43rd IEEE Conference on Decision and Control December 14-17, 2004 Atlantis, Paradise Island, Bahamas

FrB09.2

Robust Capacity of White Gaussian Noise Channels with Uncertainty

Charalambos D. Charalambous, Stojan Z. Denic, and Seddik M. Djouadi
Abstract This paper concerns the problem of dening, and computing the channel capacity of a continuous time additive white Gaussian noise channel when the true frequency response of the channel is not completely known to the transmitter, and receiver, and when a transmitted signal is a wide sense stationary process constrained in power. To represent the uncertainty of a true frequency response two basic uncertainty models are used that are borrowed from the control theory, additive, and multiplicative. Here, the true frequency response although unknown, belongs to a ball in a normed linear space. The radius of the ball is a function of frequency, and it depends on the size of the uncertainty. The channel capacity, called robust capacity is dened as a max-min of the mutual information rate, where the maximum is over all power spectral densities of the input signal with constrained power, and minimum is over the uncertainty set of frequency response. The robust capacity formula is explicitly computed describing how the channel uncertainty reduces the capacity. The water-lling formula is derived showing how the optimal transmitted power changes with uncertainty. At the end, it is shown that a channel coding theorem, and its converse under certain conditions imposed on the uncertainty set hold for the robust maximin capacity.

I. INTRODUCTION The most common assumption in the design of communication systems is that the source signal, communication channel, and disturbances are perfectly known to the transmitter and receiver. This is an underlying assumption that is present in the construction of most encoding/decoding schemes. The question that can be asked, is what kind of performance could one expect if the channel is not perfectly known? Although, there exists a number of papers that consider the problem of communication under uncertainties ([1], [2], [3]), this topic did not get sucient attention in communication community. In this paper, the issue of dening, and computing the channel capacity in presence of channel uncertainty is addressed, as well as the consequences of the channel uncertainty on the optimal data transmission.
This work was supported by National and Science and Engineering Research Council of Canada under an operating grant. C. D. Charalambous is with the School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ontario K1N 6N5, Canada. Also with Electrical and Computer Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, Cyprus, chadcha@site.uottawa.ca S. Z. Denic is with the School of Information Technology and Engineering, University of Ottawa, 800 King Edward Ave., Ottawa, Ontario K1N 6N5, Canada, sdenic@site.uottawa.ca S. M. Djouadi is with the Electrical and Computer Engineering Department, University of Tennessee, 414 Ferris Hall, Knoxville, TN 37996-210, USA, djouadi@ece.utk.edu

The channel uncertainty is an intrinsic ingredient of many communication systems, and there is a number of dierent causes for its presence. For instance, in wireless communications, the channel uncertainty is unavoidable, and it is caused by the time varying nature of the channel, where attenuation, phase, and Doppler spread change with time. The channel uncertainty is present in communication networks, where the received signal except targeted signal contains also unwanted interference from other users whose characteristics are unknown. In communication in presence of jamming, the jammer strategy is unknown to the parties that communicate, giving rise to uncertainty. In this paper the case of continuous time AWGN (additive white Gaussian noise) communication channel when the true frequency response of the channel is not perfectly known is put in appropriate mathematical setting that enables the derivation of explicit formula for the channel capacity. Namely, two basic models for the description of the channel uncertainty in frequency domain are borrowed from the control theory, and employed in the channel capacity computation. One is the additive, and the other is the multiplicative uncertainty model [4]. The choice of uncertainty model depends on the communication channel in hand. Although, the capacity formulas are derived for two specic types of uncertainties, similar derivations may be used for other types of uncertainties found in [4]. Thus, the uncertainty is modeled in the following way. It is assumed that so-called nominal frequency response is known. The nominal frequency response is based on the previous experience or belief, while the deviation from the nominal frequency response represents uncertainty, and it is described by the ball in frequency domain that belongs to a space H (the space of bounded, and analytic transfer functions in the open right-half plane). The channel capacity, called robust capacity, is dened as a max-min of mutual information rate, where the maximum is over all power spectral densities of transmitted signal with constrained power, and minimum is over all frequency responses from the uncertainty set. The formula for mutual information rate follows from the fact that the distribution of transmitted signal that maximizes mutual information for AWGN is also Gaussian. The explicit formula for robust capacity is obtained accompanied with a modied water-lling formula. The formula for robust capacity shows how the capacity decreases when the size of uncertainty set increases. The water-lling formula contains the factor that describes how the uncertainty aects the optimal

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transmitted power. At the end, it is concluded that under certain conditions, the robust capacity is equal to the operational capacity, i.e., to the maximal attainable rate over the set of communication channels. In other words, the channel coding theorem, and its converse hold for so dened robust capacity. II. COMMUNICATION SYSTEM MODEL The models of communication systems are shown in Fig. 1. The assumptions are the following. The transmitted signal x = {x(t); < t < +}, noise signal n = {n(t); < t < +}, and received signal y = {y (t); < t < +} are wide-sense stationary processes with power spectral densities Sx (f ), N , Sy (f ), respectively. In addition, the transmitted signal x is constrained in power, and the noise n is AWGN whose power spectral density is known. The (f ) of the channel is unknown. frequency response H (f ) will be described by a set in The uncertainty of H the H space, which when endowed with . norm (f ) := supf |H (f )|, is a Banach space. dened by H A. Additive Uncertainty The additive uncertainty model of the frequency (f ) = Hnom (f ) + (f )W1 (f ) is the sum of response H two terms. One is so-called nominal frequency response (f ), Hnom (f ) that represents the known part of H and the other represents perturbation (f )W1 (f ). The nominal frequency response Hnom (f ) can be obtained, for instance, by measurement or by applying physical laws that govern the channel behavior. The transfer functions Hnom (f ), W1 (f ), and (f ) belong to the H space. W1 (f ) is a known stable transfer function, (f ) is a variable stable transfer function with (f ) 1, (f ), and H (f ) have the same number of unstable and H (f ) = Hnom (f ) + (f )W1 (f ) it follows poles. From H (f ) Hnom (f )| |W1 (f )|, i.e., the uncertainty that |H (f ) that belong to the ball centered set is the set of all H at Hnom (f ) with radius determined by the magnitude of a xed known W1 (f ). Thus, the size of uncertainty set depends on the frequency, and it is determined by |W1 (f )|. The smaller the magnitude |W1 (f )|, the smaller the uncertainty set.
Fig. 2. Mutiplicative uncertainty description

B. Multiplicative Uncertainty The multiplicative uncertainty model is described (f ) = Hnom (f )(1 + (f )W1 (f )), where by equation H the transfer functions satisfy all conditions as for the additive uncertainty model. The equation implies that (f ) (f ) H H | Hnom (f ) 1| |W1 (f )| meaning that the ratio Hnom (f ) at each frequency belongs to the ball centered at 1, with radius |W1 (f )|. The size of uncertainty set is again determined by |W1 (f )|. The description of uncertainty through the set in a normed linear space H has its practical importance because the nominal transfer function Hnom (f ), and the size of uncertainty set can be extracted from the Nyquist or Bode plot of the frequency response of the channel transfer function. Also, by using this approach, it is possible to describe any parametric uncertainty of the channel frequency response. III. ROBUST CAPACITY A. Additive Uncertainty Dene the two following sets A1 := A2 := Sx (f ) (f ) H Hnom

Sx (f )df P

= Hnom + W1 ; H ; H H , W1 H , H , 1 .

The set A1 is the set of all possible power spectral densities of transmitted signal, and A2 is the uncertainty set. The size of uncertainty set will be determined by using the fact that 1. Denition 3.1: The robust capacity of a continuous time AWGN channel, when a transmitted signal x is subject to the power constraint Sx (f )df P , where N is the power spectral density of the noise, and with channel uncertainty dened through set A2 , is dened by (f )|2 Sx (f )|H 1 CR := sup inf log 1 + df. (1) A2 2 N S x A1 H The region of integration in (1) will be clear from Theorem 3.2. This denition is a version of the

Fig. 1.

Additive uncertainty description

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well-known formula for continuous time Gaussian channels that was rst introduced by Shannon [5] for strictly band-limited white noise channels, and afterward rederived by Gallager [7] for colored noise, and not necessarily strictly band-limited channels. In (1), the channel capacity is dened as the worst case value of mutual information rate. Although this may seem as a conservative approach, it turns out to be the maximum theoretical transmission rate, i.e., the operational capacity for uncertain channels which is proven in [6]. Theorem 3.2: Consider an additive uncertainy (f ), description of H and supposed that (|Hnom (f )|+|W1 (f )|)2 is bounded, integrable, and N that |Hnom (f )| = |W1 (f )|. Then the following hold. 1) The robust capacity of a continuous time AWGN channel with additive channel uncertainty shown in Fig. 1a is given parametrically by CR = 1 2 log (|Hnom (f )| |W1 (f )|)2 df, (2) N

The main conclusions that can be drawn from the previous theorem are obtained from (2), (5). The rst shows how the robust capacity depends on the channel uncertainty, while the second illustrates the eect of channel uncertainty on the optimal transmitted power. It can be seen that the robust capacity decreases with the magnitude of transfer function W1 (f ), that is, it decreases as the size of uncertainty set increases. If the channel is perfectly known then |W1 (f )| = 0 giving the known formula derived in [7]. Also the size of uncertainty set similarly aects the water-lling formula that represents the optimal transmitted power. The water-lling formula may be understood as the power control of a transmitter. Thus, (5) suggests the optimal power control in the presence of channel uncertainty, such that the optimal power decreases when uncertainty increases. B. Multiplicative Uncertainty Dene the following set A3 := = Hnom (1 + W1 ); (f ) H ; H H Hnom

where is a Lagrange multiplier found via N df = P, (|Hnom (f )| |W1 (f )|)2

H , W1 H , H , 1 .

(3)

subject to the condition (|Hnom (f )| |W1 (f )|)2 N > 0, > 0, (4)

in which the integrations in (2), and (3) are over the frequency interval over which the condition (4) holds. 2) The inmum over the channel uncertainty in (1) is achieved at (f ) = exp[j arg(W1 (f )) + j arg(Hnom (f )) + j ] (f )

The denition 3.1 still applies in this case with the dierence that the inmum is taken over all frequency responses that belong to A3 , instead. Therefore the following theorem holds. Theorem 3.3: Consider an multiplicative (f ), and supposed uncertainty description of H |W1 (f )|)]2 is bounded, integrable, and that [|Hnom (f )|(1+ N that |W1 (f )| = 1. Then the following hold. 1) The robust capacity of a continuous time AWGN channel with multiplicative channel uncertainty shown in Fig. 1b is given parametrically by CR = 1 2 log [|Hnom |(1 |W1 |)]2 df, N (6)

= 1,

and the resulting mutual information rate after minimization is given by inf = log 1 + Sx (f )|Hnom (f ) + (f )W1 (f )| df N Sx (f )(|Hnom (f )| |W1 (f )|)2 df, log 1 + N
2

where is a Lagrange multiplier found via N df = P, (7) [|Hnom (f )|(1 |W1 (f )|)]2

subject to the condition [|Hnom (f )|(1 |W1 (f )|)]2 N > 0, > 0, (8) in which the integrations in (6), and (7) are over the frequency interval over which the condition (8) holds. 2) The inmum over the channel uncertainty in (1) is achieved at (f ) = exp[j arg(W1 (f )) + j ] (f )

where the inmum is over 1. The supremum of previous equation over A1 yields the water-lling equation
Sx (f ) +

N = . (|Hnom (f )| |W1 (f )|)2

(5)

Proof. The proof will be omitted due to the space constraint.

= 1,

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and the resulting mutual information rate after minimization is given by inf = Sx |Hnom (1 + W1 |2 df N Sx [|Hnom |(1 |W1 |)]2 log 1 + df, N log 1 +

where the inmum is over 1. The supremum of previous equation over A1 yields the water-lling equation
(f ) + Sx

N = . [|Hnom (f )|(1 |W1 (f )|)]2

(9)

Proof. The proof will be omitted due to the space constraint. Again, it can be seen that the robust capacity is determined by the size of uncertainty set |W1 (f )|. Thus, if the perturbation is reasonable enough (|W1 (f )| 1), the robust capacity decreases when the size of uncertainty set increases. When the channel is perfectly known (|W1 (f )| = 0) the robust capacity is equal to the classical case. Also, the eect of multiplicative uncertainty on the water-lling formula is similar to the case of additive uncertainty description. It should be noted that preceding examples imply that the robust capacity formula can be applied on other types of = Hnom /(1 + W1 Hnom ). uncertainties, such as H IV. CHANNEL CODING AND CONVERSE TO CHANNEL CODING THEOREM In the previous section the robust capacity CR was dened as a max-min of mutual information rate between transmitted, and received signals. But this quantity would have a little of practical value if one could not show that the robust capacity is equal to the so-called operational capacity C that represents the maximum theoretical attainable rate over a communication channel. In this section, the result from [6] is used to show that the robust capacity CR as dened by (1), and under certain conditions imposed on the uncertainty set A is equal to operational capacity C . In the sequel, the notion of codes, attainable coding rate R, and operational capacity over the uncertainty set A are dened. The channel code (M, , T ) for the set of communication channels A is dened as the set of M distinct timefunctions {x1 (t), ..., xM (t)}, in the interval T /2 t T /2, and the set of M disjoint sets {D1 , ..., DM } of the space of a received signal y such that 1 T
T /2 T /2

for each k , and such that the error probability for each c |xk (t) sent , k = 1, ..., M , codeword is Pr y Dk for all H (f ) A. The positive constant R is called attainable coding rate if there exists a sequence of codes {(M, n , Tn )}, M = exp[Tn R], such that when n +, then Tn (f ) A. Here n is +, and n 0 uniformly for all H the codeword probability of error as previously dened, and Tn is a codeword time duration. The operational capacity C represents the supremum of all attainable rates R [6]. In the case of additive uncertainty A = A2 , and in the case of multiplicative uncertainty A = A3 . Further, dene the set B as the set of all impulse re (t) that correspond to the frequency responses sponses h (f ) A, and that satisfy the following H 1) h(t) has nite duration , (t) L2 ), 2) h(t) is square integrable (h + 2 3) |H (f )| df + |H (f )|2 df 0 when +. It is proven in [6] that set B is conditionally compact subset of L2 , which is the sucient condition for the proof of coding, and converse to coding theorem over the set B . The only dierence between our denition of robust capacity, and capacity as dened in [6] is that the inmum in (1) is over the set of frequency responses A whereas in the case of [6] the inmum is over the set of impulse responses B . So, if it is assumed that the above conditions are satised for A = A2 , or A = A3 , our approach enables the explicite computation of the capacity, and in the same time preserves the equivalence of two denitions. This in turn means that the channel coding theorem, and its converse still hold. V. CONCLUSION This paper introduces the notion of robust capacity for continuous time AWGN communication channels. It represents the generalization of classical formula for the channel capacity when the true frequency response is not perfectly known. The uncertainty of frequency response is described by either additive or multiplicative uncertainty model, although the use of other uncertainty models is also possible. It is assumed that socalled nominal frequency response is known, while the deviation from the nominal model is described by the ball in a normed linear space H . The radius of the ball is determined by a known transfer function W1 (f ) that depends on the degree of uncertainty about a true frequency response. The robust capacity is dened as the max-min of mutual information rate between transmitted, and received signals, where the maximum is over the power spectral densities of transmitted signal with constrained power, and minimum is over the uncertainty set. The explicit formula for robust channel capacity is obtained. When there is no uncertainty, the formula is identical to the classical formula for the channel capacity of continuous time AWGN channels.

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If the uncertainty exists, the price in terms of reduced channel capacity has to be paid, that is, the channel capacity decreases with the size of uncertainty set. Also the optimal transmitted power in the presence of channel uncertainty is obtained in the form of waterlling formula. At the end, it is shown that the robust capacity is equal to the operational capacity. References
[1] Biglieri, E., Proakis., J., Shamai, S., Fading Channels Information-Theoretic and Communications Aspects, IEEE Trans. Info. Theo., vol. 44, no. 6, pp. 2619-2692, Oct. 1998.

[2] Lapidoth, A., Narayan, P., Reliable Communication Under Channel Uncertainty, IEEE Trans. Info. Theo., vol. 44, no. 6, pp. 2148-2177, Oct. 1998. [3] Medard, M., Channel Uncertainty in Communications, IEEE Information Society Newsletter, vol. 53, no. 2, p. 1, pp. 10-12, June 2003. [4] Doyle, J. C., Francis, B. A., Tannenbaum, A. R., Feedback Control Theory. New York: Mcmillan Publishing Company, 1992. [5] Shannon, C. E., Communication in the Presence of Noise, Proceedings of the IRE, vol. 37, no. 1, pp. 10-21, Jan. 2003. [6] Root, W. L., Varaiya, P. P., Capacity of Classes of Gaussian Channels, SIAM J. Appl. Math., vol. 16, no. 6, pp. 13501393, November 1968. [7] Gallager, R., Information Theory and Reliable Communication. New York: Wiley, 1968.

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