaginary parts are uncorrelated:-
l Periodicity:- Let be a deterministic process with arbitrary but
nonzero parameters. If the greatest common divisor of the discrete
Doppler frequencies F
i
=gcd{f
i,1
, f
i,2
,, f
i,N
}0 exist then process is
periodic with the period T
i
=1/F
i
, i.e., it holds and
respectively can be proved directly.
0
) 1 ( ) 1 (


B B
i i
I
i i
i
B

~
2
~
) 2 (

( )

i
i i
N
n
n i n i i
f c r
1
2
, ,
2
2 ) 0 (
~


& &
( ) ( )
2
) 2 ( ) 2 (
) 2 (
2 2 1 1

B B
B
+

) (
~
) (
~
) (
~
2 1
t j t t +
) (
~
t
i

) (
~
) (
~
t T t
i i i
+
) (
~
) (
~


i i i i
r T r
i
+
Deterministic Channel Modeling:-
Rice method (Harmonic method)

l Statistical properties of deterministic processes

l Some statistical properties of deterministic processes were
defined earlier, can be used to compute following
parameters for deterministic processes generated from
Rice method .
l PDF
l LCR and ADF
l Fading Interval
l Ergodicity
compute above parameters of deterministic processes with Jake and
Gaussian PSD generated by Rice method.
Deterministic Channel Modeling:-
Rice method (Harmonic method)

Computation mothods to model

parameters of deterministic Processes
l Introduction
l Most works on deterministic processes and methods for computation of this
model parameters have been accomplished by Patzold in some papers and his
published book. This methods can be used in deterministic channel modeling as
well as in stochastic channel modeling but not together.
l Some Important forms of Power Spectral Density in channel
modeling
l Jakes:- used in Doppler PSD
l Gaussian:- used in Doppler PSD
l One Sided Exponential:- used in Delay PSD , will be defined
l Two Sided Exponential:- used in Angular PSD , will be defined
l Applications
l Here we only focus on a method for computing Doppler PSD parameters but for
directional frequency selective channels, similar methods can be used to
compute delay and angular taps or some form of parameters that can be used in
channel modeling.

Doppler PSD Modelling Methods

l Following Methods can be employed to
model Doppler PSD:
l Method of Equal Distances (MED)
l Mean Square Error Method (MSEM)
l Method of Equal Areas (MEA)
l Monte Carlo Method (MCM)
l LP-NORM Method (LPNM)
l Method of Exact Doppler Spread (MEDS)
l Jakes Method (JM)

l Method of Equal Distances (MED):-

l Main characteristic of MED is discrete doppler frequencies,
which are found in neighbouring pairs with the same distance:
f
i
denotes the distance between two neighbouring distance
Doppler frequencies of i
th
deterministic process
i
(t) (i=1,2). Within
interval I
i,n
PSD of stochastic reference model must be identical to
PSD of deterministic simulation model:-
Compute parameters for different PSDs and extract their properties.
( )
i
i
n i
N n n
f
f ,..., 2 , 1 , 1 2
2
,

i
i
n i
i
n i n i
N n
f
f
f
f I ,..., 2 , 1 ,
2
,
2
, , ,

,
_

( ) ( )df f S df f S
n i
i i
n i
i i
I f I f



, ,
~

Doppler PSD Modelling Methods
i n i n i i
N n f f f ,..., 3 , 2 ,
1 , ,

l Mean Square Error Method (MSEM):-

l This method is based on the idea the model parameter sets
{c
i,n
} and {f
i,n
} which are computed in such a way that mean
square error becomes a minimal value:-
l Minimization MSE with respect to c
i,n
using
gives following relation:-
( ) ( ) ( ) 4 / ,
~
1
max
0
2
max
max
i r
T d r r E
i i i i
i i

0 /
,

n i r
c E
i i

( ) ( )

max
0
,
max
,
2 cos
1
2

d f r c
n i n i
i i
Doppler PSD Modelling Methods

l Method of Equal Areas (MEA):-

l The characterized by the fact that the discrete Doppler
frequencies f
i,n
are determined in such a way that the
area under the Doppler PSD is equal to within the
range :-
( )
i
f
f
N
df f S
n i
n i
i i
2
2
0
,
1 ,

n i n i
f f f
, 1 ,
<

i
N 2
2
0

Doppler PSD Modelling Methods

l Monte Carlo Method (MCM):-

l Tthis method is based on the realization of the discrete Doppler
frequencies f
i,n
according to a given probability function p

(f)
which is related to the PSD S

(f) of colored random process (t)

by:-
) (
1
) (
2
0
f S f p
i i i

Doppler PSD Modelling Methods

l LP-NORM Method (LPNM):-

l This is based on the idea that the sets {f
i,n
} and {c
i,n
} are to be
determined in such a way that the following requirements will be
fulfilled for a given number of harmonic function N
i
:
l 1. Lp-norm of Error between probability density function of
deterministic and stochastic processes must be minimized:-
l 2. Lp-norm of error between PSD of two deterministic and
stochastic process must be minimized:-
( ) ( ) ,... 2 , 1 ,
~
/ 1
) (

'

p dx x p x p E
p
p
p
p
i i
i

( ) ( ) ,... 2 , 1 ,
~
1
/ 1
0
max
) (
max

'

p d r r E
p
p
p
r
i i i i
i i

Doppler PSD Modelling Methods

l Method of Exact Doppler Spread (MEDS):-

l A simple and high performance method.
l This method at first introduced for Jakes PSD but can
be used for Gaussian PSD.
l This method is based upon Bessel function definition
and its comparison with deterministic process
autocorrelation function (autocorrelation function of a
Jakes PSD is Bessel function).
Compute discrete frequencies and Doppler coefficients
for Jakes PSD and Gaussian PSD.
Doppler PSD Modelling Methods

l Jakes Method (JM):-

l Tthis method was developed exclusively for the Jakes
PSD.
1 ,..., 2 , 1 ,
,
1 2
cos
max
max
,

'

,
_

i
i
i
n i
N n
N n f
N
n
f
f

'

,
_

,
_

2 , 1 ,
2 , 1 ,..., 2 , 1 ,
1
cos
2
1 , 1 ,..., 2 , 1 ,
1
sin
2
2
1
0
2
1
0
2
1
0
,
i N n
N
i N n
N
n
N
i N n
N
n
N
c
i
i
i
i
i
i
i
i
n i

Doppler PSD Modelling Methods

Doppler phases computation

l Except for Jakes Method, where the Doppler
phases
i,n
are equal to zero by definition, we
have assumed that for all parameter computation
methods, the Doppler phases are realization of a
random variable uniformly distributed within the
interval (0,2]. For uncorrelated real and
imaginary parts of the process, Doppler phases
have no influence on the statistical properties of
complex Gaussian process.
l If we set phases to zero, Rayleigh process will
take its maximum value at time instant t=0 and
this lead to a transient behavior that may be
undesired.

Doppler phases computation

l Best option is to use a standard phase vector with N
i
deterministic components according to :
to regard the doppler phases
i,n
as components of the so-
called Doppler phase vector
i
= (
i,1
,
i,2
,,
i,Ni
).
By identifying the components of the Doppler phase vector

i
with the permutated components of the standard phase
vector , the transient behavior located around the origin
of the time axis can be avoided from the start.
Figure 5.58 of Patzol

,
_

+ + +

1
2 ,...,
1
2
2 ,
1
1
2
i
i
i i
i
N
N
N N

i

Delay and Angular PSD

parameters computation
l For Delay and angular PSD most important
methods are MED, MEA, MSEM and Lp-
norm, and you can find them in some
papers written by Patzold et. al. ( reviews
can be found in MSc. and PhD Thesis
written by many of author students).These
methods are useful in WSSUS Directional
frequency-selective channel modeling and
will be pointed out further in chapters 3 & 4.

References:
[1]. M. Patzold, "Mobile Fading Channels", John Wiley &
Sons, 2002
[2]. H. Sasaoka, "Mobile Communications", IOS Press,
Wave Summit Course, 2000.
[3]. J. G. Proakis, "Digital Communication" 2nd edn,
McGraw-Hill, New York, 2000
[4]. W. C. Y. Lee, "Mobile Communication Engineering:
Theory and Applications", McGraw-Hill 1998.
[5]. A. Falahati, "Hardware Wireless Channel Simulators",
IUST Press, Vol.12, No. 1, 2000.
[6]. M. Abtahi and A.Falahati, "Frequency selective
Modeling of 3rd and 4th Generation wireless channels',
IUST, 2003.