ADAPTIVE SOFT-INPUT SOFT-OUTPUT ALGORITHMS FOR ITERATIVE

DETECTION
by
A hilleas Anastasopoulos

A Dissertation Presented to the

FACULTY OF THE GRADUATE SCHOOL
UNIVERSITY OF SOUTHERN CALIFORNIA
In Partial Fulllment of the
Requirements for the Degree
DOCTOR OF PHILOSOPHY
(Ele tri al Engineering)

August 1999

Copyright 1999 A hilleas Anastasopoulos

Dedi ation
This dissertation is dedi ated to my parents Ioanna and Ioannis.

ii

Contents

Dedi ation

ii

List Of Figures

Abstra t
1

Introdu tion

1.1
1.2
1.3
1.4

Adaptive Pro essing . . . . .

Iterative Dete tion . . . . . .
Adaptive Iterative Dete tion .
Organization . . . . . . . . .

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Optimal Adaptive SISO Algorithms

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2.1 The FSM and parameter model . . . . . . . . .

2.2 Classi ation of soft metri s . . . . . . . . . . .
2.3 Exa t evaluation of the soft metri s . . . . . . .
2.3.1 Parameter-rst Combining . . . . . . . .
2.3.1.1 Probabilisti Parameter Model
2.3.1.2 Deterministi Parameter Model
2.3.2 Sequen e-rst Combining . . . . . . . . .
2.3.2.1 Probabilisti Parameter Model
2.3.2.2 Deterministi Parameter Model

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Sub-Optimal (Pra ti al) Adaptive SISO Algorithms

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3.1 Parameter-rst Combining . . . . . . . . . . . . . . . . . .

3.1.1 Tree-sear h te hniques . . . . . . . . . . . . . . . .
3.1.2 Parameter estimate and binding term simpli ation
3.1.3 Interpretation of existing algorithms . . . . . . . .
3.2 Sequen e-rst Combining . . . . . . . . . . . . . . . . . . .
3.2.1 Metri simpli ation . . . . . . . . . . . . . . . . .
3.2.2 Further parameter estimator simpli ation . . . . .
3.2.3 Interpretation of existing algorithms . . . . . . . .

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1
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iii

TCM in Interleaved Frequen y-Sele tive Fading Channels

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Con atenated Convolutional Codes with Carrier Phase Tra king

42

Con lusions

4.1 Re eiver Stru tures . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4.2 Numeri al Results and Dis ussion . . . . . . . . . . . . . . . . . . . . 34
4.3 Fa tors Impa ting Performan e . . . . . . . . . . . . . . . . . . . . . 40
5.1 SCCC with Carrier Phase Tra king
5.1.1 Re eivers . . . . . . . . . .
5.1.2 Numeri al Results . . . . .
5.2 PCCC with Carrier Phase Tra king
5.2.1 Re eivers . . . . . . . . . .
5.2.2 Numeri al Results . . . . .

Appendix A

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..........................................
A.1 Proof of equation (2.8) . . . . . . . . . . . . . . . . . . . . . . . . . .
A.2 Proof of equation (2.13) . . . . . . . . . . . . . . . . . . . . . . . . .
A.3 Channel update equations and binding term under the Gaussian assumption for (2.18) . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A.4 Channel update equations and binding term under the Gaussian assumption and a single estimator for (2.18) . . . . . . . . . . . . . . .

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Appendix B

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B.1 Multiple-estimator adaptive SISO algorithm . . . . . . . . . . . . . . 69
B.2 Single-estimator adaptive SISO algorithm . . . . . . . . . . . . . . . . 70

iv

List Of Figures
1.1 Parallel on atenation of FSMs and the asso iated iterative dete tion
network . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Serial on atenation of FSMs and the asso iated iterative dete tion
network . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1 Observation model . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Modeling options and reasonable soft outputs . . . . . . . . . . . . .
2.3 Likelihood evaluation using a non-re ursive ECC . . . . . . . . . . . .
2.4 Likelihood evaluation using a forward-only re ursive ECC . . . . . . .
2.5 Likelihood evaluation using a forward/ba kward re ursive ECC . . .
2.6 Soft-metri evaluation in the ase of sequen e-rst ombining . . . . .
3.1 Trellis-based pra ti al SISO algorithm with multiple estimators . . .
3.2 Trellis-based pra ti al SISO algorithm with a single estimator . . . .
4.1 BER vs. Eb =N0 for system S1 and various ongurations for the
adaptive inner SISO . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 Comparison between Forward/Ba kward and Forward-only inner adaptive SISOs for system S1, for various values of the de ision lag D . . .
4.3 BER vs. Eb =N0 for system S2 and various ongurations for the
adaptive inner SISO . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.4 BER vs. Eb =N0 for systems S2 and S3 employing hard-de ision and
soft-de ision de oding . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.5 BER vs. Eb =N0 for the re eiver employing adaptive and non-adaptive
(using interpolated hannel estimates) inner SISOs for dierent payload sizes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.1 Adaptive iterative dete tor for SCCC with single external PLL and
standard, non-adaptive iterative de oder . . . . . . . . . . . . . . . .
5.2 BER vs. loop bandwidth for the SCCC with stati phase. Curves
orresponding to Trained and Non-trained systems are shown. In
ea h ase, urves for three Eb =N0 values are presented. Re eivers
employing External PLL, as well as inner adaptive SISOs are onsidered.

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5.3 BER vs. Eb=N0 for SCCC with phase dynami s and various inner
adaptive SISO ongurations (the optimal performan e for SING re eivers was a hieved for d = 0). For omparison, the performan e of
CC with adaptive hard-de ision dete tion is presented . . . . . . . . . 48
5.4 A tivation s hedule of the adaptive iterative re eiver for PCCC . . . 53
5.5 BER vs. Eb =N0 for PCCC with phase dynami s and various adaptive
SISO ongurations (the optimal performan e for SING re eivers was
a hieved for d = 0). For omparison, the performan e of CC with
adaptive hard-de ision dete tion is presented . . . . . . . . . . . . . . 54

vi

Abstra t
Iterative dete tion, originally introdu ed for the de oding of turbo odes, has
proven to be a valuable tool for approximately optimal data dete tion for systems
onsisting of multiple Finite State Ma hines (FSMs). The ee tiveness of iterative
dete tion in the presen e of perfe t Channel State Information (CSI) is attributed
to the ex hange of soft information between the Soft-Input Soft-Output (SISO)
modules, the basi building blo ks of the iterative re eiver. Ee tive SISOs are
trellis based algorithms that provide soft information on the input and output of an
FSM, with linear omplexity on the observation length N (or the smoothing lag D).
The problem of performing iterative dete tion for system having parametri un ertainty has re eived relatively little attention in the open literature. In this work,
we introdu e the on ept of adaptive iterative dete tion, in whi h parameter estimates, as well as soft information on the data may be ex hanged and updated. In
parti ular, a sub lass of adaptive iterative re eivers, based on adaptive SISO algorithms is presented. Previously proposed adaptive SISO algorithms are either based
on an oversimplied parameter model, or have omplexity that grows exponentially
with N (or D).
The investigation begins with a on eptual sorting of SISO algorithms for the
Gauss-Markov (GM) and deterministi parameter models. The exa t expressions
for the soft metri s in the presen e of parametri un ertainty are then rederived in
a novel way that allows a uni ation of the theory of SISO algorithms with that
of adaptive hard-de ision algorithms and enables the de oupling of omplexity and
observation length (or smoothing lag). Starting from these expressions, a family of
suboptimal (pra ti al) algorithms is motivated, based on forward/ba kward adaptive
pro essing with linear omplexity in N (or D). Re ently proposed adaptive SISO
algorithms, as well as existing adaptive hard de ision algorithms are interpreted as
spe ial ases within this framework.
vii

Using three representative appli ations, several design options are ompared and
the impa t of parametri un ertainty on previously established results for iterative dete tion with perfe t CSI is assessed. Spe i ally, joint iterative equalizationde oding for trellis-based odes over frequen y-sele tive hannels is onsidered as is
arrier phase tra king in the iterative de oding of both serial and parallel on atenated (turbo) odes.

viii

Chapter 1
Introdu tion
The goal of this work is to bring together two separate areas in ommuni ations,
namely
and
. In the following, these two on epts are brie y presented, and the major advan es in ea h of these areas are reviewed. Adaptive iterative dete tion is then introdu ed as a natural extension of
iterative dete tion when parametri un ertainty is present.
adaptive pro essing

iterative dete tion

1.1 Adaptive Pro essing

Maximum Likelihood Sequen e Dete tion (MLSD) has been an a tive resear h topi
over the past de ade, with leading appli ations being the de oding of onvolutional
odes [ViOm79 (or Trellis Coded Modulation (TCM) [Unge82 in general), and
data dete tion in Inter-Symbol Interferen e (ISI) hannels [Forn72. The Viterbi
Algorithm (VA) [Forn73 { the optimal solution for this set of problems { is a
xed- omplexity, forward-re ursive s heme, whi h outputs a single hard sequen e
estimate, optimal in the MLSD sense.
A ne essary ondition for the optimality of the VA is the exa t knowledge of all
the auxiliary parameters required for the evaluation of the transition metri s (e.g.,
hannel taps in the ase of equalization in ISI hannels). In many pra ti al s enarios, however, su h hannel related parameters are unknown, and may also be time
varying, rendering the VA inappli able. This problem has also been treated extensively in the literature, with proposed solutions ranging from simple modi ations of
the VA [Koba71, MaPr73, Unge74, to the on eptually optimal s hemes for a spe i parameter model. Among the latter, the theoreti al framework for MLSD in the
1

presen e of a ontinuous-time, probabilisti ally modeled unknown parameter pro ess

was established in [Kail69 and the resulting optimal re eiver was shown to have an
Estimator-Correlator (EC) stru ture. Optimal re eivers for the spe ial ase of the
Gaussian, and Gauss-Markov (GM) dis rete-time parameter model were derived in
[Kail60, LoMo90, Ilti92, DaSh94, AnMo79, while in [ChPo95 the framework for
MLSD in the presen e of a deterministi unknown parameter model was set. The
ommon result of the above works is that, due to the parameter-indu ed memory
in the observation, no xed omplexity re eiver (like the VA) is optimal [Chug98.
Furthermore, whenever the ML metri an be omputed re ursively, the optimal
stru ture { at least for the spe ial ases mentioned above { is a re ursive version of
the EC re eiver; a fa t that was expli itly stated in [Mamm95. This optimal re eiver
an be visualized as a tree sear h { as opposed to a trellis sear h for known parameters { algorithm. It is implied that a per-path parameter estimator { in the form of a
Kalman Filter (KF) or a Re ursive Least Squares (RLS) for the GM and deterministi parameter models, respe tively { that depends on the entire path history is stored
and updated as the tree is expanded. Previously suggested, e ient re eivers (e.g.,
Per-Survivor Pro essing (PSP) [LiLiPr92, KuMuFu94, Sesh94, RaPoTz95) an be
derived by for ed folding of the re ursive EC tree stru ture into a xed- omplexity
trellis.

1.2 Iterative Dete tion

Re ently, there has been great interest in iterative dete tion te hniques for systems
onsisting of networks of Finite State Ma hines (FSMs). Iterative dete tion for a
system onsisting of an inter onne tion of multiple FSMs an be loosly dened as the
set of rules to ex hange, ombine and iterate some sort of soft information related
to the FSM input/output symbols, with the purpose of providing reliable de isions
about the input sequen e.
Appli ations that utilize this s heme in lude turbo de oding of Parallel and Serial
Con atenated Convolutional Codes (PCCC and SCCC) [BeGlTh93, BeMoDiPo98,
and de oding of TCM in interleaved frequen y-sele tive fading hannels [PiDiGl97,
AnCh97. Furthermore, the utility of iterative dete tion as a general approa h to
2

FSM 1
BC
I

FSM 2

MAPPER

omplexity redu tion is be oming apparent and has re ently been demonstrated for
various multidimensional dete tion problems [ChCh98a, ChChOrCh98, Mohe98.
Two su h simple networks, onsisting of parallel and serial on atenation of two
FSMs are shown in Figs. 1.1 and 1.2, respe tively, where the notation introdu ed in
[BeDiMoPo98 is used.

Channel

SISO 1
SOBC
I-1

SOMAP

Demodulator

SISO 2

Figure 1.1: Parallel on atenation of FSMs and the asso iated iterative dete tion
network
The ore building blo k in these iterative s hemes is the Soft-Input Soft-Output
(SISO) module [BeDiMoPo98; an algorithm that a epts a-priori information on
the input and ouput symbols of an FSM and outputs the orresponding a-posteriori
information. Based on the sort of information ex hanged, SISO algorithms an be
lassied as A-Posteriori Probability (APP) or Minimum Sequen e Metri (MSM)
[ChCh98b (referred to as Additive SISO in [BeDiMoPo98). An additional lassi ation stems from the way the SISO algorithm pro esses the input re ord, resulting
in Fixed Interval (FI) or Fixed Lag (FL) [ChCh98b (referred to as Sliding Window
SISO in [BeDiMoPo98) modes. Without going into the details of these ongurations, we note that the SISO algorithm onsists of Add-Compare-Sele t (ACS) or
3

Outer

FSM

Inner
FSM
Mapper

Channel
Demodulator

SOMAP
Outer
SISO

-1

Inner

SISO

Figure 1.2: Serial on atenation of FSMs and the asso iated iterative dete tion
network
Produ t-Sum (PS) operations on the FSM trellis for MSM and APP ongurations,
respe tively. Contrary to the VA, however, both forward and ba kward re ursions
are required, followed by a ompletion operation, in order for the nal soft information to be generated. Nevertheless, in both FL and FI modes the omplexity grows
linearly with the smoothing lag D or the re ord length N , respe tively.

1.3 Adaptive Iterative Dete tion

In most pra ti al situations, perfe t Channel State Information (CSI) is not available at the re eiver. Consequently, an iterative re eiver should be able to deal with
the unknown, and possibly time varying parameters. An adaptive iterative dete tion s heme, in its most general form, is an algorithm that generates, ex hanges and
iterates both parameter estimates, as well as reliability information for the data.
Approa hes suggested in the literature are: (i) iterative dete tion with an external
estimator whi h is run only before the rst iteration, as in [LuWi98, and (ii) dete tion using an adaptive SISO algorithm to provide both soft information on the data
symbols, as well as parameter estimates, for non-iterative soft information transfer
in on atenated systems, as in [ZhFiGe97, AnPo97, AnPo98, HaAu98.
In this work a sub lass of adaptive iterative re eivers is investigated, in whi h the
parameter estimates are not ex hanged as part of the iterative pro edure, rather,
4

they are generated and are onned inside the adaptive SISO. Nevertheless, the
ex hange of soft information on the FSM symbols provides a impli it me hanism for
the re-estimation of the unknown parameters as well. The basi building blo ks of
su h adaptive iterative re eivers are the adaptive SISO algorithms, whi h are the
natural extension of the lassi al SISO algorithms when parametri un ertainty is
present.
In the simplest ase of the unknown parameter being modeled as a Markov Chain
with nite number of states, the optimal algorithm is a modied SISO that runs on
the augmented FSM [FrVi98. Of more interest is the ase of the parameter being
ontinuous in nature (e.g., phase oset or hannel taps). Early attempts to solve
this more general problem were based on the Baum-Wel h method (or equivalently
the Expe tation-Maximization (EM) algorithm [DeLaRu77). The iterative nature
of this algorithm limits its appli ability, sin e time-varying parameters annot be
easily in orporated into the model. Sequential versions of these algorithms have also
been developed [KrMo93 for the deterministi parameter model, though, it is not
lear if and how they an be extended to in orporate a sto hasti des ription for
the unknown parameters. In [ZhFiGe97 a GM model is assumed for the unknown
parameter and the optimal s heme is derived. Not surprisingly, the optimal pro edure is almost identi al to the one performed in [Ilti92 for MLSD; a forward tree is
built and the metri s are updated with the aid of per-path KFs. The pro edure is
on luded with appropriate ombining of the metri s to get the required soft information, thus resulting in a forward only re ursive Estimator-Correlator-Combiner
(ECC) optimal stru ture. Starting from a dierent viewpoint, stru turally similar algorithms are derived in [IlShGi94 and [AnPo97, AnPo98 for GM and deterministi
parameter models, respe tively. Finally, an adaptive SISO with a single parameter estimator was developed in [BaCu98. The inherent limitation of all the above
approa hes is that they are all FL and two major on i ting goals in designing a
pra ti al algorithm are oupled through a single parameter, the smoothing depth D.
Indeed, in a FL algorithm, a large de ision delay (smoothing depth) D is required to
deliver reliable soft information. On the other hand, the same parameter determines
the amount of pruning of the sequen e tree and needs to be kept as small as possible,

espe ially sin e it results in exponential omplexity growth1 . Additional simpli ations are then summoned up to de ouple D and omplexity (e.g. thresholding is used
in [ZhFiGe97, while redu ed state sequen e estimation and suboptimal ltering is
used in [IlShGi94 to further redu e the pro essing burden). A dire t onsequen e
is that no FI algorithms an be obtained utilizing these existing approa hes.
Appli ations that an potentially benet from these adaptive SISOs in lude TCM
in fast ISI fading hannels, and PCCCs and SCCCs with arrier phase tra king (or
in the presen e of at fading). A major goal related to all three appli ations is to
assess the impa t of parametri un ertainty on previously established on lusions
for iterative dete tion in systems onsisting of on atenated FSMs. In parti ular,
regarding the rst appli ation, it is a well demonstrated result that soft de isions
greatly enhan e the performan e of TCM systems in ISI hannels with perfe t CSI
[MeWiMe92, LiVuSa95, HaAu96. Nevertheless, iterative dete tion has been proven
to provide a minor in remental improvement2 after the rst iteration for a fading
hannel when e ient SISOs are utilized [AnCh97. The natural question arising is
whether these on lusions are valid when imperfe t CSI is available. On the oding
front, the introdu tion of turbo odes [BeGlTh93, was arguably one of the most
signi ant advan es in oding theory. These odes have been shown to a hieve near apa ity performan e with reasonable omplexity. As an example, omparing the
industry standard onstraint length 7 onvolutional ode with an equal omplexity
PCCC or SCCC3 , an additional 2.5 dB of oding gain an be observed at a BER
of 10 4. The ability to maintain this oding gain in more pra ti al s enarios (e.g.,
when phase jitter is present), is essential for utilization in many environments (e.g.,
mobile platforms) and toleran e of, or robustness to imperfe t referen e os illators.
1 The exponential omplexity o urs due to the fa t that in the pro ess of evaluating APPs for
a generi quantity uk D , re ursive expressions for the APPs of ukk D are build. This is the exa t
reason for the exponential omplexity of the Abent & Frit hman algorithm [AbFr70 in the known
parameter ase.
2 The iteration gain is a tually a omplex fun tion of the ee tiveness of the parti ular SISO
module used [PiDiGl97, the hannel dynami s and the interleaver stru ture [AnCh99.
3 For an interleaver size of 16K and 4-state onstituent odes for both SCCC and PCCC.

1.4 Organization
In Chapter 2, the FSM and parameter models are introdu ed. Several meaningful
soft metri s for the GM and deterministi parameter models are presented and sorted
in a way that dire tly implies the method of evaluation. The exa t expressions for
ea h of the soft metri s is then rederived in a novel way that allows the uni ation
of the known- hannel SISO with the hard-de ision adaptive theory. All existing
adaptive SISO algorithms for ontinuous valued parameter models an be viewed as
spe ial ases within this framework.
Starting from these expressions, a family of suboptimal pra ti al algorithms is
motivated in Chapter 3, based on forward/ba kward adaptive pro essing, the unique
hara teristi of whi h is the de oupling of omplexity and smoothing depth, leading
dire tly to both FL and FI s hemes. In parti ular, the omplexity of these algorithms
grows linearly with the smoothing lag D (for FL), or re ord length N (for FI), as is
the ase for SISOs when no parametri un ertainty is present.
One of the main results from Chapter 2 is the multipli ity of methods for evaluating various soft-metri s. This fa t, oupled with the plethora of alternatives for
deriving suboptimal s hemes, leads to a proliferation of available design options. In
the rst appli ation examined in Chapter 4 { TCM in interleaved frequen y-sele tive
fading hannels { this design spa e is partially explored and the ee tiveness of the
various adaptive SISO options is assessed. In this appli ation the observation model
is indeed linear, and the parameter (i.e. the hannel) an be adequately modeled as
a GM pro ess or a deterministi onstant [CaRa98. As a onsequen e, an adaptive
iterative re eiver for this appli ation an be dire tly devised from the non-adaptive
one [PiDiGl97, AnCh97, by substituting the inner SISO with its adaptive equivalent.
Many appli ations of interest do not adhere to the exa t modeling assumption
required to derive the adaptive SISO algorithms in hapters 2 and 3. One su h
example examined in Chapter 5 is the de oding of SCCCs in the presen e of arrierphase un ertainty, where the dis repan y emerges from the non-linear dependen y of
the observation on the arrier phase. Available options for mitigating those problems
are dis ussed in detail, in luding modi ations to the proposed adaptive SISOs, as
well as additional enhan ements (e.g., utilization of pilot symbols). Finally, means
of utilizing the adaptive SISOs for iterative de oding of PCCCs with arrier-phase
forward only

un ertainty is onsidered. In addition to the non-linear observation model, this

appli ation is hallenging be ause the transmitted signal is an expli it fun tion of
both FSM outputs.
To larify the presentation, many of the detailed algorithm re ursions and the
asso iated derivations are relegated to the Appendi es.

Chapter 2
Optimal Adaptive SISO Algorithms
2.1 The FSM and parameter model
The output yk of a generi FSM an be dened as a fun tion of its input xk and
state sk { together onstituting the transition tk = (sk ; xk ) { through the equations
yk = out(xk ; sk )
sk+1 = ns(xk ; sk )

(Output)
(Next State)

(2.1a)
(2.1b)

where ea h quantity uk (i.e., xk ; yk ; sk , or tk ) is assumed to take values in the set

Au = f0; 1;


; Nu 1g. As shown in Fig. 2.1, the output yk of the FSM is observed
indire tly, through a fun tion, non-linear in general, whi h also involves an unknown
parameter .
FSM
xk

state sk

transition t k=(s k,x k)

yk

Mapper

s k+1=ns(t k) , y =out(t k)
k

Figure 2.1: Observation model

Two modeling options for the unknown parameter are of main interest: (i) a
sto hasti des ription, in parti ular a GM random pro ess ( = fgk g), and (ii) a
9

deterministi unknown onstant ( = g). Regarding the former option, a rst order
GM pro ess is onsidered sin e it an model any higher order GM, as well as any
ARMA pro ess [AnMo79. Under these assumptions, the ve tor pro ess fgk g evolves
in time a ording to the equation1
gk = Ggk 1 + wk

(2.2)

where wk is zero-mean Gaussian ve tor with ovarian e Kw (m) = Q(m); (
) representing the Krone ker delta. A ne essary and su ient ondition for stationarity
is that the ovarian e matrix of gk , Kg , satises the equation
Kg = GKg G+ + Q

(2.3)

where (
)+ denotes omplex onjugate and transpose. Under this ondition, the timereversed pro ess fg k g is also rst order GM and stationary with representation
gk = Gb gk+1 + vk

(2.4a)

Gb = Kg G+ Kg 1
Kv (m) = Qb (m)
Qb = Kg Kg G+ Kg 1 GKg

(2.4b)
(2.4 )
(2.4d)

where

(Kg is assumed non-singular, sin e a singular Kg would imply that the state model
dimension ould be redu ed). In the following we assume the observation zk to be a
linear fun tion of gk :
zk = f (yk )T gk + nk ! zk = ykT gk + nk

(2.5)

1 We

assume a time-invariant model for notational and expositional simpli ity. All results generalize to the time-variant ase.

10

where nk is a omplex valued AWGN with varian e N0 , and f (
) is, in general, a
omplex ve tor depending on the modulation format. For e onomy of symbols yk is
used in pla e of f (yk ).

2.2 Classi ation of soft metri s

The obje tive of a SISO algorithm is to provide soft information about the input
and output symbols of the FSM based on the observation re ord. This reliability
information an either be in the form of an a-posteriori probability or any other
related quantity. It would be advantageous at this point to generalize the notion of
the state sk and transition tk to longer sequen e portions (e.g., a super-state and
a super-transition an be dened as ssk = (tk d; : : : ; tk 1; sk ) and tsk = (tk d; : : : ; tk )
for arbitrary d). This foreshadows the result that the optimal algorithms do not
\fold" [Chug98 onto a trellis as in the ase of known hannel and that the size of
the trellis eventually used is a design parameter. For a generi quantity uk (i.e.,
xk ; yk ; sk ; tk ; ssk ; tsk , et .) and whenever  has a probabilisti des ription, we are
interested in the following two soft outputs
APPp(uk ) = P (uk jz0n) =

X
0 :uk

xn

P (z0n ; xn0 ) =

X
0 :uk

xn

E fP (z0n ; xn0 j)g

MSMp(uk ) = log[max
P (xn0 jz0n ) = 0 log[max
P (z0n ; xn0 )
x :u
x :u
= 0 log[max
E fP (z0n; xn0 j)g
x :u
n
0

n
0

(2.6a)
(2.6b)

where xn0 : uk denotes all input sequen es onsistent with uk , and and 0 are
normalizing onstants. In the ase when the unknown parameter is modeled as
a deterministi onstant, and expe tation over the unknown  is not feasible, a
reasonable soft output hoi e is
APPd (uk ) =

X
xn
0

:uk

max
P (z0n ; xn0 j)


MSMd (uk ) = 0 log[max

max
P (z0n ; xn0 j)
x :u

n
0

(2.6 )
(2.6d)

11

When the SISO module is part of an iterative re eiver, the soft output is usually
normalized to the a-priori information resulting in the so- alled extrinsi information (e.g., APP(uk )=P (uk ), or MSM(uk ) ( log P (uk )) is used in pla e of APP(
) or
MSM(
) respe tively). We observe that in all ases, the soft outputs an be derived
from the quantities EfP (z0n; xn0 j)g and max P (z0n; xn0 j) by either averaging or
maximizing { for APP(
) or MSM(
), respe tively { over the nuisan e parameters
xn0 : uk . In this ontext, the soft output APP(
) an be thought of as an average
likelihood, while MSM(
) as a generalized likelihood (the notion of average or generalized likelihood does not refer to the averaging or maximization over the parameter
; subs ripts p and d { for probabilisti and deterministi des ription respe tively
{ are used to distinguish the latter). This interpretation is useful for two reasons:
(i) a unied treatment of the two types of soft-outputs is possible in terms of the
ECC stru ture, and (ii) a relationship between APP(
) and MSM(
) is established
other than the latter being a suboptimal version of the former. Sin e the max and
log operators ommute, all maximizations an be e iently performed in the log
domain. We nally note that for a FI algorithm, n represents the last symbol in the
re eived blo k, while for a FL algorithm, n = k + D.

2.3 Exa t evaluation of the soft metri s

Equation (2.6) learly suggests several options in manipulating P (z0n; xn0 j) to obtain the proposed soft metri s. Maintaining the onditioning over the entire input
sequen e, expe tation or maximization an be performed on the unknown parameter
depending on the underlying model. Combining of the resulting metri s over the
nuisan e parameters xn0 : uk is performed as a nal step, leading to the nal four
soft metri s for uk . This set of options is represented by the left subtree of Fig. 2.2.
In the same gure, the subse tions, where the exa t evaluation of the orresponding metri s is developed, are indi ated as well. Sin e operators Px :u and E, as
well as maxx :u and max ommute, two additional hoi es are available for the
evaluation the metri s in (2.6a) and (2.6d). Here, the sequen e ombining is done
initially, followed by the parameter elimination. These two extra options are represented by the right bran h of the design options tree. Dierent, but meaningful
soft metri s an also be dened by inter hanging the Px :u operator with the E
n
0

n
0

n
0

12

Nuisance Parameter
(data & channel) Combining
Parameter-First

Sequence-first

Combining

Combining
Parameter
Model

Probabilistic
(2.3.1.1)

Deterministic

Probabilistic

(2.3.1.2)

(2.3.2.1)

Deterministic
(2.3.2.2)

Metric
Combining

APP p ( )

MSM p ( )

APP d ( )

MSM d( )

APP p( )

MSM d ( )

Figure 2.2: Modeling options and reasonable soft outputs

or max operator in (2.6b) and (2.6 ), respe tively. These options will not be pursued in this work, mainly be ause they don't appear to lead to rigorously expressed
optimal stru tures.
2.3.1 Parameter-rst Combining
2.3.1.1

Probabilisti Parameter Model

We begin by deriving optimal algorithms for the evaluation of the soft outputs dened in equations (2.6a) and (2.6b) and more pre isely the quantity P (z0n; xn0 ). The
obvious approa h is a straightforward evaluation of this likelihood for ea h of the
(Nx)n+1 input sequen es. The pro edure is on luded with the appropriate ombining of these quantities (summation or maximization for APPp(uk ) or MSMp(uk ),
respe tively). This type of pro essing, whi h is the ECC and is shown in Fig. 2.3,
suers from extreme omplexity, sin e no re ursive pro essing is taking pla e.
A more attra tive alternative is based on the fa t that the likelihood P (z0n; xn0 )
an be omputed re ursively as in [Ilti92, DaSh94
P (z0k ; xk0 ) = P (zk jz0k 1 ; xk0 )P (xk )P (z0k 1 ; xk0 1 )

13

n+1
Nx
Metrics
0

Figure 2.3: Likelihood evaluation using a non-re ursive ECC

= N (zk ; ykT g~kjk 1; N0 + ykT G~ kjk 1yk)P (xk )P (z0k 1; xk0 1)

(2.7)

where g~kjk 1 and G~ kjk 1 are the hannel one-step predi tion and orresponding ovarian e generated by a KF. The method suggested by this equation, whi h is a
forward re ursive ECC, is illustrated in Fig. 2.4 and an be des ribed as follows.
Starting at time 0 a forward Nx-ary tree is built, ea h node of whi h represents a
sequen e path. The likelihood P (z0k 1; xk0 1), together with g~kjk 1 and G~ kjk 1 of that
path are stored in ea h node. At ea h time k, the tree is expanded forward and the
probabilities orresponding to the newly generated bran hes are al ulated using
(2.7). It is implied from this equation that a KF that depends on the entire path
history is required to omplete the re ursion. After n + 1 steps, the (Nx)n+1 path
likelihoods orresponding to the same uk are ombined (averaged for APPp(uk ) or
maximized for MSMp(uk )) to produ e the nal soft output. Although this te hnique
is more e ient than the straightforward evaluation of the likelihoods, it results
in suboptimal algorithms where omplexity and smoothing depth are exponentially
oupled, as mentioned in Chapter 1.
An alternative optimal pro edure for the likelihood al ulation, based on whi h,
several suboptimal useful algorithms will be developed in the next hapter, is now
des ribed. We observe that, due to the presen e of the parameter pro ess fgk g,
14

n+1
Nx
Metrics
0

k
n
Figure 2.4: Likelihood evaluation using a forward-only re ursive ECC

15

future observations depend on past observations onditioned on the state of the

FSM. On the other hand, by onditioning on the parameter gk as well, separation
of the future and past observations o urs, yielding (see Appendix for the details of
the derivation).
P (z0n ; xn0 ) = P
(z0k ; xk0 )} P| (zkn+1; x{znk+1jsk+1)}
| {z

past/present
future
Z
k k
P (gk jx0 ; z0 )P (gk jsk+1; xnk+1 ; zkn+1 )
dgk
P
(
g
g
k)
|
{z
}
binding b
k

(2.8)

The relation in (2.8) and subsequent analogous expressions, are the basis for the
pra ti al algorithms proposed in Chapter 3 and is a key ontribution of this work.
It indi ates that the likelihood an be split into three terms, of whi h the rst
two depend ea h on the past/present and future, respe tively, while the third an
be viewed as a weighting fa tor that binds them together. Indeed, the third term
quanties the dependen e of the future, present and past that is introdu ed due to
the parameter pro ess fgk g and in the absen e of parametri un ertainty would be
eliminated2. The binding term admits a losed form solution sin e it involves an
integral of Gaussian densities and results in
bp (~gkjk ; G~ kjk ; g~kb jk+1; G~ bkjk+1) =

jKg jjP j exp( +P  )

~
jGkjkjjG~ bkjk+1j

(2.9a)

with
P 1 = G~ kj1k + (G~ bkjk+1) 1 Kg 1
 = G~ kj1k g~kjk + (G~ bkjk+1) 1 g~kb jk+1
= g~k+jk G~ kj1k g~kjk + (~gkb jk+1)+ (G~ bkjk+1) 1 g~kb jk+1

(2.9b)
(2.9 )
(2.9d)

where g~kjk , g~kb jk+1 are the sequen e- onditioned forward hannel estimate, the onestep ba kward hannel predi tor and G~ kjk , G~ bkjk+1 are the orresponding ovarian es.
Although the expression for bp(
) is fairly ompli ated (it involves inverse matri es
2 This

is also true for the ase of the parameter being independent for ea h time instant

16

and matrix determinants), we emphasize that it does not require any repro essing of
the observation re ord; all quantities are available from the KFs on the forward and
ba kward trees. The rst term in (2.8) is re ursively evaluated using (2.7), while
the se ond is al ulated through a similar ba kward re ursion
P (zkn+1; xnk+1 jsk+1 ) = P (zk+1jzkn+2 ; sk+1 ; xnk+1 )P (xk+1)P (zkn+2 ; xnk+2 jsk+2)
= N (zk+1 ; ykT+1g~kb +1jk+2; N0 + ykT+1G~ bk+1jk+2yk+1)
P (xk+1 )P (zkn+2; xnk+2 jsk+2)
(2.10)

The s heme suggested by (2.8),(2.9), and (2.7),(2.10) is illustrated in Fig. 2.5 and
an be des ribed as follows. Starting at time 0 a forward tree is built, in the same
way des ribed earlier, with the likelihoods al ulated using (2.7), and a per-path KF
providing the required hannel estimates. In addition, starting at time n a ba kward
tree is expanding a ording to the re ursion (2.10). The relevant hannel estimates
are provided by a per-path ba kward running KF. After k forward and n k ba kward
steps, the two trees meet ea h other. The likelihood of ea h sequen e xn0 an now
be evaluated as indi ated by (2.8). The (Nx)k+1 likelihoods orresponding to the
nodes of the forward tree are ombined with the (Nx)n k likelihoods orresponding
to the nodes of the ba kward tree (future) and weighted by the term in (2.9). The
nal soft output for a generi quantity um is the summation (or maximization) over
all terms with the same um. We refer to this stru ture as the forward/ba kward
re ursive ECC. Note that the hoi e of k, the parti ular point in time when the past
and future metri s are ombined, is
(i.e., it is not related to m).
In fa t, the two extreme values k = n and k = 0 orrespond to a single forward or
a single ba kward tree. In a pra ti al algorithm, however, the referen e point k is
hosen to be in the neighborhood of m, in order to maximize the number of relevant
sequen es ombined to produ e the soft information on um. Thus, while it may seem
redundant to store and update both a forward and a ba kward tree (i.e., it has been
shown already how to a omplish the same result with a single forward tree), it is
this form, however, that de ouples omplexity and observation length (or smoothing
depth), leading to pra ti al algorithms.
ompletely arbitrary

17

n+1
Metrics
Nx

k+1
Nx

n+1
Metrics
Nx

Binding

n+1
Metrics
Nx

n-k
Nx

Figure 2.5: Likelihood evaluation using a forward/ba kward re ursive ECC

18

2.3.1.2

Deterministi Parameter Model

We now pro eed with the se ond modeling option, where the unknown parameter
is modeled as a deterministi onstant. The development, and hen e the resulting
algorithms, is similar to that asso iated with the GM hannel, resulting in a forward/ba kward re ursive ECC. Therefore, we on entrate on the unique features of
this sub ase. We hoose to work in the log domain and develop expressions for the
sequen e metri (z0n; xn0 )  log max P (z0n; xn0 j)
n
X

jzm ymT gj2 N0 log P (xm ) =

n
X

jzm ymT g~j2 N0 log P (xm)

m=0
m=0
(2.11)
As in the ase of random parameters, a forward only re ursion an be derived and
visualized as a forward growing tree with a per-path RLS hannel estimator providing
the required quantities for the evaluation of the likelihoods (z0n; xn0 ) [ChPo95. On e
again, an algorithm with both forward and ba kward re ursions is sought in order
to formulate pra ti al algorithms. We seek an expression similar to (2.8) that splits
the likelihood al ulation in a past/present and future term (relative to zk ), together
with a possible third term that binds the former ones. The key to this derivation is
the fa t that the minimizing parameter g~ { the solution to the least squares problem
{ an be written in terms of a forward g~k and a ba kward g~kb +1 estimate, depending on
the observation z0k and zkn+1, respe tively. We will slightly generalize the expression
in (2.11) by introdu ing an exponentially de aying bilateral window relative to time
k with forgetting fa tor . This weighting provides in reased numeri al stability as
well as the ability to tra k slow parameter variations.
(z0n; xn0 ) = min
g

"k 1
X

(z0 ; x0 ) = min
g
n

(jzm ymT gj2 N0 log P (xm))k m+

m=0
jzk ykT gj2 N0 log P (xk )+
3
n
X

(jzm ymT gj2 N0 log P (xm))m

= +1

m k

k5

(2.12)

19

Leaving the proof for the Appendix, the nal result is summarized in the following
equation
(z0n; xn0 ) = (z0k ; xk0 ) + (zkn+1; sk+1; xnk+1) + bd (~gk ; P~k ; g~kb +1; P~kb+1)

(2.13)

The resemblan e of the above expression to (2.8) is obvious. This parallel is ompleted by providing the re ursions for the forward and ba kward metri s:
(z0k ; xk0 ) = (z0k 1 ; xk0 1) +

jzk ykT g~k 1j2 N0 log P (xk )
(2.14a)
T ~

 + yk Pk 1 yk
(zkn+1; sk+1; xnk+1) = (zkn+2; sk+2; xnk+2) +

jzk+1 ykT+1g~kb +2j2 N0 log P (xk+1)
T
 + yk+1P~kb+2 yk+1
(2.14b)
where g~k 1, g~kb +2, P~k 1, P~kb+2 are the forward, ba kward RLS hannel estimates and
the orresponding information matri es [Hayk96. The forward and ba kward RLS
updates are summarized in the Appendix together with the expli it expression for
the binding term bd(
). Note that when g~k = g~kb +1, the binding term bd (
) = 0. This
result is intuitively satisfying, sin e it suggests that, when the forward and ba kward
hannel estimates agree, no penalty is paid by means of in reasing the orresponding
sequen e metri . This is not pre isely true for the GM ase in (2.9). Due to the
presen e of an a-priori model for the parameter g (re e ted in Kg ), the required
onditions for the binding term to vanish are (i) the equality of the forward and the
ba kward estimates g~kjk = g~kb jk+1, (ii) the equality of the forward and the ba kward
ovarian e matri es G~ kjk = G~ bkjk+1, and (iii) the reliability of the forward and the
ba kward hannel estimates ompared to the the a-priori statisti s (e.g., the term
Kg 1 is insigni ant in evaluating (2.9)).

20

2.3.2 Sequen e-rst Combining

The spe ial form of APPp(uk ) and MSMd(uk ) allows us to obtain alternative expressions for the optimal soft outputs by realizing that we an inter hange the expe tation (or maximization) operators in (2.6a) and (2.6d), respe tively, to obtain
X

APPp(uk ) = Ef

xn
0 uk

P (z0n ; xn0 j)g = P (z0n ; uk )

MSMd (uk ) = 0 log[max

max P (z0n; xn0 j)
 x :u
n
0

2.3.2.1

(2.15a)
(2.15b)

Probabilisti Parameter Model

We begin with the derivation for the soft-output APPp(uk ) and in parti ular
APPp(tk ) for the GM hannel. A straightforward expression an be derived by
utilizing the fa t that the pro ess f(tk ; gk )g is a mixed-state Markov hain.
P (z0 ; tk ) =
n

Z
Zgk
gk

P (z0n ; tk ; gk )dgk
P (z0k 1 ; sk ; gk )P (zk jtk ; gk )P (xk )P (zkn+1jsk+1 ; gk )dgk

(2.16)

where P (z0k 1; sk ; gk ) and P (zkn+1jsk+1; gk ) an be updated by a forward and ba kward

re ursion respe tively
P (z0k ; sk+1 ; gk+1) =
P (zkn+1 jsk+1; gk ) =

X Z

tk sk+1

gk

tk+1 sk+1

P (z0k 1; sk ; gk )P (zk jtk ; gk )P (xk )P (gk+1jgk )dgk

Z
gk+1

(2.17a)

P (zk+1jtk+1 ; gk+1)P (xk+1 )P (gk+1jgk )

P (zkn+2jsk+2 ; gk+1)dgk

(2.17b)

Unfortunately, the storage requirement for the above equations is innite due to the
fa t that gk takes values in a ontinuous spa e, making it of primarily on eptual

21

value 3 . Although it is on eivable to quantize the hannel values, we will follow

another approa h. A derivation similar to (2.8) leads to
P (z0n ; tk ) = P (z0k 1 ; sk )P (zkn+1 jsk+1)
Z
P (gk jsk ; z0k 1 )P (zk jtk ; gk )P (xk )P (gk jsk+1; zkn+1 )
dgk
P ({zgk )
g
| k
}
b0p

(2.18)

(
)

The forward and ba kward re ursions for the rst two quantities are as follows:
P (z0k ; sk+1 ) =
P (zkn+1jsk+1 ) =

tk sk+1

P (z0k 1 ; sk )P (zk jtk ; z0k 1 )P (xk )

tk+1 sk+1

P (zk+1jtk+1 ; zkn+2 )P (xk+1)P (zkn+2 jsk+2)

(2.19a)
(2.19b)

Aside from the evident similarity of (2.18),(2.19) with (2.8),(2.7) and (2.10) there
are two important dieren es: (i) the re ursions des ribed here do not depend (at
least expli itly) on the entire path history, and (ii) the o-line evaluation of the third
term of (2.18) as well as the innovation terms in (2.19) is ompli ated due to the
fa t that they are mixed-Gaussian densities. Nevertheless, assuming that the latter
di ulty an be over ome, the algorithm suggested by (2.18),(2.19) is mu h simpler:
only a forward and ba kward re ursion is performed over a state trellis, followed by
a ombining (multipli ation) of the updated quantities with an appropriate weight
(third term). This pro edure is depi ted in Fig. 2.6.
On e more we emphasize that the generalized states ssk and transitions tsk an
be used with the orresponding updating equations un hanged. As a nal remark,
note that (2.18) is not the only way of splitting P (z0n ; tk ) in past, future and binding
terms; other ongurations are also possible resulting in slightly dierent forward
and ba kward re ursions as in the following
P (z0 ; tk ) = P (z0 ; tk )P (z +1jsk+1 )
n

n
k

P (gk jtk ; z0k )P (gk jsk+1; zkn+1 )

dgk
P (gk )P (tk )
gk

(2.20)

3 The re ursions in (2.17) are basi ally the well-known BCJR [BaCoJeRa74 re ursions for a
mixed-state Markov pro ess.

22

Binding

Ntn+1 metrics

Figure 2.6: Soft-metri evaluation in the ase of sequen e-rst ombining

Though su h expression is useful in deriving links with existing algorithms, our
preferen e in (2.18) is due to the symmetry of the past and future terms.
2.3.2.2

Deterministi Parameter Model

This last ase is not pursued further, the reason being that the exa t metri evaluation is umbersome to expli itly express and does not oer any signi ant insight.
Nevertheless, by utilizing the orresponden e between the expe tation and the maximization operator, meaningful suboptimal algorithms will be developed in the next
hapter based on this sub ase.

23

Chapter 3
Sub-Optimal (Pra ti al) Adaptive SISO
Algorithms
The exa t evaluation of the soft metri s developed in subse tions 2.3.1 and 2.3.2
under either modeling assumption for the unknown parameter involves likelihood
updates on a forward and ba kward tree and trellis, respe tively, assisted by perpath lters, followed by binding of the past and future metri s. In view of this
fa t, any suboptimal algorithm for the ase of parameter-rst ombining an be
interpreted as the result of applying one or more of the following simpli ations:
(i) non-exhaustive tree sear h, (ii) non-Kalman (or non-RLS) parameter estimators,
and (iii) suboptimal binding of the past and future metri s. Similarly, for the ase
of sequen e-rst ombining, any suboptimal algorithm is the result of a simplifying
assumption for the innovation terms, as well as a simpler form for the parameter
estimators and binding term in (2.18). In the following, this design spa e is partially
explored.

3.1 Parameter-rst Combining

3.1.1 Tree-sear h te hniques
Regarding the tree sear h, many options are available to prune the sequen e tree
(e.g., from the hard-de ision literature [AnMo84). Breadth-rst s hemes seem to be
the most appropriate for soft-de isions, be ause ompletion of the sequen e metri s
is required. Indeed, the fa t that breadth-rst algorithms maintain a ommon front
in the sear h pro ess fa ilitates the ombining task. One su h algorithm is the VA,

24

whi h maintains and updates { through the familiar ACS operations { a xed number of paths in su h a way that they are for ed to have dierent re ent paths. Given
that a set of paths { at the same depth { is available, an algorithm for evaluating the
MSM(
) metri , pro eeds by extending and eliminating paths in the same way as in
the hard-de ision ase [RaPoTz95, while the ompletion is performed by minimizing the orresponding transition metri s. The formulation of a pra ti al algorithm
for al ulating APP(
) involves summation of the sequen e metri s as well as tree
pruning. An algorithm that ombines these two tasks an be derived employing
either the PSP prin iple [RaPoTz95, or eqivalently, the De ision Feedba k (DF)
assumption introdu ed in [SeFi95.
The resulting algorithms, shown in Fig. 3.1, onsist of forward and ba kward re ursions similar to the ones performed in the lassi al SISO (or A-SISO in
[BeDiMoPo98). PS or ACS operations are performed for the metri updates, for
APP or MSM soft metri s respe tively. A KF (or RLS for deterministi modeling)
Observation
Trellis Based
Forward
PS/ACS

Buffer & Combiner

g~
k|k-1
Channel
Estimators

APP(t k) / MSM(t )
k

Trellis Based
Backward
PS/ACS
~
gb
k|k+1
Channel
Estimators

Figure 3.1: Trellis-based pra ti al SISO algorithm with multiple estimators

parameter estimate is kept for every trellis state and updated in a PSP [RaPoTz95
fashion. The soft outputs for xk and yk are derived from the soft output of the transition tk . The latter is omputed as the produ t (sum) of the forward metri of the
starting state sk , the transition metri of tk , the ba kward metri of the ending state
sk+1 , and the binding term orresponding to tk . At this point we emphasize on e
more that the trellis on whi h this algorithm operates is not tightly related to the
FSM trellis. Its size is a design parameter that determines the amount of pruning
in the forward and ba kward trees, and eventually, the omplexity of the algorithm.
Similarly, the de ision delay D an be hosen independently. For a FL algorithm, a
25

ba kward re ursion of depth D is performed at ea h step, while in a FI algorithm a

single forward and ba kward re ursions over the entire observation re ord su e.
3.1.2 Parameter estimate and binding term simpli ation
Any near-optimal re eiver has to sear h over as many paths as possible for a given
amount of resour es, so it is desirable to redu e the omplexity asso iated with the
metri updates and in parti ular the parameter estimates. One su h simpli ation
for the ase of deterministi parameters an be a hieved by approximating the information matri es used in RLS with Pk = (1 )IL and Pkb+1 = (1 )IL, where L
is the parameter ve tor size. The benet as seen in (3.1) is threefold: (i) the RLS
parameter update redu es to the LMS algorithm, so no matrix storage and update
is required, (ii) the forward/ba kward likelihood re ursions of (2.14a) and (2.14b)
simplify onsiderably, and (iii) a simple and meaningful expression for the binding
term bd (
) in (2.13) is obtained.

1  y(z yT g~ )
g~k = g~k 1 +
 + L(1 ) k k k k 1
(z0k ; xk0 ) = (z0k 1 ; xk0 1) +

jz yT g~ j2 N0 log P (xk )
 + L(1 ) k k k 1
(zkn+1; sk+1; xnk+1) = (zkn+2; sk+2; xnk+2) +

j
zk+1 ykT+1 g~kb +2j2 N0 log P (xk+1)
 + L(1 )

b
2
bd (~gk ; g~kb +1) =
(1 2) jjg~k g~k+1jj

(3.1a)
(3.1b)
(3.1 )
(3.1d)

The above equations provide additional insight on the role of the third term: If the
forward and ba kward parameter estimates orresponding to a parti ular sequen e
are not onsistent, a penalty is paid by means of in reasing the sequen e metri .
Furthermore, this penalty is amplied when tra king slowly hanging parameters (
lose to 1).
Regarding omplexity redu tion in the ase of probabilisti modeling, redu ed
omplexity KF is on eivable, although su h solutions are appli ation spe i [RoSi.

26

3.1.3 Interpretation of existing algorithms

By dropping the ba kward re ursion in (2.8) and (2.13), the forward-only algorithms
proposed in the literature an be derived. To a hieve the desired smoothing depth D,
the forward algorithm is developed based on the super state ssk = (tk d;


; tk 1; sk ),
where d is sele ted su h that xk D is in luded in ssk+1. This is exa tly the approa h followed in [ZhFiGe97. More pre isely, the algorithm in [ZhFiGe97 al ulates APPp(xk ) soft outputs in a FL onguration, using the T-algorithm [AnMo84
for path pruning and employing KF for parameter estimation. A similar approa h
is followed in [AnPo97, AnPo98: a forward-only re ursion is onsidered to produ e
APPd(xk ) and MSMd (xk ) soft outputs for the spe ial FL ase of the delay being
equal to the parameter ve tor size, with the VA used to prune the tree, and RLS
parameter estimation.

3.2 Sequen e-rst Combining

3.2.1 Metri simpli ation
Starting from equations (2.19), suboptimal algorithms an be derived by employing
a simplifying assumption for the innovation terms P (zk jtk ; z0k 1), P (zk+1jtk+1; zkn+2),
whi h are in reality mixed-Gaussian density fun tions. The Gaussian approximation
leads to an attra tive algorithm sin e only the state- onditioned/sequen e-averaged
forward (i.e., g~kjk 1(sk ) = E (gk jsk ; z0k 1)) and ba kward parameter one-step predi tions together with the orresponding ovarian es need to be maintained and
updated. Note that these estimates are only partially onditioned on the data sequen e through the state sk (or more generally the super-state ssk ). Re ursive update
equations for these Partially Conditioned (PC) parameter estimates, rst derived in
[IlShGi94, are very similar to the KF re ursions (see Appendix), thus we use the
name PCKF. Furthermore, in the limiting ase when the super-state represents the
entire sequen e, the innovation terms be ome pre isely Gaussian and the PCKF be ome the sequen e- onditioned KF; this is the exa t s enario of the parameter-rst
ombining in the GM ase.
Under the Gaussian assumption, the binding term in (2.18) an be evaluated
o-line as well, resulting in a fun tion similar to bp (
) (see Appendix for details).

27

3.2.2 Further parameter estimator simpli ation

In addition to the Gaussian approximation, a further simpli ation o urs under
the assumption that the onditional means and ovarian es of the parameter are not
fun tions of the states
E (gk jsk ; z0k 1 )  E (gk jz0k 1 ) = g^kjk 1

(3.2)

This approximation { if valid { results in a desirable solution, sin e only a single

forward and a single ba kward global estimator (averaged over the sequen e) needs
to be maintained and updated. Assuming that a probabilisti des ription is available
for the transitions tk (P 0(tk )), a re ursion an be derived for g^kjk 1. The re ursion
equations, summarized in the Appendix, losely resemble those of the KF. The
intuitive justi ation of this algorithm is that sin e a probabilisti des ription of tk
{ and onsequently yk { exists, an average y^k = Pt yk P 0(tk ) an be used in pla e
of yk in the KF re ursions, thus resulting in what we refer to as an Average KF
(AKF). The appli ation of the AKF single-estimator idea is inhibited sin e (i) the
independen e assumption is not valid and (ii) an a urate P 0(tk ) an only be derived
from the observation z0k and is therefore tightly oupled with the estimation pro ess.
Both (i) and (ii) are alleviated by introdu ing a delayed (advan ed) by d parameter
estimate to evaluate the forward (ba kward) transition metri at time k, sin e by
in reasing the de ision delay d, the a ura y of the approximation
k

E (gk djsk ; z0k

1 )  E (g

k d

jz0k

1 ) = g^

k dk d

(3.3)

is improved. The resulting algorithm, that utilizes a d-lag (d-advan ed) soft-de isiondire ted forward (ba kward) AKF, is depi ted in Fig. 3.2, and pro eeds as follows.
The forward metri s at time k are updated as in (2.19) using the d-delayed parameter
estimate g^k djk d 1. Starting at time k a d-step non-adaptive ba kward re ursion is
performed, at the end of whi h, a smoothed soft metri P (tk djz0k ) is obtained. The
latter is now used in the AKF to update g^k djk d 1. A similar one-step ba kward/dstep forward re ursion is required for the update of the ba kward quantities.
Finally, by exploiting the orresponden e between the expe tation and maximization operator, a suboptimal algorithm an be derived for the rightmost leaf of
28

Observation
Trellis Based
Forward
PS/ACS

Buffer & Combiner

Trellis Based
Backward
PS/ACS

^g
k-d|k-d-1
z-d
Channel
Estimator

^g b
k+d|k+d+1
APP p (t k) / MSM d (t k)

zd
Channel
Estimator

d delayed/advanced hard/soft tentative decisions

Figure 3.2: Trellis-based pra ti al SISO algorithm with a single estimator

the tree in Fig. 2.2. This algorithm has a similar stru ture with the one des ribed
in the previous paragraph. Forward (ba kward) ACS operations are performed on
the state trellis, aided by a single d-lag (d-advan ed) hard-de ision-dire ted forward
(ba kward) RLS or LMS parameter estimation.
3.2.3 Interpretation of existing algorithms
Starting from the adaptive SISO employing per-state PCKF, and by dropping the
ba kward re ursion, the algorithm des ribed in [IlShGi94 is produ ed as a spe ial
ase. Although the latter was not intended to provide soft de isions, the metri
updates and parameter re ursions (in the form of the PCKF) are pre isely those
developed therein.
The SISO algorithm des ribed in [BaCu98 an be regarded as a spe ial ase
of the single-estimator (AKF) adaptive SISO presented earlier. Indeed, the latter
is a FL, forward only version, operating on the super-trellis ssk = tk 1 with d =
0. Although the zero tentative de ision delay eliminates the need for additional
ba kward re ursions, it seriously ompromises the a ura y of the approximation in
(3.3), motivating the non-zero delay d proposed herein.
Similarly, the xed omplexity algorithm resulting from the rightmost leaf of the
design tree in Fig. 2.2 an be regarded as a forward/ba kward extension to the CAMLSD re eiver [Koba71, MaPr73, Unge74. The latter is a modi ation to the VA,
that uses a d-delayed, hard-de ision dire ted, single external parameter estimate to
update the metri s.

29

Chapter 4
TCM in Interleaved Frequen y-Sele tive Fading
Channels
In this Chapter we onsider a typi al TDMA ellular transmission system onsisting
of a memoryless sour e that feeds a rate R onvolutional ode. The trellis- oded
symbols un are interleaved using a size J  K blo k interleaver, mapped into a size
Nu onstellation, pulse-shaped, transmitted through a frequen y sele tive fading
hannel, and are observed in white noise. At the re eiver the waveform is mat hltered with the known pulse shape and sampled at the symbol rate. Although
it is understood that optimal pre-pro essing involves fra tionally spa ed sampling,
this issue will not be addressed (refer to [ChPo95 for a treatment of this topi );
rather, we use a simplied symbol-spa ed model to illustrate the on epts with a
manageable amount of simulation eort. The equivalent dis rete-time model for the
above s enario onsists of the onvolution of the oded symbols with an (L + 1)-tap
FIR, time varying hannel:
q

zk = Es

L
X

=0

gk;nuk

+ nk

(4.1)

where Es is the symbol energy, gk;n is the nth tap of the hannel at time k, uk is the
oded symbol and nk is a white omplex Gaussian noise with E fjnk j2g = N0. The
sour e symbols and the hannel taps are normalized to unit energy.
Under the wide sense stationary, un orrelated s atter (WSSUS) model [Bell63
for the frequen y sele tive fading, and the two-dimensional isotropi s attering model
30

[Clar68 for the hannel dynami s, the se ond-order statisti s of the symbol-sampled,
lowpass equivalent fading pro ess an be expressed as
 g = J (2 l) (m)
E fgk+l;n+mgk;n
0
d

(4.2)

where d = fd Ts is the normalized Doppler spread of the hannel and (
) is the
Krone ker delta. Regarding the interleaver design, the depth is hosen su h that
su essive oded symbols, whi h are a tually transmitted J symbols apart, experien e approximately independent fading, while the width of the interleaver K is
hosen to separate any LD +1 su essive symbols as far as possible, where LD is the
de oding depth of the ode. These design onstraints are met with J > 1=(2d) and
>
K
7L [Stub96.

4.1 Re eiver Stru tures

The s heme des ribed above an be modeled as a serial on atenation of two FSMs
{ the outer TCM en oder and the inner ISI hannel { through the interleaver. In
[AnCh97, three re eiver types were identied for the ase of perfe t CSI. They in luded the traditional hard-de ision Viterbi Equalizer1 (VE) followed by a Viterbi
De oder (VD), as well as the more sophisti ated iterative stru ture shown in Fig. 1.2.
An adaptive re eiver an be derived in a straightforward way from the non-adaptive
version, by repla ing the inner dete tor (i.e., the equalizer) with its adaptive equivalent, while leaving the outer dete tor (i.e., the de oder) inta t. In the more traditional hard-de ision s heme, the VE is repla ed by either a CA-MLSD VE [Koba71,
MaPr73, Unge74, or a PSP-based VE [LiLiPr92, KuMuFu94, Sesh94, RaPoTz95,
while in a soft-de ision iterative re eiver, one of the adaptive SISOs proposed in
Chapter 3 is used in pla e of the inner SISO. An additional distin tion of the adaptive iterative re eiver from the non-adaptive version proposed in [BeDiMoPo98 and
depi ted in Fig. 1.2, is that the on ept of having a separate demodulator, SOMAP
(whi h is the
of the mapping from uk to the noiseless hannel output),
soft inverse

1 The

term \equalizer" is only used to signify that the parti ular VA is asso iated with the inner
FSM, i.e., the ISI hannel. We emphasize that this does not imply that linear or de ision feedba k
equalization is taking pla e.

31

and SISO is not appli able; all three blo ks need to be in orporated within the inner
adaptive SISO. This is true be ause the a-priori soft information on the output symbols of the inner FSM annot be evaluated, unless a parameter estimate is available.
For example, in the ase of deterministi parameter model, the transition metri
for the forward re ursion orresponding to the inner FSM transition tk , is given by
(2.14a)

jzk ykT h~ k 1j2 N0 log P (uk )
(4.3)
T ~
 + yk Pk 1 yk
where yk = pEs[uk ; : : : ; uk LT is the signal orresponding to the transition tk , and
h~ k 1 = [h~ 0 ; : : : ; h~ L T is the hannel estimate orresponding to the starting state of tk .
The hannel estimate is only generated internally in the inner adaptive SISO, thus
making the merging of the above three blo ks ne essary. The iterative pro edure
is initiated by a tivating the inner adaptive SISO, assuming no a-priori information
about the orresponding input symbols uk , while the a-priori information about the
output symbols is dire tly omputed from the observation, as dis ussed above. After
pro essing the observation re ord, soft-output metri s, are produ ed for the symbols
uk . The soft metri s ex hanged have the form of extrinsi information, whi h result
from normalizing the soft metri s dened in (2.6), by the orresponding a-priori
information. These are deinterleaved and passed to the outer SISO whi h generates
soft-outputs for both the sour e symbols xk and the oded symbols uk . The latter an
now be fedba k to the inner adaptive-SISO and utilized as new a-priori information,
resulting in an iterative equalization/de oding s heme [AnCh97, PiDiGl97 whi h
terminates as soon as mature de isions are available for the sour e symbols xk .
Note that the iterative pro edure results in an impli it parameter re-estimation as
well. Indeed, the new a-priori information on the input symbols results in dierent
transition metri s in the inner adaptive SISO, thus the orresponding parameter
update equations are ae ted. This is learly suggested in (2.7),(2.14a) and (2.19a)
for the forward re ursions.
Although there are many possible adaptive SISOs arising from the previously
derived framework, we summarize the detailed operation of the algorithms in the
Appendix. We utilize trellis-based algorithms and des ribe multiple and single estimator adaptive SISOs separately. Within these lasses, algorithms are dened by
the type of soft information (i.e., APP, MSM), the type of parameter estimation
32

(e.g., KF, RLS, LMS, AKF, PCKF), and the type of binding. More spe i ally,
several notes on the details of the implementation follow:

 APP algorithms operating in the log domain, result in a small omplexity

in rease ompared to MSM as reported in [BeDiMoPo98. Indeed, all APP
algorithms an be onstru ted from their MSM ounterparts by repla ing the
min(x; y) fun tion in the ACS operation by min(x; y) log(1 + exp( jx
y j)). The latter an be e iently implemented with a single-entry lookup
table and 3-bit quantization resulting in no notable performan e degradation
[BeDiMoPo98.
 Trellis-based multiple-estimator stru tures store and update one estimator per
state with zero delay, while single-estimator s hemes require d ba kward steps {
for every forward step { to provide reliable tentative soft or hard data estimates
to update their single estimator.
 Regarding the parti ular hannel estimator used, the omplexity in reases in
the order LMS, RLS, KF, AKF, PCKF, with the KF and the AKF having
almost equal omplexity.
 Optimal binding is, in general, a ostly operation as shown in (2.9), (A.8)
and (A.12), while the suboptimal binding proposed in (3.1d) results in a small
in rease in the adaptive SISO omplexity.
 Forward-only algorithms have signi antly lower requirements in omputation and memory than forward/ba kward algorithms with the same number of
states, sin e they do not require the additional ba kward re ursion and binding. As was dis ussed, however, the exponential dependen e of omplexity
and smoothing depth D is expe ted to give rise to mu h higher overall requirements for forward-only algorithms, if the performan e of forward/ba kward
algorithms is to be obtained.
 The trade-os between FI and FL s hemes, namely omplexity vs. memory,
are qualitatively the same as in the non-adaptive SISOs. The dieren es are
amplied, however, due to the fa t that hannel related parameters need to be
33

stored and updated in the adaptive SISOs, whereas only the forward/ba kward
metri s are stored and updated in the perfe t CSI ase.

4.2 Numeri al Results and Dis ussion

Simulations were run for a transmission s heme omparable to GSM [Stee92. The
onvolutionally en oded sequen e is interleaved using a 57  30 blo k interleaver.
Ea h interleaver olumn is formatted into a TDMA burst together with a training sequen e, equally split in 13 leading and 13 trailing symbols. Ea h burst is modulated
and sent over a 3-tap equal power Rayleigh fading hannel with normalized Doppler
spread d = 0:005. Although the de orrelation time of su h a hannel is mu h larger
than 57 symbols, for the purpose of simulation e ien y, a smaller interleaver depth
is used in onjun tion with the assumption of burst-to-burst independent hannel.
The basi parameters of the three simulated systems are summarized in Table 4.1.
Table 4.1: Summary of System Parameters
Signaling R Constraint Length Channel length
S1 QPSK
1/2
5
3
S2 8PSK
2/3
6
3
S3 QPSK un oded
3
Regarding the naming of the presented algorithms, ea h algorithm is identied
by a four-part label, ea h part of whi h denoting

 the type of the soft de ision (i.e. APP or MSM),

 the multipli ity of the hannel estimators (i.e. SING or MULT),
 the parti ular hannel estimator used (i.e. KF, RLS, LMS, AKF)
 the binding method (i.e. Optimal, Suboptimal or No Binding).
Figure 4.1 presents performan e urves for system S1, des ribed in Table 4.1, employing the iterative re eiver des ribed in the previous se tion with dierent adaptive SISOs for the inner equalizer. BER urves for the rst and fth iteration are
shown; no signi ant improvement was observed for more than ve iterations. For
34

10

-1

10

-2

BER

10

-3

10

-4

10

Perfect CSI
MSM-MULT-KF-OB
MSM-MULT-LMS-SB

-5

10

APP-SING-AKF-OB (d=3)
MSM-SING-LMS-SB (d=3)

1st Iteration
5th Iteration

MSM-MULT-LMS-NB

-6

10

10

12

14

16

Eb/No

Figure 4.1: BER vs. Eb=N0 for system S1 and various ongurations for the adaptive
inner SISO

35

the adaptive SISOs employing KF or AKF, the hannel estimators were obtained
by approximating the Clarke spe trum [Clar68 with a rst order model having
10dB-bandwidth equal to d . Comparing the two urves orresponding to MSMMULT-LMS, a loss of 2 dB (1 dB) is observed for the 5th (1st) iteration when no
binding is performed. This out ome learly indi ates the signi ant pra ti al { aside
from the on eptual { value of the binding term. The omparison between MSMMULT-LMS-SB and MSM-MULT-KF-OB shows that LMS hannel estimation with
suboptimal binding is nearly as good as the KF with optimal { and omputationally
expensive { binding. In the rst iteration the latter performs slightly better (by
0.7 dB at BER=10 3), while in the fth iteration no notable dieren e is observed.
Multiple-estimator s hemes are shown to be 2 to 4 dB better than single-estimator
ounterparts in the rst iteration, while this gain is de reased to 0.5 to 2 dB after
the fth iteration as an be observed from the omparison of MSM-MULT-LMS-SB
and MSM-MULT-KF-OB with MSM-SING-LMS-SB or APP-SING-AKF-OB. Note
that the optimal value for the tentative delay was found to be d = 3 for both SING
estimators. The best adaptive SISO a hieves performan e that is just 1 dB away
from that of perfe t CSI. Regarding the iteration gain, as mu h as 6 to 7 dB an be
gained using 5 iterations for both single or multiple estimator SISOs. This result
is the dire t antithesis with the perfe t CSI ase, where an iteration gain of only 1
dB does not even justify the need for iterative dete tion. Finally, simulation results
that are not shown here onrm the negligible dieren e between APP and MSM
algorithms for these operational SNRs, a fa t whi h was noted in [AnCh97, AnCh98
for the ase of CSI as well.
In Fig. 4.2, the performan e of MSM-MULT-LMS-SB of Fig. 4.1 is ompared
with that of the orresponding re eiver employing a forward-only adaptive SISO (as
the one in [ZhFiGe97) with de ision delays D = 3; 4 and 5 symbols. Other than
the dierent inner adaptive SISOs, all other omponents of the ompared re eivers
are identi al. As expe ted, performan e is improved by in reasing the smoothing
depth D, but gives rise to exponential omplexity growth. The omparison with
the proposed SISO shows that even with a high omplexity forward-only algorithm
(D = 5 orresponds to a 1024-state trellis) a performan e gain of 1 to 1.5 dB an
be a hieved with the FI adaptive SISO with only a fra tion of the omplexity (a
forward and a ba kward re ursion on a 16-state trellis is required).
36

10

-1

10

-2

BER

10

-3

10

1st Iteration
5th Iteration

-4

10

Perfect CSI
MSM-MULT-LMS-SB
Forward only (d=3)
Forward only (d=4)
Forwrda only (d=5)

-5

10

-6

10

10

12

Eb/No

Figure 4.2: Comparison between Forward/Ba kward and Forward-only inner adaptive SISOs for system S1, for various values of the de ision lag D

37

Similar performan e urves are reprodu ed in Fig. 4.3 for system S2 onsisting
of a rate 2/3, 32-state 8PSK TCM ode over the same hannel as in the previous
simulation. The presense of the denser 8PSK onstellation produ es quantitatively
0

10

-1

10

-2

BER

10

-3

10

-4

10

Perfect CSI
MSM-MULT-KF-OB
MSM-MULT-LMS-SB
APP-SING-AKF-OB (d=3)
MSM-SING-LMS-SB (d=3)
MSM-MULT-LMS-NB

-5

10

1st Iteration
5th Iteration
-6

10

10

15

20

Eb/No

Figure 4.3: BER vs. Eb=N0 for system S2 and various ongurations for the adaptive
inner SISO
dierent performan e urves: Single-estimator s hemes rea h an error oor at BER
values greater than 10 2, regardless of the hannel estimator used (i.e., LMS or
AKF). Multiple estimator algorithms using either KF and OB or LMS and SB
perform almost identi ally at BERs smaller than 10 2. Both of these adaptive
algorithms yield mu h worse performan e ompared to perfe t CSI (the loss is on
the order of 5 dB for the fth iteration for the best adaptive SISO at BER of 10 3,
while is redu ed to approximately 3 dB for a BER of 10 5).
Coded modulation te hniques have been onsidered as a method to provide improved performan e (i.e., oding gain) with the only ost being in reased re eiver
38

 omplexity (i.e., no bandwidth expansion). The design trade-os for this frequen ysele tive hannel are more omplex than those for an ideal AWGN hannel. In
[AnCh98, those trade-os were studied under the perfe t CSI assumption. Figure 4.4 presents a omparison between systems S2 (un oded QPSK) and S3 (8PSKTCM), both having the same throughput and o upying the same bandwidth. In
0

10

-1

10

-2

BER

10

-3

10

-4

10

Perfect CSI
Adaptive

Uncoded QPSK

-5

10

TCM 8PSK (Hard)

1st Iteration
5th Iteration

TCM 8PSK (Soft)

-6

10

10

15
Eb/No

20

25

30

Figure 4.4: BER vs. Eb =N0 for systems S2 and S3 employing hard-de ision and
soft-de ision de oding
the AWGN hannel S2 provides a 4.6 dB gain over the un oded system. Similar
to [AnCh97, AnCh98 on lusions are obtained for the ase of perfe t CSI: Coding
gain without bandwidth expansion is not possible using hard-de ision re eivers. The
utilization of soft-de ision re eivers results in 4 dB oding gain at a BER of 10 3
for the rst iteration. Additional iterations slightly improve the performan e, resulting in 5.5 dB gain at the fth iteration. When perfe t CSI is not available, and
adaptive pro essing is performed, the hard-de ision PSP re eiver still annot provide
39

any performan e improvement over the un oded system. Furthermore, the adaptive
soft-de ision algorithms, provides a poor oding gain when only a single iteration
is performed (i.e., 3.5 dB). On the other hand, the use of iterative soft-de ision
adaptive pro essing results in a gain of approximately 13 dB.

4.3 Fa tors Impa ting Performan e

The on lusions drawn in the previous se tion are tightly oupled with the parti ular
hannel onditions and system onguration. These on lusions an be signi antly
altered when dierent operating onditions are onsidered. One hannel hara teristi , that has a signi ant ee t on re eiver design, is the level of dynami s. While
high dynami s were onsidered here, in the ase of low dynami s, the need for adaptive pro essing is questionable; an initial hannel estimate may su e for use in
onjun tion with a non-adaptive iterative dete tor. Similar on lusions have been
drawn for adaptive hard-de ision algorithms [Tzou93.
The signaling format and in parti ular the onguration of the training sequen e
is another system hara teristi that has a great impa t on re eiver design. When
only a leading training sequen e is available the adaptive SISOs have to be modied. The forward hannel estimates are still initialized as before, while for the
ba kward estimates several options an be onsidered: (i) blind startup, (ii) startup
with the initial forward estimate (possibly predi ted forward in time using any available hannel statisti s), or (iii) initialization with the most re ent forward estimate.
Although the rst method is the one suggested by the theory, it implies that the
adaptive SISO will operate in the a quisition mode, instead of the tra king mode,
in the ba kward re ursion. This is an undesirable situation, resulting in signi ant
performan e degradation. Similar remarks (in parti ular (i) and (iii)) hold regarding
the modi ation of a FI towards a FL adaptive SISO. In this ase, however, a forward matrix re ursion an ee tively substitute the ba kward re ursion [LiVuSa95,
thus alleviating the need for ba kward parameter initialization.
Regarding tra king vs. a quisition operating mode, a relevant measure is the
produ t of the payload size with the normalized Doppler spread of the hannel
P = J  d ; the smaller the value of P , the lower the probability of loosing lo k.
For systems operating with small P values, and utilizing leading/trailing training, a
40

low omplexity non-adaptive SISO algorithm an be utilized. The hannel estimates

are derived by linear interpolation between the initial and nal hannel estimates.
In Fig. 4.5 the performan e of this s heme is ompared with that of MSM-MULTLMS-SB for system S1. It is shown that the interpolator based non-adaptive SISO
0

10

-1

10

-2

BER

10

-3

10

-4

10

Perfect CSI (57)

MSM-MULT-LMS-SB (57)
INTERPOLATOR (57)
MSM-MULT-LMS-SB (120)
INTERPOLATOR (120)

-5

10

-6

10

10

15

Eb/No

Figure 4.5: BER vs. Eb =N0 for the re eiver employing adaptive and non-adaptive
(using interpolated hannel estimates) inner SISOs for dierent payload sizes
operates with 1 dB degradation ompared to MSM-MULT-LMS-SB for a BER of
10 3. Unfortunately, su h high-performan e/low- omplexity adaptive SISO is not
feasible when either a trailing training sequen e is unavailable or when the value
of P is in reased. The latter is demonstrated in Fig. 4.5, where the doubling of
payload size results in atastrophi performan e for the interpolator based SISO.

41

Chapter 5
Con atenated Convolutional Codes with Carrier
Phase Tra king
5.1 SCCC with Carrier Phase Tra king
SCCCs were introdu ed in [BeMoDiPo98 as an alternative to the original turbo
odes, whi h were PCCCs [BeGlTh93. The sequen e of sour e bits bn is partitioned
into blo ks and onvolutionally en oded using a rate Ro outer CC, produ ing N
oded symbols un. These symbols are fed to an inner CC of rate Ri through a
pseudorandom symbol interleaver1 of length N . The output symbols are mapped
onto a onstellation of size Q, resulting in an overall ode rate of R = Ro Ri log2 Q
(bits per hannel use). The omplex symbols qk are transmitted to an AWGN
hannel, whi h introdu es phase oset k as well.
q

zk = Es qk ejk + nk

(5.1)

where nk is white omplex Gaussian noise with E fjnk j2g = N0, Es is the symbol
energy, and the symbols qk are normalized to unit energy.
The ee tiveness of the adaptive iterative dete tion algorithm an be assessed
by a number of fa tors. For example, loss of lo k probability, tra king bandwidth
and BER in the tra king mode are all relevant performan e measures. Initial experiments suggested that y le slipping was a major performan e limiting fa tor. This is
1 In

[BeDiMoPo98 it was shown that bit interleaving yields better performan e with a slightly
more ompli ated de oder stru ture.

42

be ause the operating SNR is very low and the blo k length (interleaver size) is large.
Thus, we onsider the insertion of pilot symbols. In parti ular, Nt pilot symbols are
inserted in the transmitted sequen e for every Nd oded symbols. The energy lost
in the redundant pilot symbols is a ounted for by lowering the transmitted symbol
energy as
Nd
E
(5.2)
Es = RRt Eb = Ro Ri log2 Q
Nd + Nt b
where Eb is the energy per information bit. In the development of advan ed adaptive
re eivers for this system, it is desirable to view the pilot symbols as part of the inner
ode by introdu ing a time-varying mapping fun tion. More pre isely, referring to
the inner FSM, the mapping fun tion f () of (2.5) is dened as follows: For ea h
time k, that is not a multiple of Nd + Nt , the regular mapping of the oded symbols
to the Q-ary omplex onstellation is used. When k is a multiple of Nd + Nt , the
orresponding Q-ary symbol is transmitted together with Nt known pilot symbols.
5.1.1 Re eivers
The stru ture of a SCCC is one of a serial on atenation of two FSMs through an
interleaver and therefore it permits the iterative re eiver shown in Fig. 1.2 for the
ase of perfe t CSI. A simple adaptive de oder, shown in Fig 5.1, is derived based on
the idea introdu ed in [LuWi98 for PCCCs. It onsists of a single de ision-dire ted
Outer

FSM

Inner
FSM
Mapper

exp(j )
noise

SOMAP
Outer
SISO

-1

Inner

SISO

DecisionDirected PLL

Derotated Observation

Figure 5.1: Adaptive iterative dete tor for SCCC with single external PLL and
standard, non-adaptive iterative de oder
Phase-Lo ked Loop (PLL) whi h uses de isions on the raw output symbols qk , as
43

well as the pilot symbols, to obtain a phase estimate and onsequently derotate
the observation. A standard iterative de oder is then employed on the derotated
observation { after dis arding the pilot symbols { to produ e nal de isions on the
sour e bits. Note that, in su h a segregated system the hannel estimator (PLL)
does not use any information on the stru ture of the output sequen e fqk g due to
the underlying ode and is run only on e prior to the initial iteration.
The main obsta le in deriving a more sophisti ated re eiver by means of repla ing
the inner SISO with its adaptive ounterpart, is that the observation is not a linear
fun tion of the unknown parameter . There are at least two ways to ir umvent
this di ulty. One approa h is to modify the observation equation to obtain a linear
model as in
q
(5.3)
zk = Es qk gk + nk
where gk is a omplex amplitude parameter pro ess having either a sto hasti or a
deterministi des ription. With this modi ation, instead of estimating the physi al parameter , the omplex amplitude gk is estimated. Another approa h is to
maintain the nonlinear observation equation and repla e the hannel estimators in
the adaptive SISOs by some non-linear estimator. For example, an Extended KF
(EKF) or a PLL an be used, for a sto hasti or deterministi parameter model,
respe tively.
In the following, the latter approa h is onsidereded. Regarding the hannel
estimator, a simple rst order PLL is used in pla e of the RLS (or LMS) algorithm
~k+1 = ~k + =fzk qk e j ~k g

(5.4)

having noise equivalent bandwidth (normalized to the symbol time) Beq = =(4 2),
The binding term bd (
) is approximated by
bd (~k ; ~kb ) =

1  jej~
(2 )

ej ~k j2
b

(5.5)

This approximation is based on (3.1d) by substituting  by 1  and interpreting

ej as a single hannel tap gk .
k

44

5.1.2 Numeri al Results

The SCCC system presented in [BeDiMoPo98 is simulated in this se tion. It onsists
of an outer 4-state, rate 1/2 RSC onne ted through a length N = 16384 symbol
pseudo-random interleaver to an inner 4-state, rate 2/3 RSC. The orresponding
generator matri es are given by
Go (D ) =

1+D2
1+D+D2

1 0
Gi (D) = 4
0 1

1+D2
1+D+D2 5
1+D
1+D+D2

The output symbols are mapped to an 8PSK onstellation with Gray en oding,
resulting in an overall ode rate R = 1=2  2=3  log2 8 = 1. The phase pro ess is
modeled as a random walk as in [AnMeVi94
k = k 1 + k

(5.6)

where k is a Gaussian in rement of zero mean and varian e 2 . Only APP-type
SISOs are onsidered here sin e the SNR loss of 0.5 dB to 0.7 dB experien ed by
the MSM-type algorithms [BeMoDiPo98 is ru ial in this appli ation. In addition,
as mentioned in the previous se tion, only deterministi modeling is onsidered for
the unknown parameter. In view of these fa ts, the re eivers onsisting of the inner
adaptive SISOs des ribed in Chapter 3 will be labeled as SING/MULT-SB/NB,
orresponding to single or multiple PLLs and suboptimal binding of (5.5), or no
binding respe tively, while the baseline algorithm onsisting of a single external
PLL operating on the raw 8PSK symbols will be labeled EXT (i.e., external PLL).
In all simulations presented here, the initial and nal phase estimates are assumed
ideal. Consequently, for a fair omparison between the External PLL re eiver and
the proposed re eiver stru tures, a forward PLL starting at the beginning of the
blo k is used to derotate the rst half of the observation, while a ba kward PLL
starting at the end of the blo k is used for the se ond half of the observation. With
su h a s heme, the knowledge of both the initial and the nal phase is utilized
by the External PLL re eiver. Note that interpolation between phase estimates
obtained using the Nd-separated pilot symbols was found to perform poorly under
all operational s enarion of interest presented.
45

In Fig. 5.2 the BER is plotted versus the loop bandwidth Beq for the ase of the
true phase pro ess being stati ( = 0). A large value of Beq suggests the ability to

No Training
-1

10

-2

10

BER

(32,256) training
-3

10

Eb/No = 1 dB
Eb/No = 1.5 dB
Eb/No = 2.0 dB

-4

10

-5

10

EXT
MULT-SB
-6

10

10

-3

10

-2

10

-1

Beq

Figure 5.2: BER vs. loop bandwidth for the SCCC with stati phase. Curves
orresponding to Trained and Non-trained systems are shown. In ea h ase, urves
for three Eb =N0 values are presented. Re eivers employing External PLL, as well as
inner adaptive SISOs are onsidered.
tra k larger phase dynami s. The omparison of EXT and MULT-SB urves leads to
dierent on lusions depending on the bandwidth range: In the low loop-bandwidth
range (Beq  10 3) the two re eivers perform almost identi ally, approa hing the
perfe t CSI performan e, thus the External PLL re eiver su es. For medium and
high loop-bandwidth (Beq > 10 3) a lear advantage of the MULT-SB adaptive
SISO an be observed over the EXT re eiver. In parti ular, the simulations show
that with the proposed algorithm the PLL bandwidth an be in reased two to three
times.
46

Regarding the omparison between trained and non-trained systems, the basi
trade-o is ontrolled by the parameter Nt (for xed Nd): by in reasing Nt , better
tra king is possible, while the symbol energy Es is redu ed as re e ted in (5.2). In
the one extreme, no training is introdu ed (Nt = 0), resulting in high probability
of y le slipping at moderate phase dynami s. In the other extreme (Rt < 1),
the SNR loss nullies any performan e gain due to the improved phase estimate.
Two pra ti al ases are shown in Fig. 5.2: no training and (Nt ; Nd) = (32; 256)
training. At low Eb =N0 (i.e. 1 dB) the non-trained system is superior sin e training
introdu es an energy loss of 10 log10 Rt = 0:51 dB, redu ing the ee tive Es=N0
to 1 0:51 = 0:49 dB, whi h results in poor performan e even in the oherent
ase. At medium Eb=N0 (i.e., 1.5 dB) the trade-o is reversed, generating a two- to
three-fold advantage of the trained system over the untrained one in terms of Beq .
This behavior is attributed to the fa t that the former system is able to maintain
phase lo k for wider loop bandwidths. Finally, at large Eb =N0 values (i.e., 2 dB),
the superiority of the trained system is even more evident, giving rise to as mu h
as ve to seven times in rease in Beq , and a hieving even lower BER. The above
omparisons raise the issue of proper sele tion of the system parameter (Nt ; Nd).
Our design pro edure is initiated by setting a target BER and Beq region. A sear h
pro edure is then followed, in the pro ess of whi h, Eb =N0 and Nt are gradually
in reased until the target (BER,Beq ) pair is rea hed. Regarding the sele tion of Nd ,
it should be smaller than the average time-to-slip or else the performan e will be
dominated by y le slips.
Figure 5.3 shows a omparison of the SCCC system with the industry standard rate 1/2, onstrained length 7 CC, in the more realisti s enario that in ludes phase dynami s. The CC output is mapped on a QPSK alphabet resulting in a rate R = 1 (bits per hannel use) ode (no pilot symbols are used).
MLSD with the aid of a VA is performed in the oherent ase, while two adaptive re eiver stru tures are onsidered. The rst is the Conventional AdaptiveMLSD (CA-MLSD) re eiver of [Koba71, MaPr73, Unge74, onsisting of a single
PLL driven by delayed tentative de isions from the VA, and the se ond is a PSPbased [LiLiPr92, KuMuFu94, Sesh94, RaPoTz95 re eiver onsisting of a VA with
128 PLLs driven with zero-delay de isions. The SCCC re eivers onsidered are the
EXT, MULT-SB, SING-SB, and SING-NB. Simulations were run for  = 2o and
47

CC
Perfect CSI
PSP
CA-MLSD

-1

10

-2

10

BER

SCCC
Perfect CSI
EXT
MULT-SB
SING-SB
SING-NB

-3

10

-4

10

-5

10

-6

10

Eb/No

Figure 5.3: BER vs. Eb=N0 for SCCC with phase dynami s and various inner adaptive SISO ongurations (the optimal performan e for SING re eivers was a hieved
for d = 0). For omparison, the performan e of CC with adaptive hard-de ision
dete tion is presented

48

was optimized for ea h Eb =N0 value. Examining the CC performan e urves,

the following observations an be made. With perfe t CSI, BER of 10 5 is a hieved
at Eb=N0 = 3:75 dB. The PSP-based re eiver operates at this BER with a loss of 0.4
dB, while the the CA-MLSD re eiver performs poorly resulting in a BER of 10 2 at
4 dB.
The design pro edure outlined in the previous paragraphs was followed for the
sele tion of Nt for the SCCC ase. Simulation trials not shown here suggested that
a reasonable pair is (Nt; Nd ) = (16; 256) for a target BER of 10 5 and the mentioned
phase dynami s. Observing the SCCC urves in Fig. 5.3 we on lude that MULTSB and SING-SB (d=0) perform identi ally (0.5 dB away from the oherent ase),
whi h may be attributed to the fa t that the former orresponds to an FSM of only
4 states. Therefore, there is no notable gain by using four PLLs instead of one PLL.
This is to be ontrasted with the 128-state CC ase, where a large dieren e between
the CA-MLSD and PSP-based de oders is observed.
The omparison of the CC and SCCC urves learly illustrates the importan e
of adaptive SISOs. Under perfe t CSI, the SCCC performs with a 2.6 dB gain over
the standard CC. This gain vanishes when a PSP based MLSD re eiver is used to
de ode CC and the EXT re eiver is used for SCCC. By utilizing the more advan ed
adaptive SISOs, together with pilot symbols, the orresponding gain is in reased to
3 dB. No binding results in a loss of 0.25 dB.
Beq

5.2 PCCC with Carrier Phase Tra king

In a PCCC [BeGlTh93, a length N blo k of the original sequen e fbk g is en oded
by a rate R1 CC, while an interleaved version of the input sequen e is en oded by
(2)
a se ond CC of rate R2, giving rise to the oded symbols u(1)
k and uk , respe tively.
(2)
The output symbols u(1)
k and uk are then mapped { after possible pun turing {
to the symbols qk and transmitted over an AWGN hannel whi h introdu es phase
un ertainty, modeled exa tly as in the ase of SCCCs. For reasons that will be lear
in the next subse tion, the observation equation is written as
q

(2) jk + n = E q ejk + n

zk = Es mk (u(1)
k
s k
k
k ; uk )e

(5.7)
49

(2)
where the time-varying mapping qk = mk (u(1)
k ; uk ) is expli itly shown. Pilot symbols are inserted in the transmitted sequen e in the same manner des ribed for
SCCCs.

5.2.1 Re eivers
Sin e PCCCs an be modeled as parallel on atenated FSMs, the iterative de oder
shown in Fig. 1.1 an be applied when perfe t CSI is present. The adaptive re eiver
proposed in [LuWi98, onsisting of an external de ision-dire ted PLL operating on
the raw symbols qk , followed by a non-adaptive turbo de oder is a potential solution
when knowledge of the phase oset is not available at the re eiver. As in the ase of
SCCCs, the non-linear observation model presents a hurdle in the dire t appli ation
of the adaptive SISO algorithms derived in Chapter 3. Nevertheless, PLLs an again
be utilized to address this issue.
In ontrast to the serially on atenated examples onsidered earlier, the PCCC
has the property that the outputs of both FSMs are dire tly ae ted by the hannel. Furthermore, the outputs of the onstituent FSMs are oupled via the non-linear
mapping (5.7). This makes the substitution of the perfe t CSI SISO by an adaptive SISO insu ient for performing adaptive iterative dete tion in this ase. Thus,
adaptive iterative dete tion for this PCCC appli ation requires a method for evaluating transition metri s and updating phase estimates for ea h SISO. In the following
we dis uss the options for doing so and demonstrate one spe i approa h.
Metri Evaluation: Metri evaluation in SISO1 (shown in Fig. 1.1) an be
performed by treating the output symbols orresponding to FSM2 as nuisan e parameters and either averaging or maximizing over them. Sin e APP soft metri s
are proven to be superior ompared to MSM ones (for the parti ular appli ation in
the perfe t CSI ase), averaging over the output symbols of FSM2 seems to be a
preferable hoi e. For example, for the ase of deterministi parameter model, the
transition metri for the forward re ursion in SISO1 is evaluated as
q
X
log exp( 1 jz
E m (u(1) ; u(2) )ej ~ j2 )P (b )P (u(2) )
(5.8)
(2)

uk

N0

50

where the -related fra tion of (2.14a) was dropped for simpli ity. A reasonable
hoi e for the probability P (u(2)
k ) is to use the most re ent soft-metri s produ ed by
SISO2. This solution is both simple to implement, and ompatible with the notion
that SISO blo ks ex hange information only in the form of soft metri s. A similar
pro edure an be followed for the evaluation of the transition metri s of SISO2.
Parameter estimate Update: Several options are onsidered for updating
the phase estimate in SISO1. For the presentation, onsider the ase where u(1)
k 2
(2)
f0; 1; 2; 3g is a quaternary symbol, uk 2 f0; 1g is a binary symbol and qk belongs
to a QPSK signal onstellation. This signaling format, whi h was the basis for the
original turbo ode, an be a hieved by alterate pun turing
8
<

(2)
qk = mk (u(1)
k ; uk ) = :

QPSK(u(1)
if k is even
k )
(1)
(2)
QPSK(2buk =2 + uk ) if k is odd

(5.9)

where QPSK(
) maps the quaternary symbols to the two-dimensional signal onstellation (e.g., using Gray mapping). This situation arises when u(2)
k is periodi ally
pun tured, as is ommonly suggested. Starting from the simplest solution, the hannel update is only performed for those time instants k, for whi h the symbol qk is
only a fun tion of u(1)
k (k is even). The resulting updates for this pun tured PLL
be ome
8
(1)  j ~
~k+1 = < ~k + =fzk [QPSK(uk ) e g if k is even
(5.10)
: ~
if k is odd
k
The immediate onsequen e of this sort of hannel update is a loss of the full tra king
ability of the estimator (i.e., the ee tive loop bandwidth is halved). In addition,
su h an approa h is not always appli able, sin e the mapping mk (
) may always be
an expli it fun tion of the symbol u(2)
k , as in the ase of non-pun tured odes (this is
also true in the previous example when onsidering phase estimation for SISO2). In a
more rened te hnique, the hannel estimator { and in parti ular the PLL (or PLLs)
{ is updated for every time instant k. As in the previous ase, u(1)
k is determined by
(2)
(2)
the state transition of SISO1, while an estimate u^k of uk is determined by hard
quantizing the most re ent soft information of u(2)
k available either from SISO2 or
k

51

from any other soft blo k in the adaptive re eiver. The resulting updates for this
parallel de ision-dire ted PLL be ome
8
<

(1) ) e j ~ g
~k+1 = ~k + =fzk QPSK(uk (1)

: ~ + =fz QPSK(2bu =2 + u
^(2)
k
k
k
k ) e
k

j ~k
g

if k is even
if k is odd

(5.11)

Finally, an even more sophisti ated te hnique an be derived by utilizing a

PLL. Su h a PLL operates in a de ision dire ted mode in terms of the symbol
(2)
u(1)
k , while it ee tively averages out the symbol uk (a simple PLL stru ture that
operates by averaging equiprobable binary symbols has been proposed in [LiSi73).
Hybrid s hemes that use a pun tured PLL initially and swit h to a parallel de isiondire ted operation are also possible.
In the following, the rst order PLL and suboptimal binding term in (5.4) and
(5.5) will be used. Transition metri s are evaluated by averaging out the symbols
orresponding to the other FSM as des ribed in (5.8). Lastly, a hybrid approa h
for phase tra king is used. Spe i ally, SISO1 is run with the pun tured PLL of
(5.10) on the initial iteration, and swit hes to the parallel de ision-dire ted mode of
(5.11) in the subsequent iterations. The rational behind this hybrid bootstrapping
pro edure is that in the rst iteration, there are no soft (or hard) de isions available
for the symbol u(2)
k . The a tivation s hedule for the iterative dete tor is shown in
Fig. 5.4 and des ribed as follows: SISO1 (with internal SOMAP) ! SOBC (whi h
ee tively forwards extrinsi information form SISO1 to SISO2) ! SISO2 (with
orresponding internal SOMAP) ! SOBC in the opposite dire tion ! SISO1, et .
mixed-

mode

5.2.2 Numeri al Results

An overall rate R = 1 ode is onsidered here, onstru ted by on atenating two
identi al 4-state Re ursive Systemati onvolutional Codes (RSC). Both the systemati and the en oded bits are output from the rst ode, while only the en oded bit
is output from the se ond. The orresponding generator matri es are given by
G1 (D) =

1+D2
1+D+D2

G2 (D) = 1+1+DD+D
2

52

SO(u

Metric

(1)
)
k

Parameter

Evaluation

Update
Observation

I-1
SISO1

SOBC

Observation

SISO2

Parameter
Update
Metric
Evaluation

(2)
SO(u )
k

Closed after
1st iteration

Figure 5.4: A tivation s hedule of the adaptive iterative re eiver for PCCC
The output symbol is formed exa tly as des ribed in (5.9). In Fig. 5.5, performan e
urves similar to those of Fig. 5.3 are presented.
The on lusions are similar to the SCCC ase, with the only dieren e being
the slight degradation of the SING-SB and SING-NB algorithms over the MULT-SB
adaptive SISO. Also, as in the ase of perfe t CSI, the quantitative performan e
a hieved using the SCCC and PCCC systems is very similar. Finally, simulations
for the ase of stati phase revealed omparable performan e with that shown in
Fig. 5.2; these results are not presented for brevity.

53

CC
Perfect CSI
PSP
CA-MLSD

-1

10

-2

10

BER

PCCC
-3

Perfect CSI
EXT
MULT-SB
SING-SB
SING-NB

10

-4

10

-5

10

-6

10

Eb/No

Figure 5.5: BER vs. Eb =N0 for PCCC with phase dynami s and various adaptive
SISO ongurations (the optimal performan e for SING re eivers was a hieved for
d = 0). For omparison, the performan e of CC with adaptive hard-de ision dete tion is presented

54

Chapter 6
Con lusions
The basi re ursions for bi-dire tional adaptive SISO algorithms were developed in
this work. In addition to the forward and ba kward likelihood re ursions asso iated
with known hannel SISO algorithms, these new results in lude a binding term to be
used in the ompletion operation. Furthermore, this development illustrated that,
as in the adaptive MLSD ase, exhaustive digital sear hing, or alternatively exa t
evaluation of the mixed-Gaussian transition metri s, is required to ensure optimality.
We expe t, however, that as in the hard-de ision ase, there are diminishing returns
for in reasing the omplexity of the tree-sear h algorithm. This assertion, along with
the de oupling of the smoothing depth and sear h omplexity for the new algorithms,
suggests that utilizing the adaptive forward and ba kward re ursions with a smaller
number of states will be desirable relative to the existing forward only algorithms.
This property is onrmed by the experimental results presented here.
Be ause the rst step in our development was to spe ify what a reasonable soft
output would be for an FSM with parametri un ertainty, we obtained several families of algorithms. In parti ular, virtually every adaptive SISO algorithm suggested
in the literature an be viewed as a forward-only member of one of these lasses.
Also, a general methodology emerged that ombined the attributes of adaptive hard
de ision pro essing (e.g., PSP, delayed soft and hard de ision feedba k, et .) with
those of known- hannel SISOs (e.g., forward and ba kward re ursion, ompletion operations, extrinsi outputs, et .). As a result, virtually any hard de ision algorithm
an be used to motivate, intuitively at least, a SISO for systems with parametri
un ertainty. For example, a forward/ba kward MSM algorithm, with delayed, hardde ision dire ted KF hannel estimators is possible. While this algorithm did not
55

follow dire tly as one of the bran hes of Fig. 2.2, it emerges in retrospe t from the
insight gained. Another example is the lass of algorithms for the linear Gaussian
fading hannel that utilize steady-state, nite memory estimators [LoMo90, YuPa95.
Although these algorithms were developed for hard de isions, it is lear how one ould
adapt bi-dire tional versions to provide soft-de isions under the framework presented
herein. Finally, we note that the onverse is true as well; namely, by thresholding
the outputs of these new bi-dire tional soft de ision algorithms, one obtains a new
type of adaptive hard de ision algorithm. Comparison of these new hard-de ision
algorithms with existing adaptive hard de ision algorithms is an interesting topi
for future resear h.
Con lusions regarding the appli ability and the ee tiveness of adaptive SISOs
vary with the parti ular appli ation examined. In parti ular, in the ase of dete tion
of TCM in interleaved frequen y-sele tive fading hannels, on lusions similar to
the adaptive MLSD ase were drawn: adaptive SISOs are ee tive whenever high
hannel dynami s are involved, while non-adaptive operation is possible in more
benign situations. For the dete tion of turbo odes (i.e., SCCCs and PCCCs) and
phase tra king for the pra ti al s enarios examined, it was shown that pilot-symbolassisted adaptive iterative dete tion is ee tive for maintaining the near-Shannonlimit performan e previously demonstrated for known phase systems. Again, the
results are similar to those do umented in adaptive hard de ision literature (e.g.,
PSP-based phase tra king yields a fa tor of 2-3 in loop bandwidth extension for
trellis- odes).
There are several dire tions remaining for future resear h. For example, the
performan e of adaptive SISOs based on a super trellis, as dis ussed in Chapter 2,
was not investigated in this work. Regarding turbo odes, the ee t of the ode and
signal sele tion on the performan e was not investigated. The fa t that the SCCC
is mapped onto an 8PSK onstellation presents an additional impediment for the
phase estimator. It may be possible to onstru t a more e ient SCCC using a
QPSK onstellation (e.g., by pun turing the outer and/or inner ode). In fa t, for
a hannel utilization of 1 bit per hannel use at low Es=N0, a QPSK onstellation is
adequate for a hieving apa ity [Unge82. Also, potential further improvement for
the SCCC may be a hieved by the development of rotationally invariant { possibly
56

multidimensional { inner odes. The use of su h odes may alleviate the detrimental
ee ts of y le slipping, potentially enabling even wider loop bandwidths.
The presentation of the last appli ation, namely de oding of PCCCs with phase
tra king, revealed that the on ept of adaptive iterative dete tion is broader than
the on ept of adaptive SISOs. Although pra ti al re eivers were proposed based
on adaptive SISOs, the development of a general framework for adaptive iterative
dete tion on arbitrary networks of FSMs { similar to that in [BeDiMoPo98 for the
perfe t CSI ase { is an area for future resear h.

57

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63

Appendix A
A.1 Proof of equation (2.8)
To prove (2.8) we rst ondition on the hannel gk and then use the fa t that
onditioned on the hannel and the transition at time k, past and future observations
are independent.
P (z0n ; xn0 ) =

gk

gk

P (z0n ; gk ; xn0 )dgk

P (zkn+1; xnk+1 ; gk jz0k ; xk0 )P (z0k ; xk0 )dgk

= P (z0k ; xk0 )
= P (z0k ; xk0 )

gk

gk

P (zkn+1; xnk+1 jz0k ; xk0 ; gk )P (gk jz0k ; xk0 )dgk

P (zkn+1; xnk+1 jsk+1 ; gk )P (gk jz0k ; xk0 )dgk

P (zkn+1; xnk+1 ; gk jsk+1 )

P (gk jz0k ; xk0 )dgk
P (gk jsk+1 )
gk
Z
n
n
n
n
= P (z0k ; xk0 ) g P (gk jzk+1; sk+1; xPk+1(g)P) (zk+1; xk+1jsk+1) P (gkjz0k ; xk0 )dgk
k
k
Z
k k
n
n
P
(
= P (z0k ; xk0 )P (zkn+1; xnk+1jsk+1) g gkjx0 ; z0 )P (Pg(kgjsk)+1; xk+1; zk+1) dgk
k
k

= P (z0k ; xk0 )

(A.1)
By substituting (2.7) in (2.8) the past, present, future and binding terms be ome
more expli it:
P (z0n ; xn0 ) = P (z0k 1 ; xk0 1 )P (zk jz0k 1 ; xk0 )P (xk )P (zkn+1jsk+1 ; xnk+1)
bp (~gkjk ; G~ kjk ; g~kb jk+1; G~ bkjk+1)
(A.2)
The formal denition of the forward and ba kward hannel estimates and onestep predi tions together with their orresponding ovarian es follows
g~kjk = E (gk jz0k ; xk0 )
G~ kjk = Cov (gk jz0k ; xk0 )
64

g~kjk 1 = E (gk jz0k 1 ; x0k 1 )

g~kb jk = E (gk jzkn ; sk+1 ; xnk )

g~kb jk+1 = E (gk jzkn+1 ; sk+1; xnk+1 )

G~ kjk 1 = Cov (gk jz0k 1 ; xk0 1 )

G~ bkjk = Cov (gk jzkn ; sk+1; xnk )

G~ bkjk+1 = Cov (gk jzkn+1 ; sk+1; xnk+1 )

(A.3)
where the dependen e on the path history is shown expli itly. Assuming that g~kjk 1,
G~ kjk 1 and g~kb jk+1, G~ bkjk+1 are available, the forward and ba kward Kalman re ursions
are given by the following set of equations:
G~ kjk 1yk
Kk =
N0 + ykT G~ kjk 1yk
g~kjk = g~kjk 1 + Kk (zk ykT g~kjk 1)
G~ kjk = (I Kk ykT )G~ kjk 1
g~k+1jk = Gg~kjk
G~ k+1jk = GG~ kjk G+ + Q
(A.4)
and
G~ bkjk+1yk
Kkb =
N0 + ykT G~ bkjk+1yk
g~kb jk = g~kb jk+1 + Kkb (zk ykT g~kb jk+1)
G~ bkjk = (I Kkb ykT )G~ bkjk+1
g~kb 1jk = Gb g~kb jk
G~ bk 1jk = Gb G~ bkjk Gb+ + Qb
(A.5)

A.2 Proof of equation (2.13)

The proof of (2.13) is obtained in two steps. First we prove that the solution g~ to the
least squares minimization problem in (2.12) an be expressed in terms of a forward
estimate g~k , a ba kward estimate g~kb +1 and third term g . Substituting this result in
(2.12) yields (2.13). The following auxiliary parameters are dened:
Y = (yn; : : : ; y0 )T
Y1 = (yk ; : : : ; y0)T
Y2 = (yn; : : : ; yk+1)T
z = (zn ; : : : ; z0 )T
z1 = (zk ; : : : ; z0 )T
z2 = (zn ; : : : ; zk+1 )T
g1 = g~k
g2 = g~kb +1
k
W = diag (W2 ; W1 ) W1 = diag (1; ; : : : ;  ) W2 = diag (n k 1 ; : : : ; ; 1)
P1 = (Y1+ W1 Y1 ) 1
P2 = (Y2+ W2 Y2 ) 1

65

The least squares solution an be expressed as

g~ = (Y + W Y ) 1 Y + W z
= (Y1+W1Y1 + Y2+W2Y2 ) 1(Y1+W1 z1 + Y2+W2 z2)
= (Y1+W1Y1 + Y2+W2Y2 ) 1(Y1+W1 Y1g1 + Y2+ W2Y2g2)
= g1 + g2 + g
(A.6)
where we made use of the matrix inversion lemma. The last term g an be expressed
as
1 P [P + 1 P 1 g
1
g = P [P + P 1 g
(A.7)

1 1

 2

 2 1

 2

Substituting this result in the metri denition yields (the terms orresponding to
the a-priori probabilities are omitted)
(z0n ; xn0 ) = jjz Y g~jj2W
= jjz1 Y1g~jj2W + jjz2 Y2g~jj2W
= jjz1 Y1(g1 + g2 + g )jj2W + jjz2 Y2(g1 + g2 + g )jj2W
= (z0k ; xk0 ) + (zkn+1; tnk+1) + jjY1(g2 + g )jj2W + jjY2(g1 + g )jj2W
= (z0k ; xk0 ) + (zkn+1; tnk+1) + jjg2 + g jj2P + jjg1 + g jj2P
(A.8)
1

{z

bd

(
)

where we made use of the notation jjxjj2W = x+W x. Assuming that g~k 1, Pk 1,
and g~kb +1, Pkb+1 are available, the forward and ba kward re ursions are given by the
following set of equations

end

Pk 1 yk
Kk =
 + ykT Pk 1yk
g~k = g~k 1 + Kk (zk ykT g~k 1 )
1
Pk = (I Kk ykT )Pk 1


(A.9)

Pkb+2 yk+1
 + ykT+1 Pkb+2yk+1
g~kb +1 = g~kb +2 + Kkb+1(zk+1 ykT+1 g~kb +2)
1
Pkb+1 = (I Kkb+1 ykT+1)Pkb+2


(A.10)

Kkb+1 =

66

A.3 Channel update equations and binding term

under the Gaussian assumption for (2.18)
The forward re ursions developed in [IlShGi94 for the PCKF are given below. Ba kward re ursions are similar.
G~ kjk 1yk
Kk =
N0 + ykT G~ kjk 1yk
g~kjk = g~kjk 1 + Kk (zk ykT g~kjk 1)
G~ kjk = (I Kk ykT )G~ kjk 1
X
P (z k 1 ; sk )P (zk jtk ; z0k 1 )P (xk )
g~k+1jk = G
g~kjk 0
P (z0k ; sk+1 )
t :s
X
G~ k+1jk =
[GG~ k 1jk 1G+ + Q + (~gk+1jk Gg~kjk )(~gk+1jk Gg~kjk )+
k

k+1

tk sk+1
k

P (z0 1 ; sk )P (zk jtk ; z0k 1 )P (xk )

P (z0k ; sk+1 )

(A.11)

Finally, the binding term in (2.18) under the Gaussian assumption is given by the
expression
jK jjP j exp( +P  ) (A.12a)
b0p (~gkjk 1; G~ kjk 1; g~kb jk+1; G~ bkjk+1) = P (xk ) ~ ~g b
jGkjk jjGkjk+1jN0
with
yk ykT
1
Kg +
N0
yz
1
 = Gkj1k gkjk + Gbkjk+1 gkb jk+1 + k k
N0
jz j2
= gk+jk Gkj1k gkjk + gkb jk+1+ Gbkjk+1 1 gkb jk+1 + k
N0

P 1 = Gkj1k + Gbkjk+1 1

(A.12b)

67

A.4 Channel update equations and binding term

under the Gaussian assumption and a single
estimator for (2.18)
The forward re ursions for the d-delayed AKF based on P 0(tk d) are given below.
Ba kward re ursions are similar.
X
y^k d =
yk d P 0(tk d )
t
X
Y^k d = (yk d yk djk d 1)(yk d yk djk d 1)+ P 0(tk d )
k d

tk d

h
 N + tra e(Y^  G
^
^
=
G
y
^
d
0
k djk d 1 k d
k d k djk d 1 )+
i 1
y^kT d G^ k djk d 1y^k d + gk+ djk d 1Y^k d g^k djk d 1
g^k djk d = g^k djk d 1 + Kk d (zk d y^kT d g^k djk d 1)
G^ k djk d = (I Kk d y^kT d)G^ k djk d 1
g^k d+1jk d = Gg^k djk d
G^ k d+1jk d = GG^ k djk dG+ + Q
(A.13)
In the pra ti al algorithm des ribed in subse tion 3.2, P (tk djz0k 1) is used as the
tentative soft-de ision. The binding term is the same as in (A.12).

Kk

68

Appendix B
B.1 Multiple-estimator adaptive SISO algorithm
The lass of FI, trellis-based, multiple-estimator adaptive SISO algorithms an be
des ribed with the following generi pro edure. The umulative forward, ba kward
metri s, and the transition metri , are denoted as (
),  (
), and (
), respe tively.
The quantities ps(tk ) and ns(tk ) denote the initial and nal state asso iated with
transition tk .
1) Forward re ursion: 8 k = 0; : : : ; N 1
8 sk+1 =0; : : : ; NS 1
Metri update (ACS)
(sk+1 ) = 1
8 tk : sk+1; (sk+1) = min [(sk+1); (ps(tk )) + (tk )
Channel update g~(sk+1)
2) Ba kward re ursion: 8 k = N 1; : : : ; 0
8 sk = 0; : : : ; NS 1
Metri update (ACS)
 (sk ) = 1
8 tk : sk ;  (sk ) = min[ (sk );  (ns(tk )) + (tk )
Channel update g~b(sk )
3) Completion stage: 8 k = 0; : : : ; N 1
8 vk = 0; : : : ; NV 1
SO(vk ) = 1
8 tk : vk
Extend hannel estimate g~(ps(tk )) ! g~f
Evaluate binding term b(~gf ; g~b(ns(tk )))
SO(vk ) = min [SO(vk ); (ps(tk )) + (tk ) +  (ns(tk )) + b(
)
Output extrinsi information SO(vk ) = SO(vk ) SI (vk )
Several remarks are in oder at this point
 All operations are performed in the log domain; MSM and APP versions
are produ ed by substituting the fun tion min(x; y) by either the standard
69

min(x; y) operator, or the min(x; y) log(1+exp( jx yj)) operator, respe tively.

 Metri updates are essentially the ones performed in equations (2.7), (2.14a),
(2.19a) and (2.10), (2.14b), (2.19a) of Chapter 2 for the forward and ba kward
re ursions, respe tively. The average metri in (5.8) is used in the ase of phase
tra king in PCCCs.
 The hannel update is performed by one of the proposed estimators (i.e., KF,
RLS, LMS, PCKF). In parti ular, for the ase of phase tra king in PCCCs,
the te hniques des ribed in equations (5.10), (5.11) an be used.
 The binding term an be evaluated using either the exa t expressions (2.9),
(A.8), or the approximate expression (3.1d). For the ase of phase tra king in
SCCC or PCCCs, the approximate expression in (5.5) an be used.

B.2 Single-estimator adaptive SISO algorithm

The entire lass of FI, single-estimator adaptive SISOs an be des ribed in a similar
way.
1) Forward re ursion: 8 k = 0; : : : ; N 1
8 sk+1 =0; : : : ; NS 1
Metri update (ACS)
(sk+1 ) = 1
8 tk : sk+1; (sk+1) = min [(sk+1); (ps(tk )) + (tk )
d ba kward ACS steps to obtain SO(tk djz0k )
Channel update g^k d ! g^k d+1
2) Ba kward re ursion: 8 k = N 1; : : : ; 0
8 sk = 0; : : : ; NS 1
Metri update (ACS)
 (sk ) = 1
8 tk : sk ;  (sk ) = min[ (sk );  (ns(tk )) + (tk )
d forward ACS steps to obtain SO(tk+djzkN 1 )
Channel update g^kb +d ! g^kb +d 1
3) Completion stage: 8 k = 0; : : : ; N 1
8 vk = 0; : : : ; NV 1
SO(vk ) = 1
8 tk : vk
Extend hannel estimate g^k d ! g^f
Evaluate binding term b(^gf ; g^kb +d)
SO(vk ) = min [SO(vk ); (ps(tk )) + (tk ) +  (ns(tk )) + b(
)
Output extrinsi information SO(vk ) = SO(vk ) SI (vk )
70

All omments regarding the multiple-estimator adaptive SISOs are valid here as
well. An additional available option for parameter estimation is the AKF estimator
des ribed in Chapter 3.

71