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- A TUTORIAL INTRODUCTION -
Bengt Holter
where H(Y |X) represents the conditional entropy be- In a rich scattering environment with no line-of-sight
tween the random variables X and Y . The entropy (LOS), the channel gains |hij | are usually Rayleigh
of a random variable can be described as a measure distributed. If α and β are independent and normal
of the amount of information required on average to distributed random variables, then |hij | is a Rayleigh
describe the random variable. It can also described as distributed random variable.
a measure of the uncertainty of the random variable.
Due to (3), mutual information can be described as 4. SISO CHANNEL CAPACITY
the reduction in the uncertainty of one random vari-
able due to the knowledge of the other. Note that the The ergodic (mean) capacity of a random channel
mutual information between X and Y depends on the with nT = nR = 1 and an average transmit power
properties of the channel (through a channel matrix constraint PT can be expressed as [2]
H) and the properties of X (through the probability
distribution of X). The channel matrix H used in
C = EH max I(X; Y ) , (9)
the representation of the input/output relations of a p(x):P ≤PT
MIMO channel is defined in the next section.
where P is the average power of a single channel code-
word transmitted over the channel and EH denotes
3. SYSTEM MODEL
the expectation over all channel realizations. Com-
It is common to represent the input/output relations pared to the definition in (2), the capacity of the
of a narrowband, single-user MIMO link by the com- channel is now defined as the maximum of the mu-
plex baseband vector notation tual information between the input and the output
over all statistical distributions on the input that sat-
y = Hx + n, (4) isfy the power constraint. If each channel symbol at
the transmitter is denoted by s, the average power where Φ = E{xx† }2 is the covariance matrix of the
constraint can be expressed as transmit signal vector x. The total transmit power
is limited to PT , irrespective of the number of trans-
P = E |s|2 ≤ PT . (10) mit antennas. By using (4) and the relationship be-
tween mutual information and entropy, (13) can be
Using (9), the ergodic (mean) capacity of a SISO sys- expanded as follows for a given H
tem (nT = nR = 1) with a random complex channel
gain h11 is given by [4] I(x; y) = h(y) − h(y|x) (14)
h(y) − h(Hx + n|x)
C = EH log2 1 + ρ · |h11 |2 , (11) = (15)
= h(y) − h(n|x) (16)
where ρ is the average signal-to-noise (SNR) ratio at = h(y) − h(n), (17)
the receiver branch. If |h11 | is Rayleigh, |h11 |2 follows
a chi-squared distribution with two degrees of freedom where h(·) in this case denotes the differential entropy
[5]. Eq.(11) can then be written as [4] of a continuous random variable. It is assumed that
the transmit vector x and the noise vector n are in-
C = EH log2 1 + ρ · χ22 , (12)
dependent.
where χ22 is a chi-square distributed random variable Eq. (17) is maximized when y is gaussian, since
with two degrees of freedom. Figure 1 shows the the normal distribution maximizes the entropy for a
given variance [2]. The differential entropy of a real
SISO capacity gaussian vector y ∈ Rn with zero mean and covari-
ance matrix K is equal to 12 log2 ((2πe)n det K). For
6
a complex gaussian vector y ∈ Cn , the differential
entropy is less than or equal to log2 det(πeK), with
5 equality if and only if y is a circularly symmetric com-
plex Gaussian with E{yy† } = K [3]. Assuming the
Capacity [bit/s/Hz]
Figure 1: Ergodic capacity a Rayleigh fading SISO The superscript d and n denotes respectively the de-
channel (dotted line) compared to the Shannon ca- sired part and the noise part of (21). The maximum
pacity of a SISO channel (solid line). mutual information of a random MIMO channel is
then given by
Shannon capacity for a gaussian channel (solid line)
I = h(y) − h(n)
and the capacity of a Rayleigh fading channel (dot-
ted line) according to (12). The Rayleigh fading curve = log2 det πe Kd + Kn − log2 [det (πeKn )]
d
presented in Figure 1 equals the result in [6] (capacity = log2 det K + Kn − log2 [det (Kn )]
of a Rayleigh fading channel with optimal power and
−1
rate adaption at the transmitter under the assump- = log2 det Kd + Kn (Kn )
tion of perfect channel estimation and return channel −1
= log2 det Kd (Kn ) + InR
free of errors and delay).
−1
= log2 det HΦH† (Kn ) + InR .
5. MIMO CHANNEL CAPACITY
When the transmitter has no knowledge about the
The capacity of a random MIMO channel with power channel, it is optimal to use a uniform power distri-
constraint PT can be expressed as bution [3]. The transmit covariance matrix is then
given by Φ = PnTT InT . It is also common to assume
C = EH max I(x; y) , (13) 2 The superscript † denotes Hermitian transpose
p(x):tr(Φ)≤PT
uncorrelated noise in each receiver branch described The number of parallel subchannels is determined by
by the covariance matrix Kn = σ 2 InR . The ergodic the rank of the channel matrix. In general, the rank
(mean) capacity for a complex AWGN MIMO channel of the channel matrix is given by
can then be expressed as [3, 4]
rank(H) = k ≤ min{nT , nR }. (29)
PT
C = EH log2 det InR + 2 HH† . (22) Using (29) together with the fact that the determinant
σ nT of a unitary matrix is equal to 1, (26) and (28) can
be expressed respectively as
This can also be written as
k
ρ
ρ C = EH λi
C = EH log2 det InR + HH† , (23) log2 1 +
nT
(30)
nT i=1
k
ρ 2
where ρ = PσT2 is the average signal-to-noise (SNR) = EH log2 1 + σ . (31)
ratio at each receiver branch. By the law of large i=1
nT i
numbers, the term n1T HH† → InR as nT gets large
and nR is fixed. Thus the capacity in the limit of large In (30), λi are the eigenvalues of the diagonal matrix
nT is Λ and in and (31), σi2 are the squared singular values
C = EH {nR · log2 (1 + ρ)} . (24) of the diagonal matrix Σ. The maximum capacity of a
MIMO channel is reached in the unrealistic situation
Further analysis of the MIMO channel capacity given when each of the nT transmitted signals is received
in (23) is possible by diagonalizing the product matrix by the same set of nR antennas without interference.
HH† either by eigenvalue decomposition or singular It can also be described as if each transmitted sig-
value decomposition. By using eigenvalue decompo- nal where received by a separate set receive antennas,
sition, the matrix product is written as giving a total number of nT · nR receiving antennas.
With optimal combining at the receiver and re-
HH† = EΛE† , (25) ceive diversity only (nT = 1), the channel capacity
can be expressed as [4]
where E is the eigenvector matrix with orthonormal
columns and Λ is a diagonal matrix with the eigenval- C = EH log2 1 + ρ · χ22nR , (32)
ues on the main diagonal. Using this notation, (23)
can be written as: where χ22nR is a chi-distributed random variable with
2nR degrees of freedom. If there are nT transmit an-
ρ tennas and optimal combining between nR antennas
C = EH log2 det InR + EΛE† . (26)
nT at the receiver, the capacity can be written as3 [4]
The matrix product HH† can also be described by us- ρ 2
C = EH nT · log2 1 + χ2nR . (33)
ing singular value decomposition on the channel ma- nT
trix H written as Eq.(33) represent the upper bound of a Rayleigh fad-
ing MIMO channel. In Figure 2, the Shannon capacity
H = UΣV† , (27)
of a SISO channel is compared to the upper bound of
where U and V are unitary matrices of left and right (33) with nT = nR = 6. Even though this bound on
singular vectors respectively, and Σ is a diagonal ma- the MIMO channel represent a special case, Figure 2
trix with singular values on the main diagonal. clearly shows the potential of the MIMO technology.
All elements on the diagonal are zero except for
the first k elements. The number of non-zero singular When the channel is known at the transmitter,
values k equals the rank of the channel matrix. Us- the maximum capacity of a MIMO channel can be
ing (27) in (23), the MIMO channel capacity can be achieved by using the water-filling principle [2] on
written as the transmit covariance matrix. The capacity is then
given by
ρ † † k
C = EH log2 det InR + UΣΣ U . (28) ρ
nT C = EH log2 1 + i λi (34)
i=1
nT
After diagonalizing the product matrix HH† , the ca- k
ρ 2
pacity formulas of the MIMO channel now includes = EH log2 1 + i σ , (35)
unitary and diagonal matrices only. It is then easier to i=1
nT i
see that the total capacity of a MIMO channel is made 3 Assuming the artificial case of no interference between the
50
9. REFERENCES