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Performance analysis of MIMO system with

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4474 IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 11, NOVEMBER 2008
Performance Analysis of MIMO System with Linear MMSE Receiver
Namshik Kim, Yusung Lee, and Hyuncheol Park
Abstract—This paper considers the uncoded multiple-input
multiple-output (MIMO) system with linear minimum mean
square error (MMSE) detection under ideal fast fading. The
distribution of SINR at the output of the MMSE detection is
derived for a small number of transmit and receive antennas. We
present new approximation for the Gaussian Q-function driven
by numerical simulation. Based on the SINR distribution and
new approximation for Q-function, we analyze the performance
of linear MMSE detection under ideal fast fading environment.
By comparing the analytical results and Monte Carlo simulated
results, we validate the analytical results.
Index Terms—Multiple-input multiple-output (MIMO), min-
imum mean square error (MMSE), symbol error rate (SER),
signal-to-interference-and-noise ratio (SINR).
I. I NTRODUCTION
M IMO communications have been intensely studied over
the last few years and widely considered as a suitable
way to improve performances of a modern wireless commu-
nications [1]. MIMO scheme can be split in two categories:
space time coding (STC) and spatial multiplexing (SM). STC
improves the reliability of the communication system, while
SM achieves a higher data rate by transmitting independent
data streams on the different antennas simultaneously. With
a maximum-likelihood (ML) detection, SM scheme has the
maximum receive diversity order [2]. The disadvantage of
the ML detection is the high computational complexity. A
complexity reduction can be obtained by applying linear zero-
forcing (ZF) or minimum mean square error (MMSE) receiver.
Unfortunately, it is shown in [3] that linear receivers have the
diversity order that is smaller than that of ML receiver. When
H is the complex Gaussian fading channel matrix, the SER
performances of ZF detection [4] and MMSE detection ! H "[5]
−1
can be derived by finding the distributions of 1/ H H i,i
! "−1
and 1/ I + σ12 HH H i,i − 1, respectively, where Ai,i corre-
sponds to the element (i, i) of matrix A. Maximum likelihood
detection can be validated by the distribution of the squared
norm of the i-th column of H.
For an uncorrelated and a correlated channel model, the
authors of [5] provide the performance analysis of linear
MMSE detection by using the asymptotic distribution of SINR
Manuscript received July 20, 2007; revised October 24, 2007 and December
17, 2007; accepted December 18, 2007. The associate editor coordinating the
review of this letter and approving it for publication was H. Nguyen. This
work was supported in part by the SRC/ERC program of MOST/KOSEF (In-
telligent Radio Engineering Center) and the Ministry of Knowledge Economy
(MKE), Korea, under the Information Technology Research Center (ITRC)
support program supervised by the Institute of Information Technology
Assessment (IITA) (IITA-2008-C1090-0801-0015).
The authors are with School of Engineering, Information and Commu-
nications University (ICU), 119 Munjiro, Yuseong, Daejeon City, 305-732,
KOREA (e-mail:{nskim, diotima, hpark}@icu.ac.kr).
Digital Object Identifier 10.1109/T-WC.2008.070785
1536-1276/08$25.00 ⃝
and the limiting bit error rate (BER) [6]. In [7], the thermal
noise component is modeled as a large number of equal-
power weak imaginary interferers. For a fixed number of the
interferences, the probability density function (pdf) [7, eq.(5)]
of SINR is developed by the results of [8]. They derive the
link reliability by applying the pdf of SINR with interferences
and limiting the number of imaginary interferences. This paper
continues this analytical tradition and the pdf of SINR without
assuming any weak interferers is evaluated exactly by the
random matrix theory. Since the symbol error probability
(SER) is related with the pdf of SINR, the distribution can be
used to accurately estimate SER for (Nr ×Nt )-MIMO systems
with MMSE detection, where Nt and Nr are the number of
transmit and receive antennas, respectively.
II. S YSTEM D ESCRIPTION
Let us consider a single point-to-point MIMO system with
Nt transmit and Nr receive antennas (Nt ≤ Nr ). We focus on
a spatial multiplexing system where the data stream is directly
demultiplexed into Nt streams, and these are mapped to
Gray-labeled M -ary quadrature amplitude modulation (QAM)
symbols. The total transmit power is distributed equally over
the transmit antennas with the unit variance. The system model
can be represented as
y = Hx + n, (1)
where y ∈ CNr ×1 denotes the received complex vector,
x = [x1 , · · · , xNt ]T ∈ CNt ×1 is the transmitted complex
2
vector with E[|xi | ] = Es /Nt , H ∈ CNr ×Nt is the com-
plex Gaussian fading channel matrix with unit variance, and
n ∈ CNr ×1 is independent identically distributed additive
white Gaussian noise with zero mean and variance N0 . The
signal-to-noise ratio (SNR) is defined as SNR=Es /N0 . We
consider an uncorrelated ideal fast fading condition.
At the receiver, minimizing the mean squared error (MSE)
between the actually transmitted symbol xi for 1 ≤ i ≤ Nt
and the output of a linear MMSE detector leads to the filter
vector # $−1
gi = HHH + σ 2 I hi , (2)
where σ 2 = Nt N0 /Es = Nt /SNR, hi is the i-th column of
H, and I is Nr ×Nr identity matrix. Applying this filter vector
into (1) yields
zi := giH y = βi xi + wi , (3)
where βi = g i hi and the interference-plus-noise term wi
H
%
is defined as j̸=i giH hj xj + giH n. The variance of wi is
computed as [9]
Es
2
σw = (βi − βi2 ). (4)
i
Nt
c 2008 IEEE
IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 11, NOVEMBER 2008 4475

The SINRi of a linear MMSE detector on i-th spatial stream Lemma 1: Let X1 , X2 , · · · , XN be independent random
can be computed as variables having same exponential distribution with unit mean
βi and unit variance and let a1 , a2 , · · · , aN be positive sequence.
SINRi = . (5) If ai ̸= aj for i ̸= j, then the pdf of the random variable
1 − βi %N
Y = i=1 ai Xi is given by
In the next section, we will derive the characteristic and
distribution of SINRi by using the random matrix theory. N
. aNj
−2
− y
fY (y) = 1 e aj (12)
k̸=j (aj − ak )
III. C HARACTERISTIC AND D ISTRIBUTION OF SINR j=1

We can get the limit and distribution of SINRi from the Proof: By the definition of MGF, we have MY (t) =
Ma1 X1 (t) · · · MaN XN (t). Since Maj Xj (t) = (aj t + 1)−1 ,
properties of the random matrix theory. Let # Hi be the 2matrix
$−1
deleting the i-th column of H and let R = Hi HH i +σ I . N
2
Then, by Woodbury’s identity [10], MY (t) = (aj t + 1)−1 . (13)
# −1 $−1 j=1
βi = hH i R + hi hH i hi
& ' Let Aj be the sequence such that MY (t) =
Rh h
i i
H
R %N
= hi R −
H
hi −1
1 + hH j=1 Aj (aj t + 1) . By the partial fraction decomposition,
i Rhi
we have
i Rhi
hH
= (6) 2& ak
'−1
aN −1
1 + hHi Rhi Aj = 1− =1
j
and (14)
aj k̸=j (aj − ak )
Since R is positive definite, hHi Rhi > 0 and 0 < βi < 1.
k̸=j
The SINRi on i-th spatial stream can be represented as N
. aNj
−1
−1
MY (t) = 1 (aj t + 1) . (15)
SINRi = hH
i Rhi . (7) j=1 k̸=j (a j − a k )
By the eigenvalue decomposition, there are the unitary matrix By the inverse Laplace transformation, the pdf fY (y) of Y is
Q and the diagonal matrix D such that
N −2
. aNj − y
Hi HH = Q DQ.
H
(8) fY (y) = 1 e aj . (16)
k̸=j (aj − ak )
i
j=1
Since Hi HH
i is Nr × Nr matrix and rank(Hi HH
i )= Nt − 1,
the diagonal matrix D is
Let f1 (γ) and f2 (γ) be the conditional pdf’s of the first and the
Nr −Nt +1
( )* + second summations in (10) given λ1 , · · · , λNt −1 , respectively.
D = diag[λ1 , · · · , λNt −1 , 0, · · · , 0 ], (9) By applying aj = 1/(λj +σ 2 ) in the previous lemma, we have
⎛ ⎞
where λk is a positive eigenvalue of Hi HH
i for all 1 ≤ k ≤ N
. t −1 2 λk + s
Nt − 1. By (7) and (6), SINRi can be represented as f1 (γ) = ⎝ ⎠ (λj + s)e−(λj +s)γ , (17)
! "−1 j=1
λk − λj
k̸=j
SINRi = (Qhi )H D + σ 2 I Qhi ,
= [h̄1 , · · · , h̄Nr ]
∗ ∗ where s = σ . Since the second term is the product of scalar
2

, -T 1/σ 2 and summation of several exponential distributions, it is

h̄1 h̄Nt −1 h̄Nt h̄Nr
× ,··· , , ,··· , 2 the scaled version of chi-square distribution with 2(Nr − Nt +
λ1 + σ 2 λNt −1 + σ 2 σ 2 σ 1) degree of freedom as
N −1 / / 2 N −N +1
.t /h̄j / 1 r .t //h̄ /2
= + 2 / (10) sd
λj + σ 2 σ
j+Nt −1 f2 (γ) = γ d−1 e−sγ and d = Nr − Nt + 1. (18)
j=1 j=1 (d − 1)!
where Qhi := [h̄1 , · · · , h̄Nr ]T . Eq. (10) is a direct result of The conditional pdf of SINR given λ1 , · · · , λNt −1 is derived
eigenvalue decomposition [5]. Because Q is unitary matrix, hi by the convolution of f1 (γ) and f2 (γ) as
and Qhi have the same statistical property. Note that Hi is
fNr ×Nt (γ|λ1 , · · · , λNt −1 ) = f1 (γ) ⊗ f2 (γ) (19)
the matrix deleting i-th column hi/ and / λ1 , · · · , λNt −1 are the
eigenvalues of Hi HH /h̄j / and λj are independent
i . Therefore, By the random matrix theory [12], the unordered eigenvalues
for 1 ≤ j ≤ Nt − 1. Now, we want to derive / explicitly
/2 the pdf λ1 , · · · , λNt −1 of Hi HH
i have the joint density as
of SINR for the small Nt and Nr . Since /h̄j / is the sum of Nt −1
two/ squared Gaussian distributions, the probability distribution 1 2 2
/2 f (λ1 , · · · , λNt −1 ) = λdj e−λj (λj − λk )2 , (20)
of /h̄j / is exponential with unit mean and unit variance. When K j=1
k>j
the eigenvalues are given, the first summation term in Eq.
(10) is the linear combination of exponential distributions. Let where K is a normalization constant. Thus the pdf fNr ×Nt (γ)
the moment generating function (MGF) MX (t) of a random of SINR can be computed by marginalization as:
0 ∞ 0 ∞
variable X be defined as
0 ∞ fNr ×Nt (γ) = ··· fNr ×Nt (γ|λ1 , · · · , λNt −1 )
0 0
MX (t) = e−tx fX (x)dx. (11)
−∞ ×f (λ1 , · · · , λNt −1 )dλ1 · · · dλNt −1 . (21)
4476 IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 11, NOVEMBER 2008

0.2 10
-1
f 4×4
0.18 Analytic SINR pdf
MC SINR pdf
0.16 f 3×3 10
-2

0.14

0.12
f 2×2 -3
10
pdf value

0.1

0.08 f 4×3 -4
10
0.06
f 3×2
0.04 -5
10
0.02
f 4×2 Chernoff bound
Marco Chiani Approximation ([12], Eq.(14))
Approximation (31)
0 -6
Q-function
0 2 4 6 8 10 12 14 16 18 20 10
SINR 0 1 2 3 4 5 6 7 8 9 10 11
SNR
Fig. 1. The pdf fNr ×Nt of SINR for each spatial stream : the solid line
(−) is analytical pdf and the dashed line (−−) is Monte-Carlo simulated pdf. Fig. 2. Comparison between Q(·), the approximation (31) and the Chernoff
bound

In the case of Nt = 2 and Nr = 2, since rank(Hi HH i ) = 1,

there is only one eigenvalue λ and the corresponding pdf of λ = 10dB. By a histogram of the data, we can generate the
is f (λ) = λe−λ . Then f1 and f2 are given by f1 (γ) = (λ + approximated pdfs which are labeled “MC SINR pdf” in Fig.
s)e−(λ+s)γ and f2 (γ) = se−sγ #. Thus $the! conditional pdf of " 1. Using the above equations, the analytical SINR pdfs are
SINR given λ is f2×2 (γ|λ) = 1 + λs s e−sγ − e−(λ+s)γ . easily plotted in Fig. 1.
By marginalization, we can obtain the pdf of SINR as
, -
1 s IV. P ERFORMANCE A NALYSIS
f2×2 (γ) = se −sγ
1+s− − (22)
(γ + 1)2 (γ + 1) In order to verify the performances of MMSE detection in
1 (Nr × Nt )-MIMO system, we will analyze the performance
Due to the product term (λj − λk )2 in (20), we can not
derive the general pdf form of SINR for (Nr × Nt )-MIMO of MMSE detection in this section. Note that we consider an
system. However, for the small Nt and Nr , we can compute M -QAM system having a square constellation size M = 22k
the pdf fNr ×Nt of SINR by the similar procedure as for some√ integer k. The Gray coded M -QAM can be viewed
, - as two M -PAM systems in quadrature, each allocated one-
1 s half the power of the M -QAM system [15]. After MMSE
f2×2 (γ) = se −sγ
1+s− − , (23)
(γ + 1)2 (γ + 1) detection, the relationship between z and x is
, -
s 1 s+1
f3×2 (γ) = s2 γe−sγ 1 + − − , (24) z = βx + w,
2 2(γ + 1)2 2(γ + 1)
,
s2 s+2 where the subscript i is emitted. Let P√M be defined by [15]
f3×3 (γ) = se−sγ 1 + 2s + +
2 (γ + 1)3 & ' 78 9
- 1 3Es β 2
s2 − 6 s2 + 3s P M = 2 1− √
√ Q , (29)
+ − , (25) M (M − 1)Nt σw
2
2(γ + 1)2 (γ + 1)
, -
1 s 1 s+2 where Q is the function that defines the area under the tail of
f4×2 (γ) = s3 γ 2 e−sγ + − − (,26)
2 6 6(γ + 1)2 6(γ + 1) the Gaussian pdf and equals
, 0 ∞
s2 s+3 1 t2
f4×3 (γ) = s2 γe−sγ 1 + s + + Q(x) = √ e− 2 dt for x ≥ 0. (30)
6 3(γ + 1)3 2π x
-
s + 2s − 6 s + 5s + 3
2 2
+ − , (27) By applying the numerical simulation, a simple approximated
6(γ + 1)2 3(γ + 1) expression can be obtained for Q(·) as
, 1 − x2 1 2x2
3s2 s3 e 2 + e− 3 .
Q(x) ≃ (31)
f4×4 (γ) = se−sγ 1 + 3s + + 12 6
2 6
s2 + 6s + 6 s3 − 36s − 48 Actually, this approximation function is not upper bound since
− − there is the argument x0 such that Q-function is slightly larger
2(γ + 1)4 6(γ + 1)3
- at x0 . However, mean square error of this approximation is
s + 6s − 12 s3 + 8s2 + 12s
3 2
+ − . (28) smaller than that of Marco Chiani approximation [16, eq.
2(γ + 1)2 2(γ + 1) (14)] for a positive SNR region. It can be verified that the
To verify the analytical results of SINR pdf, the data on approximation function (31) is close tightly to Q-function.
SINR are collected by Monte Carlo (MC) simulations at SNR This can be seen in Fig. 2 where the approximation function
IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 11, NOVEMBER 2008 4477

0 0
10 10
Analytical SER Analytical SER
MC simulated SER MC simulated SER
-1 -1
10 10

(3X3)
(3X3)

Symbol Error Rate (SER)

Symbol Error Rate (SER)

-2 -2
10 10 (4X4)
(4X4)
(4X3)
(4X3)
-3
(2X2)
-3 (2X2)
10 10

-4 -4 (4X2)
10 (4X2) 10 (3X2)
(3X2)

-5 -5
10 10

16-QAM 64-QAM
-6 -6
10 10
5 10 15 20 25 30 35 40 45 10 15 20 25 30 35 40 45 50
SNR SNR

(a) (b)

Fig. 3. Symbol error probability for M -QAM MIMO system with MMSE detection: (a) M = 16 (b) M = 64.

is plotted. Since (Es β 2 )/(Nt σw

2
) = SINR , the conditional VI. A PPENDIX
SER given SINR can be approximated as [15]

PNr ×Nt (e|γ) = 2P√M − P√ 2 By the definition of MGF, MNr ×Nt is given by
& ', &M '
1 1 3γ 0 ∞
≃4 1− √ exp −
12 2(M − 1) MNr ×Nt (m) = exp(−mγ)fNr ×Nt (γ)dγ. (34)
&M '- 0
1 2γ
+ exp − . (32)
6 M −1
In the case of Nt = 2 and Nr = 2, by [14, 3.352.4 and
By using (28) and (32), the average SER is 3.353.3], we can compute M2×2 with pdf f2×2 as
0 ∞
0
PNr ×Nt (e) ≃ PNr ×Nt (e|γ)fNr ×Nt (γ)dγ ∞

& ' 0, & ' M2×2 (m) = s(1 + s) e−(m+s)γ dγ

1 1 3 0
0 ∞ −(m+s)γ 0 ∞ −(m+s)γ
≃ 1− √ MNr ×Nt e e
M &3 '-
2(M − 1) −s dγ − s 2
dγ
2 2 (γ + 1)2 γ+1
, 0 0
-
+ MNr ×Nt , (33) 1−m
3 M −1 =s + mes+m Ei(s + m) (35)
s+m
where MNr ×Nt is a MGF of SINR γ. For small Nt and Nr ,
the closed form of MNr ×Nt are developed in the Appendix. For a small Nt and Nr , we summarize the MGF MNt ×Nr as
Analytical SER result based on the approximation (31) is close following:
tightly to the simulation result in Fig 3, (a). Based on above
results, it is easily verified that the performance of an Nt ×Nr , -
MIMO system with MMSE detection is better than that of a 1−m
M2×2 (m) = s + me s+m
Ei(s + m) , (36)
system with maximal ratio combining (MRC), one transmit s+m
,
antenna and d receive antennas [4]. In Fig. 3, the SERs of s2 2−m m
M3×2 (m) = +
MMSE detection are depicted against the average SNR per 2 (s + m)2 s+m
"
received antenna for several (Nr × Nt )-MIMO systems that −mes+m Ei(s + m) , (37)
operate in a uncorrelated flat Rayleigh fading environment. ,
s 2 − 4m + m2
The slope of SER performance curve shows a diversity order M3×3 (m) = − m(s + 3)
2 (s + m)
of Nr − Nt + 1. If the diversity order is 1, then (2 × 2)-MIMO "
system has the best performance for Nt ≥ 2. +m(s2 + (m + 4)s + (6 + 2m))es+m Ei(s + m) ,(38)
,
s3 6 − 2m m
M4×2 (m) = +
V. C ONCLUSION 6 (s + m)3 (s + m)2
-
m
In this paper, we have examined MIMO system with linear − + mes+m Ei(s + m) , (39)
(s + m)
MMSE detection. For ideal fast fading environment, we have ,
derived the explicit distribution of SINR for MMSE detection. s2 6 − 6m + m2 2m(4 − m)
M4×3 (m) = + + m(s + 5)
By using this distribution, we have estimated accurately SER 6 (s + m)2 s+m
"
for small Nr and Nt . −m(s2 + (m + 6)s + 3(4 + m))es+m Ei(s + m) ,(40)
 4478 IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. 7, NO. 11, NOVEMBER 2008

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