Capacity Limits of MIMO Channels: Tutorial MIMO Communications With Applications To (B) 3G and 4G Systems

MIMO Communications with Applications to (B)3G
and 4G Systems Capacity Limits of MIMO Channels

M. Juntti, University of Oulu, Dept. Electrical and Inform. Eng.,
Centre for Wireless Communications (CWC) 1
Capacity Limits of MIMO
Channels
Tutorial MIMO Communications with Applications to (B)3G and 4G
Systems
Markku J untti
Contents
1. Introduction
2. Review of information theory
3. Fixed MIMO channels
4. Fading MIMO channels
5. Summary and Conclusions
References
1. Introduction
The use of multiple antennas can provide gain due
to
antenna gain
more receive antennas more power is collected
interference gain
interference nulling by beamforming (array gain)
interference averaging (to zero) due to independent
observations
diversity gain against fading
receive diversity
transmit diversity.
Information theoretic model of multi-inputmulti-
output (MIMO) channel is considered.
MIMO Channel Model
( ) n x
1
( ) n x
2
( ) n x
N
T
M
( ) n y
1
( ) n y
2
( ) n y
N
R
M
MIMO channel model.
( ) n h
1 , 1
( ) n h
N N
T R
,
Assume N
T
transmit and N
R
receive antennae
called N
T
N
R
MIMO system.
Fading radio channels
modeled as frequency-flat:
fixed
time-varying
known both/either in the
transmitter and/or receiver
perfect channel state
information (CSI)
a priori unknown.
2. Review of Information Theory
Information theory (IT) has its origins in analyzing
the limits communications.
Information theory answers two fundamental
questions in communication theory:
What is the ultimate data compression rate?
Answer: entropy.
What is the ultimate data transmission rate?
Answer: channel capacity.
Basic Concepts
Assume a discrete valued random variable (RV) X
with probability mass function p(x).
The average information or entropy of RV X:
J oint entropy of RVs X and Y:
Conditional entropy of RV Y given X= x:
Chain rule:
( ) ( ) ( ) [ ] ( ) [ ]
( )
.
1
log E log E log

= = =

X p
X p x p x p X H
x
( ) [ ] [ ] [ ] { } . ) , ( log E , log ) , ( ) , ( Y X p y x p y x p Y X H
x y
= =

[ ] [ ] { } . (Y H ) , ( log E ) ( log ) , ( ) ( ) ( ) Y X p x y p y x p x X Y H x p X
x y x
= = = =

). ( ) ( ) , ( X Y H X H Y X H + =
Mutual Information
Mutual information is the relative entropy between
the joint distribution and product distribution:
Measure of the information one random variable
(say, X) contains on the other (Y):
If X and Y are independent: I(X;Y) = 0 (also only if).
If Y = X: I(X;X) = H(X).
Differential entropy for continuous RVs.
.
) ( ) (
) , (
log E
) ( ) (
) , (
log ) , ( ) ; (
=

Y p X p
Y X p
y p x p
y x p
y x p Y X I
x y
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ). ; ,
;
X Y I Y X H Y H X H
X Y H Y H Y X H X H Y X I
= + =
= =
Gaussian RVs
For multivariate, real-valued Gaussian RVs X
1
, X
2
,,
X
n
with mean vector and covariance matrix K, the
differential entropy is
Gaussian distribution maximizes the entropy over all
distributions with the same covariance:
for any RVs X
1
, X
2
,, X
n
with equality if and only if
they are Gaussian.
( ) ( ) [ ] ). det( 2 log
2
1
, , ,
2 1
K
n
n
e X X X h = K
( ) ( ) [ ] ) det( 2 log
2
1
, , ,
2 1
K
n
n
e X X X h K
Channel Capacity
Encoder
Channel
p(y|x)
Decoder
Message
W X Y
n n
Estimate of
message
W
Information theoretic model of a communication

system.
Channel capacity:
Code rate R is achievable, if there exists a sequence
of (2nR,n) codes so that
( )
( ). ; max Y X I C
x p
=
. as , 0
max e,
n P
Gaussian Channel
X
i
Y
i
=X
i
+ Z
i
The Gaussian channel.
S
). , 0 ( ~
2
N
N
i
Z
Channel capacity:
Capacity per time unit ((2W) samples per second):
( )
( )
( ) ( ) , 1 log
2
1
; max
2
S
2
E
+ = =

Y X I C
X
x p
.
2
N
2
S
=
. 1 log
0

+ =
W N
P
W C
Parallel Gaussian Channels
X
1
Y
1
Parallel Gaussian
channels.
S
). , 0 ( ~
2
N,1 1
N Z
X
k
Y
k
S
). , 0 ( ~
2
N,k k
Z N
X
2
Y
2
S
). , 0 ( ~
2
N,2 2
N Z
M
Capacity:
Optimal transmission:
water-filling.
( ). 1 log
2
1
1 log
2
1
1 1
2
N
2
S

= =
+ =
+ =
k
i
i
k
i
,i
,i
C
[ ]

2
S,
2
S,2
2
S,1
, , , diag ~
k
K , N 0 X
3. Fixed MIMO Channels
( ) n x
1
( ) n x
2
( ) n x
N
T
M
( ) n y
1
( ) n y
2
( ) n y
N
R
M
MIMO channel model.
( ) n h
1 , 1
( ) n h
N N
T R
,
Signal x
i
(n) is transmitted at
time interval n from antenna
i (i=1,2,,N
T
).
Signal y
j
(n) is received at
time interval n at antenna j
(j=1,2,,N
R
):
where h
ij
(n) is the complex
channel gain with
( ) ( ) ( ) ( ),
T
1
=
+ =
N
i
j i j
n n x n h n y
ij
( ) 1 E
2
=
n h
ij
Matrix Formulation of MIMO Channel
Model
The signal received at all antennas:
where
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
.
T R
T R R R
T
T
, 2 , 1 ,
, 2
2 , 2 1 , 2
, 1
2 , 1 1 , 1
N N
N N N N
N
N
n h n h n h
n h n h n h
n h n h n h
n

= C
L
M O M M
L
L
H
( ) ( ) ( ) ( ) [ ] ,
T
T
T
2 1
N
N
n x n x n x n C = L x
( ) ( ) ( ) ( ), n n n n x H y + =
( ) ( ) ( ) ( ) [ ] ,
R
R
T
2 1
N
N
n y n y n y n C = L y
Noise Model and Power Constraint
The noise vector
satisfies
The transmitted signal satisfies the average power
constraint:
( ) ( ) ( ) ( ) . E E
2
S
1
2
S,
1
2
H
T T
=
=

= =
N
i
i
N
i
i
n x n n x x
( ) ( ) ( ) ( ) [ ] ,
R
R
T
2 1
N
N
n n n n C = L
( ) ( ). , ~
2
N
I 0 CN n
Singular Value Decomposition
The MIMO model is a special case of parallel
Gaussian channels.
The channel transfer matrix has singular value
decomposition (SVD):
where
are unitary matrices, and
is a diagonal matrix of the singular values of H.
,
H
2
1
V U H=
T T R R
,
N N N N
C C V U
T R 2
1
N N
R
Equivalent Channel Model
Let
Since U and V are unitary:
Equivalent channel model
Independent parallel Gaussian channels.
Capacity achieved with Gaussian input and by
water-filling.
( ) ( ) ( ) ( ) ( ) ( ).
~
,
~
,
~ H H H
n n n n n n U y U y x V x = = =
( ) ( ) ( ) ,
~ ~
E
2
S
H
n n x x
( ) ( ). , ~
~ 2
N
I 0 CN n
( ) ( ) ( ).
~ ~ ~
2
1
n n n x y + =
diagonalmatrix of sixe N
R
N
T
Derivation of Channel Capacity
The rank of matrix H is rank(H) min(N
R
,N
T
).
The number of positive singular values is rank(H).
The capacity of MIMO AWGN channel:
where the signal powers are solved via water-filling
and is chosen so that the power constraint is
satisfied or
( )
( )
( )
, , 1 log 1 log
2
N
2
S
rank
1
rank
1
2
N
2
S,
= + =

+ =

= =
,i
i
i
i
i
i
i
i
C
H H
( ), rank , , 2 , 1 , , 0 max
2
N
2
S,
H K =

= i
i
i
( )
.
2
S
rank
2
S,

i
H
1 = i
MIMO Channel Capacity for FullRank
Channel Matrix
No CSI at the transmitter (and fullrank H):
CSI at the transmitter (and fullrank H):
where Q is the covariance matrix of the input vector x
satisfying the power constraint tr(Q)
S
2
.
No CSI at the transmitter Q = I.
. det log
H
T
R

+ = HH I
N
C
N

, det log max
H
T
R

+ = HQH I
Q
N
C
N
4. Fading MIMO Channels
The channels are usually assumed to be ergodic:
fading is fast enough and gets all realizations so
many times that
the sample average equals the theoretical mean
the sample covariance equals the theoretical covariance.
time
ergodic (a long observation time)
non-ergodic (a short observation time)
Fading Channel Model with Perfect
Receiver CSI
The effective channel output: the actual channel
output y and the channel realization H.
Assuming that the channel is memoryless
(independent channel state for each transmission),
the capacity equals the mean of the mutual
information:
convolution
OUT
IN
x
H
y
( ) ( ) ( ) ( ). ; ; ; , ; H y x H y x H x H y x I I I I = + =
= 0
RV conditioned on
channel realization
. det log E
H
T
R
+ = HH I
H
N
C
N

Capacity Evaluation
The evaluation of the fading MIMO channel capacity is
complicated:
Wishart distribution Laguerre polynomials [Telatar 1999]
bounds [Foschini & Gans 1998]
Monte Carlo computer simulations
random matrix theory mutual information tends to
Gaussian
under development.
Example: NN MIMO System
0 2 4 6 8 10 12 14 16 18 20
10
0
10
1
10
2
R-CSI fading channel with N
R
=N
T
SNR [dB]
C
a
p
a
c
i
t
y

[
b
i
t
s

p
e
r

s
y
m
b
o
l
]
32 antennae
16 antennae
8 antennae
4 antennae
2 antennae
1 antenna
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31
10
20
30
40
50
60
70
80
90
100
R-CSI fading channel with N
R
=N
T
Number of antennae
C
a
p
a
c
i
t
y

[
b
i
t
s

p
e
r

s
y
m
b
o
l
]
SNR = 20 dB
SNR = 10 dB
SNR = 0 dB
The capacity curves are sifted
upwards by introducing more
antennae.
The capacity increases
linearly vs. the number of
antennae.
Non-Ergodic Channels
The channels are not always ergodic: fading can be
so slow that it undergoes only some realizations.
The random process becomes non-ergodic.
ergodic
non-ergodic
time
Example
AWGN 1 bit / use
AWGN 2 bits / use
random
switch
IN OUT
Select one of the channels with equal probability, and
keep then fixed.
Average mutual information is 1.5 bits / channel use.
However, with probability 0.5 it is not supported.
The achievable rate 1 bits / channel use.
Channel capacity the average maximum
mutual information.
Example: Random and Fixed Channel
A simple example: generate a channel realization,
and keep it fixed during the whole transmission.
There is a positive probability of an arbitrarily bad
channel realization.
However small a rate, the channel realization may
not be able to support it regardless the length of the
code word.
The Shannon capacity of this non-ergodic channel is
zero.
The Shannon capacity is again not equal to the
average mutual information.
Outage Probability
In non-ergodic channels, the capacity is measured
by the probability of outage for a given rate R:
Often called capacity versus outage.
The set-up is encountered in real time applications
with transmission delay constraints.
Similar approach is applicable also for delay
constrained communications in ergodic channels.
( )
( )
( ) [ ]
( )
. det log Pr inf
; Pr inf
H
T
tr , 0 :
tr , 0 :
out
R
2
S
2
S
<
+ =
< =

R
N
R I R P
N
HQH I
y x
Q Q Q
Q Q Q

5. Summary and Conclusions
AWGN MIMO channels are an extension of parallel
Gaussian channels.
Another example of parallel channels: channels on different
frequencies.
Introducing both multiple transmit and receive
antennae is equivalent to increase in bandwidth.
The linear capacity increase becomes natural.
. det log
H
T
R

+ = HQH I
N
C
N

Fading AWGN MIMO Channel
Ergodic channels:
Channel experiences all its states several times.
No delay constraints and/or fast fading.
Capacity equals the average mutual information:
Capacity increases linearly with N
R
=N
T
.
Non-ergodic channels:
Capacity does not equal the average mutual information.
Capacity versus outage probability.
. det log E
H
T
R
+ = HH I
H
N
C
N

Research Challenges
Capacity of selective channels
time-selective
frequency-selective
with no or imperfect channel state information in
the transmitter and the receiver.
Optimal signal structures (coding and modulation)
for real use with issues like
amount of training vs. non-coherent detection
transceiver complexity constraints
limited bandwidth of a non-ideal feedback channel.
References
1. T. M. Cover & J . A. Thomas, Elements of Information Theory. J ohn Wiley & Sons, 1991. ISBN: 0-471-
06259-6
2. E. Telatar, Capacity of multi-antenna Gaussian channels. European Transactions on
Telecommunications, vol. 10, no. 6, pp. 585-595, Nov.-Dec. 1999.
3. G. J . Foschini & M. J . Gans, On limits of wireless communications in a fading environment when using
multiple antennas. Wireless Personal Communications , vol. 6, pp. 311-335, Nov.-Dec. 1999
4. T. L. Marzetta & B. M. Hochwald, Capacity of a mobile multiple-antenna communication link in
Rayleigh flat fading. IEEE Transactions on Information Theory, vol. 45, no. 1, pp. 139-157, J an. 1999
5. I. E. Telatar & D. N C. Tse, Capacity and mutual information of wideband multipath fading channels.
IEEE Transactions on Information Theory, vol. 46, no. 4, pp. 1384-1400, J uly 2000.
6. M. Medard, The effect upon channel capacity in wireless communications of perfect and imperfect
knowledge of the channel. IEEE Transactions on Information Theory, vol. 46, no. 3, pp. 933-945, May
2000.
7. M. Medard & R. G. Gallager, Bandwidth scaling for fading multipath channels. IEEE Transactions on
Information Theory, vol. 48, no. 4, pp. 840-852, April 2002.
8. V. G. Subramanian & B. Hajek, Broad-band fading channels: signal burstiness and capacity. IEEE
Transactions on Information Theory, vol. 48, no. 4, pp. 809-827, April 2002.

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MIMO Communications with Applications to (B)3G

and 4G Systems Capacity Limits of MIMO Channels

Information theoretic model of a communication

MIMO Communications with Applications to (B)3G

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