Spring 2017 MIMO Communication Systems

Solution of Homework Assignment #4

Problem 1 (30 points)

Consider an OFDM system operating in a channel with coherence bandwidth Bc = 10 KHz.

(a) Find a subchannel symbol time TN = 1/BN = 10 Tm , assuming Tm = 1/Bc . This should
insure flat-fading on the subchannels.
Sol:
TN = 1/BN = 10/Tm = 10/Bc = 10/10KHZ = 1ms.

(b) Assume the system has N = 128 subchannels. If raised cosine pulses with β = 1.5
are used, and the required additional bandwidth due to time limiting to insure minimal
power outside the signal bandwidth is  = 0.1, what is the total bandwidth of the system?
Sol:
N (1 + β + ) 128(1 + 1.5 + 0.1)
B= = = 332.8 KHz.
TN 0.001
(c) Find the total required bandwidth of the system using overlapping carriers separated by
1/TN , and compare with your answer in part (c).
Sol: B = N +β+
TN
= 128+1.5+0.1
0.001
= 129.6 KHz. Hence, the total bandwidth using overlap-
ping carriers is less than half of the non-overlapping bandwidth.

Problem 2 (25 points)

(a) Consider a channel with channel matrix

 
0.2 0.4 0.8
H =  0.5 0.1 0.9  .
0.3 0.6 0.5

Assuming ρ = 15 dB, find the output SNR when beamforming is used on the channel with
equal weights on each transmit antenna and optimal weighting at the receiver. Compare
with the SNR under beamforming with optimal weights at both the transmitter and
receiver.
Sol: The received signal can be written as

y(t) = wrH Hwt x(t) + n(t),

1
where wr is the receive beamforming vector and wt = √M t
[1 1 . . . 1]T is the transmit
beamforming vector. To have the largest SNR, wr must be the singular vector corre-
sponding to the largest singular value of H. Thus, the SNR in this case is

P |wrH Hwt |2
SNR = 2
= ρ|wrH Hwt |2 ,
σn

1
 P √1 [1 1 1]T ,
where ρ = 2.
σn
For the given H and wt = 3
we can calculate
 
0.5636
Hwt
wr = =  0.6039  and wrH Hwt = 1.4341.
kHwt k
0.5636

Thus SNR= 101.5 · 1.43412 = 65.0368.

For the case of transmit and receive beamforming, the received signal can be written as

y(t) = wrH Hwt x(t) + n(t),

where wr and wt both are the eigenvector corresponding to the largest eigenvalue of H.
Thus, the SNR in this case is

P λmax kwrH wt k2
SNR = = ρλmax kwt k4 ,
σn2

where λmax is the largest eigenvalue of HHH . So we can find SNR= 101.5 ×(1.5402)2 ×1 =
75.016 since kwt k2 = 1. Hence, we obtain a higher SNR for both transmit and receive
beamforming.

(b) Consider an 8 × 4 MIMO system. Assume a coding scheme that can achieve the diver-
sity/multiplexing tradeoff d(r) = (Mt − r)(Mr − r).

(i) What is the maximum multiplexing rate for this channel given a required Pe =
ρ−d ≤ 10−3 , assuming ρ = 15 dB?
Sol: For ρ = 15 dB and ρ−d ≤ 10−3 , we have d ≥ 3 ln(10)/ ln(101.5 ) = 2.Since
Mt = 4 and Mr = 8, we have d(r) = (8−r)(4−r) ≥ 2. That gives r2 −12r +30 ≥ 0
and the maximum value of r satisfies this constraint is r = 3. The maximum
multiplexing rate is r log2 (ρ) = 14.9487 bps/Hz.
(ii) Given the r in part (a), what is the resulting Pe ?
Sol: For r = 3, we have d(r) = (8 − 3)(4 − 3) = 5. So Pe = ρ−5 = 3.16 × 10−8 .

Problem 3 (25 points)

(a) Consider a MIMO system where the channel gain matrix H is known at the transmitter
and receiver. Show that if transmit and receive antennas are used for diversity, the
optimal weights at the transmitter and receiver lead to an SNR of γ = λmax ρ, where λmax
is the largest eigenvalue of HHH where superscript H denotes the Hermitian transpose
operator.
Sol:

Σx = ku∗ Hvxk = ku∗ Hvk2 · kxk2

= vH HH (u∗ )H u∗ Hv kxk2 = vH HH Hvkxk2
= vH QH Qvkxk2 ≤ λmax kxk2 .

The equal sign holds for v corresponding to the eigenvector of the maximum eigenvalue
of HH .

2
(b) The capacity of a static MIMO channel with only receiver CSI is given by
RH  
X λi ρ
C= log2 1+ .
i=1
Mt

Show that if the sum of singular values is bounded, this expression is maximized when
all RH singular values are equal.
Sol: Suppose the sum of singular values is bounded by R
P H
=1 λi ≤ λ. The we want to
solve the following Lagrangian equation for all λi ’s such that they maximize C.
RH   RH
!
X ρ X
L= log2 1 + λi − µ λi − λ ,
i=1
Mt i=1

which gives
∂L ρ/Mt 1 Mt
= ρ − µ = 0 ⇒ λi = − .
∂λi (ln 2)(1 + Mt λi ) (ln 2)µ ρ
This optimal value does not depend on the subscript i. Hence all singular values are the
same. Also, we know

λ 1 Mt ln 2
= − ⇒µ= .
RH (ln 2)µ ρ λ
+ Mt
RH ρ

Problem 4 (25 points)

(a) Compare the outage probability of BPSK modulation at Pb = 10−4 under MRC and
under EGC assuming two-branch diversity with i.i.d. Rayleigh fading on each branch
and average branch SNR √ γ = 12 dB.−4
Sol: Since Pb = Q( 2γb ) = 10 for BPSK, we have γb = 6.9155. The outage
probability of MRC is given by
2
M RC
X (γ0 /γ)k−1
Pout = P[γ ≤ γ0 ] = 1 − eγ0 /γ .
k=1
(k − 1)!

For γ = 101.2 and γ0 = γb = 6.9155, we have Pout

M RC
= 0.0715. For EGC, its outage
probability is

EGC −2γR √ −γR

h p i
Pout = 1 − e − πγR e 1 − 2Q( 2γR ) .

EGC
So for γR = γb /γ = 0.436, we have Pout = 0.0903. Therefore, the outage probability of
EGC is higher than that of MRC.

(b) Compare the average probability of bit error for BPSK under MRC and under EGC
assuming two-branch diversity with i.i.d. Rayleigh fading on each branch and average
branch SNR γ = 12 dB.
Sol: For MRC, the received SNR is
Eb
γ = (kh1 k2 + kh2 k2 ) = Hγb ,
N0

3
 where H = kh1 k2 + kh2 k2 and γb = Eb /N0 . We can show that H has an Erlang
distribution with shape parameter 2 and rate parameter 1 (or we can say H is a chi-
square distribution with 4 degrees of freedom.), i.e. its pdf is

fH (h) = he−h .

Thus, the pdf of γ is

   2
1 x 1 − γ1 x
fγ (x) = fH = xe b ,
γb γb γb

which gives E[γ] = 2γb . Since E[khk2 Eb /N0 ] = γ = 12 dB, E[γ] = 2γb = 2γ and thus
γb = 12 dB. So for BPSK the average bit error probability is given by
h p i Z ∞ √ 
Pb = E Q 2γ = Q 2x fγ (x)dx
0
2 Z ∞ 
√  − x

1
= Q 2x xe 101.2 dx.
101.2 0

By numerical Riemann integral, we found P b = 6.739 × 10−4 .

For EGC, the received SNR is

(kh1 k + kh2 k)2 Eb

γ= = Hγb ,
N0

where H = (kh1 k + kh2 k)2 . Using (7.28), the average bit error probability of EGC for
BPSK is
h p i Z ∞ √ 
Pb = E Q 2γ = Q 2x fγ (x)dx
0
 s 
 2
1 1
= 1− 1− 
2 γb + 1

For γb = 101.2 , we can find P b = 8.814 × 10−4 . Hence, EGC has a larger bit error
probability than MRC.

(c) Compute the average BER of a channel with two-branch transmit diversity under the
Alamouti scheme, assuming the branch SNR is 12 dB.
Sol: We know the received SNR of the Alamouti scheme is given by

(kh1 k2 + kh2 k2 )Es Hγb

γ= = ,
2N0 2

where khi k2 ’s are i.i.d. exponential random variables with mean 1, H = kh1 k2 + kh2 k2
Es
and γb = N 0
. Since H is the sum of two i.i.d. exponential random variable, it is an
Erlang distribution with shape parameter 2 and rate parameter 1, i.e. its pdf is

fH (h) = he−h .

4
 Thus, the pdf of γ is
   2
2 2x 2 − γ2 x
fγ (x) = fH = xe b ,
γb γb γb

and E[γ] = γb . Since we know each branch SNR = E [khk2 Es /N0 ] = γb =12 dB,
E[γ] = γb = 12.
For BPSK, the average BER of the Alamouti scheme is
h p i Z ∞ √ 
Pb = E Q 2γ = Q 2x fγ (x)dx
0
 2 Z ∞ Z ∞ 2
1 2 − γ2 x− y2
=√ √
xe b dydx
2π γb 0 2x
 2 Z ∞Z ∞
2 1 2
− 21.2 x− y2
= √ √
xe 10 dydx.
101.2 2π 0 2x

Using numerical Riemann integral, we can get P b = 0.0024.

x2
For a more analytical result of P b , we have the following: Since Q(x) ≤ 21 e− 2 , P b is
upper bounded by
 2 Z ∞
1 2 −(1+ 21.2 )x
Pb ≤ xe 10 dx = 0.0063,
2 101.2 0

which is a very tight upper bound.

Problem 5 (SIMO Communication Simulation, 45 points)

Consider a transmitter equipped a single antenna and its intended receiver equipped with
Mr antennas. The transmitted signals undergo path loss and Rayleigh fading and it can be
expressed as
y = hx + n, (1)
where the Mr × 1 vectors y, h and n are received signal, channel gain, and Gaussian noise,
respectively. The covariance matrix of vector n is σ02 IMr where IMr is an identity matrix
of rank Mr and σ02 is the noise power of each antenna. All channels undergo path loss and
Rayleigh fading. Specifically, the received signal power at the i antenna, Pi , can be expressed
as
Pi = Pt hi d−α
0 , (2)
where Pt is the transmit power, hi is the ith element of channel vector h and it is an
exponential random variable with unit mean and variance, d0 = 50 m is the distance between
the transmitter and the receiver and α = 3 is the path loss exponent. Note that all hi ’s in
vector h are i.i.d.

(a) Suppose now the maximum ratio combiningP r (MRC) scheme to combine the received
signal. Thus the output SNR is γΣ = M γ
i=1 i where γi , Pi
σ0
= Pt
σ02
· dhαi and we assume
0
Pt /σ02 = 10 here. The outage probability is defined as follows

pout , P[γΣ < θ]. (3)

5
 Use Matlab (or any preferred programming languages) to draw a plot of pout versus
10 log10 (γ̄/θ) for the cases of Mr = 1, 4, 10, where γ̄ is the average SNR of each antenna,
i.e., γ̄ = σP2 dtα = 10/dα0 . Verify if your simulation results of pout coincide with the
0 0
theoretical results given by the following formula
Mr
X (θ/γ̄)k−1
pout = 1 − e−θ/γ̄ .
k=1
(k − 1)!

That is to draw the theoretical result and simulated result for each M in the same plot
and check them if they are very much the same.
Ans: The simulation result is shown in Figure 1:

0
Outage Probability for MRC
10

−2
10
Outage Probability

−4
10

−6
10

Simulated result for M =1

r
−8
10 Simulated result for Mr=4
Simulated result for Mr=10
−10 Theoretical result for Mr=1
10
Theoretical result for Mr=4
Theoretical result for Mr=10
−12
10
−5 −4 −3 −2 −1 0 1 2 3 4 5
10 log10(γ/θ)

Figure 1: Outage probability of a SIMO channel with MRC

(b) Plot the diagram of outage probability versus 10 log10 (γ̄/θ) for the cases of M = 1, 4, 10
for the selection combining (SC) scheme with the same simulation parameters given in
part (a). Note that the outage probability in the SC scheme is
Mr
Y
pout = P[max{γ1 , γ2 , . . . , γMr } < θ] = P[γi < θ]. (4)
i=1

Also, verify if your simulation result for each case of M coincide with the following
theoretical result:
Mr
pout = 1 − e−θ/γ̄ .

By comparing the results of part (a), can you observe that the performance of MRC is
(much) better than that of SC in terms of outage probability?
Ans: The simulation result is shown in Figure 2: From Figures 1 and 2, we can see MRC

6
 Outage Probability for SC
0
10

−1
10
Outage Probability

−2
10

−3
10

Simulated SC (Mr=1)
−4
10 Simulated SC (Mr=4)
Simulated SC (Mr=10)
−5 Theoretical SC (Mr=1)
10
Theoretical SC (Mr=4)
Theoretical SC (Mr=10)
−6
10
−5 −4 −3 −2 −1 0 1 2 3 4 5
10log10 (γ/θ)

Figure 2: Outage probability of a SIMO channel with SC

indeed achieves lower outage probability. All simulation results coincide with the theoretical
result.

The Matlab codes for this problem are given in the following.

% This code is used to simulate the outage probability of a SIMO receiv

% with MRC and SC
clear all ;
d0 =50;
SNR =10;
alpha =3;
AvgSNR =10/( d0 .^ alpha );
RxCombInd = ’ MRC ’;
Mr =[1 4 10];
NorSNRdB = -5:5;
theta =10.^( - NorSNRdB /10)* AvgSNR ;
TxSamp =8000000;
OutProb = zeros ( length ( Mr ) , length ( NorSNRdB ));
OutProbThe = OutProb ;
for k =1: length ( Mr )
h = exprnd (1 , Mr ( k ) , TxSamp );
RxSNR = SNR * d0 ^( - alpha )* h ;

switch RxCombInd
case ’SC ’
MaxRxSNR = max ( RxSNR ,[] ,1);
for m =1: length ( NorSNRdB )
OutProb (k , m )= length ( find ( MaxRxSNR < theta ( m )))/ TxSamp ;

7
 end
OutProbThe (k ,:)=(1 - exp ( - theta / AvgSNR )).^ Mr ( k );
case ’MRC ’
% RxSNRwei = RxSNR .*( h ./( ones ( Mr ( k ) ,1)* sum (h ,1)));
% CombSNR = sum ( RxSNRwei ,1);
CombSNR = sum ( RxSNR ,1);
for m =1: length ( NorSNRdB )
OutProb (k , m )= length ( find ( CombSNR < theta ( m )))/ TxSamp ;
end
OutProbTemp = zeros (1 , length ( theta ));
for l =1: Mr ( k )
OutProbTemp = OutProbTemp +( theta / AvgSNR ).^( l -1)/ factorial (l -1);
end
OutProbThe (k ,:)=1 - exp ( - theta / AvgSNR ).* OutProbTemp ;
end
end
semilogy ( NorSNRdB , OutProb , ’ -o ’ , NorSNRdB , OutProbThe , ’ -. ’);
grid on ;
xlabel ( ’10 log_ {10}(\ gamma /\ theta ) ’);
ylabel ( ’ Outage Probability ’);