MULTICHANNEL RECEPTION OF DIGITAL SIGNALS OVER CORRELATED NAKAGAMI FADING CHANNELS

Mohamed-Slim Alouini
Dept. of Electrical & Computer Eng. University of Minnesota 4-174 EE/CSci Building 200 Union Street S. E. Minneapolis, MN 55455, USA. E-mail : <alouini@ece.umn.edu>

Marvin K. Simon
Jet Propulsion Laboratory California Institute of Technology Mail Stop: 238-343 400 Oak Grove Drive Pasadena, CA 91109-8099, USA. E-mail: <marvin.k.simon@jpl.nasa.gov>

ABSTRACT
We obtain generic expressions for the average error rate of multichannel reception of digital signals over correlated slowly varying Nakagami-m fading channels. The results are applicable to coherent detection with maximal-ratio combining as well as to di erentially coherent and noncoherent detection with post-detection equal-gain combining. Aside from extending previous analyses of diversity reception over correlated Nakagami-m fading channels to include the performance of M -ary modulations, these results provide equivalent forms for known expressions corresponding to the performance of binary modulations. Because of their simple forms, these results o er a useful analytical tool for the accurate performance evaluation of various systems of practical interest.

1. INTRODUCTION
In studying the performance of diversity systems, the usual assumption made is that the combined signals are independent of one another 1, 2]. As discussed in 3, 4, 5, 6, 7, 8] there are a number of real life scenarios in which this assumption is not valid because, for example, of insu cient antenna spacing in small-size mobile units equipped with space antenna diversity. As a result, the maximum theoretical diversity gain cannot be achieved and hence one must revamp their analysis to account for the e ect of correlation between the combined signals. Along these lines, several correlation models have been proposed 3, 6, 9], and using these models several authors 3, 4, 5, 6, 7, 8] have analyzed special cases of the performance of various systems corresponding to speci c detection, modulation, and diversity combining schemes. For instance, Pierce and Stein 3] considered the performance of binary coherent and noncoherent systems over correlated identically distributed Rayleigh fading channels. In particular they obtained the average bit error rate (BER) of coherent binary phase-shift-keying (BPSK) when used in conjunction with maximal-ratio combining (MRC) 10], 11, Section 5.5.3, p. 24], and of noncoherent frequency-shiftkeying (BFSK) when used with postdetection equal-gain combining (EGC) 11, Section 5.5.6, p. 253], 12, Section 4.4, p. 298]. Miyagaki al. 4] analyzed the outage probability and the average symbol error rate (SER) performance of M -ary phase-shift-keying (M -PSK) for various dual-branch diversity receivers over correlated identically distributed Nakagami-m fading channels 9]. Al-Hussaini and Al-Bassiouni 5]

obtained a closed form expression for the average BER of noncoherent BFSK with dual-branch MRC reception over correlated non identically distributed Nakagami-m fading channels. More recently Aalo 6] analyzed the outage probability and the average BER of various coherent, di erentially coherent, and noncoherent binary modulations with multichannel MRC reception over identically distributed Nakagamim fading channels with two correlation models, namely the constant (equal) correlation model and the exponential correlation model. Finally, Patenaude et al. 7, 8] extended the results of Al-Hussaini and Al-Bassiouni and of by providing closed form expressions for the average BER of orthogonal noncoherent BFSK with postdetection EGC reception over two correlated nonidentical and also D equicorrelated identically distributed Nakagami-m channels. In this paper we obtain general results for the exact average BER or SER of M -ary coherent, di erentiallycoherent, and noncoherent modulations over equicorrelated, exponentially, and arbitrary correlated slowly varying Nakagami-m fading channels. Aside from allowing for many detection, modulation, and diversity combining cases not previously treated, these general results provide often simpler forms for the average BER or SER expressions corresponding to the special cases treated by the cited authors. In particular, each average BER or SER expression is obtained in the form of a single integral with nite limits and an integrand composed of elementary functions. The remainder of this paper is organized as follows. In the next section, the various channel correlation models under consideration are described. Section 3 provides in a generic fashion the performance of coherent modulations with MRC reception. Section 4 extends these performance results to di erentially coherent and noncoherent modulations with postdetection EGC reception. Due to space limitations, numerical examples for the error rates of particular modulations of interest over various correlated fading channels are omitted here but will be presented in an extended version of this paper 13] which in addition will cover some applications of the framework presented in this paper to the performance evaluation of hybrid diversity systems (such as space-multipath or frequency-multipath systems) over correlated fading channels.

2. CHANNEL CORRELATION MODELS

In this section we present the four channel correlation models (models A, B, C, and D) of interest in this paper. Since both of the diversity schemes (MRC and postdetection EGC) under consideration are known to have conditional error rates which are function of the sum of the combined individual signals' signal2 Es =N0 (d = 1; 2; ; D), where d is the branch index, D is the to-noise ratio (SNR) per symbol, d = rd number of combined branches, rd is the dth branch fading amplitude, and Es =N0 is the symbol energy-toGaussian noise spectral density ratio, we present for every model the probability function density (PDF) P for the combined SNR per symbol, t = D d=1 d . Furthermore since our generic approach to evaluate the average error rate performance relies on the knowledge of the moment generating function (MGF) of the combined SNR PDF we derive this quantity for the four channel models under consideration. In what follows, pi ( t ) denotes the PDF of the combined SNR per symbol, with the index i identifying the model type and is hence equal to a, b, c, or d. In addition, the MGF of pi ( t ) is denoted by Mi (s) and is de ned by
4 E es t ] = Mi (s) = t
Z

pi ( t ) es t d t :

(1)

2.1. Model A: Two Correlated Branches with Nonidentical Fading

Model A was proposed by Nakagami 9, Section 6.4] and corresponds to the scenarios of dual diversity reception over correlated Nakagami-m channels which are not necessarily identically distributed.
2.1.1. PDF

In this case the PDF of the combined signal envelope, pa (rt ), is given by 9, Eq. (142), p.34]

pa(rt ) = (m)(

2rt

1 2 (1

))m

rt2 m

1 2

2 Im 1 ( rt2 ) e rt ; rt 0; 2

(2)

where I ( ) denotes the th-order modi ed Bessel function 14, Section10.2, p. 443],
1 ; r2 ) = p cov(r 2 )var(r2 ) ; 0 var(r1 2 2 2

< 1:

(3)

is the envelope correlation coe cient between the two signals 1 , and the parameters d (d=1, 2), , and are de ned as follows: d (4) d = m ; (d = 1; 2);

2) ; = 2( 1+ (5) ) 1 2 (1 2 )2 + 4 1 2 : 2=( 1 (6) 2 2 (1 4 1 )2 2 By using a standard transformation of random variables, it can be shown that the PDF of the combined SNR per symbol, pa ( t ), is given by

pa ( t ) = (m)

where the parameters 0 and 0 are normalized version of the parameters and , and are given by m( 1 + 2 ) ; 4 0= = (8) Es =N0 2 1 2 (1 )

2 (1

m2

2 0

1 2

Im 1 ( 0 t) e 2

t;

0;

(7)

m ( 1 + 2 )2 4 1 2 (1 = Es =N0 2 1 2 (1 ) For the cases of identical channels ( 1 = 2 = ), (7) reduces to

4 0=

) 1 =2

: mp t (1 ) ; t 0;

(9)

pa ( t ) = (m)p1

1 m m+ 2

t p
r

1 2

exp

(1

mt

Im

1 2

(10)

For the Rayleigh fading case (m = 1) using the identity 14, Eq. (10.2.13), p.443] sinh z 1 2z I 2 (z ) = z ; (11)

1 We use the envelope correlation coe cient throughout this paper as a measure of the degree of correlation between the fading signals since, as pointed it out in 3, 6], experimental data on the correlation between fading signals are typically given in terms of this gure because of its relative ease of measurement.

where sinh( ) denotes the sin hyperbolic function 14, Section 4.5, p.83], it can be shown that (7) reduces to ; t 0; (12) ( 1 + 2 )2 4 1 2 (1 ) which itself reduces to the well-known expression for the case of identical Rayleigh channels originally derived in 15] and which can also be found in 3, Eq. (40)] 1 exp t t pa ( t ) = 2p exp (1 p (13) (1 + p ) ) ; t 0:

pa ( t ) =

exp

p(

+ )2 4 2 (1 )
1 2 1 2

1 2

(1 )

exp

+ 2 + ( 1 + 2 )2 4 2 1 2 (1 )

1 2

(1 )

2.1.2. MGF

Substituting (7) in (1) then using the Laplace transform 16, p. 1182, Eq. (110)], it can be shown after some manipulations that the MGF of pa ( t ) is given by
4 M (s) = 1 ( 1 + 2 ) s + (1 ) 1 2 s2 Ma(s; 1 ; 2 ; m; ) = a m m2
m

; s 0:

(14)

2.2. Model B: D Identically Distributed Branches with Constant Correlation

Model B was proposed by Aalo 6, Section II-A] for identically distributed Nakagami-m channels (i. e., all channels are assumed to have the same average SNR per symbol and the same fading parameter m). This model assumes that the envelope correlation coe cient is the same between all the channel pairs (d; d0 ) (d; d0 = 1; 2; ; D), i.e. 2 2 d ; rd ) ; d 6= d0 ; 0 < 1; (15) = dd = p cov(r 2 )var(r2 ) var(rd d and may therefore correspond to the scenario of multichannel reception from closely placed diversity antennas.
0 0 0

2.2.1. PDF

Based on the work of Gurland 17], Aalo showed the the PDF of t is given in this case by 6, Eq. (18)]2 (16) t 0; (1 m where 1 F1 ( ; ; ) is the con uent hypergeometric function 14, Chapter 13, p. 503]. For D = 2 using 14, Eq. (13.6.3), p. 509], namely
1 F1 (m; 2m; 2z ) =
2

pb ( t ) =

m t Dm 1 exp

mt 1 F1 (1 p ) p )m(D 1) (1

Dm p t p m; Dm; (1 p )(1 +D ) ; p + Dp )m (Dm)

m+ 1 2

1 z m+ 2 z 1 (z ) e ; Im 2 2

(17)

It should be noted at this point that in 6, Eq. (18)] the symbol is used to denote the correlation coe cient of the underlying Gaussian processes that produce the fading on the channels. This correlation coe cient is equal to the square root of the power correlation coe cient. Based on the work of 18, p. 62] it is shown in 3, Appendix V] that for all practical purposes the power correlation coe cient can be assumed to be equal to the envelope correlation coe cient which is denoted by throughout this paper so as to follow what seems to be the more conventional usage of this symbol.

as well as the identities 14, Eq. (6.1.12) and Eq. (6.1.8), p. 255] yielding 1 3 5 7 (2m 1) p m+ 1 (18) = 2 2m then it can be shown after some manipulations that (16) reduces to (10) of Model A, as expected.
2.2.2. MGF

together with the identity 14, Eq. (15.1.8), p. 556], 6, Eq. (A-5)] a 2 F1 (a; b; b; z ) = (1 z ) ; it can be shown that m (1 p + Dp ) 4 M (s) = 1 Mb (s; ; m; ; D) = s 1 b m

Substituting (16) in (1) then using the Laplace transform 16, Eq. (4), p. 864], Z 1 (b) F a; b; c; k ; jsj > jkj; b > 0; s > 0; s > k; xb 1 1 F1 (a; c; kx) e sx dx = s b 2 1 s
0

(19) (20)

(1 p )

m(D 1)

For D = 2, as a check, it can be easily shown that (21) agrees with (14) for

1 = 2.

; s 0: (21)

2.3. Model C: D Identically Distributed Branches with Exponential Correlation

Model C was also proposed by Aalo 6, Section II-B] for identically distributed Nakagami-m channels (i. e., all channels are assumed to have the same average SNR per symbol and the same fading parameter m). This model assumes an exponential envelope correlation coe cient dd between any channel pairs (d; d0 ) (d; d0 = 1; 2; ; D) as given by 2 ; r2 ) cov(rd jd d j ; 0 d 1; (22) dd = p 2 2)= var(rd )var(rd and may therefore correspond to the scenario of multichannel reception from equispaced diversity antennas in which the correlation between the pairs of combined signals decays as the spacing between the antennas increases.
0 0 0 0 0

2.3.1. PDF

Based on the work of Kotz and Adams 19], Aalo showed the the PDF of t can be very well approximated by a gamma distribution given by 6, Eq. (19)]3

pc ( t ) =
where4
3

2 mD 1 r

exp
r mD

mD t r

mD2 r

mD2 r

0;

(23)

r = D + 12 p

D=2 D 11 p :

(24)

Based on the work of Kotz and Adams 19], Aalo 6] points out that the approximation (23) is valid for high values of but is still accurate for values of D as small as 5. 4 We remind the reader that contrary to its usage in 6] the coe cient denotes in this paper the envelope correlation coe cient.
D

2.3.2. MGF

Substituting (23) in (1) then using the Laplace transform 16, Eq. (3.381.4)], namely Z 1 x 1 e sx dx = ( ) ;
0

(25)

it can be shown that

4 M (s) = 1 Mc (s; ; m; ; D) = c

r mD s

2 mD r

; s 0:

(26)

2.4. Model D: D Nonidentically Distributed Branches with Arbitrary Correlation

In this section we treat a very general model in which the combined branches may not be identically distributed and may have an arbitrary correlation. More speci cally this model assumes that the branches have an average SNR per symbol d and the same fading parameter m. The envelope correlation coe cient dd between any channel pairs (d; d0 ) (d; d0 = 1; 2; ; D) is denoted by dd . The PDF of the combined SNR corresponding to this model was not found in a simple form. However the joint distribution of the f dgD d=1 can be deduced from the work of Krishnamoorthy and Parthasarathy 20] and can be expressed in terms of the generalized Laguerre polynomials. Their derivation is based on a relatively simple form for the joint MGF of a D-variate gamma distribution. Based on that derivation and de ning d = m dd as the normalized SNR per symbol and per branch we can express the MGF corresponding to this model as
0 0

Md(s; f

4 D d gd=1 ; m; dd ]; D) = Md (s) = E 1 ; 2 ; ; D exp

0

"

D X d=1

!#

= E 1; 2; ;

"

exp s

D X d=1

d m d

!#

Using the result 20, Eq. (2.3)] we can rewrite (27) as

2 6 6 6 6 6 6 6 6 6 6 6 4

(27)

Md(s) =

D Y d=1

1 smd

1
12

p
1

1 sm1

12

1 sm2 1

p p

1 smD 2 D 1 sm D
1D

1 3 m 1 7 7
7 7 7 7 7 7 7 7 7 5

;
D D

(28) where j M ]jD D denotes the determinant of the D D matrix M . For D = 2, as a check, it is straightforward to show that (28) reduces to (14) of model A. For the case of identical channels ( d = ), (28) reduces after some manipulations to
2

1D

1 sm1

2D

1 sm2

Md (s) =

s m

mD

6 6 6 6 6 6 6 6 6 4

m 1 s p
12

m 1 s

12

p p

1D 7 2D 7 7
7 7 7 7 7 7 5

:
D D

(29)

1D

2D

m 1 s

3. COHERENT MULTICHANNEL RECEPTION

To assess the average error probability performance of a diversity receiver in the presence of slow fading we must rst provide an expression for the conditional (on t ) error probability and then average this expression over the PDFs of t as given in Section 2, i.e.,

Pi (E ) =

We now present speci c results for di erent coherent modulations with MRC reception.

P (E j t ) pi ( t ) d t :

(30)

3.1. Binary Phase-Shift-Keying (BPSK) and Binary Frequency-Shift-Keying (BFSK)

Based on an alternate representation of the Gaussian Q-function 21], the conditional BER of BPSK and BFSK can be written in the integral form 1]
Z =2 Pb (E j t ) = 1 exp

d ; (31) sin2 1 where g = 1 for BPSK, g = 1=2 for orthogonal BFSK, and g = 1 2 + 3 for BFSK with minimum correlation. The average BER, Pb (E ) is then obtained by averaging (31) over (7), (16), or (23) yielding after interchanging the order integration the desired generic result
0

gt

g d : (32) 2 sin 0 For model B, (32) with (21) should be contrasted with the previous available equivalent result 6, Eq. (32)] which required the evaluation of the Appell's hypergeometric function, F2 ( ; ; ; ; ; ; ), which is typically not available in standard mathematical software libraries such us Mathematica, Matlab, and Maple, and which is de ned either in term of an in nite range integral of a special function 6, Eq. (A-12)] or alternatively as a double in nite sum 6, Eq. (A-13)]. For model C, (32) along with (26) is equivalent to 6, Eq. (40)] which is expressed in terms of the hypergeometric function 2 F1 ( ; ; ; ) 14, Chapter 15, p. 555].

Z =2 Pbi (E ) = 1 Mi

3.2. Multiple Phase-Shift-Keying (M -PSK)

The generalization of (31) to M -ary signaling is straightforward in view of the form of the symbol error rate for M -PSK on the AWGN 22, Eq. (71)], which on the fading channel becomes the conditional SER 1] Z (M 1) =M t d ; (33) exp gpsk Ps (E j t ) = 1 sin2 0 where gpsk = sin2 M Thus, by inspection we immediately obtain

gpsk d : (34) 2 sin 0 It should be noted that for model A (34) together with (14) is an exact expression equivalent to 4, Eq. (54)] with the advantage of being expressed in terms of a single nite-range integral (contrary to 4, Eq. (54)]) and whose integrand is much simpler than 4, Eq. (54)], and hence easier to compute for any arbitrary value of the fading parameter m.

Z (M 1 Psi (E ) =

1) =M

Mi

3.3. M -ary Quadrature Amplitude Modulation (M -QAM)

Consider square M -QAM signals whose constellation size is given by M = 2k with k even. For these type of constellations, the expression for the SER on the AWGN involves both the Gaussian Q-function and the square of this function. Using an alternate representation for the square of the Gaussian Q-function 23, Eq. (80)], the conditional SER for the fading channel is given by 1] Z =2 2 Z =4 4 4 1 1 g t d ; (35) qam t d Ps (E j t) = 1 p 1 p exp gqam exp 2 2 sin sin M 0 M 0 where gqam = 3= 2(M 1)]. Hence, by inspection, the average SER is given by Z =2 gqam d : (36) gqam d 4 1 p1 2 Z =4 M Psi (E ) = 4 1 p1 Mi sin i 2 2 sin M 0 M 0

4. DIFFERENTIALLY COHERENT AND NONCOHERENT MULTICHANNEL RECEPTION

For di erentially coherent and noncoherent detection, MRC is not practical since it requires channel phase estimates for its implementation, and post-detection EGC (with di erential or noncoherent square-law detection) is in this case the more common form of diversity combining. We present in this section a generic result for the average BER for di erentially coherent and noncoherent multichannel receivers when used in conjunction with post-detection EGC over correlated Nakagami-m fading channels.

4.1. Conditional BER

Using an alternate integral representation of the generalized Marcum Q-function 24, Appendix C], 25], the authors showed that the conditional BER of a wide class of di erentially coherent and noncoherent modulations can be written in the desired form consisting of a single integral with nite limits and an integrand which is composed of elementary functions and where the total instantaneous SNR per bit t (over which we must average) appears only in the argument of the exponential term, namely, Z i h 2 L f L; a 2 + b2 + 2ab sin ) t d ; 0+ a < b; (37) b; ; exp ( a Pb (E j t )= 2 (1 b+ )2L 1 (a2 + b2 + 2ab sin ) 2 where f (L; ; ; ) = f0 (L; ; ; ) + f1 (L; ; ; ); with # " L 2L 1 2L 1 X (1 + ) + ( l + l 1 ) ( + sin ); f (L; ; ; ) =
0

For noncoherent detection of equal energy, equiprobable, correlated binary signals, = 1 and

l l+2 l 1 l cos(l( + =2)) : l l+1 l 1 l+1 cos((l 1)( + =2)) L l l=1 In (37) the parameters a and b are modulation-dependent and are de ned in 12, Eq. (4B.22)], and = v2 =v1 , with the parameters v1 , v2 de ned in A number of special cases are of particular importance.

f1 (L; ; ; ) =

L X

2L 1

l=1

L l

a=

1 j j2 2

!1=2

j j2 b= 1+ 1 2

! 1 =2

(38)

where (0 j j 1) is the complex-valued cross-correlation coe cient between the two signals. The special case = 0 corresponds to orthogonal noncoherent BFSK for which a = 0 pand b = 1. Furthermore, in the case di p erential phase-shift-keying (BDPSK), a = 0, b = 2, and = 1. Finally p p pof binary a = 2 2, b = 2 + 2, and = 1 correspond to quaternary di erential phase-shift-keying (DQPSK) with Gray coding. It should be noted that as a ! 0 (37) assumes an indeterminate form but the limit converges smoothly to the exact conditional BER expression.

4.2. Average BER

To evaluate the average BER one must average the conditional BER expression (37) over one of the fading PDFs under consideration as given by (7), (16), or (23). Recognizing the analogy between (37) and (31) in so far as its functional dependence on t , we can immediately write the average BER as

Pbi (E ) = 2 (1 + )2L

b2 L

Letting a ! 0 and b = 1 (b = 2) in (39) yields the average BER performance of orthogonal BFSK (BDPSK), and in this particular case (39) is equivalent to the closed-forms 7, Eq. (21)] and 7, Eq. (16)], for models A and B, respectively.

f L; a b; ; 2 2 (a + b + 2ab sin ) Mi

a2 + b2 + 2ab sin
2

d :

(39)

5.

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