Optimized Power-Allocation for Multi-Antenna Systems
Transcription
Optimized Power-Allocation for Multi-Antenna Systems
1 Optimized Power-Allocation for Multi-Antenna Systems impaired by Multiple Access Interference and Imperfect Channel-Estimation Enzo Baccarelli, Mauro Biagi, Cristian Pelizzoni, Nicola Cordeschi {enzobac, biagi, pelcris, cordeschi}@infocom.uniroma1.it Abstract— This paper presents an optimized spatial signal shaping for Multiple-Input Multiple-Output (MIMO) ”ad-hoc”like networks. It is adopted for maximizing the information throughput of pilot-based Multi-Antenna systems affected by spatially colored Multiple Access Interference (MAI) and channel estimation errors. After deriving the architecture of the Minimum Mean Square Error (MMSE) MIMO channel estimator, closed form expressions for the maximum information throughput sustained by the MAI-affected MIMO links are provided. Then, we present a novel power allocation algorithm for achieving the resulting link capacity. Several numerical results are provided to compare the performance achieved by the proposed powerallocation algorithm with that of the corresponding MIMO system working in MAI-free environments and equipped with error-free (e.g., perfect channel-estimates). So doing, we are able to give insight about the ultimate performance loss induced in MIMO systems by spatially colored MAI and imperfect channel estimates. Finally, we point out some implications about Space Division Multiple Access strategies arising from the proposed power allocation algorithm. Index Terms— Multi-Antenna, MAI, imperfect channel estimation, signal-shaping, space-division multiple-access. I. I NTRODUCTION AND G OALS Due to the current fast increasing demand for highthroughput Personal Communication Services (PCSs) based on small-size power-saving palmtops, the requirement for ”always on” mobile data access based on uncoordinated ”adhoc” and ”mesh” type networking architectures are expected to dramatically increase within next few years [18,20,27,28]. In order to increase the channel throughput, the spatial dimension is viewed as lowest cost solution for wireless communication systems. As a consequence, in these last years increasing attention has been directed towards designing array-equipped transceivers for wireless PCSs [25,27]. Moreover, such technological solution suitably addresses those energy-constrained application scenarios in which wireless ad-hoc and mesh networks are though to be applied, by providing adequate diversity and coding gains. This is justified by considering that both ad-hoc and mesh networks are typically characterized by users equipped with battery-powered terminals. So the MIMO capability to offer same performances of SISO systems with Enzo Baccarelli, Mauro Biagi, Cristian Pelizzoni and Nicola Cordeschi are with INFO-COM Dept., University of Rome ”Sapienza”, Via Eudossiana 18, 00184 Rome, Italy. Ph. no. +39 06 44585466 FAX no. +39 06 4873300. This work has been partially supported by Italian National project: Wireless 8O2.16 Multi-antenna mEsh Networks (WOMEN) under grant number 2005093248. a considerable gain in terms of power consumption, makes the Multi-Antenna approach suitable for wireless ad-hoc and mesh networks [30,31,32]. A. Related Works In this respect, current literature mainly focuses on transceivers working under the assumption of MIMO channel’s perfect estimation. Specifically, in [1,2] the capacity of MIMO systems under spatially colored MAI is evaluated when the MIMO channel is assumed to be perfectly known at receive and transmit sides, while in [23] the MAI is assumed still spatially colored but the channel is assumed perfectly known only at the receiver. The above assumptions may be considered reasonable when quasi-static application scenarios are considered (e.g., Wireless Local Loop systems, [1]), but may fall short when emerging applications for high-quality mobile PCSs [9,10,27] are considered. Finally, some recent works account for imperfect channel estimation [5,10], but they do not analyze the effect of spatially colored MAI on the resulting channel throughput. B. Proposed Contributions Therefore, motivated by the above considerations, in this work we focus on the ultimate information throughput conveyed by pilot-based wireless MIMO systems impaired by spatially colored MAI when imperfect channel estimates are available at transmit and receive sides. Specifically, main contributions of this work may be summarized as follows. First, after developing the optimal MMSE channel estimator for pilot-based MIMO systems impaired by spatially-colored MAI, we derive the closed form expression for the resulting sustained information throughput. Second, we propose an iterative algorithm for the optimized power allocation and signalshaping under the assumption of imperfect channel estimates at transmit and receive sides. Third, we provide numerical results and performance comparisons for testing the effectiveness of the proposed spatial-shaping and power allocation algorithm when ”ad-hoc” networking architectures are considered. Finally, we point out some (novel) guidelines about the optimized design of Space Division Multiple-Access strategies arising from the proposed power allocation algorithm. 2 C. Organization of the work The remainder of this paper is organized as follows. The system modelling is described in Sect.II and the MIMO channel MMSE estimator is developed in Sect.III. The information throughput evaluation and the resulting optimal power allocation algorithm are presented in Sect.IV. In Sect.V a model for the spatial MAI arising in Multi-Antenna ”ad-hoc” networks is described. Numerical plots and performance comparisons for testing the proposed power allocation algorithm are presented in Sect.VI. Finally, Sect.VII is devoted to discuss some general guidelines for the overall design of MAI-impaired MultiAntenna pilot-trained transceivers. Before proceeding, let us spend few words about the adopted notation. Capital letters are for matrices, lower-case underlined symbols denote vectors, and characters with overlined arrow → denote block-matrices and block-vectors. Apexes ∗ , T † , are respectively meant as conjugation, transposition and conjugate-transposition, while lower-case letters are used for scalar values. In addition, det [A] and T ra[A] mean determinant and trace of matrix A , [a1 ... am ], and vect(A) denotes the (block) vector obtained by stacking the A’s columns. Finally, Im is the (m × m) identity matrix, ||A||E is the Euclidean norm of the matrix A, A ⊗ B is the Kronecker product of the matrix A by matrix B, 0m is the m-dimensional zero-vector, 0m×n stands for (m × n) zero-matrix, lg denotes natural logarithm and δ(m, n) is the (usual scalar) Kronecker delta (e.g., δ(m, n) = 1 for m = n and δ(m, n) = 0 for m 6= n). Transmit and receive units are equipped with t and r antennas, respectively. The MIMO radio channel should be affected by slow-variant Rayleigh flat fading1 and multiple access interference. Path gains {hji } from i-th transmit antenna to j-th receive one may be modelled as complex zero-mean unitvariance random variables (r.v.) [5,6,7,8], and they may be assumed mutually uncorrelated when the antennas are properly spaced2 . Furthermore, when low-mobility applications are considered (e.g., nomadic users over hot-spot cells), all path gains may be assumed to change every T ≥ 1 signaling period at new statistically independent values. The resulting ”block-fading” model may be used to properly describe the main features of interleaved frequency-hopping or interleaved packet-based systems [7,18,19]. MAI affecting the link in Fig.1 depends on the network topology [1,2,20]. Specifically, we suppose that it is at least constant over a packet period. Anyway, {hji } and MAI statistics may be different over temporally adjacent packets, so that Tx and Rx nodes in Fig.1 do not exactly know them at the beginning of any transmission period. Therefore, according to Fig.2, the packet structure is composed by T ≥ 1 slots: the first TL ≥ 0 ones are used by Rx for learning the MAI statistics (see Sect.II.A); the second Ttr ≥ 0 ones are employed for estimating the (forward) MIMO channel path gains {hji } (see Sect.II.B) and, finally, the last Tpay , T − Ttr − TL ones are adopted to carry out payload data (see Sect.II.C). TL(learning) Ttr(training) Tpay(payload) II. T HE S YSTEM M ODELING The application scenario we consider refers to the emerging local wireless ”ad-hoc” networks [18,20,27,28] where multiple autonomous transmit-receive nodes are simultaneously active over a limited-size hot-spot cell, so that all transmissions are affected by MAI [18]. The (complex base-band equivalent) radio channel from a transmit node Tx to the corresponding receive one Rx is sketched in Fig 1. Fig. 2. The packet structure (T As consequence, after denoting as RC (nats/slot) the spacetime information rate, the resulting system spectral efficiency η (nats/sec/Hz) equates η= T Space Time Source Encoder and Message Modulator with x t Antennas 1 H Tpay RC , T ∆s B w (1) where ∆s (sec.) and Bw (Hz) denote the slot duration and RF bandwidth of the radiated signals, respectively. h11 h 21 2 1 2 Demodulator, Channel Detected Estimator and Message Decoder with r Antennas A. The Learning Phase Rx t , TL + Ttr + Tpay ) hrt r MIMO FORWARD CHANNEL Kd During the learning phase (see Fig.2), Tx in Fig.1 is off and Rx attempts to ”learn” the MAI statistics. Thus, all receive antennas are now used to capture the interfering signals H Kd FEEDBACK LINK Fig. 1. Multi-Antenna system equipped with imperfect (forward) channel estimates Ĥ and impaired by MAI with spatial covariance matrix Kd . 1 The flat fading assumption is valid when the radiated signal RF bandwidth Bw is less than the MIMO forward channel coherence bandwidth Bc . Furthermore, we anticipate that the effects of Ricean-distributed fading on the system performance are accounted for and evaluated in the following Sects. V, VI. 2 For hot-spot local area applications, proper antenna spacing may be assumed of the order of λ/2 [15]. However, several measures and analytical contributions estimate (very) limited throughput loss when the path gains’ correlation coefficient is less than 0.6 [4 and references therein]. 3 emitted by the interfering transmit nodes3 . So, after denoting by ẏ(n) , [ẏ1 (n)...ẏr (n)] the r-dimensional column vector of the (sampled) signals received at the n-th ”learning” slot, this last equates ẏ(n) ≡ ḋ(n) , ẇ(n) + v̇(n), 1 ≤ n ≤ T. (2) The overall disturbance vector ḋ(n) , [d˙1 (n)...d˙r (n)]T in (2) is composed by two mutually independent components, which are denoted by ẇ(n) , [ẇ1 (n)...ẇr (n)]T and v̇(n) , [v̇1 (n)...v̇r (n)]T , respectively. The first component takes into account for the receiver thermal noise and then it is modeled as a zero-mean, spatially and temporally white Gaussian complex r-variate sequence, with covariance matrix n o E ẇ(n)(ẇ(m))† = N0 Ir δ(m, n), (3) where N0 (watt/Hz) is the power spectral density of the thermal noise. The second component in (2) takes the MAI into account. It is modelled as zero-mean, temporally white, spatially colored Gaussian complex r-variate sequence, whose covariance matrix 2 c11 n o 6 c∗12 Kv , E v̇(n)(v̇(n))† ≡ 6 4 .. . c∗1r ... ... .. . ... c1r c2r .. . crr 3 7 7, 5 B. The Training Phase Based on the MAI covariance matrix Kd , Tx node can now optimally shape the pilot streams {e xi (n) ∈ C1 , TL + 1 ≤ n ≤ TL + Ttr }, 1 ≤ i ≤ t, which are used by Rx to estimate the MIMO forward channel path gains {hji , j = 1, ..., r, i = 1, ..., t}. Specifically, when the pilot streams are transmitted, the sampled signals {e yj (n) ∈ C1 , TL +1 ≤ n ≤ TL +Ttr }, 1 ≤ j ≤ r, received at the output of j-th receive antenna are t (4) 1 X hji x ei (n) + dej (n), TL + 1 ≤ n ≤ TL + Ttr , yej (n) = √ t i=1 1 ≤ j ≤ r, (7) where the overall disturbances is supposed to be constant over a packet transmission4 (at least). Since its value may be different over temporally adjacent packets, we assume that both Tx and Rx nodes of Fig.1 do not exactly know the overall disturbance covariance matrix n o Kd , E ḋ(n)(ḋ(n))† ≡ Kv + N0 Ir , (5) at the beginning of any new packet transmission period. Since the received signals {ẏ(n)} in (2) equate MAI {ḋ(n)} ones, from the Law of Large Numbers [26] we obtain the following unbiased and consistent (e.g, asymptotically exact) estimate K̂d for the MAI covariance matrix: Kd TL 1 X ẏ(n)(ẏ(n))† . K̂d = TL n=1 mean square estimation errors under 10%. Furthermore, since the numerical results in Sect.VI.D confirm that throughput loss, due to imperfect MAI covariance matrix estimate, may be neglected for TL exceeding 10, we assume that, at the end of the learning phase (e.g., at step n = TL ), Kd is perfectly estimated by Rx node and then it is transmitted back to Tx via the ideal feedback link of Fig.15 . This assumption will be relaxed in Sect.VI.C, when we will test the sensitivity of the proposed signal-shaping algorithm to errors possibly affecting the estimated K̂d . (6) Concerning the accuracy of the estimate in (6), analytical results (see [3 and references therein]) show that the relative square estimation error ||Kd − K̂d ||2E /||Kd ||2E vanishes as at least 1/TL . So, in principle TL = 10 suffices for achieving 3 In principle, some system synchronization should be assumed to guarantee that the learning procedure is carried out by only one user at time. However, under the (milder) assumption that each user actives his learning procedure at randomly selected times, it is likelihood to retain negligible the probability that more users are simultaneously in the learning phase. Anyway, we anticipate that the numerical results of Sect.VI.C support the conclusion that the performance of the optimized power allocation algorithm we propose in Sect.IV, is quite robust against errors possibly present in the estimate of actual MAI covariance matrix Kd in (5). 4 The assumption of temporally white MAI sequence {v̇(n)} may be considered reasonable when FEC coding and interleaving are employed [11]. In addition, by resorting to the Central Limit Theorem, the overall disturbance {ḋ(n)} in (2) may be considered Gaussian distributed. Since the Gaussian pdf maximizes the differential entropy [12], by fact we are considering a worstcase application scenario. Finally, since the network topology for serving nomadic users is slow-variant [20], it can be reasonable to suppose Kv in (4) to be constant (at least) over each packet transmission period. dej (n) , vej (n) + w ej (n), TL + 1 ≤ n ≤ TL + Ttr , 1 ≤ j ≤ r, (7.1) are independent from the path gains {hji } and still described by (4) and (5). Hence, by assuming the (usual) power constraint t 1X ||e xi (n)||2 = Pe, TL + 1 ≤ n ≤ TL + Ttr , (8) t i=1 on the average transmitted power Pe, the resulting signal to interference-plus-noise ratio (SINR) γ ej at the output of j-th receive antenna equates (see eqs.(7), (8)) γ ej = Pe/(N0 +cjj ), 1 ≤ j ≤ r, (8.1) where N0 + cjj is j-th diagonal entry of Kd . All the (complex) samples ini (7) may be collected into the (Ttr × r) h e , y f1 ...f yr given by matrix Y e = √1 XH e + D, e Y t (9) e , [xe1 ...xet ] is the pilot matrix, H , [h1 ...hr ] is the where X e , [d f...de ] is the (Ttr × r) (t × r) channel matrix and D 1 r disturbance matrix. Since the pilot streams are power limited e becomes (see eq.(8)), the resulting power constraint on X † eX e ] = tTtr Pe. T ra[X (9.1) 5 We remark that Time-Division-Duplex (TDD) WLANs, designed for lowmobility applications, are usually equipped with (very) reliable duplex channels [15,18]. So the above assumption may be considered well met. Anyway, the performance loss arising from noisy feedback channels is investigated in Section VI.C. 4 e in (9) are In Sect.III we detail how the training observations Y employed by Rx in Fig.1 for computing the MMSE channel e At the end of the training estimates matrix Ĥ , E{H | Y}. phase (e.g., at n = TL + Ttr ), Ĥ is transmitted by Rx back to Tx through the (ideal) feedback link of Fig.1. C. The Payload Phase Based on Kd and Ĥ, Tx node in Fig.1 may properly shape the (random) signal information streams {φi (n) ∈ C1 , TL + Ttr + 1 ≤ n ≤ T }, 1 ≤ i ≤ t, to be radiated. After their transmission, the resulting (sampled) signals {yj (n) ∈ C1 , TL + Ttr + 1 ≤ n ≤ T }, 1 ≤ j ≤ r, received by Rx are t 1 X hji φi (n) + dj (n), TL + Ttr + 1 ≤ n ≤ T, yj (n) = √ t i=1 1 ≤ j ≤ r, (10) where the disturbance sequences dj (n) , vj (n) + wj (n), 1 ≤ j ≤ r, are mutually independent from the channel coefficients {hji } and the radiated information streams {φi }. As for the pilot streams, the signals {φi (n)} radiated during the payload phase are also assumed power-limited as in ¤T £ T y (TL + Ttr + 1) ...yT (T ) , we arrive at the following final observation model: 1 → − → T − − → y = √ [IT pay ⊗ H] φ + d , (12) t → − where the (Tpay r × 1) (block) disturbance vector d , £ T ¤ T d (TL + Ttr + 1) ...dT (T ) is Gaussian distributed, with covariance matrix given by n o − →− → E d ( d )† = ITpay ⊗ Kd , and the (block) signals vector h iT φT (TL + Ttr + 1) . . . φT (T ) is power in (12.1) → − φ , limited as n † o → − → − E φ φ = Tpay tP. (12.2) III. MMSE MIMO C HANNEL E STIMATION UNDER SPATIALLY COLORED MAI Since in [9] it is proved that the MMSE matrix estimate e of the MIMO channel matrix H Ĥ ≡ [ĥ1 ...ĥr ] , E{H|Y} (10.1) in (9) is a sufficient statistic for the ML detection of the transmitted message M of Fig.1, we do not lose information so that the SINR γj at the output of the j-th receive antenna by considering the receiver’s architecture composed by the MIMO channel MMSE estimator cascaded to the ML detector equates6 (see eqs.(5), (10)) of the transmitted message. Thus, before starting to develop γj = P/(N0 +cjj ), 1 ≤ j ≤ r. (10.2) the MMSE estimator, let us note that the Ỹ’s columns in (9) are Now, from (10) we may express (r × 1) column vector mutually dependent, so that any estimated channel coefficient y(n) , [y1 (n)...yr (n)]T of the observations received during ĥji is a function of the whole observed matrix Ỹ. However, the j-th column ĥj of Ĥ can be computed via an application n-th slot as of the Orthogonal Projection Lemma as in (see the Appendix A) 1 y(n) = √ HT φ(n) + d(n), TL + Ttr + 1 ≤ n ≤ T, (11) t ih 1 ³ ´ i−1 1 h † † −1/2 ĥj = √ eTj Kd ⊗ X̃ K−1 ⊗ X̃X̃ + IrTtr T d where {d(n) , [d1 (n)...dr (n)] , TL + Ttr + 1 ≤ n ≤ T } t t ³ ´ is the temporally white Gaussian MAI vector with spatial −1/2 · Kd ⊗ ITtr vect(Ỹ), 1 6 j 6 r. (13) covariance matrix still given by eq.(5), H is the previously 7 T defined (t × r) channel matrix and φ(n) , [φ1 (n)...φt (n)] r collects the symbols transmitted by the t transmit antennas. In (13), ej denotes the j-th unit vector of R [13], vect(Ỹ) is obtained via the ordered Furthermore, after denoting as Rφ , E{φ(n)φ(n)† } the the rTtr -dimensional column vector−1/2 stacking of the Ỹ’s columns while K is the positive square d spatial covariance matrix of φ(n) , [φ1 (n)...φt (n)]T , from root of K−1 [13]. Now, by denoting as ² ≡ [² ...² ] , H − Ĥ 1 r d (10.1) this last must meet the following power constraint: the error matrix of the MMSE channel estimates, the cross n o correlation among its columns may be evaluated as in E φ(n)† φ(n) ≡ T ra[Rφ ] = tP, ½ ³ ´ ¾ o n † † TL + Ttr + 1 ≤ n ≤ T. (11.1) E ²j (²i ) = δ(j, i)It − E ĥj ĥi t o 1X n E ||φi (n)||2 = P, TL +Ttr +1 ≤ n ≤ T, t i=1 Finally, by stacking the Tpay observed vectors → , in (11) into the (Tpay r × 1) block vector − y 6 We point out that our model explicitly accounts for the different power levels Pe and P that may be radiated by transmit antennas during the training and payload phases, respectively. 7 We anticipate that the combined utilization of H in the model (9) and HT in the relationship (11) simplifies the resulting expressions for the MMSE channel estimates in (13) and the conveyed information throughput − → → I − y ; |Ĥ in (24). ´† ³ ´† 1³ −1/2 ej ⊗ It Kd ⊗ X̃ t · ³ ´¸−1 ³ ´³ ´ 1 † −1/2 −1 Kd ⊗ X̃X̃ + IrTtr · Kd ⊗ X̃ ei ⊗ It , · t = δ(j, i)It − 1 6 j, i 6 r. (14) Thus, the resulting total mean square error σtot , ||²||2E equates 5 2 σtot , r X h T ra ²j ²†j i = rt j=1 ·³ r ´† ³ ´† 1X −1/2 − T ra ej ⊗ It Kd ⊗ X̃ t j=1 ³1 ³ ´¸ ´ ´−1 ³ ´³ † −1/2 −1 · Kd ⊗ X̃X̃ + IrTtr Kd ⊗ X̃ ej ⊗ It . t (15) A. Condition for the optimal training 2 Since the total mean square error σtot in (15) depends on the employed pilot streams via the training matrix X̃ in (9), we are going to select it for minimizing (15) under the power constraint (9.1). By properly applying the Cauchy inequality [13], we provide the following condition for the design of the optimal training matrix X̃ (see the Appendix B). Proposition 1. The training matrix X̃, that minimizes the total square error in (15) under the power constraint (9.1), must meet the following relationship: K−1 d † ⊗ X̃ X̃ = aIrt , (16) {ĥji } are uncorrelated and identically Gaussian distributed, so that the pdf p(Ĥ) of the resulting estimated matrix Ĥ equates ( ) ´rt ³ † 1 1 exp − T ra[Ĥ Ĥ] . (20) p(Ĥ) = π(1 − σε2 ) (1 − σε2 ) Furthermore, all the entries of the resulting MMSE error matrix ² = H − Ĥ are mutually independent, identically distributed and Gaussian, with variances given by eq.(19). Finally, from (17) and (19), we may conclude that estimated matrix Ĥ approaches the actual one H for σε2 → 0, while Ĥ vanishes for σε2 → 1, so that we have the following limit expressions: lim Ĥ = H σε2 →0 lim Ĥ = 0t×r . (20.1); σε2 →1 (20.2) According to a current taxonomy, we refer to (20.1), (20.2) as Perfect CSI (PCSI) and No CSI (NCSI) operating conditions, while Imperfect CSI (ICSI) corresponds to 0 < σε2 < 1. IV. C ONVEYED I NFORMATION T HROUGHPUT UNDER CHANNEL ESTIMATION ERRORS AND SPATIALLY COLORED MAI where the positive scalar a equates The MIMO block fading channel of Sect.II is information stable, so that the resulting Shannon Capacity C is the corresponding maximum sustainable throughput. By following Ttr P̃ a, T ra[K−1 (16.1) quite standard approaches [14], this capacity may be expressed d ]. r as in ¨ Z C = {C( Ĥ)} ≡ C(Ĥ)p(Ĥ)dĤ, (nats/payload slot), (21) Therefore, from (16) we deduce that the optimal X̃ depends on the spatial coloration property of MAI via the corresponding covariance matrix Kd . By fact, the practical implication of where p(Ĥ) is given by (20), and ´ the relationship (16) is that the pilot streams radiated by 1 ³→ − → C(Ĥ) , sup I − y ; φ |Ĥ , (22) transmit antennas should be orthogonal after the whitening Tpay − → − →† − → filter performed by the receiver. In the special case of Kd = It φ :E{ φ φ }≤tTpay P (e.g., when the MAI is spatially white), eq.(16) becomes † ´ channel capacity conditioned on Ĥ. Furthermore, X̃ X̃ = aIt , and the optimal X̃ matrix is the usual (para) is³the MIMO − → → I − y ; φ |Ĥ in (22) is the mutual information conveyed by the unitary one [9,10]. MIMO channel (12) when Ĥ is the channel estimate available of Fig.1. Unfortunately, the optimal pdf B. The MIMO channel MMSE Estimator for the optimal at Tx and Rx nodes − → of input signals φ achieving the sup in (22) is currently training unknown, even in the case of spatially white MAI [1,2,4,5]. When X̃ meets the optimality condition in (16), eqs. (13), Anyway, in [7] it is shown that Gaussian distributed input (14) assume the following (simpler) forms: signals are the capacity-achieving ones for 0 ≤ σε2 ≤ 1 when ´ ³ the payload phase length Tpay is largely greater than the 1 − σ2 † ĥj = √ ε eTj K−1 vect(Ỹ), 1 ≤ j ≤ r, (17) number of transmit antennas (see [7] about this asymptotic d ⊗ X̃ t result). Therefore, in the sequel we directly consider Gaussian and distributed input signals. In this case, the Tpay components n o n o t Ttr + 1 ≤ n ≤ T } in (11) of the 2 † † E ²j (²i ) ≡ δ(j, i)It −E ĥj (ĥi ) ≡ σε It δ(j, i), 1 ≤ j, i ≤ r,{φ(n) ∈ C , TL + − → overall signal vector φ in (12) are modelled as uncorrelated (18) zero-mean complex Gaussian vectors, with correlation matrix where † } constrained as in (11.1). R , E{φ(n)φ(n) o ³ a ´−1 o n n φ 2 2 2 Obviously, the MIMO channel information throughput σε , E ||εji || ≡ E ||hji −ĥji || = 1+ , 1 ≤ j, i ≤ r, t ³ ´ (19) 1 − → − → sup I y ; φ | Ĥ , (23) T ( Ĥ) , G is the mean square error estimation variance (which is the £ ¤ Tpay T ra R ≤P t same for all i and j). Furthermore, the estimated path gains φ 6 is upper-bounded by C(Ĥ) in (22), so that, in general, we have TG (Ĥ) ≤ C(Ĥ). Anyway, the equality is attained when the above mentioned condition of ³ Tpay >> t´ is met. − → − About the computation of I → y ; φ |Ĥ in (23), in general it resists closed-form evaluation. However, in Appendix C we prove the following result. Proposition 2. Let us suppose X̃ ³ to meet eq.(16). Then, the ´ → − → conditional mutual information I − y ; φ |Ĥ in (23) of the MIMO channel (12) equates ³ ´ − → → I − y ; φ |Ĥ = Tpay ¶¸ ·µ ∗ −1/2 1 −1/2 T + σε2 P K−1 · lg det Ir + Kd Ĥ · Rφ Ĥ Kd d t ·µ ¶¸ σ 2 Tpay −1 ∗ − lg det Irt + ε (Kd ) ⊗ Rφ , (24) t when (at least) one of following three conditions is verified : a) both Tpay and t are large; (24.1) b) σε2 vanishes; (24.2) (1,1) to (s,s). Finally, let us introduce the following dummy positions: 2 σ 2 Tpay µm km , 1 ≤ m ≤ s; βl , ε , 1 ≤ l ≤ r. 2 t(µm + P σε ) tµl (27) Now, the optimized transmit powers {P ? (m), 1 ≤ m ≤ t} achieving the sup in (23) may be obtained by applying the Kuhn-Tucker conditions [14, eqs.(4.4.10), (4.4.11)]. They are detailed by the following Proposition 3, proved in the Appendix D. αm , Proposition 3. Let us assume that at least one of the conditions (24.1), (24.2), (24.3) is met. Thus, for m = s+1, ..., t, the optimal vanish, while for m = 1, ..., s they must be computed according to the following two relationships: ´ ³ σ 2 P ´³ t 2 + σε2 T ra[K−1 P ? (m) = 0, when km ≤ 1+ ε d ] , µm ρ (28) ½ ·µ ¶ ¸ 1 1 r βmin 1 − ρ− −1 2βmin Tpay αm ý ¶ ¸ ¾2 ·µ 1 r ρ− −1 + βmin 1 − Tpay αm µ ¶¶0.5 ) 1 rρβmin +4βmin ρ − − , αm αm Tpay P ? (m) = c) all the SINRs γj , 1 ≤ j ≤ r, in (10.2) vanish. (24.3) ¨ Several numerical results confirm that the condition (24.1) may be considered virtually met when Tpay ≥ 6t , 7t and t ≥ 4, 5, even for σε2 approaching 1 and SINRs of the order of 6dB-7dB. A. Optimized Power allocation under colored MAI and Channel Estimation errors To evaluate the covariance matrix Rφ achieving the sup in (23), let us begin with the Singular Value Decomposition (SVD) of the covariance matrix Kd according to Kd = Ud Λd U†d , (25) where ³ σ 2 P ´³ t ´ 2 when km > 1+ ε +σε2 T ra[K−1 d ] , µm ρ (29) where βmin , min{βl , l = 1, .., r}. Furthermore, the nonnegative scalar parameter ρ, in (28), (29) must satisfy the following relationship: X P ? (m) = P t; (30) m∈I(ρ) ½ ³ σ2 P ´ 2 m = 1, ..., s : km > 1+ ε µm ³t ´¾ −1 2 · + σε T ra[Kd ] , (30.1) ρ is the (ρ-depending) set of indexes fulfilling the inequality (29). Finally, the resulting optimized covariance matrix Rφ (opt) of the radiated signals is given by where Λd , diag{µ1 , ..., µr }, (25.1) denotes the (r × r) diagonal matrix of magnitude-ordered singular values of Kd . Furthermore , we define by ∗ −1/2 A , Ĥ Kd Ud , (26) the (t × r) matrix which simultaneously accounts for the effects of the imperfect channel estimate Ĥ and MAI spatial coloration. The corresponding SVD is A = UA DA V†A , where UA and VA are unitary matrices, and · ¸ diag{k1 , ..., ks } 0s×r−s DA , , 0t−s×s 0t−s×r−s (26.1) I(ρ) , Rφ (opt) = UA diag{P ? (1), ...P ? (s), 0t−s } U†A , (31) so that the throughput in (23) may be directly computed as in TG (Ĥ) = (26.2) is the (t × r) matrix having the s , min{r, t} magnitudeordered singular-values k1 ≥ k2 ≥ ... ≥ ks > 0 of A along the main diagonal of the sub-matrix starting from elements m = 1, ..., s; + s X m=1 " ³ ? ³ σ2 P ´ lg 1 + ε µm m=1 r X ´ lg 1 + αm P (m) − r 1 X Tpay # ´ lg 1 + βl P (m) . ³ ? l=1 ¨ (32) 7 B. Some explicative remarks Before proceeding, some explicative comments about the meaning and practical application of eqs.(28), (29) are in order. First, the derivation performed in the Appendix D leads to the conclusion that the optimal covariance matrix in (31) must be aligned along the eigenvectors of the matrix A in (26) that, in turn, depend both on Ĥ and Kd . Therefore, A accounts both for the MAI spatial coloration and errors possibly present in the channel estimates Ĥ available at the receiver. Thus, matrix A plays the key-role of ”effective” MIMO channel viewed by the receiver. √ Second, since for small x we have that 1 + x u 1 + 0.5x, for vanishing σε2 we may rewrite (according to Taylor series approximation) eqs.(28), (29) as follows: n t o limσε2 →0 P ? (m) = max 0, ρ − 2 , m = 1, .., s. (33) km Thus, from (33), it follows that the proposed power allocation algorithm reduces to the standard water filling one for vanishing σε2 . Third, in the case of NCSI (e.g, when σε2 = 1), the channel estimate Ĥ equates 0t×r (see(20.2)). As a consequence, the resulting throughput TG (Ĥ) in (23) becomes 1. 2. 3. 4. 5. Compute and order the eigenvalues of the MAI covariance matrix Kd ; Compute the SVD of matrix A in (26.1) and order its singular values; Set P ? (m) = 0, 1 ≤ m ≤ t; Set ρ = 0 and I(ρ) = ∅; Set thestep size ∆; P ? (m) < P t 6. While P do m∈I(ρ) 7. Update ρ = ρ + ∆; 8. Update the set I(ρ) via eq. (30.1); 9. Compute the powers {P ? (m), m ∈ I(ρ)} via eq.(29); 10. End; 11. Compute the optimized powers {P ? (m), 1 ≤ m ≤ s} via eqs. (28), (29); 12. Compute the optimized shaping matrix R (opt.) ; 13. Compute the conveyed throughput G (Ĥ) via eq.(32). T TABLE I A PSEUDO - CODE FOR THE NUMERICAL IMPLEMENTATION OF THE PROPOSED OPTIMIZED POWER ALLOCATION ALGORITHM . V. A T OPOLOGY-BASED MAI MODEL FOR M ULTI -A NTENNA ” AD - HOC ” N ETWORKS To test the proposed power allocation algorithm, we consider the application scenario of Fig.3 that captures the keyfeatures of Multi-Antenna ”ad-hoc” networks impaired by spatial MAI [15,18,20]. R x1 T x1 1+ P µm P Tpay µm θ d(1) ´1/Tpay , T x2 l1 θ d(2) R x2 ... m=1 1+ lg ³ ´ ... lim TG (Ĥ) , TG (0) = σε2 →1 r X ³ TxN R xN (nats/payload slot). (34) Since this relationship is valid for large t and Tpay regardless of employed power level P, the relationship (34) supports the conjecture in [7] that for large Tpay the channel capacity is attained by employing input signals with Gaussian pdf, even when H is fully unknown at Rx. Thus, we conclude that, for vanishing σε2 and/or small SINRs, the throughput TG (Ĥ) approaches the MIMO channel capacity C(Ĥ) regardless of Tpay and t values. Several numerical trials confirmed that, for 0 < σε2 ≤ 1, TG (Ĥ) in (32) is close to the capacity C(Ĥ) when t ≥ 4 and Tpay ≥ 6t. C. A Numerical Algorithm implementing the proposed Power Allocation The first step for computing (28), (29) is to properly set the parameter ρ in order to meet the power constraint (30). For this purpose, we note that the size of the set (30.1) vanishes at ρ = 0 and grows for increasing values of ρ. As consequence, for evaluating the ρ value meeting the relationship (30), we may adopt the (very) simple iterative procedure which starts by setting ρ = 0 and then increases ρ by using a properly chosen step-size 8 of Table I. 8 Several numerical trials confirmed that ∆ = 0.1P t is adequate for this purpose. The iterative procedure of Table I is stopped when the summation in (30) attains the power constraint. θd( N ) l2 lN θ a(1) T x0 Rx0 θ a(2) θ a( N ) l0 Fig. 3. A general scheme for an ”ad-hoc” network composed of (N+1) point-to-point links active over the same hot-spot area. Shortly, we assume that the network of Fig.3 is composed of (N+1) no cooperative, mutually interfering, point-to-point links Txf → Rxf , 0 ≤ f ≤ N . The signal received by the reference node Rx0 is the combined effect of that transmitted by Tx0 and those radiated by the other interfering transmitters (Txf ,1 ≤ f ≤ N ). The transmit node Txf and the receive node Rxf are equipped with tf and rf antennas, respectively. Thus, after indicating as lf the Txf → Rx0 distance, then the d(n) disturbance vector in (11) may be modelled as s N ³ l ´4 1 X 0 d(n) = √ χf HTf φ(f ) (n) + w(n). (35) lf tf f =1 The vector w(n) in (35) accounts for the thermal noise (see (11)); the φ(f ) (n) term represents the tf -dimensional (Gaussian) signal radiated by the Txf interfering transmitter; 8 ( χf accounts for the shadowing effects9 ; the matrix Hf models the Ricean-distributed fast-fading affecting the interfering link Txf → Rx0. Furthermore, according to the faded spatial interference model recently proposed in [1,2], the channel matrix Hf in (35) may be modeled as in s s kf 1 (sp) (sc) Hf ≡ H + H , 1 ≤ f ≤ N, (36) 1 + kf f 1 + kf f where kf ∈ [0, +∞) is the f -th Ricean-factor and all the (tf × (sc) r0 ) terms of the matrix Hf are mutually independent, zeromean, unit-variance Gaussian distributed r.v.s, that account for the scattering phenomena impairing the f -th interfering link (sp) Txf → Rx0. The (tf × r0 ) matrix Hf in (36) captures for the specular components of the interfering signals and may be modelled as in [1,2] (sp) Hf ´T ³ = a(f )b(f )T , 1 ≤ f ≤ N, (36.1) where a(f ) and b(f ) are (r0 × 1) and (tf × 1) column vectors. They are used to model the specular array responses at the receive node Rx0 and transmit node Txf , respectively [1,2]. When isotropic regularly-spaced linear arrays are employed at the Txf and Rx0 nodes, the above vectors may be evaluated as in [1,2,15] h ³ ´ a(f ) = 1, exp j2πν cos(θa(f ) ) , ³ ´iT ... exp j2πν(r0 − 1) cos(θa(f ) ) , h ³ ´ (f ) b(f ) = 1, exp j2πν cos(θd ) , ³ ´iT (f ) ... exp j2πν(tf − 1) cos(θd ) , (f ) ) kf E{χ2f } (f ) ∗ T † + a(f )b (f )R b (f )a (f ) . φ lf 1 + kf tf f =1 (38) This relationship captures the MAI effects due to the topological and propagation features of the considered multi-antenna ad-hoc network. Specifically, eq.(38) points out that MAI interference may be considered spatially white when all the interfering links’ Ricean factors may be neglected. On the contrary, for high Ricean factors the MAI spatial coloration is not negligible, as confirmed by the numerical results of the next Sect.VI. N ³ X l0 ´4 B. A Worst-Case Application Scenario Let us consider the hexagonal network of Fig.4. All transmit and receive nodes have the same number of antennas (e.g., t0 = t1 = t2 = t and r0 = r1 = r2 = r) and all transmit nodes radiate the same power level (e.g., P0 = P1 = P2 = P ). We assume that the array elements are one-half wavelength apart (e.g., ν=1/2), and all Ricean factors are equal (e.g., k1 = k2 = k). Furthermore, let us consider a worst-operating scenario with all shadowing coefficients equal to unity (e.g., (1) (2) χ1 = χ2 = 1) and the correlation matrices R , R of the φ φ signals radiated by the interfering transmit nodes Tx1, Tx2 equating P It [1,2]. Therefore, in this case eq.(38) becomes 2 n 2 P o k P X Kd = N0 + Ir +{ a(f )bT (f )b∗ (f )a† (f )}, 91+k 1+k 9 (36.2) f =1 (39) where " √ √ #T 3 3 a(1) = 1, exp(jπ ), ..., exp(jπ(r − 1) ) , (39.1) 2 2 (36.3) (f ) where θa , θd are the arrival and departure angles of the radiated signals (see Fig.3), while ν is the antenna spacing in multiple of RF wavelengths10 . A. The resulting model for the MAI Covariance Matrix Therefore, after assuming the spatial covariance matrix (f ) R , E{φ(f ) (n)φ(f ) (n)† }, 1 ≤ f ≤ N , of signals φ radiated by the f −th transmit node Txf power-limited as (see eq.(11.1)) (f ) T ra[R ] = tf P (f ) , (37) φ then the covariance matrix Kd of the MAI vector in (35) equates ( ) N ³ o n X l0 ´4 E{χ2f } (f ) † P Ir0 Kd , E d(n)d(n) = N0 + lf 1 + kf f =1 9 Without loss of generality, we may assume χ to fall in the interval [0, 1]. f When χf = 1 (worst case), MAI impairing effects arising from transmit interfering node Txf are the largest. 10 Several tests show that rays impinging receive antennas may be considered virtually uncorrelated when ν is of the order of 1/2 [15]. " √ #T 3 3 ), ..., exp(jπ(t − 1) ) . b(2) = 1, exp(jπ 2 2 √ (39.2) while b(1), a(2) are column vectors composed by t and r unit entries respectively. VI. N UMERICAL R ESULTS AND P ERFORMANCE C OMPARISONS Although the MIMO channel pdf in (20) is in closed form, the corresponding throughput expectation n o TG , E TG (Ĥ) , (40) resists closed-form evaluations, even in the case of spatially white MAI with vanishing σε2 [4,5,17 and references therein]. Thus, as in [1,2,4], we evaluate the expected throughput TG in (40) by resorting to a Monte-Carlo approach based on the generation of 10,000 independent samples of TG (Ĥ). All the reported numerical plots refer to the hexagonal network of Fig.4 with unit noise level N0 . 9 Tx2 Rx2 G Tx1 (nats/slot) Rx1 Tx0→ Rx0 of Fig.4 when the Ricean factor in (39) equates 10, σε2 = 0.01 and Tpay = 80. Tx0 Fig. 4. R x0 A hexagonal network with two interfering links. A. Effect of the channel estimation errors The first plots’ set of Fig.5 shows the sensitivity of the throughput TG of reference link Tx0→ Rx0 on MIMO channel estimation errors. All nodes are equipped with r = t = 8 antennas, all the Ricean factors in (39) are set to 10 and Tpay = 40. Fig.5 shows that throughput loss is at most 1% for σε2 values below 0.01. Fig. 6. Sensitivity of the throughput conveyed by the reference link Tx0 → Rx0 of Fig.4 on the number t=r of antennas (Tpay = 80, k=10,σε2 = 0.01 ). An examination of these plots leads to the conclusion that, by increasing the number of antennas, we are able to quickly gain in terms of channel throughput. G (nats/slot) C. Effect of Errors in the Estimation of the MAI covariance matrix 2 σ ε =0.001 2 σ ε =0.01 2 σ ε =0.1 2 σ ε =0 2 σ ε =1 (eq.(34)) T Fig. 5. Sensitivity of the throughput G conveyed by the reference link Tx0 → Rx0 of Fig.4 on the squared error level σε2 affecting the available channel estimates (Tpay = 40, k=10, r=t=8). B. Effect of the number of transmit/receive antennas The numerical plots drawn in Fig.6 allow us to evaluate the effect on the throughput of the number r = t of antennas equipping each node of the network of Fig.4. Specifically, Fig.6 shows the average throughput (40) of the reference link As anticipated in Sect.II.A, the estimation accuracy of K̂d in (6) is mainly limited by the learning phase length TL , so it can be of interest to test the sensitivity of the proposed power allocation algorithm on errors possibly affecting the estimated K̂d . For this purpose, we perturbed the actual Kd by using a randomly generated (r × r) matrix N, composed by zeromean unit-variance independent Gaussian entries. Hence, the (analytical) expression for the resulting perturbed K̂d is r ||Kd ||2E √ δN, (41) K̂d = Kd + r2 n o2 where δ , E ||Kd − K̂d || /||Kd ||2E in (41) is a determinE istic parameter which may be tuned so to obtain the desired square estimation error. Thus, after replacing the Kd matrix by the corresponding perturbed K̂d version, we have implemented the proposed power allocation algorithm as dictated by the relationships (28), (29). Finally, we evaluated the new value of TG (Ĥ) according to eq.(32) and that we computed {αm } and then {βl } according to (27) on the basis of the actual MAI matrix Kd . The resulting average throughput is plotted in Fig.7 for the reference link Tx0→ Rx0 of Fig.4 (Tpay = 40, r = t = 8, σε2 = 0.015, k = 10). From these plots we may conclude that throughput loss due to errors in the estimated of K̂d may be neglected when the parameter δ is at most 0.01. 10 T Fig. 7. Sensitivity of the throughput G conveyed by the reference link Tx0 → Rx0 of Fig.4 on the estimation errors affecting the available MAI covariance matrix (Tpay = 40, r=t=8, k=10 ,σε2 = 0.015 ). D. Coordinated versus Uncoordinated Medium Access Strategies: some MAC considerations Although in these last years the MAI-mitigation capability of multi-antenna systems has been often claimed [8,15,18]. To test there claims, it may be of interest we want to compare the information throughput TG of the proposed power allocation algorithm with that of orthogonal MAI-free TDMA (or FDMA)-based access techniques. Till now, it appears that none of them definitively perform the best. In particular, this is true when application scenarios as those of Fig.3 are considered, where SINRs are usually low, so that multiuser detection strategies based on iterative cancellation of the MAI do not effectively work [22]. Therefore, on the basis of the above considerations, we have computed the average information n o throughput TG , E TG (Ĥ) (nats/ payload slot) conveyed by the reference link Tx0→ Rx0 of Fig.4 when MAI-free TDMA-based access is used11 . The numerical plots of Fig.8 for the network in Fig.4 have been obtained by setting Tpay = 80, σε2 = 0.1, k = 1000 and then by varying the number of transmit/receive antennas from 4 to 12. Although TG has been evaluated in the worst MAI case (see (39) and related remarks), the plots of Fig.8 show how much greater TG is than TT DM A , specially when low power levels P are used and the transceivers are equipped with a large number of transmit/receive antennas. This conclusion is 11 According to [22, Sect.VI.C], the conditional information throughput TT DM A (Ĥ) has been evaluated by fixing the estimation matrix Ĥ and by running the algorithm of Table I under the following operating conditions: i) all shadowing factors in (39) have been zeroed; ii) the power level P in (39) has been replaced by 3P; iii) the resulting throughput G (Ĥ) in (32) has been scaled by 1/3. The condition i) is for modelling the MAI-free condition of the TDMA technique , while the conditions ii) and iii) are due to the fact that the reference link Tx0→ Rx0 of Fig.4 is in TDMA mode, and then it is active only over 1/3 of the overall transmission time. T Fig. 8. Throughput comparisons for the reference link Tx0 → Rx0 of Fig.4 for Tpay = 80, k=1000, σε2 = 0.1. confirmed by the plots of Fig.9, which refer to Rayleigh-faded application scenarios. Fig. 9. Throughput comparisons for the reference link Tx0 → Rx0 of Fig.4 (Tpay = 80, k=0, σε2 = 0.1). Therefore, from the outset we may conclude that when the number of antennas increases, by using the spatial-shaping algorithm of Table I we are able to achieve channel throughput larger than those attained by conventional orthogonal access methods. VII. C ONCLUSIONS The main contribution of this paper is the development of an optimized spatial signal-shaping for multi-antenna systems impaired by spatially colored MAI and channel estimation 11 i h i h i h (b) † T −1 errors. From our analysis we may draw three main con- = T ra eTj K−1 e T ra X X̃ ≡ t P̃ T T ra e K e tr j j j , (B.4) d d clusions. First, throughput loss induced by estimation errors is not very critical, especially when the system operates at where (a) follows from an application of the propermedium/low SINRs. Second, the throughput comparisons of ty T ra [AB] = T ra [BA], (b) stems from the property Sect.VI confirm the MAI-suppressing capability of multi- T ra [A ⊗ B] = T ra [A] T ra [A], while (c) arises from the antenna transceivers, even in ”ad-hoc” operating scenarios. power constraint in (9.1). Hence, after inserting (B.4) into Third, the plots of Figs.8,9 show the throughput improvement (B.2), this last may be equivalently rewritten as attained by uncoordinated spatial-based multiple access techà r ! r h i niques respect to coordinated orthogonal ones (as, for example, X 1 X T −1 2 P̃ e K e + T ra Λ ( X̃) . (B.5) σ = rt−T tr j TDMA). Currently, we are going to test the validity of these tot j j d t2 j=1 j=1 conclusions in the mesh-like operating scenarios considered by WOMEN project [27]. Now, our next task is to find the minimum value of the A PPENDIX A - T HE MIMO C HANNEL MMSE E STIMATOR traces in the summation (B.5). For accomplishing this task, we resort to a suitable application of the Cauchy inequality. By using the following property [13]: vect(AB) = Specifically, after indicating by {λj (i), i = 1, .., t} the Λj (X̃) [I ⊗ A] vect(B), we may rewrite (9) as matrix eigenvalues, we have that à t !2 à t ! t £ ¤ 1 Xq X X (a) vect(Ỹ) = √ Ir ⊗ X̃ vect(H) + vect(D̃). (A.1) 1 t t2 = λj (i) p ≤ λj (i) (λj (i))−1 λ (i) j i=1 i=1 j=1 Therefore, since E{vect(D̃)(vect(D̃))† } = Kd ⊗ ITtr , and t ³ ´ † X −1 £ ¤ E{vect(Ỹ)(vect(Ỹ))† } = 1t (Ir ⊗ X̃X̃ ) + (Kd ⊗ ITtr ), via ≡ λj (i) T ra Λj (X̃) , (B.6) an application of the Orthogonal Projection Lemma we obtain j=1 eqs. (13), (14). where (a) from an application p of the Cauchy inequality A PPENDIX B - O PTIMIZATION OF THE TRAINING MATRIX [13, p.42] to the sequences { λj (i), i = 1, .., t} and {(λj (i))−1/2 , i = 1, .., t}. Obviously, eq. (B.6) may be Since [13,p.64] rewritten as µ ³ ¶−1 ´ 1 † −1 Kd ⊗ X̃X̃ + IrTtr t t ³X ´ £ ¤ 2 −1 · ¸−1 ³ ´ ³ ´ T ra Λ ( X̃) ≥ t / λ (i) , (B.7) j j 1 1 † −1/2 Kd ⊗ X̃ Irt + K−1 = IrTtr − j=1 d ⊗ X̃ X̃ t t £ ¤ ³ ´† that gives arise to a lower bound on T ra Λj (X̃) . Further−1/2 · Kd ⊗ X̃ , (B.1) more, the Cauchy inequality also allows us to conclude that the right-hand-side (r.h.s) of eq.(15) may be recast in the the lower bound (B.3) is attained when Λj (X̃) is equal to the following diagonal matrix (see (B.3)): following form: 2 σtot = rt − 1 t r X ·³ ej ⊗ It T ra j=1 + ´† ³ ´³ ´¸ † K−1 ⊗ X̃ X̃ e ⊗ I t j d r h i 1 X T ra Λ ( X̃) , j t2 j=1 (B.2) where ³ Λj (X̃) , ej ⊗It ³ · ´† ³ K−1 d ¸−1 ´· 1 −1 † Irt + (Kd ⊗ X̃ X̃) t † K−1 d ⊗ X̃ X̃ ´³ ´ ⊗ X̃ X̃ ej ⊗ It , 1 ≤ j ≤ r, † (B.3) is semidefinite positive and Hermitian. Now, traces present in the first summation of (B.2) may be developed as ´† ³ ´³ ´i h³ † K−1 ⊗ X̃ X̃ e ⊗ I T ra ej ⊗ It t j d (a) = T ra h³ ´ i † eTj K−1 d ej ⊗ X X̃ a2 t It , 1 ≤ j ≤ r. (B.8) t+a As a direct consequence, the condition (16) arises for the optimal X̃. Λj (X̃) = A PPENDIX C - D ERIVATION OF T HROUGHPUT FORMULA IN (24) → − The whitening filter B of the (non singular) MAI covariance matrix Kd is defined as − → −1/2 B , (I⊗Kd )−1/2 = ITpay ⊗Kd . (C.1) It is a (rTpay × rTpay ) (non singular) block matrix, so that − →→ → y constitute the resulting transformed observations12 − ω , B− sufficient statistics for the detection of the transmitted message M of Fig.1. On the basis of the above property, we may directly write the following equality: − → − → − → − → → → ω ; φ |Ĥ) , h(− ω |Ĥ) − h(− ω | φ , Ĥ), (C.2) I(→ y ; φ |Ĥ) ≡ I(− − → applying the linear transformation (C.1) to the disturbance vector d − →− →− → − → † in (12) we arrive at the following relationship E{ B d ( B d ) } = IrTpay . So, according to our current taxonomy, we denote as ”spatial whitening filter” − → the matrix B in (C.1). 12 By 12 where h(·) denotes the differential entropy operator. Furthermore, from the channel model in (12) and the linear transformation performed by the whitening filter in (C.1), it follows − → → that the conditional r.v. − ω | φ , Ĥ is Gaussian distributed and its covariance matrix is given by ( ¤T σε2 ³ £ − → − → Cov( ω | φ , Ĥ) = IrTpay + φ(TL + Ttr + 1)...φ(T ) t ) ¤´ £ ? ? −1 · φ (TL + Ttr + 1)...φ (T ) ⊗ Kd , (C.3) where σε2 in (C.3) arises from the fact that Ĥ = H − ² and the elements {εji } of the MMSE estimation error matrix ² are uncorrelated zero-mean Gaussian r.v.s whose variances E{kεji k2 } equate σε2 for any (j,i) indexes. Thus, being the − → − conditional r.v. → ω | φ , Ĥ proper, complex and Gaussian distributed, its differential entropy in (C.2) may be directly computed as in [29, Th.2] h h ii − → → − → → h(− ω | φ , Ĥ) = lg (πe)rTpay det Cov(− ω | φ , Ĥ) , (C.4) → −− → y equates (see channel H = Ĥ + ², the r.v. − ω , B→ model in (12)) i 1 h → −1/2 T − − → ω = √ ITpay ⊗ Kd Ĥ φ t i 1 h − → → −1/2 + √ ITpay ⊗ Kd ²T φ + − w, (C.7) t → −→ − → where the zero-mean Gaussian r.v. − w , B d is the − → ”whitened” version of the colored MAI d (see note 12). Thus, → the conditional r.v. − ω |Ĥ and the corresponding ³ is zero-mean ´ → covariance matrix Cov − ω |Ĥ may be developed as ³ ´ (a) 1 h i³ ´ −1/2 T → Cov − ω |Ĥ = ITpay ⊗ Kd Ĥ ITpay ⊗ Rφ t ´ h i 1 n³ ∗ −1/2 − →− →† −1/2 · ITpay ⊗ Ĥ Kd + E ITpay ⊗ Kd ²T φ φ t ³ ´ o −1/2 · ITpay ⊗ ²∗ Kd | Ĥ + IrTpay (b) = IrTpay + that due to (C.3), may be developed as ( · σ2 ³ − → ? → − h( ω | φ , Ĥ) = rTpay lg(πe)+E lg det Irt + ε (K−1 d ) t (c) ³ ⊗ T X † φ(n)φ(n) ´´ = IrTpay + #) , (C.5) n=TL +Ttr +1 where the expectation in (C.5) follows from definition of conditional differential entropy [12]. − → Now, although the pdf of signal vector φ is assumed to be Gaussian distributed too, for σε2 > 0 the corresponding expectation in (C.5) cannot be put in closed-form, even in the simplest case of spatially white MAI (see [6] and reference therein). Anyway, by resorting to the Law of Large Numbers [26, eqs.(8.95), (8.96)], we may conclude that for large Tpay = T − TL − Ttr the summation in (C.5) converges (in the mean square sense) to the expectation Tpay Rφ , so that the following limit holds for large Tpay : h σ 2 Tpay ³ −1 ? − → − h(→ ω | φ , Ĥ) = rTpay lg(πe) + lg det Irt + ε (Kd ) t · ³ ´ ³ ´† ¸ 1 −1/2 T −1/2 T ITpay ⊗ Kd Ĥ Rφ Kd Ĥ t ´o 1 n³ −1/2 −1/2 + E ITpay ⊗ Kd ²T Rφ ²∗ Kd t · ³ ´ ³ ´† ¸ 1 −1/2 T −1/2 T ITpay ⊗ Kd Ĥ Rφ Kd Ĥ t ´ 1³ + ITpay ⊗ σε2 tP K−1 d t ³ ´† n 1 ³ −1/2 T ´ −1/2 T = ITpay ⊗ Ir + Kd Ĥ Rφ Kd Ĥ t o +σε2 tP K−1 , (C.9) d n o − →− →† where (a) follows from E φ φ = ITpay ⊗ Rφ , (b) arises − → for the mutual independence of o the r.v.s φ , ², Ĥ, (c) stems n (d) from the relationship E ²T Rφ ² = σε2 tP Ir , and, finally, (d) exploits the property IrTpay = ITpay ⊗ Ir . Therefore, although → the differential entropy of − ω |Ĥ is upper bounded as [29, th.2] ( ) h i rTpay − → − → h( ω |Ĥ) ≤ lg (πe) det Cov( ω |Ĥ) , (C.10) r X t ´ ³ σ2 T X ε pay P (m) , (C.6) ⊗Rφ ≡ rTpay lg(πe)+ lg 1+ t µl nevertheless, the Limit Central Theorem guarantees that, for l=1 m=1 − large number t of transmit antennas, the r.v. → ω |Ĥ becomes where {P (m), 1 ≤ n ≤ t} in (C.7) are the eigenvalues of the Gaussian, so that the upper bound in (C.10) may be assumed signal correlation matrix Rφ , while {µl , l = 1, ..., r} are the attained for large t. Furthermore, since for σε2 → 0 and/or eigenvalues of the MAI covariance matrix Kd . Furthermore, → vanishing SINRs, Ĥ converges to H and the r.v. − ω |Ĥ becomes since the disturbance in (12) is Gaussian distributed, the Gaussian distributed, then the upper bound in (C.10) can be relationships (C.5), (C.6) are still valid, regardless of Tpay , attained regardless of t value. Hence, after inserting (C.5) when σε2 vanishes and/or the SINRs {P (m)/µl , 1 ≤ m ≤ and (C.10) into (C.2), we directly obtain eq.(24). t, 1 ≤ l ≤ r} in (C.6) approach zero. 2 − → About the differential entropy h( ω |Ĥ) in (C.2), for σ > 0 ´i ε it cannot be expressed in closed-form, even in the simplest case of r = t = 1 with white MAI [6]. However, since A PPENDIX D - D ERIVATION OF THE P OWER A LLOCATION FORMULAS IN (28), (29) 13 Since the eigenvalues of the Kronecker matrix product A ⊗ B are given by the products of the eigenvalues of the matrix A by those of B (see [13], Corollary 1, p.412], we may directly express the second determinant in (24) as ·µ ¶¸ σε2 Tpay ¡ −1 ¢∗ lg det Irt + Kd ⊗ Rφ t µ ¶ r X t X σ 2 Tpay P (m) = lg 1 + ε , (D.1) t µl m=1 l=1 where {µl } are the eigenvalues of Kd and {P (m)} are those of Rφ (e.g., P (m) is the power allocated to the m-th mode of the considered MIMO channel). Now, after introducing the SVD in (25) of Kd into the first determinant in (24), we may rewrite this last equation in the following equivalent form · ¸ ´ ³ 1 † − → −1 2 → − I y ; φ |Ĥ = lg det Ir + σε P (Λ)d + A Rφ A t µ ¶ r t XX σ 2 Tpay P (m) − lg 1 + ε , (D.2) t µl m=1 {fm (P ? ), 1 ≤ m ≤ s}, in (D.4) are not positive over region D of Rs given by ( (P ? (1), ..., P ? (s)) : P ? (m) ) ) ( p √ βmax r − αm Tpay £p ≥ max 0, √ ¤ , m = 1, ..., s . (D.6) αm βmax Tpay − r D, Then, we conclude Tthat the sum-function f (P ? (1), ..., P ? (s)) in (D.2) is −convex (at least) over D. This region approaches the overall positive orthant Rs+ of Rs when σε2 is vanishing and/or large Tpay is considered (see eq. (27))13 . Thus, after applying the Kuhn-Tucker conditions [14, eqs.(4.4.10), (4.4.11)] for carrying out the constrained maximization of objective function (D.4) we arrive at the following relationships: −1 −1 (P ? (m) + αm ) − +P − sup f (P ? (1), ..., P ? (s)) P ? (m)≤P t ¶) µ σε2 Tpay P ? (m) lg 1 + , (D.3) t µl t m=1 t r X X 1 Tpay m=s+1 l=1 where f (P ? (1), ..., P ? (s)) , fm (P ? (m)) m=1 " s X = lg(1 + αm P ? (m)) − (1/Tpay ) m=1 # r ³ ´ X ? · lg 1 + βl P (m) , +P s m=1 (D.7) r 1 X ? (P (m) + βl−1 )−1 = 1/ρ, Tpay l=1 for all m such that: P ? (m) > 0. (D.8) Now, while (D.7) directly gives arise to eq.(28), to prove eq.(29) we need to rewrite (D.8) in the following form: ) ( r h ³ ´i Y −1 (P ? (m) + βl−1 ) ρ − P ? (m) + αm Tpay l=1 r h Y r ³ ´n X io −1 −ρ P ? (m)+αm (P ? (m)+βj−1 ) = 0. (D.9) j=1,j6=l β1 = β2 = ... = βr = βmin , (D.4) is an additive objective function which just depends on the powers radiated by first s transmit antennas. Since the last two-fold summation into brackets in (D.3) vanishes only when P ? (s + 1) = ... = P ? (t) = 0, we may directly rewrite (D.3) as σ2 P ´ TG (Ĥ) = lg 1 + ε µm ( m=1 ) ³ ´ ? ? sup f P (1), ..., P (s) . l=1 Eq.(D.9) is an (r+1)-th order algebraic equation which cannot generally be expressed in closed form as a function of optimal power level P ? (m). Anyway, when l=1 r X −1 −1 (P ? (m) + αm ) − l=1 s X Tpay for all m such that: P ? (m) = 0, l=1 with A given by eq.(26). Therefore, after introducing in (D.2) the SVD in (26.1) of A, an application of Hadamard inequality [12] allows us to develop the constrained supremum in (23) as µ ¶ r X σ2 P TG (Ĥ) = lg 1 + ε µm ( m=1 r 1 X ? (P (m) + βl−1 )−1 ≤ 1/ρ, then (D.9) reduces to the following 2nd-order algebraic equation: ( · ³ ? 2 βmin P (m) + 1−βmin ρ 1 − (D.5) Now, after denoting by βmax , max{βl , l = 1, ..., r}, we see that the second derivatives of logarithmic functions r ´ Tpay ¸) −1 − αm P ? (m) ³ rβmin ´ −1 −ραm αm −ρ−1 − = 0, Tpay ³ P ? (m)≤P t (D.10) (D.11) whose positive roots are given by (29). Thus, directly from the relationship (27), it follows that the above condition (D.10) T practice, some sufficient conditions for the −convexity og the objective function are: p 2 2 ≥ (σ 2 rT km pay (µm + P σε ))/(µm µmin ), 1 ≤ m ≤ s, ε where µmin denotes the minimum eigenvalue of Kd . 13 In 14 is satisfied for vanishing σε2 and/or large Tpay and/or diagonal Kd and/or low SINRs. Furthermore, when all above conditions fall short, the worst-case application scenario is obtained when the MAI covariance matrix Kd is equal to the diagonal one µmax Ir , where µmax is the maximum eigenvalue of Kd . In this case, the optimal power level P ? (m) is still given by the positive root (29) of the algebraic equation (D.11). Thus, we may conclude that, in any case, (29) represents the minmax solution of the constrained maximization of the objective function in (D.4). 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[29] F.D.Neeser, J.L.Massey, ”Proper Complex Random Processes with applications to Information Theory”, IEEE Trans. on Inform. Theory, vol.39, no.4, pp.1293-1302, July 1993. [30] M.Hu, J.Zhang, ”MIMO ad hoc networks with spatial diversity: medium access control and saturation throughput”, IEEE Conf. Decision and Conbtrol, vol.3, pp.3301-3306, Dec. 2004. [31] B.Chen, M.J.Gans, ”MIMO communications in ad hoc networks”, IEEE Tr. on Sign. Proc., vol.54, pp.2773-2783, July 2006. [32] T.Tang, R.W.Heath, ”A space-time receiver for MIMO-OFDM ad hoc networks”, IEEE MILCOM Conf. 2005, vol.3, pp.1409-1413, Oct. 2005. Enzo Baccarelli Enzo Baccarelli received the Laurea Degree summa cum laude in electronic engineering, the Ph.D. degree in communication theory and systems, and the Post-doctorate Degree in information theory and application from the University of Rome ”Sapienza” Rome, Italy in 1989, 1992, and 1995, respectively. He is currently with the University of Rome ”Sapienza”, where he was Researcher Scientist from 1996 to 1998 and Associate Professor in signal processing and radio communication from 1998 to 2003. Since 2003 he is Full Professor in data communication and coding. He is also Dean of the Telecommunication Board, and member of the Educational Board, both within the Faculty of Engineering. From 1990 to 1995, he was Project Manager with SELTI ELETTRONICA Corporation, where he worked on the design of high-speed modems for datatransmission. From 1996 to 1998 he attended the international project AC104 Mobile Communication Service for High-Speed Trains (MONSTRAIN), where he worked on equalization and coding for fast-time varying radiomobile links. He is currently the Coordinator of the national Project Wireless 802.16 Multi-antenna mEsh Networks (WOMEN). He is author of more than 100 international IEEE publications and coauthor of two international patents on adaptive equalization and turbo-decoding for high-speed wireless and wired data-transmission systems licensed by international corporations. Dr. Baccarelli is Associate Editor of the IEEE COMMUNICATION LETTERS, and his biography isis listed in Who’s Who and Contemporary Who’s Who. Mauro Biagi Mauro Biagi was born in Rome in 1974. He received his ”Laurea degree” in Telecommunication Engineering in 2001 from ”La Sapienza” University of Rome. He obtained the Ph.D. on information and communication theory in January 2005, at INFO-COM Dept. of the ”La Sapienza” University of Rome and actually he covers the position of Assistant Professor in the same department. His teaching activity deals with coding and statistical signal processing. His research is focused on Wireless Communications (Multiple Antenna systems and Ultra Wide Band transmission technology) mainly dealing with spacetime coding techniques and power allocation/ interference suppression in MIMO-ad-hoc networks with special attention to game theory applications. Concerning UWB his interests are focused on transceiver design for UWBMIMO applications. His research is focused also on Wireline Communications and in particular bit loading algorithms and channel equalization for xDSL systems and Power Line Communication and he is member of IEEE PLC committee and he joined several International Conferences as Technical Programm Committee member. Actually he is involved in the Italian National Project Wireless 8O2.16 Multi-antenna mEsh Networks (WOMEN) in research and project managing activities. 15 Cristian Pelizzoni Cristian Pelizzoni was born in Rome, Italy, in 1977. He received the Laurea Degree in Telecommunication Engineering from the University of Rome ”Sapienza” in 2003. From 2003 to 2006 he was Ph.D student of Information and Communication Engineering at Faculty of Engineering in University ”Sapienza”. Waiting for discussing the final Ph.D thesis, related to optimization of wireless transceivers for Multiple-Input MultipleOutput Ultra Wide Band (MIMO-UWB) systems, he currently works as contractor researcher at the INFOCOM dept. of the Faculty of Engineering (University ”Sapienza”). He participates in the technical committee of the Italian Project ’Wireless 802.16 Multi-antenna mEsh Networks” (WOMEN). His research areas include Project and Optimization of very high speed Wireless transceivers for the emerging 4GWLANs, based on MIMO-UWB technology; Space-Time coding for wireless (UWB-like) channels, affected by dense multipath, Space-Time coding and game theory approach for power optimal allocation of wireless ad-hoc networks; novel Physical and MAC layer solutions for Wireless Mesh Networks. Nicola Cordeschi Nicola Cordeschi was born in Rome, Italy, in 1978. He received the Laurea Degree (summa cum laude) in Telecommunication Engineering in 2004 from University of Rome ”Sapienza”. He is pursuing the Ph.D. at the INFOCOM Department of the Engineering Faculty of ”Sapienza”. His research activity focuses on wireless communications, in particular dealing with the design and optimization of high performance transmission systems for wireless multimedia applications, both in centralized and decentralized multiple antenna scenarios.