IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010
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On a Ratio of Functions of Exponential Random Variables and Some Applications Ramesh Annavajjala, Senior Member, IEEE, A. Chockalingam, Senior Member, IEEE, and Saif. K. Mohammed, Student Member, IEEE
AbstractโConsider ๐ฟ independent and identically distributed exponential random variables (r.vs) ๐1 , ๐2 , . . . , ๐๐ฟ and positive scalars ๐1 , ๐2 , . . . , ๐๐ฟ . In this letter, we present the probability density function (pdf), cumulative distribution function and the Laplace of the ( )2 transform ) pdf of the composite r.v ๐ = (โ โ๐ฟ ๐ฟ / ๐=1 ๐๐ ๐=1 ๐๐ ๐๐ . We show that the r.v ๐ appears in various communication systems such as ๐) maximal ratio combining of signals received over multiple channels with mismatched noise variances, ๐๐) ๐ -ary phase-shift keying with spatial diversity and imperfect channel estimation, and ๐๐๐) coded multi-carrier code-division multiple access reception affected by an unknown narrow-band interference, and the statistics of the r.v ๐ derived here enable us to carry out the performance analysis of such systems in closed-form. Index TermsโExponential random variables, distribution of ratio of two random variables, bivariate Laplace transform, mismatched statistics, partial-band interference.
I. I NTRODUCTION
C
ONSIDER ๐ฟ independent and identically distributed (i.i.d) exponential random variables (r.vs) ๐1 , ๐2 , . . ., ๐๐ฟ , and ๐ฟ positive numbers ๐1 , ๐2 , . . ., ๐๐ฟ . In this letter, we are interested in the statistical properties of the r.v ๐ defined as )2 (โ ๐ฟ ๐=1 ๐๐ . (1) ๐ = โ๐ฟ ๐=1 ๐๐ ๐๐
In particular, we are interested in the probability density function (pdf), cumulative distribution function (cdf) and the Laplace transform (LT) of the pdf (or simply, LT) of ๐ in (1). Interestingly, in Section III, we show that the r.v ๐ in (1) appears in various communication systems such as ๐) maximal ratio combining (MRC) of signals received over multiple channels with mismatched noise variances, ๐๐) ๐ -ary phaseshift keying (PSK) with spatial diversity and imperfect channel estimation, and ๐๐๐) coded multi-carrier code-division multiple access (MC-CDMA) reception affected by an unknown narrow-band interference (NBI). Consequently, the statistics of the r.v ๐ derived here enable us to carry out the performance analysis of such systems in closed-form. Paper approved by R. K. Mallik, the Editor for Diversity and Fading Channels of the IEEE Communications Society. Manuscript received January 19, 2010; revised April 7, 2010. R. Annavajjala is with the Mitsubishi Electric Research Laboratories (MERL), Cambridge, MA, USA (e-mail:
[email protected]). A. Chockalingam and S. K. Mohammed are with the Electrical Communication Engineering Department at the Indian Institute of Science, Bangalore, India (e-mail:
[email protected],
[email protected]). This work was conceived, and completed, long before the first author started working at MERL. Digital Object Identifier 10.1109/TCOMM.2010.091710.100038
to
Note that, when ๐๐ = ๐, for ๐ = 1, . . . , ๐ฟ, ๐ in (1) reduces ๐ฟ
๐=
1โ ๐๐ . ๐ ๐=1
(2)
That is, ๐ is a sum of ๐ฟ i.i.d exponential r.vs each with mean 1/๐. The pdf, cdf and LT of ๐ are well-known and are given by [1] ๐๐ (๐ง) = ๐น๐ (๐ง) = and โ๐ (๐ ) =
๐โ๐ง๐ ๐ง ๐ฟโ1 ๐๐ฟ , (3) ฮ(๐ฟ) โซ๐ง ๐ฟโ1 โ ๐๐ ๐ง ๐ , (4) ๐๐ (๐ข)๐๐ข = 1 โ ๐โ๐๐ง ๐! ๐=0 0 ( )๐ฟ [ โ๐ ๐ ] ๐ ๐ธ ๐ , (5) = ๐ +๐
where ฮ(๐) is the standard Gamma function [2]. Except for the above case of equal ๐๐ โs, to the best of our knowledge, expressions for the pdf, cdf and LT of ๐ for arbitrary positive values of ๐๐ โs, and for an arbitrary ๐ฟ, do not seem to be available in the literature. However, when ๐๐ โs are independent and non-identically distributed exponential r.vs with distinct means [3] derives the cdf, pdf and the LT of (1) with ๐ฟ = 2. On the other hand, with the following two assumptions โ The mean values ๐ธ[๐๐ ] are distinct โ For ๐ โ= ๐, ๐๐ โ= ๐๐ and ๐๐ ๐ธ[๐๐ ] โ= ๐๐ ๐ธ[๐๐ ] [4, Appendix-A] presents only the cdf of ๐ in (1) for an arbitrary value of ๐ฟ. It is important to note that when all the r.vs ๐๐ โs have identical means, as considered here, the cdf expression in [4, Appendix-A] is not applicable. The rest of this letter is structured as follows. We present our main results on the statistical properties of the r.v ๐ in Section II, and some example applications are considered in Section III. Numerical and simulation results are provided in Section IV. We conclude this paper in Section V. II. M AIN R ESULTS In this section, we present our key contributions. Due to page-length limitations, we provide here only the final results in a self-contained fashion. The details are available in [5]. For clarity, we consider two cases: ๐) distinct values of ๐๐ โs appearing in (1) and ๐๐) repeated occurrence of some of the ๐๐ โs in (1). A. Distinct Values of ๐๐ โs โ ๐, the cdf, pdf and LT of pdf of ๐ in With ๐๐ โ= ๐๐ โ ๐ = (1) are respectively given by (6), (7), and (8), shown at the
c 2010 IEEE 0090-6778/10$25.00 โ
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IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010
( ) ๐ฟโ2 ๐ โ โ ๐๐ 1 ๐ฟโ2โ๐ ๐ฟ โ 2 ร ๐น๐ (๐ง) = (โ1) ฮ(๐ + 1) ๐ ๐ ฮ(๐ฟ โ 1) ๐! ๐=1 ๐ ๐=0 ๐=0 ] { [ ๐ฟโ2โ๐+๐ โ (๐๐ ๐ง)๐ โ ๐๐ ฮ(๐ฟ โ 1 โ ๐ + ๐) 1 โ ๐โ๐๐ ๐ง ๐! ๐=0 โค} โก ๐+2(๐ฟโ2โ๐)+1 ๐ โ 2ฮ(๐ + 2(๐ฟ โ 2 โ ๐) + 2) โฃ (๐ ๐ง) ๐ โฆ , 1 โ ๐โ๐๐ ๐ง ๐! ๐๐ฟโ2โ๐ ๐ง ๐ฟโ1โ๐ ๐ ๐=0 ) ( ( ) ๐ฟ ๐ฟโ2 ๐ฟ+๐ ๐ โ โ โ ๐๐๐ ๐ง ๐ ๐ฟ โ 2 (โ1) ฮ(๐ฟ + ๐ + 1) ๐๐ โ๐๐ ๐ง , ๐๐ (๐ง) = 1โ๐ ๐ ๐ ฮ(๐ฟ โ 1) ๐! ๐ง ๐+2 ๐๐๐ ๐=1 ๐ ๐=0 ๐=0 ( )๐ฟ ๐ฟ ๐ฟโ2 โ โ (๐ฟ โ 2) ๐๐ ๐๐ ๐ and โ๐ (๐ ) = (โ1) ๐๐ ฮ (๐ฟ) ๐ ๐ ฮ(๐ฟ โ 1) ๐ ๐=1 ๐ ๐=0 ( ) ๐๐ 2 ๐น1 ๐ฟ, ๐ฟ + ๐ + 1; ๐ฟ + ๐ + 2; โ ๐ , Real{๐ } > 0. ร ๐ฟ+๐+1 ๐ฟ โ
โ ๐๐ top of this page, where ๐๐ = ๐ฟ ๐=1,๐โ=๐ ๐๐ โ๐๐ in (6)-(8), and 2 ๐น1 (โ
, โ
; โ
; โ
) is the hypergeometric function [2]. The proofs of (6)-(8) are presented in [5, Appendix-A]. B. Repeated Occurrences of ๐๐ โs Assume that there are ๐ distinct values of ๐๐ (i.e., ๐1 , . . . , ๐๐ ) with 0 < ๐1 < ๐2 โ < . . . < ๐๐ . Let ๐๐ occurs ๐ ๐๐ times so that we have ๐ฟ = ๐=1 ๐๐ . Then, the cdf, pdf and LT of pdf of ๐ in (1) are respectively given by (9), (10), and (11), shown in the next page, where ๐(๐, ๐) in (9)-(11) is defined as 1 ๐(๐, ๐) = ๐๐ โ๐ ๐๐ (๐๐ โ ๐)! โ โ โ โ โ
โ
โ
โ
โ
โ
ร ๐1 โฅ0
(
๐๐โ1 โฅ0 ๐๐+1 โฅ0
๐๐ โฅ0
๐1 +...+๐๐โ1 +๐๐+1 +...+๐๐ =๐๐ โ๐
) โ ๐ ๐๐ โ ๐ (โ1)๐๐ ๐1 , . . . , ๐๐โ1 , ๐๐+1 , . . . , ๐๐ ๐=1,๐โ=๐ )๐๐ +๐๐ ( ๐๐ ฮ(๐๐ + ๐๐ ) ๐ ร ๐๐๐ . (12) ฮ(๐๐ ) ๐๐ โ ๐๐ The proofs of (9)-(11) are presented in [5, Appendix-B]. As a quick sanity check, with ๐๐ = 1 we have ๐ = ๐ฟ, and it is easy to show that (9), (10) and (11) reduce to (6), (7) and (8), respectively.
A. Example 1: Noise Variance Mismatch on MRC Receiver Performance In the first example, we consider a spatial diversity system with ๐ฟ receiver antennas operating over i.i.d Rayleigh fading channels. The complex-valued baseband received signal on the ๐th branch is ๐๐ = ๐๐ ๐ + ๐๐ ,
๐ = 1, . . . , ๐ฟ,
(13)
(7)
(8)
where ๐ is the transmitted symbol with ๐ธ[โฃ๐โฃ2 ] = ๐ธ๐ , where ๐ธ๐ denote the average transmitted symbol energy, ๐๐ is a zeroโณ mean complex Gaussian r.v (CGRV) whose amplitude ๐ฝ๐ = โฃ๐๐ โฃ2 has the pdf ๐๐ฝ๐ (๐ฅ) = ๐โ๐ฅ , ๐ฅ โฅ 0, and ๐๐ is a zero-mean CG noise r.v added at the receiver front end. We assume that ๐ธ[โฃ๐๐ โฃ2 ] = ๐๐ . The instantaneous SNR on the ๐th branch is denoted by ๐พ๐ , and is given by ๐ธ๐ ๐ฝ๐ /๐๐ . The mean of ๐พ๐ is ๐พ ๐ = ๐ธ๐ /๐๐ . The output of a general linear diversity combiner with weights (๐ค๐ , ๐ค2 , . . . , ๐ค๐ฟ ), where ๐ค๐ is the complex-valued weight applied on the ๐th branch, is ๐=
๐ฟ โ
๐ค๐ ๐๐ = ๐
๐=1
๐ฟ โ
๐ค๐ ๐๐ + ๐,
(14)
๐=1
where ๐ isโzero-mean CGRV with conditional variance ๐ฟ 2 ๐ธ[โฃ๐โฃ2 ] = ๐=1 โฃ๐ค๐ โฃ ๐๐ . With ideal MRC reception, we โ require ๐ค๐ = ๐๐ /๐๐ [6]. Using these weights in (14) leads to ๐ฟ โ ๐ฝ๐ + ๐, (15) ๐=๐ ๐๐ ๐=1
where, conditioned on โ ๐ฝ1 , . . . , ๐ฝ๐ , ๐ธ[๐โฃ๐ฝ1 , . . . , ๐ฝ๐ ] = 0 and ๐ธ[โฃ๐โฃ2 โฃ๐ฝ1 , . . . , ๐ฝ๐ ] = ๐ฟ ๐=1 ๐ฝ๐ /๐๐ . The instantaneous output SNR of (15) is [ ] โ๐ฟ ๐ฝ๐ 2 ๐ธ ๐ ๐=1 ๐๐ โฃ๐ฝ1 , . . . , ๐ฝ๐ ] [ ๐พideal-MRC = 2 ๐ธ โฃ๐โฃ โฃ๐ฝ1 , . . . , ๐ฝ๐ =
III. A PPLICATIONS
(6)
๐ฟ โ ๐ธ๐ ๐ฝ๐ ๐=1
๐๐
=
๐ฟ โ
๐พ๐ ,
(16)
๐=1
establishing the well-known fact that the output SNR of an ideal MRC receiver is equal to the sum of the individual branch SNRs [6]. When the receiver does not have the knowledge of ๐๐ , ๐ = 1, . . . , ๐ฟ, it simply uses ๐ค๐ = ๐๐โ , leading to ๐ฟ โ ๐=๐ ๐ฝ๐ + ๐, (17) ๐=1
ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS
๐น๐ (๐ง) =
๐๐ (๐ง) =
( ) ฮ(๐ + 1) (โ1)๐ฟโ๐โ1โ๐ ๐ฟ โ ๐ โ 1 ๐ ๐ ๐! ๐1โ๐ ๐ ๐=1 ๐=1 ๐๐ ฮ(๐)ฮ(๐ฟ โ ๐) ๐=0 ๐=0 } { { ๐ฟโ2โ๐+๐ โ (๐๐ ๐ง)๐ โ ร ๐๐ ฮ(๐ฟ โ 1 โ ๐ + ๐) 1 โ ๐โ๐๐ ๐ง ๐! ๐=0 โง โซโซ 2(๐ฟโ2โ๐)+๐+1 โจ ๐ โฌโฌ โ 2ฮ(2(๐ฟ โ 2 โ ๐) + ๐ + 2) (๐๐ ๐ง) 1 โ ๐โ๐๐ ๐ง , โฉ ๐! โญโญ ๐ง (๐ฟโ1โ๐) ๐๐ฟโ2โ๐ ๐
๐๐ ๐ โ โ
๐ ๐ฟโ๐โ1 โ โ
๐(๐, ๐)
๐(๐, ๐)
๐=1 ๐=1
๐๐๐ ฮ(๐)ฮ(๐ฟ โ ๐)
ร 1โ๐
โ๐๐ ๐ง
๐ฟ+๐+๐โ1 โ ๐=0
) ๐ฟ โ ๐ โ 1 (โ1)๐ ฮ(๐ฟ + ๐ + ๐) ๐ ๐๐๐ ๐ง ๐+๐+1
๐=0
๐๐๐ ๐ง ๐ ๐!
) ,
(10)
( )๐ฟ ) ๐๐ ๐ฟโ๐โ1 ๐ ๐ ๐ ฮ (๐ฟ) (โ1) ๐ ๐ ๐ ๐ ๐=1 ๐=1 ๐๐ ฮ(๐)ฮ(๐ฟ โ ๐) ๐=0 ( ) ๐๐ 2 ๐น1 ๐ฟ, ๐ฟ + ๐ + ๐; ๐ฟ + ๐ + ๐ + 1; โ ๐ , Real{๐ } > 0. ร ๐ฟ+๐+๐ ๐๐ ๐ โ โ
๐(๐, ๐)
๐ฟโ๐โ1 โ (
โ๐ฟ where now ๐ธ[โฃ๐โฃ2 โฃ๐ฝ1 , . . . , ๐ฝ๐ ] = ๐=1 ๐ฝ๐ ๐๐ . The output SNR of this non-ideal MRC receiver is [โ ]2 ]2 [โ ๐ฟ ๐ฟ ๐ธ๐ ๐ฝ ๐ฝ ๐ ๐ ๐=1 ๐=1 = โ๐ฟ ๐ฝ . (18) ๐พnonideal-MRC = โ๐ฟ ๐ ๐=1 ๐๐ ๐ฝ๐ ๐=1 ๐พ ๐
Using the Cauchy-Schwartz inequality, it can be readily shown that ๐พnonideal-MRC โค ๐พideal-MRC , and the equality holds if and only if ๐๐ = ๐ , โ ๐ = 1, . . . , ๐ฟ. Upon noticing that (18) is identical to (1) with ๐๐ = 1/๐พ ๐ , ๐ = 1, . . . , ๐ฟ, one can compute the outage probability of received SNR, ๐out = ๐พ โซ๐ ๐๐พnonideal-MRC (๐ฅ)๐๐ฅ, where ๐พ๐ Prob(๐พnonideal-MRC < ๐พ๐ ) = 0
is a pre-determined SNR threshold, in closed-form, using (6) or (7) ((9) or (10)) for distinct values of ๐พ ๐ (for repeated values of ๐พ ๐ ). In a similar manner, the average received SNR, ๐ ๐พ nonideal-MRC = ๐ธ [๐พnonideal-MRC ] = โ ๐๐ โ๐พnonideal-MRC (๐ )โฃ๐ =0 , as well as the moment-generating function-based [1] average error probability of various modulation schemes can be obtained by either (8) or (11) (depending upon whether ๐พ ๐ โs are distinct are not). B. Example 2: ๐ -PSK Receiver Performance with Imperfect CSI Here, we study the performance of coherent ๐ -PSK modulation on independent and non-identically distributed (i.n.d) Rayleigh fading channels with receive diversity and imperfect channel state information (CSI). The low-pass equivalent baseband received signal on the ๐th branch is ๐๐ = ๐๐ ๐ + ๐๐ ,
(9)
๐=0
๐ฟโ๐โ1 โ (
๐๐ ๐ โ โ
(
and โ๐ (๐ ) =
3093
(19)
where ๐ belongs to the ๐ -PSK constellation with an average energy ๐ธ[โฃ๐โฃ2 ] = ๐ธ๐ , ๐๐ is a zero-mean CGRV with ๐ธ[โฃ๐๐ โฃ2 ] = ฮฉ๐ , and the noise ๐๐ is a zero-mean CGRV with variance ๐0 . Assuming a linear channel estimation process
(11)
(i.e., the channel estimate is obtained as a linear combination of received known (or pilot) symbols), we model the true and estimated channel gains on each branch by a bi-variate complex-Gaussian distribution. This assumption is satisfied by a variety of channel estimation schemes such as minimum mean-square-error (MMSE) and pilot symbol assisted modulation (PSAM) based channel estimation schemes [7]. Let ๐๐ , a zero-mean CGRV, denote the channel estimate on the ๐th branch with ๐ธ[โฃ๐๐ โฃ2 ] = ฮ๐ . Then, by making use of the assumption that ๐๐ and ๐๐ are jointly Gaussian, we can write ๐๐ in terms of ๐๐ as [8] โ โ ฮฉ๐ ๐ ๐ = ๐๐ ๐๐ + (1 โ ๐2๐ )ฮฉ๐ ๐ฃ๐ , (20) ฮ๐ where ๐ฃ๐ is a zero-mean CGRV, โ independent of ๐๐ , with ๐ธ[โฃ๐ฃ๐ โฃ2 ] = 1, and ๐๐ = ๐ธ[๐๐ ๐โ๐ ]/ ๐ธ[โฃ๐๐ โฃ2 ]๐ธ[โฃ๐๐ โฃ2 ]. Here, we assume that ๐๐ is real with ๐๐ > 0, โ ๐ = 1, . . . , ๐ฟ, which is satisfied by MMSE and PSAM-based channel estimation models. Using (20) in (19), we have โ โ ฮฉ๐ ๐๐ = ๐๐๐ ๐๐ + ๐ (1 โ ๐2๐ )ฮฉ๐ ๐ฃ๐ + ๐๐ ฮ โ ๐ ฮฉ๐ = ๐๐๐ ๐๐ + ๐๐ , (21) ฮ๐ where ๐๐ is a zero-mean CGRV with variance ๐ธ[โฃ๐โฃ]2 = ๐0 + ๐ธ๐ (1 โ ๐2๐ )ฮฉ๐ . The combiner output is ๐=
๐ฟ โ ๐=1
๐โ๐ ๐๐
=๐
๐ฟ โ ๐=1
โ 2
โฃ๐๐ โฃ ๐๐
๐ฟ
ฮฉ๐ โ + ๐๐ ๐๐ . ฮ๐
(22)
๐=1
The output SNR is then given by โ ]2 [โ ๐ฟ ฮฉ๐ 2 ๐ธ๐ ๐=1 โฃ๐๐ โฃ ๐๐ ฮ๐ ๐พM-PSK = โ๐ฟ . 2 2 ๐=1 โฃ๐๐ โฃ (๐0 + ๐ธ๐ (1 โ โฃ๐๐ โฃ )ฮฉ๐ )
(23)
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Upon letting ๐๐ = โฃ๐๐ โฃ2 ๐๐
โ
ฮฉ๐ ฮ๐ ,
where ๐๐ now is exponentially โ distributed with mean ๐ ๐ = ๐๐ ฮฉ๐ ฮ๐ , (23) can be conveniently written as [โ ]2 ๐ฟ ๐ ๐ ๐=1 ๐พM-PSK = โ๐ฟ (24) ๐=1 ๐๐ ๐๐ where
( ๐๐ =
๐0 + ๐ธ๐ (1 โ โฃ๐๐ โฃ2 )ฮฉ๐ ๐ธ๐
)โ
ฮ๐ 1 . ฮฉ๐ ๐ ๐
(25)
โ With ๐๐ ฮฉ๐ ฮ๐ = C, ๐ = 1, . . . , ๐ฟ, where C is a constant that does not depend on the branch index ๐, the outage probability, the average received SNR of ๐พM-PSK in (24) and the average symbol error rate, ๐๐ = (๐โ1)๐/๐ ( ) โซ (1/๐) โ๐พM-PSK sin2 (๐/๐ )/ sin2 ๐ ๐๐, can be read0
ily evaluated with the help of (6)-(11), derived in Section II.
initial phase angle of the ๐th userโs ๐th sub-carrier, ๐ is the number of chips per code symbol per sub-carrier, and ๐ธ๐ denotes the energy per chip. Also, โ(๐ก) denotes the impulse response of the chip wave-shaping filter. Here, we assume that ๐(๐ ) = โฃ๐ป(๐ )โฃ2 satisfies the Nyquist criterion, where ๐ป(๐ ) is the Fourier transform of โ(๐ก). Denoting by ๐ฎ๐น the spreading factor associated with SC-CDMA, we have ๐ฎ๐น = ๐๐ /๐๐ = ๐ฟ๐๐ /๐๐1 = ๐ฟ๐ , where ๐๐ is the code symbol duration. With this, we can express ๐ as ๐ = ๐ฎ๐น /๐ฟ. We assume that the channel is frequency-selective over the bandwidth ๐ . However, the total bandwidth ๐ is assumed to be partitioned into ๐ฟ disjoint frequency bands in such a way that each of these ๐ฟ bands experiences independent, frequency-flat fading. In [11], conditions were derived for satisfying this assumption. With this, the received signal of the ๐th user can be written as ๐(๐ก)
=
๐พ๐ข โ โ โ โ (๐) 2๐ธ๐ ๐โ๐/๐ โ ๐(๐) ๐ โ(๐ก โ ๐๐ฟ๐๐ โ ๐๐ ) ๐=โโ
๐=1
C. Example 3: Coded Multi-carrier CDMA System with Unknown Partial-Band Interference This example is concerned with the performance of a coded multi-carrier DS-CDMA (or, simply, MC-CDMA) system affected by a partial-band interference (PBI), as studied in [9] and [10]. Unlike [10], we assume that the receiver does not have the knowledge of the jammer side information, and exploit (6)-(11), derived in Section II-A, to evaluate this system performance in closed-form. For completeness, we now summarize the system and the channel model from [9] and [10]. In a ๐พ๐ข -user uplink MC-CDMA system, the information (๐) bit sequence of the ๐th user is denoted by {๐๐ }, where the (๐) subscript ๐ denotes the time index. Each bit ๐๐ is encoded by a channel code of rate ๐๐ , and the resulting code symbols are interleaved. An ideal interleaver is assumed for the purpose (๐) of analysis. Each code symbol ๐๐ is then spread, binary phase modulated and transmitted over the ๐ฟ disjoint frequency bands, each of width ๐1 . An optional symbol mapper is employed in [9] to perform coding across the sub-carriers. If ๐๐ and ๐ , respectively, denote the chip duration and system bandwidth of a comparable single carrier (SC) CDMA system, then we have ๐ = (1 + ๐ฝ)/๐๐ , where ๐ฝ โ (0, 1] is the roll-off factor of the chip wave-shaping filter. The bandwidth available per sub-carrier in a MC-CDMA system is then ๐1 = ๐/๐ฟ = (1 + ๐ฝ)/(๐๐ ๐ฟ) = (1 + ๐ฝ)/๐๐1 , where ๐๐1 = ๐ฟ๐๐ is the corresponding chip duration in the MCCDMA system. Mathematically, the signal at the output of the ๐th userโs transmitter can be written as โ โ โ (๐) 2๐ธ๐ ๐โ๐/๐ โ ๐(๐) ๐๐ (๐ก) = ๐ โ(๐ก โ ๐๐ฟ๐๐ ) ๐=โโ
ร
๐ฟ โ
(๐) cos(2๐๐๐ ๐ก + ๐๐ ),
(26)
๐=1
where โ๐ฅโ is the largest integer that is less than or equal to (๐) ๐ฅ, {๐๐ } denotes the spreading sequence, ๐๐ is the center (๐) frequency (in Hertz) of the ๐th sub-carrier, ๐๐ denotes the
ร
๐ฟ โ
๐ผ(๐) ๐ cos(2๐๐๐ ๐ก + ๐๐,๐ )
๐=1
+๐๐ (๐ก) + ๐๐ฝ (๐ก),
(27)
where ๐๐ is the random time delay corresponding to the ๐th user, assumed to be uniformly distributed in [0, ๐ฟ๐๐), ๐พ๐ข is (๐) the total number of active users in the system, ๐ผ๐ denotes (๐) the fade amplitude, ๐๐ denotes the random phase on the (๐) (๐) (๐) ๐th sub-carrier of the ๐th user, and ๐๐ = ๐๐ + ๐๐ is the resultant phase on the ๐th sub-carrier. The term ๐๐ (๐ก) denotes the additive white Gaussian noise (AWGN) with a two-sided PSD of ๐0 /2, whereas ๐๐ฝ (๐ก) represents Gaussian distributed PBI with a PSD of ๐๐ฝ (๐ ). For the sake of analysis, we assume that the fades are independent across the users, the carriers, and over time. (๐) We further assume that ๐ผ๐ is Rayleigh distributed with 2 (๐) pdf ๐๐ผ(๐) (๐ฅ) = 2๐ฅ๐โ๐ฅ , for ๐ฅ โฅ 0, and ๐๐ is uniformly ๐ distributed over (โ๐, ๐]. The power spectral density (PSD) of the jammer, ๐๐ฝ (๐ ), is assumed to be of the following form [10]: { (๐) (๐) (๐) ๐๐ฝ ๐ ๐ (๐) (๐) for ๐๐ฝ โ 2๐ฝ โค โฃ๐ โฃ โค ๐๐ฝ + 2๐ฝ , 2 ๐๐ฝ (๐ ) = 0 otherwise (28) (๐) where, for ๐ = 1, . . . , ๐ฟ, ๐๐ฝ is the one-sided PSD of the (๐) jammer with a bandwidth of ๐๐ฝ at the center frequency (๐) ๐๐ฝ . Assuming perfect synchronization of carrier, code, and bit of the first user (i.e., the user of interest), the received signal (27) is first chip-matched filtered using the band-pass filters ๐ป โ (๐ โ ๐๐ ) +โ๐ป โ (๐ + ๐๐ ), ๐ = 1, . . . , ๐ฟ, and then low-pass (1) filtered with 2 cos(2๐๐๐ ๐ก + ๐๐ ), ๐ = 1, . . . , ๐ฟ. Each of these ๐ฟ outputs are correlated using the local pseudo-noise sequences. If ๐ง๐ denotes the output of the correlator on the ๐th sub-carrier, then we have ๐ง๐ = ๐๐ + ๐ผ๐ + ๐ฝ๐ + ๐๐ ,
(29)
where ๐๐ is the desired signal, ๐ผ๐ is the signal due to the other ๐พ๐ข โ 1 interfering users, ๐ฝ๐ is the contribution due to
ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS
the jammer and ๐๐ is the output due to AWGN. From [10], ๐ผ๐ and ๐ฝ๐ are independent complex-Gaussian r.vs. From [11, (1) (1) Eqn. (23)], the mean of ๐ง๐ , conditioned upon ๐ผ๐ and ๐โ๐/๐ โ , is โ (1) (1) (1) ๐ธ[๐ง๐ โฃ๐ผ๐ , ๐โ๐/๐ โ ] = ๐(1) ๐ ๐ธ๐ ๐ผ๐ , (30) (1)
where ๐ = ยฑ1 is the transmitted code symbol. To obtain (1) the variance of ๐ง๐ , conditioned on ๐ผ๐ , we assume that the interference from other users, the PBI, and the AWGN are independent of each other. With this, we have (1)
โ ๐๐2
Var{๐ง๐ โฃ๐ผ๐ }
(1)
(1)
= Var{๐ผ๐ โฃ๐ผ๐ } + Var{๐ฝ๐ โฃ๐ผ๐ } + (1)
Var{๐๐ โฃ๐ผ๐ } โ ๐ ๐
๐ผ๐ (0) + ๐ ๐
๐ฝ๐ (0) + ๐ ๐0 /2, (31) where ๐
๐ผ๐ (๐ ) and ๐
๐ฝ๐ (๐ ) are the autocorrelation functions of the interference and jammer, respectively. In (31), the approximation in the last step is due to ignoring the contribution of ๐
๐ผ๐ (๐ ) and ๐
๐ฝ๐ (๐ ) when ๐ โ= 0 [11, Eqns. (25)-(27)]. For (๐) (๐) simplicity, let ๐๐ฝ = ๐๐ and ๐๐ฝ = ๐1 , โ ๐ = 1, . . . , ๐ฟ. Then, with the help of [11] ( ) (๐) ๐ ๐ธ๐ (๐พ๐ข โ 1) 1 โ ๐ฝ4 ๐ ๐๐ฝ ๐ ๐0 + + , ๐ = 1, . . . , ๐ฟ. ๐๐2 = 2 2 2 (32) Note that the total jammer power is given by ๐๐ฝ = โ๐ฟ โ๐ฟ (๐) (๐) (๐) (๐) (๐) (๐) = = ๐๐ฝ ๐๐ฝ . The ๐=1 ๐๐ฝ ๐๐ฝ ๐=1 ๐๐ฝ , where ๐๐ฝ jammer-to-signal power ratio (JSR) is defined as ๐ฟ
JSR =
๐ฟ
โ ๐ ๐ ๐๐ โ ๐๐ฝ ๐ฝ ๐ฝ = = JSR๐ , ๐ธ๐ /๐๐ ๐ธ๐ (๐)
(๐)
๐=1
(๐)
(33)
๐sMRC =
๐ฟ โ
(๐)
๐=1
(1)
(๐)
๐ผ๐ ๐ง๐ = ๐(1) ๐
๐ฟ [ ]2 โ โ (1) ๐ผ๐ ๐ธ๐ + ๐,
๐=1
(34)
๐=1
๐พ๐
where ๐พ ๐ = ๐ 2 ๐ธ๐ /(2๐๐2 ) is the average signal-to-interferenceplus-noise ratio (SINR) on the ๐th sub-carrier. Using (32), we simplify ๐พ ๐ as 1 ร ๐ฟ 1+
๐๐ ๐ฎ๐น
๐พ=
๐๐ ๐พ๐ ๐พ๐ (๐พ๐ข โ 1)(1 โ ๐ฝ/4) +
๐๐ ๐ฎ๐น
1 ร ๐ฟ 1+
๐๐ ๐ฎ๐น
๐๐ ๐พ๐ ๐พ๐ (๐พ๐ข โ 1)(1 โ ๐ฝ/4)
JSR๐ ๐ฟ ๐พ๐ (1+๐ฝ)
, (36)
(37)
and, for ๐ = 1, . . . , ๐ฟ, 1 ร 1+๐ฝ 1+
๐๐ =
๐๐ ๐ฎ๐น
JSR๐ ๐ฟ๐พ๐ ๐๐ /๐ฎ๐น . ๐พ๐ (๐พ๐ข โ 1)(1 โ ๐ฝ/4)
(38)
Eqn. (37) captures the average SINR in the absence of PBI, whereas (38) takes into account the jammerโs contribution. Using (37) and (38), ๐พ ๐ of (36) has the following compact form 1 ๐พ ๐พ๐ = โ . (39) 1 + ๐๐ ๐๐ When the receiver has perfect knowledge of {๐๐2 }๐ฟ ๐=1 , the SINR ๐พMRC is given by [10] ๐พMRC =
๐ฟ โ ๐=1
๐ฟ [ ]2 โ (1) ๐พ ๐ ๐ผ๐ = ๐=1
๐พ [ (1) ]2 ๐ผ . 1 + ๐๐ ๐
(40)
We now derive the average pairwise error probability (PEP) with BPSK signaling. The probability that the โ transmitted โ codeword x = (๐ฅ1 , ๐ฅ2 , . . . , ๐ฅ๐ ), ๐ฅ๐ โ {โ ๐ธ๐ , + ๐ธ๐ }, is โ erroneously โ decoded as y = (๐ฆ1 , ๐ฆ2 , . . . , ๐ฆ๐ ), ๐ฆ๐ โ {โ ๐ธ๐ , + ๐ธ๐ }, is given by (41), shown at the top of the โ โซโ 2 next page, where ๐(๐ฅ) = ๐โ๐ข /2 ๐๐ข/ 2๐. Let x and y ๐ฅ
differ in ๐ positions, ๐1 , ๐2 , . . . , ๐๐ . With this, (41) simplifies to [1] โก โ โโค โ๐ฟ โ๐ ) ( 2 ๐ผ (๐ ) ๐ โ โฆ ๐=1 ๐=1 ๐ Prob ๐, n(๐) = ๐ธ โฃ๐ โ โโ 2 โ ๐ฟ ๐=1
๐
(๐)
where ๐ is โ a zero-mean Gaussian r.v with a conditional vari(1) ๐ฟ ance ๐๐2 = ๐=1 (๐ผ๐ ๐๐ )2 . The instantaneous SNR, ๐พsMRC, at the output of sMRC is [ ] โ๐ฟ ( (1) )2 2 ๐=1 ๐ผ๐ ]2 , (35) [ ๐พsMRC = โ๐ฟ ๐ผ(1) ๐
๐พ๐ =
where ๐ = 1, . . . , ๐ฟ, ๐ธ๐ = ๐ฎ๐น ๐ธ๐ /๐๐ and ๐พ๐ = ๐ธ๐ /๐0 is the SNR per information bit. For simplicity, let us define
๐=1
where JSR๐ = ๐๐ฝ ๐๐ฝ /(๐ธ๐ /๐๐ ) = ๐๐ฝ ๐๐ฝ ๐๐ /๐ธ๐ . When the effective noise variances, {๐๐2 }๐ฟ ๐=1 , are known to the receiver, for each code symbol, the ๐ฟ outputs, ๐ง๐ , ๐ = 1, . . . , ๐ฟ, are processed using MRC to result in an output ๐MRC . However, in the absence of {๐๐2 }๐ฟ ๐=1 , the receiver processing is termed as sub-optimum MRC (sMRC), and the output ๐ is denoted by ๐sMRC , and is given by
3095
1 = ๐
(
โซ2
โ๐พcoded-MC-CDMA-PBI 0
1 2 sin2 ๐
๐ผ๐ (๐๐ ) ๐ ๐=1 ๐พ ๐ (๐๐ )
) ๐๐,
(42)
where n(๐) = (๐1 , ๐2 , . . . , ๐๐ ), ๐พ ๐ (๐๐ ) = ๐ธ๐ /(2๐๐2 (๐๐ )) is the average SINR on the ๐ sub-carrier for the ๐๐ th code symbol and [โ โ ]2 ๐ฟ ๐ 2 ๐=1 ๐=1 ๐ผ๐ (๐๐ ) ๐พcoded-MC-CDMA-PBI = โ โ . (43) ๐ผ2๐ (๐๐ ) ๐ฟ ๐ ๐=1
๐=1 ๐พ ๐ (๐๐ )
Once again, the uncoded as well as the coded performances of an MC-CDMA systems with PBI, characterized by the statistics of ๐พsMRC in (35) and the PEP in (42), respectively, can be quantified with the help of (6)-(11). It is worth mentioning that unlike the Chernoff bound based average PEP in [9], [10], (42) presents an exact expression that is applicable to both optimum and sub-optimum receivers. IV. R ESULTS AND D ISCUSSION In this section, we present some numerical and simulation results to illustrate the usefulness of our analytical results in Section II as applied to the systems exemplified in Section III. The outage probability of MRC receiver output SNR is shown in Figs. 1 and 2, as a function of the outage threshold ๐พ๐ , with ๐ฟ = 4 receive antennas. The average received SNR
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IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010
( Prob (x โ y)
= Prob = Prob
๐ ๐ฟ โ โ
2
(๐๐ (๐) โ ๐ผ๐ (๐)๐ฅ๐ ) >
) 2
(๐๐ (๐) โ ๐ผ๐ (๐)๐ฆ๐ )
๐=1 ๐=1 ( ๐ฟ ๐ โโ
๐=1 ๐=1 ๐ฟ โ ๐ โ
๐=1 ๐=1
๐=1 ๐=1
(๐ฆ๐ โ ๐ฅ๐ )๐๐ (๐)๐ผ๐ (๐) >
โก โ
โ๐ฟ โ๐
= ๐ธ โฃ๐ โ โโ
๐=1
๐ฟ ๐=1
2 ๐=1 ๐ผ๐ (๐)๐ฅ๐ (๐ฅ๐
โ๐
) (๐ฅ๐ โ
โ ๐ฆ๐ )
โ โฆ .
(41)
BPSK on i.i.d. Rayleigh fading. b1 = 1/SNR, b2 = 1/(4*SNR), b3 = 1/(6*SNR)
0
10
๐ฆ๐ )๐ฅ๐ ๐ผ2๐ (๐)
โโค
2 2 2 ๐=1 ๐ผ๐ (๐)๐๐ (๐)(๐ฆ๐ โ ๐ฅ๐ )
L = 4. b1 = โ10 dB, b2 = โ20 dB, b3 = โ30 dB and b4 = โ40 dB
0
๐ ๐ฟ โ โ
10
Mismatched: One Antenna Matched: One Antenna Mismatched: Two Antennas Matched: Two Antennas Mismatched: Three Antennas Matched: Three Antennas
โ1
10
โ1
Average Probability of Bit Error
Outage Probability
10
โ2
10
โ3
10
โ2
10
โ3
10
โ4
10
Simulations: Mismatch Analysis: Mismatch Matched โ4
10
5
10
15
20 25 SNR Threshold, ฮณT, [dB]
30
35
40
0
2
4
6
8
10
12
14
16
18
20
st
Average Received SNR on 1 Branch [dB]
(a) BPSK Modulation
L = 4. b1 = โ10 dB, b2 =b3 = โ20 dB and b4 = โ30 dB
0
10
Simulations: Mismatch Analysis: Mismatch Matched โ1
Outage Probability
10
16โQAM on i.i.d. Rayleigh fading. b1 = 1/SNR, b2 = 1/(4*SNR), b3 = 1/(6*SNR)
0
10
Mismatched: One Antenna Matched: One Antenna Mismatched: Two Antennas Matched: Two Antennas Mismatched: Three Antennas Matched: Three Antennas
โ1
10 Average Probability of Bit Error
Fig. 1. The impact of unknown average noise power on the outage probability performance of the mismatched MRC receiver. The number of branches is ๐ฟ = 4 with ๐พ 1 = 10 dB, ๐พ 2 = 20 dB, ๐พ 3 = 30 dB, and ๐พ 4 = 40 dB. For comparison purposes, outage performance of the ideal MRC (i.e., with knowledge of the average noise power) is also shown.
โ2
10
โ3
10
โ4
10 โ2
10
0
2
4
6
8
10
12
14
16
18
20
Average Received SNR on 1st Branch [dB] โ3
(b) 16-QAM Modulation
โ4
Fig. 3. Average BER of BPSK and 16-QAM modulations with mismatched MRC receiver. With up to ๐ฟ = 3 antennas at the receiver, we set ๐1 = ๐พ1 , 1 ๐2 = 4๐พ1 and ๐3 = 6๐พ1 , where ๐พ 1 is the average received SNR on the first 1 1 branch.
10
10
5
10
15 20 SNR Threshold, ฮณT, [dB]
25
30
Fig. 2. Outage probability of MRC receiver with mismatched noise powers. The number of branches is ๐ฟ = 4 with ๐พ 1 = 10 dB, ๐พ 2 = ๐พ 3 = 20 dB, and ๐พ 4 = 30 dB. For comparison purposes, outage performance of the ideal MRC (i.e., with knowledge of the average noise power) is also shown.
per branch (in dB) in Fig. 1 is set to ๐พ 1 = 10, ๐พ 2 = 20, ๐พ 3 = 30 and ๐พ 4 = 40, whereas they are set to ๐พ 1 = 10, ๐พ 2 = ๐พ 3 = 20 and ๐พ 3 = 30 in Fig. 2. An excellent match between the analytical and simulation results is observed in Figs. 1 and 2. At an outage probability of 10โ3 , the noise variance-agnostic MRC receiver in Fig. 1 has a loss of about 13 dB, whereas the loss is approximately 7 dB with the parameters chosen in Fig. 2.
In Fig. 3 the average probability of error of mismatched MRC receiver is compared against the ideal MRC receiver. In particular, Fig. 3(a) shows the error performance with BPSK modulation whereas Fig. 3(b) the performance with 16-QAM modulation. With up to 3 receiver antennas, we set ๐1 = 1/๐พ 1 , ๐2 = 1/(4๐พ 1 ), and ๐3 = 1/(6๐พ 1 ), where ๐พ 1 is the average received SNR on the first branch, and plot the error rates in Fig. 3 as a function of ๐พ 1 . As expected, Figs. 3(a) and 3(b) confirm that knowledge of the noise variance is not required with single-antenna reception. However, at an error rate of 10โ4 , Figs. 3(a) and 3(b) reveal that lack of noise variance knowledge leads to a loss of approximately 1 and 2
ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS 0
10
BPSK: Mismatched QPSK: Mismatched 8โPSK: Mismatched BPSK: Matched QPSK: Matched 8โPSK: Matched
โ1
Average Symbol Error Rate
10
โ2
10
โ3
10
โ4
10
0
5
10 15 20 Average Received SNR (dB)
25
30
Fig. 4. Average symbol error rate of ๐ -PSK modulation, ๐ โ {2, 4, 8}, with ๐ฟ = 3 diversity branches. Here, we set ๐21 = 0.99, ๐22 = 0.95, ๐23 = 0.9 and C = ฮฉ๐ = 1, ๐ = 1, . . . , ๐ฟ. For comparison purposes, average symbol error performance of the ideal MRC (i.e., with knowledge of the effective average noise powers, ๐0 + ๐ธ๐ (1 โ ๐2๐ )ฮฉ๐ , ๐ = 1, . . . , ๐ฟ) is also shown. BPSK Modulation: L=4, d =2
0
10
Matched MismatchedโAnalysis MismatchedโSimulations
โ1
Pairwise Error Rate
10
โ2
10
โ3
10
โ4
10
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Finally, the PEP of a coded MC-CDMA system with PBI, described in Section III-C, is plotted in Fig.โ 5 as a function of ๐ฟ the total average received SINR ๐พ ๐ ๐๐ก๐๐ โ ๐=1 ๐พ/(1 + ๐๐ ). Here, we consider ๐ฟ = 4 sub-carriers and the distance between the two codewords of interest, ๐, is 2. For simplicity, the system parameters in Section III-C are chosen in such a way that the average SINR on the sub-carrier ๐, ๐ = 1, . . . , ๐ฟ, 2๐ fraction of the total average SINR is equal to the ๐ฟ(๐ฟ+1) over the entire bandwidth. We also assume that on a given sub-carrier the two codewords at the differing positions have identical average SINRs. The PEP in Fig. 5 shows that the analysis, based on (42) and (11), matches excellently with the simulation results. At a PEP of 10โ3 , comparing the ideal performance in Fig. 5, we conclude that there is a loss of approximately 1.0 dB in SINR due to lack of knowledge of average interference power at the receiver. V. C ONCLUSION We presented the pdf, the (cdf, and ) the LT of the pdf ) 2 (โ โ๐ฟ ๐ฟ of the r.v ๐ defined as ๐ = ๐ / ๐ ๐ ๐=1 ๐ ๐=1 ๐ ๐ , where ๐1 , ๐2 , . . . , ๐๐ฟ are i.i.d exponential r.vs with unit mean and ๐1 , ๐2 , . . . , ๐๐ฟ are positive scalars. To illustrate the usefulness of this contribution we presented three application examples: ๐) impact of mismatched noise variances on MRC receiver performance ๐๐) ๐ -ary PSK receiver performance with diversity and imperfect channel estimation, and ๐๐๐) the performance of coded multi-carrier CDMA systems with an unknown narrow-band interference. R EFERENCES
โ2
โ1
0
1
2 3 4 Average SINR (dB)
5
6
7
8
Fig. 5. Average pairwise error probability of coded MC-CDMA system with ๐ฟ = 4 sub-carriers. The two codewords differ in ๐ = 2 positions. The system parameters in Section III-C are chosen such that the average SINR on the sub-carrier ๐, ๐ = 1, . . . , 4, is equal to the ๐/10 fraction of the total average SINR over the entire bandwidth. It is also assumed that on a given sub-carrier the two codewords at the differing positions have identical average SINRs.
dB respectively with two and three receive antennas. The average symbol error rate of ๐ -PSK modulation with diversity and imperfect CSI is shown in Fig. 4 with ๐ฟ = 3 antennas and ๐ โ {2, 4, 8}. In Fig. 4, we set ๐21 = 0.99, . , 3. With ๐22 = 0.95, ๐23 = 0.95 and ฮฉ๐ = 1, ๐ = 1, . . โ the constant C = 1, we use ฮ๐ that satisfies ๐๐ ฮฉ๐ ฮ๐ = C, ๐ = 1, . . . , 3. Performance of the ideal MRC receiver that knows the knowledge of noise variances is contrasted against the mismatched MRC receiver that ignores them. Since the per-branch effective noise variance (from Section III-B), ๐0 + ๐ธ๐ (1 โ ๐2๐ )ฮฉ๐ , ๐ = 1, . . . , ๐ฟ, increases with the operating SNR, from Fig. 4 we observe that both the optimum and mismatched MRC receivers suffer from error floor. However, upon comparing the high SNR performance of mismatched and optimum receivers, we conclude from Fig. 4 that knowledge of noise variances is still beneficial to improve the error floor of mismatched receiver.
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