OFDM Lecture 8

1 Single-carrier and OFDM in a fading chan-

nel
We deal with fading channel issues when we cannot control the channel. That
is, when the channel statistics are unknown at the transmitter, we nd ways
to both evaluate and ght the fading without controlling the fading.
Beamforming and waterlling are examples of methods that can be used
with some knowledge at the transmitter. Methods to combat fading when
we cannot control the channel include equalization at the receiver and error-
control coding at the transmitter. Diversity is one of the main tools we use
to ght fading.
1.0.1 Diversity
Recall from earlier lectures that diversity is a way to increase the number of
independent signals that arrive at a receiver. How does diversity work?
1. Selection diversity choose the signal with the strongest power. How
does one quantify selection diversity?
Suppose you have M separate, independent copies of the same signal.
Let X = max(X
1
, . . . , X
M
) where each of the M random variables are
zero-mean, complex Gaussian random variables with variance . Then
|X
i
|
2
is an exponential random variable with parameter .
Then
P(|X|
2
< x) = P(max(|X
1
|
2
, . . . , |X
M
|
2
) < x)
=
M

i=1
P(|X
i
|
2
< x)
= (1 exp(
x

))
M
f
|X|
2(x) = M(1 exp(
x

))
M1
1

exp(
x

)
E[|X|
2
] =
_

0
xM(1 exp(
x

))
M1
1

exp(
x

)dx
1
=
M1

k=0
_
M 1
k
_
M
_

0
x(exp(
x

))
k
1

exp(
x

)dx
=
M1

k=0
_
M 1
k
_
M
_

0
x(exp(
(k + 1)x

))
k
k + 1
(k + 1)
dx
=
M1

k=0
_
M 1
k
_
M

(k + 1)
2
(1)
k
=
M1

k=0
M
(M 1)!
(M 1 k)!k!(k + 1)
2
(1)
k
=
M1

k=0
M!
(M 1 k)!(k + 1)!(k + 1)
(1)
k
=
M1

k=0
_
M
(k + 1)
_
1
k + 1
(1)
k
=
M

k=1
_
M
(k)
_
1
k
(1)
k1
V ar[|X|
4
] =
M1

k=0
_
M 1
k
_
M

2
(k + 1)
3
=
2
M

k=1
_
M
k
_
M
1
(k)
2
2. Maximum ratio combining
In this case |X|
2
=

M
m=1
|X
i
|
2
and
f
|X|
2(x) =
x
M1
(M 1)!
M
exp(
x

)
E[|X|
2
] =
_

0
x
M
(M 1)!
M
exp(
x

)dx
=
1
(M 1)!
M
_
[x
M
exp(
x

)]

0
M
_

0
x
M1
exp(
x

)dx
_
= M
E(|X|
2
) =
_

0
x
M+1
(M 1)!
M
exp(
x

)dx
2
=
1
(M 1)!
M
_
[x
M+1
exp(
x

)]

0
(M + 1)
_

0
x
M
exp(
x

)dx
_
= (M + 1)M
2
V ar(|X|
2
) = M
2
So MRC the average power increases by M, but with selection diversity
this is not true. (The rst 4 values of the selection diversity power mean are
1, 1.5, 1.8, 2.1 etc.)
Diversity comes in several avors: frequency, time, and space.
Note that frequency diversity and temporal diversity are duals of each
other. We get frequency diversity when the channel is frequency selective
and we have temporal diversity when the channel is changing rapidly.
1.1 Single-carrier systems
Suppose you have a single-carrier system with no knowledge of the channel
at the transmitter, but you do have an equalizer at the receiver. What sort
of performance can we expect?
First lets assume the channel is static over the period of the equalization.
Now suppose Y (D) = P(D)X(D) +N(D).
Claim: an equalizer acts as a diversity combiner (see e.g. Optimum diver-
sity combining and equalization in digital data transmission with applications
to cellular mobile radio II. Numerical results Balaban, P.; Salz, J.; Commu-
nications, IEEE Transactions on , Volume: 40 Issue: 5 , May 1992 Page(s):
895 -907).
Lets look at this further.
Lets take a simple 2-tap channel.
y
n
= ax
n
+bx
n1
+n
n
First lets consider an MMSE equalizer. Then including matched ltering
W(D) =
a+bD
1
bD
1
+|a|
2
+
2
+|b|
2
+bD
Y (D)W(D) =
bD
1
+|a|
2
+|b|
2
+bD
b

aD
1
+|a|
2
+
2
+|b|
2
+ba

D
X(D) +N(D)
a +bD
1
b

aD
1
+|a|
2
+
2
+|b|
2
+ba

D
= X(D)

2
X(D) +N(D)(a +bD
1
)
b

aD
1
+|a|
2
+
2
+|b|
2
+ba

D
3
The noise term has covariance
R
e
(D) =
2
ab

D
1
+|a|
2
+
2
+|b|
2
+a

bD
|ab

D
1
+|a|
2
+
2
+|b|
2
+ba

D|
2
=
2
1
|ab

D
1
+|a|
2
+
2
+|b|
2
+ba

D|
2
=

2

2
o
G(D)G

(D)
1
=

2

2
0
(1 |g
0
|
2
)
SNR =

2
0
(1 |g
0
|
2
)

2
ignoring the bias. So what is
2
0
in this case?

2
0
g
0
= a

2
0
(1 +|g
0
|
2
) = |a|
2
+|b|
2
+
2

2
0
(1 +
|ab|
2

4
0
) = |a|
2
+|b|
2
+
2

4
0
+|ab

|
2
=
2
0
(|a|
2
+|b|
2
+
2
)

2
0
=
|a|
2
+|b|
2
+
2
+
_
(|a|
2
+|b|
2
+
2
)
2
4|ab

|
2
2

2
0
(1 |g
0
|
2
) =
2
0
(1
|a

b|
2

4
0
)
SNR
MMSELE
=
2
0

|a

b|
2

2
0
Notice if we had a zero-forcing linear equalizer, then we the following SNR
Y (D)W
z
(D) = X(D) +
N(D)
a +bD
R
E
(D) =

2
(a +bD)(a +bD
1
)
=
2
_

a
(|b|
2
|a|
2
)(a +bD)
+
bD
1
(|b|
2
|a|
2
)(a +bD
1
)
_
if |a|
2
> |b|
2
4
=
2
_
b
(|b|
2
|a|
2
)(a +bD)
+
aD
1
(|b|
2
|a|
2
)(a +bD
1
)
_
if |b|
2
> |a|
2
SNR
ZFLE
=
||b|
2
|a|
2
|

2
Finally recall that SNR
MMSEDFE
=
2
0
/
2
.
So for a 2-tap channel we have
ZF-LE
||b|
2
|a|
2
|

2
MMSE-LE
2
0

|a

b|
2

2
0
ZF-DFE max(|a|
2
, |b|
2
)
MMSE-DFE
2
0

2
0
|a|
2
+|b|
2
+
2
+

(|a|
2
+|b|
2
+
2
)
2
4|ab

|
2
2
1. ZF-LE diversity
Now for a 2-tap channel where each tap is independently fading, how
does the SNR behave? The ZF-LE in fact has no diversity aect? Why?
What kind of power distribution is this? Its the absolute value of the
dierence of two exponentials. whew. Let z = ||b|
2
|a|
2
|.
f
|b|
2
|a|
2(x) =
1
2
exp(x)
P(Z < z) = P(||b|
2
|a|
2
| < z)
= P(z < |b|
2
|a|
2
< z)
=
_
z
z
1
2
exp(|x|)dx
= exp(z)
2. MMSE-LE diversity
Well this is a complicated expression, but notice that
2
0
depends on
both a and b. It turns out that an MMSE equalizer has a diversity
aect, but there is some degradation in the SNR due to the
|a

b|
2

2
0
term.
3. ZF-DFE
This is a nice one to analyze. Notice that the ZF-DFE always selects
the largest of the two taps. This is Selection Diversity!
5
0 1 2 3 4 5 6 7 8 9 10
10
4
10
3
10
2
10
1
10
0
average SNR (dB)

a
v
e
r
a
g
e

P
e
MMSE linear equalizer
ZFDFE
Rayleigh fading
MRC
MMSE DFE
Figure 1: Average probability of error for single-carrier systems with equal-
izers (2-tap channel)
4. MMSE-DFE, this is more approaching the MRC combination as
0
is
a function of the weighted terms |a|
2
+|b|
2
.
5. MRC combining would give you the matched lter bound only |a|
2
+|b|
2
.
This is the SNR when you use a Viterbi equalizer.
Figure 1 shows the average probability of error for the dierent equalizers in
2-tap channels.
What happens with more than 2 taps, gets complicated really fast, but
again, the equalizer has a diversity aect.
So with an equalizer, you get the diversity for free! But notice that
we were assuming perfect knowledge of the channel and an innite-length
equalizer.
Suppose we do a Viterbi-equalizer (MRC) combining, but the estimate
of our taps are a = a + n
a
and

b = b + n
b
where represents some bias
and n
a
and n
b
are the noise in the estimate. What happens in our Viterbi
analysis?
6
In a Viterbi equalizer the goal is to nd x
0
, . . . , x
n
that minimize
C(n) =
n

k=1
|y
k
ax
k
bx
k1
|
2
=
n

k=1
|a(x
k
x
k
) +b(x
k1
x
k1
) +n
k
|
2
Let e
n
= x
n
x
n1
. This term can be either 0, 2, 2 (assuming x
n
= 1.
We make one mistake in estimating x
n
when
n

k=1
|n
k
|
2
+ 4|a|
2
+ 4|b|
2
+ 4Real(n
k
0
a

) + 4Real(n
k
0
+1
b

)
n

k=1
|n
k
|
2
|a|
2
+|b|
2
+ Real(n
k
0
a

) Real(n
k
0
+1
b

)
So the signal power is (|a|
2
+ |b|
2
)
2
while the noise power is (|a|
2
+ |b|
2
)
2
.
So P
e
= Q(
_
(|a|
2
+|b|
2
)/
2
) which is how we got the MRC diversity value
above.
It turns out that there are pdfs to describe the aect of channel estima-
tion error on a Rayleigh-fading signal with diversity.
That is the pdf of a M-path diversity channel with error in the estimate
is
f
Z
(z) =
MB
2M
(|z m
d
|
2
+B
2
)
M+1
B
2
=

2
ax+n
(1 ||
2
)

2
a
=
E[(ax +n)( a)]
2
ax+n

a
=

_
( + 1)(
2
+
2
e
)
1 ||
2
= 1

2

2
( + 1)(
2
+
2
e
)
=
( + 1)(
2
+
2
e
)
2

2
( + 1)(
2
+
2
e
)
7
=

2
+
2
e
+
2
e

( + 1)(
2
+
2
e
)
B
2
=
+ 1

2
+
2
e

2
+
2
e
+
2
e

( + 1)(
2
+
2
e
)
=

2
+
2
e
+
2
e

(
2
+
2
e
)
2
=
1

2
+
2
e
+

2
e

(
2
+
2
e
)
2
m
d
=

_
( + 1)
_

2
+
2
e
=

_
( + 1)(
2
+
2
e
)

+ 1

2
+
2
e
=

2
+
2
e
But we can also simulate the equalized values to see how the error in the
estimates aect the average symbol error rate.
2 OFDM and diversity
So now we know that in a multi-tap fading channel an equalizer, (LE,DFE,
Viterbi) acts as a diversity combiner. So how does OFDM work in a fading
channel.
Not well without a code!
2.0.1 OFDM with no code
Suppose you have a multi-path channel h(t) =

k

k
(t
k
) where the
max(
k
) < .
Whats the average probability of error?
H
k
=

l
e
j2
k
l
NT
8
0 1 2 3 4 5 6 7 8 9 10
10
4
10
3
10
2
10
1
10
0
average SNR (dB)

a
v
e
r
a
g
e

P
e
Viterbi
Viterbi with errors
Figure 2: Average probability of error for 2 path diversity MRC (Viterbi)
with and without error (in this case = 0.9,
2
e
= 0.2)
9
is a complex Gaussian random variable with variance

L
l=1
||
2
.
So the average probability of error for this symbol (in a Rayleigh-fading
channel) with BPSK modulation is:
P
e,avg
=
1
2
(1

2 +
)
=

l
|
l
|
2
Uncoded OFDM is using the whole channel the good, the bad and the
ugly. The probability of error of the lowest term brings down the average
probability of error of the whole.
What to do? Coding. OFDM always uses some form of coding (water-
pouring + a code when the channel is known) no water-pouring + a code
when the channel is not known.
The best thing to do when you know nothing is to have at power and
at constellation assignment over the whole OFDM symbol.
First lets be more specic about the P
e
for the uncoded OFDM in a
rayleigh-fading channel.
Given a QAM modulation with M symbols and a transmit power P and
a fading channel h(t) =

L
l=1

l
(t
l
) (ignoring the Q
2
terms).
mean(Pe) = E[
1
N
N1

k=0
(4(1
1

M
))Q(

3|H
k
|
2
3SNR
t
M 1
)
=
1
N
N1

k=0
(4(1
1

M
))E[Q(

3|H
k
|
2
3SNR
t
M 1
)]
= (2(1
1

M
))(1

3SNR
t

2(M 1) + 3SNR
t

)
=
L

l=1
E[|
l
|
2
]
Claim:
Q(

SNR + ) +Q(

SNR ) 2Q(

SNR)
Why?
10
First
Q(

SNR + ) +Q(

SNR ) = 2Q(

SNR)
_

SNR+

SNR
f
X
(x)dx +
_

SNR

SNR
f
X
(x)dx
_

SNR

SNR
f
X
(x)dx
_

SNR+

SNR
f
X
(x)dxBecause f
X
(x) is monotonic decreasing for x > 0
So by extension, when the average SNR is the same over all tones, the
best thing to do is to use at power and bit distribution.
2.0.2 Interleaving
Interleaving is a way to promote diversity using a code.
Simple interleaving scheme block interleaving x
1
, . . . , x
N
becomes a
block matrix
_
_
_
_
_
_
x
1
x
2
. . . x
M
x
M+1
x
M+2
. . . x
2M
.
.
.
x
(N1)M+1
x
(N1)M+2
. . . x
MN
_
_
_
_
_
_
After coding before transmission, the data values are read out column-
wise instead of row-wise so that the transmitted coded symbols are x
1
, x
M+1
, x
2M+1
,
etc.
How does interleaving work in a fading channel with a code?
One explanation is a code can only handle so many errors. If a bunch of
errors occur right next to each other, the code will suer. But if we spread
out the errors the code can handle them. In a fading channel, errors tend to
bunch together most of the errors will occur around the fade. If too many
errors appear together the code cannot handle them. Interleaving allows the
strong signals to help the weak.
But in a fading channel, interleaving gives a diversity eect.
Recall that when we discussed codes, we said that the nearest neighbor
bound for soft-decoding in QPSK was
P
e
N
e
Q(

iI
SNR
i
)
where I is the index of the minimum branch dierence between the all-zeros
path and another path.
11
So a code in a fading channel acts as a diversity combiner.
First lets consider the case where the SNR

i
are uncorrelated.
Consider
X =
L

i=1

i
where
i
is an exponential random variable with parameter .
Then X has distribution
f
X
(x) =
x
L1

L
(L 1)!
exp(
x
L
)
E
X
(Q(

x)) = (1/2(1

2 +
))
L
L

k=0
_
(L 1 +k
k
_
(1/2(1 +

+ 2
)
k
This formula is found in Proakis Chapter 14 fading channels and is much
easier to cite than to rederive. (Though deriving it is doable use mth mo-
ments of Gaussian and exchanging integrals as we did in the 1-path Rayleigh
fading case.)
2.1 Interleaving across tones
But now suppose we interleave across the tones in an OFDM system in a
fading channel.
The SNRs are not correlated, how do we estimate the average probablity
of error in this case (and also estimate the diversity aect of the channel.)
The Turin trick is used here!
Our nearest neighbor coded SNR is

iI
SNR
i
=
1

iI
|H
i
|
2
Whats the probability distribution of
1

iI
|H
i
|
2
.
Case 1) suppose we have a 1-tap fading channel, then
1

iI
|H
i
|
2
=
length(I)|H|
2
and we have no diversity. How much diversity can we expect?
As much as in in the time-domain channel. Heres how we prove it.
12

iI
|H
i
|
2
=

iI

H
E
H
i
E
i

=
H
_

iI
E
H
i
E
i
_

= u
H
_

iI
E
H
i
E
i

A
_
u
where
Ei =
_
e
j2
1
i
NT
, . . . , e
j2
L
i
NT
_
A = diag(
2
a,1
, . . . ,
2
a,L
)

l
, l = 1, . . . , L are the delays of the channel,
l
are the tap complex gains
and u is a vector of iid zero-mean complex Gaussian random variables.
So now we have

iI
|H
i
|
2
= u
H
_

iI
E
H
i
E
i

A
_
u
= u
H
R
I
u
= u
H

I
u
=
N
l

k=1

I,k
|u
k
|
2
So the coded SNR is the sum of N
l
independent exponentials. So we have
at most N
l
diversity.
How large can N
l
be? Well N
l
min(|I|, L).
This means that if you only have a 2-path channel, but a code with large
branch distance, you get at most 2-path diversity. On the other hand, if you
have a diversity rich channel, say 5 taps and a 3-branch diversity code, you
only get at most 3-path diversity.
What else can we say about the eigenvalues of
_

iI
E
H
i
E
i

A
_
? Well
they are the same as the eigenvalues of A

iI
E
H
i
E
i
and the relative value
of the eigenvalues are related to the interleaving distance.
Lets take an example, consider a two-path channel
1
and
2
with 3-branch
diversity in the code and interleaving depth of M tones.
13
Then
_
A
1
0
0 A
2
_

i=n,n+M,n+2M
_
1 exp(j2
i
1
NT
)
exp(1j2
i
1
NT
) 1
_
_
3A
1
A
1

3
i=1
exp(j2
(n+iM)
1
NT
)
A
2

3
i=1
exp(j2
(n+iM)
1
NT
) 3A
2
_
_
_
_
_
3A
1
A
1
exp(j2
(n)
1
NT
)
1exp(j2
3M
1
NT
)
1exp(j2
M
1
NT
)
)
A
2
exp(j2
(n)
1
NT
)
1exp(j2
3M
1
NT
)
1exp(j2
M
1
NT
)
3A
2
_
_
_
_
( 3A
1
)( 3A2) A
1
A
2
| exp(j2
(n)
1
NT
)
1 exp(j2
3M
1
NT
)
1 exp(j2
M
1
NT
)
|
2
= 0
( 3A
1
)( 3A2) A
1
A
2
|
sin(
3M
1
NT
)
sin(
M
1
NT
)
|
2
= 0
The closer the term |
sin(
3M
1
NT
)
sin(
M
1
NT
)
|
2
is to zero, the close the two eigenvalues
approach 3A
1
and 3A
2
.
Lets call the term |
sin(
3M
1
NT
)
sin(
M
1
NT
)
|
2
/9, , then
( 3A
1
)( 3A
2
) 9A
1
A
2
= 0

2
3(A
1
+A
2
) + 9A
1
A
2
(1 ) = 0
=
3(A
1
+A 2)
_
9(A
1
+A
2
)
2
4 9A
1
A
2
(1 )
2
=
3(A
1
+A 2)
_
9(A
1
A
2
)
2
+ 4 9A
1
A
2
()
2
If = 0, = 3A
1
, 3A
2
if = 1, = 3(A
1
+A
2
), 0 no diversity.
What decreases the value of ? The interleaving depth and the number
of diversity branches.
14