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IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010

3091

On a Ratio of Functions of Exponential Random Variables and Some Applications Ramesh Annavajjala, Senior Member, IEEE, A. Chockalingam, Senior Member, IEEE, and Saif. K. Mohammed, Student Member, IEEE

Abstractโ€”Consider ๐ฟ independent and identically distributed exponential random variables (r.vs) ๐‘‹1 , ๐‘‹2 , . . . , ๐‘‹๐ฟ and positive scalars ๐‘1 , ๐‘2 , . . . , ๐‘๐ฟ . In this letter, we present the probability density function (pdf), cumulative distribution function and the Laplace of the ( )2 transform ) pdf of the composite r.v ๐‘ = (โˆ‘ โˆ‘๐ฟ ๐ฟ / ๐‘—=1 ๐‘‹๐‘— ๐‘—=1 ๐‘๐‘— ๐‘‹๐‘— . We show that the r.v ๐‘ appears in various communication systems such as ๐‘–) maximal ratio combining of signals received over multiple channels with mismatched noise variances, ๐‘–๐‘–) ๐‘€ -ary phase-shift keying with spatial diversity and imperfect channel estimation, and ๐‘–๐‘–๐‘–) coded multi-carrier code-division multiple access reception affected by an unknown narrow-band interference, and the statistics of the r.v ๐‘ derived here enable us to carry out the performance analysis of such systems in closed-form. Index Termsโ€”Exponential random variables, distribution of ratio of two random variables, bivariate Laplace transform, mismatched statistics, partial-band interference.

I. I NTRODUCTION

C

ONSIDER ๐ฟ independent and identically distributed (i.i.d) exponential random variables (r.vs) ๐‘‹1 , ๐‘‹2 , . . ., ๐‘‹๐ฟ , and ๐ฟ positive numbers ๐‘1 , ๐‘2 , . . ., ๐‘๐ฟ . In this letter, we are interested in the statistical properties of the r.v ๐‘ defined as )2 (โˆ‘ ๐ฟ ๐‘—=1 ๐‘‹๐‘— . (1) ๐‘ = โˆ‘๐ฟ ๐‘—=1 ๐‘๐‘— ๐‘‹๐‘—

In particular, we are interested in the probability density function (pdf), cumulative distribution function (cdf) and the Laplace transform (LT) of the pdf (or simply, LT) of ๐‘ in (1). Interestingly, in Section III, we show that the r.v ๐‘ in (1) appears in various communication systems such as ๐‘–) maximal ratio combining (MRC) of signals received over multiple channels with mismatched noise variances, ๐‘–๐‘–) ๐‘€ -ary phaseshift keying (PSK) with spatial diversity and imperfect channel estimation, and ๐‘–๐‘–๐‘–) coded multi-carrier code-division multiple access (MC-CDMA) reception affected by an unknown narrow-band interference (NBI). Consequently, the statistics of the r.v ๐‘ derived here enable us to carry out the performance analysis of such systems in closed-form. Paper approved by R. K. Mallik, the Editor for Diversity and Fading Channels of the IEEE Communications Society. Manuscript received January 19, 2010; revised April 7, 2010. R. Annavajjala is with the Mitsubishi Electric Research Laboratories (MERL), Cambridge, MA, USA (e-mail: [email protected]). A. Chockalingam and S. K. Mohammed are with the Electrical Communication Engineering Department at the Indian Institute of Science, Bangalore, India (e-mail: [email protected], [email protected]). This work was conceived, and completed, long before the first author started working at MERL. Digital Object Identifier 10.1109/TCOMM.2010.091710.100038

to

Note that, when ๐‘๐‘– = ๐‘, for ๐‘– = 1, . . . , ๐ฟ, ๐‘ in (1) reduces ๐ฟ

๐‘=

1โˆ‘ ๐‘‹๐‘— . ๐‘ ๐‘—=1

(2)

That is, ๐‘ is a sum of ๐ฟ i.i.d exponential r.vs each with mean 1/๐‘. The pdf, cdf and LT of ๐‘ are well-known and are given by [1] ๐‘“๐‘ (๐‘ง) = ๐น๐‘ (๐‘ง) = and โ„’๐‘ (๐‘ ) =

๐‘’โˆ’๐‘ง๐‘ ๐‘ง ๐ฟโˆ’1 ๐‘๐ฟ , (3) ฮ“(๐ฟ) โˆซ๐‘ง ๐ฟโˆ’1 โˆ‘ ๐‘๐‘› ๐‘ง ๐‘› , (4) ๐‘“๐‘ (๐‘ข)๐‘‘๐‘ข = 1 โˆ’ ๐‘’โˆ’๐‘๐‘ง ๐‘›! ๐‘›=0 0 ( )๐ฟ [ โˆ’๐‘ ๐‘ ] ๐‘ ๐ธ ๐‘’ , (5) = ๐‘ +๐‘

where ฮ“(๐‘›) is the standard Gamma function [2]. Except for the above case of equal ๐‘๐‘– โ€™s, to the best of our knowledge, expressions for the pdf, cdf and LT of ๐‘ for arbitrary positive values of ๐‘๐‘– โ€™s, and for an arbitrary ๐ฟ, do not seem to be available in the literature. However, when ๐‘‹๐‘– โ€™s are independent and non-identically distributed exponential r.vs with distinct means [3] derives the cdf, pdf and the LT of (1) with ๐ฟ = 2. On the other hand, with the following two assumptions โˆ™ The mean values ๐ธ[๐‘‹๐‘– ] are distinct โˆ™ For ๐‘— โˆ•= ๐‘–, ๐‘๐‘— โˆ•= ๐‘๐‘– and ๐‘๐‘— ๐ธ[๐‘‹๐‘— ] โˆ•= ๐‘๐‘– ๐ธ[๐‘‹๐‘– ] [4, Appendix-A] presents only the cdf of ๐‘ in (1) for an arbitrary value of ๐ฟ. It is important to note that when all the r.vs ๐‘‹๐‘– โ€™s have identical means, as considered here, the cdf expression in [4, Appendix-A] is not applicable. The rest of this letter is structured as follows. We present our main results on the statistical properties of the r.v ๐‘ in Section II, and some example applications are considered in Section III. Numerical and simulation results are provided in Section IV. We conclude this paper in Section V. II. M AIN R ESULTS In this section, we present our key contributions. Due to page-length limitations, we provide here only the final results in a self-contained fashion. The details are available in [5]. For clarity, we consider two cases: ๐‘–) distinct values of ๐‘๐‘– โ€™s appearing in (1) and ๐‘–๐‘–) repeated occurrence of some of the ๐‘๐‘– โ€™s in (1). A. Distinct Values of ๐‘๐‘– โ€™s โˆ• ๐‘—, the cdf, pdf and LT of pdf of ๐‘ in With ๐‘๐‘– โˆ•= ๐‘๐‘— โˆ€ ๐‘– = (1) are respectively given by (6), (7), and (8), shown at the

c 2010 IEEE 0090-6778/10$25.00 โƒ

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IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010

( ) ๐ฟโˆ’2 ๐‘˜ โˆ‘ โˆ‘ ๐œ†๐‘— 1 ๐ฟโˆ’2โˆ’๐‘˜ ๐ฟ โˆ’ 2 ร— ๐น๐‘ (๐‘ง) = (โˆ’1) ฮ“(๐‘˜ + 1) ๐‘˜ ๐‘ ฮ“(๐ฟ โˆ’ 1) ๐‘™! ๐‘—=1 ๐‘— ๐‘˜=0 ๐‘™=0 ] { [ ๐ฟโˆ’2โˆ’๐‘˜+๐‘™ โˆ‘ (๐‘๐‘— ๐‘ง)๐‘š โˆ’ ๐‘๐‘— ฮ“(๐ฟ โˆ’ 1 โˆ’ ๐‘˜ + ๐‘™) 1 โˆ’ ๐‘’โˆ’๐‘๐‘— ๐‘ง ๐‘š! ๐‘š=0 โŽค} โŽก ๐‘™+2(๐ฟโˆ’2โˆ’๐‘˜)+1 ๐‘ โˆ‘ 2ฮ“(๐‘™ + 2(๐ฟ โˆ’ 2 โˆ’ ๐‘˜) + 2) โŽฃ (๐‘ ๐‘ง) ๐‘— โŽฆ , 1 โˆ’ ๐‘’โˆ’๐‘๐‘— ๐‘ง ๐‘! ๐‘๐ฟโˆ’2โˆ’๐‘˜ ๐‘ง ๐ฟโˆ’1โˆ’๐‘˜ ๐‘— ๐‘=0 ) ( ( ) ๐ฟ ๐ฟโˆ’2 ๐ฟ+๐‘˜ ๐‘˜ โˆ‘ โˆ‘ โˆ‘ ๐‘๐‘™๐‘— ๐‘ง ๐‘™ ๐ฟ โˆ’ 2 (โˆ’1) ฮ“(๐ฟ + ๐‘˜ + 1) ๐œ†๐‘— โˆ’๐‘๐‘— ๐‘ง , ๐‘“๐‘ (๐‘ง) = 1โˆ’๐‘’ ๐‘˜ ๐‘ ฮ“(๐ฟ โˆ’ 1) ๐‘™! ๐‘ง ๐‘˜+2 ๐‘๐‘˜๐‘— ๐‘—=1 ๐‘— ๐‘˜=0 ๐‘™=0 ( )๐ฟ ๐ฟ ๐ฟโˆ’2 โˆ‘ โˆ‘ (๐ฟ โˆ’ 2) ๐‘๐‘— ๐œ†๐‘— ๐‘˜ and โ„’๐‘ (๐‘ ) = (โˆ’1) ๐‘๐‘— ฮ“ (๐ฟ) ๐‘˜ ๐‘ ฮ“(๐ฟ โˆ’ 1) ๐‘  ๐‘—=1 ๐‘— ๐‘˜=0 ( ) ๐‘๐‘— 2 ๐น1 ๐ฟ, ๐ฟ + ๐‘˜ + 1; ๐ฟ + ๐‘˜ + 2; โˆ’ ๐‘  , Real{๐‘ } > 0. ร— ๐ฟ+๐‘˜+1 ๐ฟ โˆ‘

โˆ ๐‘๐‘— top of this page, where ๐œ†๐‘— = ๐ฟ ๐‘–=1,๐‘–โˆ•=๐‘— ๐‘๐‘— โˆ’๐‘๐‘– in (6)-(8), and 2 ๐น1 (โ‹…, โ‹…; โ‹…; โ‹…) is the hypergeometric function [2]. The proofs of (6)-(8) are presented in [5, Appendix-A]. B. Repeated Occurrences of ๐‘๐‘– โ€™s Assume that there are ๐‘ distinct values of ๐‘๐‘– (i.e., ๐‘1 , . . . , ๐‘๐‘ ) with 0 < ๐‘1 < ๐‘2 โˆ‘ < . . . < ๐‘๐‘ . Let ๐‘๐‘– occurs ๐‘ ๐‘›๐‘– times so that we have ๐ฟ = ๐‘–=1 ๐‘›๐‘– . Then, the cdf, pdf and LT of pdf of ๐‘ in (1) are respectively given by (9), (10), and (11), shown in the next page, where ๐œ‡(๐‘–, ๐‘—) in (9)-(11) is defined as 1 ๐œ‡(๐‘–, ๐‘—) = ๐‘›๐‘– โˆ’๐‘— ๐‘๐‘– (๐‘›๐‘– โˆ’ ๐‘—)! โˆ‘ โˆ‘ โˆ‘ โˆ‘ โ‹…โ‹…โ‹… โ‹…โ‹…โ‹… ร— ๐‘™1 โ‰ฅ0

 (

๐‘™๐‘–โˆ’1 โ‰ฅ0 ๐‘™๐‘–+1 โ‰ฅ0



๐‘™๐‘ โ‰ฅ0



๐‘™1 +...+๐‘™๐‘–โˆ’1 +๐‘™๐‘–+1 +...+๐‘™๐‘ =๐‘›๐‘– โˆ’๐‘—

) โˆ ๐‘ ๐‘›๐‘– โˆ’ ๐‘— (โˆ’1)๐‘™๐‘— ๐‘™1 , . . . , ๐‘™๐‘–โˆ’1 , ๐‘™๐‘–+1 , . . . , ๐‘™๐‘ ๐‘—=1,๐‘—โˆ•=๐‘– )๐‘›๐‘— +๐‘™๐‘— ( ๐‘๐‘– ฮ“(๐‘›๐‘— + ๐‘™๐‘— ) ๐‘™ ร— ๐‘๐‘—๐‘— . (12) ฮ“(๐‘›๐‘— ) ๐‘๐‘– โˆ’ ๐‘๐‘— The proofs of (9)-(11) are presented in [5, Appendix-B]. As a quick sanity check, with ๐‘›๐‘— = 1 we have ๐‘ = ๐ฟ, and it is easy to show that (9), (10) and (11) reduce to (6), (7) and (8), respectively.

A. Example 1: Noise Variance Mismatch on MRC Receiver Performance In the first example, we consider a spatial diversity system with ๐ฟ receiver antennas operating over i.i.d Rayleigh fading channels. The complex-valued baseband received signal on the ๐‘™th branch is ๐‘Ÿ๐‘™ = ๐‘”๐‘™ ๐‘‹ + ๐‘›๐‘™ ,

๐‘™ = 1, . . . , ๐ฟ,

(13)

(7)

(8)

where ๐‘‹ is the transmitted symbol with ๐ธ[โˆฃ๐‘‹โˆฃ2 ] = ๐ธ๐‘  , where ๐ธ๐‘  denote the average transmitted symbol energy, ๐‘”๐‘™ is a zeroโ–ณ mean complex Gaussian r.v (CGRV) whose amplitude ๐›ฝ๐‘™ = โˆฃ๐‘”๐‘™ โˆฃ2 has the pdf ๐‘“๐›ฝ๐‘™ (๐‘ฅ) = ๐‘’โˆ’๐‘ฅ , ๐‘ฅ โ‰ฅ 0, and ๐‘›๐‘™ is a zero-mean CG noise r.v added at the receiver front end. We assume that ๐ธ[โˆฃ๐‘›๐‘™ โˆฃ2 ] = ๐‘๐‘™ . The instantaneous SNR on the ๐‘™th branch is denoted by ๐›พ๐‘™ , and is given by ๐ธ๐‘  ๐›ฝ๐‘™ /๐‘๐‘™ . The mean of ๐›พ๐‘™ is ๐›พ ๐‘™ = ๐ธ๐‘  /๐‘๐‘™ . The output of a general linear diversity combiner with weights (๐‘ค๐‘™ , ๐‘ค2 , . . . , ๐‘ค๐ฟ ), where ๐‘ค๐‘™ is the complex-valued weight applied on the ๐‘™th branch, is ๐‘Ÿ=

๐ฟ โˆ‘

๐‘ค๐‘™ ๐‘Ÿ๐‘™ = ๐‘‹

๐‘™=1

๐ฟ โˆ‘

๐‘ค๐‘™ ๐‘”๐‘™ + ๐œ‚,

(14)

๐‘™=1

where ๐œ‚ isโˆ‘zero-mean CGRV with conditional variance ๐ฟ 2 ๐ธ[โˆฃ๐œ‚โˆฃ2 ] = ๐‘™=1 โˆฃ๐‘ค๐‘™ โˆฃ ๐‘๐‘™ . With ideal MRC reception, we โˆ— require ๐‘ค๐‘™ = ๐‘”๐‘™ /๐‘๐‘™ [6]. Using these weights in (14) leads to ๐ฟ โˆ‘ ๐›ฝ๐‘™ + ๐œ‚, (15) ๐‘Ÿ=๐‘‹ ๐‘๐‘™ ๐‘™=1

where, conditioned on โˆ‘ ๐›ฝ1 , . . . , ๐›ฝ๐‘ , ๐ธ[๐œ‚โˆฃ๐›ฝ1 , . . . , ๐›ฝ๐‘ ] = 0 and ๐ธ[โˆฃ๐œ‚โˆฃ2 โˆฃ๐›ฝ1 , . . . , ๐›ฝ๐‘ ] = ๐ฟ ๐‘™=1 ๐›ฝ๐‘™ /๐‘๐‘™ . The instantaneous output SNR of (15) is [ ]   โˆ‘๐ฟ ๐›ฝ๐‘™ 2 ๐ธ ๐‘‹ ๐‘™=1 ๐‘๐‘™  โˆฃ๐›ฝ1 , . . . , ๐›ฝ๐‘ ] [ ๐›พideal-MRC = 2 ๐ธ โˆฃ๐œ‚โˆฃ โˆฃ๐›ฝ1 , . . . , ๐›ฝ๐‘ =

III. A PPLICATIONS

(6)

๐ฟ โˆ‘ ๐ธ๐‘  ๐›ฝ๐‘™ ๐‘™=1

๐‘๐‘™

=

๐ฟ โˆ‘

๐›พ๐‘™ ,

(16)

๐‘™=1

establishing the well-known fact that the output SNR of an ideal MRC receiver is equal to the sum of the individual branch SNRs [6]. When the receiver does not have the knowledge of ๐‘๐‘™ , ๐‘™ = 1, . . . , ๐ฟ, it simply uses ๐‘ค๐‘™ = ๐‘”๐‘™โˆ— , leading to ๐ฟ โˆ‘ ๐‘Ÿ=๐‘‹ ๐›ฝ๐‘™ + ๐œ‚, (17) ๐‘™=1

ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS

๐น๐‘ (๐‘ง) =

๐‘“๐‘ (๐‘ง) =

( ) ฮ“(๐‘ + 1) (โˆ’1)๐ฟโˆ’๐‘—โˆ’1โˆ’๐‘ ๐ฟ โˆ’ ๐‘— โˆ’ 1 ๐‘— ๐‘ ๐‘™! ๐‘1โˆ’๐‘— ๐‘– ๐‘–=1 ๐‘—=1 ๐‘๐‘– ฮ“(๐‘—)ฮ“(๐ฟ โˆ’ ๐‘—) ๐‘=0 ๐‘™=0 } { { ๐ฟโˆ’2โˆ’๐‘+๐‘™ โˆ‘ (๐‘๐‘– ๐‘ง)๐‘ž โˆ’ ร— ๐‘๐‘– ฮ“(๐ฟ โˆ’ 1 โˆ’ ๐‘ + ๐‘™) 1 โˆ’ ๐‘’โˆ’๐‘๐‘– ๐‘ง ๐‘ž! ๐‘ž=0 โŽง โŽซโŽซ 2(๐ฟโˆ’2โˆ’๐‘)+๐‘™+1 โŽจ ๐‘Ÿ โŽฌโŽฌ โˆ‘ 2ฮ“(2(๐ฟ โˆ’ 2 โˆ’ ๐‘) + ๐‘™ + 2) (๐‘๐‘– ๐‘ง) 1 โˆ’ ๐‘’โˆ’๐‘๐‘– ๐‘ง , โŽฉ ๐‘Ÿ! โŽญโŽญ ๐‘ง (๐ฟโˆ’1โˆ’๐‘) ๐‘๐ฟโˆ’2โˆ’๐‘ ๐‘–

๐‘›๐‘– ๐‘ โˆ‘ โˆ‘

๐‘ ๐ฟโˆ’๐‘—โˆ’1 โˆ‘ โˆ‘

๐œ‡(๐‘–, ๐‘—)

๐œ‡(๐‘–, ๐‘—)

๐‘–=1 ๐‘—=1

๐‘๐‘—๐‘– ฮ“(๐‘—)ฮ“(๐ฟ โˆ’ ๐‘—)

ร— 1โˆ’๐‘’

โˆ’๐‘๐‘– ๐‘ง

๐ฟ+๐‘—+๐‘˜โˆ’1 โˆ‘ ๐‘™=0

) ๐ฟ โˆ’ ๐‘— โˆ’ 1 (โˆ’1)๐‘˜ ฮ“(๐ฟ + ๐‘— + ๐‘˜) ๐‘˜ ๐‘๐‘˜๐‘– ๐‘ง ๐‘˜+๐‘—+1

๐‘˜=0

๐‘๐‘™๐‘– ๐‘ง ๐‘™ ๐‘™!

) ,

(10)

( )๐ฟ ) ๐‘๐‘– ๐ฟโˆ’๐‘—โˆ’1 ๐‘˜ ๐‘— ๐‘ ฮ“ (๐ฟ) (โˆ’1) ๐‘– ๐‘— ๐‘˜ ๐‘  ๐‘–=1 ๐‘—=1 ๐‘๐‘– ฮ“(๐‘—)ฮ“(๐ฟ โˆ’ ๐‘—) ๐‘˜=0 ( ) ๐‘๐‘– 2 ๐น1 ๐ฟ, ๐ฟ + ๐‘˜ + ๐‘—; ๐ฟ + ๐‘˜ + ๐‘— + 1; โˆ’ ๐‘  , Real{๐‘ } > 0. ร— ๐ฟ+๐‘˜+๐‘— ๐‘›๐‘– ๐‘ โˆ‘ โˆ‘

๐œ‡(๐‘–, ๐‘—)

๐ฟโˆ’๐‘—โˆ’1 โˆ‘ (

โˆ‘๐ฟ where now ๐ธ[โˆฃ๐œ‚โˆฃ2 โˆฃ๐›ฝ1 , . . . , ๐›ฝ๐‘ ] = ๐‘™=1 ๐›ฝ๐‘™ ๐‘๐‘™ . The output SNR of this non-ideal MRC receiver is [โˆ‘ ]2 ]2 [โˆ‘ ๐ฟ ๐ฟ ๐ธ๐‘  ๐›ฝ ๐›ฝ ๐‘™ ๐‘™ ๐‘™=1 ๐‘™=1 = โˆ‘๐ฟ ๐›ฝ . (18) ๐›พnonideal-MRC = โˆ‘๐ฟ ๐‘™ ๐‘™=1 ๐‘๐‘™ ๐›ฝ๐‘™ ๐‘™=1 ๐›พ ๐‘™

Using the Cauchy-Schwartz inequality, it can be readily shown that ๐›พnonideal-MRC โ‰ค ๐›พideal-MRC , and the equality holds if and only if ๐‘๐‘™ = ๐‘ , โˆ€ ๐‘™ = 1, . . . , ๐ฟ. Upon noticing that (18) is identical to (1) with ๐‘๐‘– = 1/๐›พ ๐‘– , ๐‘– = 1, . . . , ๐ฟ, one can compute the outage probability of received SNR, ๐‘ƒout = ๐›พ โˆซ๐‘‡ ๐‘“๐›พnonideal-MRC (๐‘ฅ)๐‘‘๐‘ฅ, where ๐›พ๐‘‡ Prob(๐›พnonideal-MRC < ๐›พ๐‘‡ ) = 0

is a pre-determined SNR threshold, in closed-form, using (6) or (7) ((9) or (10)) for distinct values of ๐›พ ๐‘– (for repeated values of ๐›พ ๐‘– ). In a similar manner, the average received SNR, ๐‘‘ ๐›พ nonideal-MRC = ๐ธ [๐›พnonideal-MRC ] = โˆ’ ๐‘‘๐‘  โ„’๐›พnonideal-MRC (๐‘ )โˆฃ๐‘ =0 , as well as the moment-generating function-based [1] average error probability of various modulation schemes can be obtained by either (8) or (11) (depending upon whether ๐›พ ๐‘– โ€™s are distinct are not). B. Example 2: ๐‘€ -PSK Receiver Performance with Imperfect CSI Here, we study the performance of coherent ๐‘€ -PSK modulation on independent and non-identically distributed (i.n.d) Rayleigh fading channels with receive diversity and imperfect channel state information (CSI). The low-pass equivalent baseband received signal on the ๐‘™th branch is ๐‘Ÿ๐‘™ = ๐‘”๐‘™ ๐‘‹ + ๐‘›๐‘™ ,

(9)

๐‘Ÿ=0

๐ฟโˆ’๐‘—โˆ’1 โˆ‘ (

๐‘›๐‘– ๐‘ โˆ‘ โˆ‘

(

and โ„’๐‘ (๐‘ ) =

3093

(19)

where ๐‘‹ belongs to the ๐‘€ -PSK constellation with an average energy ๐ธ[โˆฃ๐‘‹โˆฃ2 ] = ๐ธ๐‘  , ๐‘”๐‘™ is a zero-mean CGRV with ๐ธ[โˆฃ๐‘”๐‘™ โˆฃ2 ] = ฮฉ๐‘™ , and the noise ๐‘›๐‘™ is a zero-mean CGRV with variance ๐‘0 . Assuming a linear channel estimation process

(11)

(i.e., the channel estimate is obtained as a linear combination of received known (or pilot) symbols), we model the true and estimated channel gains on each branch by a bi-variate complex-Gaussian distribution. This assumption is satisfied by a variety of channel estimation schemes such as minimum mean-square-error (MMSE) and pilot symbol assisted modulation (PSAM) based channel estimation schemes [7]. Let ๐‘๐‘™ , a zero-mean CGRV, denote the channel estimate on the ๐‘™th branch with ๐ธ[โˆฃ๐‘๐‘™ โˆฃ2 ] = ฮ›๐‘™ . Then, by making use of the assumption that ๐‘๐‘™ and ๐‘”๐‘™ are jointly Gaussian, we can write ๐‘”๐‘™ in terms of ๐‘๐‘™ as [8] โˆš โˆš ฮฉ๐‘™ ๐‘” ๐‘™ = ๐œŒ๐‘™ ๐‘๐‘™ + (1 โˆ’ ๐œŒ2๐‘™ )ฮฉ๐‘™ ๐‘ฃ๐‘™ , (20) ฮ›๐‘™ where ๐‘ฃ๐‘™ is a zero-mean CGRV, โˆš independent of ๐‘๐‘™ , with ๐ธ[โˆฃ๐‘ฃ๐‘™ โˆฃ2 ] = 1, and ๐œŒ๐‘™ = ๐ธ[๐‘”๐‘™ ๐‘โˆ—๐‘™ ]/ ๐ธ[โˆฃ๐‘๐‘™ โˆฃ2 ]๐ธ[โˆฃ๐‘”๐‘™ โˆฃ2 ]. Here, we assume that ๐œŒ๐‘™ is real with ๐œŒ๐‘™ > 0, โˆ€ ๐‘™ = 1, . . . , ๐ฟ, which is satisfied by MMSE and PSAM-based channel estimation models. Using (20) in (19), we have โˆš โˆš ฮฉ๐‘™ ๐‘Ÿ๐‘™ = ๐‘‹๐‘๐‘™ ๐œŒ๐‘™ + ๐‘‹ (1 โˆ’ ๐œŒ2๐‘™ )ฮฉ๐‘™ ๐‘ฃ๐‘™ + ๐‘›๐‘™ ฮ› โˆš ๐‘™ ฮฉ๐‘™ = ๐‘‹๐‘๐‘™ ๐œŒ๐‘™ + ๐œ‚๐‘™ , (21) ฮ›๐‘™ where ๐œ‚๐‘™ is a zero-mean CGRV with variance ๐ธ[โˆฃ๐œ‚โˆฃ]2 = ๐‘0 + ๐ธ๐‘  (1 โˆ’ ๐œŒ2๐‘™ )ฮฉ๐‘™ . The combiner output is ๐‘Ÿ=

๐ฟ โˆ‘ ๐‘™=1

๐‘โˆ—๐‘™ ๐‘Ÿ๐‘™

=๐‘‹

๐ฟ โˆ‘ ๐‘™=1

โˆš 2

โˆฃ๐‘๐‘™ โˆฃ ๐œŒ๐‘™

๐ฟ

ฮฉ๐‘™ โˆ‘ + ๐œ‚๐‘™ ๐‘๐‘™ . ฮ›๐‘™

(22)

๐‘™=1

The output SNR is then given by โˆš ]2 [โˆ‘ ๐ฟ ฮฉ๐‘™ 2 ๐ธ๐‘  ๐‘™=1 โˆฃ๐‘๐‘™ โˆฃ ๐œŒ๐‘™ ฮ›๐‘™ ๐›พM-PSK = โˆ‘๐ฟ . 2 2 ๐‘™=1 โˆฃ๐‘๐‘™ โˆฃ (๐‘0 + ๐ธ๐‘  (1 โˆ’ โˆฃ๐œŒ๐‘™ โˆฃ )ฮฉ๐‘™ )

(23)

3094

IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010

Upon letting ๐‘๐‘™ = โˆฃ๐‘๐‘™ โˆฃ2 ๐œŒ๐‘™

โˆš

ฮฉ๐‘™ ฮ›๐‘™ ,

where ๐‘๐‘™ now is exponentially โˆš distributed with mean ๐‘ ๐‘™ = ๐œŒ๐‘™ ฮฉ๐‘™ ฮ›๐‘™ , (23) can be conveniently written as [โˆ‘ ]2 ๐ฟ ๐‘ ๐‘™ ๐‘™=1 ๐›พM-PSK = โˆ‘๐ฟ (24) ๐‘™=1 ๐‘๐‘™ ๐‘๐‘™ where

( ๐‘๐‘™ =

๐‘0 + ๐ธ๐‘  (1 โˆ’ โˆฃ๐œŒ๐‘™ โˆฃ2 )ฮฉ๐‘™ ๐ธ๐‘ 

)โˆš

ฮ›๐‘™ 1 . ฮฉ๐‘™ ๐œŒ ๐‘™

(25)

โˆš With ๐œŒ๐‘™ ฮฉ๐‘™ ฮ›๐‘™ = C, ๐‘™ = 1, . . . , ๐ฟ, where C is a constant that does not depend on the branch index ๐‘™, the outage probability, the average received SNR of ๐›พM-PSK in (24) and the average symbol error rate, ๐‘ƒ๐‘  = (๐‘€โˆ’1)๐œ‹/๐‘€ ( ) โˆซ (1/๐œ‹) โ„’๐›พM-PSK sin2 (๐œ‹/๐‘€ )/ sin2 ๐œƒ ๐‘‘๐œƒ, can be read0

ily evaluated with the help of (6)-(11), derived in Section II.

initial phase angle of the ๐‘˜th userโ€™s ๐‘šth sub-carrier, ๐‘ is the number of chips per code symbol per sub-carrier, and ๐ธ๐‘ denotes the energy per chip. Also, โ„Ž(๐‘ก) denotes the impulse response of the chip wave-shaping filter. Here, we assume that ๐‘‹(๐‘“ ) = โˆฃ๐ป(๐‘“ )โˆฃ2 satisfies the Nyquist criterion, where ๐ป(๐‘“ ) is the Fourier transform of โ„Ž(๐‘ก). Denoting by ๐’ฎ๐น the spreading factor associated with SC-CDMA, we have ๐’ฎ๐น = ๐‘‡๐‘  /๐‘‡๐‘ = ๐ฟ๐‘‡๐‘  /๐‘‡๐‘1 = ๐ฟ๐‘ , where ๐‘‡๐‘  is the code symbol duration. With this, we can express ๐‘ as ๐‘ = ๐’ฎ๐น /๐ฟ. We assume that the channel is frequency-selective over the bandwidth ๐‘Š . However, the total bandwidth ๐‘Š is assumed to be partitioned into ๐ฟ disjoint frequency bands in such a way that each of these ๐ฟ bands experiences independent, frequency-flat fading. In [11], conditions were derived for satisfying this assumption. With this, the received signal of the ๐‘˜th user can be written as ๐‘Ÿ(๐‘ก)

=

๐พ๐‘ข โˆš โˆž โˆ‘ โˆ‘ (๐‘˜) 2๐ธ๐‘ ๐‘‘โŒŠ๐‘›/๐‘ โŒ‹ ๐‘(๐‘˜) ๐‘› โ„Ž(๐‘ก โˆ’ ๐‘›๐ฟ๐‘‡๐‘ โˆ’ ๐œ๐‘˜ ) ๐‘›=โˆ’โˆž

๐‘˜=1

C. Example 3: Coded Multi-carrier CDMA System with Unknown Partial-Band Interference This example is concerned with the performance of a coded multi-carrier DS-CDMA (or, simply, MC-CDMA) system affected by a partial-band interference (PBI), as studied in [9] and [10]. Unlike [10], we assume that the receiver does not have the knowledge of the jammer side information, and exploit (6)-(11), derived in Section II-A, to evaluate this system performance in closed-form. For completeness, we now summarize the system and the channel model from [9] and [10]. In a ๐พ๐‘ข -user uplink MC-CDMA system, the information (๐‘˜) bit sequence of the ๐‘˜th user is denoted by {๐‘๐‘› }, where the (๐‘˜) subscript ๐‘› denotes the time index. Each bit ๐‘๐‘› is encoded by a channel code of rate ๐‘Ÿ๐‘ , and the resulting code symbols are interleaved. An ideal interleaver is assumed for the purpose (๐‘˜) of analysis. Each code symbol ๐‘‘๐‘› is then spread, binary phase modulated and transmitted over the ๐ฟ disjoint frequency bands, each of width ๐‘Š1 . An optional symbol mapper is employed in [9] to perform coding across the sub-carriers. If ๐‘‡๐‘ and ๐‘Š , respectively, denote the chip duration and system bandwidth of a comparable single carrier (SC) CDMA system, then we have ๐‘Š = (1 + ๐›ฝ)/๐‘‡๐‘ , where ๐›ฝ โˆˆ (0, 1] is the roll-off factor of the chip wave-shaping filter. The bandwidth available per sub-carrier in a MC-CDMA system is then ๐‘Š1 = ๐‘Š/๐ฟ = (1 + ๐›ฝ)/(๐‘‡๐‘ ๐ฟ) = (1 + ๐›ฝ)/๐‘‡๐‘1 , where ๐‘‡๐‘1 = ๐ฟ๐‘‡๐‘ is the corresponding chip duration in the MCCDMA system. Mathematically, the signal at the output of the ๐‘˜th userโ€™s transmitter can be written as โˆž โˆ‘ โˆš (๐‘˜) 2๐ธ๐‘ ๐‘‘โŒŠ๐‘›/๐‘ โŒ‹ ๐‘(๐‘˜) ๐‘†๐‘˜ (๐‘ก) = ๐‘› โ„Ž(๐‘ก โˆ’ ๐‘›๐ฟ๐‘‡๐‘ ) ๐‘›=โˆ’โˆž

ร—

๐ฟ โˆ‘

(๐‘˜) cos(2๐œ‹๐‘“๐‘š ๐‘ก + ๐œƒ๐‘š ),

(26)

๐‘š=1

where โŒŠ๐‘ฅโŒ‹ is the largest integer that is less than or equal to (๐‘˜) ๐‘ฅ, {๐‘๐‘› } denotes the spreading sequence, ๐‘“๐‘š is the center (๐‘˜) frequency (in Hertz) of the ๐‘šth sub-carrier, ๐œƒ๐‘š denotes the

ร—

๐ฟ โˆ‘

๐›ผ(๐‘˜) ๐‘š cos(2๐œ‹๐‘“๐‘š ๐‘ก + ๐œ“๐‘˜,๐‘š )

๐‘š=1

+๐‘›๐‘Š (๐‘ก) + ๐‘›๐ฝ (๐‘ก),

(27)

where ๐œ๐‘˜ is the random time delay corresponding to the ๐‘˜th user, assumed to be uniformly distributed in [0, ๐ฟ๐‘‡๐‘), ๐พ๐‘ข is (๐‘˜) the total number of active users in the system, ๐›ผ๐‘š denotes (๐‘˜) the fade amplitude, ๐œ™๐‘š denotes the random phase on the (๐‘˜) (๐‘˜) (๐‘˜) ๐‘šth sub-carrier of the ๐‘˜th user, and ๐œ“๐‘š = ๐œƒ๐‘š + ๐œ™๐‘š is the resultant phase on the ๐‘šth sub-carrier. The term ๐‘›๐‘Š (๐‘ก) denotes the additive white Gaussian noise (AWGN) with a two-sided PSD of ๐œ‚0 /2, whereas ๐‘›๐ฝ (๐‘ก) represents Gaussian distributed PBI with a PSD of ๐‘†๐ฝ (๐‘“ ). For the sake of analysis, we assume that the fades are independent across the users, the carriers, and over time. (๐‘˜) We further assume that ๐›ผ๐‘š is Rayleigh distributed with 2 (๐‘˜) pdf ๐‘“๐›ผ(๐‘˜) (๐‘ฅ) = 2๐‘ฅ๐‘’โˆ’๐‘ฅ , for ๐‘ฅ โ‰ฅ 0, and ๐œ™๐‘š is uniformly ๐‘š distributed over (โˆ’๐œ‹, ๐œ‹]. The power spectral density (PSD) of the jammer, ๐‘†๐ฝ (๐‘“ ), is assumed to be of the following form [10]: { (๐‘™) (๐‘™) (๐‘™) ๐œ‚๐ฝ ๐‘Š ๐‘Š (๐‘™) (๐‘™) for ๐‘“๐ฝ โˆ’ 2๐ฝ โ‰ค โˆฃ๐‘“ โˆฃ โ‰ค ๐‘“๐ฝ + 2๐ฝ , 2 ๐‘†๐ฝ (๐‘“ ) = 0 otherwise (28) (๐‘™) where, for ๐‘™ = 1, . . . , ๐ฟ, ๐œ‚๐ฝ is the one-sided PSD of the (๐‘™) jammer with a bandwidth of ๐‘Š๐ฝ at the center frequency (๐‘™) ๐‘“๐ฝ . Assuming perfect synchronization of carrier, code, and bit of the first user (i.e., the user of interest), the received signal (27) is first chip-matched filtered using the band-pass filters ๐ป โˆ— (๐‘“ โˆ’ ๐‘“๐‘– ) +โˆš๐ป โˆ— (๐‘“ + ๐‘“๐‘– ), ๐‘– = 1, . . . , ๐ฟ, and then low-pass (1) filtered with 2 cos(2๐œ‹๐‘“๐‘– ๐‘ก + ๐œ™๐‘– ), ๐‘– = 1, . . . , ๐ฟ. Each of these ๐ฟ outputs are correlated using the local pseudo-noise sequences. If ๐‘ง๐‘– denotes the output of the correlator on the ๐‘–th sub-carrier, then we have ๐‘ง๐‘– = ๐‘†๐‘– + ๐ผ๐‘– + ๐ฝ๐‘– + ๐‘๐‘– ,

(29)

where ๐‘†๐‘– is the desired signal, ๐ผ๐‘– is the signal due to the other ๐พ๐‘ข โˆ’ 1 interfering users, ๐ฝ๐‘– is the contribution due to

ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS

the jammer and ๐‘๐‘– is the output due to AWGN. From [10], ๐ผ๐‘– and ๐ฝ๐‘– are independent complex-Gaussian r.vs. From [11, (1) (1) Eqn. (23)], the mean of ๐‘ง๐‘– , conditioned upon ๐›ผ๐‘– and ๐‘‘โŒŠ๐‘›/๐‘ โŒ‹ , is โˆš (1) (1) (1) ๐ธ[๐‘ง๐‘– โˆฃ๐›ผ๐‘– , ๐‘‘โŒŠ๐‘›/๐‘ โŒ‹ ] = ๐‘‘(1) ๐‘ ๐ธ๐‘ ๐›ผ๐‘– , (30) (1)

where ๐‘‘ = ยฑ1 is the transmitted code symbol. To obtain (1) the variance of ๐‘ง๐‘– , conditioned on ๐›ผ๐‘– , we assume that the interference from other users, the PBI, and the AWGN are independent of each other. With this, we have (1)

โ‰œ ๐œŽ๐‘–2

Var{๐‘ง๐‘– โˆฃ๐›ผ๐‘– }

(1)

(1)

= Var{๐ผ๐‘– โˆฃ๐›ผ๐‘– } + Var{๐ฝ๐‘– โˆฃ๐›ผ๐‘– } + (1)

Var{๐‘๐‘– โˆฃ๐›ผ๐‘– } โ‰ˆ ๐‘ ๐‘…๐ผ๐‘– (0) + ๐‘ ๐‘…๐ฝ๐‘– (0) + ๐‘ ๐œ‚0 /2, (31) where ๐‘…๐ผ๐‘– (๐œ ) and ๐‘…๐ฝ๐‘– (๐œ ) are the autocorrelation functions of the interference and jammer, respectively. In (31), the approximation in the last step is due to ignoring the contribution of ๐‘…๐ผ๐‘– (๐œ ) and ๐‘…๐ฝ๐‘– (๐œ ) when ๐œ โˆ•= 0 [11, Eqns. (25)-(27)]. For (๐‘™) (๐‘™) simplicity, let ๐‘“๐ฝ = ๐‘“๐‘™ and ๐‘Š๐ฝ = ๐‘Š1 , โˆ€ ๐‘™ = 1, . . . , ๐ฟ. Then, with the help of [11] ( ) (๐‘–) ๐‘ ๐ธ๐‘ (๐พ๐‘ข โˆ’ 1) 1 โˆ’ ๐›ฝ4 ๐‘ ๐œ‚๐ฝ ๐‘ ๐œ‚0 + + , ๐‘– = 1, . . . , ๐ฟ. ๐œŽ๐‘–2 = 2 2 2 (32) Note that the total jammer power is given by ๐‘ƒ๐ฝ = โˆ‘๐ฟ โˆ‘๐ฟ (๐‘™) (๐‘™) (๐‘™) (๐‘™) (๐‘™) (๐‘™) = = ๐œ‚๐ฝ ๐‘Š๐ฝ . The ๐‘™=1 ๐œ‚๐ฝ ๐‘Š๐ฝ ๐‘™=1 ๐‘ƒ๐ฝ , where ๐‘ƒ๐ฝ jammer-to-signal power ratio (JSR) is defined as ๐ฟ

JSR =

๐ฟ

โˆ‘ ๐œ‚ ๐‘Š ๐‘‡๐‘ โˆ‘ ๐‘ƒ๐ฝ ๐ฝ ๐ฝ = = JSR๐‘™ , ๐ธ๐‘ /๐‘‡๐‘ ๐ธ๐‘ (๐‘™)

(๐‘™)

๐‘™=1

(๐‘™)

(33)

๐‘sMRC =

๐ฟ โˆ‘

(๐‘™)

๐‘™=1

(1)

(๐‘™)

๐›ผ๐‘™ ๐‘ง๐‘™ = ๐‘‘(1) ๐‘

๐ฟ [ ]2 โˆš โˆ‘ (1) ๐›ผ๐‘™ ๐ธ๐‘ + ๐œ‰,

๐‘™=1

(34)

๐‘™=1

๐›พ๐‘™

where ๐›พ ๐‘™ = ๐‘ 2 ๐ธ๐‘ /(2๐œŽ๐‘™2 ) is the average signal-to-interferenceplus-noise ratio (SINR) on the ๐‘™th sub-carrier. Using (32), we simplify ๐›พ ๐‘™ as 1 ร— ๐ฟ 1+

๐‘Ÿ๐‘ ๐’ฎ๐น

๐›พ=

๐‘Ÿ๐‘ ๐›พ๐‘ ๐›พ๐‘ (๐พ๐‘ข โˆ’ 1)(1 โˆ’ ๐›ฝ/4) +

๐‘Ÿ๐‘ ๐’ฎ๐น

1 ร— ๐ฟ 1+

๐‘Ÿ๐‘ ๐’ฎ๐น

๐‘Ÿ๐‘ ๐›พ๐‘ ๐›พ๐‘ (๐พ๐‘ข โˆ’ 1)(1 โˆ’ ๐›ฝ/4)

JSR๐‘™ ๐ฟ ๐›พ๐‘ (1+๐›ฝ)

, (36)

(37)

and, for ๐‘™ = 1, . . . , ๐ฟ, 1 ร— 1+๐›ฝ 1+

๐œŒ๐‘™ =

๐‘Ÿ๐‘ ๐’ฎ๐น

JSR๐‘™ ๐ฟ๐›พ๐‘ ๐‘Ÿ๐‘ /๐’ฎ๐น . ๐›พ๐‘ (๐พ๐‘ข โˆ’ 1)(1 โˆ’ ๐›ฝ/4)

(38)

Eqn. (37) captures the average SINR in the absence of PBI, whereas (38) takes into account the jammerโ€™s contribution. Using (37) and (38), ๐›พ ๐‘™ of (36) has the following compact form 1 ๐›พ ๐›พ๐‘™ = โ‰œ . (39) 1 + ๐œŒ๐‘™ ๐‘๐‘™ When the receiver has perfect knowledge of {๐œŽ๐‘™2 }๐ฟ ๐‘™=1 , the SINR ๐›พMRC is given by [10] ๐›พMRC =

๐ฟ โˆ‘ ๐‘™=1

๐ฟ [ ]2 โˆ‘ (1) ๐›พ ๐‘™ ๐›ผ๐‘™ = ๐‘™=1

๐›พ [ (1) ]2 ๐›ผ . 1 + ๐œŒ๐‘™ ๐‘™

(40)

We now derive the average pairwise error probability (PEP) with BPSK signaling. The probability that the โˆš transmitted โˆš codeword x = (๐‘ฅ1 , ๐‘ฅ2 , . . . , ๐‘ฅ๐‘ ), ๐‘ฅ๐‘– โˆˆ {โˆ’ ๐ธ๐‘  , + ๐ธ๐‘  }, is โˆš erroneously โˆš decoded as y = (๐‘ฆ1 , ๐‘ฆ2 , . . . , ๐‘ฆ๐‘ ), ๐‘ฆ๐‘– โˆˆ {โˆ’ ๐ธ๐‘  , + ๐ธ๐‘  }, is given by (41), shown at the top of the โˆš โˆซโˆž 2 next page, where ๐‘„(๐‘ฅ) = ๐‘’โˆ’๐‘ข /2 ๐‘‘๐‘ข/ 2๐œ‹. Let x and y ๐‘ฅ

differ in ๐‘‘ positions, ๐‘›1 , ๐‘›2 , . . . , ๐‘›๐‘‘ . With this, (41) simplifies to [1] โŽก โŽ› โŽžโŽค โˆ‘๐ฟ โˆ‘๐‘‘ ) ( 2 ๐›ผ (๐‘› ) ๐‘˜ โŽ โŽฆ ๐‘™=1 ๐‘˜=1 ๐‘™ Prob ๐‘‘, n(๐‘‘) = ๐ธ โŽฃ๐‘„ โŽ โˆšโˆ‘ 2 โˆ‘ ๐ฟ ๐‘™=1

๐œ‹

(๐‘™)

where ๐œ‰ is โˆ‘ a zero-mean Gaussian r.v with a conditional vari(1) ๐ฟ ance ๐œŽ๐œ‰2 = ๐‘™=1 (๐›ผ๐‘™ ๐œŽ๐‘™ )2 . The instantaneous SNR, ๐›พsMRC, at the output of sMRC is [ ] โˆ‘๐ฟ ( (1) )2 2 ๐‘™=1 ๐›ผ๐‘™ ]2 , (35) [ ๐›พsMRC = โˆ‘๐ฟ ๐›ผ(1) ๐‘™

๐›พ๐‘™ =

where ๐‘™ = 1, . . . , ๐ฟ, ๐ธ๐‘ = ๐’ฎ๐น ๐ธ๐‘ /๐‘Ÿ๐‘ and ๐›พ๐‘ = ๐ธ๐‘ /๐‘0 is the SNR per information bit. For simplicity, let us define

๐‘™=1

where JSR๐‘™ = ๐œ‚๐ฝ ๐‘Š๐ฝ /(๐ธ๐‘ /๐‘‡๐‘ ) = ๐œ‚๐ฝ ๐‘Š๐ฝ ๐‘‡๐‘ /๐ธ๐‘ . When the effective noise variances, {๐œŽ๐‘™2 }๐ฟ ๐‘™=1 , are known to the receiver, for each code symbol, the ๐ฟ outputs, ๐‘ง๐‘™ , ๐‘™ = 1, . . . , ๐ฟ, are processed using MRC to result in an output ๐‘MRC . However, in the absence of {๐œŽ๐‘™2 }๐ฟ ๐‘™=1 , the receiver processing is termed as sub-optimum MRC (sMRC), and the output ๐‘ is denoted by ๐‘sMRC , and is given by

3095

1 = ๐œ‹

(

โˆซ2

โ„’๐›พcoded-MC-CDMA-PBI 0

1 2 sin2 ๐œƒ

๐›ผ๐‘™ (๐‘›๐‘˜ ) ๐‘‘ ๐‘˜=1 ๐›พ ๐‘™ (๐‘›๐‘˜ )

) ๐‘‘๐œƒ,

(42)

where n(๐‘‘) = (๐‘›1 , ๐‘›2 , . . . , ๐‘›๐‘‘ ), ๐›พ ๐‘™ (๐‘›๐‘˜ ) = ๐ธ๐‘  /(2๐œŽ๐‘™2 (๐‘›๐‘˜ )) is the average SINR on the ๐‘™ sub-carrier for the ๐‘›๐‘˜ th code symbol and [โˆ‘ โˆ‘ ]2 ๐ฟ ๐‘‘ 2 ๐‘™=1 ๐‘˜=1 ๐›ผ๐‘™ (๐‘›๐‘˜ ) ๐›พcoded-MC-CDMA-PBI = โˆ‘ โˆ‘ . (43) ๐›ผ2๐‘™ (๐‘›๐‘˜ ) ๐ฟ ๐‘‘ ๐‘™=1

๐‘˜=1 ๐›พ ๐‘™ (๐‘›๐‘˜ )

Once again, the uncoded as well as the coded performances of an MC-CDMA systems with PBI, characterized by the statistics of ๐›พsMRC in (35) and the PEP in (42), respectively, can be quantified with the help of (6)-(11). It is worth mentioning that unlike the Chernoff bound based average PEP in [9], [10], (42) presents an exact expression that is applicable to both optimum and sub-optimum receivers. IV. R ESULTS AND D ISCUSSION In this section, we present some numerical and simulation results to illustrate the usefulness of our analytical results in Section II as applied to the systems exemplified in Section III. The outage probability of MRC receiver output SNR is shown in Figs. 1 and 2, as a function of the outage threshold ๐›พ๐‘‡ , with ๐ฟ = 4 receive antennas. The average received SNR

3096

IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 11, NOVEMBER 2010

( Prob (x โ†’ y)

= Prob = Prob

๐‘ ๐ฟ โˆ‘ โˆ‘

2

(๐‘Ÿ๐‘™ (๐‘›) โˆ’ ๐›ผ๐‘™ (๐‘›)๐‘ฅ๐‘› ) >

) 2

(๐‘Ÿ๐‘™ (๐‘›) โˆ’ ๐›ผ๐‘™ (๐‘›)๐‘ฆ๐‘› )

๐‘™=1 ๐‘›=1 ( ๐ฟ ๐‘ โˆ‘โˆ‘

๐‘™=1 ๐‘›=1 ๐ฟ โˆ‘ ๐‘ โˆ‘

๐‘™=1 ๐‘›=1

๐‘™=1 ๐‘›=1

(๐‘ฆ๐‘› โˆ’ ๐‘ฅ๐‘› )๐œ‚๐‘™ (๐‘›)๐›ผ๐‘™ (๐‘›) >

โŽก โŽ›

โˆ‘๐ฟ โˆ‘๐‘

= ๐ธ โŽฃ๐‘„ โŽ โˆšโˆ‘

๐‘™=1

๐ฟ ๐‘™=1

2 ๐‘›=1 ๐›ผ๐‘™ (๐‘›)๐‘ฅ๐‘› (๐‘ฅ๐‘›

โˆ‘๐‘

) (๐‘ฅ๐‘› โˆ’

โˆ’ ๐‘ฆ๐‘› )

โŽ โŽฆ .

(41)

BPSK on i.i.d. Rayleigh fading. b1 = 1/SNR, b2 = 1/(4*SNR), b3 = 1/(6*SNR)

0

10

๐‘ฆ๐‘› )๐‘ฅ๐‘› ๐›ผ2๐‘™ (๐‘›)

โŽžโŽค

2 2 2 ๐‘›=1 ๐›ผ๐‘™ (๐‘›)๐œŽ๐‘™ (๐‘›)(๐‘ฆ๐‘› โˆ’ ๐‘ฅ๐‘› )

L = 4. b1 = โˆ’10 dB, b2 = โˆ’20 dB, b3 = โˆ’30 dB and b4 = โˆ’40 dB

0

๐‘ ๐ฟ โˆ‘ โˆ‘

10

Mismatched: One Antenna Matched: One Antenna Mismatched: Two Antennas Matched: Two Antennas Mismatched: Three Antennas Matched: Three Antennas

โˆ’1

10

โˆ’1

Average Probability of Bit Error

Outage Probability

10

โˆ’2

10

โˆ’3

10

โˆ’2

10

โˆ’3

10

โˆ’4

10

Simulations: Mismatch Analysis: Mismatch Matched โˆ’4

10

5

10

15

20 25 SNR Threshold, ฮณT, [dB]

30

35

40

0

2

4

6

8

10

12

14

16

18

20

st

Average Received SNR on 1 Branch [dB]

(a) BPSK Modulation

L = 4. b1 = โˆ’10 dB, b2 =b3 = โˆ’20 dB and b4 = โˆ’30 dB

0

10

Simulations: Mismatch Analysis: Mismatch Matched โˆ’1

Outage Probability

10

16โˆ’QAM on i.i.d. Rayleigh fading. b1 = 1/SNR, b2 = 1/(4*SNR), b3 = 1/(6*SNR)

0

10

Mismatched: One Antenna Matched: One Antenna Mismatched: Two Antennas Matched: Two Antennas Mismatched: Three Antennas Matched: Three Antennas

โˆ’1

10 Average Probability of Bit Error

Fig. 1. The impact of unknown average noise power on the outage probability performance of the mismatched MRC receiver. The number of branches is ๐ฟ = 4 with ๐›พ 1 = 10 dB, ๐›พ 2 = 20 dB, ๐›พ 3 = 30 dB, and ๐›พ 4 = 40 dB. For comparison purposes, outage performance of the ideal MRC (i.e., with knowledge of the average noise power) is also shown.

โˆ’2

10

โˆ’3

10

โˆ’4

10 โˆ’2

10

0

2

4

6

8

10

12

14

16

18

20

Average Received SNR on 1st Branch [dB] โˆ’3

(b) 16-QAM Modulation

โˆ’4

Fig. 3. Average BER of BPSK and 16-QAM modulations with mismatched MRC receiver. With up to ๐ฟ = 3 antennas at the receiver, we set ๐‘1 = ๐›พ1 , 1 ๐‘2 = 4๐›พ1 and ๐‘3 = 6๐›พ1 , where ๐›พ 1 is the average received SNR on the first 1 1 branch.

10

10

5

10

15 20 SNR Threshold, ฮณT, [dB]

25

30

Fig. 2. Outage probability of MRC receiver with mismatched noise powers. The number of branches is ๐ฟ = 4 with ๐›พ 1 = 10 dB, ๐›พ 2 = ๐›พ 3 = 20 dB, and ๐›พ 4 = 30 dB. For comparison purposes, outage performance of the ideal MRC (i.e., with knowledge of the average noise power) is also shown.

per branch (in dB) in Fig. 1 is set to ๐›พ 1 = 10, ๐›พ 2 = 20, ๐›พ 3 = 30 and ๐›พ 4 = 40, whereas they are set to ๐›พ 1 = 10, ๐›พ 2 = ๐›พ 3 = 20 and ๐›พ 3 = 30 in Fig. 2. An excellent match between the analytical and simulation results is observed in Figs. 1 and 2. At an outage probability of 10โˆ’3 , the noise variance-agnostic MRC receiver in Fig. 1 has a loss of about 13 dB, whereas the loss is approximately 7 dB with the parameters chosen in Fig. 2.

In Fig. 3 the average probability of error of mismatched MRC receiver is compared against the ideal MRC receiver. In particular, Fig. 3(a) shows the error performance with BPSK modulation whereas Fig. 3(b) the performance with 16-QAM modulation. With up to 3 receiver antennas, we set ๐‘1 = 1/๐›พ 1 , ๐‘2 = 1/(4๐›พ 1 ), and ๐‘3 = 1/(6๐›พ 1 ), where ๐›พ 1 is the average received SNR on the first branch, and plot the error rates in Fig. 3 as a function of ๐›พ 1 . As expected, Figs. 3(a) and 3(b) confirm that knowledge of the noise variance is not required with single-antenna reception. However, at an error rate of 10โˆ’4 , Figs. 3(a) and 3(b) reveal that lack of noise variance knowledge leads to a loss of approximately 1 and 2

ANNAVAJJALA et al.: ON A RATIO OF FUNCTIONS OF EXPONENTIAL RANDOM VARIABLES AND SOME APPLICATIONS 0

10

BPSK: Mismatched QPSK: Mismatched 8โˆ’PSK: Mismatched BPSK: Matched QPSK: Matched 8โˆ’PSK: Matched

โˆ’1

Average Symbol Error Rate

10

โˆ’2

10

โˆ’3

10

โˆ’4

10

0

5

10 15 20 Average Received SNR (dB)

25

30

Fig. 4. Average symbol error rate of ๐‘€ -PSK modulation, ๐‘€ โˆˆ {2, 4, 8}, with ๐ฟ = 3 diversity branches. Here, we set ๐œŒ21 = 0.99, ๐œŒ22 = 0.95, ๐œŒ23 = 0.9 and C = ฮฉ๐‘™ = 1, ๐‘™ = 1, . . . , ๐ฟ. For comparison purposes, average symbol error performance of the ideal MRC (i.e., with knowledge of the effective average noise powers, ๐‘0 + ๐ธ๐‘  (1 โˆ’ ๐œŒ2๐‘™ )ฮฉ๐‘™ , ๐‘™ = 1, . . . , ๐ฟ) is also shown. BPSK Modulation: L=4, d =2

0

10

Matched Mismatchedโˆ’Analysis Mismatchedโˆ’Simulations

โˆ’1

Pairwise Error Rate

10

โˆ’2

10

โˆ’3

10

โˆ’4

10

3097

Finally, the PEP of a coded MC-CDMA system with PBI, described in Section III-C, is plotted in Fig.โˆ‘ 5 as a function of ๐ฟ the total average received SINR ๐›พ ๐‘‡ ๐‘œ๐‘ก๐‘Ž๐‘™ โ‰œ ๐‘˜=1 ๐›พ/(1 + ๐œŒ๐‘˜ ). Here, we consider ๐ฟ = 4 sub-carriers and the distance between the two codewords of interest, ๐‘‘, is 2. For simplicity, the system parameters in Section III-C are chosen in such a way that the average SINR on the sub-carrier ๐‘–, ๐‘– = 1, . . . , ๐ฟ, 2๐‘– fraction of the total average SINR is equal to the ๐ฟ(๐ฟ+1) over the entire bandwidth. We also assume that on a given sub-carrier the two codewords at the differing positions have identical average SINRs. The PEP in Fig. 5 shows that the analysis, based on (42) and (11), matches excellently with the simulation results. At a PEP of 10โˆ’3 , comparing the ideal performance in Fig. 5, we conclude that there is a loss of approximately 1.0 dB in SINR due to lack of knowledge of average interference power at the receiver. V. C ONCLUSION We presented the pdf, the (cdf, and ) the LT of the pdf ) 2 (โˆ‘ โˆ‘๐ฟ ๐ฟ of the r.v ๐‘ defined as ๐‘ = ๐‘‹ / ๐‘ ๐‘‹ ๐‘—=1 ๐‘— ๐‘—=1 ๐‘— ๐‘— , where ๐‘‹1 , ๐‘‹2 , . . . , ๐‘‹๐ฟ are i.i.d exponential r.vs with unit mean and ๐‘1 , ๐‘2 , . . . , ๐‘๐ฟ are positive scalars. To illustrate the usefulness of this contribution we presented three application examples: ๐‘–) impact of mismatched noise variances on MRC receiver performance ๐‘–๐‘–) ๐‘€ -ary PSK receiver performance with diversity and imperfect channel estimation, and ๐‘–๐‘–๐‘–) the performance of coded multi-carrier CDMA systems with an unknown narrow-band interference. R EFERENCES

โˆ’2

โˆ’1

0

1

2 3 4 Average SINR (dB)

5

6

7

8

Fig. 5. Average pairwise error probability of coded MC-CDMA system with ๐ฟ = 4 sub-carriers. The two codewords differ in ๐‘‘ = 2 positions. The system parameters in Section III-C are chosen such that the average SINR on the sub-carrier ๐‘–, ๐‘– = 1, . . . , 4, is equal to the ๐‘–/10 fraction of the total average SINR over the entire bandwidth. It is also assumed that on a given sub-carrier the two codewords at the differing positions have identical average SINRs.

dB respectively with two and three receive antennas. The average symbol error rate of ๐‘€ -PSK modulation with diversity and imperfect CSI is shown in Fig. 4 with ๐ฟ = 3 antennas and ๐‘€ โˆˆ {2, 4, 8}. In Fig. 4, we set ๐œŒ21 = 0.99, . , 3. With ๐œŒ22 = 0.95, ๐œŒ23 = 0.95 and ฮฉ๐‘™ = 1, ๐‘™ = 1, . . โˆš the constant C = 1, we use ฮ›๐‘™ that satisfies ๐œŒ๐‘™ ฮฉ๐‘™ ฮ›๐‘™ = C, ๐‘™ = 1, . . . , 3. Performance of the ideal MRC receiver that knows the knowledge of noise variances is contrasted against the mismatched MRC receiver that ignores them. Since the per-branch effective noise variance (from Section III-B), ๐‘0 + ๐ธ๐‘  (1 โˆ’ ๐œŒ2๐‘™ )ฮฉ๐‘™ , ๐‘™ = 1, . . . , ๐ฟ, increases with the operating SNR, from Fig. 4 we observe that both the optimum and mismatched MRC receivers suffer from error floor. However, upon comparing the high SNR performance of mismatched and optimum receivers, we conclude from Fig. 4 that knowledge of noise variances is still beneficial to improve the error floor of mismatched receiver.

[1] M. K. Simon and M.-S. Alouini, Digital Communications over Fading Channels: A Unified Approach to Performance Analysis. John Wiley & Sons, Inc., 2004. [2] M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions, Applied Mathematics Series 55, National Bureau of Standard, 1964. [3] Y-C. Ko and T. Luo, โ€œEffect of noise imbalance on dual-MRC over Rayleigh fading channels," IEEE Trans. Wireless Commun., vol. 5, no. 3, pp. 514-518, Mar. 2006. [4] S. Manohar, V. Tikiya, R. Annavajjala, and A. Chockalingam, โ€œBERoptimal linear parallel interference cancellation for multicarrier DSCDMA in Rayleigh fading," IEEE Trans. Commun., vol. 55, no. 6, pp. 1253-1265, June 2007. [5] R. Annavajjala, A. Chockalingam, and S. K. Mohammed, โ€œOn a ratio of functions of exponential random variables and some applications," technical report, WRL-TR-2010-01, Apr. 2010. [Online.] Available: http://wrl.ece.iisc.ernet.in. [6] L. Brenman, โ€œLinear diversity combining schemes," in Proc. IRE, 1956. [7] R. Annavajjala, P. C. Cosman, and L. B. Milstein, โ€œPerformance analysis of linear modulation schemes with generalized diversity combining on Rayleigh fading channels with noisy channel estimates," IEEE Trans. Inf. Theory, vol. 53, no. 12, pp. 4701-4727, Dec. 2007. [8] T. W. Anderson, An Introduction to Multivariate Statistical Analysis. Wiley Series in Probability and Statistics, 2003. [9] D. N. Rowitch and L. B. Milstein, โ€œConvolutionally coded multicarrier DS-CDMA systems in a multipath fading channelโ€”part I: performance analysis," IEEE Trans. Commun., vol. 47, no. 10, pp. 1570-1582, Oct. 1999. [10] D. N. Rowitch and L. B. Milstein, โ€œConvolutionally coded multicarrier DS-CDMA systems in a multipath fading channelโ€”part II: narrow-band interference suppression," IEEE Trans. Commun., vol. 47, no. 11, pp. 1729-1736, Nov. 1999. [11] S. Kondo and L. B. Milstein, โ€œOn the performance of multicarrier DS CDMA systems," IEEE Trans. Commun., vol. 44, pp. 238-246, Feb. 1996.