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38 IEEE WIRELESS COMMUNICATIONS LETTERS, VOL. 1, NO.

1, FEBRUARY 2012

A Low-Complexity Design of Linear Precoding for


MIMO Channels with Finite-Alphabet Inputs
Weiliang Zeng, Chengshan Xiao, Fellow, IEEE, and Jianhua Lu, Senior Member, IEEE

Abstract—This paper investigates linear precoding scheme matrix [7]). Since both terms lack closed-form expressions and
that maximizes mutual information for multiple-input multiple- involve complicated computations, they are challenging and
output (MIMO) channels with finite-alphabet inputs. In contrast costly to obtain. Although Monte Carlo method can be used,
with recent studies, optimizing mutual information directly with
extensive computational burden, this work proposes a low- it can be quite slow and provides a limited accuracy, especially
complexity and high-performance design. It derives a lower for larger input-output dimensions and fading channels.
bound that demands low computational effort and approximates, This paper focuses on a low-complexity precoder design. It
with a constant shift, the mutual information for various settings. first derives a closed-form lower bound of mutual information
Based on this bound, the precoding problem is solved efficiently. and proves the asymptotic optimality of maximizing the lower
Numerical examples show the efficacy of this method for constant
and fading MIMO channels. Compared to its conventional bound as an alternative. It then considers the concavity results,
counterparts, the proposed method reduces the computational of the lower bound, which turn out to be the same as that of
complexity without performance loss. the mutual information. Thus, existing methods to maximize
Index Terms—Linear precoder, finite-alphabet inputs, mutual the mutual information can readily be used here to maximize
information maximization, low-complexity design. the lower bound. Numerical examples show, with a constant
shift, the lower bound actually serves as a very good approx-
imation to mutual information. They also show the efficacy
I. I NTRODUCTION of optimizing the lower bound for both constant and fading

L INEAR precoding exploits channel state information at MIMO channels. Compared to its conventional counterparts,
the transmitter and transforms the signal before trans- the proposed method offers almost the same performance gains
mission. Its advantages have been investigated based on vari- but demands a much lower computational complexity.
ous criteria, among which the information-theoretic approach Notation: Boldface uppercase (lowercase) letters denote
(e.g., capacity-achieving precoder) continues to fascinate re- matrices (column vectors), and italics denote scalars. The
𝐻
searchers; see [1]–[3] and references therein. superscripts (⋅) stand for Hermitian operation; Tr (⋅) denotes
The capacity-achieving precoder, however, is based on the the trace operation; ∥ ⋅ ∥ denotes the Frobenius norm of either
assumption that input signal is Gaussian distribution, which a matrix or a vector; I represents an identity matrix of appro-
is rarely realized in practical systems. Instead, finite-alphabet priate dimension. The term E denotes statistical expectation,
inputs, such as phase shift keying (PSK) modulation and ℂ denotes the complex space, and log and ln are used for the
quadrature amplitude modulation (QAM), are usually used. base two logarithm and natural logarithm, respectively.
Since the significant difference between Gaussian signals and
finite-alphabet signals, a substantial performance gap exists II. S YSTEM M ODEL
between precoding schemes designed based on Gaussian-input
assumption and those from the standpoint of finite-alphabet Consider a MIMO system with 𝑁𝑡 transmit antennas and
inputs [4]–[6]. Thus, optimizing the precoder in terms of 𝑁𝑟 receive antennas. Let x ∈ ℂ𝑁𝑡 be the transmitted signal
constellation-constrained mutual information is a topic of great with zero mean and identity covariance (i.e., E(xx𝐻 ) = I);
interest, both as a theoretical tool and as a practical technique. the received signal y ∈ ℂ𝑁𝑟 is then given by
However, finding out the precoder maximizing the
y = HPx + n (1)
constellation-constrained mutual information requires the eval-
uation, at each iteration step, of mutual information and its where H ∈ ℂ𝑁𝑟 ×𝑁𝑡 is the channel matrix, P ∈ ℂ𝑁𝑡 ×𝑁𝑡
gradient (related to minimum mean square error (MMSE) is the linear precoder matrix, and n ∈ ℂ𝑁𝑟 is the zero-
mean circularly-symmetric Gaussian noise with covariance
Manuscript received September 18, 2011. The associate editor coordinating
the review of this letter and approving it for publication was I. Lee. 𝜎 2 I. Based on different channel model assumptions, the sequel
This work was supported in part by the China National Science Foundation considers two cases.
under Grant 61101071, and the U.S. National Science Foundation under Grant 1) Constant MIMO Channels: Let the input signal x draw
CCF-0915846.
W. Zeng and J. Lu are with the Department of Electronic from equiprobable constellation set with cardinality 𝑀 . When
Engineering, Tsinghua University, Beijing 100084, China (e-mail: the channel is constant and is known at the receiver, the mutual
zengwl07@mails.tsinghua.edu.cn, lhh-dee@mail.tsinghua.edu.cn). This information between x and y is given by [6]
work was carried out while W. Zeng was a visiting scholar at Missouri
University of Science and Technology. 𝑀 𝑡 𝑁
𝑀 𝑁
C. Xiao is with the Department of Electrical and Computer Engineering, 1 ∑ ∑𝑡
Missouri University of Science and Technology, Rolla, MO 65409, USA (e- ℐ (H, P) = 𝑁𝑡 log 𝑀 − 𝑁𝑡 En log exp (−𝑑𝑚𝑘 )
mail: xiaoc@mst.edu). 𝑀 𝑚=1
𝑘=1
Digital Object Identifier 10.1109/WCL.2012.121411.110025 (2)
2162-2337/12$31.00 ⃝
c 2012 IEEE
ZENG et al.: A LOW-COMPLEXITY DESIGN OF LINEAR PRECODING FOR MIMO CHANNELS WITH FINITE-ALPHABET INPUTS 39

where 𝑑𝑚𝑘 is (∥HPe𝑚𝑘 + n∥2 − ∥n∥2 )/𝜎 2 , and e𝑚𝑘 is the concave function, a lower bound of (6) can be derived by tak-
difference between x𝑚 and x𝑘 , which contain 𝑁𝑡 symbols and ing the expectation of the variable first (Jensen’s inequality):
are taken independently from the 𝑀 -ary signal constellation. 𝑀 𝑡 𝑀 𝑁 𝑁

Assuming the channel matrix H known at the transmitter, 𝑁𝑟 1 ∑ ∑𝑡


𝑁𝑡 log 𝑀 − − log En exp (−𝑓𝑚𝑘 ) . (7)
the objective is to find a linear precoder P that maximizes ln 2 𝑀 𝑁𝑡 𝑚=1
𝑘=1
the mutual information. The optimization is carried out over
a feasible set, in which transmit power constraint is satisfied: Let 𝑐𝑚𝑘,𝑖 and 𝑛𝑖 be the 𝑖-th element of c𝑚𝑘 and n, respec-
Tr(PP𝐻 ) ≤ 𝑁𝑡 . Since ℐ (H, P) is an increasing function of tively. The expectation over n in (7) is given by
∫ ( )
the transmit power, the power constraint can be replaced with 1 ∥n∥2
an equality constraint: Tr(PP𝐻 ) = 𝑁𝑡 . Thus, the limit on the En exp (−𝑓𝑚𝑘 ) = exp −𝑓𝑚𝑘 − 2 dn
(𝜋𝜎 2 )𝑁𝑟 n 𝜎
mutual information with finite-alphabet inputs is given by 𝑁𝑟 ∫ ( )
∏ 1 ∥𝑐𝑚𝑘,𝑖 + 𝑛𝑖 ∥2 + ∥𝑛𝑖 ∥2
= exp − d𝑛𝑖 .
ℐ (H) = max ℐ (H, P) . (3) 𝜋𝜎 2 𝑛𝑖 𝜎2
P:Tr(PP𝐻 )=𝑁𝑡 𝑖=1
(8)
2) Fading MIMO Channels: When channels change slow
enough to be reliably fed back to the transmitter with neg- Extending the integrals of exponential function [9, eq.
ligible delay, the ergodic limit on mutual information is the (2.33.1)] to the complex value and considering( the integral )
c𝐻 c𝑚𝑘
average of ℐ (H) over channel realizations [2]. It is given by interval (−∞, +∞), (8) is rewritten as 2𝑁1 𝑟 exp − 𝑚𝑘 2𝜎2 .
[ ] Substituting this result into (7), the bound (5) is obtained.
ℐ = EH max ℐ (H, P) (4) Note that a different bound for high SNR has been derived
P:Tr(PP𝐻 )=𝑁𝑡 in [5] for two-user single-antenna multiple access channels.
which resorts to ℐ (H) in (3) for each channel realization.
The sequel shows that maximizing the proposed lower
The computational efficiency of solving (3) depends on the
bound helps maximizing mutual information. The problem of
efficient calculation of ℐ (H, P) and optimization over P,
maximizing ℐ𝐿 (H, P) is equivalent to the following problem:
which are prevented by the following barriers: first, closed-
form expression of ℐ (H, P) is challenging, if not impossible, 𝑀
∑𝑡
𝑁
𝑀
∑𝑡
𝑁 ( 𝐻 )
c c𝑚𝑘
to obtain (see [8] for high SNR approximation when H minimize log exp − 𝑚𝑘 2
2𝜎 (9)
is diagonal). Second, the expectation over n in (2) implies 𝑚=1 𝑘=1
𝐻
the evaluation of 2𝑁𝑟 integrals, which are computationally subject to Tr(PP ) = 𝑁𝑡
prohibitive. Third, the gradient of mutual information involves which is asymptotically optimal, at low and high SNR regions,
MMSE matrix, which is helpful to solve (3) but is even more compared to maximizing mutual information directly.
challenging to obtain. Although Monte Carlo method can be Asymptotic Optimality at Low SNR Region: As 𝜎 2 → +∞,
used to estimate mutual information and MMSE matrix, it can the objective function of (9) is re-expressed, based on Taylor
be quite slow and provides a limited accuracy, especially for expansion, as
larger input-output dimensions.
∑𝑀 𝑁𝑡 ∑𝑀 𝑁𝑡 𝐻
c c𝑚𝑘
𝑁𝑡 𝑁𝑡
𝑀 log 𝑀 − 𝑚=1 𝑘=1 𝑁𝑡𝑚𝑘2 + 𝒪(1/𝜎 4 ) (10)
III. L OWER B OUND ON M UTUAL I NFORMATION AND 2 ln(2)𝑀 𝜎
P RECODER D ESIGN where 𝒪(1/𝜎 4 ) denotes the least significant terms on the
This section investigates a lower bound, which helps to order of 1/𝜎 4 . For a equiprobable zero-mean constella-
solve the precoding problem in (3) and (4) with high per- tion
∑ ∑ set, the vectors e𝑚𝑘 , 𝑚, 𝑘 ∈ {1, ⋅ ⋅ ⋅ , 𝑀 𝑁𝑡 } satisfy
𝐻
formance but low complexity. 𝑚 𝑘 e𝑚𝑘 e𝑚𝑘 = 𝛼 ⋅ I, where 𝛼 is determined by the
Theorem 1: The mutual information of a constant MIMO constellations and the number of antennas. Thus, recalling the
channel with finite-alphabet inputs can be lower bounded by definition of c𝑚𝑘 , the numerator of the second term in (10) is
re-expressed as 𝛼Tr(P𝐻 H𝐻 HP).
ℐ𝐿 (H, P) = 𝑁𝑡 log 𝑀 − (1/ ln 2 − 1) 𝑁𝑟 The optimization problem in (9) is then equivalent, at
𝑀 𝑁𝑡 𝑀 𝑁 ( 𝐻 ) low SNR region, to maximizing Tr(P𝐻 H𝐻 HP) with power
1 ∑ ∑𝑡 c𝑚𝑘 c𝑚𝑘 constraint Tr(PP𝐻 ) = 𝑁𝑡 . This problem is solved by the
− 𝑁𝑡 log exp − (5)
𝑀 𝑚=1 2𝜎 2 beamforming strategy. Consider singular value decomposition
𝑘=1
𝐻
of the precoding matrix P = UP ΣP VP and channel matrix
where c𝑚𝑘 equals HPe𝑚𝑘 . 𝐻
H = UH ΣH VH , where UP , VP , UH , and VH are unitary
Proof: The mutual information in (2) is reformulated as matrices, and ΣP and ΣH are nonnegative diagonal matrices
( ) containing the singular values. The beamforming solution
ℐ (H, P) = 𝑁𝑡 log 𝑀 − En log exp ∥n∥2 /𝜎 2
𝑁 𝑁
suggests that UP equals VH and that the diagonal elements
𝑀 𝑡 𝑀
1 ∑ ∑𝑡 of ΣP are zero except for the element corresponding to the
− En log exp (−𝑓𝑚𝑘 ) (6)
𝑀 𝑁𝑡 𝑚=1 maximum singular value of H.
𝑘=1
The solution of maximizing ℐ𝐿 (H, P) at low SNR region
where 𝑓𝑚𝑘 denotes (∥c𝑚𝑘 + n∥2 )/𝜎 2 , and the second term of thus yields the same result as maximizing ℐ (H, P) directly
the right-hand side in (6) equals 𝑁𝑟 / ln 2. Since log(𝑥) is a [4], [8]; that is, maximize ℐ𝐿 (H, P) is asymptotically optimal.
40 IEEE WIRELESS COMMUNICATIONS LETTERS, VOL. 1, NO. 1, FEBRUARY 2012

9
Asymptotic Optimality at High SNR Region: Let’s start 4×4, QPSK, ρ=0.75
from the optimization problem (9). As 𝜎 2 → 0, the function
∑𝑀 𝑁𝑡 8
log 𝑘=1 exp(𝑓𝑘 ), known as a soft version of maximization
7
[10], is dominated—with the help of exponential operator—by

Mutual Information (bits/s/Hz)


3×3, QPSK, ρ=0.85
the most significant term. The idea here is to approximate the 6
soft maximization of the objective function in (9) by its hard
version and consider a lower bound of it: 5

𝑀
∑𝑡
𝑁 ( 𝐻 ) ( 𝐻 ) 2×2, QPSK, ρ=0.95
c𝑚𝑘 c𝑚𝑘 c𝑚𝑘 c𝑚𝑘 4
max − ≥ max − .
𝑚=1
𝑘 2𝜎 2 𝑚,𝑘 2𝜎 2 3
𝑚∕=𝑘
2×2, BPSK, ρ=0.95
The problem (9) corresponds to minimizing the right-hand 2
side, which leads to the following problem
( ) 1
maximize min e𝐻 𝐻 𝐻 Mutual Information, Simulation
𝑚𝑘 P H HPe𝑚𝑘 Lower Bound w. Const. Shift, Analysis
𝑚,𝑘
𝑚∕=𝑘 (11) 0
−15 −10 −5 0 5 10 15 20 25 30 35
subject to Tr(PP𝐻 ) = 𝑁𝑡 . SNR (dB)

The objective function of (11) can be identified as Fig. 1. Mutual information for various numbers of transmit and receive
the minimum distance of the input vector: 𝑑min = antennas and various input types and channel parameters.
min 𝑚,𝑘 ∥HP(x𝑚 − x𝑘 )∥2 . Hence, the optimization of
𝑚∕=𝑘
ℐ𝐿 (H, P) at high SNR region is equivalent to maximizing the
information and lower bound in (2) and (5), respectively.
minimum distance, which implies the asymptotic optimality
When the SNR approaches 0 and +∞, the limits of ℐ (H, P)
because maximizing ℐ (H, P) at high SNR directly yields the
are 0 and 𝑁𝑡 log 𝑀 , whereas the limits of ℐ𝐿 (H, P) are
same result [4], [8].
−𝑁𝑟 (1/ ln(2) − 1) and 𝑁𝑡 log 𝑀 − 𝑁𝑟 (1/ ln(2) − 1). This
Precoder Design for an Arbitrary SNR: Since the left singu-
means, at low and high SNR regions, a constant gap,
lar vector matrix of the optimal precoder, UP , should coincide
𝑁𝑟 (1/ ln(2) − 1), between ℐ (H, P) and ℐ𝐿 (H, P) exists.
to the right singular vector matrix of the channel matrix, VH
Since adding a constant value to ℐ𝐿 (H, P) keeps the precoder
[6], the system model (1) can be simplified, without loss of
𝐻 solution maximizing ℐ𝐿 (H, P) unchanged, we show that
generality, as ỹ = ΣH P̃x + ñ, where P̃ = ΣP VP is the
the lower bound with a constant shift provides a very good
remaining part of the linear precoder, and ỹ and ñ are the
approximation to the mutual information for various settings.
results of y and n transformed by a unitary matrix U𝐻 H.
The problem (9) can thus be reformulated as To exemplify the results, this example considers constant
( ) exponential MIMO channels with the (𝑖, 𝑗)-th element defined
𝑁 𝑁
𝑀
∑𝑡 𝑀
∑𝑡 e𝐻 P̃𝐻 2
Σ P̃e 𝑚𝑘
by [H(𝜌)]𝑖𝑗 = 𝜌∣𝑖−𝑗∣ , where 𝜌 ∈ [0, 1), 𝑖 = 1, ⋅ ⋅ ⋅ , 𝑁𝑟 ,
H
minimize log exp − 𝑚𝑘 2 and 𝑗 = 1, ⋅ ⋅ ⋅ , 𝑁𝑡 . Figure 1 shows the relationship between
𝑚=1
2𝜎
𝐻
𝑘=1 the lower bound plus 𝑁𝑟 (1/ ln(2) − 1) and the simulated
subject to Tr(P̃P̃ ) = 𝑁𝑡 . mutual information by Monte Carlo method for the case of
without precoding. It considers various numbers of transmit
The objective function fails to be convex, with respect to P̃,
and receive antennas and various input types and channel
which can be confirmed by a counterexample (e.g., e𝑚𝑘 , P̃,
parameters. From Fig. 1, the lower bound with a shift and
and ΣH ∈ ℂ1 ).
the simulated mutual information match exactly at low and
However, the convexity∑ with respect to W = P̃𝐻 Σ2H P̃ can
high SNR, and they close to each other at medium SNR; that
be identified because log 𝑘 exp(𝑓𝑘 ) is convex whenever 𝑓𝑘
is, with a constant shift, the lower bound serves as a very good
is convex and 𝑓𝑘 , in this case, is an affine function [10]. At the
approximation.
same time, given a specific VP , the convexity with respect to
the squared singular value of the precoder Σ2P can be identi- Precoding for Constant MIMO Channels: Considering the
fied. Interestingly, these above-mentioned convexity results of relationship revealed in the above example, the precoder
ℐ𝐿 (H, P) are exactly the same as those of ℐ (H, P); thus, designed based on maximizing the lower bound, with much
the optimization methods developed for maximizing ℐ (H, P) lower computational complexity, can be expected to provide
(e.g., [6]) can be readily used to maximize ℐ𝐿 (H, P). Details almost the same performance as that designed based on
about these methods are omitted here for brevity. maximizing the mutual information directly. This statement
] a 2 × 2 MIMO channel
is verified in this example.[Let’s take
2 1
IV. S IMULATIONS with channel matrix H = for instance.
1 1
This section offers examples to illustrate the relationship When the input signal x is drawn from QPSK constella-
between the lower bound and mutual information and to show tion set, the problems of maximizing the lower bound and
the efficacy of the precoder designed based on maximizing the maximizing the mutual information directly can be solved
lower bound for both constant and fading MIMO channels. with the method proposed in [6], and the performance of
Lower Bound with a Constant Shift as an Approximation both cases (denoted as Max Lower Bound and Max MI
to Mutual Information: Consider the limits of the mutual Directly, respectively) is shown in Fig. 2. For comparison, Fig.
ZENG et al.: A LOW-COMPLEXITY DESIGN OF LINEAR PRECODING FOR MIMO CHANNELS WITH FINITE-ALPHABET INPUTS 41

4 4

3.5 3.5

Average Mutual Information (bps/Hz)


Mutual Information (bps/Hz)

3 3

2.5 2.5

2 2

1.5 Gaussian, No Precoding 1.5


Gaussian, Waterfilling Gaussian, No Precoding
QPSK, No Precoding Gaussian, Waterfilling
1 QPSK, Max Lower Bound 1 QPSK, No Precoding
QPSK, Max MI Directly QPSK, Max Lower Bound
0.5 QPSK, Beamforming 0.5 QPSK, Beamforming
QPSK, Max Diversity QPSK, Max Diversity
QPSK, Waterfilling QPSK, Waterfilling
0 0
−10 −5 0 5 10 15 20 −10 −5 0 5 10 15 20 25 30
SNR (dB) SNR (dB)

Fig. 2. Mutual information versus SNR for 2 × 2 constant MIMO channels Fig. 3. Average mutual information versus SNR for 2 × 2 fading MIMO
with Gaussian and QPSK inputs. channels with Gaussian and QPSK inputs when 𝜌𝑟 = 0.5 and 𝜌𝑡 = 0.95.

V. C ONCLUSION
2 also provides the performance of several additional cases: This paper has investigated the linear precoding design that
no precoding and capacity-achieving precoder (by waterfilling maximizes mutual information with finite-alphabet constraints.
method [2]) with both QPSK inputs and Gaussian inputs, Unlike previous studies that estimate mutual information and
beamforming, and maximum diversity precoding [1]. its gradient with extensive computations, this study has made
The results in Fig. 2 imply two observations. First, the a step towards exploring a low complexity method. It has
curves for maximizing lower bound and maximizing mutual derived a lower bound and has proved the asymptotic opti-
information directly are virtually the same, but the complexity mality of maximizing it. Numerical examples have revealed,
is radically different. Typically, the computing effort for max- with a constant shift, the lower bound offers a very good
imizing lower bound is several orders of magnitude less than approximation and thus provides a good alternative formula to
that for maximizing mutual information directly. This is be- mutual information for various settings. Since the concavity
cause the method of maximizing mutual information requires, of the lower bound is the same as that of the mutual infor-
at each iteration step, to estimate the mutual information and mation, existing methods of maximizing mutual information
its gradient by extensive calculation. In contrast, the lower can readily be used here. Numerical examples have shown the
bound and its gradient are easy to evaluate; thus, it is able to performance gains of the proposed method for both constant
be used for practical systems. Second, the performance gain and fading MIMO channels.
between no precoding and the proposed method with finite-
alphabet inputs is almost the same as the gain between no R EFERENCES
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