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<strong>Distributed</strong> <strong>Transmit</strong> <strong>Diversity</strong> <strong>in</strong> <strong>Relay</strong> <strong>Networks</strong><br />

Cemal Akçaba, Patrick Kupp<strong>in</strong>ger and Helmut Bölcskei<br />

Communication Technology Laboratory<br />

ETH Zurich, Switzerland<br />

Email: {cakcaba | patricku | boelcskei}@nari.ee.ethz.ch<br />

Abstract— We analyze fad<strong>in</strong>g relay networks, where a s<strong>in</strong>gleantenna<br />

source-dest<strong>in</strong>ation term<strong>in</strong>al pair communicates through<br />

a set of half-duplex s<strong>in</strong>gle-antenna relays us<strong>in</strong>g a two-hop protocol<br />

with l<strong>in</strong>ear process<strong>in</strong>g at the relay level. A family of relay<strong>in</strong>g<br />

schemes is presented which achieves the optimal diversitymultiplex<strong>in</strong>g<br />

(DM) tradeoff for all multiplex<strong>in</strong>g ga<strong>in</strong>s. As a byproduct<br />

of our analysis, it follows that delay diversity and phase-roll<strong>in</strong>g<br />

at the relay level are optimal with respect to the entire DM-tradeoff<br />

curve, provided the delays and the modulation frequencies are chosen<br />

appropriately.<br />

I. INTRODUCTION<br />

Efficiently utiliz<strong>in</strong>g the available distributed spatial diversity<br />

<strong>in</strong> wireless networks is a challeng<strong>in</strong>g problem. In this paper, we<br />

consider fad<strong>in</strong>g relay networks, where a s<strong>in</strong>gle-antenna sourcedest<strong>in</strong>ation<br />

term<strong>in</strong>al pair communicates through a set of K<br />

half-duplex s<strong>in</strong>gle-antenna relays. We assume that there is no<br />

direct l<strong>in</strong>k between the source and the dest<strong>in</strong>ation term<strong>in</strong>als and<br />

communication takes place us<strong>in</strong>g a two-hop protocol over two<br />

time slots. The source term<strong>in</strong>al and the relays do not have any<br />

channel state <strong>in</strong>formation (CSI), and the dest<strong>in</strong>ation term<strong>in</strong>al<br />

knows all channels <strong>in</strong> the network perfectly.<br />

Previous work: For setups similar to that described above,<br />

Laneman et al. [1] propose space-time coded cooperative diversity<br />

protocols achiev<strong>in</strong>g full spatial diversity ga<strong>in</strong> (i.e., the<br />

diversity order equals the number of relay term<strong>in</strong>als). For the<br />

setup considered <strong>in</strong> this paper, J<strong>in</strong>g and Hassibi [2] analyze<br />

distributed l<strong>in</strong>ear dispersion space-time cod<strong>in</strong>g (STC) schemes<br />

and show that a diversity order equal to the number of relay<br />

term<strong>in</strong>als can be achieved. In [3], Azarian et al. derive the optimal<br />

diversity-multiplex<strong>in</strong>g (DM) tradeoff curve for half-duplex relay<br />

networks and provide protocols achiev<strong>in</strong>g the entire tradeoff<br />

curve.<br />

Contributions: In this paper, we are <strong>in</strong>terested <strong>in</strong> simple l<strong>in</strong>ear<br />

relay transmit diversity schemes that realize full distributed<br />

spatial diversity ga<strong>in</strong>. Specific examples <strong>in</strong>clude phase-roll<strong>in</strong>g [4]<br />

and delay diversity [5], [6] developed <strong>in</strong> the context of po<strong>in</strong>t-topo<strong>in</strong>t<br />

multiple-antenna systems and adopted to relay networks<br />

<strong>in</strong> [7], [8], [9]. Phase-roll<strong>in</strong>g and delay diversity at the relay<br />

level are attractive from an implementation po<strong>in</strong>t-of-view as<br />

they convert distributed spatial diversity <strong>in</strong>to time-diversity and<br />

frequency-diversity, respectively, which can be exploited us<strong>in</strong>g<br />

standard forward error correction over the result<strong>in</strong>g effective<br />

s<strong>in</strong>gle-antenna po<strong>in</strong>t-to-po<strong>in</strong>t-channel. In [7], it is concluded,<br />

This research was supported by Nokia Research Center Hels<strong>in</strong>ki, F<strong>in</strong>land and<br />

by the STREP project No.IST-027310 MEMBRANE with<strong>in</strong> the Sixth Framework<br />

Programme of the European Commission.<br />

through simulation results that a K-relay delay diversity system<br />

can achieve a diversity ga<strong>in</strong> of K. In [8], it is demonstrated<br />

that phase-roll<strong>in</strong>g at the relay level can achieve second-order<br />

diversity. The contributions <strong>in</strong> this paper can be summarized as<br />

follows:<br />

• We <strong>in</strong>troduce a broad family of relay transmit diversity<br />

schemes encompass<strong>in</strong>g delay diversity and phase-roll<strong>in</strong>g<br />

as special cases.<br />

• While the (numerical) results <strong>in</strong> [7], [8] are for the case<br />

of fixed rate (i.e., the rate does not scale with SNR), we<br />

provide a sufficient condition on the family of relay transmit<br />

diversity schemes <strong>in</strong>troduced <strong>in</strong> this paper to achieve the<br />

entire DM-tradeoff curve as def<strong>in</strong>ed <strong>in</strong> [10]. The tools used<br />

to prove DM-tradeoff optimality are a method for comput<strong>in</strong>g<br />

the optimal DM-tradeoff curve <strong>in</strong> selective channels,<br />

<strong>in</strong>troduced <strong>in</strong> [11], and a set of techniques described <strong>in</strong> [3].<br />

Notation: The superscripts T,H and ∗ stand for transpose,<br />

conjugate transpose, and conjugation, respectively. x i represents<br />

the ith element of the column vector x, and X i,j stands for<br />

the element <strong>in</strong> the ith row and jth column of the matrix X.<br />

X ◦ Y denotes the Hadamard product of the matrices X and<br />

Y. rank(X) stands for the rank of X. Tr(X), ‖X‖ F , and<br />

λ i (X) (i = 0, 1, . . . , N − 1) denote the trace, the Frobenius<br />

norm, and the ith eigenvalue (sorted <strong>in</strong> descend<strong>in</strong>g order) of X,<br />

respectively. I N is the N × N identity matrix. 0 denotes the all<br />

zeros vector of appropriate size. We say that the square matrices<br />

X and Y are orthogonal if 〈X, Y〉 = Tr ( XY H) = 0. All logarithms<br />

are to the base 2 and (a) + = max(a, 0). X ∼ CN (0, σ 2 )<br />

stands for a circularly symmetric complex Gaussian random<br />

variable (RV) with variance σ 2 . Let the RV X be parameterized<br />

by ρ > 0. The exponential order of X <strong>in</strong> ρ is def<strong>in</strong>ed as<br />

v = − log X<br />

log ρ . f(ρ) = . g(ρ) denotes exponential equality <strong>in</strong> ρ<br />

of the functions f(·) and g(·), i.e.,<br />

log f(ρ) log g(ρ)<br />

lim = lim<br />

ρ→∞ log ρ ρ→∞ log ρ .<br />

The symbols ˙≥, ˙≤, ˙> and ˙< are def<strong>in</strong>ed analogously. d = denotes<br />

equivalence <strong>in</strong> distribution.<br />

II. SYSTEM MODEL<br />

Prelim<strong>in</strong>aries: We consider a wireless network with K + 2<br />

s<strong>in</strong>gle-antenna term<strong>in</strong>als, where a source term<strong>in</strong>al S communicates<br />

with a dest<strong>in</strong>ation term<strong>in</strong>al D through a set of K half-duplex<br />

relay term<strong>in</strong>als R i (i = 1, 2, . . . , K) (see Fig. 1). For the sake of<br />

simplicity, we assume that there is no direct l<strong>in</strong>k between S and


{f i}<br />

S<br />

source<br />

R 1<br />

R 2<br />

· · ·<br />

{h i}<br />

D<br />

dest<strong>in</strong>ation<br />

where z (when conditioned on h) is a circularly symmetric<br />

Gaussian noise vector with E{z|h} = 0 and E{zz H |h} =<br />

I N . In the rema<strong>in</strong>der of the paper, we shall √be <strong>in</strong>terested <strong>in</strong><br />

ρ<br />

the ρ → ∞ case where<br />

≈ ρ<br />

1+‖h‖<br />

. With<br />

2<br />

H eff =<br />

√<br />

ρ<br />

1+||h|| 2<br />

K∑<br />

h i f i G i , we can now rewrite the <strong>in</strong>putoutput<br />

relation (3) as<br />

√<br />

1+ρ(1+‖h‖ 2 )<br />

i=1<br />

R K<br />

relay term<strong>in</strong>als<br />

y = H eff x + z. (4)<br />

Fig. 1.<br />

Two-hop relay network with K s<strong>in</strong>gle-antenna relay term<strong>in</strong>als.<br />

D. The channels 1 S → R i , denoted as f i , and R i → D, denoted<br />

as h i , (i = 1, 2, . . . , K), are i.i.d. CN (0, 1). We def<strong>in</strong>e the<br />

column vectors f = [f 1 f 2 · · · f K ] T and h = [h 1 h 2 · · · h K ] T .<br />

Communication takes place over two time slots. In the first<br />

time slot, S transmits N symbols consecutively. The relay<br />

term<strong>in</strong>als process the received length-N sequence us<strong>in</strong>g a l<strong>in</strong>ear<br />

transformation and transmit the result dur<strong>in</strong>g the second<br />

time slot to D, while S rema<strong>in</strong>s silent. We assume that S and<br />

the relay term<strong>in</strong>als do not have CSI, whereas D knows f i , h i<br />

(i = 1, 2, . . . , K) perfectly. For simplicity, we further assume<br />

perfect synchronization and ignore the impact of shadow<strong>in</strong>g and<br />

pathloss.<br />

Signal model: The vectors x, r i , y ∈ C N represent the<br />

N-dimensional transmitted symbol sequence, received symbol<br />

sequence at R i , and received symbol sequence at D, respectively.<br />

The vector r i is then given by<br />

r i = √ ρf i x + w i , i = 1, 2, . . . , K (1)<br />

where ρ denotes the average signal-to-noise ratio (SNR) (for<br />

all l<strong>in</strong>ks) and w i is the N-dimensional noise vector at R i , with<br />

i.i.d. CN (0, 1) entries. The w i are <strong>in</strong>dependent across i as well.<br />

We assume an i.i.d. Gaussian codebook with covariance matrix<br />

R xx = E{xx H } = I N .<br />

R i applies the unitary transformation G i accord<strong>in</strong>g to<br />

q i = G i r i and scales the result to meet the power constra<strong>in</strong>t<br />

E{‖q i ‖ 2 } = 1. This results <strong>in</strong> the overall <strong>in</strong>put-output relation<br />

y =<br />

K∑<br />

i=1<br />

ρ<br />

√ ρ + 1<br />

h i f i G i x + ˜z (2)<br />

where the effective noise term ˜z (when conditioned on h) is<br />

circularly symmetric complex Gaussian ( with E{˜z|h} = 0 and<br />

E{˜z˜z H |h} = N oI ′ N where N ′ o = 1 + ρ<br />

ρ+1<br />

). ‖h‖2<br />

S<strong>in</strong>ce we will be <strong>in</strong>terested <strong>in</strong> the mutual <strong>in</strong>formation under<br />

the assumption that D knows all the channels <strong>in</strong> the network<br />

perfectly, we can divide (2) by √ N ′ o to obta<strong>in</strong> the effective<br />

<strong>in</strong>put-output relation<br />

y =<br />

ρ<br />

√<br />

1 + ρ(1 + ‖h‖2 )<br />

K∑<br />

h i f i G i x + z (3)<br />

i=1<br />

1 A → B denotes the l<strong>in</strong>k between term<strong>in</strong>als A and B.<br />

III. ACHIEVING THE OPTIMAL DIVERSITY MULTIPLEXING<br />

TRADEOFF<br />

Under the assumptions stated <strong>in</strong> the previous section, it follows<br />

that the mutual <strong>in</strong>formation of the effective channel <strong>in</strong> (4) is given<br />

by<br />

I(y; x|H eff ) = 1<br />

N−1<br />

∑<br />

log(1 + λ n (H eff H H<br />

2N<br />

eff)) (5)<br />

n=0<br />

where the factor 1/2 is due to the half-duplex constra<strong>in</strong>t. We<br />

shall next compute the optimal DM-tradeoff curve [10] for the<br />

effective channel H eff and provide a sufficient condition on<br />

the unitary matrices G i to achieve the entire tradeoff curve.<br />

Follow<strong>in</strong>g the framework <strong>in</strong> [10], we def<strong>in</strong>e a channel outage<br />

event to occur if the mutual <strong>in</strong>formation does not support a target<br />

data rate of R = r log ρ (b/s/Hz). The probability of outage at<br />

multiplex<strong>in</strong>g rate r and signal-to-noise ratio (SNR) ρ is then<br />

P O (ρ, r) = P[I(y; x|H eff ) < r log ρ] . (6)<br />

Directly analyz<strong>in</strong>g (6) is challeng<strong>in</strong>g for the problem at hand as<br />

closed-form expressions for the eigenvalue distribution of H eff<br />

do not seem to be available. However, not<strong>in</strong>g that<br />

where<br />

I(y; x|H eff ) ≤ I J (y; x|H eff ) (7)<br />

I J (y; x|H eff ) = 1 2 log (<br />

1 + 1 N<br />

N−1<br />

∑<br />

n=0<br />

= 1 2 log (1 + 1 N ‖H eff‖ 2 F<br />

λ n (H eff H H eff)<br />

)<br />

)<br />

, (8)<br />

we can resort to a technique developed <strong>in</strong> [11] to show that<br />

the DM-tradeoff correspond<strong>in</strong>g to I J (y; x|H eff ) equals that<br />

correspond<strong>in</strong>g to I(y; x|H eff ). The significance of this result<br />

lies <strong>in</strong> the fact that the quantity ‖H eff ‖ 2 F lends itself nicely to<br />

analytical treatment.<br />

In the follow<strong>in</strong>g, we will need the Gramian matrix for the set<br />

Q = {G 1 , G 2 . . . , G K } def<strong>in</strong>ed as<br />

⎡<br />

Tr ( )<br />

G 1 G H 1 · · · Tr ( ) ⎤<br />

G K G H 1<br />

K = 1 Tr ( )<br />

G 1 G H 2 · · · Tr ( )<br />

G K G H 2<br />

⎢<br />

⎥<br />

N ⎣ . . .<br />

Tr ( )<br />

G 1 G H K · · · Tr ( ⎦ . (9)<br />

)<br />

G K G H K<br />

Our ma<strong>in</strong> result can now be summarized as follows.


Theorem 1: For the half-duplex relay channel <strong>in</strong> (4), the<br />

optimal DM-tradeoff curve is given by<br />

d(r) = K(1 − 2r) + , r ∈ [0, 1 ]. (10)<br />

2<br />

Any l<strong>in</strong>ear relay process<strong>in</strong>g scheme Q = {G 1 , G 2 . . . , G K }<br />

satisfy<strong>in</strong>g rank(K) = K achieves the entire DM-tradeoff curve.<br />

Proof: See Appendix A.<br />

Discussion: Theorem 1 shows that the DM-tradeoff properties<br />

of the half-duplex relay channel <strong>in</strong> (4) are equal to the “cooperative<br />

upper bound” (apart from the factor 1/2 loss, which is<br />

due to the half-duplex constra<strong>in</strong>t) correspond<strong>in</strong>g to a system<br />

with one transmit and K cooperat<strong>in</strong>g receive antennas. The lack<br />

of cooperation and noise forward<strong>in</strong>g at the relay level, hence,<br />

do not impact the DM-tradeoff behavior, provided the matrices<br />

{G i } K i=1 are chosen such that rank(K) = K. Azarian et al.<br />

[3] propose a protocol that achieves the optimal DM-tradeoff of<br />

the amplify-and-forward half-duplex relay channel and atta<strong>in</strong>s<br />

orthogonality between the relay transmissions by allow<strong>in</strong>g only<br />

one relay to transmit <strong>in</strong> any given time slot. Our results show that<br />

there exists a whole family of l<strong>in</strong>ear relay process<strong>in</strong>g schemes<br />

that are DM-tradeoff optimal and that rank(K) = K is sufficient<br />

to achieve tradeoff optimality. Another immediate conclusion<br />

that can be drawn from Theorem 1 is the DM-tradeoff optimality<br />

of cyclic delay diversity [7] and phase-roll<strong>in</strong>g [8], [9] at the relay<br />

level, provided the delays and modulation frequencies are chosen<br />

appropriately. This can be seen by not<strong>in</strong>g that the cyclic delay<br />

diversity scheme [7] can be cast <strong>in</strong>to our framework by sett<strong>in</strong>g<br />

G i = P i where P i denotes the permutation matrix that when<br />

applied to a vector x cyclically shifts the elements <strong>in</strong> x up by i<br />

positions.With<br />

{<br />

N, for i = j<br />

〈P i , P j 〉 =<br />

0, for i ≠ j<br />

the Gramian of Q is given by K = I K which upon application of<br />

Theorem 1 concludes the argument. In the case of phase-roll<strong>in</strong>g<br />

[8], [9], we have<br />

⎡<br />

G i =<br />

⎢<br />

⎣<br />

⎤<br />

e jθi[0] 0 0<br />

.<br />

. ..<br />

⎥<br />

. ⎦<br />

0 0 e jθi[N−1]<br />

which, choos<strong>in</strong>g the modulation frequencies θ i [n] = 2πn(i−1)<br />

N<br />

gives<br />

{<br />

N, for i = j,<br />

〈G i , G j 〉 =<br />

0, for i ≠ j<br />

and hence rank(K) = K, concludes the argument. While the<br />

(numerical) results <strong>in</strong> [7], [8] are for the r = 0 case, our analysis<br />

reveals optimality of cyclic delay diversity and phase-roll<strong>in</strong>g for<br />

the entire tradeoff curve.<br />

Numerical results: We illustrate our results numerically us<strong>in</strong>g<br />

a network consist<strong>in</strong>g of K = 4 relays. Fig. 2 shows the outage<br />

probability (obta<strong>in</strong>ed through Monte Carlo simulation) as a<br />

function of SNR for the cyclic delay diversity scheme with<br />

K = I 4 and for four other l<strong>in</strong>ear relay process<strong>in</strong>g schemes with<br />

rank(K) = 1, 2, 3, and 4, respectively, and nonzero spread of<br />

the positive eigenvalues of K. We observe that both the cyclic delay<br />

diversity scheme and the scheme with rank(K) = 4 achieve<br />

a diversity order of 4. However, the delay diversity scheme offers<br />

slightly better performance <strong>in</strong>dicat<strong>in</strong>g that orthogonality between<br />

the G i improves performance. Moreover, the numerical results<br />

suggest that the diversity order achieved by the other schemes<br />

is given by rank(K). However, at this po<strong>in</strong>t, we do not have a<br />

proof of the latter statement.<br />

Outage Probability<br />

10 0 C. delay diversity<br />

Rank 4 scheme<br />

Rank 3 scheme<br />

10 !1<br />

Rank 2 scheme<br />

Rank 1 scheme<br />

10 !2<br />

10 !3<br />

10 !4<br />

10 !5<br />

10 !6<br />

0 5 10 15 20 25 30<br />

SNR(dB)<br />

Fig. 2. Outage Probability vs. SNR for a delay diversity scheme and for four<br />

other schemes with different ranks.<br />

IV. CONCLUSIONS<br />

We <strong>in</strong>troduced a family of l<strong>in</strong>ear relay process<strong>in</strong>g schemes<br />

achiev<strong>in</strong>g the optimal DM-tradeoff of half-duplex relay channels.<br />

Cyclic delay diversity and phase-roll<strong>in</strong>g were shown to be special<br />

(DM-tradeoff optimal) cases. Our results can be readily extended<br />

to account for the presence of a direct l<strong>in</strong>k between the source and<br />

the dest<strong>in</strong>ation term<strong>in</strong>als. The DM-tradeoff framework seems to<br />

be too crude to dist<strong>in</strong>guish between different full-rank schemes<br />

suggest<strong>in</strong>g that a f<strong>in</strong>er analysis is needed to quantify the impact<br />

of the eigenvalue spread of the Gramian matrix of the G i .<br />

APPENDIX A<br />

PROOF OF THEOREM 1<br />

We start by not<strong>in</strong>g that an upper bound on the DM-tradeoff<br />

curve can be obta<strong>in</strong>ed by apply<strong>in</strong>g the broadcast cut-set bound<br />

[12] to the network <strong>in</strong> Fig. 1 and evaluat<strong>in</strong>g the correspond<strong>in</strong>g<br />

DM-tradeoff. It is shown <strong>in</strong> [12], [13] that the broadcast cut<br />

amounts to a po<strong>in</strong>t-to-po<strong>in</strong>t l<strong>in</strong>k with a s<strong>in</strong>gle transmit and K<br />

(cooperat<strong>in</strong>g) receive antennas. Tak<strong>in</strong>g <strong>in</strong>to account the factor<br />

1/2 loss due to the half-duplex nature of the relay term<strong>in</strong>als,<br />

it follows from the results <strong>in</strong> [10] that the DM-tradeoff curve<br />

correspond<strong>in</strong>g to the network analyzed <strong>in</strong> this paper is upperbounded<br />

by<br />

d(r) ≤ K(1 − 2r) + , r ∈ [0, 1 2 ].<br />

In the follow<strong>in</strong>g, we shall show that this upper bound is achievable<br />

despite the lack of cooperation at the relay term<strong>in</strong>als provided<br />

the matrices G i are chosen such that rank(K) = K. We<br />

start by not<strong>in</strong>g that<br />

P O (ρ, r) ≥ P[J ] = P[I J (y; x|H eff ) < r log ρ] (11)


and def<strong>in</strong><strong>in</strong>g the event<br />

J = {H eff |I J (y; x|H eff ) < r log ρ} (12)<br />

as “Jensen outage”. S<strong>in</strong>ce<br />

⎛<br />

1<br />

N ‖H eff‖ 2 ρ<br />

K∑<br />

F =<br />

N(1 + ‖h‖ 2 ) Tr ⎝<br />

=<br />

ρ<br />

1 + ‖h‖ 2 ˜h H K˜h,<br />

i=1 j=1<br />

⎞<br />

K∑<br />

(h i f i )(h ∗ j fj ∗ )G i G H ⎠<br />

j<br />

where ˜h = h ◦ f, it follows that<br />

[ (<br />

) ]<br />

1<br />

P[J ] = P<br />

2 log 1 + ρ˜h H K˜h<br />

1 + ‖h‖ 2 < r log ρ . (13)<br />

In what follows, we write |h i | 2 = ρ −ui and |f i | 2 = ρ −vi<br />

where u i and v i are RVs; the choice of this transformation<br />

will become clear later. Further, we def<strong>in</strong>e the events A =<br />

{u i , v i | u i > δ, v i > δ, i ∈ {1, 2, . . . , K}} and Ā = {u i| u i ≤<br />

δ, i ∈ {1, 2, . . . , K}} ∪ {v i | v i ≤ δ, i ∈ {1, 2, . . . , K}} for a<br />

fixed δ > 0 . Us<strong>in</strong>g the law of total probability, we can write<br />

P[J ] = P[A] P[J |A] + P [ Ā ] P [ J |Ā] (14)<br />

and bound P[J ] accord<strong>in</strong>g to<br />

P[A] P[J |A] ≤ P[J ] ≤ P[A] P[J |A] + P [ Ā ] (15)<br />

P[A] P[J |A] ˙≤ P[J ] ˙≤ P[A] P[J |A] (16)<br />

P[J |A] ˙≤ P[J ] ˙≤ P[J |A] (17)<br />

where (16) follows from the def<strong>in</strong>ition of the u i and the v i ,<br />

log P[Ā]<br />

log ρ<br />

their <strong>in</strong>dependence and by not<strong>in</strong>g that lim = 0. The<br />

ρ→∞<br />

double <strong>in</strong>equality (17) results from P[A] = (1 − exp[−ρ −δ ]) K ,<br />

lim<br />

ρ→∞<br />

log P[A]<br />

log ρ<br />

= −δK, and the fact that δ can be made arbitrarily<br />

small. We have thus shown that P[J ] = . P[J |A]. Next, denot<strong>in</strong>g<br />

the m<strong>in</strong>imum and maximum eigenvalue of K as λ m<strong>in</strong> and λ max ,<br />

respectively, we get the upper bound<br />

[ ( 1<br />

P[J |A] ˙≤ P<br />

2 log 1 + ρ λ ) ]<br />

m<strong>in</strong><br />

1 + K ‖˜h‖ 2 < r log ρ (18)<br />

[ (<br />

) ]<br />

1<br />

= P<br />

2 log 1 + ρ λ K∑<br />

m<strong>in</strong><br />

|f i | 2 |h i | 2 < r log ρ (19)<br />

1 + K<br />

i=1<br />

[ (<br />

) ]<br />

1<br />

= P<br />

2 log 1 + λ K∑<br />

m<strong>in</strong><br />

ρ 1−vi−ui < r log ρ , (20)<br />

1 + K<br />

i=1<br />

and the lower bound<br />

[ 1<br />

(<br />

P[J |A] ˙≥ P<br />

2 log 1 + ρλ max ‖˜h‖ 2) ]<br />

< r log ρ<br />

[ (<br />

) ]<br />

1<br />

= P<br />

2 log ∑<br />

K<br />

1 + ρλ max |f i | 2 |h i | 2 < r log ρ<br />

i=1<br />

[ (<br />

) ]<br />

1<br />

= P<br />

2 log ∑<br />

K<br />

1 + λ max ρ 1−vi−ui < r log ρ<br />

i=1<br />

(21)<br />

(22)<br />

(23)<br />

where the key steps (18) and (21) follow from the Rayleigh-Ritz<br />

∑<br />

theorem [14] and the fact that 1 ≤ 1 + K ρ −ui ≤ 1 + K<br />

for u i > 0 (i = 1, 2, . . . , K) and ρ > 1. Note that due to the<br />

assumption rank(K) = K, we have λ m<strong>in</strong> > 0. We def<strong>in</strong>e the<br />

follow<strong>in</strong>g events<br />

i=1<br />

{<br />

}<br />

B = u i , v i |max(1 − v i − u i ) > 0<br />

i<br />

{ ∣ ( ∣∣∣ 1<br />

U = u i , v i<br />

2 log 1 + λ m<strong>in</strong>ρ maxi(1−vi−ui) ) }<br />

< r log ρ<br />

1 + K<br />

{ ∣ ∣∣∣ 1<br />

(<br />

L = u i , v i<br />

2 log 1 + Kλ max ρ maxi(1−vi−ui)) }<br />

< r log ρ<br />

where the max is taken over i = 1, 2, . . . , K <strong>in</strong> all three cases.<br />

With these def<strong>in</strong>itions, we arrive at<br />

P[L] ˙≤ P[J |A] ˙≤ P[U] (24)<br />

P[L ∩ B] + P [ L ∩ ¯B ] ˙≤ P[J |A] ˙≤ P[U ∩ B] + P [ U ∩ ¯B ]<br />

where (24) follows from<br />

P[L ∩ B] ˙≤ P[J |A] ˙≤ P[U ∩ B] + P [ ¯B]<br />

(25)<br />

K∑<br />

ρ 1−vi−ui ≤ Kρ maxi(1−vi−ui) (26)<br />

i=1<br />

K∑<br />

ρ 1−vi−ui ≥ ρ maxi(1−vi−ui) (27)<br />

i=1<br />

and the RHS of (25) follows from condition<strong>in</strong>g with respect to<br />

event B. Now we can expand P[U ∩ B] as<br />

[<br />

]<br />

P[U ∩ B] = P 0 < max(1 − v i − u i ) < 2r + ɛ 1 (28)<br />

i<br />

(<br />

( )) K<br />

1<br />

1<br />

= 1 − √ K 1 √ (29)<br />

ρ<br />

1−2r−ɛ 1 ρ<br />

1−2r−ɛ 1<br />

.<br />

= ρ −K(1−2r)+ (30)<br />

log(<br />

1+K<br />

λ m<strong>in</strong><br />

)<br />

where ɛ 1 =<br />

log ρ<br />

and K 1 (·) is the first-order modified Bessel<br />

function of the second k<strong>in</strong>d. Eq. (29) follows from<br />

[<br />

]<br />

P 0 < max(1 − v i − u i ) < 2r + ɛ 1<br />

i<br />

( [<br />

]) K ( [<br />

= P |f 1 | 2 |h 1 | 2 1<br />

<<br />

− P |f 1 | 2 |h 1 | 2 < 1 ]) K<br />

ρ 1−2r−ɛ1 ρ<br />

and us<strong>in</strong>g the fact that the pdf of the square root of the product<br />

of two Rayleigh distributed RVs is given by v(x) = xK 0 (x) for<br />

x > 0, where K 0 (·) is the zeroth-order modified Bessel function<br />

[15]. The exponential equality <strong>in</strong> (30) is proved us<strong>in</strong>g a Taylor<br />

series expansion of f(x) = 1 − xK 1 (x) around x = 0 and<br />

<strong>in</strong>vok<strong>in</strong>g asymptotic properties of the logarithmic function [16].<br />

Similarly, one can show that<br />

P [ ¯B] =<br />

(<br />

1 − 1 √ ρ<br />

K 1<br />

( 1 √ρ<br />

)) K<br />

.=<br />

0. (31)


To complete the proof, we need to establish that P[L ∩ B] has<br />

the same exponential behavior <strong>in</strong> ρ as P[U ∩ B]. Us<strong>in</strong>g the same<br />

arguments as <strong>in</strong> (28)-(30), it follows readily that<br />

P[L ∩ B] = P[0 < max i (1 − v i − u i ) < 2r − ɛ 2 ] (32)<br />

(<br />

( )) K<br />

1<br />

= 1 − √<br />

1<br />

K 1 √<br />

(33)<br />

ρ 1−2r+ɛ 2<br />

ρ 1−2r+ɛ 2<br />

.<br />

= ρ −K(1−2r)+ (34)<br />

where ɛ 2 = log(Kλmax)<br />

log ρ<br />

. We have thus shown that<br />

ρ −K(1−2r)+ ˙≤ P[J ] ˙≤ ρ −K(1−2r)+ (35)<br />

and hence<br />

P[J ] = P J (ρ, r)<br />

.<br />

= ρ −K(1−2r)+ , r ∈ [0, 1 ].<br />

2<br />

(36)<br />

S<strong>in</strong>ce P J (ρ, r) ≤ P O (ρ, r) as a result of (7), and s<strong>in</strong>ce the<br />

outage probability is a lower bound to the error probability<br />

achieved by any code [10], we have<br />

P J (ρ, r) ≤ P O (ρ, r) ≤ P e (ρ, r). (37)<br />

Follow<strong>in</strong>g the approach proposed <strong>in</strong> [11], we complete the proof<br />

of the theorem by identify<strong>in</strong>g a code which has<br />

.<br />

P e (ρ, r) = P J (ρ, r)<br />

and hence a DM-tradeoff curve which equals the “Jensen” DMtradeoff<br />

curve derived above. We start by writ<strong>in</strong>g<br />

P e (ρ, r) = P[J ] P[error|J ] + P [ error, J ¯ ] (38)<br />

≤ P[J ] + P [ error, J ¯ ] . (39)<br />

Next, we upper-bound P [ error, ¯ J ] through the union bound<br />

P [ error, ¯ J ] ≤ ρ 2Nr P [ x 0 → x 1 , ¯ J ] (40)<br />

where P [ x 0 → x 1 , J ¯ ] denotes the maximum pairwise error<br />

probability (over all codeword pairs) for ML decod<strong>in</strong>g, and<br />

we used the fact that the codebook has ρ 2Nr codewords. With<br />

∆x = x 1 − x 0 , we have<br />

( ) ||H∆x||F<br />

P[x 0 → x 1 |H eff = H] = Q √ (41)<br />

2<br />

[<br />

]<br />

≤ exp − ||H∆x||2 F<br />

(42)<br />

4<br />

⎡<br />

N∆x 2 m<strong>in</strong> λ K∑<br />

⎤<br />

m<strong>in</strong> ρ 1−vi−ui<br />

˙≤ exp ⎢<br />

⎣ − i=1 ⎥<br />

4(1 + K) ⎦ (43)<br />

where ∆x 2 m<strong>in</strong> = m<strong>in</strong> i ||∆x i || 2 , and (43) follows from not<strong>in</strong>g<br />

that ∆x is Gaussian and hence U∆x d = ∆x for unitary U,<br />

from apply<strong>in</strong>g the Rayleigh-Ritz theorem, and from <strong>in</strong>sert<strong>in</strong>g<br />

|h i | 2 = ρ −ui and |f i | 2 = ρ −vi <strong>in</strong>to (42). Next, we have<br />

P [ x 0 → x 1 , J ¯ ] (44)<br />

⎧ ⎡<br />

⎪⎨ N∆x 2 m<strong>in</strong> λ K∑<br />

⎤ ⎫<br />

m<strong>in</strong> ρ 1−vi−ui<br />

≤ E exp ⎢<br />

⎣<br />

⎪⎩<br />

− ⎪⎬<br />

i=1 ⎥ ∣ ¯<br />

4(1 + K) ⎦ J P [ ]<br />

J ¯<br />

⎪⎭<br />

≤ exp<br />

[− N∆x2 m<strong>in</strong> λ m<strong>in</strong>ρ 2r ]<br />

P [ ]<br />

J ¯<br />

4(1 + K)<br />

(45)<br />

where (45) follows s<strong>in</strong>ce the event J ¯ requires that<br />

K∑<br />

ρ 1−vi−ui ≥ ρ 2r . F<strong>in</strong>ally, <strong>in</strong>sert<strong>in</strong>g (45) <strong>in</strong>to (40), and<br />

i=1<br />

us<strong>in</strong>g P [ ]<br />

J ¯ ≤ 1, we get<br />

P [ error, ¯ J ] ˙≤ ρ 2Nr exp<br />

[− N∆x2 m<strong>in</strong> λ m<strong>in</strong>ρ 2r<br />

4(1 + K)<br />

]<br />

. (46)<br />

Choos<strong>in</strong>g the codebook such that ∆x m<strong>in</strong> > 0 the proof is<br />

complete s<strong>in</strong>ce (46) decays exponentially fast <strong>in</strong> ρ for any r > 0<br />

and hence<br />

P e (ρ, r) ≤ P[J ] + P [ error, J ¯ ]<br />

[<br />

]<br />

˙≤ P[J ] + ρ 2Nr N<br />

exp −<br />

4(1 + K) ∆x2 m<strong>in</strong>λ m<strong>in</strong> ρ 2r<br />

˙≤ P[J ] = P J (ρ, r).<br />

which comb<strong>in</strong>ed with (37) yields the desired result.<br />

REFERENCES<br />

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