ARC Special Research Centre for

Ultra-Broadband Information Networks

THE UNIVERSITY OF MELBOURNE
Power control and adaptive coding
over fading channels
PhD Confirmation Seminar
2 Mar 2005
Alex Leong
Advisors: Jamie Evans, Subhrakanti Dey
Outline
Introduction and description of work done
Adaptive coding with power control for optimizing average spectral
efficiency
Power control in multiple access channels
with two time-scale fading
Future work Estimation problems in
wireless sensor networks
Introduction
Gaussian channel

m time, X transmitted information with average
power P, Y received information, Z additive white
Gaussian noise (AWGN) with variance

Channel Capacity maximum rate at which information
can be transmitted reliably
) ( ) ( ) ( m Z m X m Y + =
) 1 ( log
2
1
2
2
o
P
C + =
2
o
Introduction
Gaussian multiple access channel
K users, user i transmits with power P
i



Have a capacity region
instead of a capacity,
eg. 2 users

Sum capacity maximum sum of rates supported by
capacity region

=
+ =
K
i
i
m Z m X m Y
1
) ( ) ( ) (
) 1 ( log
2
1
1
2
2
=
+ =
K
i
i
P
C
o
R
1
R
2
C
1
C
2
Fading channels (single time-scale)
Single user channel

Multiple access channel


K number of users, H
i
fading of user i, random
ergodic process, independent between users, X
i

transmitted information of user i, Z noise (with variance
1)
Assume receiver and transmitters can track all of the
fading components perfectly, ie. full channel state
information (CSI)

) ( ) ( ) ( ) ( m Z m X m H m Y + =

=
+ =
K
i
i i
m Z m X m H m Y
1
) ( ) ( ) ( ) (
Ergodic capacities without power control
Transmit with constant power (of 1)
Single user capacity



Multi-user sum capacity


where
(

|
.
|

\
|
+

=
K
i
i
H
1
2
1 log
2
1
E
H
( )
(

+ H 1 log
2
1
E
2 H
) , , , (
2 1 K
H H H = H
Ergodic capacities with power control
Suppose we allow dynamic power allocation, subject to
an average power constraint (of 1) for each user
Can get improvements in capacity
Single user [Goldsmith, Varaiya, 93]
Multi-user [Knopp, Humblet, 95]
- power allocated to user i, function of
They solve the following optimization problem
) (H
i

| | K i
H C
i i
K
i
i i
, , 1 , 0 ) ( , 1 ) ( E to subject
) ( 1 log
2
1
E max
1
2
= > s
(

|
.
|

\
|
+ =

=
H H
H
H
H
H

) (
H
Outline
Introduction and description of work done
Adaptive coding with power control for optimizing average spectral
efficiency
Power control in multiple access channels
with two time-scale fading
Future work Estimation problems in
wireless sensor networks

Adaptive coded modulation over fading
channels
Single user capacities


How to achieve capacity? 2 ways
1. Continually adapt the rate of transmission to match the
fading conditions. Possibly need an infinite number of
different codes.
2. Use one rate but code over many different fading
realisations [Caire, Shamai, 99]. Can result in long delays.

Motivating question: How close to capacity can we get
by adapting the rate but using a finite number of codes?

( ) ( )
(

+ =
(

+ = H H C H C
H
H
H
) ( 1 log
2
1
E max , 1 log
2
1
E
2
) (
pc 2 npc

Adaptive coded modulation over fading

channels
[Goldsmith, Chua, 98], [Hole et al., 00] use specific
coding/modulation schemes
[Holm et al., 03] assumes that codes with acceptable
error performance exist.
Suppose N codes are available, with rates


If fading dont transmit. If transmit
using code of rate

N n
s s s N n s s s s = +
2 1 2
, , , 1 ), 1 ( log
2
1
,
1
s h <
,
1 +
< s
n n
s h s
) 1 ( log 2 / 1
2 n
s +
Adaptive coded modulation over fading
channels
Average spectral efficiency (ASE) is


Maximize this quantity over to determine the
optimal code rates

Note - there is no power control done
Our work extend this formulation to also include power
control, subject to an average power constraint of 1

=
+
< s +
N
n
n n n
s H s s
1
1 2
) Pr( ) 1 ( log
2
1
N
s s , ,
1

Adaptive coding with power control
Power control can depend on h and
ASE is now


with constraint

Maximizing this over and is hard
Impose additional structure on

=
+
< s +
N
n
n n n
s H H s s
1
1 2
) ) , ( Pr( ) 1 ( log
2
1
s
}

=
0
1 ) ( ) , ( dh h p h
H
s
) , , (
1 N
s s = s
) , ( s h
s ) , ( s h
) , ( s h
Adaptive coding with power control
Choose the following power allocation policy





Channel inversion over the partitioned intervals, eg. N = 3

< s
< s
<
=
h t h s
t h t h s
t h
h
N N
, /
, /
, 0
) , (
2 1 1
1

s
t
1
t
2
t
3
s
1
s
2
s
3
0
0
h
) , ( s h h
Adaptive coding with power control
Problem becomes





Now a maximization over and
Can derive necessary conditions using Lagrangian
methods

}
}

=
=
+
+
=
+
N
n
t
t
H
n
t
t
H n
N
n
n
n
n
n
dh h p
h
s
dh h p s
1
2
1
1
1
1 ) ( to subject
) ( ) 1 ( log
2
1
max
t s ,
s t
Example
Rayleigh fading, noise variance 1, power constraint 1
Adaptive coding with power control
Other work
Asymptotic analysis of the ratio ASE/Capacity for Rayleigh fading
Simple multi-user extension, can get even closer to capacity as
number of users increases
A. Leong, J. Evans, S. Dey, Adaptive coded modulation with power control
for optimizing average spectral efficiency, submitted to SPAWC 2005


Outline
Introduction and description of work done
Adaptive coding with power control for optimizing average spectral
efficiency
Power control in multiple access channels
with two time-scale fading
Future work Estimation problems in
wireless sensor networks

Two time-scale fading channels
Fading is often due to multiple components, which can
change on very different time-scales


G
i
slow fading of user i, F
i
fast fading of user i,
assume independent of each other
Might not be feasible for transmitter to track quickly
varying components, can/will only track slower parts
Assume receiver knows both the fast and slow fading,
but transmitters only the slow G
i
components
Motivating question: How much do we lose in capacity
when compared to the full CSI case?

=
+ =
K
i
i i i
m Z m X m F m G m Y
1
) ( ) ( ) ( ) ( ) (
Power control with two time-scale fading
Single user [Dey, Evans, 04]

Our work - Multi-user case
- power allocated to user i, can only depend on the slow
fading.
Transmitters only know the statistics of the fast fading, ie. mean
Average power constraint of 1
Make an additional assumption that the fast fading distributions
are identical between users, with





) (G
i

i F
i
= , 1 ] [ E
Power control with two time-scale fading
We have the following problem




Objective can be shown to be concave
Introduce Lagrange multipliers
With assumption that the fast fading distributions are
identical, can solve this using the (generalised) Kuhn-
Tucker conditions
| | K i
F G
i i
K
i
i i i
, , 1 , 0 ) ( , 1 ) ( E to subject
) ( 1 log
2
1
E E max
1
2
= > s
(
(

|
.
|

\
|
+

=
G G
G
G
G
G

G | F
) (
K i
i
, , 1 , =
Solution






Power allocation is found by inverting , does not have
a closed form in general (example later)
At most one user transmits, user with best slow fade
and above the threshold


i
F g
F g
e
i j g
g
g
e
i i
i i i
i i
F i
i i
j
j
i
i
i
i
i
=
(

+
=

= > >
=

, 1 )] ( [ E satisfy s ' and
) ( 1
E ) ( where
otherwise , 0
, , ), (
) (
|
1
G
g
g
G
g g
g

i i
g /
g
e
i

Comparison with full CSI case

Let
Solution [Knopp, Humblet, 95]




Power allocation does have a closed form, given by
water-filling
Best overall user transmits

i
i j h
h
h
h
i i
i i
j
j
i
i
i i
i
=

= > >
=
, 1 )] ( [ E satisfy s ' where
otherwise , 0
, , ,
1 1
) (
H
h
H

GF H =
Multiuser Diversity
Full CSI case a form of diversity which takes
advantage of random fluctuations in fading, user only
transmits when it is the best. For a large number of users
with independent fading, the best user will usually have
good channel conditions.

Also have multi-user diversity effects in two time-scale
case, but only on a slower time-scale
Example
Noise variance 1, average power constraint 1
Slow fading lognormal shadowing
Fast fading Rayleigh with

Determining requires solving


for given
where

) (g
i

|
|
.
|

\
|
|
|
.
|

\
|
= =
i i i i i i i i
i i i
g
E
g g g
g e
) (
1
) (
1
exp
) ) ( (
1
) (
1
) (
1
2
g g g g
g


g ,
i

dt
t
e
x E
x
t
}

= ) (
1
i F
i
= , 1 ] [ E
Example
Symmetric case (slow fading identically distributed)
16 users
4 users
1 user
Example
Asymmetric case - 2 users, user 1 fixed at average SNR
of 0dB
Sub-optimal power allocation schemes
Power allocation function in two time-scale fading does
not take on a closed form in general, inverting
transcendental equations numerically not that nice.

One simple sub-optimal scheme (symmetric case, K is
the number of users)
Only the best user transmits, with transmission at the constant
power K.
This policy satisfies the average power constraint of 1 since each
user is best around 1/K-th of the time
Some Numerical Results
users C
tts
R
subopt
2 1.29957 1.25836
4 2.10578 2.09873
8 3.02345 3.02273
16 3.94552 3.94545
32 4.83875 4.83874
64 5.69960 5.69960
C
tts
R
subopt
-10 0.50693 0.41762
0 1.29957 1.25836
10 2.60070 2.59484
20 4.17340 4.17307
30 5.81884 5.81883
40 7.47751 7.47751
(dB) SNR
We have proved convergence of the two quantities
under certain conditions, when either the number of
users or average SNR goes to infinity
Average SNR = 0 dB 2 users
Idea of proof - large users case
Let
Show
Then show

Other work Derived an upper bound on the growth rate
of the sum capacity, cant be any faster than log K

A. Leong, J. Evans, S. Dey, Power Control and Multiuser Diversity in
Multiple Access Channels with Two Time-Scale Fading, Proc. WiOpt 05, to
appear

) , , max(
1 K m
G G G =
0 some for as 1 ) ) ( Pr( > + < < c c c K K G K
m
K R C
subopt tts
as
Outline
Introduction and description of work done
Adaptive coding with power control for optimizing average spectral
efficiency
Power control in multiple access channels
with two time-scale fading
Future work Estimation problems in
wireless sensor networks

Sensor networks
Key technology for the 21
st
century

Sensors are/will be cheap, small, have sensing,
computation and communication ability
No central co-ordination, ad-hoc
Communication between sensors usually over wireless
links
Challenges in wireless sensor networks
Many sensors sharing same communication medium
Communication constraints limited bandwidth, energy,
computational power
Noise and fading
Node mobility
Limited node lifetime - battery power, hostile forces

Algorithms probably need to be decentralized
Resource allocation issues also, eg. power/energy, rate
allocation/quantization

Distributed signal processing
Much work on distributed detection/hypothesis testing,
less so on distributed estimation, especially for
dynamical systems.

Some problems in the design and analysis of
decentralized estimation algorithms for dynamical
systems via networked sensors
Decentralized estimation with random packet loss
Asymptotic performance analysis of decentralized estimation
Decentralized estimation with random
packet loss
Packets may not arrive due to collisions or fading
Can do Kalman filtering with random packet loss
[Sinopoli et al., 2004],
Discrete time linear state space model
Packet loss Bernoulli process
Probability of reception must be above a critical value for
meaningful state estimation

Treat analogue for hidden Markov models (HMMs)
Allow correlation in packet loss process, eg. modelled by
finite state Markov chain
Asymptotic performance analysis of
decentralized estimation
For distributed binary hypothesis testing, having identical
sensors (ie. same thresholds) is optimal as number of
sensors goes to infinity [Tsitsiklis, 88]
Also holds with capacity and power constraints [Chamberland,
Veeravalli, 04]

No such results currently exist for distributed estimation
of ergodic dynamical systems
Are there performance bounds (eg. Cramr-Rao bounds)
when the number of sensors and time goes to infinity?
Identical sensors results?
Summary
Work done
Adaptive coding with power control for optimizing average
spectral efficiency
Power control in multiple access channels with two time-scale
fading

Future work
Decentralized estimation with random packet loss
Asymptotic performance analysis of decentralized estimation