Capacity of MIMO channels

Nghi H. Tran
Supervisor: Prof. Ha H. Nguyen
Department of Electrical Engineering
University of Saskatchewan
Nghi H. Tran, UoS Capacity of MIMO channels 1
Outline
Channel Model
Mathematical Preniminaries
Channel with xed transfer function
Channel with Rayleigh fading
Example with Orthogonal Design
Non-ergodic channel
Nghi H. Tran, UoS Capacity of MIMO channels 2
System Model
We deal with a linear model with the received vector y C
r
and
the transmitted vector x C
t
:
y = Hx +n (1)
with H is a r t complex matrix and n is complex Gaussian
noise with independent components, E[nn

] = I
r
.
The power constraint: E[x

x] P, or equivalently
tr(E[xx

]) P. So does for x E(x)interested in

zero-mean x.
Three cases of H:
Deterministic
H is random, chosen according to a pdf, and each use of the
channel corresponds to an independent realization.
H is random, but is xed once it is chosen.
Nghi H. Tran, UoS Capacity of MIMO channels 3
Mathematical Preliminaries
A complex vector x C
n
is Gaussian if x =
_
_
Re(x)
Im(x)
_
_
is Gaussian.
To specify the distribution of x, it is necessary to specify E[ x] and
E
_
( x E[ x])( x E[ x])

A complex Gaussian x is circularly symmetric if:

E
_
( x E[ x])( x E[ x])

=
1
2
_
_
Re(Q) Im(Q)
Im(Q) Re(Q)
_
_
(2)
for some Hermitain non-negative denite Q.
For circularly symmetric x, the rst and the second statistics can be specied by
E[x] and E
_
(x E[x])(x E[x])

In Tse book: Circular symmetric: x and exp(j)x has the same distribution. It
leads to the mean = 0
Nghi H. Tran, UoS Capacity of MIMO channels 4
Mathematical Preliminaries
The density function of a circularly symmetric complex Gaussian
x with mean and covariance Q is given as:

,Q
(x) = det(Q)
1
exp
_
(x )

Q
1
(x )
_
(3)
The differential entropy of x is then computed as:
H(
Q
) = E

Q
[log
Q
(x)]
= log det(Q) + (log(e))E[x

Q
1
x]
= log det(Q) + (log(e))tr(E[xx]Q
1
)
= log det(eQ) (4)
Nghi H. Tran, UoS Capacity of MIMO channels 5
Mathematical Preliminaries
The importance of the circularly symmetric complex Gaussian is
due to the fact that, given Q, x maximize the entropy.
How to prove: Using following inequality:

_
C
n
p(x)logp(x)dx
_
C
n
p(x)logp
N
(x)dx (5)
where p(x) and p
N
(x) are arbitrary pdfs. After that, apply it by
using p
N
(x) =
Q
(x).
If x C
n
is a circularly symmetric complex Gaussian then so is
y = Ax for any A C
mn
If x and y are independent circularly symmetric complex
Gaussian, then so is z = x +y.
Nghi H. Tran, UoS Capacity of MIMO channels 6
Channel With Fixed H
Using singular value decomposition theorem:
H = UDV

(6)
where U C
rr
and V C
tt
are unitary, and D R
rt
is non-negative and
diagonal.
In fact, the diagonal entries of Dare the singular values of H, the columns of U
and Uare the eigenvectors of HH

and H

H, respectively.
Then we have:
y = UDV

x +n (7)
The fact that Un and n has the same distribution, we have an equivalent channel:
y = D x + n (8)
where n = U

n, y = U

y and x = V

x
Nghi H. Tran, UoS Capacity of MIMO channels 7
Channel With Fixed H
Since rank(H) is at most min{r, t}, at most min{r, t} of its singular values are
non-zero, denoted by
1/2
i
Therefore, we have parallel Gaussian channels:
y
i
=
1/2
i
x
i
+ n
i
, 1 i min{r, t} (9)
Clearly, y
i
, i > min{r, t} is just noise component and x
i
does not play any role.
The well-known result: { x
i
i min{r, t}} to be independent Gaussians.
The variances of x
i
are chosen via water lling" as:
E[Re( x
i
)
2
] = E[Im( x
i
)
2
] =
1
2
(
1
i
)
+
(10)
where is chosen to meet the power constraint P() =

i
(
1
i
)
+
The maximal mutual information:
C() =

i
(ln(
i
))
+
(11)
Nghi H. Tran, UoS Capacity of MIMO channels 8
Alternative Derivation
The mutual information I(x, y) is given:
I(x, y) = H(y) H(n) (12)
The covariance of y: E[yy

] = HQH

+I
r
To maximize H(y) with given Q, x should be circularly
symmetric Gaussian.
Hence, we have:
I(x, y) = log det(I
r
+HQH

) = log det(I
t
+QH

H) (13)
(Using determinant identity det(I
a
+AB) = det(I
b
+BA))
Now we need to choose Q subject to tr(Q) P and Q is
non-negative denite.
Nghi H. Tran, UoS Capacity of MIMO channels 9
Alternative Derivation
Diagonalize H

Has follows (it is Hermitian):

H

H = U

U (14)
with unitary U and = diag(1, . . . ,
t
)
It then follows:
det(I
t
+QH

H) = det(I
t
+QU

U) = det(I
t
+UQU

)
= det(I
t
+
1/2
UQU

1/2
) (15)
Observe that the properties of

Q = UQU

is the same with QCan maximize

over

Q.
Furthermore, for non-negative denite matrix A, detA

i
A
ii
. Then we have:
det(I
t
+
1/2

Q
1/2
)

i
(1 +

Q
ii

i
) (16)
The equality holds when

Qis diagonal. Thus we see that the maximizing

Qis
diagonal and the optimal diagonal one can be obtained using water lling.
Results:

Q
ii
= (
1
i
) where

i

Q
ii
= P.
Nghi H. Tran, UoS Capacity of MIMO channels 10
The Gaussian Channel with Rayleigh
Fading
Consider His random, independent realization for each block, each entry is
zero-mean, complex Gaussian, variance 1/2, independent component.
Lemma: For any unitary U C
rr
and V C
tt
, UHV

, UH, HV and H
has the same distribution.
The mutual information is given as:
I(x, y) = E
H
[I(x, y)|H] (17)
For a given covariance Qof x, I(x, y)|His maximized when x is circularly
symmetric Gaussian.
Therefore, now, we need to maximize
(Q) = E
_
log det(I
r
+HQH

(18)
over the choice of non-negative denite Qsubject tr(Q) P
Nghi H. Tran, UoS Capacity of MIMO channels 11
Capacity
Since Qis non-negative denite, Q = UDU

with unitary Uand diagonal

non-negative D
Then we have:
(Q) = E
_
log det(I
r
+ (HU)D(HU)

(19)
Since Hand HUhave the same distribution, (Q) = (D)restrict attention
to non-negative diagonal Q
Considering t! permutation matrix corresponding to Q

= Q

. It is easy to
see (Q) = (Q

)
Observe: log det is concave on the set of positive denite matrices. It then
follows that is concave.
(aQ
1
+ (1 a)Q
2
) a(Q
1
) + (1 a)(Q
2
) (20)
where 0 a 1.
Nghi H. Tran, UoS Capacity of MIMO channels 12
Capacity
Dene the following matrix:

Q =
1
t!

(21)
It is not hard to see that

Q = I
t
Furthermore, using concave properties, we have:
(

Q) (Q) and tr(

Q) = tr(Q) (22)
It then can be concluded that the optimal Q is in the form of I
t
.
The maximum is achieved when is largest possible: = P/t.
Theorem: The capacity is achieved when x is a circularly
symmetric Gaussian with zero-mean and covariance (P/t)I
t
.
The capacity is given by: E
_
log det(I
r
+ (P/t)HH

Nghi H. Tran, UoS Capacity of MIMO channels 13

Evaluation of Capacity
The capacity of channel with power constraint P is:
_

0
log(1+P/t)
m1

k=0
k!
(k +n m)!
_
L
nm
k
()

nm
exp()d
(23)
where m = min{r, t}, n = max{r, t}, L
i
j
: associated Laguerre
polynomials.
At high SNR, we have:
C(SNR) = mlog(SNR) +O(1) (24)
where SNR is average signal to noise ratio at each receive
antenna. In this model, SNR = P
Clearly, C increases with mlog(SNR), in contrast to log(SNR)
for single antenna. MIMO can be viewed as m parallel spatial
channels.
Nghi H. Tran, UoS Capacity of MIMO channels 14
Evaluation of Capacity: Low P
Rewrite C based on singular values of H
1/2
i
:
C(P) = E
_
m

i=1
log
_
1 +
P
t

i
_
_
(25)
At low P, using log
2
(1 +x) x log
2
e:
C
m

i=1
P
t
E[
i
] log
2
e =
P
t
E[tr(HH

)] log
2
e
=
P
t
E
_
_

i,j
|h
i,j
|
2
_
_
= P.r. log
2
e (26)
where using the fact: sum of eigenvalues equal to trace.
Clearly, with low P, multiple transmitter antennas are not very
useful.
Nghi H. Tran, UoS Capacity of MIMO channels 15
Example with Alamouti Scheme
For the convenience, to get SNR at each receive antenna is :
y =
_

t
Hx +n (27)
The capacity:
C(, t, r) = E[log det(I
r
+

t
HH

) = E[log det(I
t
+

t
H

H) (28)
With r = 1, Alamouti Scheme is equivalent to :
_
_
y
1
y

2
_
_
=
_

2
_
_
h
1
h
2
h

2
h

1
_
_
_
_
x
1
x
1
_
_
+
_
_
n
1
n

2
_
_
(29)
The capacity of this equivalent channel is:
C
orth
() =
1
2
log det
_
I
2
+

2
(|h
1
|
2
+|h
2
|
2
)I
2
_
= C(, 2, 1) (30)
Clearly, there is no loss in terms of capacity with r = 1.
Nghi H. Tran, UoS Capacity of MIMO channels 16
Example with Alamouti Scheme
For r = 2, an equivalent channel:
_
_
_
_
_
_
_
y
11
y

21
y
12
y

22
_
_
_
_
_
_
_
=
_

2
_
_
_
_
_
_
_
h
11
h
21
h

21
h

11
h
12
h
22
h

22
h

12
_
_
_
_
_
_
_
. .
H
_
_
x
1
x
2
_
_
+
_
_
_
_
_
_
_
v
11
v

21
v
12
v

22
_
_
_
_
_
_
_
(31)
With H

H =

i,j
|h
i,j
|
2
I
2
, we have:
C
orth
() =
1
2
E
_
log det
_
I
2
+

2
(|h
11
|
2
+|h
12
|
2
+|h
21
|
2
+|h
22
|
2
)I
2
__
= E
_
log
_
1 +
2
4
(|h
11
|
2
+|h
12
|
2
+|h
21
|
2
+|h
22
|
2
)
__
= C(2, t = 4, r = 1) < C(, t = 2, n = 2) (32)
It says that Alamouti scheme achieves the capacity of t = 4, r = 1 and at twice
SNR. General result: C(r, 2r, 1) < C(, 2, r).
Nghi H. Tran, UoS Capacity of MIMO channels 17
Capacity 2 2 Channel
0 5 10 15 20 25 30
0
2
4
6
8
10
12
14
16
18
SNR(dB)
C
(
b
i
t
s
)
r=2, t=2
Actual 2x2 channel
Alamouti scheme
Nghi H. Tran, UoS Capacity of MIMO channels 18
Non-ergodic Channels
H is chosen randomly at the beginning and is held xed for all the
uses of the channel.
In this case, given data rate R, when log det(I
r
+HQH

) < R, no
reliable communicationSystem is in outage.
Outage probability given R and P:
P
out
(R, P) = P(log det(I
r
+HQH

) < R) (33)
Given R, if system is not in outage, there exists a universal coding
strategy that achieves reliable communication
A transmit strategy can be chosen (parameterized by the
covariance) to minimize the probability of outage event.
Nghi H. Tran, UoS Capacity of MIMO channels 19