Maximum Likelihood Sequence

Detection

ƒ Channel
ƒ ML Detection
ƒ Error Probability

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 Channel

ƒ Delay Spread
ƒ time dispersion
ƒ intersymbol interference (ISI).
ƒ frequency selective fading

ƒ Channel Model
ƒ passband PAM
ƒ baseband PAM

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 Channel Model

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 Discrete-Time Equivalent
Channel Model for PAM

∞
⎡ ⎛ 2π ⎞ ⎤ ⎡ ⎛ 2π ⎞ ⎤ ⎡ ⎛ 2π ⎞ ⎤
P (e jωT
)= ∑
m =−∞
G ⎢ ⎜
j
⎣ ⎝
ω − m ⎟⎥ E ⎢ ⎜
B
T ⎠⎦ ⎣ ⎝
j ω − m ⎟⎥ ⎢ ⎜
F
T ⎠⎦ ⎣ ⎝
j ω − m ⎟⎥
T ⎠⎦

∑ F ( j (ω + m ) )
∞ 2
jωT 2 N0 2π
S Z (e )= T
T m =−∞

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 Matched Filter as
Receiver Front End (1)
ƒ matched filter as receive filter
ƒ discrete-time equivalent channel model

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 Matched Filter as
Receiver Front End (2)
ƒ autocorrelation of baseband receive
pulse shape h(t)
∞
ρ h (k ) = ∫
−∞
h(t )h* (t − kT )dt

ƒ folded spectrum
(( ))
∞
1 ∞ 2
S h (e jωT ) = ∑
k =−∞
ρ h (k )e jω kT = ∑ H j ω+m T
T m =−∞
2π

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 Whitening of the
Matched Filter (1)
ƒ matched filter Î colored noise
jωT jωT
S Z (e ) = 2 N 0 S h (e )
ƒ spectral factorization
S h ( z ) = γ M ( z ) M (1/ z )
2 ∗ ∗

ƒ minimal phase and allpass system

S h ( z ) = H min ( z ) H ap ( z )

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 Whitening of the
Matched Filter (2)
ƒ equalization with inverse minimal phase filter

ƒ noise process has white power spectrum

2 N0
SN ( z) =
K

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 Detection
ƒ ML Detection of a Single Symbol
ƒ ML Detection of a Signal Vector
ƒ ML Detection with Intersymbol
Interference
ƒ Sequence Detection
ƒ Markov Chains
ƒ Markov Chain Signal Generator
ƒ The Viterbi Algorithm

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 Detection
ƒ Estimation Î transmitted signal is contiuous-
valued
ƒ Detection Î transmitted signal is discrete-
valued
ƒ Model for detection:

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 ML Detection of a Single Symbol
ƒ Special case of MAP detector if p A (â ) = const
pY | A ( y | â ) p A (â )
p A|Y (â | y ) =
pY ( y )

ƒ ML chooses â ε Ω A
ƒ To maximize likelihood pY | A ( y | â )
ƒ Measure of the quality Pr[error ] = Pr[ â ≠ a ]

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 ML Detection of a Signal Vector

ƒ Vector of Symbols
ƒ Maximize f Y|S ( y | sˆ ) = f N|S ( y − sˆ | sˆ ) = f N ( y − sˆ )
ƒ Equivalent to maximize
1 ⎛ 1 2⎞
f N (y − sˆ ) = exp ⎜ − 2 y − sˆ ⎟
(2π ) M / 2 σ M ⎝ 2σ ⎠

ƒ Equivalent to minimizing y − sˆ

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 ML Detection With Intersymbol
Interference (1)

ƒ Generator is LTI filter hk , 0 ≤ k ≤ M

ƒ Input single data symbol A
ƒ Model

Y = hA + N
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 ML Detection With Intersymbol
Interference (2)
ƒ ML minimizes distance âh and
observation y
y − hâ = y − 2 y , h â + h â
2 2 2 2

ƒ Equivalent to maximizing
2 y, h â − h â
2 2

y, h = ∑ ym hm = [ yk * h− k ]k =0
m

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 ML Detection With Intersymbol
Interference (3)

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 ML Detection With Intersymbol
Interference (4)

ƒ Exponential complexity
ƒ Message of K M-ary symbols
Î MK matched filters
Î MK comparisons

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 Sequence Detection

ƒ Markov Chains
ƒ Markov Chain Signal Generator
ƒ The Viterbi Algorithm

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 Markov Chains (1)

ƒ Independent of past samples

p ( Ψ k +1 | Ψ k , Ψ k −1 ,...) = p ( Ψ k +1 | Ψ k )
ƒ Homogenous if independent of k
ƒ State transition diagram

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 Markov Chains (2)

ƒ Trellis diagram

ƒ Node
ƒ Branch
ƒ Path
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 Markov Chain
Signal Generator (1)
ƒ Sequence of homogenous Markov
chain states Ψ k

ƒ State transitions S k = g (ψ k ,ψ k +1 )
M
ƒ Observation function g (ψ k ,ψ k +1 ) = ∑ hi Ak −1
i =0

ƒ State of shift-register
Ψ k = [ X k −1 , X k − 2 ,..., X k − M ]
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 Markov Chain
Signal Generator (2)
ƒ ISI Model

ƒ Shift-register process

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 Markov Chain
Signal Generator Example

hk = δ k + 0.5δ k −1

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 The Viterbi Algorithm (1)

ƒ A. Viterbi of UCLA in 1967

ƒ Homogenous Markov chain
ƒ Linear complexity growing with
message length K
ƒ Application for maximization problems

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 The Viterbi Algorithm (2)

ƒ Sequence of inputs = path through the

trellis
ƒ Assign branch metric = yk − sk
2

ƒ Path metric = Σ branch metrics

ƒ Choose lowest path metric =
minimize y − sˆ

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 The Viterbi Algorithm (3)

ƒ Survivor path of k-1 =

smallest path metric to node k-1
ƒ Only hold survivor path
ƒ For node k choose smallest
branch metric + survivor path of k+1
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 The Viterbi Algorithm
Example (1)
ƒ Observation sequence
{0.2, 0.6, 0.9, 0.1}
ƒ Impulse response of channel
hk = δ k + 0.5δ k −1
ƒ AWGN
ƒ State transitions

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 The Viterbi Algorithm
Example (2)

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 The Viterbi Algorithm
Example (3)

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 Error Probability Calculation

ƒ Error Event
ƒ Detection Error
ƒ Upper Bound of Detection Error
ƒ Lower Bound of Detection Error
ƒ Symbol Error Probability

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 Error Event

ƒ (a) length 1,
metric from real sequence 1.25
ƒ (b) length 2,
metric from real sequence 3.5

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 Detection Error

Pr[detection error] = ∑ Pr[e]w(e)

eε E

Pr[e] = Pr [ Ψ ] Pr ⎡⎣ Ψ
ˆ Ψ⎤
⎦
ƒ w(e) … total number of detection errors
in error event e
ƒ Pr[e] depends on real path and chosen
path Î estimate Pr ⎡ Ψˆ Ψ⎤
⎣ ⎦
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 Upper Bound of
Detection Error (1)

Pr ⎡⎣ Ψ (
ˆ | Ψ ⎤ ≤ Q d (Ψ
⎦
ˆ , Ψ ) / 2σ )
ƒ Q … cumulative probability distribution
ƒ d …Euclidian distance of real an chosen
path
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 Upper Bound of
Detection Error (2)
Pr[detection error] ≤ ∑ w(e) Pr[ Ψ ]Q ( d min / 2σ ) + other terms
eε E

ƒ Only terms of minimal distance

ƒ Others decay exponentially
ƒ Approaches RQ(d min / 2σ )

R = ∑ w(e) Pr[ Ψ ]
eε B
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 Lower Bound of
Detection Error (1)

Pr[detection error] ≥ ∑ Pr[e] = Pr[an error event]

eε E

Pr[an error event |Ψ ] ≥ Q(d min (Ψ ) / 2σ )

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 Lower Bound of
Detection Error (2)
ƒ Using total probability
Pr[detection error] ≥ ∑ Pr[Ψ ]Q (d min (Ψ ) / 2σ )
Ψ

ƒ Only minimal distance error events

Pr[detection error] ≥ PQ(d min (Ψ ) / 2σ )

P= ∑ε Pr[Ψ ]
Ψ A
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 Symbol Error Probability (1)

ƒ Upper and lower bound together

PQ(d min / 2σ ) ≤ Pr[detection error] ≤ RQ (d min (Ψ ) / 2σ )

ƒ Consider C between P and R

Pr[detection error] ≈ CQ (d min / 2σ )

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 Symbol Error Probability (2)

ƒ One detection error, one ore more bit

errors
ƒ One input Xk by n source bits
1
Pr[detection error] ≤ Pr[bit error] ≤ Pr[detection error]
n

Pr[detection error] ≈ Pr[bit error]

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