Filter Bank Transceivers For OFDM and DMT Systems - Y. Lin, Et Al., (Cambridge, 2011) WW

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FILTER BAN K TRANSCEIVER S FO R OFD M AN D

DMT SYSTEM S
Providing key background material together with advanced topics, this self-contained
book i s writte n i n a n easy-to-rea d styl e an d i s idea l fo r newcomer s t o multicarrie r
systems.
Early chapters provide a review of basic digital communication, starting from th e
equivalent discrete-time channel and including a detailed review of the MMSE receiver.
Later chapters then provide extensive performance analysis of OFDM and DMT sys-
tems, with discussion s o f man y practica l issue s such a s implementation an d power
spectrum considerations. Throughout, theoretical analysis is presented alongside prac-
tical design considerations, whilst the filter bank transceiver representation of OFDM
and DMT systems opens up possibilities for further optimization such as minimum bit
error rate, minimum transmission power, and higher spectral efficiency .
With plenty of insightful real-world examples and carefully designed end-of-chapter
problems, this is an ideal single-semester textbook for senior undergraduate and grad-
uate students, as well as a self-study guide for researchers and professional engineers.
YUAN-PEI LI N i s a Professor i n Electrical Engineering at the National Chiao Tung

University, Hsinchu, Taiwan. She is a recipient of the Ta-You Wu Memorial Award, the
Chinese Institute o f Electrica l Engineering s Outstandin g Yout h Electrical Enginee r
Award, and of the Chinese Automatic Control Societys Young Engineer in Automatic
Control Award.
SEE-MAY PHOON G i s a Professor i n the Graduate Institute of Communication Engi-
neering and the Department of Electrical Engineering at the National Taiwan University
(NTU). He is a recipient o f th e Charles H. Wilts Prize for outstandin g independen t
doctoral research in electrical engineering at the California Institute of Technology, and
the Chinese Institute of Electrical Engineerings Outstanding Youth Electrical Engineer
Award.
P . P . VAIDYANATHA N i s a Professor i n Electrica l Engineerin g a t th e Californi a
Institute o f Technology , where he has been a faculty membe r sinc e 1983. He is an
IEEE Fellow and has authored over 400 technical papers, four books, and many invited
chapters in leading journals, conferences, an d handbooks. He was a recipient o f th e
Award for Excellence in Teaching at the California Institute of Technology three times,
and he has received numerous other awards including the F. E. Terman Award of the
American Society for Engineering Education and the Technical Achievement Award
of the IEEE Signal Processing Society.
FILTER BAN K TRANSCEIVER S FO R
OFDM AN D DM T SYSTEM S
YUAN-PEI LI N
National Chiao Tung University, Taiwan
SEE-MAY PHOON G
National Taiwan University
P. P . VAIDYANATHA N
California Institute of Technology
CAMBRIDGE UNIVERSIT Y PRES S
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Cambridge University Press 2011
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and to the provisions of relevant collective licensing agreements ,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 201 1
Printed in the United Kingdom at the University Press, Cambridge
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ISBN 978-1-107-00273-9 Hardbac k
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or will remain, accurate or appropriate.
To our families
Yuan-Pei Lin and See-May Phoong
To Usha, Vikram, Sagar, and my parents

P. P. Vaidyanathan
Contents
Preface x i
1 Introductio n 1
1.1 Notation s 7
2 Preliminarie s o f digita l communication s 9

2.1 Discrete-tim e channe l model s 9
2.2 Equalizatio n 1 6
2.3 Digita l modulatio n 1 7
2.3.1 Puls e amplitud e modulatio n (PAM ) 1 8
2.3.2 Quadratur e amplitud e modulatio n (QAM ) 2 2
2.4 Paralle l subchannel s 2 8
2.5 Furthe r readin g 3 1
2.6 Problem s 3 1
3 FI R equalizer s 3 3
3.1 Zero-forcin g equalizer s 3 4
3.2 Orthogonalit y principl e an d linea r estimatio n 3 9
3.2.1 Biase d an d unbiase d linea r estimate s 4 1
3.2.2 Estimatio n o f multipl e rando m variable s 4 4
3.3 MMS E equalizer s 4 5
3.3.1 FI R channel s 4 5
3.3.2 MIM O frequency-nonselectiv e channel s 4 8
3.3.3 Example s 5 0
3.4 Symbo l detectio n fo r MMS E receiver s 5 6
3.5 Channel-shortenin g equalizer s 5 9
3.6 Concludin g Remark s 6 5
3.7 Problem s 6 5
4 Fundamental s o f multirat e signa l processin g 7 1

4.1 Multirat e buildin g block s 7 1
4.1.1 Transfor m domai n formula s 7 3
4.1.2 Multirat e identitie s 7 5
4.1.3 Blockin g an d unblockin g 7 6
4.2 Decimatio n filter s 7 9
4.3 Interpolatio n filter s 8 0
4.3.1 Tim e domai n vie w o f interpolatio n filte r 8 2
4.3.2 Th e Nyquist(M ) propert y 8 2
vn
Vlll CONTENTS
4.4 Polyphas e decompositio n 8 4

4.4.1 Decimatio n an d interpolatio n filter s 8 7
4.4.2 Synthesi s filte r bank s 8 9
4.4.3 Analysi s filte r bank s 9 0
4.5 Concludin g remark s 9 1
4.6 Problem s 9 1
Multirate formulatio n o f communicatio n system s 9 5

5.1 Filte r ban k transceiver s 9 5
5.1.1 Th e multiplexin g operatio n 9 7
5.1.2 Redundanc y i n filte r ban k transceiver s 9 7
5.1.3 Type s o f distortio n i n transceiver s 10 0
5.2 Analysi s o f filte r ban k transceiver s 10 1
5.2.1 ISI-fre e filte r ban k transceiver s 10 1
5.2.2 Polyphas e approac h 10 3
5.2.3 Channel-independen t ISI-fre e filte r ban k transceiver s 10 5
5.3 Pseudocirculan t an d circulan t matrice s 10 6
5.3.1 Pseudocirculant s an d blocke d version s o f scala r system s 10 6
5.3.2 Circulant s an d circula r convolution s 10 8
5.4 Redundanc y fo r IB I eliminatio n 11 1
5.4.1 Zero-padde d system s 11 2
5.4.2 Cyclic-prefixe d system s 11 5
5.4.3 Summar y an d compariso n 11 9
5.4.4 IBI-fre e system s wit h reduce d redundanc y 12 1
5.5 Fractionall y space d equalize r system s 12 2
5.5.1 Zero-forcin g F S E system s 12 4
5.5.2 Polyphas e approac h 12 5
5.6 Concludin g remark s 12 9
5.7 Problem s 12 9
D F T - b a s e d t r a n s c e i v e r s 13 5
6.1 O F D M system s 13 6
6.1.1 Nois e analysi s 14 0
6.1.2 Bi t erro r rat e 14 2
6.2 Zero-padde d O F D M system s 14 7
6.2.1 Zero-forcin g receiver s 14 7
6.2.2 Th e MMS E receive r 15 0
6.3 Single-carrie r system s wit h cycli c prefi x (SC-CP ) 15 2
6.3.1 Nois e analysis : zero-forcin g cas e 15 5
6.3.2 Th e MMS E receive r 15 6
6.3.3 Erro r analysis : MMS E cas e 15 7
6.4 Single-carrie r syste m wit h zero-paddin g (SC-ZP ) 16 0
6.5 Filte r ban k representatio n o f O F D M system s 16 3
6.5.1 Transmitte d powe r spectru m 16 6
6.5.2 Z P - O F D M system s 16 8
6.6 D M T system s 16 8
6.7 Channe l estimatio n an d carrie r frequencysynchronizatio n 17 8
6.7.1 Pilo t symbo l aide d modulatio n 17 8
6.7.2 Synchronizatio n o f carrie r frequenc y 17 9
CONTENTS IX
6.8 A historica l not e an d furthe r readin g 18 0

6.9 Problem s 18 1
7 P r e c o d e d O F D M s y s t e m s 19 3
7.1 Zero-forcin g precode d O F D M system s 19 4
7.2 Optima l precoder s fo r Q P S K modulatio n 19 8
7.3 Optima l precoders : othe r modulation s 20 2
7.4 MMS E precode d O F D M system s 20 3
7.4.1 MMS E receiver s 20 4
7.4.2 Optima l precoder s fo r Q P S K modulatio n 20 7
7.4.3 Othe r modulatio n scheme s 20 9
7.5 Simulatio n example s 21 1
7.7 Problem s 22 0
8 Transceive r desig n w i t h channe l informatio n a t th e transmitter22 3

8.1 Zero-forcin g bloc k transceiver s 22 3
8.1.1 Zero-forcin g Z P system s 22 5
8.1.2 Zero-forcin g Z J system s 22 6
8.2 Proble m formulatio n 22 8
8.3 Optima l bi t allocatio n 22 9
8.4 Optima l Z P transceiver s 24 0
8.4.1 Optima l G zp 24 0
8.4.2 Optima l A zp 24 1
8.4.3 Summar y an d discussion s 24 3
8.5 Optima l zero-jammin g (ZJ ) transceiver s 24 7
8.5.1 Optima l S^ - 24 7
8.5.2 Optima l A zj 24 9
8.5.3 Summar y an d discussion s 24 9
8.7 Problem s 25 4
9 D M T s y s t e m s wit h improve d frequenc y characteristic s 25 9

9.1 Sidelobe s matter ! 26 0
9.2 Overal l transfe r matri x 26 3
9.3 Transmitter s wit h subfilter s 26 5
9.3.1 Choosin g th e subfilter s a s a D F T ban k 26 6
9.3.2 D F T ban k implementatio n 26 6
9.4 Desig n o f transmi t subfilter s 27 2
9.5 Receiver s wit h subfilter s 27 6
9.5.1 Choosin g subfilter s a s a D F T ban k 27 7
9.5.2 D F T ban k implementatio n 27 7
9.6 Desig n o f receive r subfilter s 28 0
9.7 Zero-padde d transceiver s 28 5
9.9 Problem s 28 6
X CONTENTS
10 Minimu m redundanc y FI R transceiver s 29 1

10.1 Polyphas e representatio n 29 2
10.2 Propertie s o f pseudocirculant s 29 3
10.2.1 Smit h for m decompositio n 29 4
10.2.2 DF T decompositio n 29 5
10.2.3 Propertie s derive d fro m th e tw o decomposition s 29 6
10.2.4 Congruou s zero s 29 7
10.3 Transceiver s wit h n o redundanc y 30 1
10.3.1 FI R minima l transceiver s 30 1
10.3.2 II R minima l transceiver s 30 1
10.4 Minimu m redundanc y 30 3
10.5 Smit h for m o f FI R pseudocirculant s 30 8
10.6 Proo f o f Theore m 10. 2 31 1
10.6.1 Identica l Smit h form s 31 2
10.6.2 Zero s fro m differen t Bi decoupl e 31 3
10.6.3 A n exampl e o f derivin g th e Smit h for m o f 5](z ) 31 3
10.6.4 Smit h for m o f (z ) 31 6
10.8 Problem s 31 9
A Mathematica l tool s 32 3
B Revie w o f rando m processe s 32 7

B.l Rando m variable s 32 7
B.2 Rando m processe s 32 9
B.3 Processin g o f rando m variable s an d rando m processe s 33 2
B.4 Continuous-tim e rando m processe s 33 6
References 34 1
Index 355
Preface
Recent year s hav e see n th e grea t succes s o f O F D M (orthogona l frequenc y

division multiplexing ) an d D M T (discret e multitone ) transceiver s i n man y
applications. T h e O F D M syste m ha s foun d man y application s i n wireles s
communications. I t ha s bee n adopte d i n I E E E 802.1 1 fo r wireles s loca l are a
networks, DA B fo r digita l audi o broadcasting , an d DV B fo r digita l vide o
broadcasting. T h e D M T syste m i s th e enablin g technolog y fo r high-spee d
transmission ove r digita l subscribe r lines . I t i s use d i n ADS L (asymmetri c
digital subscribe r lines ) an d VDS L (very-high-spee d digita l subscribe r lines) .
T h e O F D M an d D M T system s ar e b o t h example s o f D F T transceiver s t h a t
employ redundan t guar d interval s fo r equalization . Havin g a guar d interva l
can greatl y simplif y th e tas k o f equalization a t th e receive r an d i t i s now on e o f
the mos t effectiv e approache s fo r channe l equalization . I n thi s boo k w e wil l
study th e O F D M an d D M T unde r th e framewor k o f filte r ban k transceivers .
Under suc h a framework, ther e ar e numerou s possibl e extensions . T h e freedo m
in th e filte r ban k transceiver s ca n b e exploite d t o bette r th e system s fo r variou s
design criteria . Fo r example , transceiver s ca n b e optimize d fo r minimu m bi t
error rate , fo r minimu m transmissio n power , o r fo r highe r spectra l efficiency .
We wil l explor e al l thes e possibl e optimizatio n problem s i n thi s book .
T h e firs t thre e chapter s describ e th e majo r buildin g block s relevan t fo r th e
discussion o f signa l processin g fo r communicatio n an d giv e th e tool s usefu l fo r
solving problem s i n thi s area . Chapter s 4- 5 introduc e th e multirat e buildin g
blocks an d filte r ban k transceivers , an d th e basi c ide a o f guar d interval s fo r
channel equalization . Chapte r 6 give s a detaile d discussio n o f O F D M an d
D M T systems . Chapter s 7-1 0 conside r th e desig n o f filte r ban k transceiver s
for differen t criteri a an d channe l environments . A detaile d outlin e i s give n a t
the en d o f Chapte r 1 . Thi s boo k ha s bee n use d a s a textboo k fo r a first-year
graduate cours e a t Nationa l Chia o Tun g University , Taiwan , an d a t Nationa l
Taiwan University . Mos t o f th e chapter s ca n b e covere d i n 16-1 8 weeks .
Homework problem s ar e give n fo r Chapter s 2-10 .
It i s ou r pleasur e t o t h a n k ou r familie s fo r th e patienc e an d suppor t durin g
all phase s o f thi s time-consumin g project . W e woul d lik e t o t h a n k ou r univer -
sities, Nationa l Chia o Tun g Universit y an d Nationa l Taiwa n University , an d
the Nationa l Scienc e Counci l o f Taiwa n fo r thei r generou s suppor t durin g th e
writing o f thi s book . W e woul d als o lik e t o t h a n k ou r student s Chien-Chan g
Li, Chun-Li n Yang , Chen-Ch i Lo , an d Kuo-Ta i Chi u fo r generatin g som e o f
the plots . P P V wishe s t o acknowledg e th e Californi a Institut e o f Technology ,
the Nationa l Scienc e Foundatio n (USA) , an d th e Offic e o f Nava l Researc h
(USA), fo r al l th e suppor t an d encouragement .
XI
1
Introduction
T h e goa l o f a communicatio n syste m i s t o transmi t informatio n efficientl y

and accuratel y t o anothe r location . I n th e cas e o f digita l communications ,
the informatio n i s a sequenc e o f "ones " an d "zeros " calle d th e bi t stream .
T h e transmitte r take s i n th e bi t strea m an d generate s a n information-bearin g
continuous-time signa l x a(t), a s i n Fig . 1.1 . W h e n th e signa l propagate s
through th e channel , suc h a s wirelines , atmosphere , etc. , distortio n i s in -
evitably introduce d int o th e transmitte d signa l x a(t). A s a result , th e receive d
signal r a(t) a t th e receive r i s i n genera l differen t fro m th e transmitte d signa l
xa(t). T h e tas k o f th e receive r i s t o mitigat e th e distortio n an d reproduc e a
bit strea m wit h a s fe w error s a s possible .
xa(t) ra(t)
01001100... 0110110
transmitter channel receiver
bit stream bit strea
Figure 1 . 1 . Digita l communicatio n system .
A digita l communicatio n syste m i n genera l consist s o f man y buildin g

blocks. Figur e 1. 2 show s a bloc k diagra m consistin g o f th e majo r buildin g
blocks t h a t ar e relevan t t o th e topi c o f signa l processin g fo r communications .
At th e transmitter , w e hav e a sequenc e o f bit s t o b e sen t t o th e receiver .
T h e bits-to-symbol mapping bloc k take s severa l bit s o f inpu t an d map s th e
bits t o a rea l o r comple x modulation symbol s(n). Som e processin g ma y b e
applied t o thes e symbol s an d th e discrete-tim e outpu t x(n) i s the n converte d
to a continuous-tim e signa l x a(t). T h e transmitte d signa l x a(t) propagate s
through th e channel . A t th e receiver , th e receive d signa l r a(t) i s converte d t o
a discrete-tim e signa l r(n). Usuall y som e signa l processin g i s applie d t o r(n)
before th e receive r make s a decisio n o n th e transmitte d symbol s an d obtain s
s~(n) (symbol detection). T h e symbol-to-bits mapping bloc k map s th e symbol s
s~(n) back t o bi t stream . T h e reade r ca n fin d relevan t backgroun d materia l i n
[50, 67 , 120 , 137] .
W h e n a signa l propagate s throug h th e channel , distortio n i s invariabl y
1
1. Introductio n
transmitter
01001100... bits-to- transmitter! a?o(0

symbol signal D/C Pi()
bit strea m mapping processing
channel
-(*) r(n) i(n) s(n)

receiver symbol symbol-
H Pa W C/D signal to-bits
detection!
processing mapping bit
stream
receiver
Figure 1.2 . Simpl e bloc k diagra m fo r a digita l communicatio n system .
introduced t o th e t r a n s m i t t e d signal . I n additio n t o channe l noise , ther e

is als o interferenc e fro m othe r symbols . A t tim e n th e receive d signa l r(n)
depends no t onl y o n s(n) , bu t als o o n pas t t r a n s m i t t e d symbol s s(n 1),
s(n 2 ) , . . . Thi s dependenc y i s terme d inter symbol interference (ISI) . T h e
processing applie d t o r(n) a t th e receive r i s carrie d ou t t o obtai n estimate s
of th e t r a n s m i t t e d symbol s befor e symbo l detection . Th e proces s i s generall y
known a s equalizatio n an d th e signa l processin g bloc k i s calle d a n equalizer .
W h e n th e receive r ca n perfectl y regenerat e th e t r a n s m i t t e d symbol s s(n) i n
the absenc e o f channe l noise , w e sa y th e equalizatio n i s zero-forcing. I n man y
applications, th e transmitte r als o help s wit h equalization . I n thi s cas e som e
signal processin g i s applie d t o th e symbol s s(n) , an d th e resultin g outpu t x(n)
is t r a n s m i t t e d a s show n i n Fig . 1.2 .
One wa y t h a t th e transmitte r ca n greatl y eas e th e tas k o f equalizatio n a t
the receive r i s t o divid e th e t r a n s m i t t e d signa l int o block s an d ad d redundan t
samples, als o calle d a guar d interval , t o eac h block . Figur e 1. 3 show s tw o
examples o f guar d interval s calle d zero padding an d cyclic prefix. I n th e
zero-padding scheme , th e guar d interval s consis t o f "zeros. " W i t h cycli c prefix ,
the las t fe w sample s o f eac h bloc k ar e copie d an d inserte d a t th e beginnin g o f
the bloc k a s show n i n th e figure. Th e guar d interva l act s a s a buffe r betwee n
consecutive blocks . I f th e guar d interva l i s sufficientl y long , th e interbloc k
interference (IBI ) ca n b e avoide d o r ca n b e late r remove d a t th e receive r b y
discarding th e redundan t samples . W h e n ther e i s n o IBI , interferenc e come s
only fro m th e sam e block . I n thi s case , intrabloc k interferenc e ca n b e cancele d
easily usin g matri x operations .
T h e mos t notabl e exampl e o f system s t h a t us e cycli c prefi x a s a guar d
interval i s th e D F T (Discret e Fourie r Transform)-base d transceive r show n i n
3
block #1 bloc k #2
s(n)
(a) " lllllHIIIII l
M 2M
zeros zeros
padding padding
(b)
x(n) illlllll Ihlllll. ll l
copy copy
cyclic cyclic
prefix prefix
(c)
x(n)
M II I illl.l..ll
F i g u r e 1 . 3 . T w o example s o f guar d intervals , (a ) A signa l s(n) w i t h sample s divide d

i n t o blocks ; ( b ) t h e sequenc e x{n) afte r zero s ar e padde d t o eac h bloc k o f s ( n ) ; (c ) t h e
sequence x(n) afte r a cycli c prefi x i s inserte d i n eac h bloc k o f s(n).
Fig. 1.4 . Th e signa l processin g a t th e transmitte r applie s IDF T (Invers e Dis -

crete Fourie r Transform ) t o th e inpu t bloc k o f modulatio n symbol s an d add s
a cycli c prefi x t o th e IDF T outputs . Th e receive r discard s th e prefi x an d
performs a DF T o f eac h block . Du e t o th e combinatio n o f cycli c prefi x an d
IDFT/DFT operations , zero-forcin g equalizatio n ca n b e achieve d b y onl y a
set o f simpl e scalar s calle d frequenc y domai n equalizer s (FEQs) . Whe n IS I
is canceled , th e overal l syste m fro m th e transmitte r input s t o th e receive r
outputs i s equivalen t t o a se t o f paralle l subchannel s a s show n i n Fig . 1.5 .
In genera l th e subchannel s hav e differen t nois e variances . I f th e informatio n
of the subchanne l nois e variance s i s availabl e t o th e transmitter , th e symbol s
Si(n) ca n b e furthe r designe d t o bette r th e performance . Fo r example , th e
symbols o f different subchannel s ca n carr y differen t number s o f bits (bi t load -
ing) [23] , and th e powe r o f the symbol s ca n als o be differen t (powe r loading) .
The transmitte r ca n optimiz e bi t loadin g an d powe r loadin g t o maximiz e th e
transmission rat e [24] .
The cyclic-prefixe d DFT-base d syste m i s widel y use d i n bot h wire d an d
wireless communicatio n systems . I t i s generall y calle d a n OFD M (orthogo -
nal frequenc y divisio n multiplexing ) syste m [27 ] in wireles s transmissio n an d
a DM T (discret e multitone ) syste m [24 ] i n wire d DS L (digita l subscribe r
lines) transmission . Fo r wireles s applications , th e channe l stat e informatio n
is usuall y no t availabl e t o th e transmitter . Th e transmitte r i s typicall y in -
1. Introductio n
modulation
symbols
s0(n)
parallel to serial
conversion
s(n) x(n)
cyclic
IDFT -> prefix

W")
transmitter signa l processing
FEQ
r(n) discard DFT

prefix
1
receiver signa l processing
Figure 1.4 . DFT-base d transceive r wit h cycli c prefi x adde d a s a guard interval .
dependent o f th e channe l an d ther e i s n o bi t o r powe r loading . Havin g a

channel-independent transmitte r i s als o a ver y usefu l featur e fo r broadcastin g
systems. Fo r broadcas t applications , ther e i s onl y on e transmitte r an d ther e
are man y receivers , eac h wit h a differen t transmissio n p a t h . I t i s impossi -
ble fo r th e transmitte r t o optimiz e fo r differen t channel s simultaneously . I n
O F D M system s fo r wireles s applications , usuall y withou t bi t an d powe r al -
location, th e transmitter s hav e th e desirabl e channel-independenc e property .
T h e channel-dependen t par t o f the transceive r i s the se t o f F E Q coefficient s a t
the receiver . I n D M T system s fo r wire d DS L applications , signal s ar e trans -
mitted ove r coppe r lines . Th e channe l doe s no t var y rapidly . Thi s give s th e
receiver tim e t o sen d bac k th e channe l stat e informatio n t o th e transmitter .
T h e transmitte r ca n the n allocat e bit s an d powe r t o th e subchannel s t o max -
imize th e transmissio n rate . Mor e detail s o n DS L transmissio n ca n b e foun d
in [14 , 122 , 144 , 145] .
Both th e O F D M an d D M T system s hav e bee n show n t o b e ver y usefu l
transmission systems . Th e D M T syste m wa s adopte d i n standard s fo r ADS L
(asymmetric digita l subscribe r lines ) [7 ] an d VDS L (very-high-spee d digita l
subscriber lines ) [8 ] transmission . Th e O F D M system s hav e bee n adopte d
in standard s fo r digita l audi o broadcastin g [39] , digita l vide o broadcastin g
^0
S]
'
Figure 1.5 . Equivalen t paralle l subchannels .
[40], wireles s loca l are a network s [54] , an d broadban d wireles s acces s [55] . A
variation o f th e cyclic-prefixe d DFT-base d transceive r i s th e so-calle d cyclic -
prefixed single-carrie r (SC-CP ) syste m [129] . T h e modulatio n symbol s ar e
directly sen t ou t afte r a cycli c prefi x i s added . A s i n th e O F D M system , th e
redundant cycli c prefi x greatl y facilitate s equalizatio n a t th e receiver . T h e
SC-CP syste m i s par t o f th e broadban d wireles s acces s s t a n d a r d [55] .
transmitter receive r
\{n) _^ | ftf wZ 7 f~\

w wU (~\ J U f ^
Hb o W | k H M o\z) \ * jv w
1
sfo) - ! fN W T?
H t
(~\
i W|
-| H x{z) \-+\ N
i 1

w*)-Httf wZ 7 (~\ \
H *M-\V-) \ H^M-IOOM^
transmitting receiving
filters filters
Figure 1.6 . Filte r ban k transceiver , i n whic h onl y th e transmitte r signa l processin g
and receive r signa l processin g part s ar e shown .
T h e insertio n an d remova l o f redundan t sample s ca n b e represente d us -

ing multirat e buildin g blocks . (Definition s o f multirat e buildin g block s wil l
be give n i n Chapte r 4. ) Base d o n th e multirat e formulatio n th e DFT-base d
system ca n als o b e viewe d a s a discrete-tim e filter bank transceiver (Fig . 1.6) ,
or a transmultiplexer. T h e transmitte r an d receive r eac h consist s o f a ban k o f
discrete-time filters. Suc h a formulatio n lend s itsel f t o th e frequenc y domai n
analysis o f th e transceiver . Fo r example , fo r th e transmitte r sid e i t offer s
additional insigh t o n th e effec t o f individua l transmittin g filters o n th e trans -
mitted spectrum . Fo r th e receive r side , w e ca n analyz e th e subchanne l nois e
6 1. Introductio n
using a frequenc y domai n approach . Thes e observation s ar e ver y usefu l fo r

designing th e transceive r fo r differen t criteria . I n DS L applications , goo d fre -
quency separatio n amon g th e transmittin g filters i s important fo r reducin g th e
so-called spectral leakage, whic h i s a n undesire d spectra l componen t outsid e
the transmissio n band . W h e n th e transmittin g filters hav e highe r stopban d
attenuation, th e t r a n s m i t t e d spectru m ha s a faste r spectra l rollof f an d les s
spectral leakage . Fo r th e receivin g filters, frequenc y separatio n i s als o impor -
t a n t fo r th e suppressio n o f interferenc e fro m radi o frequenc y signal s whic h
share th e sam e spectru m wit h DS L signals .
T h e filter ban k framewor k i s als o usefu l fo r designin g transceiver s wit h
better spectra l efficiency . I n th e DFT-base d transceiver , a lon g guar d interva l
is required i f the channe l impuls e respons e i s long. Th e us e o f a lon g redundan t
guard interva l decrease s th e spectra l efficiency , s o w e woul d lik e th e guar d
interval t o b e a s shor t a s possible . O n th e othe r hand , i t i s desirabl e t h a t th e
guard interva l b e lon g enoug h s o t h a t F I R equalizatio n i s possible . Th e filter
bank transceive r ca n b e use d t o introduc e guar d interval s o f a ver y genera l
form. I n mos t cases , zero-forcin g equalizatio n ca n b e achieve d usin g a guar d
interval muc h shorte r t h a n wha t i s neede d i n th e DFT-base d transceiver .
Outline
Chapter 2 give s a n overvie w o f a digita l communicatio n system . Fro m a
continuous-time channe l impuls e respons e an d channe l noise , th e equivalen t
discrete-time channe l an d channe l nois e wil l b e derived . Th e equivalen t
discrete-time channe l mode l i s ver y usefu l i n th e analysi s an d desig n o f digita l
communication systems . W i t h suc h a model , ther e i s n o nee d t o rever t t o
the continuous-tim e channe l an d noise . Terminolog y an d fundamental s suc h
as modulatio n symbols , equalization , an d transmissio n ove r paralle l channel s
are als o reviewed .
Chapter 3 i s a stud y o f channe l equalization . W e wil l discus s th e desig n
of F I R equalization , i n whic h th e receive r contain s onl y F I R filters. A ver y
powerful too l calle d th e orthogonalit y principl e wil l b e introduced . Th e prin -
ciple i s o f vita l importanc e i n th e desig n o f MMS E (minimu m mea n squar e
error) receivers . I t ca n b e use d fo r th e equalizatio n o f scala r channel s a s wel l
as paralle l channels .
Chapter 4 give s th e basic s o f multirat e signa l processing . Multirat e build -
ing block s ar e introduced . Th e operation s o f blockin g an d unblockin g t h a t
appear frequentl y i n digita l transmissio n ar e describe d usin g multirat e build -
ing blocks . I n addition , polyphas e decompositio n o f filters i s reviewed . Base d
on th e decomposition , th e polyphas e representatio n o f filter bank s ca n b e de -
rived an d efficien t polyphas e implementatio n ca n b e obtained . Reader s wh o
are familia r wit h multirat e system s an d filter bank s ca n ski p thi s chapter .
Chapter 5 formulate s som e moder n digita l communicatio n system s usin g
multirate buildin g blocks . Th e filter ban k transceive r i s introduce d an d con -
ditions o n th e transmitte r an d receive r fo r zer o IS I ar e derived . Usin g th e
multirate formulation , redundan t sample s ca n b e inserte d i n th e t r a n s m i t t e d
signal. Tw o type s o f redundan t sample s ar e discusse d i n detail : cycli c prefi x
and zer o padding . Th e matri x for m representation s o f thes e system s ar e use d
frequently i n th e discussion s o f application s i n late r chapters .
1.1. Notation s 7
Chapter 6 i s devote d t o th e stud y o f som e usefu l DFT-base d transceivers .

T h e O F D M , D M T , an d SC-C P system s wil l b e presente d an d th e performanc e
will b e analyzed . T h e correspondin g filte r ban k representatio n wil l als o b e
derived. Thes e transceiver s hav e foun d man y practica l application s du e t o
the fac t t h a t the y ca n b e implemente d efficientl y usin g fas t algorithms .
Chapter 7 deal s wit h th e desig n o f optima l transceiver s whe n th e trans -
mitter doe s no t hav e th e channe l stat e information , whic h i s usuall y th e cas e
for wireles s applications . A s th e transmitte r doe s no t hav e th e channe l knowl -
edge, ther e i s n o bit/powe r allocation . W e conside r th e desig n o f minimu m bi t
error rat e (BER ) transceiver s b y addin g a unitar y precode r a t th e transmitte r
and a post-code r a t th e receive r o f th e O F D M system . W e wil l se e t h a t th e
derivation o f th e minimu m B E R transceive r nicel y tie s th e O F D M an d th e
SC-CP system s together .
Chapter 8 deal s wit h th e desig n o f optima l transceiver s whe n th e channe l
state informatio n i s availabl e t o th e transmitter . I n additio n t o bi t an d powe r
allocation, th e transmitte r an d receive r ca n b e jointl y optimized . Fo r a give n
error rat e an d targe t transmissio n rate , th e transceive r wil l b e designe d t o
minimize th e transmissio n power .
Chapter 9 describe s a metho d t o improv e th e frequenc y separatio n amon g
the subchannel s fo r th e DFT-base d transceivers . Som e shor t F I R filter s calle d
subfilters ar e introduce d i n th e subchannel s t o enhanc e th e stopban d atten -
uation o f th e transmittin g an d receivin g filters . B y usin g a slightl y longe r
guard interval , w e ca n includ e th e subfilter s withou t changin g th e ISI-fre e
property. W h e n subfilter s ar e adde d t o th e receiver , th e transmissio n rat e
can b e increase d considerabl y i n th e presenc e o f narrowban d R F I (radi o fre -
quency interference) . Fo r th e transmitte r side , th e subfilter s ca n improv e th e
spectral rollof f o f th e transmitte d spectru m whil e havin g littl e effec t o n th e
transmission rate .
Chapter 1 0 i s a stud y o f minimu m redundanc y fo r F I R equalization . Fo r a
given channel , w e consider th e minimu m redundanc y t h a t i s required t o ensur e
the existenc e o f F I R equalizers . W e wil l se e t h a t th e answe r i s directl y tie d t o
what w e cal l th e congruou s zero s o f th e channel . T h e minimu m redundanc y
can b e determine d b y inspectio n onc e th e zero s o f th e channe l ar e known .
1.1 Notation s
Boldface d lowe r cas e letter s represen t vector s an d boldface d uppe r cas e
letters ar e reserve d fo r matrices . T h e notatio n A T denote s th e transpos e
of A , an d A ^ denote s th e transpose-conjugat e o f A .
T h e functio n E [y] denotes th e expecte d valu e o f a rando m variabl e y.
T h e notatio n 1M i s use d t o represen t th e M x M identit y matri x an d

0 m n denote s a n m x n matri x whos e entrie s ar e al l equa l t o zero . T h e
subscript i s omitted whe n th e siz e of the matri x i s clear fro m th e context .
T h e determinan t o f a squar e matri x A i s denote d a s d e t ( A ) . T h e nota -

tion diag[A o A i . . . A M - I ] denote s a n M x M diagona l matri x wit h
the fcth diagona l elemen t equa l t o Afe .
8 1. Introductio n
Th e notatio n W i s use d t o represen t th e M x M unitar y DF T matrix ,

given b y
[Wlfcn = Le-'M* for 0 < k,n < M - 1 .

VM
Fo r a discrete-tim e sequenc e c(n) , th e z-transfor m i s denote d a s C(z)

and th e Fourie r transfor m a s C(e^). Fo r a continuous-tim e functio n
xa(t), th e Fourie r transfor m i s denote d a s X a(jQ,).
2
Preliminaries o f digita l
communications
In thi s chapter , w e shal l revie w som e introductor y material s t h a t ar e usefu l

for ou r discussio n i n subsequen t chapters . Fo r convenience , w e reproduc e i n
Fig. 2. 1 th e bloc k diagra m fo r digita l communicatio n system s introduce d i n
Chapter 1 .
transmitter
s(n) x(n)
01001100.. bits-to- xa(t)
transmitter!
symbol signal D/C PiW
bit strea m mappingl processing
channel
r(t) r P2(t) C/D

r(n)
receiver
signal
u(n)
symbol
s(n)
symbol-
to-bits
detection
processing mapping bit
stream
receiver
Figure 2 . 1 . Simpl e bloc k diagra m fo r a digita l communicatio n system .
2.1 Discrete-tim e channe l model s

In th e stud y o f communicatio n systems , th e transmissio n channe l i s ofte n
modeled a s a continuous-tim e linea r tim e invarian t (LTI ) syste m wit h impuls e
9
10 2. Preliminarie s o f digita l communication s
Qa(t)
xa(t) ra(t) xa{t)

channel Ca(t)
Figure 2 . 2 . LT I channe l model .
qa(f)
x(n)
D/C Px(t) xa(t)
Ca(t)
j; r a(t) J p2(t) ^ C/D
r()
T T
T
(a)
x(n) > c( ) - r(n)
(b)
Figure 2.3 . (a ) Th e syste m fro m x(n) t o r(n). (b ) Equivalen t discrete-tim e channe l

model.
response c a(t) an d additiv e nois e q a(t). Thi s LT I channe l mode l i s show n i n

Fig. 2.2 . Give n th e inpu t x a(t), th e channe l produce s th e o u t p u t
CO
ca(r)xa(t - r)dr + q a(t).

/ -co
Letting th e symbo l V denot e convolution , w e ca n writ e
ra{t) = (x a *c a)(t) + q a(t).
Though th e channe l i s a continuous-tim e system , i t i s ofte n mor e convenien t

to wor k directl y o n a n equivalen t discrete-tim e system . I n man y aspect s o f
digital communications , a discrete-tim e channe l mode l i s ofte n adequat e an d
much easie r t o wor k with . I n thi s section , w e shal l sho w t h a t th e syste m fro m
x(n) a t th e transmitte r t o r(n) a t th e receive r (Fig . 2.1 ) i s equivalen t t o a
discrete-time LT I system .
T h e syste m fro m x(n) t o r(n) i s show n separatel y i n Fig . 2.3(a) . Suppos e
t h a t th e sample s x{n) ar e space d apar t b y T seconds . Th e D / C converte r take s
2.1. Discrete-tim e channe l model s 11
the discrete-tim e sequenc e x(n) an d produce s a continuous-time impuls e trai n

spaced apar t b y T:
^x(n)6a(t-nT),
n
where S a(t) i s th e continuous-tim e Dira c delt a function . Afte r th e impuls e
train passe s throug h th e transmittin g puls e pi(t) , w e ge t a continuous-tim e
signal x a(t):
oo
xa{t)= J2 x{k)pi(t-kT).
/c= o o
The signa l x a(t) i s transmitte d throug h th e channel . A t th e receivin g end ,

the receive d signa l i s
oo
ra{t) = (x a * ca){t) + q a(t) = Y, x(k)(pi*c a){t-kT) + q a(t).

/ c = oo
The receive d signa l r a(t) i s first passe d throug h a receiving pulse P2(t), whic h
produces
oo
Wa{t) = (r a*P2)(t)= Y, x(k)( Pi*ca*P2)(t-kT) + (q a*P2)(t). (2.1 )

k= oo
Then w a(t) i s uniformly sample d ever y T second s to produce the discrete-tim e

output r(n) = w a(nT). Thi s unifor m samplin g operatio n i s denote d b y th e
box labele d C/D . Defin e th e effectiv e continuous-tim e channe l an d effectiv e
noise, respectively , a s follows :
ce(t) = (pi * ca *p 2 )(*) an d q e(t) = (q a *P2)(*)-

Then th e receive d discrete-tim e signa l i s
oo
r(n) = Y^ x(k)c e(nT - kT) + q e{nT).

A;= oo
The abov e expressio n ca n b e rewritte n a s

oo
r(n) = y , x(k)c(n k) + q(n),

k= oo
where c(n) an d q(n) are , respectively , th e discrete-tim e equivalen t channe l

and nois e give n b y
c(n) = (p i * c a *p2)(t)
t=nT (2.2 )
q{n) = (q a*P2)(t)
t=nT
Thus, th e syste m show n i n Fig . 2.3(a ) ca n b e represente d a s i n Fig . 2.3(b) ,

which contain s onl y discrete-tim e signal s an d systems . Th e transfe r functio n
of th e discrete-tim e channe l i s give n b y
oo
n
C(z)= Y < >~n-
Observe t h a t c(n) i s th e sample d versio n o f th e cascad e o f th e transmittin g

pulse pi (t) , th e channe l c a (t), an d th e receivin g puls e pi (t) . Choosin g differen t
transmitting an d receivin g pulse s wil l affec t th e discrete-tim e channel . I n
practice, th e channe l i s ofte n modele d a s a finit e impuls e respons e (FIR )
filter. Fro m (2.2) , w e ca n se e t h a t th e channe l lengt h i s inversel y proportiona l
to th e samplin g perio d T . Reducin g T b y one-hal f wil l doubl e th e lengt h o f
c(n). W h e n th e channe l C(z) ha s mor e t h a n on e nonzer o t a p , sa y c(0 ) an d
c ( l ) , i t wil l introduc e interference betwee n th e receive d symbols . T o se e this ,
suppose t h a t ther e ar e n o "signa l processing " block s a t th e transmitte r an d
receiver i n Fig . 2.1 , the n th e t r a n s m i t t e d signa l x(n) = s(n). Th e receive d
signal wil l b e
r(n) = c(0)s(n) + c(l)s(n 1 ) + q(n);
the curren t symbo l s(n) i s contaminate d b y th e pas t symbo l s(n 1) . Thi s

phenomenon i s know n a s intersymbo l interferenc e (ISI) . Th e tas k o f symbo l
recovery i s complicate d b y b o t h th e additiv e nois e q(n) an d ISI .
Example 2. 1 Conside r a transmissio n syste m wit h effectiv e continuous-tim e

channel c e(t) = (p i * c a *P2)(t) give n i n th e Fig . 2.4 .
Vv (Pi*c a*p2)(t)
^- - ^
0 1 2t
Figure 2.4 . A n exampl e o f (p * c a *P2)(t).
Suppose w e sen d on e sampl e o f x(n) pe r second , i.e . th e samplin g perio d

T = 1 . The n th e discrete-tim e equivalen t channe l i s c(n) = 5{n 1), a delay .
T h e channe l doe s no t introduc e ISI . W h e n w e increas e ou r transmissio n rat e
to tw o sample s pe r second , the n th e samplin g perio d become s T = 0. 5 an d
the discrete-tim e equivalen t channe l i s C(z) = O.bz -1 + z~ 2 + 0.5z~ 3. T h e
channel become s a three-ta p F I R channel . W e se e t h a t th e faste r w e sen d th e
samples x(n), th e longe r th e F I R channe l c{n).
Note t h a t ther e i s n o carrie r modulatio n i n th e syste m show n i n Fig . 2.1 .

This i s know n a s baseban d communication . I n wireles s communications , th e
signal x a(t) i s modulate d t o a carrie r frequenc y f c fo r transmission , a s show n
in Fig . 2.5 . Thi s i s know n a s passban d transmission . Fo r passban d commu -
nications, afte r carrie r modulatio n th e signa l t h a t i s t r a n s m i t t e d throug h th e
channel c a(t) i s give n b y
va(t) = 2Re{x a(t)e^^},
where i?e{ } denote s th e rea l part . A t th e receiver , th e receive d signa l i n thi s

case become s y a(t) = (v a * c a)(t) + q a(f). Carrie r demodulatio n i s performe d
to obtai n th e baseban d signal 1
ra{t) = y a(t)e-^^.
2 . 1 . Discrete-tim e channe l model s 13
Xa(t) Va(t]) ya(t) ra{t)

x(n)
carrier carrier
D/C -+ P,(t)
mod.
channel w demod. P2(t) > C/D
t t
T T
Figure 2.5 . Passban d communicatio n channel .
By followin g a simila r procedure , on e ca n sho w (Proble m 2.3 ) t h a t th e syste m

sandwiched betwee n th e C / D an d D / C converter s i n a passban d communica -
tion syste m i s als o equivalen t t o a discrete-tim e LT I system . I n thi s case , th e
equivalent discrete-tim e channe l an d nois e are , respectively , give n b y
c(n) (pi *c a *P2)(t)

t=nT (2.3)
q(n)
where c a(t) = c a(t)e~j27r^ct an d q a(t) = q a(t)e~j27r^ct. Fro m thi s relation , on e

can clearl y se e th e effec t o f carrie r modulation : wha t th e transmitte d signa l
xa(t) see s i s a frequency-shifte d versio n o f th e origina l channe l c a(t) an d nois e
qa(t). Not e t h a t b o t h th e channe l impuls e respons e c(n) an d th e channe l
noise q(n) ar e comple x fo r passban d transmissio n du e t o th e t e r m e _ j 2 7 r ^ c t .
For baseban d transmission , thes e quantitie s ar e real .
Channel nois e Throughou t thi s book , w e wil l assum e t h a t th e channe l

noise q(n) i s a zero-mean wide sense stationary (WSS) Gaussian rando m
process. Fo r baseban d transmission , q(n) i s rea l an d th e probabilit y densit y
function (pdf ) o f a zero-mea n Gaussia n nois e q(n) i s give n b y
I V/2A/" 0
fM (2.4)
where A/ o i s th e nois e variance . Figur e 2. 6 show s th e well-know n bell-shape d

Gaussian pd f fo r differen t value s o f A/o, mor e widesprea d fo r a large r variance .
For passban d transmission , th e channe l nois e q(n) i s i n genera l modele d a s
a zero-mea n circularly symmetric complex Gaussian rando m variabl e whos e
pdf i s give n b y
fq(q) = - U - ( ) M / - o, (2.5 )
7TA/0
where q = qo + jqi an d A/ o i s th e varianc e o f q. T h e rea l an d imaginar y part s
are b o t h zero-mea n Gaussia n an d the y hav e equa l variance : E[q^] = E[q\] =
AA0/2. Thi s pd f i s show n i n Fig . 2. 7 fo r Af 0 = 1 .
In th e following , w e will describ e som e commonl y use d model s o f equivalen t
discrete-time channels . Thes e models , thoug h simplified , ar e usefu l fo r th e
analysis o f digita l communicatio n systems . The y ar e als o frequentl y employe d
in numerica l simulation s t o evaluat e th e syste m performance .
1
T h e high-frequenc y componen t centere d aroun d 2f c i s i n genera l eliminate d b y a low -
pass filte r i n th e proces s o f carrie r demodulation .
0.5
0.4
0.3
0.2
0.1
0
- 4 - 2 0 2 4
q
Figure 2.6 . Th e pd f o f a zero-mean rea l Gaussia n rando m variable .
AGN an d AWG N channel s A channe l i s calle d a n AG N (additiv e Gaus -

sian noise ) channe l whe n th e channe l satisfie s th e followin g tw o properties .
(1) It s channe l impuls e respons e i s
c(n)
v J v= S(n)
J
^
=| 1
'U =
0 , otherwise
' .
(2) Th e channe l nois e q(n) i s a Gaussia n rando m process .
If i n additio n t o bein g a Gaussia n rando m process , q(n) i s als o white , t h a t is ,

E{q(n)q*(m)}= 0 wheneve r m ^ n , the n th e channe l i s a n AWG N (additiv e
white Gaussia n noise ) channel . W h e n th e channe l i s a n AG N o r AWG N
channel, ther e i s n o IS I an d th e transmissio n erro r come s fro m th e channe l
noise only .
FIR channel s I n man y applications , th e channe l no t onl y introduce s ad -

ditive nois e q(n), bu t als o distort s th e t r a n s m i t t e d signal . Th e channe l c(n) i s
no longe r a n impulse , an d i n genera l i t ha s a causa l infinit e impuls e respons e
(IIR). Fo r th e purpos e o f analysis , th e channe l i s ofte n modele d a s a finit e
impulse respons e (FIR ) filter, t h a t i s
L
C(z) = J2c(n)z- n. (2.6 )
n=0
2.1. Discrete-tim e channe l model s 15
-5 - 5
Figure 2.7 . Th e pd f o f a circularl y symmetri c comple x Gaussia n rando m variable .
T h e impuls e respons e i s nonzer o onl y fo r a finit e numbe r o f coefficient s (o r

taps). T h e integer s L an d L + 1 are , respectively , th e channe l orde r an d
channel length . B y makin g L larg e enough , a causa l II R filte r ca n b e wel l
approximated b y a n F I R filter . I n th e frequenc y domain , th e magnitud e re -
sponse o f th e F I R channe l | C ( e j a ; ) | i s no t fla t unles s c{n) ha s onl y on e nonzer o
t a p . T h e channe l ha s differen t gains fo r differen t frequenc y components . T h u s
such channel s ar e als o know n a s frequency-selectiv e channels . W h e n c{n)
has onl y on e nonzer o t a p , i t i s calle d frequency-nonselective .
Random channel s wit h uncorrelate d tap s I n man y situations , th e exac t

channel impuls e respons e ma y no t b e available , an d onl y th e statistic s o f th e
channel i s known . On e o f th e widel y adopte d channe l model s assume s t h a t
the tap s ar e zero-mea n uncorrelate d rando m variable s wit h know n variances .
In thi s case , c(n) satisfie s th e followin g conditions :
(1) E[c(n)} = 0,
2 (2.7)
(2) E[c{n)c*{n-k)]
= a J{k).
T h e se t o f quantitie s {cr^} i s calle d th e powe r dela y profile . W e sa y t h a t th e

channel ha s a n exponentia l powe r dela y profil e whe n a^ decay s exponentiall y
with respec t t o n (se e Fig. 2.8) . I f th e channe l impuls e response s c(n) ar e in -

dependent identica l rando m variables , i t i s often calle d a n i.i.d . (independen t
identically distributed ) channel . Thes e channe l model s ar e ofte n employe d i n
numerical simulation s whe n w e want t o lear n th e syste m performanc e "aver -
aged ove r al l channels. "
2
n 1/2
1/4
, 1/ 8
1/ 16
|| , 1/3 2

01 2 3 4 5
Figure 2.8 . Exponentia l powe r delay profil e with <r ^ = 2
2.2 Equalizatio n
In wideban d communicatio n systems , th e transmissio n channe l ofte n intro -
duces som e degre e o f intersymbo l interferenc e (ISI ) t o th e receive d signal .
Suppose a signa l x(n) i s transmitte d ove r a n FI R channe l wit h impuls e re -
sponse c(n) , fo r 0 < n < L. The n th e receive d signa l i s
r(n) = c(0)x(n) + c(l)x(n 1 ) + + c{L)x(n L) + q(n),
where q(n) i s the channe l noise . A t th e receiver , w e would lik e to proces s r(n)
so that it s outpu t x(n) i s "close " t o x(n no), a delaye d versio n o f the trans -
mitted signa l x(n). Th e intege r n o is called the syste m delay . Suc h processin g
is generally know n a s equalization . Ther e ar e man y equalizatio n techniques .
One approac h i s t o us e a n LT I filte r a{n) a s show n i n Fig . 2.9 . Thi s i s als o
known a s linea r equalizatio n an d th e filte r a{n) i s calle d a n equalizer . Be -
low w e loo k a t som e simpl e equalizatio n techniques . I n late r chapters , mor e
advanced method s fo r channe l equalizatio n wil l b e explored .
Consider th e FI R channe l C(z) = ^2 n= 0c(n)z~n. Whe n C(z) i s known ,
there ar e many method s t o eliminat e o r mitigate ISI . One simple way is to us e
an II R filte r A(z) = 1/C(z). Whe n r{n) passe s throug h th e equalize r a(n) ,
the outpu t wil l b e
x(n) = x(n) + (q * a)(n);
there i s n o ISI . Suc h a n equalize r i s sai d t o b e zero-forcin g (ZF ) an d th e
system i s calle d a n ISI-fre e system . Defin e th e outpu t erro r e{n) a s
e(n) = x(n) x(n no),

2.3. Digita l modulatio n 1 7
q(n)
x(ri) c(n) a(n) > x(n)
Figure 2.9 . LT I equalizer .
where th e syste m dela y n o = 0 i n thi s case . T h e n th e erro r e(n ) = (q * a)(n)

consists onl y o f noise . I n practice , th e II R zero-forcin g equalize r 1/C(z) i s
not frequentl y use d becaus e th e equalize r 1/C(z) wil l b e unstabl e whe n C(z)
has zero s outsid e th e uni t circle . T o avoi d thi s problem , w e ca n us e a n F I R
equalizer a(n). T h e outpu t o f th e equalize r i s
x(n) = (a * c* x)(n) + ( a * q)(n).
There ar e tw o commo n way s o f designin g a(n). On e i s t o choos e a(n) suc h

t h a t th e IS I i s smal l i n som e sense . T h a t is , w e woul d lik e th e convolutio n
(c * a)(n) t o b e a s clos e t o a dela y 5{n no) a s possible . Anothe r wa y o f
designing a(n) i s t o includ e th e effec t o f b o t h channe l nois e an d ISI . Not e
t h a t whe n C(z) ha s a zer o zo ^ 0 , th e produc t A(z)C(z) canno t b e a dela y
z~n fo r an y F I R equalize r A(z) becaus e A(z)C(z) wil l hav e a zer o a t ZQ.
In particular , whe n a n F I R channe l ha s mor e t h a n on e nonzer o t a p , a n F I R
equalizer ca n neve r b e zero-forcing ; th e outpu t erro r wil l contai n b o t h th e
channel nois e an d ISI . W e wil l stud y thes e solution s o f F I R equalizer s i n mor e
detail i n Chapte r 3 .
Signal t o nois e rati o (SNR ) I n a digita l communicatio n system , w e ofte n

measure th e performanc e b y evaluatin g th e rati o o f signa l powe r x t o th e
mean square d erro r a 2e = E[\x(n) x(n no)|2 ]. Thi s rati o i s know n a s th e
signal t o nois e rati o (SNR ) an d i t i s give n b y
W h e n th e equalize r i s no t zero-forcing , th e erro r e(n ) = x(n) x(n no)

contains no t onl y noise , bu t als o IS I terms . I n thi s case , /3 is als o know n a s
the signa l t o nois e interferenc e rati o (SINR) , bu t w e shal l refe r t o i t simpl y
as SNR .
2.3 Digita l modulatio n

In digita l communicatio n systems , th e transmitte d bi t strea m consistin g o f
"zeros" an d "ones, " i s ofte n partitione d int o segment s o f length , say , b. Eac h
segment (codeword ) i s the n mappe d t o on e membe r i n a se t o f 2 b rea l o r
complex numbers . Thi s proces s i s know n a s digita l modulation . T h e rea l
or comple x number s representin g th e codeword s ar e know n a s modulatio n
symbols. A t th e receiver , base d o n th e receive d informatio n a decisio n wil l

be mad e o n th e symbo l transmitted . Thi s proces s i s calle d symbo l detection .
T h e resultin g symbo l i s the n decode d t o a 6-bi t codewor d (symbol-to-bit s
mapping). Man y type s o f digita l modulation s hav e bee n developed . I n th e
following, w e wil l describ e tw o widel y use d digita l modulatio n scheme s know n
as th e puls e amplitud e modulatio n (PAM ) an d q u a d r a t u r e amplitud e mod -
ulation (QAM) . W e wil l analyz e thei r performanc e fo r transmissio n ove r a n
AWGN channel . Not e t h a t i n a baseban d communicatio n system , wher e th e
channel i s real , PA M i s ofte n employed , wherea s i n a passban d syste m th e
channel i s complex , an d QA M i s usuall y employed .
2.3.1 Puls e amplitud e modulatio n (PAM )

In 6-bi t puls e amplitud e modulatio n (PAM) , a codewor d o f b bits i s m a p p e d
to a rea l numbe r
s = (2f c + l ) A , wher ek G { 0 , 1 , . . ., 2 b~1 - 1} . (2.8 )
Figure 2.1 0 show s th e possibl e value s o f a PA M symbo l fo r b = 2 an d 6 = 3 ,

respectively [120] . Th e Gra y cod e indicate d i n th e figure wil l b e explaine d
later. Suc h figures ar e calle d signa l constellations . Th e minimu m distanc e
between tw o constellatio n point s i s 2A . Assum e t h a t al l constellatio n point s
are equiprobable . The n th e signa l powe r o f a 6-bi t PA M constellatio n i s give n
by
gs = E[s 2] = ^-(2 2b-l). (2.9 )
T h e signa l powe r i s proportiona l t o th e squar e o f th e minimu m distanc e 2A .

W h e n th e minimu m distanc e i s fixed, th e signa l powe r wil l increas e b y roughl y
6 d B fo r ever y additiona l bit .
(a)
-3A - AA 3 A
(b)
-7A -5 A -3 A - AA 3 A5 A7 A
Figure 2 . 1 0 . PA M constellations : (a ) 2-bi t PAM ; (b ) 3-bi t PAM .
Suppose t h a t a 6-bi t PA M symbo l s o f th e for m i n (2.8 ) i s t r a n s m i t t e d

through a rea l zero-mea n AWG N channe l wit h nois e varianc e A/o . Th e re -
ceived signa l i s r = s + q. Assum e t h a t s an d q ar e independent . T h e
conditional pd f o f th e receive d signa l r give n t h a t s i s t r a n s m i t t e d i s
fr\s(r\s)= f r\3(s + q\s) = f q(q),

2.3. Digita l modulatio n 19
where f q(q) i s th e Gaussia n pd f give n i n (2.4) . Fro m th e receive d signa l r , w e

make a decisio n o n th e transmitte d symbol . T h e commonl y adopte d decisio n
rule i s th e neares t neighbo r decisio n rul e ( N N D R ) . I n a n NNDR , w e mak e
a decisio n
s = (2 z + l ) A , i f \r- (2 z + 1)A | < \r - (2 j + 1)A | fo r al l j . (2.10 )
T h e decisio n J i s th e constellatio n poin t t h a t i s closes t t o th e receive d sig -

nal r . Fo r al l th e interio r constellatio n points , th e symbo l wil l b e detecte d
erroneously i f th e channe l nois e ha s \q\ > A . Fo r th e tw o exterio r constella -
tion point s s = (2 b 1)A an d s = (2 6 + l ) A , w e wil l mak e a n erro r whe n
q < A an d q > A , respectively . Therefor e th e probabilit y t h a t th e detectio n
is erroneou s i s give n b y
( P(q > A ) , fo r s = ( - 2 6 + 1)A ;

P(s + s\s) = I P(q< - A ) , fo r s = (2 6 - 1)A ;
[ P(\q\ > A ) , otherwise .
Using th e formul a fo r th e Gaussia n pd f give n i n (2.4) , th e conditiona l proba -

bility o f symbo l erro r i s give n b y
\ Q ^W^W^ for* = (2>-l)A;

P(s^s\s)
1 2Q i)l {2-W 0)>0thCTWiSe '

where th e functio n Q(x) i s th e are a unde r a Gaussia n tail , define d a s
i r
Q{x)=
^mL e ~r2/2dT- (2 -n)
For equiprobabl e PA M symbols , th e symbo l erro r rat e (SER ) i s give n b y
s
SERpam(b) = \ h E P&* \g) = 2(1 " 2- b )Q(J ( 2 2 b 3 _ g s 1 ) A / - o ). (2.12 )
As th e functio n Q(x) decay s rapidl y wit h respec t t o x , fo r a moderat e SN R

value mos t symbo l error s happe n betwee n adjacen t constellatio n points . W e
can us e a mappin g i n whic h th e codeword s o f adjacen t constellatio n point s
differ b y onl y on e bit . A n erro r betwee n adjacen t constellatio n point s result s
only i n on e bi t error . T h e widel y use d Gra y cod e i s a mappin g schem e t h a t
possesses thi s property . Figure s 2.11(a ) an d (b ) sho w a Gra y cod e mappin g
for 2-bi t PA M an d 3-bi t PAM , respectively . W h e n th e Gra y cod e i s employe d
in a 6-bi t PA M modulation , th e bi t erro r rat e (BER ) an d SE R ar e relate d
approximately b y [120 ]
BERpam(b) -SER pam(b). (2.13 )
From th e abov e formulas , w e se e t h a t th e bi t erro r rat e depend s o n th e signa l

power S s an d th e nois e powe r A/o - T h e B E R curve s ar e ofte n plotte d agains t
the SNR . Fo r AWG N channels , th e SN R i s simpl y th e rati o 8/N0. I n orde r
20 2. Preliminarie s o f digital communication s
to evaluat e th e accurac y o f th e BE R formul a derive d above , w e comput e th e

BER curve s throug h Mont e Carl o simulatio n i n Fig. 2.12 . In the Monte
Carlo simulation , sufficientl y man y round s o f simulation ar e carrie d ou t an d
the result s ar e average d t o give a n accurate estimat e o f the actua l BER . As
a rul e o f thumb, fo r a BER o f 10z, w e nee d t o generate a t least 10 0 * 10z
bits i n th e simulation s to obtain a n accurat e estimate . I n Fig . 2.12 , th e BE R
approximations obtaine d fro m (2.13 ) ar e plotte d i n the dotte d curve s an d th e
BER curve s obtained fro m th e Mont e Carl o simulation ar e plotted i n the soli d
curves (a s the dotte d curve s almos t overla p with th e soli d curves , we see onl y
the soli d curve s i n the figure) . Sinc e th e tw o curve s matc h almos t perfectly ,
the formul a i n (2.13 ) give s a very good approximatio n o f the tru e BE R values .
Comparing th e PA M o f different constellatio n sizes , w e se e tha t fo r a BE R
of 10~ 4 , w e nee d a n SNR o f around 11. 7 dB , 18. 2 dB , an d 24. 2 d B fo r 1-bit,
2-bit, an d 3-bi t PAM , respectively . T o achiev e th e sam e BER , th e require d
SNR increase s roughl y b y 6 dB fo r ever y additiona l bit .
00 01 11 10
(a) "
-3A -A A 3A
000 001 011 010 110 111 101 100

[V)
-7A -5 A -3 A - A A 3 A5 A7 A
Figure 2 . 1 1 . Gra y cod e mapping : (a ) 2-bit PAM ; (b ) 3-bit PAM .
Equation (2.12 ) relate s th e erro r rat e t o the SN R s/Afo. I t can b e used

to obtai n th e numbe r o f bits tha t ca n b e transmitted fo r a given SN R an d
target erro r rate . B y rearrangin g th e term s i n (2.12), w e ge t
>=ilo&(l+ ^, ( 2 . 4 )
2v L
r
^\ para
where
^ J-J -ftpam
r para
2(1-2-^
If on e compare s th e formul a fo r b with th e channe l capacity , whic h i s given
by
0.5log2 ( 1 + Ss/Afo) (bit s pe r use) ,
the quantit y T pam represents th e differenc e i n the require d SN R betwee n th e
PAM schem e an d th e channe l capacity . Therefor e T parn is also know n a s th e
SNR gap . Fo r a moderate erro r rate , th e inverse Q function i s relatively
flat. Therefor e th e SN R ga p is well approximate d b y
Tpam \ [Q- 1 (SER pam/2)]2 . (2.15 )
The SN R ga p i s a quantity tha t depend s onl y o n th e erro r rate . I n Table 2.1,

we list th e value s of Tpam for som e typica l SER parn.
10
B 2-bi t PA M
0 3-bi t PA M
10"
10"'
DC
LU
CO
10"'
10
10
10 1 52 0 25 30
SNR(dB)
Figure 2 . 1 2 . BE R performanc e o f PA M i n a real zero-mea n AWG N channel . Th e soli d

curves ar e th e experimenta l value s obtaine d fro m th e Mont e Carl o simulatio n an d th e
dotted curve s (almos t indistinguishabl e fro m th e soli d curves ) ar e th e theoretica l value s
obtained fro m th e formul a i n (2.13) .
O Hi -LLpam r Fpam i n d B
L
para
2
10" 2.21 3.44
3
10" 3.61 5.57
10" 4 5.05 7.03
5
icr 6.50 8.13
icr 6 7.98 9.02
7
lO" 9.46 9.76
Table 2.1 . Th e SN R ga p T parn in (2.15 )
Binary phas e shif t keyin g ( B P S K ) modulatio n Fo r th e specia l cas e o f

PAM wit h 6 = 1 , ther e ar e onl y tw o constellatio n points , + A an d A , an d thi s
is mor e commonl y know n a s binar y phas e shif t keyin g (BPSK ) modulation .
For B P S K symbols , th e bi t erro r rat e an d symbo l erro r rat e ar e th e same .
T h e formul a (2.12 ) reduce s t o
BERbpSk= SERbp Sk= Q
Unlike (2.13) , th e abov e B E R formul a fo r B P S K i s exact ; n o approximatio n

is made .
Example 2. 2 Suppos e th e transmitte r i s t o sen d th e followin g bi t stream :
000 01 0 11 1 11 0 01 0 10 0 10 1 110 .
Assume t h a t th e modulatio n schem e i s a 3-bi t PA M wit h Gra y cod e mappin g

as i n Fig . 2.10 . Th e "bits-to-symbo l mapping " bloc k take s ever y thre e inpu t
bits an d map s t h e m t o a 3-bi t PA M symbol . Th e first thre e bit s ar e "000 " an d
thus fro m Fig . 2.1 0 w e kno w t h a t th e first PA M symbo l i s 7A. The n th e
next thre e bit s ar e "010 " an d fro m th e figure w e hav e th e nex t PA M symbo l
as A . Continuin g thi s process , w e find t h a t th e abov e sequenc e o f 2 4 bit s i s
m a p p e d t o th e followin g PA M symbols :
s(n) : - 7 A , - A , 3A , A , - A , 7A , 5A , A .
Now suppos e t h a t th e abov e PA M symbol s ar e t r a n s m i t t e d ove r a n AWG N

channel an d du e t o channe l nois e th e receive d sequenc e i s
r(n) : - 9 A , - 0 . 7 A , 1.9A , 1.1A , - 1 . 3 A , 6.6A , 4.8A , 2.1A .
Assume t h a t a t th e receive r ther e i s n o additiona l signa l processin g an d t h a t

N N D R i s applie d directl y t o r(n). Th e outpu t o f th e symbo l detecto r wil l b e
s(n) : - 7 A , - A , A , A , - A , 7A , 5A , 3 A .
Comparing s~(n) wit h s(n) , w e find t h a t w e hav e mad e tw o symbo l error s

out o f eigh t t r a n s m i t t e d symbol s (indicate d b y boldface d symbols) . I n thi s
experiment, th e symbo l erro r rat e i s given b y SER = 0.25 . Afte r th e "symbol -
to-bits mapping " bloc k usin g Gra y code , w e obtai n th e followin g sequence :
000 01 0 11 0 11 0 01 0 10 0 10 1 111 .
Comparing th e decode d sequenc e wit h th e t r a n s m i t t e d sequence , tw o bit s

(indicated b y boldface d numbers ) ar e receive d erroneously . Th e bi t erro r rat e
is BER = 1/12 , whic h i s equa l t o SER/3 i n thi s exampl e becaus e th e tw o
erroneously detecte d symbol s ar e adjacen t t o th e actua l t r a n s m i t t e d symbols .
2.3.2 Quadratur e amplitud e modulatio n ( Q A M )

Unlike PA M symbols , QA M symbol s ar e comple x numbers . Fo r 26-bi t QAM ,
a codewor d o f 2b bit s i s m a p p e d t o a symbo l o f th e form 2
s = (2f c + l ) A j ( 2 Z + l ) A , w h e r e k, I G { 0 , 1 , . . ., 2 6 _ 1 - 1} . (2.16 )
2
Unless mentione d otherwise , th e QA M symbol s i n this boo k hav e a square constellation .
Hence eac h QA M symbo l carrie s a n eve n numbe r o f bits .
Figure 2.13(a ) an d (b ) show , respectively , th e signa l constellation s fo r 2-bi t

and 4-bi t QA M wit h th e correspondin g Gra y codes . T h e specia l cas e o f 2 -
bit QA M i s als o know n a s q u a d r a t u r e phas e shif t keyin g ( Q P S K ) . Al l th e
four constellatio n point s i n Q P S K hav e th e sam e magnitude . Fro m (2.8 ) an d
(2.16), w e se e t h a t th e rea l an d imaginar y part s o f a 26-bi t QA M symbo l ca n
be viewe d a s tw o 6-bi t PA M symbols . Usin g thi s relation , man y result s fo r
the QA M symbo l ca n b e obtaine d b y modifyin g thos e o f th e PA M symbols .
For example , th e signa l powe r o f th e 26-bi t QA M symbo l i s
2
s=E[\Sf]= -^(2*b-l).
It i s twic e t h a t o f a 6-bi t PA M symbol .
#3A_
0010 0110 1110 1010
01 11
A A
0011 0111 1111 1011
I
-A A ^3A Â A 3A
-A -A
00 10 0001 0101 1101 1001
.-3A
0000 0100 1100 1000
(a) (b )
Figure 2 . 1 3 . QA M constellatio n an d it s Gra y cod e mapping : (a ) 2-bi t QA M (als o

known a s QPSK) ; (b ) 4-bi t QAM .
Suppose t h a t a 26-bi t QA M symbo l wit h powe r S s i s transmitted throug h a

zero-mean comple x AWG N channe l wit h nois e varianc e A/o - Suppos e t h a t th e
noise i s circularl y symmetri c s o t h a t it s pd f i s a s give n i n (2.5) . T h e n th e rea l
part an d th e imaginar y par t ar e b o t h Gaussia n wit h varianc e A/o/2. Therefor e
the transmissio n o f a 26-bi t QA M symbo l throug h a comple x AWG N channe l
with nois e varianc e A/ o ca n b e viewe d a s th e transmissio n o f tw o 6-bi t PA M
symbols, eac h wit h powe r s / 2 , throug h tw o rea l AWG N channels , eac h wit h
noise varianc e A/o/2 . Fro m earlie r discussions , w e kno w t h a t whe n a 6-bi t
PAM symbo l wit h powe r s/2 i s transmitte d throug h a rea l AWG N channe l
24 2. Preliminarie s of digital communication s
with nois e varianc e A/o/2, th e SE R i s given b y
5fip.( = 2(l-l)0( v / ( 2 2 t 3 _^ / 2 ).
A QA M symbo l i s correctly decode d whe n bot h th e rea l an d imaginar y part s

are correctl y decoded . Th e probabilit y fo r this i s (1 S E Rparn{b))2. Thu s
the SE R o f a 26-bit QA M symbo l i s given b y
2
SERqam(2b) = 2SERpam(b) - SER pam(b).
When th e erro r rat e i s small, w e ca n ignor e th e second-orde r ter m an d th e

SER i s well approximate d b y
2 17
SERqam{2b) 2SERpam(b) = 4(l - ^ ) Q ( J^[^J- ( - )
Similar t o th e PA M case , if we use Gra y code s to ma p th e rea l an d imaginar y

parts, respectively , a s shown i n Fig. 2.13 , the n an y QA M symbo l an d its
nearest neighbo r wil l diffe r onl y b y on e bit . I n thi s case , th e BE R o f a 26-bit
QAM ca n b e approximate d b y
1
BERqam(2b) -SER qam(2b). (2.18 )
26~
Figure 2.1 4 show s th e BE R performanc e o f 26-bit QA M fo r differen t b using
Monte Carl o simulatio n an d th e formul a i n (2.18). Agai n w e se e tha t the
experimental and theoretical BER curves match almos t perfectly . Th e formul a
in (2.18 ) give s a very goo d approximatio n o f th e actua l BER .
Comparison o f 6-bit PA M an d 26-bi t QA M Usin g the formulas i n (2.12) ,

(2.13), (2.17) , an d (2.18) , fo r th e sam e SN R 8/Af0 we hav e
BERqarn(2b) BER parn(b);
the BER s o f a 26-bi t QA M an d a 6-bi t PA M ar e approximatel y th e same ,

but th e bi t rat e o f QA M i s twice tha t o f PAM. However , w e should not e tha t
the compariso n i s based o n differen t channe l settings . Fo r PAM , th e symbol s
are rea l an d th e channe l nois e i s also rea l wit h varianc e A/o . Fo r QAM , th e
symbols ar e comple x an d th e channe l nois e is complex wit h th e variance s o f
both th e rea l and imaginar y part s equa l to A/o/2. I n other words , in passban d
communication i f we choose a QAM ove r a PAM o f the sam e bi t rate , w e will
have a gain i n SNR. Fo r example , fo r a BER o f 1 0- 4 , w e se e fro m Fig . 2.1 2
and Fig . 2.1 4 tha t a 2-bit QA M need s a n SN R o f aroun d 11. 7 d B wherea s a
2-bit PA M need s a n SNR o f around 18. 2 dB ; w e hav e a saving of 6.5 d B b y
using QAM .
For QA M symbol s w e can als o expres s 2 6 in term s o f the SNR , s/A/o, as
we di d fo r PA M symbol s in (2.14). B y rearrangin g (2.17) , w e obtai n

2b = log2 (l + -^) , (2.19 )
\- L qam J
* 2-bi t QA M
e 4-bi t QA M
3 6-bi t QA M
10 1 52 0
SNR(dB)
Figure 2.14 . BE R performanc e o f QA M i n zero-mea n AWG N channels . Th e soli d

curves ar e th e experimenta l value s obtaine d fro m th e Mont e Carl o simulatio n an d th e
dotted curve s (almos t indistinguishabl e fro m th e soli d curves ) ar e th e theoretica l value s
obtained fro m th e formul a i n (2.18) .
where T qarn i s the SN R ga p give n b y
SERa
b (2.20)
4(1 -2~ )
Again fo r moderat e erro r rates , th e followin g expressio n give s a very accurat e
approximation o f th e SN R gap :
^qam ~ ~ \Q~ (S E Rqarn / 4)] (2.21)
In Tabl e 2.2 , w e list th e value s o f Tqarn fo r som e typica l SER qarn. Althoug h
the formul a i n (2.19 ) i s derive d fo r even-bi t QA M symbols , th e right-han d
side i s als o use d fo r estimatin g th e numbe r o f bit s tha t ca n b e transmitte d
when ther e i s n o even-bi t constrain t [38] .
Quadrature phase shift keyin g (QPSK ) modulatio n Whe n a QAM sym -

bol ha s onl y tw o bits , i t i s als o commonl y know n a s a QPS K symbol . Th e
constellation an d a Gra y cod e mappin g fo r QPS K ar e show n i n Fig . 2.13(a) .
Suppose a QPS K symbo l wit h signa l powe r s i s transmitte d throug h a n
AWGN channe l wit h nois e varianc e A/o - Fo r equiprobabl e QPS K symbols ,
we ca n comput e th e BE R b y computin g th e BE R fo r an y constellatio n poin t
because o f th e symmetry . Suppos e tha t "11 " is transmitted . Le t q r an d qi
26 2 . Preliminarie s o f digita l communication s
3 -t^ -t^qam -1- qam J- qam m

2
io- 2.63 4.19
icr 3 4.04 6.06
io- 4 5.48 7.39
io~5 6.95 8.42
io~6 8.42 9.25
io- 7 9.91 9.96
Table 2.2 . Th e SNR gap Tqarn i n (2.21)
be, respectively , th e rea l an d imaginar y part s o f nois e q. The n th e firs t bi t i s

in erro r whe n q r < A an d th e secon d bi t i s i n erro r whe n qi < A . Thu s
the BE R o f QPS K i s given b y
BERqpsk= 0.5P(q r < - A ) + 0.5P(f t < - A ) = Q
The abov e BER formula fo r QPS K i s exact an d i t i s identical to that o f BPSK .
Other modulatio n scheme s PA M an d QA M ar e th e mos t commonl y

used modulatio n scheme s du e t o thei r simplicity . Ther e ar e man y othe r mod -
ulation schemes , for exampl e phas e shif t keyin g (PSK) , frequenc y shif t keyin g
(FSK), differentia l phas e shif t keyin g (DPSK) , minimu m shif t keyin g (MSK) ,
and s o forth. I n practice , w e may choos e on e modulatio n schem e ove r others ,
depending o n th e application . Fo r example , i n som e application s i t migh t
be desirabl e t o hav e modulatio n symbol s wit h a constan t magnitude , tha t
is \sk\ = s for al l k. I n thi s case , w e ca n us e PS K modulatio n (show n i n
Fig. 2.15) . I n a PS K modulatio n scheme , al l th e constellatio n point s ar e
uniformly distribute d o n a circl e an d th e radiu s o f th e circl e determine s th e
symbol power . Fo r a mor e detaile d an d complet e coverag e o f variou s digita l
modulations, th e reader s ar e referre d t o [120 ] an d [137] .
Example 2. 3 Suppos e w e wan t t o sen d th e 24-bi t sequenc e i n Exampl e 2. 2

using 4-bi t QA M symbols . Le t th e constellatio n an d Gra y cod e mappin g b e
as show n i n Fig . 2.13(b) . A s eac h symbo l carrie s fou r bits , w e grou p th e 2 4
bits int o codeword s o f fou r bits :
0000 101 1 111 0 010 1 0010 1110 .
From Fig . 2.13(b) , w e fin d th e correspondin g si x QA M symbol s s(n). Thes e

QAM symbol s ar e sen t ove r a n AWG N channel . Suppos e th e receive d signal s
r(n) ar e a s give n i n Tabl e 2.3 . Th e erro r probabilitie s i n thi s exampl e ar e fo r
the sak e o f demonstration . Th e actua l error s ar e usuall y muc h smaller , suc h
as 1 0 - 2 , 1 0 - 4 , etc . Assum e tha t a t th e receive r ther e i s n o additiona l signa l
(a) (b)
Figure 2 . 1 5 . Phas e shif t keyin g modulation : (a ) 8-PSK ; (b ) 16-PSK .
n s{n) r(n) s(n)

0 -3A - 3Aj -4.lA-2.6Aj -3A - 3Aj
1 3A + Aj 3.7A + 2.1AJ 3A + 3Aj
2 A + 3Aj 0.9A + 2.8Aj A + 3Aj
3 -A - Aj -1.1A-Aj -A - Aj
4 -3A + 3Aj -4A + 1.7AJ -3A + Aj
5 A + 3Aj 2.1A + 1.1AJ 3A + Aj
Table 2.3 . Transmitte d QA M symbol s s(n), receive d signal s r(n), an d detecte d sym -
bols 7i{n).
processing an d th e NND R i s applie d directl y t o r(n). Afte r symbo l detectio n

we ge t s"(n) . Comparin g s(n ) wit h s(n) , w e find tha t w e hav e mad e thre e
symbol error s (s"(l) , s"(4) , s"(5) ) ou t o f si x transmitte d symbols . Th e symbo l
error rat e i s SER = 1 / 2 . Afte r symbol-to-bit s mappin g usin g th e Gra y cod e
provided i n Fig . 2.13(b) , w e obtain th e followin g sequence :
0000 101 0 111 0 0101 0011 1011.
Comparing th e decode d sequenc e wit h th e transmitte d sequence , fou r bit s

(indicated b y boldface d numbers ) ar e receive d erroneously . Th e bi t erro r rat e
is BER = 4/2 4 = 1/6 , whic h i s large r tha n SER/A = 1/8 . Thi s i s becaus e
s(5) i s not adjacen t t o s(5) , whic h cause s a n erro r o f two bit s rathe r tha n on e
bit.
so +s o
+s i
> -s ,
channel equalizer
Figure 2 . 1 6 . A se t of M paralle l channel s and the corresponding zero-forcing equalizer .
2.4 Paralle l subchannel s

In man y wideban d communicatio n systems , a wideban d channe l i s divide d
into a se t o f subchannels , eac h wit h a smalle r bandwidth . Example s includ e
the widel y use d O F D M an d D M T systems , whic h wil l b e studie d i n detai l
in Chapte r 6 . I n thes e systems , a n F I R channe l i s converte d t o a se t o f
parallel ISI-fre e channel s a s show n i n Fig . 2.16 . Th e receive d signa l o f th e i t h
subchannel i s
where Si i s th e symbo l t r a n s m i t t e d ove r th e i t h subchannel . Th e quantitie s

di an d qi are , respectively , th e i t h subchanne l gai n an d noise . Becaus e eac h
subchannel ha s onl y a singl e t a p , zero-forcin g equalizatio n ca n b e don e b y
using simpl e scala r multiplier s 1/a ^ (i f ai ^ 0 ) a s indicate d i n th e figure . Le t
s an d s " be, respectively , th e inpu t an d outpu t vectors . Defin e th e outpu t erro r
vector a s
e = s s.
T h e n w e ca n redra w th e paralle l channel s a s i n Fig . 2.17 . I t i s clea r t h a t th e
output erro r o f th e i t h subchanne l i s e ^ = qi/ai. Th e erro r varianc e fo r th e
i t h subchanne l i s
2_ M
where Mi i s th e varianc e o f q^. Fo r man y applications , th e subchannel s hav e

the sam e nois e variance s Mi = A/o , bu t th e subchanne l gain s ca n b e ver y
different. Thu s th e erro r variance s a^ ca n b e ver y differen t fo r differen t sub -
channels. Signal s t r a n s m i t t e d ove r differen t subchannel s encounte r differen t
levels o f distortion . Fo r subchannel s wit h larg e erro r variances , th e bi t erro r
rate wil l b e hig h an d th e overal l performanc e o f th e paralle l channel s wil l
be limite d b y thes e bad subchannels . T o se e thi s effect , le t u s conside r th e
following exampl e wit h onl y tw o subchannels .
2.4. Paralle l subchannel s 29
so - * o
S\ . ->A l
S
M-\
Figure 2 . 1 7 . Equivalen t paralle l channel s o f Fig . 2.16 .
Example 2. 4 Suppos e t h a t ther e ar e onl y tw o subchannel s an d th e gain s ar e

ao = 1 and a\ = 0.1 , respectively. T h e transmissio n powe r i s fixed a t 10 . T h e
subchannel noise s qi ar e AWG N wit h varianc e J\fi = 1 . A quic k calculatio n
shows t h a t th e outpu t erro r variance s ar e
Suppose t h a t th e maximu m signa l powe r allowe d o n eac h subchanne l i s m a x =

10. Le t th e transmitte d signal s Si b e B P S K symbol s wit h si = \ / l 0 s o t h a t
the powe r i s Ei = 10 . Fo r B P S K modulation , B E R i s equa l t o SER . Fro m
(2.12), th e B E R o f th e zerot h subchanne l i s Q ( \ / l 0 ) = 7.8 3 x 10~ 4 , wherea s
the B E R o f th e first subchanne l i s Q ( \ / o T ) = 0.38 . T h e averag e B E R o f th e
parallel channel s i s approximatel y
0.5*Q(VoT) = 0.19 .
T h e performanc e o f th e syste m i s severel y limite d b y th e first subchannel .

Instead o f transmittin g B P S K symbol s o n b o t h th e subchannels , suppos e t h a t
we no w transmi t a 2-bi t PA M symbo l o n th e zerot h subchanne l an d th e first
subchannel i s no t utilize d fo r transmission ; th e zerot h an d first subchannel s
are allocate d tw o bit s an d zer o bits , respectively , s o t h a t th e tota l numbe r o f
bits transmitte d i s stil l two . Usin g th e B E R formul a fo r 2-bi t PAM , w e find
t h a t BER 3/ 4 * Q{y/lQ/5)= 0.059 , whic h i s muc h smalle r t h a n 0.19 .
From th e abov e example , w e se e t h a t b y properl y loadin g th e bit s amon g

the subchannels , w e ca n significantl y improv e th e B E R performanc e fo r th e
same transmissio n rate . I n wha t follows , w e wil l sho w ho w t o achiev e this .
Bit loadin g W h e n th e power s o n th e subchannel s ar e fixed a t m a x an d

the subchanne l erro r variance s o 2e. ar e differen t fo r differen t z , the bit s assigne d
to th e subchannel s bi can b e adjuste d t o improv e th e erro r rate . Thi s i s calle d
bit loadin g (als o know n a s bi t allocation) . Below , w e wil l first conside r bi t
loading fo r th e PA M cas e unde r th e pea k powe r constraint . Suppos e t h a t
the erro r rate s o f al l th e subchannel s ar e th e sam e an d thei r SER s ar e equa l
30 2. Preliminarie s o f digital communication s
to SERQ. Fo r P A M symbols, w e kno w t h a t t h e numbe r o f bit s i s relate d t o

the SN R by (2.14) . Therefor e t h e numbe r o f bit s t h a t ca n be t r a n s m i t t e d o n
the i t h subchanne l i s
fc = i l o g 2 ( l + % ^Y (2.22 )
where o\. i s t h e nois e powe r o f t h e i t h subchanne l output . T h e averag e bi t

rate i s give n b y
M-l
M^
T h e bit s compute d i n (2.22 ) ar e not intege r i n general . W h e n t h e constrain t

of intege r bi t i s applied , t h e averag e bi t rat e i s b = ( 1 / M ) ^2i=^ \pi\, w n e r e
[x\ denote s t h e larges t intege r les s t h a n o r equa l t o x.
For Q A M symbols, suppos e t h e i th subchannel carrie s 2b i bits . Then , fro m
(2.19), w e get t he number o f bits t h a t ca n be sent throug h t h e i th subchanne l
as
%
2bi = log 2 1 + -.
\- L qam J
T h e averag e bi t rat e i s give n b y
M-l
i=0
For t h e cas e o f intege r bi t loading , t h e averag e bi t rat e i s 1 / M ^ - = Q 2 [ ^ J .
Example 2. 5 Conside r t h e paralle l channel s i n Exampl e 2.4 . Suppos e t h a t

PAM symbol s ar e sent , t h e desire d S E R is SERQ= 1 0 - 7 , and t he m a x i m u m
transmission powe r allowe d i s Smax = 1000 . Using Tabl e 2.1 , we have T pam =
9.46. T h e subchanne l SNR s ar e
S W ? o = 1000 , SNRi = 10.
T h e maximu m achievabl e bit s fo r t h e two subchannels ar e
b0 = 3.37 , 6 i = 0.52 .
T h u s t h e overal l maximu m achievabl e bi t rat e i s b = 1.95 . I f a n intege r

bit allocatio n i s desired , thi s valu e become s b = 1.5 . Not e t h a t althoug h
b\ = 0.52 , we roun d i t dow n t o zer o s o t h a t t h e desire d quality-of-servic e o f
SER0= 1 0 - 7 is not violated .
In t h e abov e discussions , w e assum e t h a t t h e pea k signa l powe r o f eac h

subchannel i s limite d b y S max. I n som e applications , w e ma y b e concerne d
about t h e averag e signa l powe r rathe r t h a n t h e peak signa l power . T h e prob -
lem o f bit loadin g fo r thi s cas e wil l b e studie d i n Chapte r 8 .
2.5. Furthe r readin g 31
2.5 Furthe r readin g

Some basi c concept s fo r digita l communicatio n system s wer e briefl y reviewe d
in thi s chapter . Ther e ar e man y textbook s t h a t provid e a mor e detaile d an d
comprehensive t r e a t m e n t o f thes e topics . T h e intereste d reader s ar e referre d
to [50 , 67 , 120] , t o nam e jus t a few .
2.6 Problem s
2.1 Suppos e w e hav e a communicatio n syste m wit h th e wavefor m (jpi * ca *
p2)(t) give n b y
( \u\ f -0.5|t-2 |+ l , for0<<4 ;

( P i * ^ **)(' ) = { ( , , otherwise ?
Find th e discrete-tim e equivalen t channe l c(n) whe n th e samplin g perio d
is T = 1 . W h a t woul d c(n) b e i f w e increas e th e samplin g perio d t o
T = 21
2.2 Multipath channels. I n man y applications , th e transmissio n channel s

have th e for m
L
k=l
where S a(t) i s a continuous-tim e impuls e (whic h i s als o know n a s a
Dirac function) . Thes e channel s ar e know n a s multipat h channels . T h e
parameters a^ an d r ^ are , respectively , calle d th e gai n an d dela y o f th e
fcth path . T h e expressio n abov e show s t h a t c a(t) ha s L paths . Suppos e
t h a t w e hav e a two-pat h channe l wit h a\ = 1 , a 2 = 0.5 , T\ = 0 , an d
r2 = 3 . Assum e t h a t th e convolutio n o f th e transmittin g an d receivin g
pulses yield s
{ , i f0 < t < 1 ;
2- t i f 1<t < 2;
0, otherwise .
Let th e samplin g perio d b e T = 1 . Fin d th e discrete-tim e equivalen t
channel c{n). I f th e dela y o f th e secon d p a t h i s change d t o r 2 = 1 , wha t
is c(n) ?
2.3 Deriv e th e discrete-tim e equivalen t channe l mode l fo r th e passban d com -
munication channe l show n i n Fig . 2. 5 b y showin g t h a t th e channe l an d
noise ar e a s give n i n (2.3) .
2.4 Conside r th e syste m i n Fig . 2.3(a) . Le t th e channe l b e c a(t)= S a(t)
and le t th e transmittin g an d receivin g pulse s b e
P i W = **(* ) = ( 0 , otherwise .
Suppose t h a t T = 1 an d th e transmitte d symbol s ar e x(n) = (l) n fo r

0 < n < 5 and zer o otherwise . I n th e absenc e o f noise : (a ) plo t x a(t) an d
wa(t)\ (b ) find r(n) = w a(nT); (c ) verif y th e relatio n r(n) = ( c * x)(n),
where c(n) i s th e discrete-tim e equivalen t channel .
2. Preliminarie s o f digital communication s
5 Repea t Proble m 2. 4 for T = 0.5 .
6 Le t t he continuous-time channe l nois e q a(t) b e a white rea l W S S process

with powe r spectra l densit y (psd ) S qa(jfi)= Af a fo r al l ft.
(a) Suppos e t h a t t h e receiving puls e p2 (t) i s an ideal lowpas s filte r wit h

the passban d regio n [0.5/T , 0.5/T] , wher e T i s t h e underlyin g
symbol spacing . I s t he equivalen t discrete-tim e channe l nois e q(n)
also a whit e W S S process? W h a t i s t he nois e power ?
(b) No w let t h e passban d o f P2(t) b e [1/T , 1/T] . Repea t par t (a) .
7 Conside r a syste m wher e t h e 2-bi t P A M symbol s s(n) ar e transmit -

ted ove r a hypothetica l noiseles s channe l wit h impuls e respons e c(n) =
aS{n), wher e 0 < a < 1 . T h e received signa l r(n) = as(n) i s an attenu -
ated versio n o f t he t r a n s m i t t e d symbo l s(n). Suppos e t h e receive r doe s
not kno w abou t t h e attenuation facto r a an d it make s it s decisions s~(n)
using t h e N N D R base d o n t h e origina l constellatio n o f s(n). C o m p u t e
the symbo l erro r rat e (SER) . Expres s you r answe r i n term s o f a.
8 Conside r a set of parallel channel s wit h fou r subchannel s a s in Fig. 2.16.

Let t h e noise b e zero-mean AWG N wit h varianc e J\fk = 1 0 and t he gain s
dk b e give n b y t he followin g table :
A; 0 1 2 3
ak 5 1 1 0 \/4 0
Suppose t h a t t h e zero-forcin g equalize r i s employed .
(a) W h e n B P S K symbol s wit h signa l powe r Si = 1 0 are transmitted ,

compute t h e subchanne l SNR s an d t he averag e B E R.
(b) Suppos e t h a t w e do no t sen d an y bit s ove r t h e firs t tw o subchan -
nels an d transmi t 2-bi t P A M over t h e las t tw o subchannels . T h e
maximum signa l powe r allowe d o n eac h subchanne l i s S max = 10 .
Compute t h e averag e B E R assumin g t h a t t h e Gra y cod e i s use d
for t h e mapping .
9 Suppos e P A M symbols ar e t r a n s m i t t ed ove r t h e set o f parallel channel s

in Proble m 2.8 . Le t t h e desire d S E R be SERQ= 1 0 - 6 , and t h e maxi -
m u m transmissio n powe r b e S max = 1000 . Compute t h e number o f bit s
bk (integer ) t h a t ca n be sen t throug h t h e kth subchanne l fo r 0 < k < 3.
W h a t i s t he averag e bi t rat e b?
3
FIR equalizer s
In wideban d communicatio n systems , th e transmissio n channel s ar e usuall y

frequency-selective an d thu s wil l introduc e som e degre e o f intersymbo l inter -
ference (ISI ) i n additio n t o th e noise . A t th e receiver , som e signa l processin g
is often carrie d ou t t o alleviat e the effec t o f these distortions . Suc h processin g
is i n genera l know n a s channe l equalization . Figur e 3. 1 show s th e bloc k
diagram o f a transmissio n syste m wit h a linea r equalize r a(n). I n man y ap -
plications, th e channe l ca n b e modele d a s a n FI R LT I filte r b y makin g th e
order L c sufficientl y large :
C(z) = Y,c(n)2
n=0
The channe l nois e q(n) i s a zero-mea n wid e sens e stationar y (WSS ) process .
In thi s chapter , w e shal l conside r FI R equalization . Th e equalize r A(z) ha s
transfer functio n
A{z) = J2a{n)2
n=0
noise q(n)
channel y(n) equalizer

x(n) x(n)
c(n) a(n)
Figure 3 . 1 . Transmissio n syste m wit h a n LT I equalize r a(n)
Letting x(n) b e th e transmitte d signal , th e equalize r outpu t i s give n b y

x(n) = (a * c * x)(n) + ( a * q)(n), (3-1 )
where "* " denote s convolution. Th e goa l of channel equalization i s to produc e
an outpu t signa l x(n) tha t i s "close " t o th e transmitte d signa l x(n) i n som e
sense. Som e equalizatio n technique s wil l b e introduce d below .
33
34 3. FI R equalizer s
The zero-mea n assumptio n Unles s mentione d otherwise , i n thi s boo k

we assum e t h a t al l th e rando m variable s hav e zero-mean . On e consequenc e
of thi s i s t h a t th e mea n square d valu e i s equa l t o th e variance . T h a t is ,
E[\v\2] = vl
for th e zero-mea n rando m variabl e v. Th e mea n square d valu e E[\ | 2 ] an d

the varianc e a 2 ar e use d interchangeabl y i n th e book .
3-1 Zero-forcin g equalizer s

Consider Fig . 3.1 . Th e transfe r functio n fro m th e t r a n s m i t t e d signa l x(n) t o
the equalize r outpu t x(n) i s give n b y
T{z) = A{z)C{z).
T h e equalize r A(z) i s zero-forcin g i f T(z) = z~ n. Th e outpu t o f a zero -

forcing equalize r ca n b e expresse d a s
x(n) = x(n - n 0) + qo(n),
where qo(n) = (q * a)(n) i s th e equalize r outpu t noise . Th e intege r n o i s th e

system delay . A s th e channe l nois e q(n) doe s no t affec t th e desig n o f a zero -
forcing equalize r (thoug h i t affect s th e syste m performance) , w e wil l assum e
q{n) = 0 i n thi s section .
For a n F I R channe l C(z) an d a n F I R equalize r A(z), thei r produc t A(z)C(z)
is als o FIR . Th e transfe r functio n T(z) ca n b e a dela y i f an d onl y i f b o t h C(z)
and A(z) ar e delays . W h e n th e channe l i s frequency-selective , C(z) ha s mor e
t h a n on e t a p . Therefor e ther e doe s no t exis t a n F I R zero-forcin g equalize r fo r
frequency-selective channels . A n alternativ e solutio n woul d b e t o fin d A(z)
so t h a t A(z)C(z) i s "close " t o a dela y z~ n. T o d o this , le t u s defin e
d(n) = (a * c)(n) 5{n no).
W h e n d(n) = 0 , th e equalize r A(z) i s zero-forcing . However , thi s i s no t

possible unles s th e channe l c(n) ha s onl y on e nonzer o t a p . S o w e desig n th e
equalizer a{n) t o minimiz e
Y,n\d(n)\2' Thi s proble m ca n b e formulate d using ;
matrix notatio n a s follows . Le t th e vector s t an d a b e give n b y
r*(o)i " (o)"
t(i) (1)
and a =
t(L)_ a{La)_
where L = L c + L a i s th e orde r o f T(z). The n the y ar e relate d b y
t C/oxt; a ? (3.3)
3 . 1 . Zero-forcin g equalizer s 35
where th e ( L + 1 ) x (L a + 1 ) matri x Ci ow i s a lowe r triangula r Toeplit z matri x

given b y
c(0) 0 0
c(l) c(0)
C(ic) c(0)
Qo 0 (3.4)
c(L c(0)
0 0 =(ic) c(l)
0 0 C(ic)
T h e subscrip t "low" serve s a s a reminde r t h a t th e matri x i s a "lowe r trian -

gular" matrix . Defin e a n ( L + 1 ) x 1 vecto r
n0
1 (3.5)
which ha s onl y on e nonzer o entr y i n th e not h location . T h e n w e ca n writ e
d(no) \d(n)\2 = \\t (3.6)

Z^
where | | | | denote s th e Euclidea n nor m o f th e vector . T h e quantit y d(no)

is a measur e o f th e closenes s o f th e transfe r functio n T(z) t o th e dela y z~ n.
Thus th e proble m o f finding th e optima l a(n) become s a least-square s proble m
of finding a t o minimiz e | | C / o w a ln o | | 2 - T h e produc t C / o w a i s a linea r
combination o f th e column s o f C/ ( We woul d lik e t o find th e vecto r i n
the colum n space 1 o f Ci ow t h a t i s th e closes t t o l n o . Fro m linea r algebr a
theory, w e kno w t h a t th e closes t vecto r i s th e orthogona l projectio n o f l n o
onto th e colum n spac e o f Ci ow. A s th e matri x Qi ow ha s ful l colum n ran k
unless C(z) = 0 (Proble m 3.1) , th e least-square s solutio n i s uniqu e an d i t i s
given b y [52 ]
d-ls {Clow^low) C /ow lno, (3.7)
where t denote s transpos e conjugation . T h e correspondin g equalize r ai s(n)=

[aj s ] n wil l b e calle d th e least-square s equalizer . T h e invers e ( C | o w C / o w ) _ 1
always exist s a s Ci ow ha s ful l colum n rank . Substitutin g th e expressio n i n
(3.7) int o (3.6) , w e obtai n
d,is(no) = | | B / s l n o ln o | | , (3.8)
where B / s i s th e positiv e semidefinit e matri x give n b y
Ciow(Clow-tCiow) C int (3.9)
The colum n spac e o f a matri x i s th e subspac e spanne d b y it s colum n vectors .

Expanding th e right-han d sid e o f (3.8 ) w e ge t
d,u(no)= lJHBj 8B,8lno - 4 0 Bisl0- 4 0 Bj8lno+ 1 .
Using th e fact s t h a t BJ" S = B / s an d B j s B / s = B / s , w e ca n simplif y th e abov e

expression t o
B
d,u(no) = 1 " [ ^ , , (3-10 )
where [B/ s ] n o i s th e not h diagona l entr y o f B / s . On e ca n choos e th e sys -
t e m dela y n o t o minimiz e d,is(no)- I t follow s fro m (3.10 ) t h a t th e smalles t
d,is{n$) i s achieve d whe n n o i s chose n suc h t h a t th e not h diagona l entr y o f
B / s i s the largest . W h e n th e syste m dela y n o i s chose n optimally , th e equalize r
is calle d a delay-optimized least-square s equalizer . I t i s lef t a s a n exercis e t o
show t h a t al l th e diagona l entrie s o f th e matri x B / s satisf y 0 < [ B ^ ] / ^ < 1 .
T h e maximu m o f [B/ S]fcfc ca n b e 0 o r 1 only fo r som e ver y specia l case s (Prob -
lems 3. 4 an d 3.5) . W e summariz e th e desig n procedur e a s follows :
- 1
comput e th e matri x A = (CJ^C^) ^^;
find n o s o t h a t th e not h diagona l entr y o f th e matri x B / s = Ci owA i s

the largest .
From (3.7) , th e delay-optimize d least-square s equalize r i s give n b y th e not h

column o f A .
Example 3. 1 Le t u s conside r th e followin g tw o F I R channels :

1
C0(z)=l + 2z- ,
_1
d(z)= l + 0.95z .
For th e channe l Co(z), a causa l stabl e zero-forcin g equalize r a zf(n) doe s no t

exist becaus e l/Co(z) ha s a pol e a t z = 2 , which i s outsid e th e uni t circle .
On th e othe r hand , th e invers e \jC\(z) i s causa l an d stable . No w w e conside r
F I R least-square s equalizer s wit h differen t orders . Th e syste m dela y n o i s
chosen optimally . Figur e 3. 2 show s th e plo t o f î s versu s L a, an d Tabl e 3. 1
shows th e smalles t L a neede d t o achiev e th e liste d targe t value s o f î s for
Co(z) an d Ci(z), respectively . Observ e t h a t fo r th e channe l Co(z), wit h a
relatively smal l orde r L ai w e ar e abl e t o mak e th e overal l impuls e respons e
very clos e t o a n impuls e 8{n no) . O n th e othe r hand , i t i s no t a s eas y
to equaliz e th e channe l C\(z). T o achiev e th e sam e targe t d,isi w e nee d a
much longe r equalize r fo r C\{z). Fo r example , whe n th e targe t î s = 10 -3,
the smalles t equalize r orde r neede d i s L a = 4 fo r Co(z) an d L a = 4 4 fo r
C\(z). Thi s ca n b e explaine d a s follows . T o ge t a smal l &, th e equalize r
a(n) shoul d approximat e th e impuls e respons e o f z~ n jC\(z\ whic h ha s th e
form (0.95) n _ n , a quantit y decayin g slowl y wit h n . Thu s w e nee d a lon g
equalizer a{n). O n th e othe r hand , fo r th e channe l Co(z), i f w e choos e th e
equalizer a s
A(z) = 0.5z~ La ( 1 - 0.5z + 0 . 5 V + (-0.5) La La

z ),
then th e transfe r functio n wil l b e

La
T(z) = A(z)C 0(z)= 0 . 5 ( - 0 . 5 ) L a + z~ ~\
3 . 1 . Zero-forcin g equalizer s 37
If th e syste m dela y i s chose n a s n o = L a + 1 , the n th e quantit y d(no) i s equa l

to 0 . 5 2 L a + 2 , whic h decay s a t a muc h faste r rate . Thi s explain s wh y w e ar e
able t o achiev e th e targe t value s o f î s liste d i n Tabl e 3. 1 wit h a relativel y
small L a. Not e t h a t th e fac t t h a t 1/CQ(Z) i s unstabl e doe s no t m a t t e r whe n
we desig n th e F I R least-square s equalizers .
C0(z)
C^z)
x x x x x x x x x x x x x x x x x
51 01 52 0
L
Figure 3.2 . Se e Exampl e 3.1 . A plo t o f d,i
Target dj8 La forQ (*) La for CiO )

0.1 1 6
0.05 1 10
0.01 3 23
0.005 3 29
0.001 4 44
Table 3 . 1 . Se e Exampl e 3.1 . Smalles t equalize r orde r L a neede d fo r Co(z) an d Ci(z)

to achiev e th e targe t Sd,is-
Effect o f channe l nois e T h e channe l nois e ha s bee n ignore d i n th e abov e

analysis. Suppos e no w ther e i s channe l nois e q(n). T h e nois y outpu t x(n) i s
given b y (3.1) . Defin e th e outpu t erro r e(n) x(n) x(n no). I n thi s case ,
the outpu t erro r i s give n b y
e(n) = (a* c* x)(n) x(n no) + (a * q)(n) . (3.11)

G-sig yTl) eq(n)
W h e n th e convolutio n ( a * c)(n) i s no t a n impuls e 8{n no), th e quantit y

sig{n) i s no t zero . Th e outpu t erro r consist s o f tw o terms : th e signal -
dependent t e r m e sig(n) an d th e noise-dependen t t e r m e q(n). A least-square s
equalizer ai s(n) minimize s onl y th e powe r o f e sig(n). Th e filtered nois e
(ais * q)(n) ma y hav e a larg e power , a s demonstrate d i n Exampl e 3.2 .
Example 3. 2 I n thi s example , th e channe l i s C\(z) = 1 + 0.952: - 1 , wit h a n

AWGN q(n) o f variance A/o = 0.3 . Th e signa l x{n) i s assumed t o b e zero-mea n
WSS, uncorrelate d wit h th e noise , an d it s spectru m i s assume d whit e wit h
variance x = 1 . Thu s th e SN R i s 10/ 3 (5.2 3 dB) . Th e equalize r i s designe d
using th e delay-optimize d least-square s approach . I n Fig . 3.3 , w e plo t th e
following thre e erro r variance s versu s th e equalize r orde r L a:
E[\e{nf E[\eslg(n)\\ at = E[\e q(n)\

2
}.
Figure 3.3 . Se e Exampl e 3.2 . Th e variance s o f e(n) , e; s ;(n), an d e q(n) define d i n

(3.11) versu s th e equalize r order s L a.
From th e plot , w e se e t h a t th e varianc e o f th e signal-dependen t t e r m e sig(n)

decreases monotonicall y wit h respec t t o L a, bu t th e varianc e o f th e noise -
dependent t e r m e q(n) increase s a s L a increases . A s a result , whe n L a i s
3.2. Orthogonalit y principl e an d linea r estimatio n 39
large the outpu t erro r varianc e o 2e is dominated b y the nois e power o 2e , which
increases a s L a increases . Increasin g th e lengt h o f the least-square s equalize r
leads t o a large r outpu t error !
The nois e amplificatio n ca n als o b e understoo d fro m a frequenc y domai n
viewpoint. Whe n L a increases , th e approximatio n ci(n ) * ai s(n) ~ S(n
no) become s mor e accurate . I n th e frequenc y domain , Ai s(eÛJ) approache s
l/Ci(ejuJ) whe n L a i s large . A s Ci(e juJ) i s a lowpas s filter wit h Ci(e j7r) =
0.05, th e equalize r Ai s{e^) i s a highpas s filter wit h Ai s(e^) ~ 20 ; the high -
frequency componen t o f th e channe l nois e q(n) i s severel y amplifie d b y th e
least-squares equalizer .
As w e ca n se e fro m th e abov e example , thoug h a least-square s equalize r

ais(n) ca n effectivel y reduc e th e signal-dependen t ter m e sig(n), it s abilit y t o
combat th e channe l nois e i s limited . A bette r desig n o f th e equalize r shoul d
take bot h e sig(n) an d e q(n) int o consideration . B y designin g a n equalize r
that minimize s th e outpu t erro r varianc e ^[|e(n)| 2 ], w e ar e abl e t o minimiz e
the combine d effec t o f th e signal-dependen t ter m an d th e nois e term . Befor e
we proceed t o stud y suc h equalizers , w e introduce i n Sectio n 3. 2 a usefu l too l
called th e orthogonalit y principle . Thi s principl e play s a n importan t rol e i n
many area s o f signa l processin g an d communications .
3.2 Orthogonalit y principl e an d linea r estimatio n

In digital communications, w e frequently fac e the problem of estimating a ran-
dom variabl e x fro m som e noisy observation s yo , 2/i ? ? VK-I- Th e estimat e
x i s ofte n obtaine d b y takin g a linea r combinatio n o f th e observe d samples ;
that is ,
x = a 0y0 + aiy i H h a K-\VK-\.
This i s known a s a linear estimator . W e would lik e to find ai s o that x i s close
to x i n som e sense . Defin e th e estimatio n erro r e a s
e = x x.
One commonl y use d criterio n i s th e mea n square d erro r (MSE ) ^[|e| 2 ]. Th e

optimal estimat e x tha t minimize s th e MS E i s known a s the minimu m mea n
squared erro r (MMSE ) solution . A powerfu l too l fo r finding th e MMS E
solution i s the orthogonalit y principle , outline d i n Theore m 3.1 .
Theorem 3. 1 Th e linea r estimat e x minimize s th e MS E ^[|e| 2 ] i f an d onl y if
E[ey?]=0, fo r i = 0 , 1 , . . . , K - 1 ; (3.12 )
that is , i f an d onl y i f th e estimatio n erro r e i s orthogona l t o ever y observe d

sample yi.
Proof. Suppose x i s the estimat e tha t satisfie s (3.12 ) an d e = x x.

Let x b e anothe r linea r estimat e o f x. Le t u s rewrit e th e MS E fo r x a s
E[\x - x\ 2} = E[\x -x + x- x \
2
}.
Expanding th e right-han d sid e o f th e abov e equation , w e hav e
E[\e\2} + E[\x - x \2} + E[e (x - x )*} + E[e* (x - x )].
Note t h a t x x i s a linea r combinatio n o f yi. Becaus e e i s orthogona l

to ever y yi , i t i s orthogona l t o x x. Thu s w e hav e
2
E[\x-x\= } E[\e \2} + E[\x - x \2} > E[\e \
2
}.
T h e inequalit y become s a n equalit y i f an d onl y if x = x.
T h e orthogonalit y principl e finds man y applications . Fo r example , i t ha s

been successfull y applie d t o th e topi c o f linea r predictio n theor y [164] . W e
will sho w ho w t o appl y th e principl e t o th e desig n o f MMS E equalizer s i n th e
next section .
Figure 3.4 . Geometrica l interpretatio n o f th e MMS E estimate .
T h e orthogonalit y principl e als o ha s a nic e geometrica l interpretation .

Note t h a t th e estimat e x i s a linea r combinatio n o f yi an d thu s belong s t o th e
subspace spanne d b y yi. W e wis h t o find th e elemen t i n thi s subspac e t h a t
is "closest " t o x. Fro m th e theor y o f linea r algebra , thi s closes t elemen t x
is th e orthogona l projectio n o f x ont o th e subspac e spanne d b y yi. Thi s i s
precisely wha t i s state d i n th e orthogonalit y principle : th e MMS E estimat e
x i s suc h t h a t th e erro r e i s orthogona l t o ever y yi an d henc e al l o f thei r
linear combinations . Therefor e th e thre e quantitie s x, x, an d e for m a
right triangl e wit h x, x, an d e bein g th e hypotenuse , th e base , an d th e
height, respectively . Figur e 3. 4 illustrate s thi s geometrica l relationship . I n
particular, i t implie s t h a t
E[xe*] = 0;
t h a t is , th e MMS E estimat e an d it s estimatio n erro r ar e orthogonal . Fro m
the P y t h a g o r e a n theorem , w e kno w t h a t the y satisf y
E[\x\2] = E[\e \
2
]+E[\x\%
a relatio n t h a t ca n als o b e verifie d directl y b y usin g th e orthogonalit y princi -
ple. I t follow s fro m th e abov e equatio n t h a t th e powe r o f th e MMS E estimat e
x i s alway s les s t h a n t h a t o f x, unles s th e estimatio n erro r i s zero .
3.2.1 Biase d an d unbiase d linea r estimate s

A linea r estimat e x o f x i s sai d t o b e a n unbiase d estimat e i f
otherwise i t i s sai d t o b e biased . I n man y digita l communicatio n systems ,

the linea r estimat e x i s usuall y th e outpu t o f a n equalizer . I t i s ofte n possibl e
to writ e th e estimat e i n th e for m
x = ax + T , (3.13 )
where r i s a rando m variabl e relate d t o th e channe l nois e an d interferin g

symbols. Usuall y w e ca n mak e th e followin g assumptions 2 abou t r :
(i) r ha s zero-mean ,
E[T] = 0;
(ii) r i s statisticall y independen t o f x.
From (3.13) , w e ca n writ e
^ [ x | x ] = ax + ^[T|X] .
Using th e abov e tw o assumptions , ^ [ r | x ] = E[r] = 0 an d w e hav e
^ [ x | x ] = ax.
Therefore w e conclud e t h a t th e estimat e x expresse d i n th e for m i n (3.13 ) i s

biased i f a ^ 1 . Not e t h a t th e fac t t h a t r i s statisticall y independen t o f x
implies t h a t x an d r ar e uncorrelated , bu t th e convers e ma y no t b e true .
As w e wil l se e i n Sectio n 3.3 , th e outpu t o f a n MMS E equalize r i s a bi -
ased estimat e o f th e desire d signal . I f th e bia s i s no t remove d befor e applyin g
symbol detectio n a t th e receiver , th e bi t erro r rat e (BER ) wil l increas e (Sec -
tion 3.4) . T h e bia s ca n b e remove d easil y b y dividin g x b y a; th e resul t wil l
be a n unbiase d estimat e
X T
= + - (3.14)
a a
Biased an d unbiase d SNR s Le t x b e a n estimat e o f x an d assum e t h a t

they ar e relate d b y (3.13) . Defin e th e erro r a s e = x x. W e sa y th e SNR ,
2
^biased = - f , (3.15 )
is a biase d SN R i f x i s biased . W h e n th e bia s i s remove d a s i n (3.14) , w e

T h e unbiase d SN R i s give n b y
= J ^ . (3.16 )
2
In mos t practica l communicatio n systems , thes e assumption s ar e ofte n vali d becaus e
(i) th e channe l nois e i s usuall y zero-mea n an d independen t o f th e desire d signa l x, an d (ii )
the transmitte d symbol s ar e usuall y ii d wit h zer o mean , whic h implie s tha t th e interferin g
symbols ar e als o independen t o f x an d o f zero-mean .
Note t h a t w e hav e use d variance s i n th e abov e definition s o f th e biase d an d

unbiased SNRs . Becaus e al l rando m variable s ar e assume d t o hav e zero-mean ,
their variance s ar e th e sam e a s thei r mea n square d errors .
As w e wil l se e below , th e MMS E estimat e x i s alway s biase d unles s it s
estimation erro r e = 0 , whic h i s impossibl e whe n th e observe d sample s yi
contain noise . Ther e i s a simpl e relatio n betwee n th e biase d an d unbiase d
SNRs o f a n MMS E estimate , a s state d i n th e followin g lemm a [28] .
Lemma 3. 1 Suppos e t h a t th e MMS E estimat e x ca n b e expresse d a s x =

ax + r , wher e r satisfie s Assumption s (i ) an d (ii) . The n th e biase d SN R
fibiased an d th e unbiase d SN R /3 are relate d b y
^biased = P + I -
Moreover th e constan t a i s real , satisfyin g 0 < a < 1 , an d th e biase d an d
unbiased SNR s ca n b e respectivel y expresse d a s
^biased = " , (3-17 )

1 a
P= - .a (3.18 )
I a
Proof. Le t x b e th e MMS E estimat e o f x. Usin g (3.13) , w e ca n writ e

the estimatio n erro r a s
e = x x = (a l)x + r .
Note t h a t th e unconditiona l mea n i[ej_ ] i s zer o becaus e th e expectatio n

operation i s ove r al l rando m variables . Th e MS E an d varianc e o f e ar e
the same . A s x an d r ar e uncorrelated , th e varianc e (o r MSE ) o f e
can b e writte n a s
a2 = \a-l\ 2a2x+a2. (3.19 )
On th e othe r hand , w e hav e i?[eê^ ] = E[e(x* #*)] , whic h i s equa l
to E[ex*] becaus e e i s orthogona l t o x. S o w e ca n writ e
a2e = E[-e x*}= E[-((a - l)x + r)x*] = ( 1 - a)a 2

x. (3.20 )
One direc t implicatio n o f th e abov e expressio n i s t h a t , whe n w e writ e

an MMS E estimat e a s x = ax + r , th e constan t a i s a rea l numbe r <
1. Usin g th e fac t t h a t G\ < o^ , Eq . (3.20 ) implie s t h a t a > 0 .
Substituting (3.20 ) int o (3.15) , w e immediatel y ge t th e expressio n o f
biased SN R give n i n (3.17) . Usin g (3.19 ) an d (3.20) , w e find t h a t
o~T = a(l a)a x.
Substituting th e abov e expressio n int o (3.16) , w e ge t

22
13 a(l a)cr '

x
which simplifie s t o (3.18) . I t follow s fro m th e tw o expression s (3.18 ) an d

(3.17) t h a t biased = / 3+ l .
Note t h a t th e expressio n (3.20 ) implie s t h a t a = 1 if an d onl y i f the estimatio n

error e = 0 . I n othe r words , an MMSE estimate is always biased unless
x = x. Becaus e a n MMS E estimato r minimize s th e mea n square d erro r
^ [ | e | 2 ] , i t maximize s th e biase d SN R biased = ^ / ^ [ | e | 2 ] - Ou r nex t lemm a
shows t h a t i f w e remov e th e bia s o f th e MMS E estimat e a s i n (3.14) , thi s bias -
removed MMS E estimat e i s als o th e bes t linea r unbiase d estimate . Therefor e
to ge t a n optima l unbiase d estimate , w e ca n firs t find a n MMS E estimat e an d
then remov e th e bia s o f th e MMS E estimat e befor e symbo l detection . A s bia s
is invariabl y remove d befor e symbo l detection , th e bia s remova l operatio n i s
implicit i n al l MMS E receiver s an d i t i s usuall y no t show n i n th e syste m bloc k
diagram.
Lemma 3. 2 [28 ] Suppos e t h a t th e MMS E estimat e ca n b e expresse d i n th e

form o f (3.13) . Defin e th e unbiase d estimat e
%unb,A. X_\_/OL.
T h e n an y othe r linea r unbiase d estimat e o f x canno t hav e a large r SN R t h a n

%unb,.L' ^
Proof. Le t u s assum e th e contrary . Suppos e t h a t ther e i s a n unbiase d

linear estimat e wit h a highe r SNR . Le t
be suc h a n unbiase d linea r estimate . It s unbiase d SN R i s give n b y
which i s assume d t o b e large r t h a n /3 , the SN R o f x Mn 6,- Usin g th e fac t

t h a t ^biased = / 3 + 1 , w e hav e ^biased < ft' + 1 , whic h ca n b e rewritte n
as
22
ox ^ ^_x_ I i
Hbiased o " ô \ i
where a\ i s th e MS E o f x. Rearrangin g th e terms , on e get s
< > ra- (3-2 D

Now construc t a ne w estimat e a s
22
X
=
_ 9i _ 2 X= ZJ2 I _ 2y X
~^~ ) '
22
-cri at
J u
x^ eu xûe
As th e estimat e x' i s unbiased , w e hav e i[0|a; ] = 0 , whic h implie s t h a t

the zero-mea n rando m variable s x an d 0 ar e uncorrelated . S o th e ne w
MSEis
Simplifying th e abov e expression , w e ge t

22
2 _ l0
o\ 2i n- 2 *
<T + (T\
Using (3.21) , w e wil l hav e o 2e,, < a^ , a contradiction ! Thu s w e conclud e

t h a t ther e doe s no t exis t an y unbiase d linea r estimat e wit h a highe r SN R
t h a n x,. nh. i
3.2.2 Estimatio n o f multipl e rando m variable s

T h e orthogonalit y principl e ca n als o b e applie d t o solv e th e proble m o f esti -
mating mor e t h a n on e rando m variable . Suppos e w e ar e t o estimat e M ran -
dom variable s Xi, 0 < i < M 1, fro m K observe d sample s yj , 0 < j < K 1.
A linea r estimat e o f xi ha s th e for m
K-l
Xi = / j dijVj-
3=0
Defining th e vector s x = [xo . . . % _ i ] T , y = [yo . . . yK-i] T', an d x =

[xo . . . XM-I] T, th e proble m become s on e o f estimatin g th e rando m vecto r x
from th e observe d vecto r y :
x = Ay ,
where A i s th e M x K matri x give n b y [A]^ - = a^- . Defin e th e erro r vecto r
e = x x , wher e th e kth entr y i s th e kth estimatio n erro r e ^ = Xk Xk-
Our ai m i s t o find A suc h t h a t iêê ] i s minimized . Not e t h a t minimizin g
iêê] i s equivalen t t o minimizin g ^[|e/e| 2 ] fo r ever y k. B y th e orthogonalit y
principle, th e estimat e Xi i s optima l i n th e MMS E sens e i f an d onl y i f ever y
estimation erro r e ^ = Xi Xi i s orthogona l t o ever y yj. T h a t is ,
E[eiVj] = 0 , fo r0 < i < M - 1 ,0 < j < K - 1 ,
or equivalentl y i n matri x for m
?[eyt] = 0 . (3.22 )
T h e MMS E estimat e x ^ i s suc h t h a t th e erro r vecto r e ^ i s orthogona l t o th e

observed vecto r y . A s th e MMS E estimat e ha s th e for m x ^ = A y , th e erro r
vector i s orthogona l t o x ^ a s well :
E[e^}= 0.
In othe r words , ever y e^ i s orthogona l t o ever y % , j _ . Usin g th e fac t t h a t

i ? [ e ^ x j= 0 (whic h follow s directl y fro m th e abov e expression) , i t ca n
3.3. M M S E equalizer s 45
be show n t h a t th e length s o f th e thre e vector s xj_ , ej_ , an d x satisf y th e

P y t h a g o r e a n theorem :
# [ x t x ] = E[JC\JC ] + E[e{e };
the sam e righ t triangl e relatio n continue s t o hold . A s i n the cas e o f one rando m
variable, th e MMS E estimat e x ^ i s a biase d estimat e unles s th e estimatio n
error e ^ = 0 . Thu s th e followin g SN R fo r th e kth estimat e i s biased :
o
G
xh ,
n ^/c,_ L
Pk,biased o
W h e n th e kth estimat e ca n b e expresse d a s Xk, = otk^k + r^ fo r som e zero -

mean rando m variabl e r ^ t h a t i s statisticall y independen t o f & , the n i t ca n
also b e show n t h a t th e biase d an d unbiase d SNR s are , respectively , give n b y
fik,biased = an d j3k =.
1 - Oi k t - a k
T h e relatio n (3k,biased = flk + 1 continue s t o hol d fo r al l k. Moreove r th e

bias-removed MMS E estimat e Xk,/otk als o maximize s th e unbiase d SN R /3k
among al l unbiase d estimat e o f x^.
3.3 M M S E equalizer s
We ar e no w read y t o deriv e minimu m mea n square d erro r (MMSE ) equal -
izers. Conside r th e transmissio n syste m i n Fig . 3.1 . A n equalize r i s calle d a n
MMSE equalize r i f i t minimize s th e quantit y
E[\e(n)\2}=E[\x(n)-x(n-n0)\2},
where th e intege r n o i s th e syste m delay . I n thi s section , w e wil l illustrat e ho w

the orthogonalit y principl e i s used t o deriv e MMS E equalizer s fo r F I R channel s
and MIM O (multi-inpu t multi-output ) frequenc y nonselectiv e channels . W e
consider onl y F I R equalizers . Reader s ca n find mor e detail s i n [64] .
3.3.1 FI R channel s
For a n L c t h orde r channe l c(n) wit h nois e q(n), th e receive d signa l i n Fig . 3. 1
is
Lc
y(n) = 2_. c(k)x(n k) + q(n).
k=o
It i s assume d t h a t th e transmitte d signa l x(n) i s a zero-mea n wid e sens e
stationary (WSS ) rando m proces s an d th e nois e q(n) i s a zero-mea n WS S
process uncorrelate d wit h x(n). T h e outpu t o f a n L a t h orde r equalize r a(n)
is give n b y
x(n) = ^ a(k)y(n - k). (3.23 )

/c=0
Define th e outpu t erro r e(n) = x(n) x(n no) , wher e n o i s th e syste m

delay. The n ou r goa l i s to find a(n) s o that i?[|e(n)| 2 ] i s minimized . Tha t is ,
we wis h t o find th e MMS E equalizer . Fro m (3.23) , w e se e tha t finding th e
MMSE equalize r i s equivalen t t o th e proble m o f finding th e MMS E estimat e
of x(n no) fro m th e (L 0 + l ) receive d samples y(n), y(n l), . . . , y(n L a).
The orthogonalit y principl e say s tha t th e estimat e i s optima l i f an d onl y i f
the outpu t erro r e(n) satisfie s
E[e(n)y*(n-k)]=0, fo r 0 < k < L a. (3.24)
We have (L a + 1 ) equations an d w e can solv e for th e (L a + 1 ) unknowns a(n),

0 < n < L a. A matri x approac h t o solvin g suc h a proble m i s give n below .
Matrix formulatio n
Define th e followin g vectors :
a(0 ) " y(n) q(n) x(n)
a(l) y(n- 1 ) q(n - 1 ) x(n 1 )
x (3.25)
a(La) y(n - L a) q(n - L a)_ x(n L)

where L = L a-\- L c. The n w e ca n writ e th e erro r a s e(n) = y T a x(n no).
The orthogonalit y conditio n i n (3.24 ) become s
E[y*(yTa-x(n-n
= 0))] 0 ,
where th e superscrip t * indicate s comple x conjugation . Le t u s denot e th e
autocorrelation matrice s o f y, q , an d x a s R^ , R g , an d R^ , respectively , an d
define th e cros s correlation vector r xy(no) = E[x(n no)y*]. The n th e MMS E
equalizer i s give n by 3
a
= [ R^rlr^(o).
Next w e will expres s a ^ i n term s o f the channe l tap s c{n). Usin g th e relatio n
that y{n) = ( c * x)(n) + q(n), w e ca n writ e th e vecto r y a s
y = cz L x + ^
where Ci ow i s th e ( L + 1 ) x (L a + 1 ) Toeplit z matri x i n (3.4) . Unde r th e
assumption tha t th e nois e q(n) an d transmitte d signa l x(n) ar e uncorrelated ,
we hav e
R 7/ C T T D fi* Rq.
Similarly w e ca n expres s th e cros s correlatio n vecto r r xy(no) a s
i-xy (no) ^lowrXjxJ-n0i
where l n o i s th e uni t vecto r define d i n (3.5) . Th e produc t R * l n o i s simpl y

the not h colum n o f R* . Substitutin g th e expression s o f R ^ an d r xy(no) int o
the expressio n o f a^ , w e obtai n
a C
lowIlxClow + R q ^lowrXjxJ-n0- (3.26)
3
Because eac h entr y o f y i s a mixtur e o f channe l nois e an d transmitte d signal , th e
autocorrelation matri x H y i s i n genera l invertible , excep t fo r som e ver y specia l cases .
3.3. MMS E equalizer s 47
T h e outpu t signa l o f th e MMS E equalize r i s
x(n)= y Ta= x T Q o w a + q T a . (3.27 )
Next w e procee d t o deriv e th e minimize d mea n square d error . Becaus e th e

error e(n) = x(n) x(n no) i s orthogona l t o y , i t i s als o orthogona l t o
x(n). Therefor e w e ca n writ e S(TIQ) = ^[|e^(n)| 2] a s
(no) = E [ - (x(n) - x(n - n 0)) x*(n - n 0)] .
Substituting (3.27 ) int o th e abov e expressio n an d simplifyin g th e result , w e

have
{no) = x- l n 0
R
x c iow \C lowIl*xCiow + R* J C ZowR*lno, (3.28 )
where S x = r x (0 ) = E[\x(n)\ 2] i s th e signa l power . Le t u s defin e th e matri x
B R
^= ^T ^ C l o w [C lowRlCiow + R* J C lowYCx.
T h e n th e minimize d mea n square d erro r ca n b e rewritte n a s
N)= *(l-[Bj no , n o ) . (3.29 )
One direc t consequenc e o f th e abov e expressio n i s t h a t al l th e diagona l entrie s

of th e matri x B ^ satisf y 0 < [ B _!_]&& < 1 (th e non-negativit y o f [ B _!_]&& follow s
from th e fac t t h a t B ^ i s positiv e semidefinite) . Therefor e th e optima l syste m
delay n o i s suc h t h a t th e not h diagona l entr y o f th e matri x B ^ i s th e largest .
One ca n follo w a procedur e simila r t o t h a t o f th e least-square s equalize r t o
obtain a delay-optimize d MMS E equalizer .
Zero-mean ii d input s
In man y systems , th e transmitte d sample s x(n) ar e zero-mea n an d ii d (in -
dependent an d identicall y distributed) . This , i n particular , implie s t h a t th e
autocorrelation matri x R x = XI. I n thi s specia l case , th e MMS E equalize r
and th e matri x B ^ become , respectively ,
a ( C L C I O .+ ^ R ; ) cLlno , (3.30 )
B_L = C iow I C lowCiow + ^ - R g J Clow '^ 3 31

* ^
It follow s fro m th e abov e expression s t h a t a ^ an d B ^ ar e relate d b y Ci owa.=

B ^ l n o . Substitutin g thi s resul t int o th e expressio n o f x(n) i n (3.27) , w e ca n
find t h a t th e MMS E estimat e ca n b e expresse d a s
x(n)= ax(n no) + r ( n ) ,
where
a = [ B J Jn
0,n0 >
Note t h a t th e quantit y r{n) ha s zero-mea n an d i t i s statisticall y independen t

of th e desire d signa l x(n no). Becaus e [Bj_] n 0 j n o < 1 (excep t fo r th e unre -
alistic cas e t h a t q(n) = 0 an d th e channe l c(n) ha s onl y on e nonzer o t a p , se e
Problem 3.15) , th e MMS E estimat e i s a biase d estimate . W e ca n conclud e
from Lemm a 3. 1 t h a t th e unbiase d SN R (3 and th e biase d SN R Phased a r e >
respectively, give n b y
[Bjn o.n o a n d pbiased 1

1 - [ B Jn o , n o 1 - [ B Jn 0 ) n o
T h e relatio n fiuased = /3 + 1 continue s t o hold .
Uncorrelated nois e W h e n th e nois e q(n) i s als o uncorrelated , i.e . H q

A/oI, th e expression s o f a ^ an d B ^ can , respectively , b e simplifie d a s
a
^ = [C lowCiow + -I J C Zowlno,
_L = Ci
B_L ^low ( CjCi ow"I-\
ow \^low^low "I
- J -C1 ^lowi
where 7 i s th e SN R X/NQ. I t i s wel l know n t h a t whe n th e SN R approache s

infinity, a n MMS E equalize r reduce s t o a least-square s equalizer . On e ca n
see t h a t a s th e quantit y I / 7 goe s t o zero , a ^ an d B ^ i n th e abov e formula s
reduce, respectively , t o a/ s an d B / s i n (3.7 ) an d (3.9) . Usin g th e matri x
identity give n i n Proble m 3.18(b) , th e equalize r an d th e matri x ca n als o b e
expressed a s
ax = Cj olu (c lowC\ow + V) l no , (3.32 )
Bi. = Q o t u CL ( C ^ C L + 1) . (3.33 )
These alternativ e formula s ar e sometime s usefu l fo r simplifyin g expressions .
3.3.2 M I M O frequency-nonselectiv e channel s

As w e wil l se e i n late r chapters , MIM O frequency-nonselectiv e channel s aris e
in man y wideban d communicatio n systems . Conside r a transmissio n schem e
where th e t r a n s m i t t e d signa l i s a n M x 1 vector x an d th e receive d signa l i s a
K x 1 vector y . Fo r frequency-nonselectiv e channels , thes e vector s ar e relate d
by
y = C x + q , (3.34 )
where C i s a K x M channe l matri x an d q i s a K x 1 nois e vector , whic h
is independen t o f x . Le t th e equalize r b e a n M x K matri x A . The n th e
equalizer outpu t i s
x = Ay .
T h e outpu t erro r vecto r i s give n b y e = x x. B y th e orthogonalit y principle ,
the MMS E equalize r satisfie s
E[ey^} = 0.
Substituting th e expressio n e = A y x int o th e abov e equation , on e ca n sho w

t h a t t h e MMSE equalize r i s given by
A-_L = K'xyK'y i
where th e auto - an d cros s correlatio n matrice s are , respectively , R ^ = ^ [ y y ^ ]

and H xy = E ^ x y t ] . Usin g t h e fact t h a t x a n d q ar e uncorrelated, on e ca n
express thes e correlatio n matrice s i n terms o f the channe l matri x C an d arriv e
at
A = R x C t [ C R x C t + R g ] _ 1 . (3.35 )
It ca n b e verified t h a t t h e autocorrelation matri x o f the correspondin g outpu t

error vecto r e ^ i s given by
Rex = E[e e{]= K X- K x& [CR xCt + Rg ] _ 1 CR X.
If b o t h R x a n d Hq ar e invertible, w e can apply t h e matrix inversio n lemm a

in Appendi x A to rewrite t h e above expressio n mor e compactl y a s
Rex = (R- 1 + CtR7 1C)"1.
T h e minimize d mea n square d erro r fo r t he kth inpu t signa l Xk is give n b y

^[|e/c,| 2 ] = [Rejjfcfc . T h e minimize d tota l mea n square d erro r i s trace (R e j _).
Special cas e o f scalar frequency-selectiv e channel s Observ e t h a t whe n

C = [c(0 ) c ( l ) . . . c(L c )], x = [x(n) x(n-l) . . . x(N - L C ) ] T , y = y(n) , a nd
q = q(n), t h e MIMO channe l mode l i n (3.34 ) reduce s t o t he special cas e of
scalar channel s discusse d i n t he previous subsection . Therefor e al l t he results
of th e scala r cas e ca n b e obtained fro m t h e formulas fo r t he MIMO case . For
example, t h e MMSE equalize r i n (3.26 ) ca n be derive d fro m t h e formula i n
(3.35) b y making som e appropriat e substitution s (se e Proble m 3.16) .
Zero-mean ii d inputs
W h e n t h e input signal s Xi are zero-mean a n d iid, t h e autocorrelation matri x
reduces t o R x = XI. T h e MMSE equalize r A ^ a n d t he autocorrelatio n
matrix R e becom e
A= Cf CCf + -^R Q

R e = S X[I- B J , (3.36 )
where
C f ( C Cf + - ^ R 0 ) C .
Comparing t h e matrix B ^ wit h t h a t o f the F I R channel cas e i n (3.31) , one

finds t h a t the y ar e identical i f we se t C = Cf ow. Therefor e man y result s are
similar t o those o f the F I R channe l case . Fo r example , al l th e diagona l entrie s
of B ^ ar e smalle r t h a n on e an d th e MMS E equalize r i s alway s biased . T h e

biased SN R o f th e kth estimat e Xk, i s give n b y
Pk,biased
1 - [Bjfcf c
T h e unbiase d SN R i s give n b y /3 k = /3k,biased 1 . I f th e nois e vecto r q i s als o

uncorrelated, on e ca n furthe r simplif y th e result s b y substitutin g H q = A/o I
into th e expression s o f A ^ an d B_L .
3.3.3 Example s
Example 3. 3 Frequency-nonselective scalar channel. Le t u s conside r th e trans -
mission o f th e signa l x ove r a frequency-nonselectiv e channel . Th e receive d
signal i s
y = ex + q,
where th e channe l nois e q i s assume d t o b e zero-mea n an d independen t o f

x. Suppos e w e ar e t o us e th e linea r estimat e x = ay. B y th e orthogonalit y
principle, th e MMS E solutio n i s suc h t h a t th e estimatio n erro r e = x x i s
orthogonal t o th e observatio n y, i.e . E[(x x)y*] = 0 . Thi s mean s E[xy*] =
E[xy*]. Observ e t h a t becaus e x an d q ar e orthogonal , E[xq*\ = 0 ; w e hav e
E[xy*] = c*a 2x an d E[xy*} = a(\c\ 2al + a 2). W e arriv e a t
c*<72 7c *
a= =
| c | ^ + af ^ T T ' (3 '37)
where 7 = (J^jai. T h e MMS E estimat e i s
2
^ 7|c| ic*
T h e outpu t erro r e = x x i s
- 1 7c *
e 2 2
7|c| + l 7 |c| + l
which contain s contribution s fro m b o t h q and x. Th e minimize d MS E i s give n

by
E 3 38
^n = ^frr- ( -)
2
,2i -
T h e biase d SN R i s therefor e give n b y

2
2
Pbiased= ^ [ | e J2] = 7|c| + l .
To remov e th e bias , w e ca n multipl y x b y 1/a t o obtai n th e bias-remove d

M M S E outpu t a s x un\> = x + q/c. I t follow s t h a t th e unbiase d SN R i s
2
P = l\c\ ,
which i s equa l t o ^biased 1 , a s expecte d fro m th e result s o f Lemm a 3.1 . I f

one i s t o us e a zero-forcin g equalizer , th e outpu t wil l b e
xzf= y/c = x + q/c ;
it i s identica l t o th e unbiase d estimat e x unb o f th e MMS E equalizer . I n thi s

case, th e MMS E equalize r ha s th e sam e unbiase d SN R a s th e zero-forcin g
equalizer.
In th e abov e example , w e se e t h a t whe n th e channe l ha s onl y on e nonzer o t a p ,

the unbiase d SN R o f a n MMS E equalize r i s th e sam e a s t h a t o f a zero-forcin g
receiver. W h e n th e bia s o f a n MMS E equalize r i s removed , th e resultin g
o u t p u t i s th e sam e a s a zero-forcin g equalize r an d henc e the y hav e th e sam e
performance. Fo r th e mor e genera l cas e o f F I R channels , th e situatio n i s
different. A n MMS E equalize r ca n yiel d a highe r unbiase d SN R t h a n a zero -
forcing equalize r (i f i t exists ) a s demonstrate d i n Exampl e 3.4 .
Example 3. 4 Frequency-selective scalar channel I n thi s example , th e channe l

is C(z) = 1+0.952: - 1 . Assum e t h a t b o t h th e signa l x(n) an d th e nois e q(n) ar e
zero-mean, white , an d independen t o f each other . Firs t w e fix th e signa l powe r
at S x = 1 an d th e nois e powe r a t A/ o = 0.3 . W e plo t th e variance s o f e(n) ,
esig(n), an d e q(n) (se e Eq . (3.11) ) fo r th e delay-optimize d MMS E equalize r
versus th e equalize r orde r L a. T h e result s ar e show n i n Fig . 3.5 . Comparin g
these result s wit h thos e o f th e least-square s equalize r ai s(n) i n Exampl e 3.2 ,
we se e t h a t ther e i s n o nois e amplificatio n fo r th e MMS E equalizer . T h e
o u t p u t erro r varianc e o\ i s n o longe r dominate d b y th e nois e powe r a 2e whe n
La i s large .
H e(n )
e . (n )
sigv '
-x e q(n)
HI I | | | | || | | | | | | | | |
*X ) ( )( X X X ) ( X X X X X X X X X X
10 1 52 02 5
L
Figure 3 . 5 . Exampl e 3.4 . Th e variances o f e(n) , e Sig(n)} an d e q(n) (define d i n

(3.11)) o f an MMSE equalize r plotte d agains t th e equalizer order s L a.
DQ
D
cc 1 0
CO
55
zero-forcin g
least-square s
MMSE
10 15 20 25 30
Y(dB)
Figure 3 . 6 . Exampl e 3.4 . Th e unbiased SNRs of the M R zero-forcing equalizer 1/C(z),

the least-square s equalize r Ai s(z), an d the MMSE equalize r A(z). Th e orders o f bot h
Ais(z) an d A(z) ar e L a = 16 . Her e 7 = 6 X/MQ.
S (e JC0)
-30
0.2 0. 4 0. 6 0. 8
Frequency normalize d by7t
juJ 2
Figure 3.7 . Exampl e 3.4 . Th e powe r spectr a \C(e )\ Sx(ejuJ) an d ^(e -
Next w e compar e th e unbiase d SNR s o f th e MMS E equalizer , th e least -

squares equalizer , an d th e II R zero-forcin g equalize r 1/C(z). Th e result s ar e
shown i n Fig . 3.6 , wher e 7 = x/Afo an d th e order s o f A(z) an d Ai s(z) ar e
La = 16 . W e se e tha t th e unbiase d SN R o f th e MMS E equalize r i s alway s
higher tha n tha t o f th e least-square s equalizer , confirmin g th e fac t state d i n
Lemma 3. 2 tha t th e MMS E equalize r ha s th e larges t unbiase d SN R amon g
all unbiase d estimate s base d o n th e sam e se t o f observations . Th e differenc e
is mor e prominen t whe n 7 i s small . Thi s i s becaus e fo r a larg e 7 , th e MMS E
equalizer reduce s t o th e least-square s equalizer . Not e tha t i n th e SN R regio n
of 7 < 2 4 dB , wit h a relativ e smal l orde r o f L a = 16 , th e unbiase d SNR s
of bot h th e MMS E an d least-square s equalizer s ar e highe r tha n tha t o f th e
IIR zero-forcin g equalize r eve n thoug h a n II R equalize r employ s al l th e pas t
samples fo r symbo l recovery . Whe n 7 i s large , th e IS I ter m become s mor e
significant. Th e MMS E an d least-square s equalizer s suffe r fro m th e IS I effec t
and thu s ar e inferio r t o th e zero-forcin g II R equalizer .
To understan d ho w a n MMS E equalize r avoid s th e nois e amplificatio n
problem, w e examin e th e equalizer s i n Exampl e 3. 4 fro m th e frequenc y do -
main viewpoint . I n Fig . 3.7 , w e plot th e powe r spectr a \C(e^ UJ)\2Sx(eÛJ) (th e
desired signa l componen t i n the receive d nois y signa l y(n)) an d S q(eJUJ) = A/o
(the nois e component ) fo r S x = 1 an d A/ o = 0.3 . I t i s see n tha t th e low -
frequency conten t o f th e receive d sample s contain s mostl y th e signa l compo -
nent, wherea s it s high-frequenc y conten t i s dominate d b y th e nois e compo -
nent. Figur e 3. 8 show s th e magnitud e response s o f the zero-forcin g equalize r
1/(7(2:), th e least-square s equalize r Ai s(z) an d th e MMS E equalize r A(z),
where th e order s o f b o t h Ai s(z) an d A(z) ar e L a = 16 . Fro m th e figure,

we ca n se e t h a t b o t h th e II R zero-forcin g equalize r an d th e F I R least-square s
equalizer t r y t o recove r al l th e frequenc y component s o f th e signa l x(n). I n
the proces s o f recoverin g x(n), the y als o greatl y amplif y th e nois e componen t
in th e high-frequenc y region . O n th e othe r hand , th e MMS E equalize r A(z)
also trie s t o recove r x(n) i n th e low-frequenc y regio n becaus e th e receive d
signal contain s mostl y th e desire d signa l i n thi s region . I n th e high-frequenc y
region, wher e th e receive d sample s contain s mostl y noise , th e MMS E equalize r
avoids th e nois e amplificatio n proble m b y havin g a smalle r gain .
15
zero-forcin g
10
CD least-square s
CD
C/)
- MMSE
=
o
Q.
"D
E
-5
-10
0.2 0. 4 0. 6 0. 8
Frequency normalize d by7t
Figure 3.8 . Exampl e 3.4 . Th e magnitud e response s o f th e II R zero-forcin g equalize r

1/C(z), th e least-square s equalize r Ai s(z), an d the MMS E equalize r A(z). Th e order s
of bot h Ai s(z) an d A(z) ar e L a = 16 .
Example 3. 5 MIMO channel Le t th e t r a n s m i t t e d signa l x an d th e receive d

signal y b e b o t h 2 x 1 vector s an d le t th e channe l matri x b e
~1 c
c1
where c i s real . Suppos e t h a t c ^ l s o t h a t C i s invertible . I n thi s cas e th e

zero-forcing receive r exist s an d it s outpu t i s
_1
x= x + C q.
Assume t h a t R ^ = xl an d H q = A/oI . Th e autocorrelatio n matri x o f the out -

put erro r i s the n give n b y R e = A/oC~"l"C -1 . On e ca n calculat e th e unbiase d
Figure 3.9 . Exampl e 3.5 . Compariso n o f th e unbiase d SNR s o f th e zero-forcin g an d

MMSE receiver s fo r c = 0.5 .
SNR o f th e zero-forcin g receiver , whic h i s give n b y

(1-c2)2
Pk,zf = \ ^ 2 z 7 , for k = 0 , 1 ,
1+ c
where th e quantit y 7 = S x/Afo. Nex t conside r th e MMS E receiver . Substi -
tuting C int o th e expressio n o f th e autocorrelatio n matri x H e i n (3.36) , w e
find th e tw o outpu t erro r variance s ar e th e same , equa l t o
MKl + T^ + c 2) for k = 0 , 1 .
crj,
J [Re,l] fcfc
k,mmse ~ L"e,_LjK K Q _^ _ ~-l _| _ c 2 \ 2 _ 4 C 2 '
T h e biase d SN R o f th e MMS E receive r i s
~2\ 47C 2
Pk,biased = ( 7 + 1 + 7 C )
I + 7 - 1 + c ,2: *
T h e unbiase d SN R o f th e MMS E receive r ca n b e compute d usin g th e formul a
Pk = Pk,biased ~ 1 , an d i t i s give n b y
47c 2
c2
Pk = 7 + 7 1
l+ 7" +c2'
for / c = 0 , 1 . Computin g th e differenc e betwee n th e unbiase d SNR s o f th e
MMSE an d zero-forcin g receivers , w e ge t
47C 2 47C 2
Pk Pk,zf = T
I + 7 - 1 + c ,:2 '
which i s alway s greate r t h a n zero . Unlik e th e scala r cas e i n Exampl e 3.3 ,
the MMS E receive r ha s a highe r unbiase d SN R t h a n th e zero-forcin g receiver .
T h e tw o unbiase d SNR s fo r c = 0. 5 ar e plotte d i n Fig . 3.9 . I t i s see n t h a t th e
difference ca n b e significan t fo r a moderat e SNR .
3. FI R equalizer s
A A
Ma
w
MMSE rp 1 / I X rp , symbol w
W
receiver P1 ^ detection W
Figure 3 . 1 0 . Symbo l detectio n base d o n th e unbiase d estimat e x unb.
3-4 Symbo l detectio n fo r M M S E receiver s

From earlie r discussions , w e kno w t h a t a n MMS E estimat e i s biased . A s
the equalize r outpu t i s x = ax + r fo r som e a < 1 , th e constellatio n point s
are contracte d b y a facto r o f a an d th e boundarie s fo r th e nearest-neighbo r
decision rul e (NNDR ) hav e bee n changed . Therefor e i f th e bia s i s no t re -
moved befor e makin g a symbo l decision , th e origina l decisio n boundarie s i n
the N N D R wil l n o longe r b e optimal . Thi s wil l increas e th e symbo l erro r rat e
(SER) a s demonstrate d late r b y Exampl e 3.6 . Thu s fo r MMS E equalizers , i t
is importan t t o remov e th e bia s an d mak e th e symbo l detectio n base d o n th e
unbiased estimat e
Xunb = x/a = x + r/a.
This operatio n i s demonstrate d i n Fig . 3.10 . Th e outpu t erro r o f th e unbiase d
estimate i s therefor e give n b y r/a; i t i s amplifie d b y a facto r o f 1/a. Fro m
(3.18), w e kno w t h a t a i s relate d t o th e unbiase d SN R (3 as
One ca n se e fro m th e abov e formul a t h a t a wil l approac h on e a s f3 increases .

For example , a = 0. 9 i f (3 = 9 , an d a = 0.9 9 i f (3 = 99 . W h e n th e SN R i s ver y
high, th e bia s become s negligible .
Computing SE R usin g formula s I n Chapte r 2 , th e SE R formula s fo r

PAM an d QA M symbol s ar e derive d (se e (2.12 ) an d (2.17)) . Thes e formula s
are derive d unde r th e assumptio n t h a t th e nois e i s Gaussian . Fro m earlie r
discussion, w e kno w t h a t th e quantit y r consist s o f b o th nois e an d ISI . Thoug h
the channe l nois e is , i n general , Gaussian , th e IS I t e r m i s a linea r combinatio n
of th e t r a n s m i t t e d symbols , whic h ar e no t Gaussian . However , i t i s know n
[119] t h a t r ha s a n approximatel y Gaussia n distributio n whe n th e numbe r
of t r a n s m i t t e d symbol s contributin g t o th e IS I t e r m i s sufficientl y large , e.g .
32. Th e Gaussia n tai l render s a ver y nic e approximatio n o f bi t erro r rat e
[119, 189 , 190] . A s w e will se e i n Exampl e 3.7 , thi s approximatio n i s extremel y
good, an d th e formula s derive d i n Sectio n 2. 3 giv e a ver y accurat e estimat e
of SER .
Example 3. 6 Suppos e th e modulatio n symbo l s i s a n equiprobabl e 2-bi t PA M

symbol wit h s G { 1, 3 } . Suppos e t h a t ther e i s n o signa l processin g a t th e
transmitter s o t h a t th e t r a n s m i t t e d signa l i s x = s. On e ca n calculat e th e
signal powe r an d i t i s give n b y a^ = x = 5 . Assum e t h a t th e channe l
3.4. Symbo l detectio n fo r MMS E receiver s 57
is AWGN . S o th e receive d signa l i s y = x + g , wher e th e nois e powe r i s

(Tq = A/ o = 1 . T h e quantit y 7 i s S x/Afo= 5 . W e conside r tw o differen t
receivers.
(a) Zero-forcing equalizer T h e outpu t o f a zero-forcin g equalize r i s x zf=

y = x + q. T h e MS E i s give n b y
E[\ezf\2]=E[\q\
= 2
] l.
From (2.12) , th e symbo l erro r probabilit y i s give n b y
SER=
zf 3/2Q(l ) = 0.238 .
(b) FIR MMSE equalizer Fro m (3.37) , w e hav e a = 7 / ( 7 + 1 ) = 5/ 6 an d

the equalize r outpu t i s
x = ay = 5/6 x + 5/6g .
T h e MMS E estimat e x i s biased . T h e MS E i s give n b y
E[\e J 2 =
]= ^ 5/6 ,
which i s smalle r t h a n ^ [ | e ^ / | 2 ] . Thoug h i t ha s a smalle r erro r variance ,

the MMS E equalize r doe s no t necessaril y hav e a bette r SE R performanc e
t h a n th e zero-forcin g equalizer . I n fac t i f th e bia s i s no t remove d befor e
making a symbo l decision , th e receive r t h a t employ s a n MMS E equalize r
can hav e a wors e SE R performance . Suppos e th e receive r use s N N D R
for makin g decision s withou t takin g th e bia s int o consideration . Le t
us comput e th e SER . Give n t h a t s i s transmitted , x = 5/6 s + 5/6q i s
a Gaussia n rando m variabl e wit h mea n m = 5/6 s an d varianc e a 2 =
( 5 / 6 ) 2 , t h a t is ,
p(|s) = _^ = e -(x-m)2/(2^)B
Below w e calculat e th e probabilit y o f symbo l erro r whe n s = 1 is trans -

mitted. T h e derivation s fo r othe r case s ar e similar . Accordin g t o NNDR ,
the decisio n J i s correc t i f 0 < x < 2 . A symbo l erro r occur s i f eithe r
x < 0 o r x > 2 , t h a t is ,
P ( s ^ s\s = 1 ) = P(x < 0\s = 1 ) + P(x > 2\s = 1) .
Using th e Q function , w e ca n writ e P(x < 0\s = 1 ) = Q ( l ) an d P(x >

2\s = 1 ) = Q ( 7 / 5 ) . Therefor e
P(s + s\s = 1 ) = Q ( l ) + Q ( 7 / 5 ) = 0.2394 .
Using a simila r procedure , on e ca n verif y t h a t P(s ^ s\s = 1 ) = P(s ^

s\s = 1 ) an d
P ( s ^ s\s = 3) = P(x < 2\s = 3 ) = Q ( 3 / 5 ) = 0.2743 .
As a result , w e hav e a symbo l erro r rat e o f SER^^^ = 0.2569 , whic h

is large r t h a n SER zf i n P a r t (a) . T h e MMS E receive r ha s a wors e SE R
performance i f th e bia s i s no t corrected !
Suppose w e remov e th e bia s b y dividin g x b y 5/6 , th e resul t wil l b e x/a =

x + q = x zf, i t i s identica l t o t h a t o f a zero-forcin g equalizer . Thu s w e
conclude t h a t i n thi s specia l cas e th e MMS E an d zero-forcin g equalizer s hav e
the sam e B E R performance . Thi s exampl e demonstrate s th e importanc e o f
bias remova l befor e th e symbo l detectio n a t th e receiver .
10
LU 1 0
MMSE, Monte-Carl o
* MMSE , formula
10 IIR , zero-forcing
10
10 15 20 25 30
Y(dB)
Figure 3 . 1 1 . Exampl e 3.7 . Symbo l erro r rat e versu s SN R 7 = x/J\fo.
Example 3. 7 Conside r th e channe l i n Exampl e 3.4 . Suppos e t h a t x(n) i s

an equiprobabl e 2-bi t PA M symbol . Tw o differen t equalizers , th e II R zero -
forcing equalize r an d a 16t h orde r MMS E equalizer , ar e considered . T o obtai n
the SE R o f th e system , w e us e Mont e Carl o simulation . Figur e 3.1 1 show s
the plot s o f SE R versu s th e SN R 7 = x/Afo. Not e t h a t whe n th e channe l
is frequency-selective , a n F I R MMS E equalize r ca n hav e a smalle r SE R t h a n
the II R zero-forcin g equalize r fo r a moderat e SN R 7 . I n th e sam e figure, w e
also plo t th e SE R value s obtaine d b y substitutin g th e unbiase d SN R o f th e
M M S E equalize r int o th e SE R formul a i n (2.12) . I t ca n b e see n t h a t th e SE R
values obtaine d fro m th e Mont e Carl o experimen t ar e indistinguishabl e fro m
those obtaine d fro m th e formula ; th e IS I t e r m i s wel l modele d b y a Gaussia n
distribution.
Example 3. 8 I n thi s example , w e stud y th e effec t o f channe l zero s o n th e

performance o f th e MMS E equalizers . Th e orde r o f th e equalize r i s L a = 32 .
T h e t r a n s m i t t e d sequenc e x{n) i s a 3-bi t PA M symbo l an d th e nois e q(n) i s
3.5. Channel-shortenin g equalizer s 5 9
10 1 52 02 53 03 54 0
SNR (dB)
Figure 3 . 1 2 . Exampl e 3.8 . Effec t o f channe l zer o o n th e SE R performanc e o f th e

MMSE equalizers .
white an d Gaussian . Th e channe l i s give n b y
Note tha t th e channe l i s normalize d s o tha t i t ha s uni t energ y fo r al l p.

The channe l ha s a zer o a t z = p. Figur e 3.1 2 show s th e SE R o f th e delay -
optimized MMS E equalize r fo r variou s position s o f th e channe l zeros . Whe n
p = 0 , th e channe l become s a n AWG N channe l an d th e SE R i s th e smallest .
It i s see n fro m th e figur e tha t whe n th e zer o move s close r t o th e uni t circle ,
SER become s worse . Th e syste m ha s th e wors t SE R performanc e whe n th e
channel zer o i s o n th e uni t circle . Moreover , not e tha t whe n th e channe l
zero i s replace d wit h it s reciprocal , th e SE R performanc e i s unchanged. Thi s
phenomenon ca n b e explaine d usin g th e resul t i n Proble m 3.12 .
3.5 Channel-shortenin g equalizer s

Example 3.8 demonstrates that th e performance o f equalizers depends strongl y
on the locatio n o f channel zeros . Whe n th e channe l ha s a zero on the uni t cir -
cle, th e zero-forcin g equalize r i s unstabl e an d th e performanc e o f th e MMS E
equalizer become s unsatisfactory . A s w e wil l se e i n late r chapters , w e ca n
greatly alleviat e thi s proble m b y usin g transmissio n scheme s tha t inser t som e
redundant sample s known as the guard interva l to the transmitted signal . Th e
number o f redundan t sample s require d i s usuall y equa l t o th e channe l orde r

Lc. Fo r transmissio n environment s suc h a s digita l subscribe r loop s (DSL) ,
the channe l ca n b e ver y long ; havin g redundan t sample s a s lon g a s th e chan -
nel orde r become s impractical , a s i t wil l significantl y reduc e th e transmissio n
rate. Thu s fo r thes e applications , w e ofte n emplo y a n equalize r a t th e receive r
to shorten the channel. Suc h a channel-shortenin g equalize r i s ofte n calle d th e
time domai n equalize r (TEQ) . I t i s s o name d becaus e th e ai m i s t o equaliz e
the channe l i n th e tim e domai n t o a shorte r length , an d a T E Q i s ofte n use d
together wit h anothe r se t o f equalizer s calle d frequenc y domai n equalizers .
In thi s section , w e shal l stud y th e desig n o f F I R T E Q fo r F I R channels .
Let th e channe l b e a n L c th-order F I R filter C{z). Th e receive d signa l i s give n
by
y(n) = (c*x)(n) + q(n),
where q(n) i s th e channe l noise , whic h i s assume d t o b e uncorrelate d wit h

x(n). Le t th e T E Q a(n) b e a n L a t h - o r d e r F I R filter. The n w e ca n writ e it s
output a s
x(n) = (t * x)(n) + (a * q)(n),
where th e "effectiv e impuls e response " t(n) i s give n b y
La
t(n) = (a * c)(n) = N , a(k)c(n k).
k=o
Unlike th e previousl y studie d equalizers , th e goa l o f havin g a T E Q a(n) i s no t

to produc e a n outpu t x(n) t h a t i s clos e t o x(n no) fo r som e no. It s goa l
is t o shorten th e effectiv e channe l t(n) t o som e predetermine d targe t length ,
say (y + 1) , whic h i s usuall y a n intege r muc h smalle r t h a n L c. Fo r a n Lcth -
order F I R channe l an d a n L a t h - o r d e r F I R T E Q , th e lengt h o f ( a * c){n) i s
{La + L c + 1) ; th e channe l i s i n fac t lengthened rathe r t h a n shortened . T h e
cascade (a * c)(n) ca n neve r b e a filter o f lengt h (y + 1) , bu t i t ca n b e a goo d
approximation i n th e sens e t h a t th e coefficient s o f (a * c) (n) t h a t fal l outsid e a
window o f length (z^+1 ) ar e insignificant . B y doin g thi s w e effectively shorte n
the lon g impuls e respons e c(n) t o a "short " impuls e respons e ( a * c)(n). W e
now describ e th e mathematica l formulatio n o f th e problem . Suppos e w e ar e
to desig n a(n) s o t h a t mos t o f th e energ y o f t(n) lie s i n a prescribe d windo w
of lengt h (y + 1) , sa y n o < n < no + v. Le t u s rewrit e th e equalize r outpu t a s
n0 + v
x(n) = 2_j t(k)x(n k) + V ^ t(k)x(n k) +(a* q)(n).
k=n0 kg[n 0,n0+v] , .
vv / vj _ 1 ^/ Qo(n)
Xd(n) x u(n)
T h e thre e quantitie s Xd(n), x u(n), an d q 0{n) are , respectively , th e desire d

signal du e t o th e impuls e respons e withi n th e window , th e undesire d signa l (i.e .
the IS I term ) du e t o th e impuls e respons e outsid e th e window , an d th e nois e
term. Assum e t h a t th e t r a n s m i t t e d signa l x(n) i s whit e wit h autocorrelatio n
coefficients r x(k)= S xS(k) an d t h a t th e nois e q(n) i s uncorrelate d wit h x(n).
T h e n w e ca n writ e th e desire d signa l power , th e IS I power , an d th e nois e
3.5. Channel-shortenin g equalizer s 61
power, respectively , a s
no + i/
Pd = x Y, ^ fc
)| 2 > p isi= * Yl l^ fc
)! 2 ' F 9 = ^[l<?o(n)| 2 ]. (3.39 )
k=no fc0[no,no + ^]
T h e coefficient s o f t{n) t h a t fal l insid e th e windo w contribut e t o th e desire d

signal powe r wherea s thos e t h a t fal l outsid e th e windo w contribut e t o th e IS I
power. I n wha t follows , w e wil l expres s thes e thre e quantitie s i n term s o f
the T E Q coefficient s a(n). Defin e L = L a + L c an d le t th e vector s t an d a ,
respectively, b e define d a s i n (3.2) . T h e n thes e vector s ar e relate d b y (3.3) ,
which w e reproduc e below :
where Ci ow i s th e ( L + 1 ) x (L a + 1 ) Toeplit z matri x i n (3.4) . T o captur e th e

desired impuls e respons e i n th e prescribe d window , w e defin e a n (L + 1 ) x
(L + 1 ) diagona l matri x D n o whos e diagona l entrie s ar e
r, _ f 1 , n 0 < n < n 0 + is;
1 noJ
"\ 0 , otherwise .
T h e n th e coefficient s t h a t li e insid e an d outsid e th e windo w are , respectively ,
given b y
(I-Dno)t= (I-D 0 )CJowa.

From th e abov e expressions , w e ca n writ e th e thre e quantitie s i n (3.39 ) a s
Pd
Pisi = xa^CljI - D no)Qowa, (3.40 )
q = a Ixqa ,
where H q i s the (L a + 1 ) x (L a + 1 ) autocorrelatio n matri x o f th e channe l nois e
q(n). Not e t h a t w e hav e use d D j l o D n o = D n o an d ( I D n o ) t ( I D n o ) =
(I Dn o ) i n th e abov e equations . W i t h th e abov e expressions , w e no w procee d
to th e desig n o f th e T E Q a{n). Ther e ar e man y desig n criteri a fo r T E Q .
Below w e conside r th e T E Q t h a t maximize s th e SI R o r SIN R dependin g o n
the availabilit y o f th e nois e statistics .
(1) Maximizatio n o f SI R T h e signa l t o interferenc e rati o (SIR ) i s define d

as
Pd
SIR:
P
1
ISI
Substituting th e expression s fo r Pd an d P ^ int o th e abov e equation , th e T E Q
t h a t maximize s th e SI R i s give n b y
a
Îmi^riQ Cl ow3.
&ovt = ar g niax r -^ .
a a tcL(I-Dno)Qowa
Note t h a t th e proble m o f finding a t o maximiz e th e rati o Pd/Pisi i s equivalen t
to t h a t o f finding a t o minimiz e P ^ unde r th e constrain t Pd = 1 . T h e latte r
criteria i s use d t o desig n T E Q i n [90 ] an d th e optima l T E Q i s calle d th e
MSSNR (maximum-shortenin g SNR ) T E Q . Thu s th e SIR-maximize d T E Q i s
the sam e a s th e MSSN R T E Q .
(2) Maximizatio n o f SIN R W h e n th e nois e statistic s ar e available , w e

can exploi t t h e m i n th e desig n o f T E Q . Defin e th e signa l t o interferenc e an d
noise rati o (SINR ) a s
SINR
=-ET3hr-
T h e n th e optima l T E Q a(n) become s
a
^ owDn0Qowa-
3.opt = ar g m ax
LtcL(I-Dno)Clowa+âtR,a
Note t h a t scalin g th e vecto r a ha s n o effec t o n th e SI R an d th e SIN R

values. W e ca n conside r a unit-nor m vecto r a . The n th e proble m o f finding
the optima l a(n) ca n b e expresse d a s
ajQ0a( .
aopt = ar g m ax - - , (3.41 )
a aTQx a
for som e positiv e semidefinit e matri x Q o an d positiv e definit e m a t r i x 4 Q i .
T h e solutio n t o th e abov e proble m ca n b e obtaine d b y applyin g th e Rayleigh -
Ritz principl e (Appendi x A) . Le t Q 2 b e a positiv e definit e matri x suc h t h a t
Q ^ 1 = Q2Q 2 a n d defin e th e vecto r b = Q ^ X a . The n (3.41 ) ca n b e rewritte n
as
b+Q+Q0Q2b
Q22 ar
*opt = v^ a i ggmma ax
Ap -.
From th e Rayleigh-Rit z principle , th e optima l T E Q i s give n b y a. opt = Q2V ,

where v i s th e eigenvecto r o f th e matri x Q2Q0Q 2 associate d wit h it s larges t
eigenvalue. A s w e shal l se e i n th e numerica l exampl e below , th e optima l T E Q
based o n eithe r objectiv e functio n ca n effectivel y shorte n th e channel .
The Choic e o f n o Th e startin g poin t n o o f the windo w affect s th e optima l

T E Q solution . T o ge t th e bes t no , on e ha s t o solv e th e optima l T E Q fo r
0 < n o < L v an d choos e th e valu e o f n o t h a t maximize s th e objectiv e
function. I n practice , i t i s foun d t h a t th e optima l n o i s usuall y a n intege r
much smalle r t h a n L c.
Example 3. 9 Le t th e channe l c{n) b e a n F I R filter o f lengt h 100 :
c(n) = 0.9 n co s ( - 0.8 n co s - 0.7 n si n ) + 0.6 n si n ,

yJ
V40 / V60 / V80 / VIOO /
for 0 < n < 100 . Thi s impuls e respons e i s plotte d i n Fig . 3.13 . Suppos e t h a t
we ar e t o desig n a sixth-orde r T E Q a(n) wit h v = 10 . T E Q s optimize d fo r
the tw o criteri a describe d earlie r ar e considered . Fo r th e cas e o f SINR , w e
assume t h a t th e nois e i s white an d th e SN R 7 = x/Afo = 3 0 d B. Th e resultin g
impulse response s (a*c)(n) ar e show n i n Fig . 3.14 . I t i s see n t h a t b o t h T E Q s
can effectivel y shorte n th e channe l wit h lengt h 10 0 t o th e prescribe d windo w
of lengt h 11 . Th e SI R i s 94. 3 d B fo r th e SIR-maximize d T E Q an d th e SIN R
is 28. 9 d B fo r th e SINR-maximize d T E Q .
4
In fact , i t ca n b e showe d (se e Proble m 3.20 ) tha t th e matri x C^ ow; (I-
Q i ) i s positiv e definit e excep t fo r th e degenerat e cas e o f L c < z^ , whic h implie s tha t n o
channel shortenin g i s needed .
3.5. Channel-shortenin g equalizer s 63
100
Figure 3 . 1 3 . Exampl e 3.9 . Channe l impuls e response .

shortened
origina l
40 6 0 80 100
n
100
Figure 3.14 . Exampl e 3.9 . Shortene d impuls e respons e wher e th e TE Q a(n) i s

designed t o maximiz e (a ) SIR, (b ) SINR.
3.6. Concludin g Remark s 65
3.6 Concludin g Remark s

In thi s chapter , w e studie d th e proble m o f channe l equalizatio n fo r F I R chan -
nels. T h e F I R zero-forcin g equalize r an d th e MMS E equalize r wer e derived .
Both equalizer s wer e obtaine d b y simpl e matri x computations . A powerfu l
tool fo r solvin g man y communicatio n problems , th e orthogonalit y principle ,
was als o studied . Fo r mor e detaile d t r e a t m e n t s o f estimatio n an d detectio n
problems, se e [64 , 65] .
T h e ide a o f channel-shortenin g equalizer s wa s introduce d b y Mels a i n [90] .
Since then , man y desig n approache s hav e bee n proposed . T h e SI R an d SIN R
criteria give n i n thi s chapte r fo r designin g T E Q wer e propose d i n [37 , 152] .
One ca n als o desig n th e T E Q b y incorporatin g th e specifi c structur e o f th e
transmitter an d receive r int o th e T E Q optimization . Thes e approache s ar e
often mor e comple x bu t ca n resul t i n bette r syste m performance . Fo r furthe r
details, th e reade r i s referre d t o [6 , 10 , 42 , 82 , 87 , 165] .
3.7 Problem s
3.1 Prov e t h a t th e matri x Ci ow i n (3.4 ) ha s ful l ran k wheneve r th e L cth-
order channe l C(z) ^ 0 .
3.2 Le t C(z) = 1 + z - 1 . Fin d th e second-orde r least-square s equalize r ai s(n).

W h a t i s th e optima l syste m dela y no ?
La
3.3 Le t A(z) = a(0)+a(l)2: _ 1 H \-a(L a)z~ b e th e delay-optimize d least -
Lc
squares equalize r o f th e channe l C(z) = c(0 ) + c(l)2: _ 1 H Vc(L c)z~ ,
and le t th e correspondin g optima l syste m dela y b e no.
(a) Prov e t h a t th e delay-optimize d L a t h - o r d e r least-square s equalize r

for th e channe l C\z) = c{L c) + c(L c - l ) z _ 1 -\ \- c(0)z~Lc i s
_1 La
given b y A'(z) = a(L a) + a(L a - l ) z -\ \- a(0)z~ . W h a t
is th e optima l syste m dela y n 0 ? Ho w ar e th e minimize d MSE s fo r
these tw o case s related ?
(b) W h a t i s the L a t h - o r d e r delay-optimize d least-square s equalize r whe n
the channe l i s C"{z) = c(0)-c(l)z- 1+c(2)z-2 + (-l) Lcc(Lc)z-Lc?
W h a t i s th e optima l syste m delay ? I s th e minimize d MS E fo r th e
case o f C ,,(z) th e sam e a s t h a t o f C(z)l Justif y you r answer .
(c) Prov e t h a t A(z 2) i s th e 2L a th-order delay-optimize d least-square s
equalizer fo r C(z 2).
3.4 (a ) Le t U A V b e th e singula r valu e decompositio n o f th e matri x Ci ow

in (3.4) . Sho w t h a t th e matri x B / s i n (3.9 ) ca n b e expresse d a s
B,S=U
00 ut.
(b) Expres s th e kth diagona l entr y [ B ^ ] / ^ o f B / s i n term s o f the entrie s

in th e fcth ro w vecto r o f U .
(c) Prov e t h a t 0 < [Bi s]kk < 1 fo r 0 < k < L.
3.5 Fro m th e previou s problem , w e kno w t h a t 0 < [B/ S]fcfc < 1 fo r al l k.
(a) Fin d th e condition s o n th e channe l c(n) suc h t h a t maxfc[B| s ]^ = 0 .

(b) Fin d th e condition s o n th e channe l c{n) suc h t h a t [ B ^ ] / ^ = 1 fo r
some k.
3.6 Suppos e t h a t th e t r a n s m i t t e d signa l an d th e channe l nois e ar e b o t h

white an d t h a t the y ar e uncorrelated . Le t e/ s (n) = x(n) x(n no)
be th e outpu t erro r o f a n L a t h - o r d e r least-square s equalizer . C o m p u t e
the outpu t erro r varianc e I S{JIQ)= -E[|e/ S (n)| 2 ]. Expres s you r answe r
in term s o f Ci ow, x an d A/o .
3.7 Orthogonality principle for the vector case On e ca n generaliz e th e or -

thogonality principl e t o th e vecto r case . Suppos e w e ar e t o estimat e
an M x 1 rando m vecto r x fro m a se t o f M x 1 observe d vector s
yo, y i , . . . , YK-I- Th e linea r estimat e i s
x= A 0y0 + Aiy iH h AK-IYK-I .
Show t h a t th e estimat e x ^ i s optima l i f an d onl y i f it s erro r vecto r

e ^ = x ^ x satisfie s ^ [ e ^ y j ] = 0 , fo r i = 0 , 1 , . . . , K 1.
3.8 Suppos e w e ar e t o estimat e xi usin g th e observatio n variable s yi =

aiXi + qi. Assum e t h a t x>i are uncorrelate d wit h qi fo r 0 < i , j < K 1,
and th e autocorrelatio n matrice s o f x an d q ar e b o t h diagona l (no t nec -
essarily equa l t o a scale d identit y matrix) . Sho w t h a t th e vecto r MMS E
estimation proble m reduce s t o K scala r MMS E estimatio n problems .
3.9 Le t th e M x N matri x A b e th e optima l linea r estimato r o f a n M x 1

vector s give n a n N x 1 observatio n vecto r r . Suppos e no w w e ar e t o
estimate s usin g B r , wher e B i s a n invertibl e matrix . Prov e t h a t th e op -
timal estimato r i n thi s cas e i s A B _ 1 an d th e mea n squar e erro r remain s
the same . (Thi s show s t h a t , withou t los s o f generality , applyin g a n in -
vertible matri x t o th e observatio n vecto r doe s no t chang e th e minimize d
MSE o f a n MMS E equalizer. )
3.10 Verif y t h a t th e minimize d MS E fo r a n MMS E equalize r ca n b e expresse d

as i n (3.28) .
3.11 Le t C(z) = 1 + z~ x. Suppos e b o t h th e t r a n s m i t t e d signa l an d channe l

noise ar e whit e wit h power s x an d A/o , an d the y ar e uncorrelated . Fin d
the second-orde r MMS E equalize r a(n). I f th e channe l i s change d t o
C'{z)= 1 z _ 1 , ho w i s th e ne w MMS E equalize r a'j_(n) relate d t o
a(n)?
3.12 Suppos e b o t h th e t r a n s m i t t e d signa l an d channe l nois e ar e whit e wit h

powers x an d A/o , and the y ar e uncorrelated . Le t th e channe l b e C(z) =
S n = o c (n)z~n a n d th e L a t h - o r d e r delay-optimize d MMS E equalize r b e
a(n) wit h th e optima l decisio n dela y give n b y no -
(a) Expres s a\ (th e outpu t erro r varianc e du e t o th e channe l noise ) i n

terms o f A/ o an d a (n) .
3.7. Problem s 67
(b) Prov e t h a t th e delay-optimize d L a t h - o r d e r MMS E equalize r fo r th e

reversed channe l C'(z) = c(L c) + c(L c l ) ; ?- 1 + + c(0)z~ Lc i s
f
given b y a j_(n) = a(L a n). W h a t i s th e optima l decisio n dela y
n 0 ? HO W ar e th e minimize d MSE s fo r thes e tw o case s related ?
(c) W h a t i s th e delay-optimize d L a t h - o r d e r MMS E equalize r a![_(n)
when th e channe l i s C'\z)= c(0 ) - c ( l ) ^ - 1 + c(2)z~ 2 - +
Lc Lc
(l) c(Lc)z~ 7 W h a t i s th e optima l syste m delay ? I s th e mini -
mized MS E fo r th e cas e o f C" {z) th e sam e a s t h a t o f C(z)7 Justif y
your answer .
(d) W h a t i s th e 2L a th-order delay-optimize d equalize r whe n th e chan -
nel i s C(z 2)7 Justif y you r answer .
3.13 Explai n wh y th e quantitie s
minj_(no) an d mm Ed,is (ô)

n0 n 0
given i n (3.10 ) an d (3.29 ) canno t increas e wit h L ai th e orde r o f th e

equalizer.
3.14 Suppos e t h a t w e hav e a two-inpu t one-outpu t channe l whos e transfe r

matrix i s c = [ 1 1] . T h e inpu t vecto r x i s 2 x 1 with R x = E xl2 an d th e
noise q ha s varianc e A/o - Fin d th e MMS E equalize r an d th e minimize d
MSE t r a c e ( R e ) .
3.15 Conside r th e matri x B ^ give n i n (3.31) . Sho w t h a t [Bj^f c = 1 for som e

k onl y i f th e channe l c(n) ha s onl y on e nonzer o t a p an d th e nois e q(n)
is zero . (Hint : [ B _!_]&& = 1 fo r som e k i f an d onl y i f E(k) = 0 fo r som e
k.)
3.16 Le t C = [c(0 ) c(l ) . . . c(L c )], x = [x(n) x(n - 1 ) . . . x(N - L C ) ] T ,

y = 2/(n) , an d q = q(n). Sho w t h a t th e MMS E equalize r i n (3.35 )
reduces t o t h a t i n (3.26) .
3.17 MMSE equalizers for linear phase channels A matri x J i s sai d t o b e a

reversal matri x i f al l it s entrie s ar e zer o excep t th e anti-diagona l entries .
For example , a 3 x 3 reversa l matri x i s give n b y
"0 0 1"
01 0
10 0
Let th e inpu t signa l x(n), th e channe l c(n) , an d th e nois e q(n) b e rea l
in Fig . 3.1 .
(a) Le t x an d q b e th e vector s define d i n (3.25) . Sho w t h a t thei r

autocorrelation matrice s satisf y J R X J = R x an d J R g J = H q.
(b) Sho w t h a t i f c(n) i s symmetric, i.e . c(L cn)= c(n) , the n JCi ow=
J
Clow, wher e C\ ow i s th e ( L + 1 ) x (L a + 1 ) Toeplit z matri x define d
in (3.4) .
(c) Suppos e t h a t th e orde r L a o f th e equalize r i s suc h t h a t L = L a-\-Lc
is even . Le t th e syste m dela y b e n o = L/2. Sho w t h a t th e M M S E
equalizer a(n) i s symmetri c whe n c(n) i s symmetric .
(d) W h a t woul d a(n) b e i f c(n) i s anti-symmetri c (i.e . c(L c n) =

-c(n))?
3.18 Le t Q b e a n m x m positiv e definit e matri x s o t h a t Q = SS" ^ fo r som e

invertible S . Conside r th e followin g matrix :
P= A t [AA t + Q j ^ A ,
where A i s a n m x n matrix . B y followin g th e procedur e describe d below ,

we ca n prov e t h a t al l th e diagona l entrie s o f P ar e strictl y smalle r t h a n
one.
(a) Sho w t h a t P ca n b e expresse d a s B ^ [BB ^ + I m ] B , wher e B =
(b) Fo r an y m x n matri x B , verif y th e identit y
B [ B t B + I n] = [BBt+I m ]B,
which prove s t h a t
[ B B t + I m ] _ 1 B = B [B+ B + 1 ] _1
for an y B .
(c) Verif y th e followin g identity :
B + B [B+ B + I n ] _ 1 + [B+ B + I n ] _ 1 = I .
(d) Usin g th e result s i n (a) , (b) , an d (c) , an d th e fac t t h a t th e matri x

[B^B + I n ] i s positiv e definite , sho w t h a t th e diagona l entrie s
of P ar e strictl y smalle r t h a n one .
3.19 Single-input multi-output channel (SIMO) Conside r th e followin g SIM O

channel:
y = ex + q ,
where x i s th e scala r t r a n s m i t t e d signal , y i s th e i V x l receive d vector ,
and q i s th e nois e vecto r whic h i s assume d t o b e uncorrelate d wit h x.
Let th e equalize r outpu t b e
x = a Tcx + a T
q.
Define th e unbiase d SN R
|aTc|Vg
aTRga*
Assume t h a t th e nois e autocorrelatio n matri x H q i s positive definit e an d

let R q = QQ+ .
(a) Fin d th e equalize r a^l t t h a t maximize s th e unbiase d SN R /3. Ex -

press you r answe r i n term s o f c an d Q .
(b) Le t a ^ b e th e MMS E equalizer . Ho w i s 3^ pt relate d t o a ^ ?
3.7. Problem s 69
3.20 Sho w t h a t th e matri x CJ ow(I ~D no)Ciow i n (3.40 ) ca n b e singula r onl y

if th e channe l orde r L c < v. Thi s implie s t h a t th e IS I ca n neve r b e
completely remove d b y th e T E Q unles s th e origina l channe l c(n) i s al -
ready shorte r t h a n o r equa l t o th e targe t channe l length . (Hint : W h e n
Lc > z/ , ca n w e find a nonzer o T E Q a(n) suc h t h a t ( I D n o ) t = 0? )
3.21 Le t th e channe l b e C(z) = l + z _ 1 + z " 2 + z " 3 + z " 4 . Le t v = 2 and n 0 =

2. Assum e t h a t b o t h signa l x(n) an d nois e q(n) ar e whit e wit h powe r
Sx an d A/o , respectively . Fin d a first-order T E Q A(z) = a(0 ) + a{\)z~ 1
t h a t maximize s (a ) SIR, (b ) SINK
3.22 An MMSE criterion for designing TEQs [6 ] Conside r th e bloc k diagra m

shown i n Fig . P3.22 . A differen t wa y o f designin g th e T E Q a{n) i s t o
find a(n) an d td(n) s o t h a t th e mea n square d erro r
E[\w(n) - y(n)f (3.42)
is minimized . T h e sequenc e td(n) i s calle d th e targe t impuls e respons e

(TIR). Thi s desig n proble m i s spli t int o thre e step s a s describe d below .
(Assume t h a t th e signa l x(n) an d nois e q(n) ar e uncorrelated , an d th e
signal x(n) i s whit e wit h signa l powe r x.)
q(n)
x(n) w
c(n) a(n) \w e(n)
W wr 9W
V-
y(n)
td(n)
^
Figure P 3 . 2 2 . Th e TE Q tha t minimize s th e outpu t mea n squared error .
(a) Le t td(n) b e F I R wit h nonzer o coefficient s fo r n o < n < UQ + v.

Given td(n), find a(n) s o t h a t th e mea n square d erro r
2
(td) = E[\w(n) - (x *t d)(n)\ }
is minimized . Expres s you r answe r i n term s o f th e T I R vecto r

td = [td(no) Ufao + 1 ) td(no + ^ ) ] T , the matri x C iow, an d th e
noise autocorrelatio n matri x H q.
(b) Le t o(td) b e th e minimize d mea n square d error . Expres s o(td) i n
terms o f t ^ an d Ci ow.
(c) Fin d a unit-nor m t ^ s o t h a t o(td) i s minimized . W h a t i s th e
corresponding optima l T E Q a ( n ) ?
3.23 Le t th e syste m parameter s b e th e sam e a s thos e i n Proble m 3.21 . Us e

the metho d describe d i n Proble m 3.2 2 t o desig n a n optima l first-order
T E Q A(z) = a(0 ) + a ( l ) z ~ 1 . I s th e resultan t T E Q identica l t o th e T E Q
designed i n Proble m 3.21(b) ?
3.24 I n thi s problem , w e woul d lik e t o prov e t h a t th e optima l T E Q obtaine d

by usin g th e MMS E criteri a describe d i n Proble m 3.2 2 i s a scale d versio n
of th e optima l T E Q t h a t maximize s th e SINR . Thi s ca n b e don e b y
following th e step s give n below .
(a) Le t a(n) an d td,(n) be , respectively , th e optima l T E Q an d de -

sired respons e obtaine d i n Proble m 3.22(c) . Prov e t h a t td,(n) =
(a_i_ * c)(n) fo r n o < n < no + v. (Hint : Sho w t h a t i f td,(n) ^
(a * c)(n) fo r som e n o < n < no + z/ , the n w e ca n find anothe r
td(n) wit h a smalle r mea n square d error. )
(b) Usin g th e resul t fro m (a) , sho w t h a t finding th e a{n) an d td(n) t h a t
minimize th e mea n square d erro r define d i n (3.42 ) i s equivalen t t o
finding th e a(n) t h a t minimize s P ^ + P q.
(c) Prov e t h a t th e optima l a(n) t h a t minimize s P ^ + P q, unde r th e
constraint t h a t Pd = 1 , differ s fro m th e T E Q t h a t maximize s th e
SINR onl y b y a scal e factor .
As th e T E Q performanc e i s no t change d b y scaling , thi s prove s t h a t th e

M M S E T E Q an d SINR-maximize d T E Q hav e th e sam e performance .
4
Fundamentals o f multirate signa l

processing
Multirate signa l processing has bee n foun d t o b e very usefu l i n modern com -
munication systems . I n thi s chapter , w e introduce basi c multirat e concept s
which ar e fundamenta l t o man y o f our discussion s i n futur e chapters .
4.1 Multirat e buildin g block s

The decimator an d expander are two fundamental buildin g blocks in multirate
signal processin g systems . Th e M-fol d decimator , show n i n Fig . 4.1(a) , i s
defined b y the input-outpu t relatio n
yd(n)=x(Mn), (4.1 )
which means that ever y Mt h sampl e of the inpu t i s retained. Thi s i s demon-
strated i n the figure for M = 3 . Note that th e samples are renumbered b y the
decimator suc h tha t
2/d(0) = x(0) , y d(l) = x(3), y d{2) = x(6),
and s o forth. Th e decimato r i s als o know n a s the downsampler . I n general ,

decimation result s in a loss of information. Bu t i f a signal is bandlimited i n a
certain wa y then i t ca n be decimated withou t los s of information, a s we shall
see in Sectio n 4.2.
The M-fol d expander , o r upsampler , show n i n Fig . 4.2(a) , i s define d i n
the tim e domai n b y the input-outpu t relatio n
, . _ ( x(n/M), n = multiple o f M; ( .
Ve[n) Z)
~ \ 0 , otherwise . ^'
Thus the expander merely inserts zero-valued samples in a systematic manner,

namely M 1 zeros ar e inserte d betwee n adjacen t sample s o f x(n). Thi s i s
demonstrated i n Figs . 4.2(b ) an d (c ) fo r M = 3 . Evidentl y ther e i s n o los s
of informatio n du e t o th e expandin g operation . Fro m th e definitio n o f th e
expander w e see tha t
ye(Mn)= x(n),
71
72 4. Fundamental s o f multirat e signa l processin g
(a) x(n) |M -+ yd( n

)
decimator
x(n)
(b) L_L Ir ,
- 3 - 2 - 1 0 1 2 3 4 5 6 7
x(0)
x(6)
*(-3)
yd(n) x(3)
(c) _J_
- 1 0 1 2
Figure 4 . 1 . (a ) The M-fold decimato r o r downsampler. (b),(c ) Example s of input and

output signal s wit h M = 3 .
(a) x{ri) \M n
-+ y yee([ )
expander
x(n)
(b)
- 1 0 1 2
x(0)
42)
i i
n
ye( )
x(l)
1

(c) 1 -^ 1 ^
- 3 - 2 - 1 0 1 2 3 4 5 6 7
Figure 4 . 2 . (a ) Th e M-fold expande r o r upsampler . (b),(c ) Example s o f inpu t an d

output signal s wit h M = 3 .
4.1. Multirat e buildin g block s 73
which show s tha t w e ca n recove r th e inpu t x(n) fro m y e(n) simpl y b y M-

fold decimation . Th e expande r i s usually followed b y a digital filter calle d a n
interpolation filte r whic h makes it mor e interesting (Sectio n 4.3).
4.1.1 Transfor m domai n formula s

In the z-domai n the input-output relatio n for th e expander ca n be written a s
Ye(z) = X(zM) (expander) . (4.3 )
To see this not e that y e (n) = 0 when n i s not a multiple o f M, an d w e get

oo o o
Mn Mn M
Ye(z)= Y, ye(Mn)z- = Y, x{n)z- = X{z ),
n = o o n = oo
where we have used the fac t tha t y e(Mn) = x(n). Next , fo r th e decimato r we
claim that th e input-outpu t relatio n i n the z-domai n ca n be written a s
x
Yd(z) = ~^Y1 (zl/MW) (decimator) , (4.4 )
=0
where the quantit y W i s defined a s

W
= e -j2*/Mm ( 45)
M
Note tha t W i s a n Mt h roo t o f unity , tha t i s W = 1 . W e shall defe r th e
proof o f the abov e expression to Sectio n 4.4.
It i s importan t t o understan d (4.3 ) an d (4.4 ) i n term s o f th e frequenc y
variable UJ. Substitutin g z = e JUJ w e have
y e (0= X(e JujM) (expander ) (4.6 )
and
M-l
y d (0= Yl X(e J^-27ri^M) (decimator) . (4.7 )
=0
Thus, fo r th e expander , Y e{e^) i s obtaine d b y squeezing or shrinkin g th e

plot o f X{e^) b y a facto r o f M (Fig . 4.3) . Ther e ar e M squeeze d copie s of
X(eÛJ) in a period o f 2TT. Th e extr a M 1 copies are called images . Fo r th e
decimator, the output Yd(e^) i s a sum of M terms . Th e zeroth term contains
X{e?^lM\ whic h i s simply a n M-fol d stretched version of X{e^). Th e firs t
term is
X(e i ( >" 2 7 0 / M )
which i s th e stretche d versio n shifte d b y 2n. Mor e generally , th e ^t h ter m
X{e^-2ÎM) i s th e stretche d versio n shifte d b y 2n. Figure 4. 4 demon -
strates thi s fo r M = 3.
The shifted version s in general overlap with the original stretched version .
This is called the aliasing effect, an d it is similar to aliasing created by under-
sampling a bandhmited signa l [105] . Sinc e the transform domai n expressions
for decimatio n ar e rather complicated , w e often abbreviat e the m a s follows:
M-l
JUJ 2
X(eH o r \x(e =
)] V x(e^- ^^M); (4.8 )
IM =* 0
X{eia) (a)
Y<en (b)
/3
0 rc
Figure 4 . 3 . Fourie r transform s o f (a ) inpu t t o th e expande r an d (b ) outpu t o f th e

expander fo r M = 3 . I n genera l ther e ar e M 1 images .
X{eia) nQ -2TC
c \ 2TE
-> (a )
shifted stretched shifted
/^ x
version version version
V) 2j l
(b)
-27i \ o /
overlap o r
aliasing
Figure 4 . 4 . Fourie r transform s o f (a ) inpu t t o th e decimato r an d (b ) outpu t o f th e

decimator fo r M = 3 . I n genera l ther e ar e M 1 shifte d version s o f th e stretche d
version.
M-l
A X M
X(z) or X(z) ^y X{Z I WI). (4.9)
IM ^M M
^=o
Similarly, th e notatio n [x(n)]^ M i s ofte n use d i n th e tim e domai n instea d o f
x(Mn). Fo r th e expande r w e us e simila r notations , namel y [x(n)]^ M an d
[ X ( Z ) ] ^ M - Thes e notation s ar e especiall y usefu l i n th e simplificatio n o f com -
plicated mathematica l expression s containin g multirat e operators .
Remark I n man y signa l processin g applications , suc h a s subban d codin g

and subban d adaptiv e filtering, i t i s ofte n desirabl e t o hav e a multirat e sys -
t e m t h a t i s fre e fro m th e aliasin g effect . Therefor e i n thes e applications , th e
multirate syste m i s usuall y designe d i n suc h a wa y t h a t th e aliasin g effec t
is eliminate d o r minimized . However , i n mos t moder n communicatio n sys -
tems, a n inpu t signa l ofte n passe s throug h a n M-fol d expande r befor e i t goe s
through a n M-fol d decimator . A s w e wil l se e next , suc h a cascad e syste m o f
4 . 1 . Multirat e buildin g block s 75
an expande r followe d b y a decimato r doe s no t create aliasing .
4.1.2 Multirat e identitie s

In man y applications , decimator s an d expander s ar e use d i n cascad e wit h
linear tim e invarian t systems . Sinc e th e decimato r an d expande r ar e linear ,
but time-varyin g buildin g blocks , they canno t i n general be interchanged wit h
other system s i n th e cascade . However , unde r som e condition s a restricte d
amount o f movement i s possible. Fo r example, th e two systems show n in Fig.
4.5(a) ar e equivalent an d so are the two systems show n i n Fig. 4.5(b) . Thes e
are know n a s noble identities . Fo r convenience w e shall refe r t o them a s the
first an d the second nobl e identity , respectively . A proof o f these identitie s i s
as follows .
x(n) y(n) x(n) y(n)

(a) W \M H(z) W w
H(zM) \M W
x(n) y(n) x(n) y(n)

(b) W H(z) \M W W \M H(zM) W
Figure 4 . 5 . Nobl e identities , (a ) Th e firs t nobl e identity , an d (b ) th e secon d nobl e

identity.
Proof. Th e filte r H(z M) o n th e righ t i n Fig . 4.5(a ) ha s th e outpu t

X(z)H(zM). Th e output i s therefore th e decimated versio n
M-l
Y(z) = [X(z)H(z M)]iM
= ^ E X(z^ M
Wk)H[(z^MWk)M),
k=0
where W = e~^l M. B y using th e fact tha t W M = 1 , we find
M-l
Y(z) Y,X(z1/MW
= k
) H(z)(x(z))
M IM
k=0
The right-han d sid e is precisely the output o f the system o n the left sid e
of Fig . 4.5(a) . Thi s prove s th e firs t identity . Fo r the secon d identit y
note tha t th e output o f the system o n the left sid e o f Fig. 4.5(b ) i s
M
Y(z) = (x(z)H(z))
= X(z )H(zM),
which i s precisely th e outpu t o f the syste m o n the righ t side . Thi s es-
tablishes th e second identity .
x(n) y(n) x(n) y(n)

|M [H(z)] M
\M H(z) = H l
Figure 4 . 6 . Th e polyphase identity .
Note t h a t t h e first nobl e identit y ca n also b e written i n t he for m
M
(H(Z
= )X(Z)) H(z)(x(zj) (4.10 )
As thi s i s valid fo r any two ^-transforms X{z) a n d H(z), i t i s useful t o writ e

this a s
(X1(zM=
)X2(z)) Xîx^z)) (4.11 )
Next conside r t h e cascad e show n o n t h e lef t i n Fig . 4.6 . Her e a transfe r

function H(z) i s sandwiche d betwee n a n expande r a n d a decimator . T h e
output ca n be written a s
Y(z) = (H{Z)X{Z M)) ^ = X(z)(H(z)) (4.12)

' IM
where w e have use d (4.11) . Thu s t h e system i s equivalent t o a simpl e trans -

fer functio n [H(Z)]IM, whic h represent s a n LT I system wit h t h e decimate d
impulse respons e h(Mn). Thi s prove s t h e identity i n Fig. 4.6 , whic h i s calle d
the polyphas e identity . Not e t h a t i t i s simpl y t h e first nobl e identit y wit h
the role s o f X(z) a n d H(z) interchanged . A s we will se e in futur e chapters ,
the polyphas e identit y i s ver y usefu l fo r t he applications o f multirat e signa l
processing i n communicatio n systems . W e summarize t h e results i n t he fol -
lowing.
Theorem 4. 1 Polyphas e Identity . Conside r t h e cascade syste m o n t he left i n

Fig. 4.6 . T he system i s LTI with transfe r functio n [H{Z)]^M a s shown o n t he
right o f t he figure. O r equivalentl y i n t he time domai n it s impulse respons e
is h(Mn).
4.1.3 Blockin g an d unblockin g

T h e multirat e buildin g block s ca n be used t o describe schematicall y tw o basi c
operations calle d blockin g a n d unblockin g t h a t appea r frequentl y i n man y
modern communicatio n systems . Conside r Fig . 4.7(a) . Her e t h e vector x ( n)
is mad e fro m successiv e sample s o f x(n). I f t h e origina l sample s x(n) ar e
spaced apar t b y T seconds , the n t h e samples o f x ( n) ar e spaced apar t b y MT
seconds, a s show n i n t h e figure . Not e t h a t t h e vector s x ( n ) a nd x (n + 1 )
have n o commo n samples . Thu s t h e sample s o f t h e vecto r x ( n ) represen t
successive nonoverlappin g block s o f t h e inpu t strea m x(n) (Fig . 4.8) . W e
therefore sa y t h at x ( n ) is an M-blocke d versio n o r just a blocked version o f
x{n). T h e integer M i s t he bloc k size . I n othe r words , a seria l inpu t d a t a
stream i s converte d t o a se t o f paralle l d a t a streams . Fo r thi s reason , t h e
4 . 1 . Multirat e buildin g block s 77
blocking operatio n i s als o know n a s seria l t o paralle l conversion , denote d b y

S / P ( M ) . Wheneve r th e detail s o f blockin g ar e no t relevant , w e shal l us e th e
schematic diagra m o f Fig . 4.7(b) .
MT
I >
x(n) |M - x(Mn)
x(Mn)
x(ri) _^. x(Mn+\)

|M x{Mn+\) S/P(M)
-+ x(Mn+M-\)
advance chain
(b)
Figure 4 . 7 . Th e blockin g operation o r serial to paralle l conversion : (a ) implementatio n

with multirat e buildin g blocks ; (b ) schemati c diagram .
block 0 bloc k1
x(n)
InlllllhliLi.Ji -
M 2M
Figure 4 . 8 . Th e blockin g operatio n demonstrate d i n th e tim e domain .
T h e invers e o f th e blockin g operatio n i s unblocking , whic h i s show n i n Fig .

4.9(a). Her e a se t o f M signal s i s interleaved b y th e combinatio n o f expander s
and th e dela y chain . W e sa y t h a t x(n) i s th e unblocked versio n o f th e se t
{xk(n)}. W e als o sa y t h a t th e signal s Xk(n) ar e time-multiplexed t o ge t x(n).
T h e inpu t sequenc e Xk(n) i s relate d t o x(n) b y
^fc(^) = x(Mn + k).
For obviou s reasons , th e unblockin g operatio n i s als o regarde d a s a paralle l

t o seria l conversion , an d it s schemati c diagra m i s show n i n Fig . 4.9(b) .
If th e blockin g an d unblockin g system s ar e connecte d i n cascad e (i n eithe r
order) i t i s clea r t h a t w e ge t identity . Thi s i s show n i n Fig . 4.10 . Thi s trivial
multirate identity i s surprisingl y useful , a s w e shal l se e later .
x(n)
x0(n) - fM
V") " W
fM
.r
x{(n) - x (n)
-l w
P/S(AQ >
w x(ri)

XM-i(n) H fM i--1 v (vt\

*M-\ \ n
) w
delay chai n
(a) (b)
Figure 4 . 9 . Th e unblockin g operation , o r paralle l t o seria l conversion : (a ) implemen -

tation wit h multirat e buildin g blocks ; (b ) schemati c diagram .
|M \M
w w w
-1
z1 r A
| M \M 1
W
w
1
(a)
A
z f
\M \M
1
w
\M |M w
-1
Ak.Z z^ r 1
|M |M w
W w
(b)
A
z^ r

fM i' J l |M
1
Figure 4 . 1 0 . Tw o system s whic h ar e equivalen t t o identit y systems , (a ) Blockin g

followed b y unblocking ; (b ) unblockin g followe d b y blocking .
4.2. Decimatio n filter s 79
4.2 Decimatio n filter s

Consider th e frequenc y domai n relatio n (4.7 ) fo r a decimator . Thi s wa s
demonstrated i n Fig . 4.4 . Not e t h a t th e stretche d versio n X(e juj/M) i n genera l
overlaps wit h som e o f th e shifte d versions . T h e origina l inpu t x(n) canno t i n
general b e recovere d fro m th e decimate d outpu t yd(n) = x(Mn). Thi s overla p
is commonl y referre d t o a s aliasing . However , whe n th e origina l signa l x(n)
is ban d limited t o th e regio n
-TT/M < UJ < T T / M ,
then ther e i s n o aliasin g becaus e th e shifte d version s d o no t overlap . I n thi s

case w e ca n recove r th e higher-rat e signa l x(n) fro m it s decimate d versio n
Vdin).
A signa l x(n) nee d no t b e a bandlimite d lowpas s signa l i n orde r t o b e
recoverable fro m it s M-fol d decimate d version . Fo r example , conside r th e
bandpass signal s wit h Fourie r transfor m show n i n Fig . 4.11 . T h e tota l band -
width i s 2TT/M. I t ca n b e verifie d (Proble m 4.2 ) t h a t i f th e signa l i n Fig .
4.11(a) i s decimated , the n th e stretche d versio n X{e?^l M) doe s no t overla p
with th e shifte d version s x(e j^-27ri^M). Fo r th e signa l i n Fig . 4.11(b) ,
decimation b y M wil l no t generat e an y aliasin g i f an d onl y i f CJ Q = kn/M.
In thes e cases , w e ca n therefor e recove r x(n) fro m x(Mn) b y usin g a n idea l
bandpass filter wit h passban d regio n coincidin g wit h th e nonzer o par t o f th e
signal. W h e n a signa l ca n b e decimate d b y M withou t creatin g an y aliasing ,
it i s sai d t o satisf y th e aliasfree(M ) condition . T h e mos t genera l aliasfree(M )
condition ca n b e foun d i n [159] .
(a)
2n/M
(b)
-7i - c o 0 - 7 i / M -oe> 0 0 ce> 0 CO 0 +TC/M n ce >
Figure 4 . 1 1 . Bandpas s signal s wit h tota l bandwidt h 2TT/M. (a ) Comple x signal ; (b )

real signal .
Given a n arbitrar y signa l x(n) w e hav e t o pas s i t throug h a n appropriat e

bandlimiting filter H(z) s o t h a t ther e i s n o aliasin g upo n decimatio n b y M.
This i s show n i n Fig . 4.12(a) . T h e preconditionin g filter H(z) i s calle d th e
decimation filter . I t ca n b e a lowpass, bandpass , o r highpass , a s demonstrate d
in Figs . 4.12(b)-(d ) fo r M = 3 . T h e outpu t y(n) i s relate d t o th e inpu t x(n)
by
y(n) = Y^ h(k)x(Mn - k) = ^ x(k)h(Mn - k).
s(n)
(a) x(n) H(z) |M > y(n)
decimation decimato r
filter
H{J")
lowpass
(b)
-n/3 0 7i/ 3
//(/*)
bandpass
(c)
-n/3 0 n/3
tf(^)
highpass
(d)
-n -27i/ 3 27i/3 n
Figure 4 . 1 2 . (a ) Decimatio n filter ; (b)-(d ) example s o f aliasfree(3 ) frequenc y re -

sponses fo r H(z).
In practic e o f cours e th e filte r canno t hav e th e idea l response s shown . Ther e

can onl y b e finite attenuation i n th e stopbands . Bu t th e effec t o f aliasin g ca n
be mad e arbitraril y smal l b y makin g thi s attenuatio n large .
4.3 Interpolatio n filter s

An interpolatio n filte r i s a discrete-tim e filte r use d a t th e outpu t o f a n ex -
pander, a s show n i n Fig . 4.13(a) . Thi s combinatio n o f a n expande r followe d
by a n interpolatio n filte r i s sai d t o b e a discrete-tim e interpolator . Fro m
its definitio n w e kno w t h a t th e expande r insert s zero-value d sample s betwee n
adjacent sample s o f th e input . Th e purpos e o f th e interpolatio n filte r i s t o
replace thes e zero s wit h a weighte d averag e o f th e inpu t samples , a s w e shal l
explain later .
First conside r wha t happen s i n th e frequenc y domain . Recal l t h a t th e
expander ha s M squeeze d copie s (images ) o f th e inpu t Fourie r transfor m
4.3. Interpolatio n filter s 81
s(n)
(a) x(n) \M H(z) " An)
expander interpolatio n
filter
(b)
image \ mage
i
\JL^v_
Si^)
(c) _ ^
-71 -7i/3 0 7C/3 CO
lowpass
H(J") filter
(d)
-TI/3 0 TT/ 3 CO
7(<>) final
output
(e)
-71 -TI/3 0 TT/3 CO
Figure 4 . 1 3 . (a ) Discrete-tim e interpolator ; (b)-(e ) explanatio n o f it s operatio n i n

the frequenc y domai n fo r M = 3 .
X ( e j a ; ) , a s show n i n Fig . 4.13(b) . T h e interpolatio n filte r retain s on e out of

these M copie s o f t he Fourier transform . Thi s i s demonstrated i n Fig. 4.1 3 for
the cas e whe n t h e filte r i s lowpas s an d M = 3 . Thus t h e interpolate d outpu t
Y(e^) i s simpl y a squeeze d versio n o f X(e^ UJ) wit h t h e image s removed .
4.3.1 Tim e domai n vie w o f interpolatio n filte r

Returning t o th e tim e domain , Fig . 4.1 4 show s th e variou s signal s involved .
T h e outpu t o f th e interpolatio n filte r i s th e convolutio n o f it s inpu t s(n) wit h
the impuls e respons e h(n), t h a t i s
oo o o
y(n)= Y^ s(k)h(n-k)= ^ s(kM)h(n - JfcM) ,

=k= oo k oo
where th e secon d equalit y follow s becaus e s(k) = 0 unles s A : is a multipl e o f

M. Sinc e s(kM) = x{k) b y definition , w e therefor e hav e
oo
y(n)= ^ x(k)h(n-kM). (4.13 )

/e= o o
Suppose H(e^) i s idea l lowpass . Th e impuls e respons e h{n) wil l b e th e sin e

function
. , , sin(7rn/M ), A^^
Kn)= ,' (4.14 )
Figure 4.14(c ) show s h{n) fo r th e cas e M = 3 . Th e convolutio n ( s * h)(n)
results i n th e replacemen t o f th e zero-value d sample s o f s(n) wit h interpolated
values, a s demonstrate d i n Fig . 4.14(d) . Th e outpu t y{n) ha s a smoot h
lowpass appearanc e becaus e o f th e filtering.
4.3.2 Th e Nyquist(M ) propert y

Note t h a t th e sin e impuls e respons e satisfie s th e propert y
h(Mn)= S(n) (Nyquist(M ) property) . (4.15 )
T h a t is , i t ha s regula r zer o crossing s a t nonzer o multiple s o f M , an d moreove r

h(0) = 1 . A filter H(z) satisfyin g thi s propert y i s calle d a N y q u i s t ( M ) filter,
or jus t a Nyquis t filter . W e wil l sho w t h a t thi s propert y ensure s t h a t th e
original inpu t sample s x(n) ar e retaine d b y th e interpolatio n filter withou t
distortion, a s show n b y th e thic k line s i n Fig . 4.14(d) . Mor e precisely , w e wil l
show t h a t
y(Mn)= x(n).
T h u s a n M-fol d decimate d versio n o f th e interpolate d signa l y{n) return s th e
original signa l x(n) withou t distortion .
Proof. Th e fac t t h a t th e Nyquis t ( M) conditio n ensure s t h a t y(Mn)=

x{n) ca n b e verifie d directl y fro m Eq . (4.13) . Settin g n = M, thi s
equation ca n b e rewritte n a s follows :
oo o o
y(M) = ^ x(k)h(M - kM) = ^ x(k)g( - fc),

/ e = oo / e = o o
where g(n) = h(Mn). W e hav e prove d t h a t th e sequenc e y(nM) i s equa l

to th e convolutio n (x * g)(n). S o i t follow s t h a t y(nM) = x(n) fo r al l
inputs x(n) i f an d onl y i f th e Nyquis t conditio n h(Mn) = 8{n) i s satis -
fied.
4.3. Interpolatio n filter s 83
x(n)
(a)
s(n)
(b)
- 3 - 2 - 1 0 1 2 3 4 5 6 7
h(n)
(c)
~^^
- 3 - 2 - 1 0 1 2 3 4 5 6 7
y(n) t ft

(d) tT 1 1T t , , 1
-1 0
Figure 4 . 1 4 . Operatio n o f th e interpolatio n filte r i n th e tim e domain , (a ) Inpu t

signal; (b ) outpu t o f th e expander ; (c ) impuls e respons e o f th e interpolatio n filter ; (d )
the fina l interpolate d output .
In practice , th e interpolatio n filte r i s a realizabl e syste m wit h finite atten-

uation i n stopbands . T h e image s ar e therefor e no t completel y suppressed . I t
is, however , stil l possibl e t o satisf y th e Nyquis t propert y exactly , thu s ensur -
ing t h a t origina l sample s x(n) ar e preserved . Ther e ar e man y method s fo r
the desig n o f Nyquis t filters . On e simpl e approac h i s th e windo w method .
Starting wit h th e idea l sin e functio n i n (4.14) , on e ca n choos e an y windo w
function w(n), suc h a s a Blackman , Hanning , o r Kaise r window . T h e n th e
following i s a n F I R Nyquis t filter :
sin(7m/M)
hyn) = w[n).
Tin
We ca n als o obtai n F I R Nyquis t filters b y incorporatin g th e Nyquis t constrain t

into s t a n d a r d filter desig n methods , e.g . th e eigenfilte r metho d [114 , 151 , 156].
4.4 Polyphas e decompositio n

One ver y usefu l techniqu e i n th e analysi s an d desig n o f multirat e system s
is th e polyphas e decomposition . Conside r a signa l x(n) wit h ^-transfor m
X(z) = J^^L-o c x (n)z~n' Thi s ca n alway s b e rewritte n i n th e for m
M-lo c M- l ex )
x Mn (M +fc) z k Mn
X ( z ) = J ^ J2 ( + ^)^" " = J2 ~ Yl x{Mn + k)z-
k=0 n=
= oc /e 0 n = oo
for an y positiv e intege r M. Equivalently ,

M-l
X(z)= Y^ z~ kXk(zM) (Typ e 1 polyphase) (4.16 )
k=0
where X k (z) i s the ^-transfor m o f the kth subsequenc e
xk(n)=x(Mn + k), 0 < k < M - 1 . (4.17 )
Equation (4.16 ) i s calle d th e Typ e 1 polyphase decompositio n (o r represen -

tation) o f X{z) wit h respec t t o M. Th e M quantitie s X k{z) ar e sai d t o b e
the polyphas e component s o f X{z) wit h respec t t o M (equivalentl y Xk(n)
are th e M polyphas e component s o f x(n))} Not e tha t th e zerot h polyphas e
component xo(n) i s simply th e decimate d versio n o f x(n), tha t i s
xo(n) = x(Mn).
It i s als o possibl e t o defin e th e polyphas e decompositio n

M-l
k
X{z) = ^ z Xk{zM) (Typ e 2 polyphase), (4.18 )
k=0
where th e Typ e 2 polyphase component s X k (z) ar e ^-transform s o f x k (n) =

x(Mn k) instea d o f x(Mn + k). Figur e 4.1 5 show s ho w th e polyphas e com -
ponents ca n be represented i n terms o f delays and decimators . A time domai n
example fo r Typ e 1 polyphase decompositio n i s shown in Fig. 4.1 6 for M = 3 ;
note how the samples of the polyphase component s ar e numbered wit h consec -
utive integers . W e ca n als o appl y th e polyphas e decompositio n t o a transfe r
function H(z). Th e Typ e 1 an d Typ e 2 polyphas e decomposition s o f H(z)
are, respectively ,
f T,^ z~ kGk{zM), (Typel) ;

H(z) = I (4.19 )
I Zkô 1 * kSk(zM), (Typ e 2).
The usefulnes s o f polyphase decomposition s wil l become clea r later . Wit h th e
polyphase representation , w e ar e no w read y t o prov e th e transfor m domai n
formula o f the decimato r output .
1
Clearly X^{z) depend s o n M , s o a notatio n suc h a s Xj^ '(z) woul d hav e bee n mor e
appropriate; bu t th e quantit y M i s almos t alway s clea r fro m th e context . S o w e shal l us e
the simple r notatio n Xj^(z).
4.4. Polyphas e decompositio n 85
type 1 polyphase type 2 polyphase

components components
x(n) *(TI)
| M | M
A'
x Q(n) x Q(n)
z -..^
| M x x{n)
| M x x(n)
1
'T

'll
| M | M
X M-IW ^ M - I W
(a) (b)
Figure 4 . 1 5 . Simpl e bloc k diagra m interpretatio n o f polyphase components , (a ) Type

1 polyphas e component s Xk(n); (b ) Type 2 polyphas e component s Xk(n).
x(ri)
w Li t. .
0 1 23 4 5 6 7
J_L
^0()

(b)
xx(n)
(c)
* 2 0)
(d)
Figure 4 . 1 6 . A signa l x ( n ) an d its three polyphas e component s Xk(n), fo r M = 3.

Note carefull y ho w the samples ar e renumbered.
86 4 . Fundamental s o f multirat e signa l processin g
Proof of (4-4)- Replacin g z wit h zW i n th e polyphas e representatio n

(4.16) w e ge t
M-l
X(zWe) = Y^ z- k
W~MXk{zM).
k=0
Thus
M-l M- l M- l
^2 x(zw ) = ^2 z - xk{z ) ^2 w ~M- (

i k M 42
- )
==0 k 0 = 0
j27r M
Using th e fac t W = e / , on e ca n verif y th e following :
M-l
M
E - = { f
(7 1J
if / c is a multipl e o f M ;
otherwise.
0C\ v '
Substituting th e abov e expressio n int o (4.20) , w e ge t

M-l
^2x(z^MW=
) MX 0(z).
=0
Since Yd(z) = XQ(Z) 1 th e proo f i s complete .
Example 4. 1 Le t H(z) b e th e F I R filte r
H(z) = 2-z~ 1+ z~ 2
+ 4z~ 3 - 2z~ 4
- 3z~ 5 6
+ 5z "
Let u s rewrit e i^(^ ) i n term s o f th e Typ e 1 an d Typ e 2 polyphas e decompo -

sitions wit h respec t t o M = 3 a s
H(z) = ( 2 + 4 z ~ 3 + 5z~ 6 ) + z - \ - l - 2z~ 3) + z " 2 ( l - 3z~ 3),

#(*) = ( 2 + 4 z ~ 3 + 5;T 6 ) + z 1(z~3 - 3z~ 6) + 2 2 ( - ; T 3 - 2;T 6
),
respectively. The n th e polyphas e component s are , respectively , give n b y
G0(z) = 2 + Az- 1 + 5 z ~ 2 , 5 0 (^) = 2 + 4 * - 1 + 5z~ 2

,
Gi(z)= - 1 - 22?- 1 , 5i(2? ) = z' 1 - 3z~ 2,
G2(z) = l-3z~\ S 2(z) =
For th e II R case , conside r th e filte r

1
wx 1-2Z-
F(z) 1 +2 " -1 *
To ge t th e Typ e 1 polyphas e component s o f F(z) wit h respec t t o M = 2 , w e

multiply b o t h th e numerato r an d th e denominato r b y th e t e r m ( 1 z _1) s o
t h a t th e resultan t denominato r i s a functio n o f z 2. Thu s F{z) ca n b e rewritte n
as
1
w , l-3z~ + 2z- 2 l + 2z- 2 _ x - 3
F z z
( )= i = = 2 1 ^ + i = 2 "
1 z ^ 1 z^ 1 z 2
From th e abov e equation , w e immediatel y ge t th e Typ e 1 polyphas e compo -
nents a s
Z
G0(z) = _ , G^z) = 1 _z_1.
4.4. Polyphas e decompositio n 87
Similarly w e can ge t th e Typ e 2 polyphase component s o f F(z) a s
S0(z)=1-^, S 1(z) " 3

"_1
1
Observe tha t whe n H(z) i s an FI R filte r havin g L coefficients , th e tota l num -

ber o f coefficients i n th e M polyphas e component s i s als o L. Th e sam e i s no t
true fo r th e II R case . I f w e implemen t th e II R polyphas e component s Si(z)
(or Gi(z)), th e tota l numbe r o f multiplier s i s large r tha n tha t i n F(z).
4.4.1 Decimatio n an d interpolatio n filter s

First conside r th e decimatio n filte r reproduce d i n Fig . 4.17(a) . Not e tha t
one ou t o f ever y M outpu t sample s ar e discarded . I t i s therefor e wastefu l t o
compute al l th e output s o f H(z). Th e structur e fo r H(z) ca n b e rearrange d
in suc h a wa y tha t non e o f th e discarde d sample s ar e compute d i n th e firs t
place. Fo r thi s w e ca n us e th e polyphas e decomposition . Conside r th e Typ e
2 polyphase decompositio n
M-l
k
H(z) = z Sk(zM).
k=0
We ca n redra w Fig . 4.17(a ) a s i n Fig . 4.17(b) . Th e firs t nobl e identit y (Fig .

4.5) ca n no w b e applie d t o redra w thi s i n th e for m o f Fig . 4.17(c) , whic h
is calle d th e polyphas e implementatio n o f th e decimatio n filter . Not e tha t
none of the compute d result s ar e discarded, an d furthermor e tha t al l the com -
putations (filterin g wit h Sk(z)) ar e implemente d a t th e lowe r rate , i.e . afte r
the decimator . Th e polyphas e implementatio n i s therefor e computationall y
very efficient . Not e fro m Fig . 4.1 7 tha t th e Typ e 2 polyphas e component s
Sk(z) o f th e filte r ar e operatin g individuall y o n th e Typ e 1 polyphase com -
ponents Xk(n) o f the inpu t x(n) (compar e Fig . 4.15(a) ) befor e th e result s ar e
added t o produc e y(n). Equivalentl y th e polyphas e component s Sk(z) operat e
on th e blocke d versio n x(n ) o f th e inpu t x(n).
Next conside r th e interpolatio n filte r show n i n Fig . 4.18(a) . Th e zero -
valued sample s inserte d b y the expande r ente r th e multiplier s f(k) an d resul t
in waste d computation . Furthermor e thes e multiplier s operat e a t th e highe r
rate (the y only have T/M second s per computation), wher e T i s the separatio n
between inpu t samples) . T o avoi d suc h inefficien t computation s w e represen t
the filte r i n it s Typ e 1 polyphase form :
M-l
k
F(z) = z- Gk{zM).
k=0
Then the system ca n be redrawn a s in Fig. 4.18(b) . B y using the secon d nobl e
identity (Fig . 4.5(b) ) thi s ca n b e simplifie d t o th e for m show n i n Fig. 4.18(c) .
In thi s implementatio n ther e ar e n o zero-value d sample s enterin g th e filter s
Gk(z). Furthermor e al l th e computation s ar e takin g plac e a t th e lowe r rat e
(i.e. befor e th e expanders) . Observ e tha t th e outpu t y(n) i s th e interleaved
4. Fundamental s o f multirat e signa l processin g
(a) x(n) +\ H(z) W |M y{n)
blocked inpu t
vector x(n)
x(n) x(/z) y(n)

M |M |M S o 00
S0(z ) A"
z\ r zv xQ(n) ii
M
Sx{z ) > | M ^ | M 5,(z)
w^ 1
T
ZY

Xj(n)
A

SuJzM) Hi3-t L-J | M | J <ViO O IT

X
M-lW
Figure 4 . 1 7 . (a ) Decimatio n filter ; (b ) Typ e 2 polyphas e representation ; (c ) simplifi -

cation wit h th e hel p o f th e firs t nobl e identity .
(a) x(n) *\\M >] F(z) y(n)
blocked outpu t
vector y(n)
x(n) x(ri) y(n)

fM GizM) G0(z) > |M

Az J i ' A.-i
fM Gx(zM) -+ Gi(z) |M
(b) 1 =
kz ' *z~l

i
I îMl^jqÔ l 1 L^ | G M_x(z) [_^|| M [T
Figure 4 . 1 8 . (a ) Interpolatio n filter , (b ) Typ e 1 polyphas e representation , an d (c )

simplification wit h th e hel p o f th e secon d nobl e identity .
version o f th e o u t p u t s o f Gk(z). Thu s eac h Typ e 1 polyphas e componen t

Gk (z) o f th e filte r compute s th e correspondin g Typ e 1 polyphas e componen t
of th e outpu t 2/(n) , an d thes e result s ar e interleave d t o ge t y{n).
In orde r t o maximiz e th e efficienc y o f computatio n i n multirat e systems ,

we move all decimators as far to the left as possible an d move all expanders
as far to the right as possible. I n thi s way , th e computationa l buildin g block s
operate a t th e lowes t possibl e rate .
4.4. Polyphas e decompositio n 8 9
4.4.2 Synthesi s filte r bank s

We nex t conside r th e syste m show n i n Fig . 4.19 . I n thi s system , ther e ar e M
interpolation filter s wit h input s Sfe(n) , an d thei r output s ar e added . I n general ,
the interpolatio n rati o N ca n b e differen t fro m th e numbe r o f branche s M
(usually N > M i n communication s an d N < M i n othe r application s suc h a s
signal compressio n an d adaptiv e filtering) . T h e syste m i s calle d a synthesi s
filter ban k becaus e i t combine s a se t o f signal s Sk(n) int o a singl e signa l x{n).
We no w sho w ho w thi s filte r ban k ca n b e expresse d i n polyphas e form , whic h
leads t o a mor e efficien t implementation .
sQ{n) - \N *<>(*)
x(n)
Jk *
s0(n) [\7 > x{n)
-l
^z
^(n) - fJV Fy{z) \\N >
-l
4k G(zN)

\J

W n >- \J7> i/-iW- t* >
NJ
F
M-\(Z)
(a) (b)
*0W X in)
s0(n) \N
^
-1
i ^Z
s,(n) - xx(n)
(c) G(z) \N
^ -1
**-iW L
\ ^
\N 1
Figure 4 . 1 9 . (a ) Synthesi s filte r bank ; (b ) polyphas e version ; (c ) simplificatio n wit h

the us e o f th e secon d nobl e identity .
Assume t h a t eac h filte r F Tn(z) i s expresse d i n Typ e 1 polyphase for m wit h

respect t o TV :
N-l
k
Fm{z) = Y, z- Gkm(zN). (4.21 )
k=0
Expressing th e ban k o f M filter s a s a ro w vecto r w e therefor e ge t
[ F 0(z) F -(JV-l) ] G ( ^
x(z) .. . FM-I(Z) ] = [ 1
(4.22)
where G(z) i s th e N x M matri x o f polyphas e components :
Goo(z) G01(z) Go,M-

Gw(z) Gn(z) Gi,M-
G(z) (4.23)
GW-1,0(2) GN-I,I(Z) G iV-l,M-l (*)
We sa y t h a t G(z) i s th e polyphas e matri x o f th e synthesi s filte r bank . Equa -

tion (4.22 ) i s sai d t o b e th e polyphas e representatio n o f th e filte r bank , an d
can b e represente d a s i n Fig . 4.19(b) . W i t h th e hel p o f th e secon d no -
ble identit y w e ca n furthe r redra w i t a s i n Fig . 4.19(c) , whic h i s calle d th e
polyphase implementatio n o f th e synthesi s filte r bank . I n thi s representatio n
the inpu t vecto r s(n ) i s filtere d b y th e MIM O syste m G(z) t o produc e th e
output vecto r x ( n ) , whos e component s ar e interleave d (unblocked ) t o produc e
the scala r outpu t x(n).
4.4.3 Analysi s filte r bank s

Now conside r th e syste m show n i n Fig . 4.20(a) . I n thi s system , ther e ar e
M decimatio n filter s wit h a commo n inpu t x(n). Th e decimatio n rati o N
is i n genera l differen t fro m M (agai n usuall y N > M i n communication s
and N < M i n othe r application s suc h a s signa l compressio n an d adaptiv e
filtering). Suc h a syste m i s calle d a n analysi s filte r ban k becaus e i t split s a
signal x(n) int o M components . W e no w sho w ho w thi s filte r ban k ca n b e
expressed i n polyphas e form .
Assume t h a t eac h filte r H rn(z) i s expresse d i n Typ e 2 polyphas e form :
N-l
Hm{z) = ^ Z k
Smk(zN)- (4.24)
fc=0
Expressing th e ban k o f M filter s a s a colum n vecto r w e therefor e ge t
H0(Z) i r i
ffi(z) I .. \ z
S(z) (4.25)
_ HM-i(z) J | _ z (N-l)
where S(z) i s th e M x N matri x o f polyphas e components :
Soo(z) Soi(z) So,N- l(*)

Sio(z) Su(z) Sl,N- l(*)
S(z) (4.26)
SM-I,O(Z) SM-I,I(Z) SM- 1,7V-1 (*)

We sa y t h a t S(z) i s th e polyphas e matri x o f th e analysi s filte r bank . Equa -
tion (4.25 ) i s sai d t o b e th e polyphas e representatio n o f th e filte r bank , an d
can b e represente d a s i n Fig . 4.20(b) . W i t h th e hel p o f th e firs t nobl e identit y
this polyphas e representatio n ca n b e redraw n a s show n i n Fig . 4.20(c) . I n
this representatio n th e inpu t x(n) i s firs t blocke d int o it s Typ e 1 polyphas e
components Xk(n) an d thes e ar e filtere d b y th e MIM O syste m S(z) t o produc e
the outpu t vector .
4.5. Concludin g remark s 91
k [17
x(n) x(n)
IN >-
w H0(z) w
1
r z r
-+ Hx(z) -+ IN W W \N
z' S(zW)
r
f
|JV
H HM-X \N W
/
(a) (b)
x(w) x0(n) ^
r
AIL ^
Zi
1A f
^W ^
^ S(z)
(c) z1 r

L ^
W")^
^/
Figure 4 . 2 0 . (a ) Analysi s filte r bank ; (b ) polyphas e version ; (c ) simplificatio n wit h

the us e o f th e firs t nobl e identity .
4.5 Concludin g remark s

Filter ban k system s hav e bee n successfull y applie d t o man y area s suc h a s sig -
nal compression , subban d adaptiv e filtering , an d s o forth . Reader s intereste d
in a mor e detaile d t r e a t m e n t o f thes e system s ar e referre d t o [4 , 30 , 43 , 49 ,
146, 159 , 169] . I n thi s book , w e focu s o n th e applicatio n o f multirat e signa l
processing i n moder n communicatio n systems . I n th e nex t fe w chapter s w e
shall fin d t h a t man y recen t design s o f communicatio n system s ca n b e effi -
ciently represente d i n term s o f th e multirat e filte r ban k languag e introduce d
in thi s chapter .
4.6 Problem s
4.1 Determin e whethe r th e decimato r an d expande r hav e on e o r mor e o f th e
following properties : (a ) linearity ; (b ) causality ; (c ) tim e invariance .
4.2 Sho w t h a t th e signa l i n Fig . 4.11(a ) satisfie s th e aliasfree(M ) condition .

Suggest a circui t t o recove r th e origina l signal s fro m thei r decimato r
outputs.
4.3 Sho w t h a t whe n w e appl y a n M-fol d decimatio n t o th e signa l whos e

Fourier transfor m i s show n i n Fig . 4.1 1 (b) , ther e i s n o aliasin g i f an d
only i f c^ o i s a n intege r multipl e o f TT/M. Thi s show s t h a t decimat -
ing a signa l wit h a tota l bandwidt h o f 2TT/M ca n creat e aliasin g i f th e
frequency band s ar e no t properl y located .
4.4 Le t H(z) = E ^ 1 z~ kGk(zM), X(z) = l + z~\ an d Y(z) = H(z)X(z).
(a) Identif y th e Typ e 1 polyphas e component s o f Y(z).

(b) Identif y th e Typ e 2 polyphas e component s o f Y(z).
4.5 Fin d th e Typ e 1 an d Typ e 2 polyphas e representatio n (wit h respec t t o

3) o f th e filte r
1
wx l-z-
4.6 Conside r th e tw o multirat e system s show n i n Fig . P4.6 . Suppos e t h a t

M = 3 , L = 2 , an d C(z) = 1 . Sho w t h a t th e tw o system s hav e th e sam e
output. Thi s mean s t h a t w e ca n exchang e a two-fol d expande r an d a
three-fold decimator .
\u C(z) | M
> |M C(z) n
F i g u r e P 4 . 6 . Tw o cascade s o f multirat e buildin g blocks .
4.7 Suppos e t h a t L = 2 an d M = 3 , an d th e transfe r functio n C{z) i n

Fig. P4. 6 i s a dela y z~ x. D o th e tw o system s hav e th e sam e o u t p u t ?
Justify you r answer .
4.8 Le t M = N = 2 an d le t th e synthesi s filter s F 0(z) an d F 1(z) o f Fig .

4.19(a) b e relate d b y Fi(z) = FQ(Z). HO W ar e th e Typ e 2 polyphas e
components o f thes e filter s related ? Exploitin g thi s relation , find a n
implementation (i n th e polyphas e form ) o f th e synthesi s filter ban k wit h
the smalles t numbe r o f multipliers .
4.9 Le t M = N = 2 an d le t th e analysi s filters H 0(z) an d H^z) o f Fig .

4.20(a) b e relate d b y Hi(z) = HQ(Z). HO W ar e th e Typ e 1 polyphas e
components o f thes e filters related ? Exploitin g thi s relation , find a n
implementation (i n th e polyphas e form ) o f th e analysi s filter ban k wit h
the smalles t numbe r o f multipliers .
4.10 Conside r th e system s i n Fig . P4.10 . Le t Hk(z) an d F k(z) b e th e follow -

ing idea l filters:
i , M < M < jir~ >

Hk(e*")= F k(e*")=
0, otherwise ,
4.6. Problem s 93
for fc = 0 , l , . . . , M- 1 .
(a) Determin e U k(ejui) i n Fig. P4.10(a) i n term s o f X(e ju;

).
jui ju;
(b) Determin e Y(e ) i n Fig. P4.10(b) i n term s o f X(e ).
(a) x(ri) %<

w Hk(z) -+ | M |M **(*>
x() uo(n) * )
ôW | M \M Fob) i \'
r ux(n)
^(z) | A f \M Fx(z)
(b)
1
r i

"uJn) '
*J H M_x{z) \M\M \-^\ \M\-+\ F M_X{Z)
Figure P 4 . 1 0 . Tw o multirat e systems .
4.11 DFT banks. Conside r t h e analysi s filte r ban k i n Fig . 4.20 . Suppos e
t h a t N = M an d t h e analysi s filter s H m(z) ar e relate d b y H m(z)=
H0(zWm), fo r m = 1 , 2 , . . . , M - 1 . Such a filte r ban k i s called a D FT
bank. D F T bank s ca n be implemente d efficientl y usin g t h e polyphas e
structure an d they ar e widely use d i n man y applications .
(a) Suppos e t h a t HQ(Z) is a n idea l lowpas s filte r wit h t h e passban d

[7r/M, 7r/M] . Plo t t h e magnitud e response s o f H k(z) fo r 0 <
k <M - 1 .
(b) Le t t he Type 2 polyphase decompositio n o f HQ(Z) wit h respec t t o
Mbe
M-l
H0(z) = J2 z kSk(zM).
k=0
Write t h e Typ e 2 polyphas e decompositio n o f H m(z) i n term s o f
Sk(z).
(c) Le t h(z) = [H 0(z) H (z) . . . H M-i(z)]T. Sho w tha t
h(z)=WD(zM)e(z),
where W i s t he M x M normalize d D F T matrix wit h (/c , Z)th entr y

(l/y/M)e~i27rkl/M, e(z) = [lz . . . z 1^'1}7\ an d D ( z) is a diagona l
matrix. W h a t ar e t he diagonal entrie s o f D ( z ) ?
(d) Suppos e t h a t HQ(Z) is an Lth-orde r F I R filter. Usin g t h e result i n
(c), sugges t a low-cos t implementatio n o f t h e analysi s filte r ban k
shown i n Fig . 4.20(c) . Sho w t h a t t h e implementatio n cos t o f
the analysi s filte r ban k i s equa l t o t h a t o f HQ(Z) plu s a n M x M
DFT matrix , whic h ca n b e implemente d efficientl y usin g FF T al -

gorithms.
Similarly, whe n th e synthesi s filters hav e th e frequenc y shif t property ,
the filter ban k i s calle d a DF T ban k an d i t ca n als o b e implemente d
efficiently usin g th e polyphas e structure .
5
Multirate formulatio n o f
communication system s
In thi s chapter , w e giv e th e formulatio n o f som e moder n communicatio n sys -

tems usin g th e multirat e buildin g blocks . Unde r th e multirat e framework ,
we sho w ho w t o inser t redundanc y a t th e transmitte r sid e t o hel p th e tas k o f
equalization. Thes e formulation s ar e fundamenta l t o man y o f ou r discussion s
in futur e chapters . W e als o sho w t h a t th e multirat e framewor k ca n b e use d
to simplif y th e stud y o f th e so-calle d fractionall y space d equalize r syste m i n
which th e receive r tak e sample s a t a highe r rate .
5.1 Filte r ban k transceiver s

Figure 5. 1 show s a syste m calle d th e filte r ban k transceive r (transmitte r an d
receiver). Suc h a syste m i s als o know n a s a transmultiplexer . Thi s syste m
and it s variation s wil l b e centra l t o man y o f our discussion s i n thi s book . Fro m
the figure w e realiz e t h a t th e transmitte r i s a synthesi s filter ban k wherea s
the receive r i s a n analysi s filter ban k (se e Sectio n 4.4) . T h e filters Fk(z) ar e
known a s th e transmittin g filter s an d Hk(z) ar e calle d th e receivin g filters .
W h e n al l thes e filters ar e FIR , w e sa y t h a t th e transceive r i s a n F I R filter
bank transceiver ; otherwis e i t i s calle d a n II R filter ban k transceiver . T h e
M inpu t signal s Sk(n) ar e usuall y symbo l stream s (suc h a s PA M o r QA M
signals, se e Sectio n 2.2) . Thes e coul d b e symbol s generate d b y differen t user s
t h a t shar e th e sam e communicatio n channel . O r the y coul d b e differen t part s
of th e signal s generate d b y on e user . T h e numbe r M i s als o calle d th e numbe r
of subchannel s o r bands . T h e symbo l stream s Sk(n) ar e passe d throug h th e
transmitting filters Fk(z) an d th e result s ar e adde d t o for m th e t r a n s m i t t e d
signal
M-l
( ) ^2 ^2 s k(i)fk(n - iM).
x n =
k=0 i
Figure 5. 2 show s th e actio n o f th e transmittin g filter Fk(z) o n th e kth inpu t

signal Sfe(n) . I t take s eac h sampl e o f Sk(n) an d "put s a puls e fkiji) aroun d
it." Thu s th e filters Fk(z) ar e als o calle d pulse-shaping filters. Figur e 5.2(b )
shows a n exampl e o f th e shape d outpu t whe n Fk(z) i s a lowpas s filter. T h e
95
96 5. Multirat e formulatio n o f communicatio n system s
noise q(n)
uQ(n) x{n)
s0(n) - \M F0 C(z) H0(z) > | M *0()
i iw rw
ux(n) channel r
s^n) -+> \M Fîz) > Hx(z) ^ |M s^n)
i k> 1

U
M M) f
W B >- | M -+ F
M-l( ) z ^HM_X(Z)\-+\JM W*>
filters filters
Figure 5 . 1 . Th e M-ban d filte r ban k transceive r system .
M
(a) s k(n) Ht H H F k&
s (n) sample s of
complex
sk(n-l) ^ lowpass^(n ) bandpass
lowpass
\ Jf example Wt\
example
f
il
W i^W" '
(b) (c)
^T
s n
k( ) envelop e of real
sAn-\)
bandpass/ (n) bandpass
\Fk\ exampl e
(d) , y\ / N ' f \ /' \. (e )

o ' -M v '
Figure 5.2 . (a ) Puls e shaping filter; (b ) exampl e where Fk(z) i s lowpass; (c ) example s
of lowpas s an d bandpas s Fk(z)\ (d ) exampl e wher e Fk(z) i s real-coefficien t bandpass ;
(e) respons e o f a rea l bandpas s filter .
filter Fk(z) ca n als o b e a comple x bandpas s filter , a s show n i n par t (c) , o r a

real bandpas s filter , a s show n i n par t (e) . Par t (d ) show s a n exampl e o f th e
shaped signa l whe n fk(n) i s a real-coefficien t bandpas s filter .
In Fig . 5.1 , th e outpu t x(n) o f th e transmittin g filte r ban k i s sen t ove r
an LT I channe l wit h transfe r functio n C(z) an d additiv e nois e q(n). A t th e
receiver end , th e filter s Hk(z) hav e th e tas k o f separatin g th e signal s an d
reducing the m t o th e origina l rate s b y decimation . Th e transmitte d symbol s
5.1. Filte r ban k transceiver s 97
Sfe(n) ar e the n identifie d fro m th e signal s Sfe(n) , whic h i n genera l ar e distorte d

versions o f the symbol s Sk(n) becaus e o f the combine d effect s o f channel, noise ,
and th e filters. T h e genera l goa l i s t o identif y th e symbol s Sk(n) accuratel y i n
the presenc e o f these distortions . T h e choic e o f filters {Fk(z), H m(z)} depend s
on th e detail s o f th e specifi c instance s o f application . W e wil l discus s detail s
of thi s throughou t th e book .
5.1.1 Th e multiplexin g operatio n

We ca n alway s regar d th e se t o f signal s Sk(n) a s th e polyphas e component s
of a hypothetica l signa l s(n) , a s demonstrate d i n Fig . 5.3(a ) fo r M = 3 .
T h a t is , w e ca n regar d Sfe(n ) a s component s o f a time-multiplexe d signa l
s(n). O n th e othe r hand , wit h th e filters Fk(z) chose n a s a contiguou s se t
of bandpas s filters (Fig . 5.3(b)) , w e ca n regar d th e transmitte d signa l x{n)
as a frequency-multiplexe d versio n o f th e se t o f signal s Sk(n). T o se e thi s
consider a n arbitrar y si(n) wit h a Fourie r transfor m a s demonstrate d i n Fig .
5.3(c). T h e expande r squeeze s thi s Fourie r transfor m b y a factor o f M, an d th e
interpolation filter F\(z) retain s onl y on e cop y (Fig . 5.3(d)) . Thu s th e outpu t
x(n) o f th e synthesi s ban k ha s a Fourie r transfor m a s show n i n Fig . 5.3(e) ;
it i s jus t a concatenatio n o f squeeze d version s o f Sk(e^) fo r 0 < k < M 1.
Thus x(n) i s th e frequency-multiplexe d versio n o f {sk(n)}.
T h e earlies t application s o f th e transmultiplexer s wer e indee d conversion s
from time-divisio n multiplexin g ( T D M ) t o frequency-divisio n multiplexin g
( F D M ) o f telephon e signal s prio r t o thei r transmissio n [11 , 99]. T h e receive d
signal i s the n converte d fro m a n F D M bac k t o a T D M format . S o transmulti -
plexers ar e ofte n referre d t o a s T D M t o F D M (an d vic e versa ) converters . T h e
transmultiplexer i n Fig . 5. 1 i s sai d t o b e perfec t if , i n th e absenc e o f noise ,
Sfc(^) = Sk(n) fo r 0 < k < M. T h e theor y o f F I R perfec t transmultiplexer s
was first studie d i n [168] , an d th e conditio n o f perfect transmultiplexe r wa s de -
rived fo r th e cas e o f C(z) = 1 . W h e n th e channe l C(z) i s frequency-selective ,
the desig n o f perfec t transmultiplexer s become s muc h mor e complicated . A s
we shal l se e i n Chapte r 10 , n o F I R perfec t transmultiplexer s exis t whe n th e
channel i s frequency-selective . T o ai d th e desig n o f transmultiplexe r systems ,
redundant sample s ar e ofte n introduce d t o th e transmittin g side . Thi s topi c
will b e investigate d next .
5.1.2 Redundanc y i n filte r ban k transceiver s

In wideban d communications , th e channe l C(z) i n genera l introduce s som e
degree o f distortio n t o th e transmitte d signal . T o ai d th e tas k o f equalization ,
redundancy i s usuall y embedde d i n th e transmitte d signals . T o d o thi s w e ca n
use a filter ban k transceiver , o f whic h th e numbe r o f subchannel s o r band s i s
smaller t h a n th e interpolatio n ratio . Figur e 5. 4 show s suc h a system , wher e
N > M. T o understan d ho w redundanc y i s embedde d i n th e t r a n s m i t t e d
sequence x(n), suppos e t h a t th e samplin g perio d o f th e D / C converte r i s T.
( <>
_u_
s0 s < 2 <> <> 4
JJ _U_
x
>
t
(a) _L__t_

0 1 23 4 5 6 7
Fo Fi FM-\ Fo

fW\ ^
\y) ^^ 1
0 2n CO
2TI/M
output o f Fx
^
(d)
2n c o
2n/M
X(^ro)
frequency multiplexe d signa l
U I U,
Ua
(e) 2 M ^ 2n c o
2n/M
Figure 5.3 . Th e frequency-multiplexin g operatio n performe d b y the transmultiplexer .

(a) Origina l T D M signal ; (b ) filte r ban k response ; (c ) Fourie r transfor m o f a signa l
s i ( n ) ; (d ) outpu t o f th e correspondin g filte r F\(z)\ (e ) FD M signa l X(e juJ).
5.1. Filte r ban k transceiver s 99
noise q(n
W x(ri)
s N 11 n(") w 7 /- ^ w 1 A rw ? (V A
oW ~+\i n ^0 ^ i , ^| n 0 ^z; |-^- | + 7V | ^ > QK"J
/x channel r
u
s^n) -^ J f TV 11 ivO
H î W -| i/^z ) |-^ | | 7 V | ^ W
W ) - * | ft f wZ 7 f_
*| Âf-l W |
\ \
U|^l(z)|_^|^|_^^B
filters filters
Figure 5.4 . Th e M-ban d o r M-subchanne l filte r ban k transceive r syste m wit h redun -
dancy (J V > M).
Then, du e t o th e AT-fol d expander , th e modulatio n symbol s Sk(n) ar e space d

apart b y NT seconds . Ther e ar e M informatio n carryin g symbol s i n on e inpu t
block, bu t th e transmitte r send s ou t N sample s o f x(n) ove r th e channe l i n NT
seconds. I n othe r words , fo r ever y bloc k o f M inpu t symbols , th e transmittin g
filter ban k send s ou t N sample s o f x(n). T h e numbe r o f redundan t sample s
inserted i s (N M) pe r inpu t block . I f eac h modulatio n symbo l Sk(n) carrie s
b bit s o f information , the n Mb bit s ar e sen t fo r ever y N sample s o f x(n)
transmitted. T h e transmissio n rat e o f th e syste m i s give n b y
Mb
n ~N T
bits pe r secon d (bps) .
T h e transmissio n rat e ha s bee n reduce d b y a facto r o f N/M du e t o th e in -

troduction o f redundan t samples . T o compensat e fo r thi s reduction , w e ca n
increase th e samplin g frequenc y o f th e D / C an d C / D converter s b y a facto r
of N/M. Thi s mean s t h a t th e channe l bandwidt h ha s t o b e increase d b y a
factor o f N/M. Fo r thi s reaso n th e rati o
( = N/M
is als o know n a s th e bandwidt h expansio n ratio . I n practice , th e numbe r

of redundan t sample s pe r bloc k (N M) i s usuall y muc h smalle r t h a n M s o
t h a t i s clos e t o one .
We ca n als o understan d fro m a frequenc y domai n viewpoin t ho w th e in -
serted redundan t sample s coul d hel p i n th e equalizatio n process . Not e t h a t
if th e filter s Fk(z) i n Fig . 5.3(b ) ar e no t perfectl y bandlimite d t o a widt h o f
2TT/M the n th e Fourie r transform s Uk(e^ UJ) wil l contai n leakag e fro m th e mul -
tiple image s create d b y th e expanders . Thu s th e spectr a Uk{e^) wil l overlap ,
and canno t i n genera l b e separate d perfectl y b y th e receivin g filter s Hk(z).
Thus th e kth outpu t Sfc(n ) contain s contribution s fro m Si(n) fo r z ^ f c , whic h
results i n interference . A simpl e wa y t o avoi d thi s i s t o hav e nonoverlappin g
Uk(e^). Thi s ca n b e achieve d b y makin g th e interpolatio n rati o A " large r
t h a n th e numbe r o f subchannel s M. T h e spectr a o f Sk(n) ar e no w squeeze d
by a large r facto r N, an d th e M filter s Fk(e^) hav e a smalle r bandwidt h

2TT/N, whic h allow s a ga p betwee n th e filter s calle d guar d band s (Fig . 5.5) .
As Uk(e^) ar e separate d b y th e guar d bands , w e ca n easil y remov e th e in -
terference fro m Si(n) foiiy^k b y designin g a receivin g filte r Hk(z) t h a t ha s
the sam e passban d a s Fk(z).
guard band s
M) ' ^ 1I FM-\ M )
0
^ , r 2lZ
27l/i\T
Figure 5.5 . Illustratio n o f guar d band s i n a redundan t transceiver .
Filter ban k transceiver s wit h N = M ar e calle d minima l transceivers ,

and thos e wit h N > M ar e calle d redundan t transceivers . I n practic e
the filter s ar e no t perfectl y bandlimitin g filters ; i n fact , filter s o f fairl y smal l
orders ar e used . I n suc h system s th e introductio n o f redundanc y i s stil l usefu l
for th e purpos e o f channe l equalization . Thi s wil l b e explaine d i n mor e detai l
in futur e chapters .
5.1.3 Type s o f distortio n i n transceiver s
T h e receive d signal s Sfc(n ) i n genera l ar e differen t fro m Sk(n) fo r severa l rea -

sons.
(1) First , ther e i s inte r subchanne l interference . Thi s mean s t h a t %(n) i s

affected no t onl y b y Sfc(n) , bu t als o b y s m ( n ) , r a ^ k.
(2) Second , fo r an y fixe d k, th e signa l Sfc(n ) depend s als o o n Sk(n m) fo r

m 7 ^ 0. Thi s i s du e t o th e effec t o f filterin g create d b y th e channe l an d
the variou s filters . Thi s i s calle d intr a subchanne l interference .
1
(3) Finall y ther e i s additiv e channe l noise.
T h e tas k a t th e receive r i s t o minimiz e th e effect s o f thes e distortion s s o t h a t

the t r a n s m i t t e d symbol s Sk (n) ca n b e detecte d fro m s/ e (n) wit h a n acceptabl e
low probabilit y o f error . W e wil l se e late r t h a t thi s tas k i s easie r whe n ther e
is redundanc y (i.e . N > M). W e shal l presen t a quantitativ e stud y o f inte r
subchannel an d intr a subchanne l interference s i n Sectio n 5.2 .
1
There ar e othe r source s o f errors , suc h a s th e nonlinea r distortio n i n analo g circuits ,
synchronization error , carrie r frequenc y offset , an d s o on , whic h ar e no t considere d here .
5.2. Analysi s o f filte r ban k transceiver s 101
5.2 Analysi s o f filte r ban k transceiver s

In thi s sectio n w e sho w t h a t th e filte r ban k transceive r ca n b e represente d
in a for m t h a t doe s no t requir e th e us e o f multirat e buildin g blocks . Suc h a
representation give s th e channe l C(z) i n th e for m o f a specia l transfe r matri x
called th e pseudocirculant . Thi s alternativ e mathematica l formulatio n i s
very usefu l i n th e theoretica l stud y o f communicatio n systems . Belo w w e wil l
carry ou t th e analysi s fo r th e redundan t filte r ban k transceiver s (N > M).
T h e minima l transceive r cas e ca n b e obtaine d b y settin g N = M.
5.2.1 ISI-fre e filte r ban k transceiver s

Consider th e p a t h fro m s m ( n ) t o s)fc(n ) i n Fig . 5.4 . I n th e absenc e o f channe l
noise thi s p a t h i s simpl y a transfe r functio n sandwiche d betwee n a n expande r
and a decimator , a s show n i n Fig . 5.6(a) . B y usin g th e polyphas e identit y
(Fig. 4. 6 an d Theore m 4.1) , w e se e t h a t thi s p a t h ha s th e transfe r functio n
Tkm(z)= [H k{z)C{z)Fm(z)\iN. (5.1 )
Ignoring th e channe l nois e fo r a moment , th e transceive r ca n b e describe d
s (n) \N Fm(z) C(z) Hk{z) \N h(n)

(a)
(b) s (n) Tbniz) sk(n)
s0(n)
s An) > s\(n)

(c)
W") >W*>
Figure 5.6 . (a ) Th e pat h fro m th e m t h inpu t t o th e /ct h outpu t o f th e transceiver ;

(b) th e equivalen t syste m wit h nois e ignored ; (c ) matri x representatio n o f the filte r ban k
transceiver i n Fig . 5.4 , wit h nois e ignored .
as a simpl e transfe r matri x T(z). T h e off-diagona l element s o f th e matrix ,

namely Tkm(z),k ^ m , represen t th e p a t h fro m th e m t h inpu t t o th e /ct h
output. I f th e matri x i s diagonal , t h a t is ,
Tkm(z)=0, k^m,
then ther e i s no inter subchannel interference. W i t h inte r subchanne l interfer -

ence eliminated , eac h diagona l elemen t T kk(z) represent s th e transfe r functio n
from Sk(n) t o s~ k(n). If , i n addition ,
Tkk(z) = 1,
then Sfc(n ) i s affecte d b y onl y a singl e sampl e o f s k(n) (e.g . s k(n 1 ) doe s
not affec t it) . Ther e i s no intra subchannel interference i n th e /ct h p a t h . Thu s
the syste m i s fre e fro m b o t h interference s i f
T(z) = I,
and w e se e t h a t ther e i s perfec t symbo l recover y o r th e ISI-fre e propert y
%(n) = s k(n) (5.2 )
in th e absenc e o f noise . Mor e generall y i n a n ISI-fre e transceiver , T(z) i s

allowed t o b e a diagona l matri x wit h diagona l element s a kz~nk fo r som e
integer n k an d som e a k ^ 0 , s o t h a t
=
Sfc(rc) a ksk(n-nk).
W h e n th e transceive r i s ISI-free , th e channe l nois e i s th e onl y sourc e o f im -

perfection, whic h make s s~ k(n) differen t fro m s k(n). Nois e wa s ignore d i n th e
preceding discussion , bu t w e shal l handl e i t wit h grea t car e i n late r chapter s
where w e discus s differen t type s o f receiver s suc h a s th e zero-forcin g receiver ,
the MMS E receiver , an d th e minimu m B E R receiver .
Interblock interferenc e (IBI ) Fro m th e abov e discussion , w e se e t h a t ,

although ther e ar e multirat e buildin g block s i n a filte r ban k transceiver , th e
system fro m th e inpu t bloc k s(n ) t o th e outpu t bloc k s(n) i s i n fac t LT I wit h
transfer functio n T ( z ) . Suppos e t h a t th e transceive r i s no t ISI-fre e an d i t ha s
an F I R transfe r matri x T(z) = J2 k= o T kz~k. The n th e outpu t vecto r s(n) i s
given b y
s(n) = T 0 s ( n ) + T i s ( n - 1 ) + + T j S ( n - J ) .
T h e outpu t bloc k become s a mixtur e o f mor e t h a n on e inpu t block . Thi s

phenomenon i s calle d interbloc k interferenc e (IBI) . W h e n T(z) = T 0 , th e
output bloc k s(n) depend s onl y o n th e inpu t bloc k s ( n ) . I n thi s case , w e sa y
t h a t th e transceive r i s IBI-free .
Interchanging th e transmittin g an d receivin g filter s Suppos e w e inter -

change th e transmittin g filter s F k(z) an d th e receivin g filter s H k(z) an d le t
T'f^z) b e th e transfe r matri x o f th e ne w transceive r system . Then , fro m (5.1) ,
we hav e
TLW = [Fk(z)C(z)H m{z)}
= iN T mk{z).
In othe r words , T'(z) = T T(z). I n particular , thi s implie s t h a t interchanging

the transmitting and receiving filters does not affect the IB I-free and ISI-free
properties.
5.2.2 Polyphas e approac h

From th e precedin g discussions , w e kno w t h a t , i n th e absenc e o f channe l
noise, th e transceive r i s an MIM O (multi-inpu t multi-output ) LT I syste m wit h
transfer matri x T ( z ) , eve n thoug h i t ha s multirat e buildin g blocks . Belo w w e
will redra w th e filter ban k transceive r i n a for m t h a t doe s no t requir e th e
use o f an y multirat e buildin g blocks . T o deriv e suc h a representation , w e
implement th e transmittin g an d receivin g filter bank s usin g th e polyphas e
structures (Sectio n 4.4) . Ignorin g th e channe l noise , th e transceive r i n Fig .
5.4 ca n b e redraw n a s i n Fig . 5.7 . T h e N x M matri x G(z) i s know n a s th e
transmitting (polyphase ) matrix , wherea s th e MxN matri x S(z) i s called th e
receiving (polyphase ) matrix . Thes e matrice s ar e relate d t o th e transmittin g
and receivin g filters b y
G00(z) G0i(z) GO,M-

Gw(z) Gu(z) G\M- - i ( * )
G(z)
GN-I,O{Z) GN-I,I{Z) G 7V-1,M-1 (*)
and
Soo{z) SQI(Z)
Sio(z) Sn(z) SlM-
S(z)
sM - l .0(2) S. M-1,1 (*) S,M-l.N-l (z)

where Gkm(z) i s th e kth Typ e 1 polyphas e componen t o f F Tn(z) an d Skm(z)
is th e 772t h Typ e 2 polyphas e componen t o f Hk(z). T h e transmittin g an d
receiving filters are , respectively , relate d t o th e transmittin g an d receivin g
polyphase matrice s a s follows :
[ F 0(z) F!(z) ^M-l (z) [1 -N+l ] G(z N)

and
H0(z) 1
Hi{z) z
S(z)
VN-1
H M-l (z)
Consider th e syste m show n i n th e gra y bo x i n Fig . 5.7 . W e wil l se e late r
t h a t thi s i s a n LT I syste m wit h a n i V x i V transfe r matri x C ps(z) whic h de -
pends onl y o n th e scala r transfe r functio n C(z) an d th e intege r AT , bu t no t
the transceive r used . Becaus e th e matri x C ps(z) operate s o n th e blocke d ver -
sion o f th e channe l inpu t x(n) t o produc e th e blocke d versio n o f th e channe l
o u t p u t r ( n ) , w e sa y t h a t C ps(z) i s th e blocke d versio n o f th e channe l C{z).
We wil l se e i n Sectio n 5. 3 t h a t th e transfe r matri x C ps(z) ha s a for m calle d
the pseudocirculan t form . T h e subscrip t "ps v i s a reminde r o f "pseudocircu -
lant." Thu s th e entir e transceive r syste m ca n b e draw n a s a cascad e o f M I M O
systems, a s show n i n Fig . 5.8 . Fro m th e figure w e se e t h a t th e overal l syste m
from th e inpu t vecto r s(n ) t o th e outpu t vecto r s(n) ha s th e transfe r matri x
T(z) = S(z)C ps(z)G(z).

>
xQ(n)
U r{n) r0(n) ^
X{ri)
s0(n) - * C(z) IN s (/f )
-i *
x An)
i
^Z Z 1r
r An)
s^n) > fN
-I
1" w
s1()
A k
* z ^r

X
L r
N-l W
\
fN blocked channe l
N ^
côo
Figure 5.7 . Th e M-ban d transceive r syste m i n polyphas e form .
x0(n) r0(n) ^
s0(n) * 0 (")
rx(ri)
s{(n)
G(z) Cps(z) S(z) ^(AI)

WB> i-iW
W W
polyphase matri x polyphase matri x
Figure 5.8 . Th e M-ban d transceive r syste m i n matri x for m wit h transmittin g an d

receiving polyphas e matrice s indicated .
In general , T(z ) i s a matri x dependen t o n z. Fro m thi s w e ca n com e t o a

number o f conclusions :
(1) inte r subchanne l interference i s eliminated i f and only if S(z)G ps(z)G(z)
is diagonal ;
(2) interbloc k interferenc e i s eliminate d i f an d onl y i f S(z)G ps(z)G(z) i sa
constant matrix ;
(3) th e transceiver has the ISI-free propert y if and only ifS(z)G ps(z)G(z)
=
I. Thi s conditio n i s equivalen t t o s(n) = s(n ) i n th e absenc e o f noise .
More generally , sinc e Sfc(n ) = akSk(n rik) i s acceptabl e fo r nonzer o
a^, th e produc t S(z)G ps(z)G(z) ca n b e a diagonal matri x wit h nonzer o
diagonal dela y elements .
It turn s ou t t h a t th e ISI-fre e conditio n i s easie r t o satisf y wit h a redundan t

filter ban k transceive r (N > M ) , a s w e shal l elaborat e later .
Block transceiver s W h e n th e polyphas e matrice s G(z) an d S(z) ar e b o t h

constant matrice s independen t o f z, th e filte r ban k transceive r i s called a bloc k
transceiver. I n thi s case , th e processin g a t b o t h th e transmitte r an d receive r
is don e i n a bloc k b y bloc k manner :
x(n) = G s ( n ) an d s(n) = Sr(n) .
As th e polyphas e component s ar e constant , th e length s o f th e transmittin g

and receivin g filter s d o no t excee d th e interpolatio n rati o N. T h e system s t o
be discusse d i n Chapter s 6 , 7 , an d 8 ar e suc h bloc k transceivers . I n practice ,
the polyphas e matrice s ar e ofte n chose n t o b e matrice s t h a t allo w a low-cos t
implementation, e.g . D F T matrices . Bloc k transceiver s wit h D F T polyphas e
matrices ar e referre d t o a s DFT-base d transceivers . Man y moder n communi -
cation system s fal l int o thi s categor y (se e Chapte r 6) .
5.2.3 Channel-independen t ISI-fre e filte r ban k transceiver s

Generally speaking , a n ISI-fre e filte r ban k transceive r i s channel-dependent .
T h a t is , th e transmittin g filter s Fk(z) an d th e receivin g filter s Hk(z) depen d
on th e channe l coefficient s c(n). I n man y applications , especiall y thos e in -
volving wireles s communications , th e channel s ar e ofte n time-varying . W h e n
the channe l c(n) changes , w e hav e t o redesig n Fk(z) an d Hk(z) s o t h a t th e
transceiver remain s ISI-free . Fo r thes e applications , i t i s desirabl e t o hav e
ISI-free transceive r system s t h a t ar e channel-independent . I n particular , w e
would lik e t o hav e a transceive r t h a t ca n b e ISI-fre e fo r an y z/th-orde r chan -
nel. Fro m earlie r discussions , w e kno w t h a t th e transfe r functio n fro m th e
rath inpu t s m ( n ) t o th e kth outpu t i s give n b y Tkm(z) i n (5.1) . Fo r a n F I R
channel o f orde r z/ , w e ca n writ e Tkm(z) a s
Tkm(z)= J2< n) [z~ n

Hk{z)Fm{z)]iN .
n=0
T h e channel-independen t ISI-fre e propert y implie s t h a t fo r an y c(n) , th e

transfer functio n Tkm(z) = akZ~ Dk5(m k). Thi s i s tru e i f an d onl y i f
[z-nHk(z)Fm=
(z)]iN p knz-D"S(m - k),
we
for n = 0 , 1 , . . . , v. Substitutin g thi s resul t int o th e expressio n fo r Tkm{z)->
find t h a t th e M h subchanne l gai n i s give n b y
n=0
In Chapte r 6 , w e wil l stud y a numbe r o f transceive r system s wit h suc h a

channel-independent ISI-fre e property . W e wil l se e t h a t thes e system s belon g
to th e clas s o f DFT-base d bloc k transceivers . T h e firs t non-DFT-base d bloc k
transceivers wit h suc h a propert y wer e derive d b y Scaglion e an d Giannakis ,
106 5 . Multirat e formulatio n o f communicatio n system s
and th e syste m i s called a LagrangeVandermonde (LV ) transceive r [132] . I n

a L V transceiver , th e transmi t filter s ar e Lagrang e interpolatio n polynomi -
als, wherea s th e receiv e filter s ar e Vandermond e filters . A dua l syste m calle d
a VandermondeLagrang e (VL ) transceiver , wher e th e transmi t filter s ar e
Vandermonde filter s an d th e receiv e filter s ar e Lagrang e filters , wa s derive d
in [133] . Bot h th e L V and V L system s includ e th e widel y know n DFT-base d
transceivers a s a special case . I n [46] , the L V and V L transceivers wer e gener -
alized t o cas e o f multiuse r transmission . I t wa s late r show n [84 ] that th e L V
and V L system s ar e the onl y solution s o f block transceiver s wit h th e channel -
independent ISI-fre e property . Fo r filte r ban k transceiver s wit h transmittin g
and receivin g filter s longe r tha n TV , the solutio n o f channel-independen t ISI -
free transceiver s i s stil l unknown . I n [117] , a metho d ha s bee n propose d fo r
the desig n of near-ISI-free channel-independen t filte r ban k transceivers . Filte r
bank transceiver s wit h hig h signa l t o interferenc e rati o an d goo d frequenc y
response hav e bee n successfull y designe d therein .
5.3 Pseudocirculan t an d circulan t matrice s

In thi s section , w e shall stud y tw o specia l classe s o f matrices, know n a s pseu -
docirculant an d circulan t matrices , whic h appea r frequentl y i n th e stud y
of transceive r systems . Thes e matrice s ar e ver y usefu l i n th e discussio n o f
transceiver system s usin g a matri x representation .
5.3.1 Pseudocirculant s an d blocke d version s o f scala r sys -

tems
Definition 5. 1 Pseudocirculan t matrice s A n N x N matri x C ps(z) i s sai d

to b e a pseudocirculan t i f an y colum n (excep t th e leftmos t colum n whic h i s
arbitrary) i s obtained fro m th e precedin g colum n b y performing th e followin g
operations: (a ) shif t dow n b y on e element , (b ) recirculat e th e spille d elemen t
to th e top , an d (c ) multipl y th e recirculate d elemen t b y th e dela y operato r
z~\
Let [ CQ(Z) C(Z) CN-I(Z) ] b e th e firs t colum n o f C ps(z).
Then on e ca n obtai n C ps(z) b y followin g th e mechanis m describe d i n th e
above definition . Followin g th e procedure , w e ca n find th e followin g genera l
form o f th e pseudocirculan t matri x C ps(z):
rC 0(z) Z-'CN-^Z) Z^CN^Z) z- 1C2(z) z^C^z) 1

Ci(z) C 0 (z) Z^CN-^Z) z^diz) z-îz)
C2(z) d(z) C 0 (z) z^C^z) z^Caiz)
CN-2(z) C N-3(z) C N-i(z) C 0(z)Z^CN-^Z)

[CN-^Z) C N-2(Z) C N-3(Z) d(z )C 0(z) J
(5.3)
Note that alon g any lin e parallel to the mai n diagonal , al l elements ar e identi -
cal. Thu s a pseudocirculant i s also a Toeplit z matrix . Othe r mino r variation s
5.3. Pseudocirculan t an d circulan t matrice s 107
are possibl e i n th e definitio n o f pseudocirculants . Fo r example , w e ca n shif t

a colum n up an d the n circulat e th e spille d elemen t wit h z~ x. Definitio n 5. 1
will b e use d throughou t thi s book .
Pseudocirculant matrice s wer e originall y introduce d i n th e filter ban k lit -
erature i n th e contex t o f aliasfre e filter bank s an d blocke d LT I system s (se e
[157] an d [159]) . I n ou r context , thei r importanc e arise s fro m th e fac t t h a t
the blocke d channe l matri x C ps(z) i s a pseudocirculan t matri x o f exactl y th e
form define d above . Thi s i s state d i n th e followin g theorem .
x(n) r(n)
x0(n) \N C(z) \N > r Q(n)
w w W
i <z~x zy r
xx(n) fJV ~^> \N >W r x(n)

w
A .z-1 z' f
W") \N Li U|7^" -+ 'N- ,()
Figure 5.9 . N x N blocke d versio n o f a channe l C(z
Theorem 5. 1 Blocke d version s an d pseudocirculant s Conside r th e A - i n p u t

iV-output syste m show n i n Fig . 5.9 . Le t th e Typ e 1 polyphase representatio n
of th e channe l b e
C(z) = C 0(zN) + C 1{zN)z~1 + + C N-1(z

N
)z-N+1.
T h e n th e A x A syste m i s LT I an d it s transfe r matri x i s th e pseudocirculan t

matrix give n b y C ps(z) i n (5.3) .
x. in) fN Ciz) zJ |N -+ r j(n)
Figure 5 . 1 0 . Pat h fro m Xi{n) t o rj(n) o f th e blocke d syste m i n Fig . 5.9 .
A sketc h o f th e proo f i s a s follows . Le t u s loo k a t th e syste m fro m Xi(n)

to rj(n) i n Fig . 5.9 . I t i s simpl y z^~ lC{z) sandwiche d betwee n a n A-fol d
expander an d a n AT-fol d decimato r (Fig . 5.10) . Accordin g t o th e polyphas e
identity (Fig . 4.6) , thi s syste m i s LT I wit h transfe r functio n [z J ' - z C(z)] .
Using th e polyphas e decompositio n o f C(z), i t i s no t difficul t t o sho w (Prob -
lem 5.2 ) t h a t
Cj-i(z), if j-i>0;
73~i C(z)]IN (5.4)
CN+J-I(Z)I otherwise ,
which proves that th e transfe r matri x o f the TV-inpu t TV-outpu t syste m i n Fig.
5.9 ha s th e pseudocirculan t for m C ps(z) i n (5.3) .
Assume tha t th e channe l i s FI R wit h orde r is:
C(z)=J2c(^
i=0
For example , whe n v = 4 an d N = 3 w e hav e Co(z) = c(0 ) + c(3)z _ 1 ,

d(z)= c(l ) + c(4)z _ 1 , an d C 2{z) = c(2) . Substitutin g thes e int o (5.3) , th e
pseudocirculant matri x i s
cfflz-1 c(l)z-1+c(4)z - 2
1 1 1
Cp S (z) c ^ + c^)*" c(0) + c(3)z "- c ^ ) * "
c(2) 1
c(l) + c(4> -- c(0 ) + c(3)z " 1
When d i V = 6 , w e hav e
" c(0 ) 0 00 ^-^(2) ^-^(1 ) "

c(l) c(0 ) 00 0 2-^(2 )
c(2) C (l) c(0) 0 00
Cp S (z)
0 c(2 ) c(l) c(0 ) 00
00 c(2) c(l ) c(0) 0
00 c(2) c(l) c(0 )
In man y practica l applications , th e bloc k siz e N i s usuall y muc h large r tha n

the channe l order . Th e polyphas e component s o f C(z) wit h respec t t o N ar e
all constan t (independen t o f z), an d onl y th e first (is + 1 ) polyphas e compo -
nents ar e nonzero . I n thi s case , C ps(z) ha s th e specia l for m
c(0) 0 0 -^(i/) -^(1)

c(l) c(0 )
z 1 c(z/)
c(i/) 0
Cp S (z) (5.5)
c(0) 0 0
c(l) c(0)
0 c(z/) c(z / 1 ) c(0)
Observe tha t onl y th e is x is submatrix a t th e to p righ t corne r depend s o n

z. W e wil l exploi t thi s propert y o f C ps(z) fo r IB I elimination . Som e deepe r
properties o f pseudocirculan t matrice s wil l b e explore d i n Chapte r 10 .
5.3.2 Circulant s an d circula r convolution s

If we substitute z = 1 into a pseudocirculant matri x C ps(z), w e get a constan t
matrix C p s ( l ) . I t ha s a specia l for m know n a s circulant , whic h i s define d
below.
5.3. Pseudocirculan t an d circulan t matrice s 109
Definition 5. 2 Circulan t matrice s A n M x M matri x C circ i s sai d t o b e

a circulan t i f an y colum n (excep t th e leftmos t colum n whic h i s arbitrary ) i s
obtained fro m th e precedin g colum n b y performin g th e followin g operations :
(a) shif t dow n b y on e elemen t an d (b ) recirculat e th e spille d elemen t t o th e
top.
Similar t o th e cas e o f pseudocirculan t matrices , a circulan t matri x i s com -
pletely determine d b y an y o f it s column s o r an y o f it s rows . Lettin g it s firs t
column b e [ c(0 ) c(l ) c(M 1) ] , th e M x M circulan t matri x i s
c(0) c(M - 1 ) c(2 ) c(l )

c(l) c(0 ) c(3 ) c(2 )
c(M-2) c(M-3 ) c(0 ) c(M-l )

c(M-l) c(M-2 ) c(l ) c(0 )
Observe t h a t , apar t fro m th e leftmos t column , al l th e othe r column s ar e ob -

tained b y shiftin g down th e previou s column . Thi s matri x i s therefor e calle d a
circulant. 2 I t i s no t difficul t t o verif y (Proble m 5.5 ) t h a t a matri x i s circulan t
if an d onl y i f it s (/c , ra)th entr y i s give n b y
[Ccirc]krn= c((k - ra)) M, (5.6 )
where th e argumen t ((k m))M i s interprete d modul o M , whic h i s a n inte -

ger betwee n 0 an d ( M 1). Comparin g th e pseudocirculan t an d circulan t
matrices, w e fin d t h a t pseudocirculan t matrice s hav e a for m simila r t o circu -
lant matrices , excep t t h a t th e recirculate d elemen t i s multiplie d b y th e dela y
operator z~ x. Thi s explain s th e nam e "pseudocirculant. "
An importan t propert y o f circulant s i s t h a t the y ca n b e diagonalize d b y
the D F T matrix . T h e M x M D F T matri x W i s a matri x whos e (fc , ra)th
entry i s give n by 3
Wkm
[W]krn = - =, (5.7 )
where W = e _ j 2 7 r / M i s th e M t h roo t o f unity . Firs t conside r th e produc t

C c i r c W^", wher e th e superscrip t f denote s transpos e conjugation . T h e (/c,)t h
element o f thi s produc t i s
M-l
wt c fc m
L = 47
M - ))^~ -ml
in \j
Making a chang e o f variabl e an d usin g th e fac t t h a t W M= 1 , w e ca n rewrit e

the abov e expressio n a s
[CoiroWt]^ = - =Y: c(m)W-^

= -= 2 cMW "
2
Or , mor e specifically , a down circulan t (t o distinguis h fro m a n up circulan t whic h i s
denned i n a n obviou s way ) I n thi s boo k th e ter m circulant alway s refer s t o a dow n circulant .
3
For convenience , w e have normalize d th e D F T matri x s o that i t i s unitary, W ^ W = 1M'-,
the definitio n i s slightl y differen t fro m th e conventiona l one , fo r whic h th e (fc , ra)th elemen t
is W km.
110 5. Multirat e formulatio n o f communication system s
On t h e right-hand sid e o f t he above expression , t h e quantity insid e t h e bracke t

is, i n fact, t h e th D FT coefficien t o f c(n):
M-l
Ci=Y^ c(n)W- n (5.8)
n=0
Note t h a t t h e D FT coefficient s ar e define d i n t he usua l manner , althoug h t he

D F T matri x W i s normalized. Usin g t h e above expression , w e can writ e
-k
l^circ W \k
w Ce.
M
Writing t h e above expressio n fo r 0 < k < M 1 , we get t he ^th column of
the produc t C circW^:
[{-'circW \{ Q = Q[Wt]
w-(M-i)e
iT.
where [ W ^ = 1/y/M [ 1 W~ W'^' 1^ f i s t he th column of
W"!". I n other words , t h e columns o f t he I D FT matri x W" ^ are t he eigenvector s
of C circ a n d t he corresponding eigenvalue s ar e t he D FT coefficient s o f c(n).
This i s true regardless of the values of c(n). Collectin g al l t he M column s for
0 < < M 1, we have prove d
c arc wt = w+r,
where T i s t he diagonal matri x
Co 0
0d
(5.9)
00 CM-l
Using t h e fac t t h a t W + W = I , we ge t
wc arc wt = r,
or equivalentl y
Ccirc = W + r W ; (5.10 )
t h a t is , circulan t matrice s ar e diagonalized b y D FT matrices. Conversely ,
given an y matrix o f t he for m C = W ^ T W , we can write it s (/c, ra)th elemen t
as
M-l M-l
ktijrim
k
Y, < w~ w
c 1
C \k-m)
[C]km
=0 v M vVM
VJ
- = VJ
- 0
M M ^
Define t h e sequence c(n) a s t he I D FT coefficient s o f Ck- T h a t is,
M -- ll
M
1
C(
=0
5.4. Redundanc y fo r IB I eliminatio n 111
Then w e ca n writ e [C] fem = c(k m). A s th e sequenc e c(n) i s periodi c wit h
period M , w e hav e
[C]km = c((k-m)) M,
which prove s that th e matri x C i s circulant. A s a matrix o f the for m W ^ T W

is circulant , it s diagona l entrie s ar e th e sam e an d the y ar e equa l t o c(0) ,
which i s th e averag e o f C^ , th e diagona l entrie s o f T. Thi s fac t wil l b e use d
repeatedly later . Summarizing , w e have prove d th e followin g theorem .
Theorem 5. 2 Diagonalizatio n o f circulant s I f C circ i s a circulan t matrix ,

it ca n b e diagonalize d a s i n (5.10) , wher e T i s th e diagona l matri x (5.9 ) o f
the DF T coefficient s Ck define d i n (5.8) , an d W i s th e M x M normalize d
DFT matri x define d i n (5.7) . Conversely, a produc t o f th e for m W^T W i s
necessarily a circulant , an d it s leftmos t colum n i s [c(0 ) c(l ) c(M 1)] T ,
where c(n) = l / M ^ X " 1 C kW~kn ar e th e invers e DF T coefficient s o f th e
diagonal element s Ck o f I \
Circulant matrice s an d circula r convolution s Le t th e tw o M x l vector s
r = [ r(0 ) r(l ) r( M - 1 ) ] T ,
T
s = [ s(0 ) s(l ) s(M-l) ]
be suc h tha t r = C circs. Then , usin g (5.6) , w e ca n writ e th e nt h entr y o f r

as
M-l M- l
r(n) = [Carc] nes() = c((n-)) Ms().
==0 0
That is , th e sequenc e r(n) i s th e circular convolution o f th e sequence s s(n)
and c(n) , whic h correspond s t o th e entrie s i n th e first colum n o f C circ- Sub -
stituting (5.10 ) int o th e expressio n r C c ^ rc s an d rearrangin g th e terms , w e
get
y/MWr = r (VMWs). (5.11 )
Note tha t th e entrie s o f th e vector s \ / M W r an d \ / M W s are , respectively ,

the M-poin t DF T coefficient s o f r{n) an d s{n). Equatio n (5.11 ) mean s tha t
a circula r convolutio n i n th e tim e domai n become s a pointwis e multiplica -
tion operatio n i n th e DF T domain , whic h i s simpl y th e circula r convolutio n
theorem [105] .
5.4 Redundanc y fo r IB I eliminatio n

In a filter ban k transceive r th e channe l c(n) i n genera l introduce s interbloc k
interference (IBI) . In this section, we will show that b y inserting enough redun -
dant sample s i n th e transmitte d sequence , IB I ca n b e avoide d o r eliminate d
completely. I n th e followin g discussion , w e assume tha t th e numbe r o f redun -
dant sample s inserte d pe r inpu t bloc k i s v an d th e channe l i s causa l FI R o f
order < i/ , i.e .
C(z) = J2c(.n)z~n- ( 5 12
- )
n=0
T h e las t fe w coefficient s ar e zer o i f th e orde r o f c(n) i s les s t h a n v. W e wil l

also assum e t h a t ther e i s n o channe l noise , i.e . q(n) = 0 . Th e effec t o f nois e
will b e studie d i n mor e detai l i n futur e chapters .
5.4.1 Zero-padde d system s

One for m o f redundanc y i s th e insertio n o f zero s i n th e t r a n s m i t t e d sequence .
This i s know n a s zer o padding . Figur e 5.11(a ) show s a syste m t h a t employ s
the zero-paddin g schem e t o transmi t a sequenc e s(n). Figure s 5.11(b)-(d )
illustrate ho w th e zero-padde d syste m works . A t th e transmitter , th e inpu t
s(n) i s firs t partitione d int o block s o f lengt h M (Fig . 5.11(b)) . The n v zero s
are inserte d a t th e en d o f eac h bloc k t o obtai n th e zero-padde d resul t x(n)
(Fig. 5.11(c)) . Thu s th e ne w bloc k siz e N i s give n b y
TV = M + v.
T h e zero-padde d sequenc e x(n) i s sen t ove r th e channel . Th e v zero s wil l be -

come nonzer o du e t o filterin g b y C(z). However , becaus e th e channe l ha s a t
most orde r z/ , the N receive d sample s i n th e curren t bloc k o f r(n) depen d onl y
on th e M t r a n s m i t t e d symbol s i n th e curren t bloc k o f s(n) (Fig . 5.11(d)) ;
there i s n o IBI . I t shoul d b e emphasize d t h a t IB I i s completel y avoide d re -
gardless o f wha t th e impuls e respons e c(n) i s s o lon g a s it s orde r doe s no t
exceed v.
Matrix formulatio n o f th e zero-padde d system s

T h e zero-padde d syste m i n Fig . 5.11(a ) ca n b e represente d usin g multirat e
building blocks . Thi s give s ris e t o a usefu l representatio n t h a t ca n b e easil y
incorporated late r i n a matri x formulation . Th e insertio n o f zero s ca n b e
described usin g decimator s an d expander s a s i n Fig . 5.12 . Firs t th e inpu t
sequence s(n) i s partitione d int o block s o f siz e M usin g th e advanc e chai n
and decimators . Th e n t h bloc k s(n ) i s relate d t o th e sequenc e s(n) by 4
T
s(n)=[s(nM) s{nM + 1 ) .. . s(n M+ M - 1 ) ] .
Each bloc k s(n ) i s padde d b y v zero s t o for m x ( n ) o f siz e N. The n x ( n ) i s

interleaved usin g th e expande r an d th e dela y chai n t o for m th e sequenc e x(n),
which i s t r a n s m i t t e d ove r th e channe l c(n). T o deriv e th e matri x represen -
tation, w e bloc k th e receive d sequenc e r(n) int o block s o f siz e N usin g th e
advance chai n an d decimator s a s i n Fig . 5.12 . Th e n t h bloc k r ( n ) i s give n b y
T
r(n)=[r(nN) r(nN + 1 ) .. . r(nN + N - 1 ) ] .
Let u s loo k a t th e TV-inpu t TV-outpu t syste m fro m x ( n ) t o r ( n ) . Fro m Theore m

5.1, w e kno w t h a t i t i s simply th e N x N blocke d versio n C ps(z) o f the channe l
c(n). Thu s w e hav e
Sz(z)
TZ(Z) = C ps(z)xz(z)
= C ps(z)
0
4
By convention , whe n a sequenc e a(n) i s partitioned int o block s o f siz e P , th e /ct h bloc k
begins a t a(kP) an d end s a t a(kP + P 1) . Thi s conventio n wil l b e use d throughou t th e
book.
zero x(ri)
channel
(a) s(n) padding C(z)
-+ Hn)
previous current
block block
s(n)
(b)
M 2M
previous current
block block
(C)
nonzero samples
due to
channel filtering
r(n)
(d) IM. Ml Mill.
IN
received samples receive d sample s

due to du e to
previous bloc k curren t bloc k
Figure 5 . 1 1 . Zero-padde d system , (a ) Transmissio n schem e employin g zer o padding ;

(b)-(d) illustratio n o f ho w IB I i s avoide d i n th e zero-padde d system .
where th e vector s r z(z), x^(z) , an d s z(z) ar e th e z-transform s o f th e vector s

r(n), x(n) , an d s(n ) respectively . Recal l tha t th e matri x C ps(z) i s a n N x N
pseudocirculant matrix . Becaus e th e bloc k siz e satisfie s N = M + v > v, th e
matrix C ps(z) ha s the simpl e form i n (5.5) . Onl y the las t v column s o f C ps(z)
are dependen t o n z. Thu s w e ca n writ e
rz(z) = Ci owsz(z),
s(n) x(n) r(n)

/
u
s(n) s0(n) x() r(n)
. ,i'
|M C(z) \N ^r 0 ()
-1
zv *,() i
kZ
-+ |M fJV cnannei |JV _ > > )

-1 1 r
z|
i
^Z z

5
^ A ") A
| M \N
u
-1
n
A -1
block of
v zeros
UjT^"
7V=M+v
TAH* - >r AT-l(")
Figure 5 . 1 2 . Representatio n o f the zero-padded syste m usin g multirate buildin g blocks.
where Ci ow i s a n N x M matri x consistin g o f the firs t M column s o f C ps(z).

It i s the lowe r triangula r Toeplit z matri x give n b y
c(0) 0 0 0
c(l) c(0) 0
c(i/) c(0)
C/ 0 0 (5.13)
c(0 )
0 0 c(y) c(l)
0 0 c(z/ )
As C/ oli; i s independen t o f z , i n th e tim e domai n w e ca n writ e
r(n) = C/ ow s(n);
the nt h receive d bloc k v(n) depend s onl y on the nt h inpu t bloc k s(n) , bu t no t
other inpu t blocks . There is no IBL Thi s hold s fo r any causa l FI R channe l
C(z) wit h orde r les s tha n o r equa l t o v. A s a result , symbo l recover y ca n
be don e i n a bloc k b y bloc k manner . Wheneve r th e detail s o f blockin g an d
unblocking are not relevan t t o our discussion , w e will adopt th e schemati c plo t
shown i n Fig . 5.13 , whic h i s a mor e compac t descriptio n o f Fig . 5.12 . Th e
legend unde r th e zero-paddin g bo x i s mean t t o indicat e tha t th e bandwidt h
expansion facto r i s N/M (Sectio n 5.1.2) ; tha t is , N M zero s ar e inserte d
per bloc k o f siz e M.
As the zero-padded system is free from IBI , symbol recovery can be achieve d
by choosin g an y lef t invers e o f th e N x M matri x Ci ow. Th e ran k o f Ci ow
, s( ) .An)
r0(n)
*,(>
^ rx(n)
zero r(n) S/P(7V)
p/s(iio C(z)
padding
channel
NIM
S
M-iW ViW
Figure 5 . 1 3 . Schemati c plo t o f th e zero-padde d system .
is M a s lon g a s th e coefficient s c(n) ar e no t al l zer o (Proble m 3.1) . W e ca n

always recove r th e inpu t vecto r s(n ) fro m th e receive d vecto r r ( n ) unles s th e
channel C(z) i s identicall y zero . On e possibl e zero-forcin g solutio n i s
[plow^lowj ^low->
which i n genera l ha s a n implementatio n complexit y o f O(MN). Othe r solu -

tions t h a t hav e a muc h lowe r implementatio n cos t wil l b e explore d i n Chapte r
6.
5.4.2 Cyclic-prefixe d system s

Another wa y o f dealin g wit h IB I i s t o allo w a certai n amoun t o f IB I durin g
transmission an d ensur e th e receive d sample s corrupte d b y IB I ar e remove d a t
the receiver . Fo r a n F I R channe l o f orde r z/ , onl y th e firs t v sample s o f eac h
received bloc k ar e corrupte d b y th e previou s transmitte d block . Therefor e
IBI ca n b e remove d b y discardin g th e firs t v sample s o f eac h receive d block .
This strateg y give s ris e t o anothe r for m o f redundanc y fo r IB I elimination ,
namely cycli c prefixing . I t i s th e mos t popula r for m o f redundanc y employe d
in moder n communicatio n systems . W e shal l explai n thi s below .
Figure 5.14(a ) show s a syste m t h a t employ s th e cyclic-prefixin g schem e
to transmi t a sequenc e s(n). Figure s 5.14(b)-(e ) illustrat e ho w th e cyclic -
prefixed syste m work s fo r th e cas e o f v = 4 . A t th e transmitter , th e inpu t
s(n) i s partitione d int o block s o f siz e M , a s i n Fig . 5.14(b) . T h e n w e cop y
the las t v sample s a t th e en d o f eac h bloc k an d plac e t h e m a t th e beginnin g
(Fig. 5.14(c)) . Thi s constructio n implicitl y mean s M > v. T h e ne w sequenc e
x{n) ca n b e considere d t o hav e block s o f lengt h
N = M + v,
with th e firs t v sample s identica l t o th e las t v samples . T h e se t o f v sam -

ples a t th e beginnin g i s referre d t o a s a cycli c prefi x (CP) . T h e intege r v i s
called th e C P length . T h e cyclic-prefixe d sequenc e x{n) i s the n sen t ove r th e
channel c(n). A s th e channe l ha s orde r z/ , th e first v sample s o f eac h receive d
block ar e corrupte d b y th e previou s transmitte d bloc k (Fig . 5.14(d)) . Thes e
x(n) r(n)
cyclic channel discard
(a) s(n) r(n)
prefix C(z) prefix
previous current
block block
(b)
s(n)
ulikili 2M
copy copy
I hln
11 i

11
(c)
x(n) ***
0V
in biillll Ihli l , l . , l l "
N N+V 2N

pr evioiJS curr e
t)lock bloc
corrupted corrupted
(discarded) (discarded)
\1 \
(d)
r(n) *** 1 1
I0n . 1V
IlllllM.lll l l l l l . -
N N+V IN
M sample s M sample s
due only t o du e only t o
previous bloc k curren t bloc k
(e) m llil
previous curren t
block bloc k
F i g u r e 5 . 1 4 . T h e Cyclic-prefixe d system , (a ) Transmissio n schem e e m p l o y i n g cycli c

prefixing; ( b ) - ( e ) illustratio n o f ho w t h e cycli c prefi x i s adde d an d ho w IB I i s eliminate d
in t h e cyclic-prefixe d system .
contaminated sample s ar e discarded , an d thi s operatio n i s denote d b y a bo x

labeled "discar d prefix " (Fig. 5.14(a)) . Afte r discardin g th e prefix , w e obtai n
the ne w sequenc e F(n) , whic h ca n b e viewe d a s a sequenc e consistin g o f block s
of lengt h M (Fig . 5.14(e)) . Not e t h a t eac h receive d bloc k r(n) depend s onl y
on th e correspondin g t r a n s m i t t e d bloc k o f th e inpu t signa l s ( n ) . IB I i s com -
pletely eliminate d regardles s o f wha t th e impuls e respons e c(n) i s s o lon g a s

its orde r doe s no t excee d v.
discard
prefix
x(n) r{n)
\N C(z) IN * r o<">
v prefi x ^ -1

z
samples channel
i1 4
1 fN jiV r
v-lW
A
sin) s0(n) ^
77 N -+" r (") \
77
z' T A.
*,() F N ^ v+ 1v '
x
cp A.
\r(n)

r

t UH7 *rAL,W/
\ N=M+v
s() x( ) r(n)
Figure 5.15 . Th e cyclic-prefixe d syste m show n i n term s o f multirat e buildin g bloc k

notation.
Matrix formulatio n o f th e cyclic-prefixe d system s

T h e cyclic-prefixe d syste m i n Fig . 5.14(a ) ca n als o b e represente d usin g mul -
tirate buildin g blocks . Agai n thi s representatio n give s ris e t o a usefu l for -
mulation t h a t ca n b e convenientl y include d i n a matri x framework . Usin g
multirate buildin g blocks , th e cyclic-prefixe d syste m i n Fig . 5.14(a ) ca n b e
redrawn a s Fig . 5.15 . T h e inpu t sequenc e s(n) i s firs t blocke d int o block s o f
size M usin g th e advanc e chai n an d decimators . T h e inpu t bloc k s(n ) i s the n
multiplied b y a n N x M matri x F cp define d a s
0I v
\M-V 0 (5.14)
0L ,
T h e resul t i s a n N x 1 vecto r
x(n) = F cps(n).
It i s no t difficul t t o verif y t h a t multiplyin g s(n ) b y F cp i s equivalen t t o addin g

a cycli c prefi x o f lengt h v. T h e vecto r x ( n ) i s th e cyclic-prefixe d versio n o f
s(n) an d i t i s interleave d t o obtai n th e cyclic-prefixe d sequenc e x(n) a s i n Fig .
5.15. A t th e receiver , th e receive d sequenc e r{n) i s blocke d int o A ^ x l vector s
r ( n ) . Afte r removin g th e firs t v sample s i n eac h vecto r r(n) (discardin g th e
prefix), w e obtain M x l outpu t vector s ?(n) a s indicate d i n Fig . 5.15 . Not e

that th e system from x(n ) t o r(n) i s the blocked version C ps(z) o f the channel .
Their z-transform s ar e therefor e relate d b y
TZ(Z) = C ps(z)xz(z).
After discardin g th e v prefi x sample s o f eac h receive d block , w e hav e

TZ(Z) = [ 0 I M ] C ps(z)xz(z),
where 0 i s a n M x v zer o matrix . A s the bloc k siz e satisfie s N = M + v > z/,

the pseudocirculan t matri x C ps(z) ha s th e simpl e for m give n i n (5.5) . Onl y
the first v row s of C ps(z) ar e dependent o n z. Th e produc t [ 0 \M ] C ps(z)
is a constan t matrix . Therefore , i n th e tim e domai n w e ca n writ e
r(n) = C w p x(n), (5.15)
where C up i s a n M x N matri x consistin g o f th e botto m M row s o f C ps(z).
From (5.5) , w e se e tha t C up ha s th e form :
c(u) c ( z / - l ) . . . c(0 )0 -. .0 -. .0
0 c(v) ' ' : :
c(0) 0
0 c(iz) c(0)
0 0 c(iz) c(l) c(0 )

(5.16)
The subscript "up" serve s as a reminder tha t th e matrix is an upper triangula r
Toeplitz matrix . Substitutin g th e cyclic-prefi x relatio n x(n ) = F c p s(n) int o
(5.15), w e ge t
r(n) ûp*- cpSyTl)'
The nt h outpu t bloc k ?(n) depend s onl y o n th e nt h inpu t bloc k s(n) . IBI is
eliminated b y th e operatio n o f discardin g th e prefix . Th e outpu t an d inpu t
vectors ar e related b y the M x M produc t matri x (C upFcp). I t turn s ou t tha t
this produc t i s a circulan t matrix . T o se e this , observ e tha t multiplyin g C up
with F cp fro m th e righ t i s equivalent t o addin g th e first v column s o f C up t o
the las t v columns . Thi s operation wil l transform th e M x N uppe r triangula r
Toeplitz matri x C up int o a n M x M circulan t matrix . T o understand this , le t
us conside r th e exampl e o f v = 3 and M = 4 . I n thi s case , the M x N matri x
V-Joinr) I S
c(3) c(2 ) c(l ) I c(0 )0 0 0

0 c(3 ) c(2 ) I c(l ) c(0 )0 0
00 c(3 ) | c(2 ) c(l ) c(0 )0
00 0 | c(3 ) c(2 ) c(l ) c(0 )
Adding th e first thre e column s t o th e las t thre e columns , w e ge t
c(0) c(3 ) c(2 ) c(l )
c(l) c(0 ) c(3 ) c(2 )
ûp*- cp (5.17)
c(2) c(l ) c(0 ) c(3 )
c(3) c(2 ) c(l ) c(0 )
which is an M x M circulan t matrix . Fo r general M an d v that satisf y M > v,

the relatio n
r(n) = C circs(n) (5.18 )
continues t o hold . I n thi s case , th e firs t colum n o f the circulan t matri x Q circ
is th e sam e a s th e z/t h colum n o f C up. I n practice , M i s usuall y muc h large r
than z/ , and i n thi s cas e man y o f th e entrie s o f Q circ ar e zero :
c(0) 0 c{v) . . . c(l )

c(l) c(0)
C(iz)
c(^) 0 (5.19)
0 c(0)
0
0 0 c(^ ) c(l) c(0 )
When M = z/ , th e matri x C i s stil l circulan t bu t i t i s slightl y differen t fro m

the abov e expressio n (Proble m 5.16) .
From Sectio n 5.4.2 , w e know tha t th e multiplicatio n o f a circulan t matri x
and a vecto r ca n b e interprete d a s a circula r convolution . Equatio n (5.18 )
means that th e entrie s o f r(n) represen t th e circula r convolutio n o f the entrie s
of s(n ) an d th e channe l impuls e response . Th e remova l o f the cycli c prefi x a t
the receive r eliminate s IB I an d the insertion of the cyclic prefix at the trans-
mitter converts a linear convolution to a circular one. Fo r symbo l recovery ,
we ca n simpl y inver t th e matri x Q circ (provide d tha t i t i s invertible ) t o ge t
s() = C c -> c ?(n).
From Theore m 5.3 , w e kno w tha t Q circ i s invertibl e i f an d onl y i f th e diag -

onal matri x V i s invertible . Th e diagona l entrie s o f V ar e th e M-poin t DF T
coefficients o f th e channe l impuls e respons e c(n). Thu s zero-forcing equaliza-
tion exists for a CP system if and only if the channel C(z) does not have
zeros at the DFT frequencies 2kir/M. Wheneve r th e detail s o f blockin g an d
unblocking ar e no t relevan t t o ou r discussion , w e wil l adop t th e schemati c
plot o f th e cyclic-prefixe d syste m show n i n Fig . 5.16 . Agai n th e rati o N/M
is th e bandwidt h expansio n ratio ; tha t is , (N M) C P sample s ar e inserte d
per bloc k o f siz e M. I n Chapte r 6 , w e will introduc e a numbe r o f transceive r
systems tha t emplo y th e cyclic-prefixin g scheme .
5.4.3 Summar y an d compariso n

The zero-padde d (ZP ) syste m an d th e cyclic-prefixe d (CP ) syste m ar e ver y
similar, bu t ther e ar e als o som e differences . Her e i s a summar y an d compari -
son o f the tw o systems .
(1) Bandwidth efficiency. Bot h system s hav e th e sam e bandwidt h expan -

sion ratio :
M + z/ N
M M
s(w)
/
ryri)
cyclic discard
P/S(AQ prefix C(z) S/P(M)
prefix
NIM
channel
S
M-M
Figure 5.16 . Schemati c plo t o f th e cyclic-prefixe d system .
In practice , du e t o bandwidt h efficienc y th e bloc k siz e M i s usually muc h

larger t h a n v. Als o not e t h a t , i n orde r t o eliminat e IBI , th e numbe r v
has t o b e a t leas t a s larg e a s th e channe l order . Fo r som e applications ,
such a s DSLs , th e channel s ca n hav e ver y lon g impuls e responses . I n thi s
case, a channel-shortening filter i s usuall y employe d a t th e receive r t o
shorten th e channel s s o t h at th e equivalen t channe l i s well approximate d
by a muc h shorte r filter . Th e desig n o f channel-shortenin g filter s wa s
described i n Sectio n 3.5 .
(2) Transmission power. I n a Z P syste m th e redundan t sample s ar e zeros ,

whereas i n a C P syste m th e redundan t sample s ar e th e las t v sample s i n
each block , whic h ar e i n genera l nonzero . A s th e zer o sample s hav e zer o
power, th e Z P syste m need s a smalle r transmissio n powe r t h a n th e C P
system fo r th e sam e inpu t block . Th e differenc e i s smal l a s th e bloc k
size M i s usuall y muc h large r t h a n v.
(3) Symbol recovery. I n a Z P system , ther e i s n o IBI . Al l th e N sample s i n

the receive d bloc k r ( n ) ca n b e utilize d fo r symbo l recovery . O n th e othe r
hand, i n a C P syste m onl y th e M sample s i n th e vecto r r(n) ca n b e use d
for symbo l recovery . S o whe n ther e i s n o constrain t o n th e complexit y
of th e receiver , th e Z P syste m wil l outperfor m th e C P system . However ,
when th e receiver s o f b o t h system s ar e implemente d wit h roughl y th e
same complexity , thei r performance s ar e almos t th e sam e (Chapte r 6) .
(4) Channel equalization. I n b o t h systems , th e equalizatio n o f F I R channel s

can b e achieve d b y invertin g a constan t matri x provide d t h a t th e trans -
mitter insert s enoug h redundan t samples . No IIR filtering is needed. Fo r
ZP systems , zero-forcin g equalizer s alway s exis t a s lon g a s th e channe l
is no t identicall y zero . O n th e othe r hand , fo r C P system s th e existenc e
of zero-forcin g equalizer s depend s o n th e location s o f th e channe l zeros .
For th e purpos e o f channe l equalization , th e Z P syste m i n genera l ha s a bette r

performance t h a n th e C P system . However , th e inserte d C P sample s ca n b e
exploited a t th e receive r fo r solvin g othe r issues , suc h a s timin g synchroniza -
tion [100 ] an d channe l shortenin g [87] . A mor e detaile d compariso n o f th e Z P
and C P system s ca n b e foun d i n [96] .
5.4.4 IBI-fre e system s wit h reduce d redundanc y

Both th e Z P an d C P system s ar e IBI-fre e fo r an y causa l F I R channel s pro -
vided t h a t th e numbe r o f inserte d redundan t sample s pe r block , z/ , i s large r
t h a n o r equa l t o th e channe l order . A Z P syste m avoids IB I b y insertin g
enough zero s betwee n successiv e blocks . O n th e othe r hand , i n a C P syste m
the channe l doe s incu r IB I o n successiv e blocks , bu t th e receive r eliminates IB I
by discardin g th e C P samples . Instea d o f insertin g v zeros , on e ca n als o ap -
pend fewe r zero s a t th e transmitter , an d th e IB I du e t o insufficien t redundanc y
can b e eliminate d b y removin g th e contaminate d sample s a t th e receiver . I t
was show n i n [76 ] t h a t , b y doin g so , w e ca n hav e IBI-fre e bloc k transceiver s
with fewe r redundan t sample s pe r block . Belo w w e wil l demonstrat e ho w t o
achieve this .
Let v b e orde r o f th e channe l C(z). Suppos e t h a t w e appen d p (wit h
p < v) zero s t o eac h transmissio n bloc k s(n ) o f M samples . Le t r ( n ) denot e
the receive d bloc k o f N = M + p samples . T h e n th e z-transform s o f r ( n ) an d
s(n) ar e relate d b y
rz(z)= C *z(z)
ps(z)
0
where C ps(z) i s th e N x N pseudocirculan t matri x i n (5.5 ) (assumin g t h a t
N = M + p > v). Usin g th e fact s t h a t 0 i s a n p x 1 zero vecto r an d C ps(z) ha s
the specia l for m i n (5.5) , onl y th e firs t (y p) entrie s o f r z(z) ar e dependen t
on z. I n othe r words , th e las t (N v + p) receive d sample s i n r ( n ) depen d
only o n th e curren t transmitte d bloc k s ( n ) . Therefor e b y discardin g th e firs t
{y p) o f eac h receive d block , w e wil l hav e a n IBI-fre e syste m a s show n i n
Fig. 5.17 . Le t r ( n ) b e th e vecto r consistin g o f th e las t (N v + p) entrie s o f
r ( n ) . T h e n w e hav e
r(n) = Cps(n) ,
where C p i s th e (N v-\-p) x M Toeplit z matri x wit h firs t ro w [c{y p) c{y
p-l) . . . c(0 ) 0 . . . 0 ] an d firs t colum n [c{y-p) c{y-p+l) . . . c{y) 0 . . . 0 ] T .
To ensur e th e existenc e o f a zero-forcin g receiver , th e ran k o f C p shoul d b e
at leas t M . Thu s on e necessar y conditio n i s
N - v + p > M.
Using N = M + p, th e abov e conditio n ca n b e rewritte n a s 2p v > 0 . T h u s

we ca n conclud e t h a t th e minimu m redundanc y neede d fo r th e existenc e o f
ISI-free bloc k transceiver s i s
J z//2 , fo r eve n is;

Prnin=
\ (i / + l ) / 2 , fo r od d v.
T h e numbe r o f redundan t sample s neede d i s abou t half of that in the ZP and

CP systems. Lik e th e C P system , th e existenc e o f a zero-forcin g equalize r de -
pends o n th e channe l c(n). T h e bloc k transceiver s wit h minimu m redundanc y
were introduce d i n [76] . On e majo r drawbac k o f suc h transceiver s wa s thei r
high complexity . Unlik e th e C P an d th e Z P systems , whic h hav e lo w com -
plexity DFT-base d implementation s (a s w e wil l sho w i n Chapte r 6) , th e cos t
of implementin g th e lef t invers e o f th e Toeplit z matri x C p i s high . A reduced -
complexity implementatio n o f thes e minimu m redundanc y bloc k transceiver s
discard
j
s()
/
x(n) r(n)
sQ(n) fN C(z) IN
channel
fJV -1
N
z|
A
fN -+ |tf >rv-P+l(M)^
A zI
0 fN > |AT
m
v/
^ v-p+2
A.
block of zT
p zeros
Li N=M+p
U{7^
0
u \
>V-iW
Tin)
Figure 5 . 1 7 . IBI-fre e syste m wit h reduce d redundancy .
was give n i n [26] . Th e minimu m redundanc y give n i n thi s subsectio n i s fo r

block transceiver s wher e th e transmittin g an d receivin g polyphas e matrice s
G(z) an d S(z) ar e constan t matrice s independen t o f z. I f w e allo w G(z) an d
S(z) t o hav e memor y (^-dependent) , the n th e redundanc y ca n b e eve n lowe r
(Chapter 10) .
5-5 Fractionall y space d equalize r system s

In moder n communicatio n systems , th e receive r sometime s take s sample s o f
the receive d continuous-tim e signa l a t a highe r rat e t o enhanc e th e syste m
performance. Figur e 5.1 8 show s suc h a system , wher e th e transmitte r send s
the sequenc e x(n) a t a rat e o f 1/ T (Hz ) bu t th e receive r take s th e sample s r(n)
at a rate o f N/T (Hz) . Th e samplin g rat e o f the receive r i s N time s highe r t h a n
t h a t o f the transmitter . W e wil l assum e N i s an intege r i n ou r discussion . I f w e
look a t th e symbo l spacing , th e inpu t signa l x(n) i s spaced apar t b y T seconds ,
whereas th e receive d signa l r(n) i s space d apar t b y T/N seconds . Henc e th e
system i s know n a s th e fractionall y space d equalize r (FSE ) system . W h e n
the transmitte r an d receive r hav e th e sam e samplin g rate , t h a t i s N = 1 , th e
F S E syste m reduce s t o th e symbo l space d equalize r (SSE ) system , whic h
has bee n discusse d i n detai l i n Sectio n 2.1 . W e kno w t h a t th e SS E syste m ca n
be describe d b y a n equivalen t discrete-tim e LT I system . W e shal l deriv e t h a t
the F S E syste m als o ha s a discrete-tim e equivalen t system . A s th e samplin g
rates ar e differen t a t th e transmitte r an d receiver , th e equivalen t syste m i s n o
longer LTI , an d multirat e buildin g block s ar e needed .
Let u s compar e Fig . 5.1 8 wit h Fig . 2.3 . W e find t h a t th e signal s w a{t) i n
these tw o figures ar e identica l an d the y ar e give n b y (2.1) . Fo r convenience ,
5.5. Fractionall y space d equalize r system s 123
qa(t)
r(n)
x(n)
D/C Px{t)
Xa(t)
Ca(t)
^r a(t) J P2(t) VaVU C/D
T
T T/N
Figure 5 . 1 8 . Transmissio n syste m wit h oversamplin g a t th e receiver .
we reproduc e th e expressio n fo r w a(t) below :

oo
va{t)= Y,
w. x{k)c e{t-kT) + qe{t),
/c= o o
where c e(t) = (pi * ca *P2)(f) an d q e(t) = (q a *P2)(t) ar e th e effectiv e channe l

and noise , respectively . W h e n w a(t) i s uniforml y sample d ever y T/N second s
as i n Fig . 5.18 , w e obtai n th e discrete-tim e signa l
oo
r(n) = Y, x(k)c e(nT/N-kT) + q e(nT/N).

/ c = oo
Define th e discrete-tim e equivalen t channe l an d noise , respectively , a s follows :
c(ra) = ( p i * c a * p 2 ) ( t ) | , (5.20 )
\t=nT/N
q(n) = (q a*p2)(t)\ . (5.21 )
\t=nT/N
T h e n w e ca n rewrit e r(n) a s
oo
r(n) = N , x(k)c(n kN) + q(n).

A;= oo
T h e firs t t e r m simpl y represent s th e interpolatio n filte r operatin g o n th e inpu t

x(n). I n term s o f discrete-tim e signa l processin g notations , th e precedin g
equation ha s th e beautifu l interpretatio n show n i n Fig . 5.19 , wher e
C(*) = 5>(n)z"n.
n
Let u s compar e th e discrete-tim e equivalen t channe l an d nois e o f th e F S E

system wit h thos e o f the SS E syste m derive d i n Sectio n 2.1 . Fo r a n SS E syste m
where th e receive r take s sample s a t th e samplin g rat e 1/T , th e discrete-tim e
equivalent channe l an d nois e are , respectively , give n b y
csse(n)= ( p i * c a *P2)(t)
t=nT
qSsein) = {q a *P2)(* )
t=nT
q(n)
x(n) Â
>
AT w
y(n)
r*( -\
G
i w r(ri)
\UlA H WI W
Figure 5 . 1 9 . Discrete-tim e equivalen t mode l o f th e communicatio n syste m (i n

Fig. 5.18 ) wit h oversamplin g a t th e receiver .
From (5.20 ) an d (5.21) , w e find t h a t th e tw o discrete-tim e model s ar e relate d

by
cSSe(n) = c(Nn) = [c(n)] iN an dq sse{n)= q(Nn) = [q(n)] iN ;
the channe l impuls e respons e an d nois e o f th e SS E syste m are , respectively ,

the TV-fol d decimate d version s o f th e channe l an d nois e o f th e associate d F S E
system.
5.5.1 Zero-forcin g FS E system s

In a n F S E system , th e receive d sample s r(n) ar e space d apar t b y T/N second s
whereas th e inpu t sample s x(n) ar e space d apar t b y T seconds . Th e receive d
d a t a rat e i s N time s th e inpu t d a t a rate . T o recove r x(n) fro m r ( n ) , w e ca n us e
an TV-fol d decimatio n filter. Thi s i s show n i n Fig . 5.20 . Th e simples t wa y t o
equalize th e effec t o f th e channe l i s t o choos e th e equalize r a s H(z) = 1/C(z).
T h e n th e syste m i s zero-forcin g an d th e outpu t erro r i s simpl y q(n) passe d
through 1/C(z) an d decimate d b y N. A ver y importan t observatio n her e i s
t h a t i f w e wan t t o cance l ou t th e effec t o f C(z) completely , i t i s no t necessar y
to us e 1/C(z) a s th e equalize r becaus e th e outpu t i s decimate d anyway . Fro m
the polyphas e identit y (Fig . 4.6) , w e kno w t h a t i n th e absenc e o f nois e th e
system fro m x(n) t o x(n) i s i n fac t LT I wit h transfe r functio n
T(z)= \C{z)H(z)
IN
Recall fro m Chapte r 4 t h a t [C(z)H(z)], N i s simpl y th e zerot h polyphas e

component o f th e produc t C(z)H(z). Thu s th e syste m i n Fig . 5.2 0 i s ISI-fre e
when
C(z)H(z) 1.
IN
Or, equivalentl y i n th e tim e domain , t(n) = ( c * h)(Nn)= 5{n), whic h

means t h a t th e convolutio n ( c * / i ) ( n ) satisfie s th e Nyquist(TV ) propert y (Sec -
tion 4.3.2) . I n othe r words , th e syste m i s ISI-fre e i f an d onl y i f h{n) i s suc h
t h a t th e impuls e respons e ( c * h){n) ha s th e zero-crossin g property. 5 Mor e
5
When tw o transfe r function s C(z) an d H(z) ar e suc h tha t [C(Z)H(Z)]N = 1 , the y
are calle d biorthogona l partners . Furthe r detail s abou t th e theor y an d application s o f
biorthogonal partner s an d thei r extension s ca n b e foun d i n [160 ] an d [171] .
generally, i f we allow a dela y i n th e syste m output , th e zero-forcin g conditio n

becomes
T(z)=\C(z)H(z)
HN
for som e non-negativ e intege r no. I n th e absenc e o f noise , th e outpu t i s

x(n) = x(n no).
q(n)
i
equalizer
y(n)
r(n) I
x(n) ^ fN C(z) H(z) \-^\N\ x(n)
Figure 5 . 2 0 . Decimatio n filte r fo r FS E channe l equalization .
Note tha t fo r th e FS E system , w e d o no t nee d C(z)H(z) = 1 to achiev e

zero-forcing equalization . Onl y th e zerot h polyphas e componen t o f the prod -
uct C(z)H(z) need s t o b e unity ; al l th e othe r polyphas e component s ca n b e
arbitrary. Thu s channe l inversio n ca n b e avoide d b y applyin g oversamplin g
at th e receiver . I n fact , fo r mos t FI R channels , perfec t channe l equalizatio n
can b e achieve d wit h a n FI R filte r H(z), a s w e will se e i n th e following .
5.5.2 Polyphas e approac h
Let u s decompos e th e channe l C(z) an d th e filte r H(z) usin g Typ e 1 and 2

polyphase representation s respectively :
N-l
k
C(z) = ] T z~ Gk(zN),
k=0
N-l
k
H{z) = J2 z Sk(zN).
k=0
Then th e zerot h polyphas e componen t o f th e produc t C(z)H(z) i s give n b y
N-l
T(z) = Y, G k(z)Sk(z). (5.22
/c=0
)
Given the channel C(z), th e equalizer is zero-forcing if and only if the polyphas e
components Sk(z) satisf y
N-l
Y,Gk{z)Sk{z) (5.23)
/c=0
A pictoria l vie w o f (5.22 ) W e ca n als o deriv e th e transfe r functio n T(z)

in (5.22 ) pictorially . Usin g th e polyphas e implementatio n o f th e decimatio n
and interpolatio n filter s i n Sectio n 4.4 , w e ca n redra w th e syste m i n Fig . 5.2 0
as i n Fig . 5.21(a) . Recal l fro m Fig . 4.10(b ) t h a t th e multi-inpu t multi-outpu t
(MIMO) syste m i n th e gra y bo x i s a n identit y system . Thu s Fig . 5.21(a ) ca n
be redraw n a s Fig . 5.21(b) , wher e
Qkip) = q(Nn + k)
is th e kth polyphas e componen t o f th e channe l nois e q(n). I t follow s fro m

Fig. 5.21(b ) t h a t th e transfe r functio n fro m x(n) t o x(n) i s give n b y (5.22) .
Figure 5.21(b ) als o give s a n interestin g interpretatio n o f th e F S E system .
Looking a t it s to p branch , w e hav e a channe l Go(z) wit h nois e qo(n). Not e
that
G0(z) = [C(z)]i N an d q 0(n) = [q(n)] iN;
these quantitie s wil l b e th e channe l an d nois e o f a n SS E system , respectively ,
if th e receive r take s sample s r(n) a t th e symbo l spacing . O n th e othe r hand ,
in a n F S E syste m w e hav e N branches . The FSE receiver has N copies of
the transmitted signal, each going through a different "channel" Gk{z). A s a
result, th e receive r o f a n F S E syste m ca n recove r x(n) usin g a n F I R equalize r
H(z) fo r mos t F I R channel s C(z), a s state d b y Theore m 5.3 .
Theorem 5. 3 Existenc e o f a n FI R zero-forcin g equalizer . Give n a n F I R

channel C{z) = Yln= o c (n)z~n, ther e exist s a n F I R H(z) suc h t h a t
T(z)=\C(z)H(z) =1
if an d onl y i f th e polyphas e component s Gi(z) o f C(z) d o no t hav e an y com -

mon facto r o f th e for m ( 1 a z " 1 ) , a ^ O .
Proof Fro m (5.22 ) w e kno w t h a t T(z) = Y^JQ 1 G l(z)Sl(z). W h e n al l

Gi(z) hav e a nontrivia l commo n facto r ( 1 az -1), a ^ 0 , i t i s clea r
t h a t T(z) wil l als o hav e suc h a commo n facto r i f Si(z) ar e FIR . Becaus e
the polyphas e component s Si(z) o f F I R H(z) ar e als o FIR , w e conclud e
t h a t ther e doe s no t exis t an y F I R H(z) suc h t h a t T(z) = 1 whe n al l
Gi(z) hav e a nontrivia l commo n facto r ( 1 a z " 1 ) , a ^ 0 . Conversely ,
suppose t h a t Gi(z) d o no t hav e suc h a factor . The n Euclid' s theore m
states t h a t ther e exis t causa l F I R filter s S[(z) suc h t h a t
N-l
J2 GiWSfr) = z~ K,
i=0
where z~ K i s th e greates t commo n facto r o f al l th e polyphas e compo -

nents Gi(z). Lettin g S t(z) = z KS'i{z)1 the n H(z) = J ^ 1 z iSl(zN) i s
F I R an d i t satisfie s [C(z)H(z)]=
iN 1 .
In practice , i t rarel y happen s t h a t al l th e polyphas e component s Gi(z) o f

a channe l C(z) hav e a nontrivia l commo n facto r ( 1 az~x). I f i t doe s happen ,
()
f <?(")
1r 1 , kn)
~~**| O
r
0 (z) | [ J Jy |
-l
w ^1 JV H ô( z) 1
1 r A
^z z
(a)
] G x{z) 1 * | \N \-*> -1
*\ N H ^(z ) |
kZ
z <T T
1
=
* i

i A
L
H <vi w 1 H t^ H *| S N_Y(z) | - J
v i d e n t i t y syste m
x(n) G 0 (2 ) i ?o(") |
M W -> x(n)
U() |
G t (z) - M ^(z)
(b)
u G
iV-l( Z )
K>> I 1 t
Figure 5 . 2 1 . (a ) Oversample d channe l C(z ) an d fractionall y space d equalize r H(z )

(b) polyphas e representation ; (c ) simplifie d equivalent .
then a n F I R zero-forcin g solutio n doe s no t exis t an d on e need s a n II R filter .

Let Q(z) b e th e greates t commo n facto r o f al l Gi(z). T h e n Euclid' s theore m
says t h a t w e ca n find F I R S[(z) suc h t h a t
N-l
Y,Gi(z)S[(z)=Q{z).
i=0
T h e n th e zero-forcin g conditio n ca n b e satisfie d i f w e choos e
Si(z) = S'(z)/Q(z).
In thi s case , th e equalize r H(z) = X)z= o zl Si(zN) i s a n II R filter. I f Q(z)

does no t hav e an y zero s o n th e uni t circle , the n H(z) i s stable . W h e n al l th e
zeros o f Q(z) ar e insid e th e uni t circle , H(z) i s b o t h causa l an d stable .
Causal equalize r T h e transfe r functio n H(z) = X)z= o z% Si{zN) ca n b e

noncausal eve n whe n al l Si(z) ar e causal . T o obtai n a causa l equalizer , on e
can multipl y a noncausa l H(z) b y z~ kN. Not e t h a t multiplyin g a zero-forcin g
equalizer H(z) b y z~ m ca n destro y it s zero-forcin g propert y whe n m i s no t a
multiple o f N. Thi s i s becaus e [z~ rnC(z)H(z)] , N i s no t a delaye d versio n o f
[C(z)H(z)],N whe n m i s no t a multipl e o f N.
Example 5. 1 Suppos e tha t th e discrete-tim e equivalen t channe l wit h over -

sampling facto r N = 2 is give n b y
C(z) = l + z~ 1 + z~ 2 -2z~ z
-5
Note tha t (7(1 ) = 0 . S o ( 1 z * ) i s a facto r o f C(z) an d th e invers e 1/C(z)

is not stable . Th e polyphas e component s ar e
G0{z) = l + z~ 1 an d G^z) = 1 - 2z~ x - z~ 2
.
One ca n verif y b y explici t calculatio n that , i f w e choos e
3 z~ x 1
S0(z) = an d S^z)= -,
then w e will hav e Go(z)So(z) + Gi(z)S\(z) = 1 . Th e zero-forcin g FI R filte r
H(z) i s give n b y
H{z) = S 0(z2) + zS^z 2)= (z + 3 - z~ 2
)/A.
The noncausalit y o f H(z) ca n b e remove d b y multiplyin g z~ 2. I n thi s case ,
the transfe r functio n become s T(z) = z~ x. I n th e cas e tha t th e receive r doe s
not oversample , th e channe l o f th e SS E syste m woul d b e
Csse(z) = G 0(z) = l + z-\
whose invers e 1/C sse{z) i s not stabl e becaus e C sse{1) = 0 . However , w e ar e
able t o find FI R zero-forcin g H(z) fo r th e FS E system .
Nonuniqueness o f th e zero-forcin g FI R equalize r Wheneve r i t exists ,

the zero-forcin g FI R equalize r i n a n FS E syste m i s no t unique . T o se e this ,
consider th e cas e o f N = 2 . Suppos e H(z) = So(z 2) + zS\(z 2) i s zero-forcin g
so tha t
G0(z)S0{z) + G 1(z)S1{z) = l.
Note no w that , give n an y transfe r functio n A(z), th e followin g identit y hold s
trivially:
Go(z)\G1(z)A(z)\ + G i ( ^ ) -G 0(z)A(z) 0.
This mean s tha t i f w e defin e a ne w transfe r functio n H(z) wit h polyphas e

components
S0(z) = S 0(z) + G 1(z)A(z) an d S^z) = S^z) - G 0(z)A(z),
then T(z) = G 0(z)S0(z) + G 1(z)S1(z) i s als o equa l t o unity . Th e filter H(z)

is a vali d zero-forcin g FI R filter a s well . Sinc e A(z) i s arbitrary , ther e exist s
infinitely man y zero-forcin g FI R filters. I n th e absenc e o f channe l noise , al l
zero-forcing equalizer s ar e equivalent. Thi s is not th e cas e when there i s noise.
In practice , on e ca n optimiz e A(z) t o minimiz e th e powe r o f the outpu t noise .
Further detail s o f this ide a ca n b e foun d i n [171] .
In th e abov e discussions , th e oversamplin g facto r N i s assume d t o b e a n
integer. Th e ide a o f representin g a n FS E syste m usin g multirat e buildin g
blocks ca n als o b e extende d t o th e cas e o f rationa l oversamplin g factors . A n
FSE syste m wit h a rationa l oversamplin g facto r ca n als o b e describe d usin g
multirate buildin g blocks . Mor e detail s o n th e equalize r desig n fo r suc h a n
FSE syste m ca n b e foun d i n [172] .
5.6. Concludin g remark s 129
5.6 Concludin g remark s

T h e connectio n betwee n a perfec t reconstructio n filte r ban k an d a perfec t
transmultiplexer wa s firs t recognize d b y Vetterl i [168] . Multirat e signa l pro -
cessing fo r channe l equalizatio n wa s reporte d i n [121] . T h e applicatio n o f
nonmaximally decimate d (redundant ) filte r bank s t o precodin g wa s firs t pro -
posed b y Xi a [182 , 185] . Optimizatio n o f filte r ban k precoder s i s studie d i n
[135]. Som e tutorial s o n thi s topi c ca n b e foun d i n [3 , 161 , 162] . Mor e topic s
on filte r ban k transceiver s wil l b e explore d late r i n th e book . T h e matri x
formulations o f th e Z P an d C P system s ar e usefu l fo r th e design s o f a numbe r
of bloc k transceive r system s (Chapter s 6 , 7 , an d 8) . T h e filte r ban k structur e
will greatl y facilitat e th e desig n o f transceive r system s wit h bette r frequenc y
responses (Chapte r 9) . T h e multirat e theor y wil l b e applie d late r t o th e stud y
of th e existenc e o f zero-forcin g F I R filte r ban k transceiver s (Chapte r 10) .
5.7 Problem s
5.1 Conside r th e filte r ban k transceive r syste m show n i n Fig . 5.1 . Suppos e
t h a t th e transmittin g filte r Fi(z) i s a rea l bandpas s filte r wit h frequenc y
response give n b y
F (e jnf 1 ,u e [TT/M , 2 T T / M ] U [ - 2 T T / M , - T T / M ] ;
^' \ 0 , otherwise ,
and th e Fourie r transfor m o f th e signa l s\{n) i s a s give n i n Fig . 5.3(c) .

Draw th e Fourie r transfor m o f th e outpu t u\(n) o f F\{z).
5.2 Le t C ps(z) b e th e N x N blocke d versio n o f th e channe l C(z). Sho w

t h a t it s (z , j ) th entr y [Cpg^z)]^ i s give n b y (5.4) .
5.3 Suppos e t h a t w e bloc k a scala r channe l C(z) a s i n Fig . P5.3 . W e kno w

t h a t whe n p = 1 , th e N x N syste m fro m s(n ) t o s(n) i s LT I wit h
transfer matri x C ps(z). I n thi s problem , w e explor e th e cas e o f p > 1 .
Let th e polyphas e decompositio n o f th e channe l b e C(z) = CQ (zN) +
z-^z") + + Z-WCN-^Z*).
(a) Le t N = 3 an d p = 2 . Fin d th e 3 x 3 transfe r matri x T(z). Expres s

your answe r i n term s o f Ci(z).
(b) Repea t (a ) fo r N = p = 3 . W h a t ca n w e sa y abou t th e ran k o f
T(z)7
(c) Repea t (a ) fo r N = 6 an d p = 2 . W h a t i s th e ran k o f T(z)7
(d) Mor e generally , le t th e greates t commo n diviso r (gcd ) o f N an d p
be gcd(iV,p ) = K an d le t N/K = Q. Prov e t h a t th e ran k o f T(z)
is a t mos t Q.
5.4 Suppos e t h a t w e bloc k a scala r channe l C(z), a s w e di d i n Fig . P 5.3 . Le t

T(z) b e it s N x N transfe r matrix . Assum e t h a t th e integer s p an d N
are coprime . Le t th e polyphas e decompositio n o f th e channe l b e C(z) =
s(w) s()
J
s0(n)
u C(z)
'
jiV >s Q(n)
T"~P
s^n) fN j i V
i
'z-* zp' r
z p
i i\ ~ * '+ i i- ,
w*>
Figure P 5 . 3 . Blockin g o f a scala r channe l usin g mor e genera l dela y an d advanc e

chains.
C0(zN) + z-1C1(zN) + ... + z-N+1CN-1(zN).Foik

= O y 1, . . . , 7 V - 1 ,
define
kp = q kN + r k,
where q k an d r ^ are , respectively , th e quotien t an d remainde r o f kp
divided b y N. Thes e integer s satisf y q k > 0 and 0 < r k < N 1.
(a) Prov e tha t r k + r^-k = ^ an dg % + ^TV/ c = P 1 -
(b) Sho w tha t ther e exist s a n i V x i V permutatio n P suc h tha t
0 ro 1
1 ri
=P
_N-l_ jnv-ij
(c) Fin d th e firs t colum n an d th e firs t ro w of T(z). Writ e you r answe r
in term s o f Ci(z\ r^ , an d qi.
(d) Sho w tha t T(z) i s a Toeplit z matrix . Tha t is ,
[T(z)]o,j-fc, i f Z > fc;

[ T ( Z)\kl
[T(0)]fc_,,o, i f fc > Z.
Using th e resul t i n (c) , writ e T(z) i n term s o f Ci(z\ r^ , an d qi.
(e) Sho w tha t
T
T(z)
= B(z)PC ps(z)P B(z-1),
where C ps(z) i s th e pseudocirculan t matri x give n i n (5.3) , P i s a
permutation matrix , an d D(z) i s a diagonal matrix with [D(z)]fcf c =
znk fo r som e intege r n k.
This problem shows that b y blocking a scalar channel using a delay chai n
and a n advanc e chai n wit h z~ p1 th e resultin g transfe r matri x T(z) i s
closely relate d t o C ps(z). Fo r example , al l th e column s o f T(z) ca n b e
obtained fro m it s firs t colum n b y followin g a mechanis m tha t i s ver y
similar t o tha t i n Definitio n 5.1 , except tha t th e recirculate d elemen t i s
multiplied b y z~ p rathe r tha n z~ x.
5.7. Problem s 13 1
5.5 Prov e t h a t a matri x Q circ satisfie s Definitio n 5. 2 i f an d onl y i f it s

(fc,ra)th entr y satisfie s (5.6) .
5.6 Sho w t h a t th e invers e (i f i t exists ) o f a circulan t matri x i s als o circulant .
5.7 I s th e produc t o f tw o N x N circulan t matrice s als o circulant ? Justif y

your answer .
5.8 Variations of circulant matrices. A n M x M matri x C Up,drc i s s a i d t o

be up circulant i f an y colum n o f G Up,circ i s obtaine d fro m th e precedin g
column b y performin g a n up shif t followe d b y recirculatio n o f th e ele -
ment t h a t spill s over . Not e t h a t thes e matrice s ca n als o b e obtaine d b y
applying a lef t shif t t o th e row s followe d b y recirculation . Henc e the y
are als o calle d left circulant. I n vie w o f this , circulan t matrice s define d
in Definitio n 5. 2 ar e als o know n a s th e down o r right circulan t matrices .
(a) Giv e a n exampl e o f a 5 x 5 u p circulan t matrix .

(b) Le t C o = C i J , wher e J i s the MxM reversa l matrix . Fo r example ,
a 3 x 3 reversa l matri x i s
" 0 0 1 "
01 0
10 0
Show t h a t C o i s a dow n circulan t matri x i f an d onl y i f C i i s a n u p

circulant matrix .
5.9 Usin g th e result s o f Proble m 5.8(b) , modif y Theore m 5. 2 s o t h a t i t i s

true fo r u p circulan t matrices . Prov e you r result .
5.10 Sho w t h a t th e matri x A = W D W ^ , wher e D i s a diagona l matrix , i s

circulant.
5.11 I n Subsectio n 5.3.2 , w e focu s onl y o n circulan t matrice s t h a t ar e in -

dependent o f z. On e ca n generaliz e Definitio n 5. 2 t o includ e circulan t
matrices C circ(z) i n whic h al l th e entrie s o f C circ(z) ca n b e a functio n
of z. A 3 x 3 exampl e i s
C0(z) C 2(z) d(z)

d(z) C 0(z) C 2(z)
C2(z) d(z) C 0(z)
Can w e expres s C circ(z) a s
Ccirc(z) = P~ 1r{z)P,
for som e diagona l matri x T(z)7 I f w e can , wha t i s P an d ho w i s T(z)
related t o th e entrie s Ci(z) i n th e first colum n o f C circ(z)7
5.12 I n Fig . 5.9 , w e us e a dela y chai n t o bloc k th e inpu t an d a n advanc e

chain t o bloc k th e outpu t o f th e channel . Suppos e instea d t h a t a n
advance chai n an d a dela y chai n ar e use d t o bloc k th e inpu t an d outpu t
of a channe l C(z), respectively . Fin d th e transfe r matri x C ps(z) o f th e
blocked system .
5.13 Le t tw o N x N matrice s A(z) an d B ( z ) b e relate d b y
B(z)=A(z)A(zN)A(z-1),
where A(z) i s th e diagona l matri x diag[ l z~ x z~ N+1\. Sho w tha t

A(z) i s pseudocirculan t i f an d onl y i f B ( z ) i s circulant . Furthermore ,
show t h a t i f A(z) i s causal , the n B ( z ) i s als o causal .
5.14 Usin g th e result s i n Problem s 5.1 1 an d 5.13 , sho w t h a t th e produc t o f

two N x N pseudocirculan t matrice s i s als o pseudocirculant .
5.15 Prov e t h a t an y N x N pseudocirculan t matri x C ps(z) satisfie s
=
Cps(z) J NCpS(z)JN,
where J AT i s th e N x N reversa l matri x (se e Proble m 5.8(b)) . Sup -

pose t h a t th e transceive r i n Fig . 5. 7 i s ISI-free . Sho w t h a t th e ne w
transceiver wit h th e transmittin g matri x J T V S T ( 2 ; ) an d th e receivin g
matrix G T(Z)JN i s als o ISI-free .
5.16 Sho w t h a t i n th e C P schem e whe n M = v th e outpu t vecto r r(n) i s stil l

related t o s(n ) b y
r(n) = C circs(n),
for som e M x M circulan t matri x C c ^ r c . Expres s C c ^ r c i n term s o f th e
channel impuls e respons e c(0) , c ( l ) , . . . , c(y).
5.17 Conside r tw o sequence s o f lengt h M , c(n) , an d s(n) , fo r 0 < n < M 1.

Define th e M-poin t sequenc e x(n) a s
M-l
s k c n
x n =
( ) ^2 ( ) (( - k))M>
k=0
Let s = [s(0 ) s ( l ) s(M - 1)] T an d x = [x(0) x(l) x(M - 1 ) ] T .

Show t h a t ther e exist s a circulan t matri x Q circ suc h t h a t x = C c i r c s .
Express th e entrie s o f C circ i n term s o f c(n).
5.18 CP system with v > M. Suppos e t h a t i n a C P syste m th e inpu t bloc k

size i s M = 3 an d th e C P lengt h i s v = 5 . Le t s = [s(0 ) s ( l ) s(2) ] b e
the inpu t block . The n w e ca n vie w th e followin g sequenc e o f lengt h 8
as th e resul t o f addin g v cyclic-prefi x sample s t o th e inpu t block :
[ S (l) 8(2) S(0) S(l) 8(2) 8(0) 5(1 ) 8(2)].
Suppose t h a t th e channe l c(n) ha s orde r 5 . Sho w t h a t th e outpu t vecto r

r an d th e inpu t bloc k s(n ) ar e relate d b y r(n) = C circs(n) fo r som e
3 x 3 circulan t matri x C circ. Writ e C circ i n term s o f c(n).
5.19 Cyclic-suffixed systems and cyclic-prefixed/suffixed systems. Le t s(n ) b e

input block s o f siz e M. Le t u s cop y th e first v sample s a t th e beginnin g
of eac h bloc k int o th e v location s a t th e end . Th e resul t i s th e vecto r
T
[ so(n) si(n ) s M-i(n) : s 0(n) s 1 / _i(n) ] .
V V
v ' v '
original bloc k suffi x
5.7. Problem s 13 3
This operatio n i s called cycli c suffixing . Mor e generall y w e ca n combin e

cyclic prefixing wit h cycli c suffixing. T h e resul t i s a hybri d syste m whic h
will b e calle d th e cyclic-prefixed/suffixe d system . Fo r example , w e ca n
copy th e las t Z/ Q sample s a t th e en d o f eac h bloc k int o th e Z/ Q location s
at th e beginnin g an d cop y th e first v\ sample s a t th e beginnin g o f eac h
block int o th e v\ location s a t th e end , wher e z/ 0 + z/ i = ^ . T h e resul t i s
the vecto r x ( n ) give n b y
[ SM-VQ ' "S M-1 - S OS i SM-1 -S O S I S Ul-i ]
prefix origina l bloc k suffi x
where w e hav e droppe d th e dependenc y o n n fo r simplicity . Suppos e

t h a t th e receive r o f th e cyclic-prefixed/suffixe d syste m i s th e sam e a s
t h a t o f th e cyclic-prefixe d syste m i n Fig . 5.15 . Sho w t h a t th e retaine d
block r ( n ) i s fre e fro m IBI . W h a t i s th e relatio n betwee n r ( n ) an d s(n) ?
5.20 Conside r a minimum-redundanc y bloc k transceive r wit h M = 2 . Sup -

pose t h a t th e channe l i s C(z) = 1 + z~ x + z~ 2. W h a t ar e th e minimu m
redundancy pmin an d th e Toeplit z matri x C p ? Doe s ther e exis t a zero -
forcing equalizer ?
5.21 Repea t th e abov e proble m fo r th e channe l C(z) = 1 + z~ x + z~ 2 + z~ 3

.
5.22 Conside r a n F S E syste m wit h oversamphn g facto r N = 2 . Suppos e t h a t

T = 1 an d th e wavefor m (jpi * c a * P2)(f) i s give n b y
/ \,.\ f -0.5|t-2 |+ l , for0<<4 ;

(pi*ca*p2)(t) = { 0 ' ~ ~
otherwise.
(a) Fin d th e discrete-tim e equivalen t channe l C(z).

(b) Fin d th e Typ e 1 polyphas e component s Go(z) an d Gi(z) o f th e
channel C(z).
(c) Fin d a zero-forcin g F I R filter H(z).
(d) Giv e anothe r zero-forcin g F I R filter H'\z) t h a t i s no t a delaye d o r
scaled versio n o f th e filter H(z) i n (c) .
5.23 Suppos e t h a t w e obtai n a n F S E syste m b y increasin g th e samplin g rat e

of th e receive r o f a n SS E syste m an d keepin g th e sam e receivin g pulse .
Show t h a t i f th e F S E syste m doe s no t hav e a causa l stabl e zero-forcin g
equalizer, the n neithe r doe s th e SS E system .
5.24 Maximum ratio combining (MRC). Suppos e t h a t w e transmi t a symbo l

s wit h signa l powe r s ove r a se t o f paralle l subchannels , a s show n i n
Fig. P5.24 , wher e Q ar e th e subchanne l gain s (possibl y complex ) an d
qi ar e th e subchanne l noise . Suc h a syste m o f paralle l subchannel s ma y
be th e resul t o f oversamphn g o r employin g multipl e antenna s a t th e
receiver. Assum e t h a t qi ar e zero-mea n an d uncorrelate d wit h variance s
A/o, an d the y ar e uncorrelate d wit h th e signa l s . A t th e receiver , th e
received sample s ar e Ti = Q S + ^ . Suppos e w e linearl y combin e Ti t o
obtain s " as follows :
?=a 0r0 + ai nH h AM-I^M-I .

We ca n writ e s~ = as + r , wher e th e quantit y r depend s onl y o n th e

noise component s qi.
CO a0
-0
i
q
M-\ ^ ^ "M-l
->
Figure P 5 . 2 4 . Maxima l rati o combinin g transmissio n scheme .
(a) Defin e th e vector s

T
c = [c 0 ci ... c M-i] ,
T
a = [a 0 ai ... a M-i] ,
q=[<7o <7 i 9M-I] T
.
Express a , r , an d th e signa l t o nois e rati o
E[\A2\
in term s o f th e vector s c , a , an d q .
(b) Sho w that th e SNR is maximized when ai = c * for i = 0 , 1 , . . . , M-
1, an d th e maximize d SN R i s give n b y
(icoP + ICi p + .- . + l c M - l l 2 ) ^
A/-0
Such a n optima l receive r i s know n a s th e maxima l rati o combinin g

(MRC) receiver . Th e phas e o f th e MR C receive r ai = c * cancel s th e
phase o f Q S O that th e signa l componen t a t th e outpu t o f th e receive r
adds constructively . Moreover , th e MR C receive r put s mor e weightin g
on th e subchannel s wit h large r receive d signa l powers . Th e expressio n
of th e maximize d SN R show s tha t eac h on e o f th e M subchannel s i s
useful, n o matte r ho w smal l th e subchanne l SN R is .
6
DFT-based transceiver s
T h e mos t commonl y use d typ e o f bloc k transceive r i s th e so-calle d DFT-base d

transceiver, i n whic h th e polyphas e matrice s o f th e transmitte r an d receive r
are relate d t o low-cos t D F T matrice s i n a simpl e way . T h e DFT-base d
transceiver ha s foun d application s i n a wid e rang e o f transmissio n channels ,
wired [12 , 154 ] o r wireles s [27] . I t i s typicall y calle d a D M T (discret e multi -
tone) syste m fo r wire d DS L (digita l subscribe r line ) application s [7 , 8 ] an d a n
O F D M (orthogona l frequenc y divisio n multiplexing ) syste m fo r wireles s loca l
area network s [54 ] an d broadcastin g applications , e.g . digita l audi o broad -
casting [39 ] an d digita l vide o broadcastin g [40] . I n a n OFD M o r DM T
transceiver, th e transmitte r an d receive r perform , respectively , I D F T an d
D F T computations . Anothe r typ e o f DFT-base d transceiver , calle d a single -
carrier syste m wit h cycli c prefi x (SC-CP) , ha s als o bee n o f grea t importanc e
in wireles s transmissio n [55 , 128 , 130] . T h e SC-C P syste m transmit s a bloc k
of symbol s directl y afte r insertin g a cycli c prefi x whil e th e receive r perform s
b o t h D F T an d I D F T computations .
For wireles s transmission , th e channe l stat e informatio n i s usuall y no t

available t o th e transmitter . T h e transmitte r i s typically channel-independen t
and ther e i s n o bi t o r powe r allocation . Havin g a channel-independen t trans -
mitter i s als o a ver y usefu l featur e fo r broadcastin g applications , wher e ther e
are man y receiver s wit h differen t transmissio n paths . I n O F D M o r SC-C P
systems fo r wireles s applications , ther e i s usuall y n o bi t an d powe r alloca -
tion. T h e transmitter s hav e th e desirabl e channel-independenc e property .
T h e channel-dependen t par t o f th e transceive r i s a se t o f M scalar s a t th e
receiver, wher e M i s th e numbe r o f subchannels . I n D M T system s fo r wire d
DSL applications , signal s ar e transmitte d ove r coppe r lines . T h e channe l doe s
not var y rapidly . Thi s allow s tim e fo r th e receive r t o sen d bac k t o th e trans -
mitter th e channe l stat e information , base d o n whic h bi t an d powe r allocatio n
can b e optimized . Usin g bi t allocation , th e disparit y amon g th e subchanne l
noise variance s i s exploited i n th e D M T syste m fo r bi t rat e maximization . T h e
D M T syste m ha s bee n show n t o b e ver y efficien t fo r high-spee d transmission .
In thi s chapte r w e wil l giv e a detaile d analysi s o f DFT-base d transceivers .
135
136 6. DFT-base d transceiver s
y
s
o> ^0 o so
\
q{n) 1/C0
A
s
lt x(n)
+ \ cyclic
w P/S(M)| prefix C(z)
discard
prefix
>

A

$M-\ x
M-\
r ^M-\ S
M-\
p.
i/cM_,
transmitter receiver
Figure 6 . 1 . Th e OFD M system .
6-1 O F D M system s
Chapter 5 explain s t h a t wit h bloc k transmissio n an d prope r insertio n o f re -
dundant samples , ther e wil l b e n o interbloc k interferenc e (IBI) . Tw o commo n
approaches o f adding redundan t sample s ar e zer o paddin g an d cycli c prefixing .
T h e O F D M transceive r i s a n exampl e o f cyclic-prefixin g systems . W h e n th e
channel orde r i s no t large r t h a n th e prefi x lengt h z/ , IB I ca n b e easil y remove d
by discardin g th e prefi x a t th e receiver . Becaus e ther e i s n o IBI , w e wil l con -
sider th e transmissio n o f onl y on e block , i.e . one-shot transmission, i n th e
discussion o f syste m performance . Althoug h th e block s ar e sen t ou t consecu -
tively i n actua l transmission , ther e i s n o los s o f generalit y i n considerin g th e
simple one-sho t scenario . Figur e 6. 1 give s th e bloc k diagra m o f th e O F D M
system, wher e a singl e inpu t bloc k an d a singl e outpu t bloc k ar e shown . T h e
input o f th e transmitte r s i s a n M x 1 vecto r o f modulatio n symbols . A s
there i s usuall y n o bi t an d powe r allocatio n i n th e O F D M system , th e in -
put symbol s Sk hav e th e sam e constellatio n an d th e sam e varianc e s. T h e
symbols ar e assume d t o b e zero-mea n an d uncorrelated , whic h i s usuall y a
reasonable assumptio n afte r prope r interleavin g o f th e inpu t bi t stream . T h e
autocorrelation matri x o f th e inpu t vecto r s i s thu s give n b y
R s sM-
SI
T h e channe l c(ri) i s a n F I R filter wit h orde r L < z/ ,

V
n
C(z) = J2c(n)z- ,
where w e hav e use d inde x u p t o v fo r convenience . (Fo r L < z/ , c(L + 1 ) =

c(L + 2 ) = = c(y) = 0. ) Fo r wireles s applications , th e channe l nois e q(n) i s
usually modele d a s a circularl y symmetri c comple x Gaussia n rando m proces s
with zer o mea n an d varianc e A/o - Th e channe l nois e q(n) i s assume d t o b e
uncorrelated wit h th e symbol s s^ .
6.1. OFD M system s 137
At th e transmitte r IDF T i s applie d t o th e inpu t symbols ,

x = W fs,
where W i s th e normalize d M x M DF T matri x give n b y
[W] m n = _ L e - ^ W M ? o < m,n < M - 1 .
Then th e vecto r x i s unblocke d an d a cycli c prefi x o f lengt h v i s inserte d

before th e sequenc e i s transmitted t o th e channel . A t th e receiver , th e prefi x
is discarded an d th e DF T matri x i s applied . Whe n ther e i s n o channe l noise ,
recognize that th e syste m fro m x t o r is the prefixe d syste m discusse d i n grea t
detail i n Section 5.4 . Th e transfer matri x i s the M x M circulan t matri x C circ
given i n Definitio n 5.2 . I n th e presenc e o f channe l noise , th e receive d vecto r
r is
r = C c i r c x + q , (6.1 )
where q i s th e blocke d channe l nois e vecto r o f siz e M. Th e DF T matri x a t
the receive r ha s outpu t vecto r y give n b y
y = W C a r c x + r , wher er = Wq .
We als o kno w fro m Theore m 5. 2 tha t circulan t matrice s ca n b e diagonalize d
using DF T an d IDF T matrices ,
Ccirc = W t r W. (6.2 )
The matri x T i s a diagona l matri x wit h diagona l element s correspondin g t o
the M-poin t DF T o f c(n) , i.e .
r = dia g [C 0 d -" C M-i] ,
where C k = C(z) \z=ej2irk/M

Yl c ( n ) e
Q
-j27rkn/M
The DF T decompositio n o f Q circ lead s t o th e followin g expressio n fo r y :

y = W C a r c Wfs + r = T s + r ,
x
or equivalentl y
yk = C kskJrrk. (6.3 )
Each y k i s simpl y s k scale d b y C k plu s nois e r k. Th e channe l i s thu s diago -
nalized usin g a n IDF T matri x an d a DF T matrix .
Equivalent paralle l subchannels Wit h the channel diagonalized, the scala r

FIR channe l C(z) i s converte d t o M paralle l subchannel s (Fig . 6.2(a)) . Th e
scalar C k i s called th e M h subchanne l gain . Ther e i s no inter subchanne l ISI ,
and equalizatio n ca n b e easil y don e b y multiplyin g y k wit h th e scala r 1/Cfc ,
which i s usuall y referre d t o a s a frequenc y domai n equalize r (FEQ) . I t i s
so name d becaus e th e equalizatio n i s carrie d ou t afte r DF T computations .
The overal l M x M transfe r matri x T fro m th e transmitte r inpu t vecto r s t o
the receive r outpu t vecto r s i s the M x M identit y matri x an d th e receive r i s
zero-forcing. Th e overal l transceiver ca n b e viewe d a s a system o f M paralle l
subchannels (Fig . 6.2(b)) , wher e th e onl y distortion s ar e th e additiv e nois e
sources.
Jo
C
J yn FE
Q
i/c
- J o
(a)
^1 l/C,
-*,
-t>*- " * ,
i/c
ri equivalent additiv e nois e

e0=x0/C0
" ^ 0
(b)
J^ /C\
I e M-r \ ic
- s A
Figure 6.2 . Equivalen t parallel-subchanne l mode l fo r th e OFD M system .
Complexity I n vie w o f th e bloc k diagra m o f th e O F D M system , w e ca n

see t h a t th e mai n computatio n o f th e transceive r come s fro m th e I D F T an d
D F T matrices . Fo r b o t h matrice s th e Fas t Fourie r Transfor m ( F F T ) ca n
be use d i n th e computatio n whe n M i s a powe r o f 2 , whic h i s usuall y th e
choice o f D F T siz e i n practice . Th e complexit y i s i n th e orde r o f M l o g 2 M ,
i.e. i n th e orde r o f log 2 M pe r inpu t modulatio n symbol . Th e complexit y
of th e transmitte r i s mostl y t h a t o f a n I D F T matrix . Fo r th e receiver , th e
complexity i s t h a t o f a D F T matri x plu s M multiplication s fo r th e F E Q
part. I n th e contex t o f syste m implementation , i t i s usuall y desirabl e t o hav e
as fe w channel-dependen t component s a s possible . I n particular , a channel -
independent transmitte r mean s ther e i s n o nee d t o wai t fo r th e receive r t o
send bac k th e channe l information . Thi s i s especiall y importan t i n wireles s
applications, wher e th e channe l ca n chang e rapidl y an d leave s littl e tim e fo r
updating th e transmitter . I t i s als o o f vita l importanc e i n broadcastin g ap -
plications wher e ther e ar e on e transmitte r an d man y receivin g ends . Fro m
the transmitte r t o eac h receiver , ther e i s a correspondin g channel . I t woul d
be ver y difficul t t o desig n th e transmitte r t o accommodat e differen t chan -
nels a t th e sam e time . Th e transmitte r o f th e O F D M syste m ha s th e muc h
desired channel-dependenc e property . Th e whol e O F D M syste m i s channel -
independent excep t fo r th e FE Q coefficients . Onl y th e FE Q coefficient s nee d

to b e recompute d a s th e channe l varies .
Cyclic prefix Th e cyclic prefix act s as a buffer betwee n consecutive blocks.

When a signa l i s passe d throug h th e channel , wha t actuall y take s plac e i s
linear convolution . Th e insertio n o f a cycli c prefi x allow s u s t o fabricat e cir -
cular convolution , whic h lend s itsel f t o channe l diagonalizatio n usin g simple ,
channel-independent DF T an d IDF T matrices . However , prefixin g als o lead s
to bandwidt h expansio n b y a facto r o f ( = ( M + v)jM. Th e expansio n wil l
be mino r i f M i s chose n t o b e significantl y large r tha n z/ , i n whic h cas e i s
close t o unity . Fo r example , th e OFD M syste m i n th e applicatio n o f wireles s
local are a network s [54 ] has M = 6 4 an d v = 16 , so ( = 1.25 , a 25 % increase
in bandwidth .
Peak t o averag e powe r rati o Th e pea k t o averag e powe r rati o (PAPR )

of a signa l x(n) i s define d as 1
2
^ . ^^ max
n n | |x(n)|
v n
PAPR-
E[\x{n)\*] '
2
where max n |x(n)| i s use d her e t o denot e th e maximu m absolut e o f al l pos -
sible value s o f th e rando m variabl e x(n). A transmitte d signa l wit h a larg e
PAPR wil l translat e t o lo w efficienc y fo r th e powe r amplifier o f th e trans -
mitter [149] . PAP R i s a critica l issu e i n th e desig n o f transmitters . Fo r th e
OFDM system , th e transmitte r outpu t signa l x(n) i s obtaine d b y unblockin g
the IDF T outpu t vecto r an d addin g a cyclic prefix. Therefor e th e transmitte r
output ha s th e sam e pea k powe r an d th e sam e averag e powe r a s th e IDF T
outputs, whic h ar e denote d b y Xk i n Fig . 6.1 . W e ca n conside r th e rati o
maxfc \x k\2
instead. Th e outpu t vecto r o f the IDF T matri x x = W^~ s has autocorrelatio n

matrix R x = ^[xx^ ] give n b y
RX = W^R SW= S SIM-

Therefore x n ar e uncorrelate d an d thei r variance s ar e th e same , equa l t o s.
That i s
E[\xn\2]=Ss, n = 0 , l , . . . , M - l . (6.4 )
To comput e th e pea k power , not e tha t
M-i1
k=0
1
A mor e relevan t quantit y i n practic e i s th e continuous-tim e PAPR , whic h i s denne d a s
PAPRt
~ E[\x a{t)\*\ '
where x a(t) i s th e continuous-tim e transmitte d signal . I n thi s definition , PAPRt depend s
on th e transmittin g puls e pi(t) a t th e transmitter . I f a PAP R reductio n metho d i s no t
applied, PAPRt i s usuall y onl y slightl y large r tha n th e PAP R denne d ove r th e discrete -
time transmitte d signa l [149] .
and
M - 11
lM-1 I 1 M - M - 11
kn| = ~ ' vMmax|sfc| .
So we hav e
max |x n = v M m a x |sfc| . (6.6)
n
T h e maximu m valu e \/Mmaxf c |sfc | i s attaine d when , fo r example , al l inpu t

symbols hav e th e sam e valu e an d | s n | = max/ e \sk\- Combinin g (6.4 ) an d (6.6) ,
we arriv e a t th e followin g expressio n o f P A P R :
PAPR = M^y .
T h e rati o o n th e right-han d sid e i s th e P A P R o f th e inpu t symbols . T h e
P A P R fo r th e O F D M syste m i s M time s th e P A P R o f th e inpu t modulatio n
symbols. Fo r som e applications , e.g . fixed broadban d wireles s acces s system s
[55], M ca n b e a s larg e a s 2048 , whic h lead s t o a 3 3 d B increas e i n P A P R .
Many method s hav e bee n devise d t o reduc e th e P A P R o f th e O F D M system ,
e.g. codin g [57 ] an d ton e reservatio n [148] . A mor e complet e t r e a t m e n t o f thi s
topic an d relate d reference s o n P A P R reductio n ca n b e foun d i n [48 , 149] .
Continuous-time transmitte r outpu t Th e transmitte r outpu t x(n) indi -

cated i n Fig . 6. 1 i s a discrete-tim e signal . Th e continuous-tim e outpu t x a(t)
is relate d t o x{n) b y (Sectio n 2.1 )
x
a(i) = ^2x(k)p1(t - fcT),
where pi(t) i s th e transmittin g pulse . Th e signa l x a(t) ca n b e furthe r writte n
in term s o f th e inpu t symbol s Sk usin g th e relatio n i n (6.5) . I n th e literature ,
the outpu t o f th e O F D M transmitte r i s commonl y writte n a s
2
xa(t) = Y,s ke- ^t
for som e frequenc y / o o r
xa(t) = J2 sk9(t)e-2*kfot
if a puls e shapin g filter g(t) i s present . Th e expressio n is , i n fact , incorrect
Such a n expressio n i s tru e onl y fo r a n all-analo g implementatio n o f O F D M
system. I t ca n b e show n t h a t th e outpu t o f a n O F D M transmitte r t h a t i s
implemented usin g a n I D F T matri x followe d b y a D / C converte r (wit h o r
without cycli c prefixing ) doe s no t hav e th e abov e expressio n [79] .
6.1.1 Nois e analysi s

As th e O F D M syste m i n Fig . 6. 1 i s zero-forcing , th e outpu t erro r e ^ = Sk Sk
comes solel y fro m th e channe l noise . T o analyz e th e effec t o f th e channe l
noise, w e dra w i n Fig . 6. 3 th e nois e p a t h a t th e receiver , wher e w e conside r
only th e channe l nois e an d n o signal . W e assum e th e nois e q(n) i s a circularl y
- e o
1/Q
discard S/P(AQ W
q(n) 1/C,
prefix
QM-I
- ^M- l
1/^M-l
Figure 6.3 . Nois e pat h a t th e receive r o f th e OFD M system .
symmetric comple x Gaussia n rando m proces s wit h zero-mea n an d varianc e

A/o. Th e element s o f th e blocke d nois e vecto r q ar e uncorrelate d an d henc e
also independen t becaus e uncorrelate d Gaussia n rando m variable s ar e inde -
pendent. Th e autocorrelatio n matri x o f q i s H q = A/OIM - Th e nois e vector r
at th e outpu t o f th e DF T matri x W ha s autocorrelatio n matri x
t
Rr = JV 0WW = JVoIM.
Therefore r ^ ar e als o uncorrelate d Gaussian , wit h varianc e A/o ; th e vecto r

r ha s th e sam e statistic s a s q . Th e kth subchanne l erro r i s e ^ = r^jC^.
The error s continu e t o b e uncorrelate d Gaussia n rando m variables , bu t wit h
different variances . Th e varianc e o f e ^ i s
^ 0
(6.7)
\Ck 12'
The averag e mea n square d erro r rr = 1 / M J ] fc=0 az i s henc e
M-l

A/o
M E \Ci\ (6.8)
As the subchanne l error s are independent, symbo l detection ca n be performe d

for eac h subchanne l separatel y withou t los s i n performance .
The SN R o f the fcth subchanne l /3(fc ) = a/<r* i s
Pofdm(k) = 7|C fc | 2 , wher e7 = S/Af0. (6.9)
We observ e tha t th e subchanne l SN R P 0fdm(k) ls dependen t o n th e channe l

response. Fo r highl y frequency-selectiv e channels , PofdmiX) c a n var y signifi -
cantly wit h respec t t o k. I f the channe l profil e i s availabl e t o th e transmitter ,
the disparit y amon g subchannel s ca n b e exploite d usin g bi t an d powe r al -
location, whic h ca n improv e th e syste m performanc e significantly . Thi s i s
routinely don e i n DM T system s fo r DS L applications , a s w e wil l explai n i n
Section 6.6 .
A not e o n MMS E receptio n Th e us e o f a n MMS E receive r ca n minimiz e

the outpu t erro r an d improv e th e syste m performanc e i n general . Unfortu -
nately, thi s i s no t th e cas e fo r th e O F D M system . W e ca n se e thi s b y exam -
ining it s MMS E receiver . Conside r Fig . 6.1 . Give n th e receive d observatio n
vector r , th e MMS E receive r i s th e optima l estimato r o f th e vecto r s . I t ca n
be show n t h a t (Proble m 3.9) , withou t los s o f generality , w e ca n conside r th e
problem o f estimatin g s fro m th e vecto r y i n Fig . 6.1 . Fro m (6.3 ) w e kno w
t h a t yk = CkSk + Tk- Bu t th e symbol s Sk ar e uncorrelate d an d s o ar e ?> . T h e
optimal estimato r become s a diagona l matrix . T h a t is , th e vecto r MMS E
receiver reduce s t o M scala r MMS E receiver s (Proble m 3.8) . W e kno w fro m
Example 3. 6 t h a t scala r MMS E receiver s d o no t improv e th e erro r rat e per -
formance. Therefor e fo r th e O F D M syste m MMS E receptio n wil l no t b e used ;
we wil l onl y conside r th e zero-forcin g receiver .
6.1.2 Bi t erro r rat e

For wireles s applications , usuall y ther e i s n o bi t allocation ; al l th e symbol s
carry th e sam e numbe r o f bits . I n thi s case , th e averag e bi t erro r rat e ca n b e
obtained b y averagin g th e subchanne l erro r rates . Th e calculatio n o f bi t erro r
rate depend s o n th e modulatio n schem e used . Fo r Q P S K symbol s wit h powe r
Ss, th e symbol s hav e th e for m zb \j s j2 z b j^s/2. I n thi s cas e th e B E R ca n
be compute d exactl y (Sectio n 2.3) . Th e B E R o f th e i t h subchanne l i s
n )=0
' (v^) = 0 ( v / / 3 o / d m ( i ) )
T h e functio n Q(-) , a s define d i n Sectio n 2. 3 representin g th e are a unde r th e
Gaussian tail , i s reproduce d belo w fo r convenienc e
i r
2
Q(x) = - =/ e"^ dr.
Using (6.9) , th e averag e B E R o f th e O F D M syste m i s give n b y

1 M- l
Vofdm =MY.Q {VW) (6-10 )

For mor e genera l 26-bi t QA M symbols , w e ca n comput e V{i) usin g th e ap -
proximation i n (2.18 ) an d averag e t h e m t o obtai n th e averag e B E R o f th e
system.
Example 6. 1 W e assum e t h a t th e nois e i s AWG N wit h varianc e A/o . T h e

modulation symbol s ar e Q P S K wit h value s equa l t o ^/ s/2 z b j^/Ss/2 an d
SNR 7 = s/Afo. Th e numbe r o f subchannel s M i s 6 4 an d th e lengt h o f cycli c
prefix v i s three . Tw o channels , a s i n Tabl e 6.1 , with fou r coefficient s ( L = 3 )
will b e used . Th e magnitud e response s (i n dB ) o f th e tw o channel s c\ (n) an d
C2{n) ar e show n i n Fig . 6.4 . Th e channe l ci(n) ha s a n almos t flat magnitud e
response whil e C2{n) ha s a zer o aroun d uo = 1.17 T an d it s magnitud e respons e
shows mor e variations . Thes e tw o channel s hav e th e sam e energy . Th e B E R
performance wil l b e obtaine d throug h Mont e Carl o simulatio n (Sectio n 2.3) .
6 . 1 . O F D M system s 14 3
n ci{n) C2(n)
0 0.3903 + J0.1049 0.3699+ J0.5782
1 0.6050 + J0.1422 0.4053+ J0.575
2 0.4402+ J0.0368 0.0834+ J0.0406
3 0.0714+ J0.5002 -0.1587 + J0.0156
Table 6 . 1 . Tw o channel s wit h fou r coefficients .
20
IC/ehl
10
ic2>)f
0 " S ' /
_ -1 0 - \1
CO
\ /
-20
\
1
1
-30
- -
-40
\
-50 0.5 1 1. 52
Frequency normalize d bv7i.
Figure 6.4 . Magnitud e response s o f th e tw o channel s c i ( n ) an d C2(n) .
For channe l ci(n) , th e subchanne l SNR s fo r 7 = 1 6 d B ar e show n i n

Fig. 6.5(a) . Figur e 6.5(b ) show s th e correspondin g erro r rate s fo r individua l
subchannels. Th e subchannel s wit h erro r rate s smalle r tha n 1 0 - 6 ar e no t
shown in the figure . W e can see that som e subchannels hav e larger erro r rate s
and these correspond to where the channel has dips in the magnitude response .
For 7 = 1 6 dB , th e goo d subchannel s hav e erro r rate s les s tha n 1 0 - 6 . Th e
error rate s o f the ba d subchannel s ar e as large as 1 0 - 2 , an d thes e subchannel s
will b e dominatin g whe n th e averag e BE R i s computed . Th e averag e bi t
error rat e a s a functio n o f 7 i s show n i n Fig . 6.5(c) . Th e averag e erro r rat e
for 7 = 1 6 d B i s aroun d 1 0 - 3 . W e perfor m th e sam e se t o f experiment s o n
channel C2(n) an d sho w the results in Fig. 6.6. Fo r 7 = 1 6 dB, the subchannel s
near th e channe l nul l hav e a hig h erro r rat e o f aroun d 0.5 . A s a result , th e
average error rat e i s dominated b y these subchannels . W e can se e the averag e
error rat e stall s fo r 2 0 < 7 < 5 0 dB . Thi s i s becaus e i n thi s SN R rang e al l
the subchannel s hav e erro r rate s clos e t o zer o excep t fo r thos e clos e t o th e
channel zero . Suppos e on e subchanne l ha s a n erro r rat e o f 0.5 , th e averag e
error rat e wil l b e a t leas t
0 . 5 / M = 1/128 .
T h e averag e erro r rat e wil l sta y aroun d thi s valu e unti l 7 i s larg e enoug h t o
bring dow n th e erro r rat e o f th e wors t subchannels . Not e t h a t th e range s o f
SNR i n Fig . 6.5(c ) an d Fig . 6.6(c ) ar e ver y different . Fo r example , t o obtai n
a B E R o f 1 0 - 4 , w e nee d les s t h a n 2 0 d B fo r c\{n) bu t mor e t h a n 4 0 d B fo r
C2(n), althoug h thes e tw o channel s hav e th e sam e energy . Th e differenc e i s
mainly du e t o th e channe l null .
Many technique s hav e bee n develope d i n the literatur e t o desig n transceiver s

more robus t t o channe l zero s o n th e uni t circl e (als o know n a s spectra l nulls) .
For example , error-correctin g cod e i s generall y applie d t o th e bi t strea m be -
fore bit s ar e m a p p e d t o modulatio n symbols . W h e n mos t subchannel s hav e
small erro r rates , i t i s easie r t o correc t th e bit s o f th e ba d subchannel s base d
on th e bit s fro m th e goo d subchannels . W e ca n als o preven t th e performanc e
being dominate d b y th e ba d subchannel s b y usin g a precode r (Chapte r 7) , o r
using bi t allocatio n (Chapte r 8) . Anothe r wa y t o improv e robustnes s i s t o us e
zero paddin g rathe r t h a n cycli c prefixing , a s w e wil l sho w i n Sectio n 6.2 .
6.1. OFD M system s
(a)
01 02 03 04 05 0 60
subchannel index
(b)
(c)
10 1 52 0
y=Es/NQ (dB )
Figure 6.5 . Exampl e 6.1 . Performanc e o f th e OFD M syste m ove r channe l c i ( n ) . (a )

Subchannel SNR s for 7 = 1 6 dB; (b ) bi t erro r rate s o f individua l subchannel s fo r 7 = 1 6
dB; (c ) averag e bi t erro r rate .
ou
20
m
"O
10
" X /^ "
s. /
rr \/
7 U \/
CO
\/
(a) CD
-10
\
CD
r
O
X)
-20
"
-30 I
01 0 20 3 04 0 50 6 0
subchannel index
(b)
01 0 20 3 04 0 50 6 0
subchannel index
(c)
y=E s /N 0 (dB )
Figure 6.6 . Exampl e 6.1 . Performanc e o f th e OFD M syste m ove r channe l C2(n). (a )
Subchannel SNR s for 7 = 1 6 dB; (b ) bi t erro r rate s o f individua l subchannel s fo r 7 = 1 6
dB; (c ) averag e bi t erro r rate .
6.2. Zero-padde d O F D M system s 147
6.2 Zero-padde d O F D M system s

The insertio n o f guard interval s allow s u s to conside r th e simple r proble m of
one-shot bloc k transmission . Cycli c prefixin g i s the mos t commo n typ e o f
guard interval . Anothe r popula r for m o f guard interva l is zero padding. Whe n
the numbe r o f zeros padde d t o each bloc k i s not smaller tha n th e order o f the
channel, ther e i s no IBI and agai n w e only nee d t o conside r th e transmissio n
of a singl e block . Th e transmitter o f a zero-padde d OFD M syste m (Fig . 6.7)
is the same as that o f the prefixed OFD M system , excep t tha t cycli c prefixin g
is replace d b y zero padding . Not e tha t i n Fig. 6.7 the syste m fro m x t o r as
indicated b y the gray box is the zero-padded syste m discussed in Section 5.4.1 .
The receive d vecto r N x 1 vector r , wher e N = M + z/ , is related t o x b y
r = C iowx + q ,
where Ci ow i s the N x M lowe r triangula r Toeplit z matri x define d i n (5.16 )
and q is the N x 1 blocked channel noise vector. Whe n we substitute x = W^~s
into th e abov e equation , w e have
Qo wt s - q- (6.11)
The tas k o f th e receive r i s t o recove r s fro m th e receive d vecto r r b y usin g
an M x N receivin g matri x S , a s show n i n Fig . 6.7. Tw o types o f receivers ,
zero-forcing an d MMSE , wil l b e derived below .
k /
A
^ so
r
o
q{n)
J,
A
> x(n) si
I> zero
P/S(AQ > padding -> C(z) S/P(A0

A

m
S
M-\
Kslow rN-\
Figure 6.7 . Zero-padde d OFD M system .
6.2.1 Zero-forcin g receiver s

To obtai n a zero-forcin g solution , w e observe fro m (6.11 ) tha t th e receivin g
matrix S ca n be an y lef t invers e o f Qi owW^. Le t th e singula r valu e decom -
position o f Ciow be
vt
-'low
u 0
where U an d V are , respectively , N x N an d M x M unitar y matrices . T h e

columns o f U an d V correspond , respectively , t o th e eigenvector s o f Ci owCJow
and Cj owCiow. Th e matri x A s i s diagona l an d th e diagona l element s ar e th e
singular value s o f Ci ow. W e kno w Ci ow ha s ful l ran k s o lon g a s C(z) ^ 0 .
Hence th e diagona l element s o f A s ar e nonzero . W e ca n choos e S t o b e an y
matrix o f th e for m
1 j
S= WV[A; A]U , (6.12 )
where A i s a n arbitrar y M x L matrix . W e ca n freel y choos e A t o obtai n

different solution s o f S . Althoug h thes e ar e al l zero-forcin g receivers , the y wil l
behave differentl y whe n th e channe l nois e come s int o play . I n wha t follow s
we conside r tw o zero-forcin g solutions .
- e i
q(n) S/P(7V)
- e M-i
Figure 6.8 . Nois e pat h o f th e zero-padde d OFD M system .
The pseudo-invers e receive r On e possibl e solutio n i s t o choos e A = 0 .

This particula r solutio n o f S i s th e pseudo-invers e o f C | o w W l I t ca n als o b e
written a s
w(cLc, OT ) J
low' (6.13)
For a zero-forcin g receiver , th e outpu t erro r e = i s s come s onl y fro m th e

channel noise . Th e overal l syste m ca n b e converte d t o a se t o f M paralle l
additive-noise subchannels , simila r t o t h a t show n i n Fig . 6. 2 fo r th e prefixe d
O F D M system . W h e n th e channe l nois e q(n) i s AWG N wit h zero-mea n an d
variance A/o , th e autocorrelatio n matri x o f th e N x 1 blocke d nois e vecto r q
in Fig . 6. 8 i s A/OIJV - Th e erro r vecto r e = i s s ha s autocorrelatio n matri x
1
Re ==
A/- 0 SS+ Af 0W(clwClowy wK
T h e /ct h subchanne l erro r varianc e o\ k i s equa l t o th e /ct h diagona l elemen t

of R e . I n fact , th e pseudo-invers e receive r i s als o th e zero-forcin g solutio n
t h a t yield s th e smalles t tota l outpu t nois e whe n th e channe l nois e i s AWG N
(Problem 6.8) . Moreover , a s th e matri x Q>\ ow has ful l rank , th e pseudo-invers e
solution alway s exists , eve n i n th e presenc e o f channe l spectra l nulls .
6.2. Zero-padde d OFD M system s 149
A computationall y efficien t receive r T h e pseudo-invers e solutio n i s n o

longer relate d t o th e D F T matri x a s i n th e prefixe d O F D M system . T h e
receiver doe s no t hav e a s low-cos t a n implementation . Alternatively , w e ca n
use a zero-forcin g receive r t h a t i s mor e computationall y efficient . T o deriv e
such a receiver , w e observ e t h a t th e N xM matri x Qi ow ha s a lowe r triangula r
Toeplitz structure . I t ca n b e turne d int o th e M x M circulan t matri x Q circ
by addin g th e b o t t o m v row s o f Ci ow t o th e to p v rows . Thi s ca n b e don e b y
using th e followin g matri x manipulation :
0
TC/ C c i r c , wher eT (6.14)
IM-
For example , whe n M = 4 an d v = 2 , th e produc t TCi ow i s
c(0) 0 00 '
c(l) c(0 )0 0
10 0 0 | 10 c(0) 0 c(2) c(i y
c(2) c(l ) c(0 )0
01 0 0 | 01 c(l) c(0 ) 0 c(2 )
0 c(2 ) c(l ) c(0 )
00 1 0 | 00 c(2) c(l ) c(0 ) 0
00 0 1 I0 0 0 c(2 ) c(l ) c(0 )
c(2) c(l )
0 c(2 )
which i s a 4 x 4 circulan t matrix . Usin g th e D F T decompositio n Q circ=

W ^ T W i n (6.2) , w e ca n obtai n th e followin g computationall y efficien t re -
ceiver:
1
s = r wx. (6.15)
Compared t o th e receive r o f th e cyclic-prefixe d O F D M system , fo r eac h re -
ceived bloc k ther e ar e onl y v extr a addition s du e t o th e matri x T . T h e
complexity i s roughl y th e same . W i t h th e efficien t receiver , th e subchanne l
noise variance s ca n b e verifie d t o b e (Proble m 6.9 )
2 N Afo
M\CZ 12'
T h e facto r N/M i s als o du e t o th e matri x T . T h e subchanne l SN R i s j3(i)

^ 7 | C i | 2 . T h e averag e mea n square d erro r S rr i s give n b y
M-l
12
_L
M
v" - I V
i=0 i=0
W h e n w e mak e a compariso n wit h th e cyclic-prefixe d O F D M , w e ca n observ e

the followin g properties .
T h e subchanne l SNR s o f th e zero-padde d O F D M syste m ar e reduce d b y

a facto r o f N/M whe n compare d t o t h a t o f th e cyclic-prefixe d O F D M
system.
W e ma y als o not e t h a t th e averag e transmissio n powe r fo r th e zero -

padding cas e i s slightl y differen t du e t o th e paddin g o f zeros . W h e n th e
input symbol s Sk ar e uncorrelated , wit h zero-mea n an d varianc e S1 th e
o u t p u t s o f th e I D F T matri x als o hav e zero-mea n an d varianc e S s. Afte r

zero padding , th e t r a n s m i t t e d outpu t x(n) ha s averag e powe r S SM/N",
which i s slightl y les s t h a n th e cyclic-prefixe d O F D M syste m b y a facto r
M/N.
Th e decreas e i n subchanne l SNR s wil l b e a mino r on e whe n M i s muc h

larger t h a n th e prefi x lengt h v an d henc e th e facto r i s clos e t o one . W e
can expec t th e performanc e o f th e zero-padde d O F D M syste m wit h th e
efficient receive r t o b e ver y clos e t o t h a t o f th e prefixe d system . I f w e fix
the averag e transmissio n powe r t o b e th e sam e a s t h a t i n th e prefixin g
case, the n th e erro r rate s o f thes e tw o system s wil l b e jus t th e same .
6.2.2 Th e MMS E receive r

T h e receive r outpu t erro r ca n b e minimize d b y usin g th e MMS E receiver . Un -
like th e prefixe d O F D M system , whos e MMS E receive r reduce s t o M scala r
M M S E receivers , th e performanc e o f th e zero-padde d O F D M syste m ca n b e
improved usin g MMS E reception , a s w e wil l see . W e assum e th e inpu t sym -
bols Sk ar e uncorrelated , wit h zero-mea n an d varianc e s. Als o assum e th e
channel q(n) i s AWGN wit h zero-mea n an d varianc e A/o- B y th e orthogonalit y
principle i n Sectio n 3.2 , th e mea n square d erro r i[||s" s|| 2 ] i s a t it s smalles t
when th e erro r e = s " s i s orthogona l t o th e observatio n vecto r r . T h a t is ,
E[er^} = 0.
T h e receivin g matri x t h a t satisfie s thi s conditio n i s S = i^sr^ ] (i[rr"l"] )

As th e inpu t symbol s an d nois e ar e uncorrelated , i.e . ^[sq^ ] = 0 , w e hav e
[ s r t ] = sWCJow an d E[rr^] = sClowC\ow +N^l N.
Thus,
1
S = 7 W C L (jC lowCJow + IN) .- (6.16 )
T h e overal l transfe r matri x T fro m th e transmitte r inpu t s t o th e receive r
output s " is
T = SCj owWt.
It i s no w n o longe r th e identit y matrix , an d th e diagona l element s o f T ar e

not unity . Th e erro r e ^ = Si Si doe s no t com e fro m channe l nois e alone . I t
is a combinatio n o f s^ , channe l noise , an d othe r modulatio n symbols . Becaus e
ei contain s th e t e r m s^ , th e receive r outpu t si i s a biase d estimat e o f si
(Section 3.2.1 ) an d th e rati o
fibiased{i)= s/c ei
is a biase d SN R quantity . Th e unbiase d subchanne l SN R /3(i), a s explaine d

in Sectio n 3.2.2 , i s give n b y
P(i) = Pbiased(i) ~ 1 .
We ca n the n us e f3{i) t o obtai n a n accurat e estimat e o f th e actua l erro r rate .

6.2. Zero-padde d OFD M system s 151
Remarks
T h e efficien t receive r i n (6.15 ) ha s ver y lo w channe l dependence . T h e
channel-dependent par t i s a se t o f M scalars , lik e th e cyclic-prefixe d sys -
tem. T h e pseudo-invers e receive r an d MMS E receiver , however , depen d
heavily o n th e channel . Also , matri x inversion s ar e neede d t o comput e
the coefficient s i n th e receivin g matrices . Fo r th e MMS E receiver , th e
SNR quantit y 7 i s als o require d i n computin g th e receiver .
T h e implementatio n cos t o f th e efficien t receive r i s comparabl e t o t h a t

of th e prefixe d system . Fo r th e pseudo-invers e an d MMS E receivers ,
there i s n o correspondin g D F T structure . Althoug h th e implementatio n
cannot b e carrie d ou t usin g a low-cos t D F T matrix , i t i s possibl e t o
reduce th e complexit y fo r thes e tw o receiver s [26] .
W e kno w i n genera l th e MMS E receive r wil l becom e a zero-forcin g on e

when th e SN R i s large . Fo r th e zero-padde d O F D M system , th e solutio n
of zero-forcin g receiver s i s no t unique . Whic h zero-forcin g solutio n wil l
the MMS E receive r reduc e t o a s th e SN R approache s infinity ? T o answe r
this question , w e rewrit e th e MMS E receive r i n (6.16 ) a s (Proble m 6.7 )
S = W {c\ owClow + 7 " 1 I M ) " 1 C L - (6-17 )
W h e n th e SN R 7 i s large , th e MMS E receive r reduce s t o th e pseudo -

inverse solutio n i n (6.13) ! A s a result , th e performanc e o f th e pseudo -
inverse receive r come s clos e t o t h a t o f th e MMS E receive r fo r a suffi -
ciently larg e SNR .
Example 6. 2 Zero-padde d OFD M systems . T h e simulatio n environmen t

and parameter s use d i n thi s exampl e ar e th e sam e a s thos e i n Exampl e 6.1 .
For th e channe l c i ( n ) , Fig . 6.9(a ) show s th e B E R performance s o f th e zero -
padded O F D M syste m wit h th e thre e type s o f receiver s discusse d i n thi s
section: th e efficien t receive r i n (6.12) , th e pseudo-invers e receive r i n (6.13) ,
and th e MMS E receive r i n (6.16) . T h e B E R s ar e denoted , respectively , b y
Vofdm-zp (efficient) , V 0fdm-zP (pseudo) , an d V 0fdm-zP,mmse i n th e figure.
For comparison , th e erro r rat e o f th e prefixe d O F D M syste m i s als o show n i n
the figure. T h e B E R s ar e plotte d a s a functio n o f 7 = s/J\fo- Fo r th e sam e
7, th e averag e transmissio n powe r o f th e prefixe d syste m i s N/M time s large r
t h a n th e zero-padde d case . T h e performance s fo r th e channe l C2(n) ar e show n
in Fig . 6.9(b) .
For b o t h channel s th e erro r rat e o f th e efficien t receive r i s slightl y large r
t h a n t h a t o f th e prefixe d system . Thi s i s becaus e th e rati o N/M = 17/1 6 i s
very clos e t o one . (W e ar e comparin g tw o system s wit h th e sam e 7 . I f th e
comparison i s don e fo r th e sam e transmissio n power , th e performance s wil l b e
exactly th e same. ) I n th e cas e o f channe l C2(n) , thes e tw o system s ar e badl y
affected b y th e zer o clos e t o th e uni t circl e (tw o curve s indistinguishabl e i n
the figure). Fo r th e zero-padde d O F D M systems , th e performance s o f th e
pseudo-inverse an d th e MMS E receiver s ar e muc h les s affecte d b y th e channe l
null. T h e curve s o f thes e tw o receiver s ar e ver y clos e fo r b o t h channels . Fo r
high SNR , on e i s indistinguishabl e fro m th e othe r i n b o t h figures. W e als o
note th e differenc e i n th e SN R range s betwee n th e to p an d b o t t o m plots . A
much highe r SN R i s neede d t o achiev e th e sam e erro r rat e fo r c<i (n). Th e zer o
of C2(n) clos e t o th e uni t circl e make s th e recover y o f inpu t symbol s a t th e
receiver a muc h mor e difficul t task , eve n thoug h C2(n) ha s th e sam e energ y
as ci(rz) .
1(T
. P , . (efficient ):
ofdm-zp v '
10" ofdm-cp -
P
ofdm-zp(PSeud) i
P
10"' M
ofdm-zp,mmse
DC - 3 X
LU 1 0 ^
(a) CO
V
V
10 V
V
10"' V
V
10"
,\ \
10 1 52 02 53 0
y=E s /N 0 (dB )
W
--Pofdm-zp(efficient):
P..
10" ofdm-cp -
P
ofdm-zp(P S e U d ) !
10 ' ^^s>- - ' ofdm-zp,mms e
DC _
LU 1 0
;
\ \]
(b) DO
N
V
10" \\
\A
\*
10 ' \ =
\"1 *-
10"' \
10 2 03 04 05 0
y=E s /N 0 (dB )
Figure 6.9 . Exampl e 6.2 . Zero-padde d OFD M system : BE R performance s fo r (a )

the channe l c i ( n ) an d (b ) th e channe l C2(n) .
6-3 Single-carrie r system s wit h cycli c prefi x (SC -

CP)
In th e O F D M system , modulatio n symbol s ar e sen t afte r I D F T operatio n an d
adding a prefix . I f th e symbol s ar e sen t directl y afte r redundan t sample s ar e
6.3. Single-carrie r system s w i t h cycli c prefi x (SC-CP ) 153
added, w e call it a block-based single-carrie r system . Redundan t sample s can

take the form o f cyclic prefixing o r zero padding. Correspondingly , th e system
is calle d th e single-carrie r syste m wit h cycli c prefi x (SC-CP ) o r th e single -
carrier syste m wit h zer o padding (SC-ZP) . I t i s called a single carrie r syste m
because th e modulatio n symbol s ar e directly transmitte d afte r th e insertio n
of redundan t samples , a s oppose d t o th e multicarrie r OFD M system , wher e
the channe l i s divided int o multipl e subchannel s vi a the DFT matrix .
/ r
/

\ q(n) 1/C0
v -*
cyclic
prefix
-> C(z)
1r
rw w
discard
prefix
-+
P
1/Cj

rM-\
sji/-ii K^circ i/cM-.
Figure 6 . 1 0 . SC-C P syste m wit h a zero-forcing receiver .
The syste m bloc k diagra m o f th e SC-C P syste m i s show n i n Fig . 6.10.

There i s no processing o f the modulation symbol s a t the transmitter. W e can
see that th e system fro m th e vector s at the transmitter t o the vector r a t the
receiver i s the familiar cyclic-prefixe d syste m show n in Fig. 5.1 6 (Section 5.4).
The correspondin g transfe r matri x i s the M x M circulan t matri x C circ. W e
can remov e IS I by inverting C circ. Th e resulting zero-forcin g receive r i s
c-L = w+r^w, (6.18)

which i s a circulan t matri x a s i t i s a diagona l matri x sandwiche d betwee n
an IDF T an d a DF T matri x (Theore m 5.2) . Th e block diagra m o f the zero-
forcing receive r i s a s show n i n Fig . 6.10. A fe w observation s o n the SC-C P
system ar e in order .
Channe l independence . Lik e the OFD M system , th e SC-C P syste m i s
also a DFT-base d transceive r wit h a channel-independen t transmitter .
A cycli c prefi x i s inserte d a s in the OFD M system . Th e onl y channel -
dependent par t i s a set of M scalar s 1/Cf c a t the receiver. Thes e scalar s
are calle d FEQ s i n the OFDM receiver . Therefor e th e SC-CP syste m is
also know n a s a single-carrie r syste m wit h frequenc y domai n equaliza -
tion (SC-FDE ) [129] .
PAPR . Th e SC-C P syste m ha s th e advantag e tha t th e PAP R o f th e
transmitted signa l i s very low . Thi s i s because th e modulation symbol s
are t r a n s m i t t e d directly , withou t furthe r processing , an d th e P A P R o f

the t r a n s m i t t e d signa l i s the sam e a s th e P A P R o f th e inpu t modulatio n
symbols. Th e P A P R i s muc h lowe r t h a n t h a t i n th e O F D M system ,
especially fo r larg e M.
Implementation . I f w e compar e th e SC-C P syste m t o th e O F D M sys -

tem, i t i s lik e movin g th e computatio n o f th e I D F T matri x a t th e trans -
mitter t o th e receiver . I t ha s th e sam e overal l complexit y a s th e O F D M
system. I n particular , th e transmitte r doe s no t requir e an y computa -
tion. Thi s i s ver y usefu l fo r application s wher e th e transmitte r doe s no t
have a s muc h computin g resourc e a s th e receiver . Fo r example , i n a n
uplink wireles s transmissio n (mobil e unit s t o th e bas e station) , th e re -
ceiver a t th e bas e statio n generall y ha s mor e computin g powe r availabl e
t h a n th e transmitte r o f a mobil e unit . I n thi s cas e i t i s preferre d t o
offload computation s fro m th e transmitte r t o th e receiver . O n th e othe r
hand, i f th e transmitte r an d th e receive r hav e comparabl e computin g
resources, the n th e O F D M syste m i s mor e suitable .
Performance . Th e B E R performanc e o f th e SC-C P syste m wit h a zero -

forcing receive r i s sensitiv e t o th e presenc e o f channe l spectra l nulls ,
as wil l b e explaine d i n Sectio n 6.3.1 . However , th e sensitivit y ca n b e
dramatically reduce d i f a n MMS E receive r (Sectio n 6.3.3 ) i s used .
w w
precoder OFDM post-coder
transmission syste m

W W+
Figure 6 . 1 1 . SC-C P syste m viewe d a s a precode d OFD M system .
We ca n als o loo k a t th e SC-C P fro m a n alternativ e viewpoint , whic h allow s

us t o deriv e th e SC-C P syste m fro m th e O F D M system . Fo r a n O F D M
system, i f w e cascad e a D F T matri x befor e th e transmitte r an d a n I D F T
matrix a t th e en d o f the receive r (Fig . 6.11) , the n th e I D F T an d D F T matrice s
at th e transmitte r cance l eac h othe r out . W h a t w e ge t i s a n SC-C P system !
T h u s th e SC-C P syste m ca n b e viewe d a s a n O F D M syste m wit h a D F T
precoder an d I D F T post-coder . Havin g a precode r ca n significantl y alte r th e
characteristics o f th e system , fo r exampl e P A P R . Anothe r exampl e i s th e
behavior o f subchanne l noise , whic h wil l b e explaine d i n th e followin g nois e
analysis. (Mor e detaile d discussio n o n precode d O F D M system s wil l b e give n
in Chapte r 7. )
6.3.1 Nois e analysis : zero-forcin g cas e

T h e nois e p a t h a t th e receive r i s show n i n Fig . 6.12 . A compariso n wit h
the nois e p a t h o f th e O F D M syste m i n Fig . 6. 3 show s t h a t th e nois e vecto r
/j, ha s th e sam e statistic s a s th e outpu t nois e vecto r i n th e O F D M system .
Thus ilk ar e uncorrelate d Gaussian , wit h variance s give n b y A/o/|C/c| 2 . T h e
autocorrelation matri x R ^ i s a diagona l matrix ,
R /y diag
JO, |2 | d | 2 \C M-i\
T h e autocorrelatio n matri x o f th e outpu t nois e vecto r e i s give n b y
Re = WtR^W .
It i s a circulan t matri x a s R ^ i s diagona l (Theore m 5.2) . T h e diagona l ele -
ments o f R e ar e th e same , equa l t o th e averag e o f a 1. Therefor e th e sub -
channel nois e variances , correspondin g t o th e diagona l element s o f R e , ar e
the sam e fo r al l subchannels . W e hav e
1
S 2 (6.19)
M ^ \Ct\ '
=0 ' * '
T h e averag e erro r i s th e sam e a s t h a t i n th e O F D M system .
% T
o ^0
ii ^1
/x
discard
> S/?(M) w 1/C, Wt
q[n) prefix

<1M-\ MM-I
^M-l
i/cM_,
Figure 6 . 1 2 . Nois e pat h a t th e receive r o f th e zero-forcin g SC-C P system .
Identical subchanne l nois e varianc e mean s identica l subchanne l SNRs . T h e

subchannel SN R (3 sc_cp = S s/Srr i s give n b y
Psc-cp= 1 M- l1 *
2
M Zî= 0 7|Ci|
W h e n Q P S K modulatio n i s used , th e bi t erro r rat e o f th e SC-C P syste m i s

6 2
Vsc.cp = Q ( V / W) ( - )
In vie w o f th e subchanne l SNRs , th e SC-C P syste m i s ver y differen t fro m th e
O F D M system . T h e subchanne l SNR s ar e th e sam e eve n whe n th e channe l i s
not flat . W e wil l se e i n Chapte r 8 t h a t ther e i s littl e gai n whe n bi t an d powe r
allocation ar e allowed .
Channels wit h spectra l null s W h e n w e examin e th e expressio n i n (6.19) ,

we observ e t h a t al l th e subchanne l error s wil l becom e ver y larg e whe n th e
channel ha s a spectra l null . Suppos e on e D F T coefficient , sa y Cg 0 , i s equa l t o
zero. Al l th e subchannel s ar e equall y affected ; th e subchanne l nois e variance s
will g o t o infinit y an d th e bi t erro r rat e i s 0. 5 fo r al l th e subchannels . Suc h a
disaster ca n b e avoide d b y usin g a n MMS E receiver , t o b e discusse d next .
6.3.2 Th e MMS E receive r

For th e prefixe d O F D M system , th e MMS E receive r degenerate s t o M scala r
M M S E receivers . Ther e i s n o performanc e improvement . I n th e cas e o f th e
SC-CP system , ther e i s n o suc h degeneration . Th e us e o f MMS E receptio n
does improv e th e performanc e i n term s o f BER . I t t u r n s ou t t h a t th e MMS E
receiver ca n b e easil y obtaine d fro m th e zero-forcin g receive r b y replacin g th e
channel-dependent scalar s wit h anothe r se t o f coefficients .
*f 1/
s
o q(n)
P/S(M) > cyclic C(z)

discard S/P(M)
prefix prefix

fM-l
SM-l
Figure 6 . 1 3 . Th e SC-C P system .
Suppose w e ar e give n th e transmitte r o f th e SC-C P syste m i n Fig . 6.13 ,

which doe s nothin g mor e t h a n inser t a cycli c prefi x t o eac h inpu t bloc k o f
modulation symbols . W h a t woul d b e th e correspondin g MMS E receivin g
matrix S t h a t minimize s th e subchanne l errors ? T o answe r thi s question ,
recall t h a t th e receive d vecto r ca n b e writte n a s r Cc ^ r c s + q . Th e receive r
output erro r i s
e = s s = S r s.
By th e orthogonalit y principl e i n Sectio n 3.2 , th e mea n square d erro r i[||e|| 2 ]

is minimize d i f S i s suc h t h a t th e erro r e i s orthogona l t o th e observatio n
vector r . T h a t is ,
^[er1] = 0 .
We ca n verif y t h a t th e optima l S satisfyin g th e abov e conditio n ca n b e ex -

pressed i n th e for m (Proble m 6.10 )
1
S= W AW , (6.21)
where A i s a n M x M diagona l matri x wit h th e ^t h diagona l entr y give n b y
Xi r, = 0,1,...,M -1 .
1 + 7|C *
W h e n 7 approache s infinity , th e t h diagona l entr y reduce s t o Ai = \jCt an d
the MMS E receive r reduce s t o th e zero-forcin g case . T h e MMS E receivin g
matrix ha s th e interestin g propert y t h a t i t i s als o a circulan t matrix . I t i s
a channel-dependen t diagona l matri x A sandwiche d betwee n a n I D F T an d a
D F T matri x (Fig . 6.14) . I t ha s th e sam e structur e a s th e zero-forcin g receiver .
T h e implementatio n complexit y i s als o th e sam e a s th e zero-forcin g receiver :
one M-poin t D F T , on e M-poin t I D F T , an d M channel-dependen t scalars . I n
terms o f channe l dependence , th e SN R quantit y 7 = S/MQ i s als o neede d fo r
the MMS E receiver , whil e th e zero-forcin g receive r require s onl y th e channe l
response.
C >
X0

discard > W - w+ w
r
S/P(AQ
prefix

rn-i XM-
1
Figure 6.14 . Th e MMS E receive r fo r th e SC-C P system .
6.3.3 Erro r analysis : MMS E cas e

W h e n th e MMS E receive r i s used , w e replac e th e receivin g matri x S i n
Fig. 6.1 0 b y th e MMS E solutio n i n (6.21) . T h e overal l transfe r matri x T
becomes
T = S C a r c = W f A r W , (6.22 )
which i s n o longe r th e identit y matrix . T h e zt h outpu t erro r ei = si si
does no t com e fro m channe l nois e alone ; i t i s a mixtur e o f channe l nois e an d
interference. T h e receive r outpu t vecto r i s s = T s + Sq . T h e outpu t erro r
vector e = s s ca n b e expresse d a s
e = ( T - I ) s + S q = W f ( A r - I ) W s + Sq .
V /
v
D
W h e n th e signa l s an d nois e q ar e uncorrelated , th e autocorrelatio n matri x
of th e outpu t erro r R e = ^[ee^ ] i s
Re = W ^ D Dt+ AA 0 AA f )W,
which i s a circulan t matri x a s th e matri x sandwiche d betwee n W ^ an d W i s

diagonal. Thi s implie s tha t al l the subchanne l error s hav e th e sam e variance ,
just a s i n th e zero-forcin g case . Th e subchanne l erro r variance s ar e equa l t o
their averag e rr. Usin g th e definition s o f D an d A , w e ca n verif y tha t th e
average erro r rr i s give n b y
M-l
We can use the subchannel error variance to compute the biased SNR, fiuased
s/rr. Th e unbiase d SN R /3 can b e obtaine d usin g /3 = ^biased 1 -
Comparing wit h th e zero-forcin g receiver , w e ca n se e fro m (6.23 ) tha t
the MMS E receive r alway s ha s a smalle r erro r du e t o th e extr a unit y i n th e
denominator. W e ma y als o observ e tha t eac h o f th e term s i n th e summatio n
in (6.23 ) i s les s tha n one . Th e averag e erro r wil l b e uppe r bounde d b y s.
The subchanne l error s will b e bounde d eve n i f the channe l ha s spectra l nulls .
This is a marked differenc e fro m th e zero-forcin g case , where the averag e erro r
can g o t o infinit y i f th e channe l ha s on e DF T coefficien t equa l t o zero . Th e
MMSE receive r wil l b e muc h mor e robus t agains t channe l spectra l null s a s
demonstrated i n th e followin g example .
Example 6. 3 Th e SC-C P system . Th e simulatio n environmen t an d param -
eters use d i n thi s exampl e ar e th e sam e a s thos e i n Exampl e 6.1 . Fo r th e
SC-CP system , th e erro r rate s ar e the sam e acros s al l subchannels. Fo r chan -
nel ci(n), Fig . 6.15(a) show s the BE R performances o f the SC-C P syste m wit h
the zero-forcin g receive r i n (6.18 ) an d wit h th e MMS E receive r i n (6.21) . Th e
MMSE receive r give s a slightly lowe r BE R tha n th e zero-forcin g receiver . Fo r
comparison, th e erro r rat e o f the prefixe d OFD M syste m i s also shown. Com -
paring th e OFD M an d th e SC-C P systems , bot h wit h zero-forcin g receivers ,
the tota l outpu t error s ar e th e sam e bu t th e SC-C P syste m outperform s th e
OFDM syste m for a moderate value of BER. Th e differenc e i s significant whe n
SNR i s large. Th e performance s fo r channe l C2(n) are show n i n Fig . 6.15(b) .
Although ther e i s n o significan t differenc e i n term s o f performanc e betwee n
zero-forcing an d MMS E receiver s fo r a n almost-fla t channe l lik e ci(n) , fo r
channels wit h spectra l null s th e ga p betwee n th e tw o i s muc h larger . Th e
MMSE receive r considerabl y improve s th e erro r rate , a s w e ca n se e fro m
Fig. 6.15(b) .
6.3. Single-carrie r system s wit h cycli c prefi x (SC-CP ) 159
10"
ofdm-cp
p
sc-cp,zf
sc-cp,mmse
(a)
20 2 5 30
7=E s /N Q (dB )
(b)
10 2 03 04 05 06 0
y=E s /N 0 (dB )
Figure 6 . 1 5 . Exampl e 6.3 . Th e SC-CP system : BE R performances fo r (a ) channe l

c i ( n ) an d (b) channel C2(n) .
We observ e fro m Fig . 6.1 5 that , fo r bot h channels , th e BE R curve s o f th e

MMSE SC-C P syste m li e unde r thos e o f th e prefixe d OFD M syste m fo r al l
SNR 7 . Thi s is , i n fact , tru e fo r al l channels . Th e MMS E SC-C P syste m
always ha s a lowe r BE R tha n th e prefixe d OFD M system , a s w e wil l se e i n
Chapter 7 .
6-4 Single-carrie r syste m wit h zero-paddin g (SC -

ZP)
The single-carrie r syste m wit h zer o paddin g show n i n Fig . 6.16 , muc h lik e
the SC-C P system , als o send s ou t modulatio n symbo l directly , bu t th e guar d
intervals ar e filled wit h zeros . Simila r t o th e zero-padde d OFD M system , w e
know th e transfe r matri x fro m th e inpu t vecto r s a t th e transmitte r t o th e
vector r a t th e receive r i s th e lowe r triangula r Toeplit z matri x Ci ow define d
in (5.16) . Th e receive d vecto r r i n Fig . 6.1 6 ca n b e expresse d a s follows :
r = Q ows + q . (6.24)
We can obtain a zero-forcing receive r by choosing the receivin g matrix S to b e

any lef t invers e o f Ci ow. Tw o receivers , on e wit h a n efficien t implementatio n
and on e correspondin g t o th e pseudo-invers e solution , wil l b e discussed .
^
/i
r
q(n) o
zero
S
*
P/S(M) padding - C(z)\ S/P(A0
sM- M Kslow rN-\
transmitter
Figure 6 . 1 6 . Th e SC-Z P system .
One zero-forcing choic e of S can b e obtained b y first turnin g Ci ow int o th e

M x M circulan t C circ usin g (6.14) . W e ca n the n tak e th e invers e o f C circ-
The resultin g solutio n i s the followin g receiver :
s = wt r 1 w i , (6.25)
where T i s the MxN matri x defined i n (6.14) . Th e above receiver differs fro m
the zero-forcin g SC-C P receive r onl y i n T , whic h require s onl y v addition s
6.4. Single-carrie r syste m wit h zero-paddin g (SC-ZP ) 161
per block . Suc h a receive r ha s th e advantag e t h a t i t ca n b e implemente d

efficiently. Not e t h a t th e matri x T ha s littl e effec t whe n M is much large r
t h a n v. A s a result, th e performanc e o f th e SC-Z P syste m wit h th e efficien t
receiver wil l b e simila r t o th e SC-C P syste m wit h th e zero-forcin g receiver .
Both receiver s contai n th e t e r m T~ , i.e . th e inverse s o f th e channe l D F T
coefficients. W h e n th e channe l ha s on e D F T coefficien t equa l t o zero, th e
performance ca n b e seriousl y affected .
Another possibl e zero-forcin g choic e o f S i s th e pseudo-invers e o f Ci ow,
S = (C\owClow)-1Clow. (6.26 )
This doe s no t hav e th e simpl e D F T - I D F T structur e an d canno t b e imple -

mented a s efficientl y a s th e receive r i n (6.25) i n general. I n term s o f nois e
analysis, thi s i s als o th e zero-forcin g receive r t h a t lead s t o th e smalles t tota l
output nois e (simila r t o th e zero-padde d O F D M case) . Lik e th e zero-padde d
O F D M system , th e pseudo-invers e solutio n alway s exist s irrespectiv e o f chan -
nel spectra l nulls . Thi s stand s i n contrast t o the efficien t receive r give n in
(6.25), whic h canno t recove r th e transmitte d symbol s whe n th e channe l ha s
one o r mor e D F T coefficient s equa l t o zero .
MMSE receive r W i t h th e receive d vecto r r given i n (6.24) , w e ca n di -

rectly obtai n th e MMS E receive r usin g th e orthogonalit y principle . I t i s give n
by
S = 7C L ( 7 Q 0 W C L + I N ) - 1 . (6.27 )
T h e overal l transfe r matri x fo r th e MMS E receive r i s
T = 7C L ( 7 Q C L + IJV^CW
T h e subchanne l SN R /3(i) ca n b e compute d usin g a n approac h simila r t o t h a t

for th e zero-padde d O F D M system . Unlik e th e MMS E receive r o f th e SC-C P
system i n (6.21) , th e MMS E receive r o f th e SC-Z P i s no t a circulant matrix .
It canno t b e implemente d efficientl y usin g D F T an d I D F T matrices .
Example 6. 4 Th e SC-Z P system . T h e simulatio n environmen t an d param -

eters use d i n thi s exampl e ar e th e sam e a s thos e i n Exampl e 6.1 . Figur e 6.1 7
shows th e B E R performance s o f th e SC-Z P syste m wit h th e efficien t receive r
in (6.25) , wit h th e pseudo-invers e receive r i n (6.26) , an d wit h th e MMS E re -
ceiver i n (6.27) . T h e B E R s o f th e thre e receiver s fo r th e SC-Z P syste m ar e
denoted, respectively , b y V sc-zp (efficient) , V sc-zp (pseudo) , an d V Sc-zP,mmse
in th e figure . Fo r comparison , th e erro r rate s o f th e SC-C P syste m wit h th e
zero-forcing an d th e MMS E receiver s ar e als o shown . T h e erro r rat e o f th e
zero-padded syste m wit h th e efficien t receive r i s ver y clos e t o th e SC-C P sys -
t e m fo r b o t h channels , a s w e ha d expected . Fo r th e channe l c i ( n ) , al l th e
curves ar e ver y close . T h e pseudo-invers e an d MMS E receiver s d o no t hav e
much gai n ove r th e efficien t receiver . Fo r th e secon d channel , th e MMS E an d
pseudo-inverse receiver s ar e les s affecte d b y th e zer o t h a t i s clos e t o th e uni t
circle. T h e pseudo-invers e receive r ca n achiev e a gain o f aroun d 1 5 d B ove r
the efficien t receiver . T h e MMS E receive r ha s a n eve n mor e significan t gain .
H P (efficient )
1
sc-z px ' i
sc-cp,zf
P (pseudo )
x r
sc-zp '
p
sc-cp,mmse
P
sc-zp,mmse
25 30
y = E s / N 0 (dB )
. P (efficient )
sc-zp v '
p
sc-cp,zf
P (pseudo )
sc-zp Vl ^ '
P
sc-cp,mmse
P
sc-zp,mmse
y = E s / N 0 (dB )
Figure 6 . 1 7 . Exampl e 6.4 . Th e SC-Z P system : BE R performance s fo r (a ) channe l

c i ( n ) an d (b ) channe l C2(n) .
6.5. Filte r ban k representatio n o f O F D M system s 163
6.5 Filte r ban k representatio n o f O F D M system s

In thi s section , w e wil l loo k a t th e O F D M syste m fro m th e viewpoin t o f filter
banks. Thi s viewpoin t allow s u s t o se e ho w th e transmitte d powe r spectru m
is relate d t o th e inpu t modulatio n symbols , whic h wil l giv e u s mor e insigh t
into ho w th e symbol s ar e transmitte d i n th e frequenc y domain .
|<7()
X\Yl)
*o() -+> fiV I |JV -+>
W C(z) 1/C0
- 1 ,
i
<z z r
s,(n) -+> fiV ~^> \N -+> [0 W ] \ICX
-1
A
^z z ^r

W">
'U
i
^ / W-M-X
\ AJL |JV -+-
(a)
q(n)
p() x( n) r(t 0 v(/i)
*,() )f
C(z)
I/C0
zi
*,() 4N
FcpW [0 W ] i/ci
zi

*4
W">- 11 4T NV \1 *to l
J* J " ! _ _ _ i/c_,
transmitting frW h(n) receiving

filter ban k filter ban k
(b)
Figure 6 . 1 8 . Derivation s o f th e filte r ban k representatio n fo r th e OFD M system .
To deriv e th e equivalen t filter ban k structure , le t u s redra w th e O F D M

system usin g th e matri x representatio n i n Fig . 6.18(a) , wher e th e detail s o f
blocking an d unblockin g mechanisms , an d th e insertio n an d remova l o f prefix ,
are show n explicitly . T h e N x M matri x ~F cp i s th e prefi x insertio n matri x
defined i n (5.14) . A s F cp an d W ^ ar e constan t matrices , w e ca n exchang e
these tw o matrice s an d th e expanders . T h e resultin g transmitte r i s a s show n
in Fig . 6.18(b) , wher e w e hav e lumpe d F cp an d W ^ together . Similarly , w e
can exchang e th e decimator s an d th e matri x [ 0 W ] a t th e receive r t o yiel d
the receive r show n i n Fig . 6.18(b) . W e not e t h a t th e M - i n p u t one-outpu t
system fro m p ( n ) t o x(n) a t th e transmitte r i s a n LT I system , whic h w e cal l
the transmittin g filter bank . Denotin g th e syste m b y f T(z) an d it s kth filter
by Fk(z), w e hav e
fT(z)=[F0(z) F^z) .. .F M-i(z)\.
Similarly, a t th e receivin g end , th e one-inpu t M-outpu t syste m fro m r(n) t o

v(n) i s als o LT L W e cal l th e M x l syste m h(z) an d denot e it s /ct h filte r a s
Hk(z). Thu s
T
h(z)=[H0(z) H^z) ...H M-i(z)] .
We thu s arriv e a t th e filte r ban k representatio n o f th e OFD M syste m show n

in Fig . 6.19 .
\q(n)
uQ(n) x(n)
s0(n) t" Fo k"
C(z) A
*9
H0(z) -^> \N *. w
1/C0
ux(n)
r
s^n) fjv F^z) -+ Hx(z) IN ^w
i k >r i/q

U
M-l^ |
Vi<">- fiV Fu-l ^\~"M~I (*) I* 1/CW
filters filters
Figure 6 . 1 9 . Filte r ban k representatio n fo r th e OFD M system .
The transmittin g ban k show n i n Fig . 6.18(b ) i s the interconnectio n o f th e

matrix F ^ W ^ an d a dela y chain , s o we hav e
iT(z)= [1 -(N-
- x) ] F c p W t .
z
The /ct h transmittin g filte r i s determine d b y F k{z) = J2i= o iFcpW^fc .
Its impuls e respons e i s
fk(n) = -LwM*-")*, n = 0,l,...,N-l, (6.28)

VM
where v i s the lengt h o f the cycli c prefix. Th e transmittin g filter s ar e all DF T

filters. Th e filte r fo(n) i s a rectangula r windo w o f lengt h N. Al l th e othe r
transmitting filter s ar e scale d an d frequency-shifte d version s of the prototyp e
Fk(z) = W" kFQ(zWk) o rF k(e

JUJ
)= W ^Fê3^-2k^/M)y ^ 2Q^
The transmittin g filter s for m a DFT bank. Figur e 6.20(a ) show s th e magni -
tude respons e oiFo(z). A s fo(n) i s a rectangular windo w of length N, F 0 (e ja; )
has zero s a t intege r multiple s o f 2TT/N (excep t uo = 0) . Th e magnitud e re -
sponses o f th e othe r filter s ar e shifte d version s o f |F 0 (e j a ; )|, th e shift s bein g
6.5. Filte r ban k representatio n o f O F D M system s 165
integer multiple s o f 2TT/M. Figur e 6.20(b ) give s a schemati c plo t o f th e mag -

nitude response s o f th e transmittin g filters . T h e kth filte r Fk(z) i s a bandpas s
filter wit h th e passban d centere d aroun d 2kix jM. T h e stopban d attenuatio n
of th e filter s i s aroun d 1 3 d B an d th e stopban d o f F 0 ( e j a ; ) decay s slowl y wit h
frequency [105] .
(a)
l*b I l* i I
(b)
2(M-l)n
M
Figure 6 . 2 0 . (a ) Th e magnitud e respons e o f th e prototyp e FQ{Z)\ (b ) schemati c plo t

of th e magnitud e response s o f th e transmittin g filter s i n th e OFD M system .
Similarly, th e receivin g ban k i n Fig . 6.18(b ) i s th e interconnectio n o f a n

advance chai n an d [ 0 W ] , s o w e hav e
I
z
h( = [ o w ]
VN-1
T h e impuls e respons e o f th e kth filte r i s give n b y
1
hk(n) yy-(n+v)k -W + l , - i V + 2 , . . . , - i / . (6.30)
M
T h e receivin g filter s ar e als o D F T filters . The y ar e noncausa l du e t o th e

advance chai n bu t ca n b e mad e causa l easil y b y introducin g enoug h delay s i n
the receiver . T h e filte r HQ(Z) i s als o a rectangula r window , bu t o f lengt h M .
All th e othe r receivin g filter s ar e scale d an d frequency-shifte d version s o f th e
p r o t o t y p e HQ(Z),
Hk(z)= W-" kH0(zWk) o rH k(e

JUJ
)= W -1/fc
iJo(ej(w~2WM)).
A schemati c plo t o f the magnitud e response s o f the receivin g filter s woul d loo k
very simila r t o t h a t o f transmittin g filter s i n Fig . 6.20 . A sligh t differenc e i s
t h a t th e firs t zer o o f H^{e^) i s a t 2TT/M (instea d o f 2TT/N) a s it s lengt h i s
M. Th e kth filte r i s bandpas s wit h th e passban d centere d a t 2kir/M.
A numerica l exampl e o f th e transmittin g an d receivin g filter s fo r M = 8
and v = 2 i s show n i n Fig . 6.21 . Th e magnitud e respons e o f th e tw o proto -
type filter s FQ(Z) an d HQ(Z) ar e draw n wit h a thicke r line . Th e magnitud e
responses o f al l th e othe r filter s ar e shifte d version s o f thei r respectiv e proto -
types. W e ca n se e t h a t th e firs t sidelob e ha s a n attenuatio n o f aroun d 1 3 d B
only. Th e attenuatio n i s no t adequat e i n man y applications . Mor e detail s o n
the importanc e o f th e frequenc y selectivit y o f th e transmittin g an d receivin g
filters ar e discusse d i n Chapte r 9 .
6.5.1 Transmitte d powe r spectru m

T h e powe r spectru m o f th e t r a n s m i t t e d signa l x(n) i n Fig . 6.1 9 depend s o n
the transmittin g filter s a s wel l a s th e transmitte r inputs . Assum e th e input s
of th e transmitte r Sk(n) ar e white , zero-mea n WS S rando m processe s wit h
power spectru m S Sk(e^)= s. Furthermore , assum e th e inpu t processe s ar e
jointly WS S an d u n c o r r e c t e d , 2
E[sk(n)s^(i)]
= 0 , Vn,i , an d k ^ j .
T h e outpu t o f th e kth transmittin g filter , Uk(n), ha s a powe r spectru m give n

by (Appendi x B )
SUk(eJ=
n ^\Fk(e J
n\2-
W h e n th e input s o f th e transmitte r ar e jointl y WS S an d uncorrelated , th e
t r a n s m i t t e d signa l x(n) i s CWSS(A^ ) wit h powe r spectru m
Sx{en = I J2 \ F^n\2, (6-31 )

keA
where A i s the se t o f subchannels t h a t ar e actuall y use d fo r transmission. 3 T h e

contribution fro m th e /c-subchanne l occupie s th e frequenc y bi n correspondin g
to th e passban d o f F k(z), i.e . th e bi n centere d a t 2kir/M. Thu s th e d a t a fro m
each subchanne l occup y a separat e frequenc y ban d an d th e subchannel s ar e
separated vi a th e frequency-selectiv e propert y o f th e transmittin g filters .
W h e n w e pas s th e discrete-tim e t r a n s m i t t e d signa l x(n) throug h th e D / C
converter, w e obtai n th e continuous-tim e t r a n s m i t t e d signa l x a(t). W e ca n
use S x{e^) t o obtai n th e powe r spectru m o f x a{t). W h e n x{n) i s CWSS(A^ )
2
T h e transmitte d powe r spectru m ma y als o b e derive d wit h a mor e relaxe d conditio n
using th e resul t i n [131] , whic h use s onl y th e assumptio n tha t th e input s for m a WS S vecto r
process.
3
In som e application s o f th e OFD M system , fo r exampl e wireles s loca l are a network s
[54], certai n subchannel s ar e reserve d an d onl y a subse t o f th e subchannel s ar e actuall y
used fo r dat a transmission .
6.5. Filte r ban k representatio n o f OFD M system s 167
15
10
(a)
-5 ft
îmho H hih
-10
0.5 1 1. 5
Frequency normalize d by%.
00
D
(b)
-10
0.5 1 1. 5
Frequency normalize d by7i.
F i g u r e 6 . 2 1 . M a g n i t u d e response s o f t h e t r a n s m i t t i n g an d receivin g filter s i n a n O F D M

system fo r M = 8 an d v = 2 : (a ) t h e t r a n s m i t t i n g filters ; ( b ) t h e receivin g filters .
and th e samplin g perio d o f th e D / C converte r i s T , th e transmitte d signa l

xa(t) i s a continuous-tim e CWS S proces s wit h perio d NT, i.e . CWSS(A/T )
(see Appendi x B. 4 fo r details) . Assum e th e transmittin g puls e pi(t) a t th e
transmitter i s a n idea l lowpas s filte r wit h cutof f frequenc y n/T an d a constan t
unity gai n i n th e passband , wher e T i s th e underlyin g sampl e spacing . T h e n
the powe r spectru m o f x a(t) i s (Appendi x B.4 )
SXaUty WT), \n\ < TT/T,

o, otherwise.
Recall t h a t th e kth transmittin g filte r i s a bandpas s filte r centere d a t UJ =

2nk/M. A s a result , th e kth subchanne l correspond s t o th e frequenc y bi n
centered a t
12k7T
A Ik I T
7^^r~r r a d / s , o r Hz
TM ' ' MT
with respec t t o th e frequenc y o f th e continuous-tim e Fourie r transform . Thu s
the d a t a o f eac h subchanne l ar e t r a n s m i t t e d i n a separat e frequenc y bin .
In practice , th e transmittin g puls e pi(t) i s no t a n idea l lowpas s filter . It s
stopband attenuatio n i s finit e an d th e passban d gai n i s no t constant . I n thi s
case, xa (t) i s CWSS(NT) an d it s powe r spectru m i s (Appendi x B )
SXa(JV)= ^ 5 x ( e ^ T ) | P i C / n ) | 2 . (6.32 )
T h e shap e o f S Xa(jQ.) i s determine d jointl y b y Pi(jQ) an d S x{e^T). A s

Sx{e^T) i s periodi c wit h perio d 27r/T , th e stopban d o f Pi(jQ) wil l dictat e
the rollof f o f th e t r a n s m i t t e d spectru m beyon d th e Nyquis t frequenc y TT/T.
T h e abov e derivatio n doe s no t assum e Fk(z) t o b e D F T filters . T h e
power spectru m expressio n i n (6.31 ) i s vali d fo r genera l transmittin g filters .
W h e n th e firs t filte r F 0(z) i s use d a s a prototyp e t o generat e th e othe r filter s
by frequenc y shiftin g a s i n (6.29) , th e spectru m S x{e^) i s simpl y th e su m
^(e^) = | E l ^ (e ^ " 2 W M ) ) | 2 -
keA
It consist s o f shift s o f th e spectru m o f F 0(z).
6.5.2 ZP-OFD M system s

We ca n obtai n th e filte r ban k structur e fo r th e Z P - O F D M syste m i n a ver y
similar manner . Th e zero-padde d O F D M syste m ca n als o b e represente d a s
in Fig . 6.19 . I t t u r n s ou t t h a t (Proble m 6.16 ) th e transmittin g filter s Fk(z)
are als o frequency-shifte d version s o f th e firs t transmittin g filte r F 0(z) (proto -
type) excep t fo r som e scalars . Th e prototyp e i s no w a rectangula r windo w o f
length M. W h e n th e receive r i s chose n t o b e th e on e t h a t ha s th e efficien t im -
plementation i n (6.15) , th e firs t receivin g filte r HQ(Z) i s a rectangula r windo w
of a longe r lengt h N. Al l th e othe r receivin g filter s ar e frequency-shifte d ver -
sions o f HQ(Z), excep t possibl y fo r som e scalars . Fo r othe r type s o f receivers ,
b o t h pseudo-invers e an d MMS E receivers , th e frequency-shiftin g propert y n o
longer hold s i n general . A s th e derivatio n o f th e t r a n s m i t t e d powe r spec -
t r u m i n (6.31 ) doe s no t requir e assumption s o n th e lengt h o r coefficient s o f
the transmittin g filters , th e t r a n s m i t t e d powe r spectru m fo r th e Z P - O F D M
system als o ha s th e for m i n (6.31) .
6-6 D M T system s
T h e discret e multiton e (DMT ) system , ofte n considere d fo r wire d applica -
tions, i s ver y simila r t o th e O F D M system . Th e D M T syste m ha s bee n
successfully applie d t o high-spee d d a t a transmissio n ove r digita l subscribe r
lines (DSL ) suc h a s ADS L (asymmetri c digita l subscribe r lines ) [7 ] an d VDS L
(very-high-Speed digita l subscribe r lines ) [8] . I n DS L application s th e chan -
nel ca n hav e a ver y lon g impuls e response . T o avoi d IBI , w e nee d t o hav e
6.6. D M T system s 169
q(n)
-+
Wti\ ^0
Trn
cyclic
T(z) discard
j
prefix C(z) prefix
equivalent channe l
X
M-l
(a)
x(n)=(q*t)(n) }
r> V "
x0
x(n)
s An)
cyclic r discard
P/S(M)
prefix PISH prefix X,

X
M-l
(b)
Figure 6 . 2 2 . (a ) Th e D M T syste m wit h a time domai n equalizer ; (b ) th e D M T syste m

with th e equivalen t shortene d channel .
a cycli c prefi x tha t i s a s lon g a s th e longes t impuls e response . A lon g pre -

fix ca n seriousl y reduc e th e transmissio n rate . I n thes e applications , a tim e
domain equalize r (TEQ ) t{n) i s usuall y include d a t th e receive r t o shorte n
the effectiv e channe l impuls e response , a s show n i n Fig . 6.22(a) . TE Q play s
an importan t rol e in improvin g th e transmissio n bi t rat e o f the DM T system .
There ha s bee n extensiv e researc h o n th e desig n o f TE Q [1 , 6, 10 , 90] . Se e
Section 3. 5 fo r TE Q designs .
Upon tim e domai n equalization , th e impuls e respons e o f th e shortene d
channel i s c eq(n) = t(n) * c(n) an d th e equivalen t channe l nois e i s r(n) =
q(n) *t(n ) (Fig . 6.22(b)) . Th e origina l channe l nois e q(n) i n DSL application s
is ofte n colore d du e t o crosstal k (t o b e explaine d later) . Thi s i s differen t
from th e OFD M syste m fo r wireles s applications , wher e th e nois e can usuall y
be assume d t o b e white . Eve n i f th e origina l channe l nois e i s white , th e
equivalent nois e r(n) i s i n genera l colore d du e t o tim e domai n equalization .
With th e equivalen t syste m i n Fig . 6.22(b) , w e ca n obtai n th e filter ban k
representation fo r th e DM T syste m jus t lik e i n th e OFD M case . Th e filter
bank representatio n wil l b e th e sam e a s tha t i n Fig . 6.1 9 excep t tha t th e
channel C(z) i s replace d b y th e shortene d channe l C eq(z). Th e subchannel s
in DM T system s ar e ofte n referre d t o a s tones .
For wire d transmission , th e channe l doe s no t chang e a s rapidly a s in wire-
less applications . Thi s allow s th e transmitte r t o sen d ou t symbol s firs t t h a t

are als o know n t o th e receiver . Thes e ar e calle d pilot s o r trainin g symbols .
W i t h prope r training , th e receive r ca n obtai n th e channe l stat e information .
Based o n thi s information , bi t loadin g ca n b e compute d fo r a give n erro r
rate t o maximiz e th e transmissio n rate . Th e receive r ca n the n sen d bac k bi t
and powe r loadin g informatio n t o th e transmitte r throug h a revers e channel .
More discussio n o n bi t an d powe r allocatio n o f th e D M T syste m fo r DS L
applications wil l b e give n late r i n thi s section .
Real-valued transmitte d signal s I n th e D M T system , th e outpu t o f th e

transmitter i s sen t directl y t o th e channe l withou t furthe r frequenc y modu -
lation, i.e . baseban d transmission . Th e t r a n s m i t t e d signa l x(n) i s real . T h e
inputs o f th e transmitte r s k ar e typicall y comple x QA M modulatio n symbols .
To hav e a rea l t r a n s m i t t e d signal , th e o u t p u t s o f th e I D F T matri x shoul d
be rea l too . Thi s mean s th e input s o f th e I D F T matri x nee d t o hav e th e
conjugate symmetri c property , i.e .
so i s rea l an d s k = s* M_kl k = 1 , 2 , . . ., M 1 . (6.33 )
If M i s even , the n th e abov e equatio n implie s t h a t s M/2 i s als o real . T h e

modulation symbol s assigne d t o th e secon d hal f o f th e M subchannel s ar e th e
complex conjugate s o f thos e i n th e firs t hal f subchannels , wit h th e exception s
of s o an d s M / 2 W e onl y nee d t o conside r th e firs t hal f subchannel s an d th e
second hal f ar e implicitl y determined . Bi t allocatio n i s performed fo r onl y hal f
the subchannels . Usuall y th e subchannel s correspondin g t o th e D C frequenc y
and Nyquis t frequency , i.e . zerot h an d ( M / 2 ) t h subchannels , ar e reserve d fo r
other purposes . I n thi s case , onl y tone s 1 to ( M / 2 1) will b e considered . Du e
to th e conjugat e symmetri c propert y o f th e inputs , i t i s possibl e t o comput e
the transmitte r o u t p u t s usin g onl y rea l addition s an d rea l multiplication s
instead o f comple x computations . I t ca n b e show n t h a t th e I D F T operatio n
for conjugat e symmetri c input s ca n b e compute d usin g D C T (discret e cosin e
transform) matrice s an d D S T (discret e sin e transform ) matrice s usin g onl y
real computation s [174 ] (Proble m 6.19) .
The transmitte d powe r spectru m I n th e formulatio n o f th e t r a n s m i t t e d

power spectru m fo r th e O F D M system , w e hav e assume d t h a t th e input s ar e
uncorrelated WS S rando m processes . Fo r th e D M T system , w e ca n n o longe r
make suc h a n assumptio n a s th e input s ar e i n conjugat e pair s an d henc e
strongly correlated . However , wit h a sligh t modificatio n o f th e assumption ,
the t r a n s m i t t e d powe r spectru m o f D M T syste m ha s a for m simila r t o t h a t o f
the O F D M syste m i n (6.31) . T o b e mor e specific , le t E[\s k(n)\2}= S s?k. W e
have adde d th e subscrip t k t o indicat e t h a t th e subchannel s ca n hav e differen t
symbol powers . Fo r thos e tone s wit h comple x symbols , w e expres s s k(n) i n
terms o f it s rea l par t a k (n) an d imaginar y par t b k (n) a s
sk(n) = a k(n) + jb k(n).
We assume , reasonably , t h a t thes e rando m processe s a k(n) an d b k(n) ar e

uncorrelated, jointl y WSS , wit h powe r spectru m
Sak(ejoJ)= S bk(e?u)= ^ s,k, k = 1,2,.. . ,M/ 2 - 1 .

6.6. DM T system s 171
T h e scala r 1/ 2 i s include d s o t h a t ^[|s/c(n)| 2 ] = s,k-

Consider th e M h an d th e ( M /c)t h subchannels . T h e input s ar e a con -
jugate pai r an d s o ar e th e filte r coefficients ,
fM-k(n)= f k(n).
T h e correspondin g output s Uk(n) an d UM-k(n) (indicate d i n Fig . 6.19 ) ar e

thus als o a conjugat e pair . T h e su m o f thes e tw o subchannel s i s give n b y
u'k(n) = u k(n) + u M-k(n)

= 2Real{u k(n)}.
This ca n b e writte n a s
u'k(n) = 2 ] T (a k(e)fk,r(n - Nl) - b k[i)fk^[n - Nl)\ , (6.34 )
where fk,r(n) an d fk,i(n) are , respectively , th e rea l an d imaginar y part s o f

/fe(n). A s a k(n) an d b k(n) ar e uncorrelated , w e hav e
S S
<^)
= -f(^\FkAen\2 + ^\FkAen\ 2
)-
Using th e fac t t h a t /M-fe(^ ) a n d fk{n) for m a conjugat e pair , w e ca n verif y

t h a t th e su m i n th e abov e parenthesi s i s equa l t o \Fk(e^ UJ)\2 + |i*M-fc(e J ' a; )| 2 .
As a resul t w e hav e
s s
^n= -f(\Fk(en? + \FM-k(en\2)-
Summing u p th e contribution s fro m individua l subchannels , w e ca n obtai n
the transmitte d powe r spectrum . W h e n frequenc y divisio n multiplexin g (t o
be explaine d i n th e following ) i s used , no t al l th e subchannel s ar e used . I n
this case ,
S*{e?) = ^ E ZsAFk{en\\ (6.35 )
keA
where A i s th e se t o f subchannel s t h a t ar e actuall y use d fo r transmission . (W e
can als o arriv e a t th e sam e resul t usin g propertie s fro m [131]. ) Lik e the O F D M
case (give n i n (6.32)) , th e powe r spectru m o f th e transmitte d continuous-tim e
signal depend s o n th e samplin g perio d an d th e transmittin g pulse .
Remarks
Not e t h a t th e transmitte d powe r spectru m o f th e D M T syste m i s o f th e
same for m a s t h a t o f th e O F D M syste m i f a n equa l powe r allocatio n i s
used, i.e . S s^k = s for al l k.
I n th e abov e derivatio n o f th e transmitte d powe r spectrum , th e trans -

mitting filter s onl y nee d t o b e i n conjugat e pair s {JM-kip) fk( n))-
T h e transmittin g filter s ar e no t necessaril y D F T filter s fo r th e expressio n
in (6.35 ) t o hold . The y ca n b e arbitrar y filter s t h a t hav e th e conjugate -
pair property .
Frequency divisio n multiplexin g I n a D M T system , signal s ar e usuall y

sent i n b o t h direction s simultaneousl y ove r th e sam e transmissio n mediu m
such a s th e twiste d pair s i n ADS L systems , fro m th e custome r t o th e networ k
(upstream direction ) an d fro m th e networ k t o th e custome r (downstrea m
direction). Th e downstrea m an d upstrea m signal s ca n b e separate d b y usin g
frequency divisio n multiplexin g (FDM) , i n whic h differen t frequenc y band s
are allocate d fo r eac h direction . Th e D M T syste m lend s itsel f nicel y t o F D M ,
since th e subchannel s ar e divide d i n a frequenc y base d manner . T o d o this ,
we ca n se t asid e som e tone s fo r upstrea m transmissio n an d som e fo r down -
stream transmission . Fo r example , i n th e ADS L system , th e tota l numbe r o f
subchannels M i s 512 . Tone s 1-3 1 ar e use d fo r upstrea m transmissio n an d
the res t o f th e highe r frequenc y tone s (32-255 ) fo r downstrea m transmissio n
as illustrate d i n Fig . 6.23 . (Usuall y a fe w close-to-D C tone s ar e reserve d fo r
voice an d guar d band. ) I n downstrea m transmission , onl y th e downstrea m
tones ar e used ; th e input s o f th e upstrea m tone s ar e zero . Similarly , th e in -
puts o f th e downstrea m tone s ar e zer o i n upstrea m transmission . B y havin g
a muc h wide r bandwidth , th e downstrea m directio n ca n hav e a muc h highe r
transmission rat e t h a n th e upstrea m direction . T h a t i s why ADSL , wher e "A "
stands fo r asymmetric, i s s o named . Th e narrowe r upstrea m ban d i s place d
in a lowe r frequenc y regio n t h a n th e downstrea m band . Thi s wa y upstrea m
transmission i s stil l possibl e eve n whe n th e channe l i s muc h a t t e n u a t e d i n
high frequency , whic h i s usuall y th e cas e wit h lon g DS L lines .
upstream downstrea m
tones tone s
< ^
13 2 25 5 tone s index
Figure 6 . 2 3 . Upstrea m an d downstrea m tone s i n th e ADS L system .
In th e standard s fo r ADS L an d VDS L system s [7 , 8 ] th e powe r spectru m

for eac h transmittin g directio n i s constraine d throug h a spectru m mask . T h e
spectrum mas k set s a n uppe r boun d fo r th e spectru m o f the t r a n s m i t t e d signa l
as a functio n o f frequency . Figur e 6.2 4 show s a n exampl e o f spectru m mas k
for th e downstrea m ADS L transmission . Th e mas k i s given i n d B m / H z , wher e
3
1 d B m = 101og(10~ watts) .
Also show n i s an exampl e o f the downstrea m signal' s spectrum , whic h i s belo w

the spectru m mas k fo r al l frequency .
Noise impairment s I n a DS L environment , a numbe r o f nois e source s

contribute t o th e channe l nois e q(n). Usuall y DS L line s ar e bundle d togethe r
- spectru m mask
signal spectrum
NEX T crosstalk
11 HI
It
FEX T crosstalk
/ 1
AWGN
I RF I
if
ii
1r
"1 ' \ ^~
'~""" "
~
mYi
* - . j ^ i i i
0 4 25.875 60 0 110 4 3093 1104 0

kHz
Figure 6.24 . Exampl e o f spectru m mas k fo r downstrea m ADS L transmissio n an d th e

spectrum o f a downstrea m signal . Als o show n i n th e figur e ar e nois e impairment s i n a
DSL environment , includin g NEX T crosstalk , FEX T crosstalk , AWGN , an d RFI .
in multiple s o f 2 5 i n cable s an d thi s make s th e channe l pron e t o crosstal k

from othe r line s i n th e sam e cable . T h e crosstal k ma y b e near-en d crosstal k
(NEXT) o r far-en d crosstal k ( F E X T ) . N E X T come s i n whe n th e disturbin g
signal i s traveling i n th e directio n opposit e t o th e receive d signal . Fo r example ,
in Fig . 6.25 , th e upstrea m signa l o f lin e 1 couple s int o lin e 2 an d become s
the sourc e o f N E X T i n downstrea m transmissio n o n lin e 2 . F E X T refer s
to th e cas e whe n th e disturbin g signa l i s travelin g i n th e sam e directio n a s
the receive d signal . Figur e 6.2 5 show s th e downstrea m signa l o f lin e 1 a s
a F E X T sourc e fo r th e downstrea m directio n o n lin e 2 . F E X T i s usuall y
the dominatin g nois e whe n F D M i s use d becaus e th e spectru m o f th e signa l
traveling i n th e opposit e directio n occupie s a differen t frequenc y band . I n fact ,
it i s possibl e t o eliminat e interferenc e fro m th e othe r directio n an d N E X T
by usin g a longe r cycli c prefi x an d carefull y synchronizin g downstrea m an d
upstream transmissio n [139] . Bot h type s o f crosstal k ca n b e determine d fro m
the disturbers ' powe r spectru m an d crosstal k transfe r function s [7 , 8] and the y
can b e modele d a s colore d Gaussia n noise s [122 , 144] .
In addition , th e channe l nois e wil l contai n AWG N du e t o therma l noise .
Also, radi o frequenc y signal s suc h a s amateu r radi o (HAM ) an d A M radi o
may interfer e an d resul t i n radi o frequenc y interferenc e (RFI) . Thes e R F I
signals ar e o f a narrowban d n a t u r e bu t hav e a larg e amplitud e (i n th e fre -
quency domain) . Man y tone s i n th e vicinit y o f th e R F I carrie r frequenc y ma y
be affecte d du e t o th e poo r frequenc y separatio n o f D F T filters o f th e D M T
receiver. Figur e 6.2 4 show s th e variou s nois e impairment s i n a DS L environ -
ment, includin g F E X T an d N E X T crosstalk , AWGN , an d R F I . T h e AWG N
noise i n th e figure i s 14 0 d B m / H z an d th e R F I i s aroun d 60 0 kH z wit h a n
amplitude o f aroun d 5 5 dBm .
174 6 . DFT-base d transceiver s
cable bundle
DMT
transceiver 1
line 1
ft _ ^
network
) NEXT /FEXT
n~~I
DMT line 2
u

4-
^ ^
transceiver 2
Figure 6.25 . Illustratio n o f near-en d an d far-en d crosstalks .
FEQ coefficient s Afte r prope r tim e domai n equalization , th e equivalen t

channel c eq(n) ha s mos t o f th e energ y concentrate d i n a windo w o f v taps .
Say th e windo w span s th e rang e fro m n o t o n o + v. W e ca n obtai n th e
F E Q coefficient sA & by computin g th e reciprocal s o f th e M-poin t D F T o f th e
channel coefficients . T h a t is ,
no+v
kn M
Xk = 1/C e ,, fc , wher eC eq,k = c eq(n)e-^ ^ . (6.36 )
A precis e calculatio n o f F E Q coefficient s involve s th e coefficient s o f th e chan -

nel outsid e th e windo w to o [81] . Bu t (6.36 ) give s a ver y goo d estimation ,
especially whe n th e T E Q doe s a goo d jo b o f shortenin g th e channel .
Bit allocatio n Althoug h tim e domai n equalizatio n ca n shorte n th e chan -

nel, th e equivalen t channe l c eq(n) wil l stil l hav e nonzer o coefficient s outsid e
the window . Thes e nonzer o coefficient s resul t i n residua l interferenc e fro m
adjacent block s an d als o fro m othe r subchannel s o f th e sam e block . I n par -
ticular, i f w e comput e th e erro r efc(n ) = Sfc(n ) Sfc(n), i t wil l contai n channe l
noise a s wel l a s interferenc e fro m othe r symbols . W e ca n obtai n th e SN R o f
the fcth ton e b y computin g
where th e symbo l powe r i[|sfc(7i)| 2] i s constraine d b y th e spectru m mas k i n

DSL application s (Proble m 6.20) . Althoug h e ^ i s a mixtur e o f interferenc e
and noise , th e Gaussia n distributio n render s a nic e approximatio n a s w e hav e
explained i n Chapte r 3 . W e ca n us e (6.37 ) t o comput e th e numbe r o f bit s
t h a t ca n b e loade d t o th e fcth tone ,
h= l 0g2 ( l + ^ ), (6.38 )
where T i s th e SN R ga p fo r a give n erro r rat e a s describe d i n (2.21) . Fo r

those tone s t h a t ar e no t use d fo r transmission , n o bit s ar e allocated , bi = 0 .
T h e tota l numbe r o f bit s t r a n s m i t t e d i n eac h bloc k i s J2i= o &* Eac h bloc k
6.6. DM T system s 175
takes u p a transmissio n tim e o f NT seconds , wher e T i s the underlyin g sampl e

spacing o f th e D / C converter . T h e transmissio n rat e R^ i s give n b y
M-l
Rb = Y ^h
0
NT ^ i=0%
T h e bi t assignment s compute d i n (6.38 ) ar e no t integer s i n general . W e ca n

use, fo r example , rounding , t o hav e a n intege r bi t allocation . I f roundin g i s
used, th e QA M symbo l o f th e kth ton e wil l carr y
round log 2 I 1 + r 1 bits . (6.39)
T h e valu e bk ca n b e eve n o r odd . Afte r rounding , th e erro r rat e wil l b e slightl y

different fro m th e targe t erro r rate . A mino r adjustmen t o f th e subchanne l
powers ca n b e carrie d ou t t o compensat e fo r th e roundin g erro r (Proble m 21) .
In ADS L an d VDS L application s [7 , 8] , th e receive r compute s bi t allocatio n
and powe r adjustment , an d send s th e informatio n bac k t o th e transmitter .
Example 6. 5 A D M T syste m fo r ADS L application . T h e D F T siz e M = 51 2

and th e cyclic-prefi x lengt h v = 40 . T h e numbe r o f block s t o b e t r a n s m i t t e d
per secon d i s 400 0 [7] . T h e samplin g rat e i s
(512 + 40 ) x 400 0 = 2.20 8 x 10 6 samples/s .
We wil l conside r downstrea m transmissio n i n thi s example . T h e tone s use d

are 33-255 . T h e transmissio n powe r use d i s 4 d B . Figur e 6.26(a ) show s a
typical ADS L channe l - loo p 6 [7] . T h e lengt h o f th e loo p i s 18,00 0 feet .
T h e magnitud e respons e o f th e channe l i s show n i n Fig . 6.26(b) . T h e channe l
has a typica l lowpas s characteristic , mor e attenuate d i n high-frequenc y band .
T h e low-frequenc y tone s ca n carr y mor e bit s t h a n high-frequenc y tones . Fig -
ure 6.26(c ) show s th e powe r spectru m o f th e channe l noise , whic h comprise s
N E X T an d F E X T a s wel l a s AWG N noise . T h e channe l nois e i s mor e promi -
nent i n th e frequenc y ban d use d fo r upstrea m transmissio n du e t o N E X T .
After tim e domai n equalization , th e resultin g equivalen t channel , show n i n
Fig. 6.26(a) , ha s energ y muc h mor e concentrate d an d henc e muc h "shorter "
t h a n th e origina l channel . T h e T E Q ha s si x tap s an d th e MSSN R metho d
in Sectio n 3. 5 [90 ] ha s bee n use d t o desig n th e T E Q . Equation s (6.37 ) an d
(6.39) ar e use d t o comput e th e subchanne l SNR s an d th e bi t loadin g o f QA M
symbols, shown , respectively , i n Fig . 6.26(d ) an d (e) . T h e targe t symbo l erro r
rate i n thi s cas e i s 1 0 - 7 . T h e tota l numbe r o f bit s transmitte d i n eac h bloc k
is 174 2 an d th e transmissio n rat e i s 7. 0 Mbits/sec .
original channel respons e

shortened channel respons e
(a)
50 10 0 200
time index
(b)
0.2 0. 4 0. 6 0. 8
-65
(c)
-100
0.2 0. 4 0. 6 0. 8
100 15 0 250
tone index
100 15 0 250
tone index
Figure 6.26 . Exampl e 6.5 . A D M T system , (a ) Th e impuls e response s o f the channe l

and th e equivalen t shortene d channel ; (b ) th e magnitud e respons e o f th e channel ; (c )
the channe l nois e spectrum ; (d ) th e subchanne l SNRs ; (e ) th e subchanne l bi t loading .
6-7 Channe l estimatio n an d carrie r frequenc y

synchronization
In al l the previou s discussions , i t wa s assume d t h a t th e channe l i s known a t th e
receiver an d t h a t th e carrie r frequencie s a t th e transmittin g an d receivin g side s
are perfectl y synchronized . I n mos t practica l applications , th e receive r need s
to estimat e th e channe l impuls e respons e o r frequenc y respons e an d i t als o
needs t o synchroniz e th e carrie r frequency . Thi s sectio n give s a brie f coverag e
of th e estimatio n o f channe l an d th e synchronizatio n o f carrie r frequenc y fo r
O F D M systems .
6.7.1 Pilo t symbo l aide d modulatio n

Channel estimatio n i s ofte n don e wit h th e ai d o f know n symbols. 4 I t i s know n
as pilo t symbo l aide d modulatio n (PSAM) , a t e r m coine d b y Caver s [17] .
T h e pilo t symbol s ca n b e inserte d eithe r i n th e tim e domai n o r frequenc y
domain. I n O F D M systems , th e pilo t symbol s ar e ofte n multiplexe d wit h
information-bearing d a t a i n th e frequenc y domain . Th e existenc e o f pilo t
symbols simplifie s th e challengin g tas k o f receive r design . A t th e receiver ,
these pilo t symbol s ca n b e exploite d fo r channe l estimation , synchronization ,
receiver adaptation , an d othe r purposes . Belo w w e wil l briefl y discus s channe l
estimation usin g th e P S A M scheme . I n th e literature , ther e ar e man y article s
on thi s topic . Intereste d reader s ar e referre d t o [17 , 22 , 35 , 101 , 103 , 125 , 153] ,
to nam e jus t a few .
Consider th e O F D M syste m show n i n Fig . 6.1 . I n a P S A M scheme , som e
of th e subchannel s d o no t carr y information-bearin g data . Instead , thes e
subchannels (know n a s pilo t tones ) ar e use d fo r sendin g th e pilo t symbols .
Suppose t h a t P entrie s o f th e M x l inpu t vecto r s contai n th e pilo t symbols .
For simplicity , w e assum e t h a t P divide s M an d M/P = J. I t wa s foun d
[35, 153 ] t h a t a goo d strateg y i s t o distribut e th e pilo t symbol s uniforml y
among al l subchannels ; i.e . th e indexe s n o f th e pilo t tone s s n ar e give n b y
n = kJ + no , fo r0 < k < P,
for som e 0 < n o < J . Assumin g t h a t th e channe l orde r i s no t large r t h a n th e

cyclic-prefix length , fro m earlie r discussion s w e kno w t h a t th e signal s y n afte r
the D F T operatio n a t th e receive r (se e Fig . 6.1 ) ar e give n b y
Vn ^n^n ~ r Qui
where C n i s th e gai n o f th e n t h subchanne l an d q n i s th e nois e term . A s

the pilo t symbol s Skj+ no ar e known , th e receive r ca n estimat e th e subchanne l
gains fo r thes e pilo t tone s a s
p VkJ+np
^kJ+no
SkJ-\-no
To obtai n th e subchanne l gai n C n fo r n ^ kJ + no , on e ca n us e th e interpo -

lation schem e [36] . W h e n th e channe l ha s a smoot h frequenc y response , a n
4
It i s als o possibl e t o estimat e th e channe l blindly . However , blin d channe l estimatio n
is seldo m employe d i n practic e du e t o it s hig h complexit y an d lowe r estimatio n accuracy .
Readers intereste d i n thi s topi c ar e referre d t o [21 , 45, 147 , 183] .
6.7. Channe l estimatio n an d carrie r frequenc y synchronizatio n 17 9
accurate estimat e o f C n ca n b e obtaine d b y interpolation . Anothe r wa y o f

getting al l C n i s b y th e followin g tim e domai n approach . Usin g th e fac t t h a t
Cn ar e th e D F T coefficient s o f c() , w e ca n writ e
V
=0
for 0 < k < P. Le t v b e th e P x 1 vecto r containin g Ckj+ no fo r 0 < / c < P

and le t u b e th e {y + 1 ) x 1 vector containin g d(). T h e n th e abov e syste m o f
linear equation s ca n b e re-expresse d a s v = W u , wher e W i s a P x (i / + 1 )
matrix wit h (fc , Z)th entr y W^ kJ+n^1. W h e n P > v, w e ca n solv e th e matri x
equation fo r d() an d obtai n
u= (WtW^WW .
Taking th e M-poin t D F T o f c() , w e ge t C n fo r al l 0 < n < M. T h e com -

plexity o f th e tim e domai n approac h i s usuall y highe r t h a n th e interpolatio n
scheme, bu t i t give s a mor e accurat e estimat e o f C n , especiall y whe n P i s
much large r t h a n v.
6.7.2 Synchronizatio n o f carrie r frequenc y

For passban d communications , th e transmitte d signa l i s modulate d t o a car -
rier frequenc y a t th e transmitter . A t th e receiver , w e nee d t o perfor m carrie r
demodulation t o ge t th e baseban d signal . T h e frequenc y o f th e oscillato r a t
the receive r i s usuall y slightl y differen t fro m t h a t o f the oscillato r a t th e trans -
mitter. Thi s result s i n carrie r frequenc y offse t (CFO) . T h e O F D M syste m i s
very sensitiv e t o C F O [118] , whic h destroy s th e orthogonalit y o f subchannel s
and degrade s th e performanc e o f O F D M system s significantl y [118] . Thus , a t
the receive r ther e i s a nee d t o perfor m a n accurat e synchronizatio n o f carrie r
frequency. Man y approache s hav e bee n develope d i n th e past . Fo r example ,
see [9 , 53 , 71 , 85 , 91 , 93 , 95 , 136 , 166] . I n man y practica l applications , a
periodic trainin g sequenc e know n t o th e receive r i s sen t a t th e beginnin g o f
transmission. B y exploitin g th e periodi c n a t u r e o f th e trainin g sequence , w e
can us e a simpl e metho d fo r correctin g th e C F O , a s w e shal l explai n below .
Consider Fig . 6.1 . Suppos e t h a t tw o identica l vector s s ar e sen t consec -
utively a t th e transmitter . W h e n ther e i s n o C F O , th e correspondin g tw o
received vectors , denote d b y r i an d r 2 , respectively , wil l hav e th e followin g
form (se e (6.1)) :
ri = C circx + qi , r 2 = C circx + q 2 , (6.40 )
where x = W^~s . The y ar e differen t onl y becaus e o f th e nois e vectors . How -

ever, whe n ther e i s C F O , th e tw o receive d vector s ar e n o longe r give n b y
(6.40). Le t f c b e th e oscillato r frequenc y a t th e transmitte r an d le t f c Sf
be th e oscillato r frequenc y a t th e receiver . T h e n du e t o th e mismatc h o f th e
oscillator frequencies , th e receive d baseban d signa l wil l b e modulate d b y a n
extra exponentia l t e r m e j e n . T h e quantit y e is th e normalize d C F O paramete r
and i t i s relate d t o Sf b y
e = 2TrS fT,
where T i s the sampl e spacing . A s a result , th e tw o receive d vector s becom e

[53, 71 , 85]
?! = D r l 7 ? 2 = e ^ e D r 2 , (6.41 )
where D i s a matri x diagonal , give n b y
D = diag[e" e e( v+1
> ... e ^ " 1
^],
N = M + z/ , and v i s the lengt h o f cycli c prefix . Fro m (6.41) , i t i s clea r fro m

(6.40) an d (6.41 ) tha t w e ca n obtai n a n estimat e o f th e CF O e as
r-^(ifc),
where Lz denote s th e angl e o f th e comple x numbe r z. Th e abov e method ,
though simple , give s a ver y accurat e estimat e o f th e CF O [95] . Fo r mor e
advanced approache s t o carrie r frequenc y synchronization , se e [9 , 53 , 71 , 85,
91, 93 , 95, 136 , 166].
6.8 A historica l not e an d furthe r readin g

The us e o f frequenc y divisio n multiplexin g (FDM ) t o divid e th e channe l int o
narrower subchannel s an d sen d dat a i n paralle l date s bac k t o th e 1950s . Fo r
each subchannel , th e bandwidt h i s narrower. Th e transmitte d signa l "sees " a
flatter channel , and equalization becomes easier. Th e system is potentially les s
sensitive t o channe l distortio n an d wideban d impulsiv e noise . Th e first stud y
on designin g continuous-tim e transmittin g filters fo r maintainin g orthogonal -
ity amon g the subchannel s a t th e receive r wa s made i n [18] , and late r i n [127 ]
and [19] . Wit h th e advance s o f digita l signa l processing , digita l implementa -
tion wa s mad e mor e practica l a t a lowe r cost . A n efficien t implementatio n o f
FDM system s using Discrete Fourier Transfor m (DFT ) wa s developed in [178] .
This eliminate d th e nee d fo r a n expensiv e arra y o f oscillator s an d coheren t
demodulators use d i n earlier works. Bi t loadin g optimization fo r multichanne l
(multitone) system s was derived i n [59 , 60]. I n earlier FD M system s there wa s
no prefix . Th e orthogonalit y amon g th e subchannel s wa s usuall y destroye d
after channe l filtering, an d th e receive r coul d no t remov e IS I a s easily . Th e
task o f equalizin g th e FD M syste m wa s greatl y simplifie d whe n cycli c pre -
fixing wa s introduce d a t th e transmitte r i n [116] . Th e insertio n o f a cycli c
prefix allowe d the channe l t o b e equalize d usin g low-cos t IDF T an d DF T ma -
trices. Bit s wer e assigne d accordin g t o subchanne l SNR s t o achiev e a highe r
transmission rat e [116] .
The first practica l applicatio n o f cyclic-prefixe d DFT-base d transceiver s
was propose d i n [154 ] fo r DS L applications . Th e cyclic-prefixe d DFT-base d
transceiver wa s terme d th e discret e multiton e (DMT ) syste m i n [24] . Perfor -
mance evaluation s o f the DM T syste m wer e give n i n [24 ] for HDS L (high-bit -
rate digita l subscribe r lines ) application , an d i n [25 ] for ADS L an d VDS L ap -
plications. Subsequentl y th e DM T syste m ha s bee n repeatedl y demonstrate d
to outperfor m othe r competin g single-carrie r solution s significantly . I t wa s
later adopte d i n the standard s fo r ADS L [7 ] and VDS L [8 ] transmission. Mul -
tichannel FD M transmissio n wa s proposed fo r wireles s environment b y Cimin i
6.9. Problem s 181
[27], an d th e syste m i s terme d O F D M (orthogona l frequenc y divisio n multi -

plexing). T h e O F D M syste m i s no w on e o f th e mos t popula r technique s fo r
wireless transmission . Cyclic-prefixe d O F D M system s hav e bee n adopte d i n
standards suc h a s digita l audi o broadcastin g [39] , digita l vide o broadcastin g
[40], wireles s loca l are a network s [54] , an d broadban d wireles s acces s [55] .
Comparisons o f cyclic-prefixe d an d zero-padde d O F D M ca n b e foun d i n [96] .
Frequency domai n equalizatio n fo r single-carrie r system s wa s first pro -
posed i n [173] . Ther e wa s n o redundanc y i n th e transmitte d signals . T h e
introduction o f cycli c prefi x t o single-carrie r system s first appeare d i n [129] .
As equalizatio n wa s performe d a t th e receive r afte r D F T operation , i t wa s
also calle d a single-carrie r syste m wit h frequenc y domai n equalizatio n (SC -
F D E ) . Extensiv e performanc e evaluatio n give n i n [41 , 175 ] showe d t h a t th e
SC-CP syste m compare s favorabl y wit h th e O F D M system . T h e SC-C P sys -
t e m enjoy s a smalle r P A P R , especiall y fo r a larg e numbe r o f subchannels . I t
is als o les s sensitiv e t o th e so-calle d carrie r frequenc y offset , whic h i s a n im -
p o r t a n t issu e i n applyin g O F D M t o wireles s channel s [118 , 175] . A n analyti c
comparison o f th e SC-C P an d th e O F D M system s wa s give n i n [77 , 78 ] t o
show t h a t th e SC-C P alway s ha s a smalle r uncode d BER . T h e SC-C P syste m
is no w par t o f th e broadban d wireles s acces s s t a n d a r d [55] . Fo r zero-padde d
single-carrier systems , a n extensiv e stud y wa s give n i n [104] , an d a n analyti c
B E R compariso n wit h SC-C P syste m wa s als o give n therein .
6.9 Problem s
6.1 Le t M = 4 an d le t th e cyclic-prefi x lengt h v = 2 . Suppos e th e channe l
is C(z) = 1 + z - 1 , th e channe l nois e i s AWGN , th e SN R quantit y
7 = S s/Afo i s 1 0 dB , an d th e modulatio n symbol s ar e Q P S K . Comput e
the subchanne l SNR s /3(z) , th e averag e mea n square d erro r r r , an d th e
average bi t erro r rat e V o f (a ) th e O F D M system , (b ) th e SC-C P syste m
with a zero-forcin g receiver , an d (c ) th e SC-C P syste m wit h a n M M S E
receiver.
6.2 Channel estimation error. I n th e O F D M system , th e receive r need s t o

estimate th e channe l t o comput e th e F E Q coefficients . W h e n ther e i s
channel noise , ther e wil l b e estimatio n error . Suppos e th e estimate d
channel i s c(n) = 0.9(n) , whil e th e actua l channe l i s c(n) = S(n).
We us e th e channe l estimat e c{n) t o comput e th e F E Q coefficient s an d
implement th e receiver . Assum e th e res t o f th e settin g i s th e sam e a s
in Proble m 6.1 . W h a t ar e th e bi t erro r rate s fo r th e thre e system s i n
Problem 6.1 ?
6.3 Modified OFDM system with rotated cyclic prefix. I n thi s problem , w e
consider a n O F D M syste m wit h a differen t typ e o f prefi x - a rotate d
cyclic prefix . W h e n w e cop y th e las t v sample s o f eac h bloc k an d plac e
t h e m a t th e beginnin g o f th e block , w e appl y a n extr a rotatio n e j M ( 9 t o
the prefix . T h e rotate d prefi x sample s ar e
e-^XM-i-
Assume th e channe l C(z) i s a n F I R filte r o f orde r < v. Th e ne w prefixe d

system a s show n i n Fig . P6. 3 i s th e sam e a s t h a t i n Fig . 5.1 6 excep t fo r
the rotate d prefix .
/
/
x
o -> -> r ,
q{n)
x(n)
- rotated discard " r,
P/S(itf) C(z) S/P(M)
prefix j prefix

r
- > i
Figure P 6 . 3 . A prefixe d syste m wit h rotation .
(a) Fin d th e transfe r matri x C fro m x t o r .

(b) Sho w t h a t A ( e ^ ) C A ( e " ^ ) i s a circulan t matrix , wher e A(z ) i s th e
diagonal matri x
A(z) diag [ l z -(M-i)i
(c) Desig n a transmittin g matri x G an d a receivin g matri x S fo r th e

new prefixe d syste m s o t h a t th e overal l syste m i s ISI-fre e b y modi -
fying th e receive r o f th e O F D M system . I n suc h a modifie d O F D M
system, th e ISI-fre e propert y continue s t o hol d fo r an y F I R channe l
of orde r v. Th e transmitte r i s stil l channel-independen t an d th e
only channel-dependen t elemen t i s a se t o f scalar s a t th e receiver .
(d) Suppos e w e alread y kno w t h a t th e channe l ha s a spectra l nul l a t
2TT/M. Choos e 0 s o t h a t th e receive r ca n recove r al l th e d a t a i n
the absenc e o f channe l noise . I n thi s way , th e spectra l nul l ca n b e
avoided b y choosin g 0 carefully .
6.4 Differential OFDM [39] . I n th e O F D M syste m show n i n Fig . 6.1 , onl y

one bloc k o f input s i s shown . I n consecutiv e transmission , w e denot e
the kth subchanne l inpu t o f th e n t h bloc k b y Sfc(n) . Suppos e th e Q P S K
symbols t o b e t r a n s m i t t e d ar e a k (n) = l/\/2j/V2, fo r0 < k < M
and n > 0 . W e se t
Sfc(-l) = y/ 3/2(l-\-j), s k(n)= s k(n - l)a k(n), n > 0.
Assume th e channe l doe s no t chang e ove r tw o consecutiv e blocks . I n

the absenc e o f channe l noise , sho w ho w th e receive r ca n retriev e ak(n)
without knowin g th e channe l impuls e response .
6.9. Problem s 183
6.5 OFDM with cyclic prefix and suffix. I n th e transmitte r o f th e O F D M

system i n Fig . 6.1 , a cycli c prefi x o f lengt h v i s adde d an d th e transmit -
ted signa l x(n) ha s N = M + v sample s i n eac h block . I n particular , i f
we conside r on e block , th e sample s ar e
XM-v XM-1 %0 Xl XM-1

V / V
v v '
prefix IDF T output s
Now suppose , instea d o f cycli c prefix , th e transmitte r add s a combina -

tion o f cycli c prefi x o f lengt h I/Q an d cycli c suffi x o f lengt h v VQ as i n
Problem 5.19 . T h e resultin g transmitte d signa l is ,
XM-VQ XM-1 XQ XI .. .X M-1 XQ XI .. .X v-v^-\

^_ _ -/ v_ _ -/ v_ _ -*
vv v
prefix IDF T output s suffi x
Modify th e receive r i n Fig . 6. 1 s o t h a t zero-forcin g i s achieved .
6.6 Conside r th e Z P - O F D M syste m i n Fig . 6.7 .

(a) Sho w t h a t th e receive r i s zero-forcin g i f an d onl y i f th e receivin g
matrix S i s give n b y (6.12) .
(b) Sho w t h a t whe n A = 0 , th e receive r become s th e pseudo-invers e
solution i n (6.13) .
6.7 Sho w t h a t th e MMS E receive r o f th e Z P - O F D M syste m i n (6.16 ) ca n b e
rewritten a s th e matri x i n (6.17) . (Hint . T h e identit y B ( B ^ B + I n ) =
( B B ^ + I m ) B hold s fo r a n arbitrar y m x n matri x B. )
6.8 Suppos e th e channe l i s a MIM O syste m wit h a constan t m x n (m >

n) transfe r matri x C . T h e transmitte d vecto r s i s a vecto r o f siz e n.
T h e outpu t o f th e channe l i s r = C s + q . T h e channe l nois e q ha s
autocorrelation matri x A/oI m . T h e receive r S i s a zero-forcin g receive r
with S C = I n . T h e outpu t nois e i s e = S r s .
(a) Fin d th e zero-forcin g receive r t h a t lead s t o th e smalles t outpu t

noise E ^ e ] . (Hint . Us e th e singula r valu e decompositio n o f C. )
(b) Sho w t h a t th e receive r i n (a ) als o minimize s th e nois e i n eac h sub -
channel.
6.9 W h e n th e Z P - O F D M syste m ha s th e DFT-base d efficien t receive r a s

given i n (6.15) , sho w t h a t th e zt h subchanne l nois e varianc e i s o\. =
2
M \Ci\ '
6.10 Fo r th e SC-C P system , deriv e th e MMS E receive r i n (6.21 ) usin g th e

orthogonality principle .
6.11 I n th e erro r analysi s o f MMS E SC-C P syste m (Sectio n 6.3.3) , w e de -

rived th e autocorrelatio n matri x o f the outpu t erro r an d use d i t t o obtai n
the subchanne l erro r variance s an d subchanne l unbiase d SNRs . Alter -
natively w e ca n obtai n thes e value s usin g diagona l element s tu o f th e
overall transfe r matri x T (6.22 ) usin g (3.20 ) an d (3.18) .
(a) Expres s tu i n term s o f th e channe l D F T coefficient s Ct.

(b) Fin d f3(i) an d f3 biased(i).
(c) Fin d o\. .
6.12 I t i s know n t h a t th e magnitud e respons e o f a n LT I filte r C(z) stay s th e

same whe n w e replac e on e zer o a o f C(z) b y it s conjugat e reciproca l
1/a*. I n thi s cas e onl y th e phas e respons e i s altered . Sho w t h a t fo r th e
cyclic-prefixed O F D M an d SC-C P systems , th e performanc e i s affecte d
only b y th e magnitud e response , bu t no t th e phas e response . Thi s mean s
t h a t th e syste m performanc e i s th e sam e i f th e channe l i s replace d b y
another t h a t ha s th e sam e magnitud e response . Therefor e i t doe s no t
m a t t e r i f th e channe l ha s zero s outsid e th e uni t circle . Th e performanc e
of th e syste m remain s th e same .
6.13 Conside r th e SC-Z P system . Suppos e th e channe l nois e i s AWG N wit h

variance A/ o an d th e receive r i s th e on e wit h a n efficien t implementatio n
as i n (6.25) . Comput e th e subchanne l nois e variance s a^. a t th e o u t p u t
of th e receiver .
6.14 Th e SC-Z P transmitte r pad s v zero s fo r ever y bloc k o f siz e M. Suppos e

we hav e a receive r t h a t ha s a computatio n mechanis m t h a t ca n perfor m
Appoint D F T an d I D F T , wher e N = M + v. Fo r suc h a receive r ca n
we us e Appoin t D F T an d I D F T instea d o f M-poin t D F T an d I D F T
to achiev e zero-forcing ? I f so , find a bloc k diagra m o f th e receivin g
end t h a t ca n recove r th e t r a n s m i t t e d symbol s i n th e absenc e o f channe l
noise. Fin d th e solution s o f al l zero-forcin g receiver s i n thi s case .
6.15 DFT-based MMSE SC-ZP system. Conside r th e SC-Z P syste m i n Fig. P6.15 ,
where th e receive r ha s a DFT-base d structure . Th e matri x T i s a s de -
fined i n (6.14) .
(a) Le t r b e th e outpu t vecto r o f th e matri x T a s indicate d i n th e

figure. W e ca n writ e r a s C circs + r , wher e r come s entirel y fro m
the channe l noise . Determin e th e autocorrelatio n matri x R r .
(b) Le t y = W s . Sho w t h a t
E[\\y-y\\2]=E[\\s-s\\%
where y i s a s indicate d i n th e figure.

(c) Us e th e orthogonalit y principl e t o find th e scalar s Ao , A i , . . ., \M-I
such t h a t E[\\s s|| 2 ] (o r equivalentl y E[\\y y|| 2 ]) i s minimized .
T h e MMS E receive r fo r th e SC-Z P syste m i n Sectio n 6. 4 doe s no t hav e

an efficien t implementatio n lik e th e SC-C P system . I n thi s proble m th e
receiver i s optimized t o minimiz e MS E subjec t t o a n efficien t DFT-base d
receiver. Th e reader s ca n verif y b y simulation s t h a t th e performanc e
comes ver y clos e t o th e unconstraine d MMS E receiver .
6.16 Zero-padded OFDM systems. Conside r th e Z P - O F D M syste m wit h th e

efficient zero-forcin g receive r i n (6.15) .
6.9. Problem s 185
s
o
?()
s
, zero ^r
P/S(AQ -+ padding -> C(z)
*/

M-\ ^
Figure P 6 . 1 5 . DFT-base d MMS E SC-Z P syste m
(a) Deriv e th e transmittin g an d receivin g filters Fk(z) an d Hk(z) i n

the correspondin g filter ban k representation . Sho w t h a t FQ(Z)
and HQ(Z) ar e b o t h rectangula r window s o f lengt h M an d AT , re -
spectively. Expres s th e othe r transmittin g (receiving ) filters a s
frequency-shifted version s o f th e first transmittin g (receiving ) fil-
ter excep t fo r a scalar .
(b) Usin g th e filter ban k representation , th e M h nois e p a t h a t th e
receiver i s a s show n i n Fig . P6.16 . Suppos e th e channe l nois e q(n)
is AWG N wit h varianc e A/o - Us e th e receivin g filter Hk(z) i n (a )
to obtai n th e subchanne l nois e varianc e a 2Pi .
q(n). Hk{z) N >e k
va
Figure P 6 . 1 6 . Nois e pat h fo r th e /ct h subchannel .
6.17 Deriv e th e filter ban k representatio n fo r th e SC-C P syste m b y finding

the transmittin g filters Fk(z) an d receivin g filters Hk(z). Expres s Fk(z)
in term s o f FQ(Z) an d sho w t h a t al l th e transmittin g filter s ar e shifte d

versions o f th e prototyp e FQ(Z) excep t fo r som e scalars . Similarly , ex -
press Hk(z) i n term s o f HQ(Z) an d sho w t h a t al l th e receivin g filter s ar e
shifted version s o f H 0(z) excep t fo r som e scalars .
6.18 W e kno w t h a t whe n th e input s o f th e D M T syste m i n Fig . 6.2 2 hav e th e

conjugate symmetri c propert y i n (6.33) , th e transmitte r outpu t x(n) ha s
real coefficients . I s th e conjugat e symmetri c propert y als o a necessar y
condition fo r havin g a rea l transmitte r o u t p u t ? Justif y you r answer .
6.19 I n a D M T transmitter , th e I D F T o u t p u t s Xfi a r e relate d t o th e input s

Sk b y
M-l
Suppose M i s even an d th e input s satisf y th e conjugat e symmetri c prop -

erty i n (6.33) . W e expres s Sk i n term s o f rea l an d imaginar y part s b y
Sk = &k + jbk-
(a) Us e th e conjugat e symmetri c propert y o f Sk t o writ e x n i n term s

of ak an d bk, an d sho w t h a t x^ ca n b e compute d usin g onl y rea l
additions an d rea l multiplications .
(b) I t i s know n t h a t a typ e I D C T (discret e cosin e transform ) matri x
[187] C / o f dimension s (K + 1 ) x (K + 1 ) i s give n b y
[C/]nm = n a m W CO S (j7nm) > 0 < k,17l< K,
where
(lA/2, n = 0,K,
an = <
11, otherwise .
A typ e I D S T (discret e sin e transform ) matri x S j o f dimension s
(K 1) x (K 1) i s give n b y
[Si]nm = J s i n ( - | : ( r a + l ) ( n + l ) ) , 0<m,n<K-l.
Use (a ) t o sho w t h a t x^ ca n b e compute d usin g C j an d S j matrices ,

which ar e know n t o hav e fas t algorithms .
If w e ar e t o comput e x n usin g th e I D F T formul a directly , comple x ad -

ditions an d comple x multiplication s ar e required . Exploitin g th e conju -
gate symmetri c propert y o f th e inputs , w e ca n us e D C T an d D S T wit h
only rea l computations .
6.20 Fo r th e D M T system , th e powe r spectru m o f th e t r a n s m i t t e d discret e

time signa l x(n) i s a s give n i n (6.35) . W h e n FQ(Z) i s th e rectangu -
lar windo w an d al l th e othe r transmittin g filter s ar e frequency-shifte d
versions o f FQ(Z), w e ca n approximat e S x(e^2k7r^M) b y
Sx(e^lM)K-f\F{ei)\\
6.9. Problem s 187
where k G A. Us e thi s expressio n t o obtai n a n approximatio n fo r

SXa(jk-^pj;). Suppos e i t i s require d t h a t S Xa{jkj^) < A k. Fin d th e
m a x i m u m allowabl e valu e s,k-
6.21 I n (6.39 ) w e hav e use d roundin g t o obtai n intege r bi t assignment s fo r

a give n se t o f subchanne l SNR k. T h e resultin g subchanne l erro r rate s
will b e slightl y smalle r o r highe r t h a n th e targe t erro r rate .
(a) Sho w t h a t w e ca n maintai n th e sam e erro r rat e b y adjustin g th e

kth symbo l powe r b y a facto r o f
hk
T(2Sfc - l)/SNR=k (2 - l)/(2 6fc
- 1) .
(b) Sho w t h a t th e maximu m amoun t o f powe r compensatio n i s aroun d

1. 5 d B .
6.22 I n th e D M T syste m show n i n Fig . 6.22 , a tim e domai n equalize r ( T E Q )

is include d t o shorte n th e channel . Thi s affect s th e subchanne l signa l
to nois e ratios . Assum e th e T E Q ha s shortene d th e channe l s o t h a t
IBI i s negligible . Denot e th e M-poin t D F T coefficient s o f T(z) b y T kl
/c = 0 , l , . . . , M - l .
(a) Fin d th e subchanne l gains .

(b) Fin d a n expressio n fo r subchanne l nois e variances i n terms o f T(e^)
and receivin g filter s Hê^).
(c) Suppos e th e T E Q ha s on e D F T coefficien t equa l t o zero , sa y T ko =
0. Sho w t h a t th e ko subchanne l nois e variance i s not zer o i n general .
This demonstrate s t h a t includin g a T E Q wil l chang e th e subchanne l

SNRs.
6.23 Zipper-avoidance of NEXT crosstalk [139] . Conside r a D M T syste m

with transmitte r outpu t signa l x(n). T h e channe l c(n) ha s orde r L.
Due t o N E X T crosstalk , th e receive d signa l i s
r(n) = x(n - A ) * c(n) + x'{n) * c next(n),
where A i s th e propagatio n delay . T h e signa l x'{n) i s th e t r a n s m i t t e d

signal o f anothe r D M T syste m t h a t come s int o th e receive d signa l be -
cause o f coupling , an d c next(n) i s th e impuls e respons e o f th e crosstal k
transfer functio n (orde r les s t h a n L). Suppos e th e cyclic-prefi x lengt h v
satisfies v > L + A . T h e receive r retain s th e followin g M samples :
T
r = [r(v) r(z / + l ) r(N - l)]
and applie s D F T o n r t o obtai n y = W r .
(a) Sho w t h a t r depend s o n sample s o f x(n) t h a t ar e fro m th e sam e

transmitter inpu t bloc k an d o n sample s o f x'(n) t h a t ar e als o fro m
the sam e transmitte r inpu t block . Thi s mean s t h a t w e ca n conside r
one-shot transmissio n i n thi s case .
(b) Le t th e inpu t symbol s o f th e tw o D M T transmitter s be , respec -

tively, Sk an d s k. Ho w i s yk relate d t o Sk an d s k, wher e yk i s th e
kth elemen t o f y ?
(c) W h e n F D M i s used , th e downstrea m an d upstrea m signal s us e
different tones . Th e tone s ar e divide d int o tw o sets , A an d A!.
T h e tone s i n A ar e use d b y x(n) an d th e tone s i n A' ar e use d b y
x'(n). Ho w i s yk relate d t o Sk an d s k, fo r k G A an d fo r k G A'!
(d) Suppos e a combinatio n o f cycli c prefi x an d suffi x (Proble m 5.19 )
is use d a t th e transmitter , i.e . a suffi x o f lengt h A an d a prefi x o f
length (y A ) . Ho w i s yk relate d t o Sk an d s k now ? Suc h a D M T
system i s know n a s a zipper.
In (c ) an d (d ) th e N E X T crosstal k ca n b e completel y avoide d b y usin g

extra redundan t sample s (extr a A samples ) an d b y carefull y synchro -
nizing th e downstrea m an d upstrea m signals .
6.24 Oversampled OFDM system [150] . I n Sectio n 5.5 , w e considere d over -

sampling receivers . Figur e P6.24(a ) show s a n O F D M syste m wit h a n
oversampling receiver . Th e transmitte r send s ou t a sampl e ever y T sec -
onds, wherea s th e C / D o f th e receive r take s sample s ever y T/Q seconds ,
where Q ( a positiv e integer ) i s th e oversamplin g factor . A t th e receiver ,
the numbe r o f prefi x sample s discarde d no w i s Qu an d th e D F T siz e
is MQ du e t o oversampling . Fro m Sectio n 5.5 , w e kno w th e syste m
from x(n) t o r(n) ca n b e replace d b y a discrete-tim e equivalen t channe l
model, a s show n i n Fig . P6.24(b) . Th e discrete-tim e channe l i n thi s cas e
is
c(n) = (p i * c a*p
= 2)(t)\t nT/Q,
where p\(t) i s th e transmittin g puls e an d P2(t) i s th e receivin g pulse .

Assume c{n) ha s orde r < Qu. Th e equivalen t bloc k diagra m o f th e
oversampled O F D M syste m i s show n i n Fig . P6.24(c) .
(a) Sho w t h a t th e transmitte r i n Fig . P6.24(c ) ha s th e alternativ e

representation give n i n Fig . P6.24(d) . Th e input s ak show n i n
Fig. P6.24(c ) ar e relate d t o Sk b y
ak = S((/C)) M k
~7D ' =
' *' * * *' M ~ 1'
where th e ( ( - ) ) M denote s modul o M operation . T h a t is , th e input s
of th e ne w transmitte r ar e th e origina l input s repeate d Q times .
These tw o transmitter s produc e th e sam e outpu t x e(n).
(b) Sho w t h a t , i n th e absenc e o f channe l noise , th e receive r o u t p u t s yk
are give n b y
Vk = C kak = -j= C kS((k))M i A : = 0 , 1 , . . . , MQ - 1 ,
where Ck ar e th e M Q - p o i n t D F T o f c(n). Therefor e th e o u t p u t s

VkiVk+M, >2/fc+(Q-i) M a r e an " from th e sam e transmitte r inpu t
Sk, bu t scale d b y differen t D F T coefficient s o f th e channel .
6.9. Problem s 189
(c) Suppos e th e channe l nois e q(n) i s AWG N wit h varianc e A/o - Give n
2/fe, 2/fe+M, , 2/fe+(Q-i)Mj n n d t n e optima l estimat e o f s fe, fo r 0 <
k < M. W h a t i s th e kth subchanne l SN R usin g th e optima l es -
t i m a t e o f s/c ? Compar e wit h th e cas e withou t oversamphng , i.e .
Q = 1 , an d determin e th e gai n o f oversamphn g i n term s o f sub -
channel SNRs .
yMQ-i
\q(n)
x(n) r(n)
te c(n) -*-
(b)
q(n)
*0 ^0
vX (vi^
n
e\ ;
cyclic discard
tc

s
l > prefix -+ c(n) prefix -+
(v) (0v)

SM-l (c) yMQ-i
Tt
u
o
a
l
1
-6
o P/S
cyclic X g ()
3' prefix
(M0
t

3
<*MQ-1
(d)
Figure P 6 . 2 4 . (a ) Oversample d OFD M system ; (b ) discrete-tim e equivalen t channel ;

(c) equivalen t bloc k diagra m o f (a) ; (d ) alternativ e representatio n o f th e transmitte r i n
(c).
6.9. Problem s 191
6.25 Th e OFD M syste m ca n als o be use d i n dat a transmissio n fo r mor e tha n

one user. I n thi s case , it i s known a s OFDM-FDM A (frequenc y divisio n
multiple access ) o r OFDMA . Eac h use r i s allocate d a subse t o f th e M
subchannels. A s an example , suppos e there ar e K user s and eac h user i s
assigned P = M/K subchannel s fo r transmission , assumin g K divide s
M. Fo r th e fcth user , subchannel s fcP, kP + 1 , . . . , kP + P 1 are use d
and th e channe l fro m th e kth use r t o th e bas e statio n i s Cfc(z) , wit h
order les s than th e lengt h o f cyclic prefix, a s shown i n Fig. P6.25. Wha t
the receive r ha s i s th e su m o f signal s fro m al l th e user s plu s channe l
noise.
(a) Determin e th e output s o f the receive r fo r th e first P subchannels .

(b) Ho w ca n w e recove r th e dat a o f th e kth use r i n th e absenc e o f
channel noise ?
zeroth user
ftp' x An) * \
>> cyclic
M-pt
kP+1 P/S(M) > prefix -> cm 1() J u r{n)
IDFTW

kP+P-\

y* / /
(A-l)thuser/
transmitter o f th e Ath user
receiver o f th e bas e station
Figure P 6 . 2 5 . OFDM A system .

192 6 . DFT-base d transceiver s
7
Precoded OFD M system s
In practica l communicatio n systems , th e transmitte r usuall y send s ou t train -

ing symbol s t o th e receiver , base d o n whic h th e channe l ca n b e estimate d a t
the receiver . I t i s therefor e reasonabl e t o assum e t h a t th e channe l i s know n t o
the receiver . W h e n th e channe l stat e informatio n i s als o know n t o th e trans -
mitter, w e ca n optimiz e th e transmitte r t o bette r th e syste m performance .
Having thi s knowledg e availabl e t o th e transmitte r require s th e receive r t o
send bac k th e information , whic h take s time . Fo r wireles s transmission , th e
channel varie s rapidly . B y th e tim e th e transmitte r receive s th e channe l pro -
file, th e channe l ma y hav e changed . Therefore , fo r wireles s application s i t i s
often desirabl e t o hav e a transmitte r t h a t i s channel-independent . I n suc h
a channel-independen t transmitter , ther e i s n o bit/powe r allocation . Havin g
a channel-independen t transmitte r i s als o o f vita l importanc e fo r broadcast -
ing applications , wher e ther e ar e man y receiver s wit h differen t transmissio n
paths. T h e O F D M syste m ha s th e muc h desire d featur e t h a t th e transmitte r
is channel-independen t an d furthermor e th e channel-dependen t par t o f th e
transceiver i s onl y a se t o f M scalar s a t th e receiver . Moreover , th e mai n
processing a t th e transmitte r (receiver ) i s M-poin t I D F T ( D F T ) , whic h ca n
be implemente d efficientl y usin g fas t algorithms , an d th e complexit y i s i n th e
order o f M log 2 M instea d o f M 2 .
T h e discussio n i n Chapte r 6 suggest s t h a t th e O F D M syste m ca n b e
severely affecte d b y channe l spectra l nulls . Fo r hig h SN R th e erro r rat e i s
usually limite d b y thos e subchannel s t h a t hav e lo w SNRs . On e metho d t h a t
prevents th e performanc e bein g dominate d b y a fe w ba d subchannel s i s t o
have a precoder . Figur e 7. 1 show s a n O F D M transmissio n syste m wit h a
precoder a t th e transmitte r an d a post-code r a t th e receiver . W e hav e see n
earlier t h a t whe n th e precode r i s th e D F T matrix , th e precode r D F T ma -
trix wil l cance l ou t th e I D F T a t th e transmitte r an d th e precode d syste m
becomes th e SC-C P syste m show n i n Fig . 6.10 . T h e SC-C P syste m illustrate s
t h a t havin g a precode r ca n alte r th e B E R behavio r o f th e system , althoug h
the tota l outpu t mea n square d erro r i s unchange d i n thi s case . I n a conven -
tional single-ban d transmissio n system , B E R i s directl y tie d t o mea n square d
error. Fo r multi-subchanne l system s lik e O F D M , SC-CP , o r th e mor e genera l
precoded O F D M systems , thi s i s n o longe r true . Transceiver s wit h th e sam e
mean square d erro r ca n hav e ver y differen t performance s o f average B E R (ove r
all M subchannels) .
193
194 7. Precode d O F D M system s
J J
OFDM M
precoder post-coder
transmission syste m

V\
Figure 7 . 1 . Precode d OFD M system .
In thi s chapter , w e wil l conside r optima l unitar y precoder s i n O F D M sys -

tems fo r minimu m BER . Th e objectiv e wil l be BER , rathe r t h a n mea n square d
error. T o maintai n th e channe l independenc e propert y a t th e transmitter ,
there i s n o bit/powe r allocation . Transceive r design s wit h bi t an d powe r al -
location ar e considere d i n Chapte r 8 . Th e presentatio n o f thi s chapte r i s
mostly base d o n [78] . Se e Sectio n 7. 6 fo r othe r precode d system s an d a
further reading .
7-1 Zero-forcin g precode d O F D M system s
Let u s choos e th e precode r t o b e a n M x M unitar y matri x P wit h P ^ P = I M

and correspondingl y th e post-code r a t th e receive r P+ . Th e resultin g precode d
O F D M syste m become s th e on e show n i n Fig . 7.2 . Fo r th e O F D M transmis -
sion syste m alone , w e kno w fro m th e previou s chapte r t h a t th e overal l trans -
fer matri x i s th e identit y matri x I M - A S the precode r an d post-code r satisf y
P t P = I M , th e precode d syste m remain s zero-forcing . Th e specia l cas e P = I
corresponds t o th e conventiona l O F D M system , whil e P = W correspond s
to th e SC-C P system . Unles s i t i s mentione d otherwise , a n O F D M syste m i n
this chapte r refer s t o th e cyclic-prefixin g case .
T h e ne w transmittin g an d receivin g matrice s G an d S (show n i n Fig . 7.2 )
are, respectively ,
G = wtP, s = Pt r 1 w,
where T = dia g [C o C\ C M - I ] an d Ck ar e th e D F T coefficient s o f
the channe l impuls e response . Th e resultin g transmittin g matri x i s a genera l
unitary matrix . A s i n th e previou s chapter , w e assum e t h a t th e transmitte r
input symbol s Sk ar e uncorrelate d an d o f th e sam e varianc e s. Du e t o th e
unitary propert y o f G , th e o u t p u t s o f th e transmittin g matri x als o hav e vari -
ance s. S o th e transmissio n powe r s i s th e sam e fo r al l unitar y precoders .
As G i s a n arbitrar y unitar y matrix , th e proble m o f finding th e optima l pre -
coder i s equivalen t t o on e o f designin g a n optima l bloc k transceive r wit h a
unitary transmittin g matrix . Le t u s first analyz e th e effec t o f th e precode r o n
the subchanne l SNRs . Optima l precoder s t h a t minimiz e th e erro r rat e wil l b e
derived i n subsequen t sections .
7 . 1 . Zero-forcin g precode d O F D M system s 195
\q(n)
W' P/S cyclic

\{M) prefix C(z) ->#-
receiving matrix S
SM-: A
/ f\ 1 1 1 /
transmitting matri x I/O.
G
W 1/C
i/c u
Figure 7.2 . Zero-forcin g precode d OFD M syste m wit h a precoder P an d post-code r

pt.
T
%
> %
1/C0
* > %
q(n)
discard
S/P(M) w P+
prefix

<1M-\ X M-M-l
M-l
eM-i
i/cM_,
Figure 7.3 . Illustratio n o f th e nois e pat h o f a zero-forcin g receiver .
Noise analysi s
Assume th e channe l nois e q(n) i s comple x circularl y symmetri c AWG N wit h
zero-mean an d varianc e A/o - Denot e th e receive r outpu t vecto r b y s a s in -
dicated i n Fig . 7.2 . T h e n th e outpu t erro r vecto r e = s come s entirel y
from th e channe l nois e a s th e receive r i s zero-forcing . T h e erro r vecto r e ca n
be analyze d b y considerin g th e receive r bloc k diagra m i n Fig . 7.3 , wher e onl y
the channe l nois e i s shown . T h e vecto r q i s th e blocke d channe l noise . It s
196 7. Precode d OFD M system s
elements ar e uncorrelate d Gaussia n rando m variable s wit h varianc e A/o - T h e

elements o f r = W q continu e t o b e uncorrelate d Gaussia n rando m variable s
with th e sam e variance , du e t o th e unitar y propert y o f W . Therefore , th e
noise component s jik a s indicate d i n Fig . 7. 3 hav e varianc e a 1= Afo/\Ck\ 2.
T h e outpu t subchanne l erro r e ^ i s relate d t o jik b y
M-l
k=0
where pk,i denote s th e (/c,i)t h elemen t o f P . Th e subchanne l error s ar e als o

zero mea n Gaussian , bu t ar e correlate d i n general . A s jik ar e uncorrelated ,
the i t h subchanne l erro r varianc e i s give n b y
M - l
G 2 7 ,2
X = Yl IPMI * ,Mfc*
fc=0
T h a t is ,
M-l | | 2
al
Kl
k=0 '
T h e precode r P i s unitar y an d thu s eac h o f it s row s ha s uni t energy . T h a t is ,
J2i=o \Pk,i\ 2 = 1 , fo r A : = 0 , 1 , . . . , M 1 . Usin g thi s fact , w e ca n writ e th e
average mea n square d erro r
M-l
as
Êw- <7 -2)

Kr M-l
fc|
k=0 '
It i s th e sam e a s th e averag e erro r o f th e O F D M syste m i n (6.8) . Moreover ,
the averag e erro r i s independen t o f th e precoder . Al l zero-forcin g precode d
O F D M transceiver s wit h a unitar y precode r hav e th e sam e averag e erro r give n
in (7.2) . Not e t h a t whe n on e D F T coefficien t o f the channe l i s zero, th e averag e
error wil l g o t o infinity , a phenomeno n t h a t w e hav e observe d i n th e previou s
chapter. Le t S s b e th e powe r o f th e transmitte r input s (^[|s/e| 2 ] = s) an d le t
/3(i) = s/&e- b e th e SN R o f th e i t h subchannel , the n w e hav e
wher e
/^)= M J | ^ 7 P ^ = ^ / A / ' o . (7.3 )
Z^k=0 |C fc |2
T h e subchanne l SNR s depen d o n th e precode r P . Althoug h th e mea n

squared erro r i s th e sam e regardles s o f P , th e precode r affect s ho w th e sam e
amount o f nois e i s distribute d amon g th e subchannels . Fo r convenience , w e
repeat th e result s o f th e O F D M an d SC-C P system s fro m Chapte r 6 i n th e
following.
Th e OFD M syste m W h e n P = I M , th e precode d syste m reduce s t o th e

conventional O F D M system . Th e i t h subchanne l ha s erro r varianc e
G ei,ofdm Mo/\Ci\2. (7.4 )

7.1. Zero-forcin g precode d OFD M system s 197
T h e correspondin g subchanne l SN R i s
Pofdmii)=l\Cl\2. (7.5 )
For th e zt h subchannel , b o t h th e erro r varianc e an d SN R depen d onl y

on th e zt h subchanne l gai n d.
The SC-C P syste m W h e n th e unitar y precode r P i s th e normalize d

D F T matri x W , th e transmittin g matri x become s G = 1M- T h e post -
coder p t i s th e I D F T matri x W ^ . T h e resultin g precode d syste m be -
comes th e SC-C P syste m i n Fig . 6.10 . Al l th e subchannel s hav e th e
same erro r varianc e an d th e sam e SNR ,
^sc-cp &rri Psc-cp C SJ G rr.
Bounds o n subchanne l error s T h e B E R performanc e i s determine d b y

the subchanne l SNRs . T h e unitar y propert y o f P allow s u s t o establis h uppe r
and lowe r bound s o n th e subchanne l erro r variances . Firs t w e observ e on e
interesting propert y o f the erro r variance s t h a t tie s th e precode d syste m nicel y
to th e O F D M system . W i t h a n inspectio n o f the erro r variance s give n i n (7.1) ,
we ca n se e t h a t the y ar e relate d t o thos e o f th e O F D M syste m i n (7.4 ) b y
M-l
<= E IPWI Ve ,ofdm' k

k=0
Each i s a linea r combinatio n o f subchanne l erro r variance s o f th e O F D M

system. An d th e linea r combinatio n coefficient s ar e |p/c,i| 2, whic h ad d u p t o
unity al l fo r z . T h e linea r combinatio n propert y mean s
^ ) 0 / ( i m < a\. < max <rl k i 0 f d m .
T h e subchanne l erro r variance s o f th e precode d syste m ar e alway s bounde d

between thos e o f th e bes t an d wors t subchannel s o f th e O F D M system . T h e
upper an d lowe r bound s hol d fo r an y unitar y precode r P . Fo r differen t choic e
of P , th e nois e variance s ar e distribute d differently .
2
Best an d wors t cas e SNR s T h e bound s o n o ei lea d t o th e followin g
bounds o n th e subchanne l SNR s /3(i):
mm(3ofdrn(k) < f3(i) < m a x / 3 o / d m ( / c ) , (7.6 )

kk
where /3 0fdm{k)= 7|C&| 2 i s th e kth subchanne l SN R o f th e O F D M system .

For an y unitar y precoder , th e SN R o f the bes t subchanne l i s no bette r t h a n th e
best subchanne l o f th e O F D M syste m an d th e SN R o f th e wors t subchanne l
is n o wors e t h a n th e wors t subchanne l o f th e O F D M system .
T h e invers e o f th e subchanne l SNR , l//5(z) , i s th e nois e t o signa l rati o
(NSR) o f th e zt h subchannel . T h e subchanne l NSR s hav e th e sam e linea r
combination propert y t h a t hold s fo r th e subchanne l erro r variances , i.e .
1 M- l, | 2 M- l1
21
J_
= V - \Pk,i\ = V I nI
T h e subchanne l NS R l//3(i) i s a linea r combinatio n o f thos e o f th e O F D M

system. Th e NS R i s a quantit y t h a t rarel y arise s i n th e discussio n o f com -
munication systems , bu t w e wil l find i t mor e convenien t t o wor k wit h NS R
instead o f SN R i n som e discussion s o f thi s chapter .
7-2 Optima l precoder s fo r QPS K modulatio n

In thi s section , w e optimiz e th e precode r P t o minimiz e B E R fo r th e zero -
forcing precode d O F D M syste m give n i n Sectio n 7.1 . Th e computatio n o f
error rat e depend s o n th e modulatio n schem e used . W e wil l conside r Q P S K
modulation i n thi s section . Th e result s wil l b e extende d t o QA M o f large r
constellations an d als o t o othe r modulatio n scheme s i n Sectio n 7.3 . Fo r Q P S K
modulation wit h symbo l powe r s , Sk = \ / s / 2 jy/ s/^" Th e B E R wa s
derived i n Sectio n 2.3 . Th e B E R o f th e i t h subchanne l i s give n b y V{i) =
Q(\fMt))i wher e th e functio n Q(- ) i s a s define d i n (2.11) . Th e averag e B E R
M-l
^ = M E 0 ( V W ) . (7.7 )
i=0
T h e choic e o f precode r determine s th e subchanne l SNR s an d henc e th e

error rate . W e woul d lik e t o find th e optima l P suc h t h a t th e averag e B E R i s
minimized. Fo r convenience , w e introduc e th e functio n
f(y) = Q(i/y/y), y>o. (7.8 )
We hav e th e followin g alternativ e expressio n fo r th e subchanne l BERs :
(7.9)
T h e argumen t o f th e functio n / ( ) i n th e abov e equatio n i s l//3(i), i.e . th e i t h

subchannel NSR . No w w e rewrit e th e subchanne l erro r rate s o f th e O F D M
and SC-C P systems , respectively , a s
Vofdm(l) - f ( 7 |Q|2 ) ' ôcp - f ( M 2 ^!
T h e bi t erro r rat e performanc e i s directl y relate d t o th e behavio r o f th e func -

tion f(y). Th e followin g lemm a give s som e importan t propertie s o f f(y).
Lemma 7. 1 Th e functio n f{y) = Q(l/y/y) i s monoton e increasing . I t i s

convex 1 whe n y < 1/ 3 an d concav e whe n y > 1/3 .
Proof. Le t u(y) = 1/^/y fo r y > 0 , the n f(y) = Q(u(y)). Th e lemm a

can b e prove d b y computin g th e first an d secon d derivativ e o f f(y).
See Appendi x A fo r definition s o f conve x an d concav e functions .

7.2. Optima l precoder s fo r QPS K modulatio n 199
T h e functio n u(y) = 1/y/y fo r y > 0 i s conve x wit h th e firs t deriva -

tive u'(y) = \y~?>^2 an d th e secon d derivativ e u"(y) = \y~ hl2''. T h e
function Q(x) fo r x > 0 i s als o conve x wit h Q'(x) = |=e_ a ; ^ 2 an
d
2
? "( x=
) ^ e - /2
2TT
We hav e /'(?/ ) = Q'(u(y))u'(y) equa l t o /'(?/ ) = ^; e~^y~3/2, w h i c n
is positiv e fo r y > 0 . Thi s mean s f(y) i s monoton e increasing . W e ca n

verify t h a t f /f(y)= Q n\u(y))[u'(y)]2 + Q f(u(y))u/f(y) ca n b e expresse d
as
ro/) 4V2TT
e-*7/-7/2(l-37/).
Therefore, / ^ ( y ) > 0 fo r y < 1/ 3 an d f\y) < 0 fo r y > 1/3 , whic h

proves th e lemma .
f(y )
O (1/3,f(1/3) )
0 0.2 0.4 0.6 0.8
Figure 7.4 . Plo t o f f(y) = Q(l/y/y).
A plo t o f f(y) i s shown i n Fig . 7.4 . Eac h subchanne l i s operating i n the conve x
or th e concav e regio n o f th e functio n /( ) dependin g o n th e subchanne l SN R
/3(i). I n particula r th e cas e /3(i) > 3 (NS R l//3(i) < 1/3 ) correspond s t o th e
convex regio n o f / ( ) . T h e cas e /3(i) < 3 correspond s t o th e concav e region .
Convex an d concav e region s o f /( ) Fo r a sufficientl y larg e 7 , al l th e

subchannels i n th e O F D M syste m wil l b e operatin g i n th e conve x regio n o f
/ ( ) . T h a t is , f3 0fdm(i) = 7 | C i | 2 > 3 fo r al l i. Thi s require s
3A
7 > max = 71 . (7.10)
W h e n thi s happen s al l t he subchannels i n t he precoded syste m wil l als o be

operating i n t he convex regio n du e t h e SNR bound s i n (7.6) . I n a simila r
manner, fo r a sufficiently smal l 7 , al l the subchannel s i n the O F D M syste m wil l
be operatin g i n the concav e regio n o f / ( ) . Thi s i s true i f f3 0fdm{i) = 7|Ci| 2 < 3
for al l i , which require s
7 < m i n - ^ = 7 0 . (7.11 )
For convenience , w e defin e thre e SN R regions :
Klow = {7I7 < 70 } , Timid = {7|7 0 < 7 < 7 l } J Tlhigh = {7|7 > 7 l }
We ar e no w read y t o establish a more precis e connectio n amon g th e B E R
performances o f the thre e systems , O F D M , SC-CP , a n d a precode d O F D M
system fo r the thre e SN R regions . Le t us first conside r th e cas e Tlhigh- Fo r
this SN R rang e w e ca n us e th e convexit y o f / ( ) (Appendi x A ) to obtain an
upper boun d fo r the subchanne l B E R s give n i n (7.9) :
/M-l - | 2 \ M- l, 1
Therefore th e averag e erro r rat e satisfie s
M-l M- l
2
^4EEW
M /
U t, ' V7|C fe|
Using th e uni t energ y propert y o f the row s o f P, we hav e
M _ 1
1 / 1 \
^BS'ISF)-^( "2)
We ca n als o appl y th e convexit y o f / ( ) t o obtai n
, M- l / M - l11 2\/ . M- l M- l1 1 2\
V0
T h e inequalit y become s a n equality i f and onl y i f the quantit y 5^/e= o \c I 2 >

which i s the subchanne l NS R l//3(i), i s the sam e fo r all i\ or equivalently all
the subchanne l nois e variance s ar e t he same. Again , usin g t h e unit energ y
property o f the row s o f P, we hav e
M _1
/1 1 \
?s/ 5 ,713 )
( Sw)-^
Combining th e tw o inequalitie s i n (7.12) a n d (7.13), w e obtai n V 0fdm >V>
Vsc-cp for 7 TZhigh- Similarly , whe n 7 G Tliow, w e ca n us e th e concavit y of
/ ( ) t o show t h a t V 0fdm <*P< V sc.cv. Summarizing , w e hav e th e followin g
theorem.
7.2. Optima l precoder s fo r QPSK modulatio n 201
Theorem 7. 1 Zero-forcin g case . T h e average B E R V o f the precode d O F D M

system i n Fig. 7.2 with Q P S K modulatio n satisfie s
Vofdm < V < Vsc-cp, for 7 G TZiow,
I of dm i > ^ _ / sc-cpi
for 7 G ftfcipfc.
Each o f t he two inequalities relatin g V an d Vsc-Cp become s a n equalit y i f a nd
only i f t h e subchanne l erro r variance s o f t he precode d syste m ar e t he same ,
i.e. a\. = r r , wher e rr i s as give n i n (7.2) .
For t h e lo w SNR region 7Zi ow1 P = I M is t h e optima l solution ; t h e O F D M

system ha s t he smallest erro r rate . B u t for 7 G TZhigh, it i s t he worst solutio n
and it s error rat e i s t he largest. However , a s we will se e next, t h e SNR region
IZiow correspond s t o a hig h erro r rate , whil e IZhigh correspond s t o a mor e
useful rang e o f B E R.
BER behavio r i n 7Zi ow, 7Z mid, an d Hthigh
7 Hiow'- Fo r t he O F DM system , al l t he subchannels hav e f3 0fdm(k) < 3

and henc e
of dm > Q{V3) = 0.0416 , fo r7 G 1Z lo
In thi s rang e o f SNR t he error rat e V 0fdm i s at leas t 0.0416 , a relativel y

large BER . T h e error rat e o f t he precoded syste m i s lower bounde d b y
t h a t o f t he O F DM system . S o t he B E Rs o f precoded systems , includin g
the SC-C P system , wil l b e eve n higher .
7 G IZhigh'- Fo r this range , al l t he subchannel s i n t h e precode d syste m

have f3(i) > 3 an d subchanne l erro r rat e les s t h a n Q ( \ / 3 ) ; t h e averag e
error rat e V < 0.0416 . Not e t h a t whe n 7 = 71 , t he worst subchanne l o f
the O F D M syste m ha s an erro r rat e Q ( \ / 3 ) = 0.0416 , an d t he averag e
B E R wil l b e at leas t Q(y/3)/M. I n other words , 7 1 is t he minimum SNR
for t h e O F DM syste m t o achieve a n error rat e lowe r t h a n Q(\/3)/M. A s
an example , whe n 7 = 7 ! , t he error rat e i s at leas t Q ( \ / 3 ) / 1 6 = 0.002 6
for M = 1 6 and at leas t Q ( V 3 ) / 6 4 = 6. 4 x 10~ 4 fo r M = 64 . Therefor e
the SN R region IZhigh correspond s t o a mor e usefu l rang e o f B E R.
7 G Timid'- I f we plot Vsc-cp an d V 0fdm a s function s o f 7, t h e curve s o f

Vofdm an d V Sc-cp wil l cros s eac h othe r i n thi s range . Thi s i s becaus e
Vofdm i s smaller t h a n V sc-Cp for 7 < 7 o and larger t h a n V sc-Cp for 7 > 7 1
Error-equalizing precoder s
T h e abov e theore m state s t h a t t h e error rat e o f a precoded O F D M i s t he sam e
as t h a t o f t he SC-CP syste m i f and only i f t he subchannel nois e variance s o2e.
are equalize d t o t h e averag e valu e rr. T h a t is ,
Ml 1 . 9K r Ml .
fc
2K r ST P * f M ) V^1
\Ck\2 " M ^ \C k\
2
'
k=0 ' K | k 0
= ' K |
T h e abov e error-equalizin g propert y ca n be achieve d usin g a unitar y precode r

t h a t satisfie s
\Pm,n\ = - i,0 < m,7 l < M - 1 . (7.14 )

VM
In thi s cas e al l t h e subchanne l B E R s ar e t h e same , V(i) = V = V sc-cp-
Two well-know n unitar y matrice s satisfyin g t h e equa l magnitud e propert y i n
(7.14) ar e t h e D F T matri x an d t h e H a d a m a r d matri x [2] . W h e n P = W ,
the transmittin g matri x G = I M , an d t he transceive r i n Fig . 7.2 become s t h e
SC-CP system . T h e H a d a m a r d matrice s ca n b e generate d recursivel y whe n
M i s a powe r o f 2 . T h e 2 x 2 H a d a m a r d matri x i s give n b y
11
* - * 1 - 1
T h e 2n x 2n H a d a m a r d matri x ca n be give n i n term s o f t he n x n H a d a m a r d

matrix b y
H, H ^
H2
""7i Hn Hri
Except fo r a scalar , t h e H a d a m a r d matri x i s rea l wit h element s equa l t o

1 . T h e resultin g transmittin g matri x G = W ^ H wil l b e complex . T h e
implementation o f H a d a m a r d matrice s require s onl y additions . T h e overal l
complexity o f t h e transceive r wil l b e mor e t h a n t h a t o f t h e O F D M syste m
(or t h e SC-C P system ) du e t o t h e tw o extr a H a d a m a r d matrices , on e a t
the transmitte r an d on e a t t h e receiver . W i t h t h e H a d a m a r d precoder , t h e
complexity o f t h e transmitte r i s highe r compare d t o t h e O F D M o r SC-C P
systems, bu t t h e complexit y o f t h e receive r i s betwee n thos e o f t h e O F D M
and SC-C P systems . Havin g a H a d a m a r d precode r als o ha s t h e advantag e
of havin g a P A P R smalle r t h a n t h a t o f t h e O F D M syste m [112] , thoug h
larger t h a n t h a t o f t h e SC-C P system . W h e n w e hav e a unitar y precode r
t h a t ha s t h e equa l magnitud e propert y i n (7.14) , w e ca n us e i t t o generat e
other unitar y matrice s satisfyin g t h e equa l magnitud e property . A n exampl e
is give n i n Proble m 7.8 . Bot h t h e D F T an d H a d a m a r d matrice s ar e channel -
independent, s o t he resultin g transmitte r i s als o channel-independent .
7-3 Optima l precoders : othe r modulation s

T h e computatio n o f erro r rat e i n Sectio n 7. 2 i s carrie d ou t fo r Q P S K mod -
ulation. W e ca n exten d t h e result s t o PAM , QAM , an d P S K (phas e shif t
keying) wit h sligh t modifications . Le t u s tak e Q A M modulation a s a n exam -
ple. Suppos e t h e input s ar e 26-bi t Q A M symbol s wit h varianc e s. T h e zt h
subchannel B E R V{i) ca n b e approximate d b y (Sectio n 2.3) ,
V{i) aQ{^cW)) = af (jjL^J , (7.15 )
where a = | M - ^ j a n d C = 3 / ( 2 2 b - 1) . (7.16 )
7.4. MMS E precode d OFD M system s 203
As ever y subchanne l carrie s t h e sam e numbe r o f bits , t h e averag e erro r rat e

can als o b e obtaine d b y averagin g t h e subchanne l erro r rates ,
*-sS>w-s>U))- (7 -17)
T h e subchanne l SNR s ar e independen t o f t h e modulatio n schem e use d an d
they observ e t he same uppe r an d lower bound s give n i n (7.6) , min ^ f30fdm(k) <
P{i) < maxf c Pofdm{k). W h e n 7 i s larg e enoug h suc h t h a t al l t he subchannel s
are operatin g i n t h e conve x regio n o f / ( ) , equalizin g t h e subchanne l nois e
variances wil l minimiz e t h e approximate d erro r rat e give n i n (7.17) . T h e
same error-equalizin g precoder s give n i n Sectio n 7. 2 wil l b e optima l i n thi s
case too. On e sufficient conditio n fo r this i s Cfiofdm{i) > 3 , which i s equivalen t
to 7 | C i | 2 > 3 , for al l i. Thi s mean s
(2 2 6 - 1 )
7 > 71 , wher e 7 1 = m a x . z
(7.18 )
k \Ck\
On t h e othe r hand , whe n Cfiofdm{i) < 3 fo r al l z , t h e conventiona l O F D M

system i s t h e optima l transceiver . T h e conditio n fo r thi s i s
(2 2 6 - 1 )
7 < 70 , wher e7 0= mm.
k \<^k\
T h e condition s no w depen d o n t h e Q A M constellation . Fo r a large r constel -

lation, i.e . large r 6 , b o t h 7 0 an d 7 1 als o becom e larger . A s t h e constellatio n
size increases , t h e SC-C P syste m wil l becom e optima l a t a highe r SNR .
T h e abov e derivatio n i s vali d fo r an y modulatio n schem e i n whic h t h e
subchannel erro r probabilit y ca n b e eithe r approximate d o r expresse d a s
Q(v/C^))=a/(^y),
for som e constant s a an d t h a t ar e independen t o f subchannels . Example s

of suc h a cas e includ e PAM , QAM , and P S K modulatio n schemes . Onc e t h e
error probabilit y i s in suc h a form , w e can invok e t h e convexit y an d concavit y
of f(y) t o obtai n t h e SN R range s fo r whic h t h e O F D M syste m o r t h e SC-C P
system i s optimal. Simila r t o t he Q P S K case , w e can conclude t h a t t h e SC-C P
system i s optima l fo r t h e hig h SN R cas e whil e t h e O F D M syste m i s optima l
for t h e lo w SN R case .
7.4 M M S E precode d O F D M system s

In thi s sectio n w e conside r t h e cas e wher e t h e receive r ha s minimu m mea n
squared error . Simila r t o t h e SC-C P system , t h e precode d syste m benefit s
considerably fro m MMS E reception . Als o simila r t o t h e SC-C P system , t h e
precoded syste m wit h a n MMS E receive r i s mor e robus t t o channe l spectra l
nulls whil e havin g t h e sam e implementatio n cos t a s t h e zero-forcin g receiver .
7.4.1 MMS E receiver s

Let u s star t wit h a receivin g matri x S t h a t ca n b e an y M x M matri x (Fig -
ure 7.5) . Le t ! 3 be th e receive r outpu t an d le t th e erro r vecto r e = s ^ s . Fo r
a give n receive d vecto r r , w e woul d lik e t o find th e optima l receivin g matri x
S t h a t minimize s th e mea n square d erro r i[e"!"e] .
/ / / /
q(n)
cyclic | discard
w prefix C(z)
prefix
SM-\ '
Figure 7.5 . Precode d OFD M syste m wit h a n MMS E receiver .
By th e orthogonalit y principle , th e optima l S i s suc h t h a t th e erro r i s

orthogonal t o th e observatio n r , E [(S r s)r"l" ] = 0 , o r equivalentl y
1
S = i?[srt](;[rrt])- .
We kno w t h a t th e transfe r matri x fro m x t o r i s C c ^ r c , wher e C c ^ r c i s th e

circulant matri x define d i n Definitio n 5.2 . S o
r= CWcW+P s + q = W + r P s + q ,
where w e hav e use d th e D F T decompositio n C circ = W ^ T W (Theore m 5.2) .

Assume th e transmitte r input s ar e uncorrelated , i.e . i^ss^ ] = S I, an d un -
c o r r e c t e d wit h th e noise , i.e . ^[sq^ ] = 0 . Usin g th e abov e expressio n fo r r ,
we hav e
E [sr 1"] = s p t r f W an dE [IT* ] = ^ W + I T + W + A/" 0 I M .
By direc t substitution , w e ca n obtai n th e optima l receivin g matri x S t h a t

minimizes iêê ] a s
S= P j A W , (7.19 )
where A i s a diagona l matri x wit h th e kth diagona l element sA & given b y
Afc
l+7|C f e | 2 '
T h e optima l S ha s th e structur e o f a diagona l matri x sandwiche d betwee n
P t an d W . T o obtai n th e MMS E receive r w e ca n simpl y replac e th e M
channel-dependent scalar s 1/Ck i n th e zero-forcin g receive r b y A& .
7.4. M M S E precode d O F D M system s
-> H
discard S/P W -o H
prefix (M)
- H
ru-\
Figure 7.6 . MMS E receive r fo r th e precode d OFD M system .
W i t h th e MMS E receiver , th e overal l transfe r matri x T fro m th e inpu t s

of th e transmitte r t o th e outpu t s o f th e receive r i s
T= P f A r P . (7.20 )
Let th e (z , j ) th elemen t o f T b e tij. W e ca n writ e th e zt h outpu t a s
Si = UiSi + T i , (7-21 )
where Ti consist s o f IS I fro m othe r symbol s an d channe l nois e an d i s give n b y
n= ÛjSj + [Sq]i .
Comparing th e expressio n si = tuSi + r ^ wit h t h a t i n (3.13) , w e realiz e th e

two hav e th e sam e form . Fro m th e discussio n i n Sectio n 3.2 , w e kno w t h a t
the mea n square d erro r an d th e unbiase d SN R o f a n MMS E receive r are ,
respectively, give n b y (3.20 ) an d (3.18) . Therefor e w e ge t th e zt h subchanne l
error varianc e an d SN R i n term s o f tu a s
<= ( 1 - Ui)s, P(i) = W ( l - Ui).

Note t h a t ei = (tu l)si + TI ha s mea n E[ej\ = 0 , althoug h th e conditiona l
mean ^[e^Si ] = (tu l)si i s not zero . B y directl y multiplyin g ou t th e matrice s
in (7.20) , w e ge t
+--T\Pk-\2 7 | fc| (7.22)

fe=0
As eac h ro w o f th e unitar y precode r P ha s uni t energy , th e subchanne l erro r
variance ai. ha s th e for m
M-l
< = Y:^\\ +IW

Ss
-
fe=0
(7.23)
It follow s t h a t th e averag e mea n square d erro r S rr = -Ê[eê]

MJ
i s
M-l
,rr -MM E
j ^ -i + 7iai '
^ 1
2
T h e averag e erro r i s agai n independen t o f th e precoder , lik e th e zero-forcin g

case. Usin g th e expressio n o f tu i n (7.22) , w e ca n expres s /3(i) a s
^ ^ K S p - ] / i i + w j - ,7 -24)
Recall t h a t fo r th e zero-forcin g receiver , th e outpu t nois e ca n becom e infinitel y
large i n th e presenc e o f a channe l spectra l null . I n th e MMS E case , eve n i f
the channe l ha s som e D F T coefficient s equa l t o zero , th e subchanne l SNR s
are no t zero . Th e syste m wil l b e mor e robus t t o channe l spectra l nulls . Recal l
the followin g tw o specia l cases .
Th e OFD M syste m Th e precode r P is th e identit y matrix . Th e i t h

subchannel erro r varianc e i s

It i s smalle r t h a n th e erro r varianc e i n (7.4 ) o f a zero-forcin g receiver .

However, th e subchanne l SN R compute d fro m Ss/a^. 0 fdrn wil l b e bi -
ased,
ftofdm,biased(i)
= 1 + 7 ^1
From Lemm a 3.1 , w e kno w t h a t th e biase d an d unbiase d SNR s ar e

related b y /3(i) = Pbiasedij) 1- Th e unbiase d SN R o f the i t h subchanne l
is therefor e 7 | C i | 2 , th e sam e a s i n th e zero-forcin g cas e (7.5) .
Th e SC-C P syste m Th e precode r P i s the normalize d D F T matri x wit h

\pk,i\ = 1 / v M . I n thi s case , th e i t h subchanne l erro r varianc e become s
1 ^ S
U-eusc-cp
MM ^1 +1
^ 7|Cfc|2>
which i s th e sam e a s w e ha d earlie r i n (6.23) .
Subchannel erro r variance s I n th e zero-forcin g precode d system , th e

subchannel erro r variance s ca n b e expresse d a s linea r combination s o f thos e
in th e O F D M system . Her e w e ca n observ e a simila r propert y i n th e MMS E
case. Th e expressio n i n (7.23 ) is , i n fact , a linea r combinatio n o f th e erro r
variances i n (7.25) . Not e t h a t th e rati o cr^./S s i s th e biase d nois e t o signa l
ratio. W e ge t
1 1 M- i
E l ^ | 2 T ^ ' (7.26 )
Pbiased(i) l + / 3 ^ ' " ' ' 1+7IQ I
We observ e t h a t -5 r ^ ca n b e expresse d a s th e sam e linea r combination s

Pbiased \1)
of th e biase d subchanne l NSR s i n th e O F D M system , jus t lik e th e subchanne l
error variances .
W h e n a n MMS E receive r i s used , th e syste m i s no t ISI-free , an d th e out -
put error s d o no t com e fro m channe l nois e alone . W e ca n us e th e Gaussia n
approximation t o comput e th e bi t erro r rat e a s i n Chapte r 6 . Suc h a n ap -
proximation allow s u s t o hav e a nice closed-for m expressio n o f B E R t h a t ca n
be use d fo r finding th e optima l precode r later . T h e computatio n o f bi t erro r
rate depend s o n th e modulatio n schem e used . W e loo k int o th e Q P S K cas e
next. Othe r modulatio n scheme s ar e considere d i n Sectio n 7.4.3 .
7.4.2 Optima l precoder s fo r QPS K modulatio n

For Q P S K modulation , th e bi t erro r rat e o f th e zt h subchanne l ha s th e
simple expressio n Q(y//3(i)). I n Sectio n 7.2 , w e exploite d th e convexit y an d
concavity o f th e functio n /( ) t o deriv e th e optima l precoder . Unfortunatel y
we canno t repea t th e sam e tric k her e becaus e th e unbiase d NS R l//3(z ) is
no longe r a linear combinatio n o f l//3 0 /d m (i) ^ e th e zero-forcin g case . To
simplify derivations , le t u s defin e a new functio n
%) = QWV'1 - 1) , for 0 < y < l . (7.27 )

T h e introductio n o f h(y) give s th e followin g erro r rat e expression :
1 \ , / 1
l + / 3 ( i ) y \Pbia8ed(i)
Note th e argumen t o f th e functio n h(-) i s th e biase d zt h subchanne l NSR .
Using th e expressio n o f biase d subchanne l NSR s i n (7.26) , th e averag e bi t
error rat e i s give n b y
M - l / M -l
Substituting P = 1M an d P = W into th e abov e equation , w e get , respec -

tively, th e B E R s o f MMS E O F D M an d SC-C P systems :
M_ 1
1 / 1 \
/ ofdm,mmse = ' of dm = "7 T 2_^ ^ 1 1 i ry\r>.\2 ) ' (7.29 )
/ 1 M _ 1
1 \
7 30
Vscc^mmse = h ^ g 1 + 7 |^| 2 J ' ( ' )
To stud y th e behavio r ofVmm Se, le t u s first loo k int o som e propertie s o f th e

function h(y). A plo t o f h(y) i s give n i n Fig . 7.7 . I t i s a monotone increasin g
function define d fo r th e interva l 0 < y < 1 . Not e t h a t th e argumen t o f h(-) i n
(7.28) i s alway s betwee n 0 an d 1 . I t ca n b e show n t h a t (Proble m 7.11 ) h(y)
is strictl y conve x wit h
ti(y) > 0 a n d h"(y) > 0,0 < y < 1.
Using th e convexit y o f /i(-) , w e ca n sho w th e followin g theorem .

Figure 7.7 . Plo t o f h(y) = Qi^V' 1 ~ x

)-
Theorem 7. 2 MMS E case . Conside r th e precode d O F D M system s wit h a n

M M S E receiver . Fo r Q P S K modulation , th e bi t erro r rat e Vmm Se satisfie s
sc-cp,mmse I mmse _ ' of dm,'
T h e first inequalit y become s a n equalit y i f an d onl y i f th e subchanne l erro r

variances a^. ar e th e same .
Unlike th e zero-forcin g cas e i n Theore m 7.1 , th e inequalitie s i n th e abov e

theorem hol d fo r an y valu e o f 7 = s/Afo. W i t h a n MMS E receiver , th e
SC-CP syste m ha s th e smalles t B E R an d th e O F D M syste m ha s th e larges t
BER.
Proof o f Theore m 7. 2 A s i n th e proo f i n Theore m 7.1 , w e ca n us e th e

convexity o f h(y) t o sho w t h a t
1 ivi M-1M-1
1 ivi 1 / 1
2
Vmmse < ^ g g |p fc>i| /l ( ^+ ^
= h = r fdm
MT, o [l+1\C^) -
On th e othe r hand , w e ca n als o appl y th e convexit y o f h(y) t o obtain ,
/. M-1M-1 1 1 2\
2
+ l\Ck\
i=0 k= 0
M-l
h sc-cp,mmse'
M
k=0
T h e abov e inequalit y become s a n equalit y i f an d onl y i f th e term s i n th e

summation o f (7.28 ) ar e equal , i.e . al l th e subchannel s hav e th e sam e
SNR. Thi s i s tru e i f an d onl y i f th e subchanne l NSR s 1/( 1 + /3(i)) i n
(7.26) ar e equal , whic h mean s t h a t th e subchanne l erro r variance s a 2e.
are th e same .
Optimal channe l independen t precoder s

Theorem 7. 2 state s t h a t th e minimu m erro r rat e V sc-cp,mmse i s achieve d i f
and onl y i f th e subchanne l erro r variance s ar e equalized . Examinin g th e
expression o f th e subchanne l erro r variance s i n (7.23) , w e se e t h a t suc h a
property i s achieve d whe n th e precode r ha s th e equa l magnitud e propert y i n
(7.14). Again , th e H a d a m a r d matri x an d th e D F T matri x ar e example s o f
such precoders . T h e precode r t h a t equalize s th e subchanne l erro r variance s fo r
the zero-forcin g receive r als o equalize s th e subchanne l erro r variance s fo r th e
MMSE receiver . Thi s mean s th e transmitte r doe s no t nee d t o kno w whethe r
the receive r i s zero-forcin g o r MMSE . T h e sam e transmitte r ca n b e optima l
for differen t receivers . W h e n th e subchanne l error s ar e equalized , al l th e sub -
channel erro r rate s ar e th e same , equa l t o t h a t o f th e MMS E SC-C P system ,
a n d W e n a v e / rnmse ' sc-cp,mmse'
7.4.3 Othe r modulatio n scheme s

For modulation s othe r t h a n QPSK , w e ca n us e approximation s o f B E R a s i n
Section 7.3 . T h e result s wil l b e state d withou t proo f [78] . W e wil l us e 26-bi t
QAM a s a n example . W e approximat e th e zt h subchanne l erro r rat e a s i n
(7.15), Vmmse{i) ~ aQ(y/&)), wher e f3(i) i s th e SN R give n i n (7.24) , an d
the constant s a an d ar e a s give n i n (7.15) . Le t u s defin e
g(y) = aQiVCiy-1 - 1)), (7.3i )

then Vmmse(i) ca n b e convenientl y approximate d b y
1
j
' mmsey )
p{i)
where th e argumen t o f g(-) i s th e biase d subchanne l NSR . I t ca n b e show n

(Problem 7.13 ) t h a t th e functio n g(y) i s conve x ove r th e interval s So an d 52 ,
and i t i s concav e ove r S\. T h e interval s 5o , 5 i , an d 5 2 are , respectively ,
50 = (0 , ZQ], Si = (ZQ, zi), an d 5 2 = [z u 1) ,
2
,3 + C - \/C - 1Q C + 9 , 3 + C + y / C 2 -iQC + 9
where z n = an d z\ = .
88
(7.32)
Note t h a t fo r th e O F D M system , whe n 7 i s larg e enoug h suc h t h a t 1/( 1 +
Pofdmip)) < 0 ? th e zt h subchanne l i s operatin g i n th e conve x regio n So o f
g(-). Thi s require s
Zo1 - 1
\C%.-|2
7>
T h e conditio n fo r al l t h e subchannel s o f t h e O F D M syste m t o b e operatin g

in So i s
z'1 - 1
7 > 7i > wher e <y[ = m a x . (7.33 )
It ca n be show n (Proble m 7.14 ) t h a t whe n al l t he subchannel s o f t he O F D M

system ar e operatin g i n <So , so ar e t h e subchannel s o f t h e precode d system .
Similarly, al l t h e subchannel s o f t h e precode d syste m ar e operatin g i n t h e
convex regio n 5 2 whe n
z'1 - 1
7 < 7o , wher e <y 0 = mi n \ . (7.34 )
For convenience , w e defin e
n'low = { 7 |7<7o), Kud = bho<j<i'i}, Kigh = bh><} (7.35 )

W h e n t h e SN R i s sufficientl y hig h s o t h a t 7 G 7 ^ ^ , o r whe n t h e SN R
is lo w enoug h s o t h a t 7 G ^[ owl al l t h e subchannel s o f t h e conventiona l
O F D M syste m wil l operat e i n on e of t he two convex region s o f #(). I n eithe r
case, w e ca n invok e t h e convexit y o f g(-) t o sho w t h a t t h e MMS E SC-C P
system i s optimal . However , unlik e t h e Q P S K case , 7 G 7 î d doe s no t mea n
t h a t t h e O F D M syste m i s optimal . I n fact , ther e ma y no t exis t a n SN R
region i n whic h al l t h e subchannel s ar e operatin g i n t h e concav e regio n o f
g(-) (Proble m 7.16) . Simila r conclusion s ca n be draw n fo r othe r modulatio n
schemes whos e subchanne l erro r rate s assum e t h e for m aQ(^/(/3(i)).
T h e boundar y point s 7 0 an d 7^ o f VJ low an d VJ hih ar e determine d b y t he
channel an d t he two scalars (ZQ 1 ) an d {z^ 1), which ca n be compute d
from t h e constellatio n siz e usin g (7.32 ) an d (7.15) . Tabl e 7. 1 gives t h e value s
of thes e tw o scalar s fo r Q A M constellation s o f size s 4 , 16 , 64 , an d 256 . A s
the siz e increases , t h e lef t boundar y o f VJ hih i s pushe d furthe r t o t h e righ t
while t h e righ t boundar y o f VJ low i s pushe d t o t h e left . Fo r t he constellatio n
of siz e 4 , b o t h scalar s ar e equa l t o one , i.e . t h e functio n g{y) i s conve x fo r
all y. Thi s i s consisten t wit h ou r earlie r findings t h a t fo r Q P S K t h e MMS E
SC-CP i s optima l fo r al l 7.
QAM constellatio n siz e zr1 -1 ^- 1

4 1.00 1.00
16 0.37 13.63
64 0.34 61.66
256 0.34 253.66
Table 7 . 1 . Th e two scalars (z 0 x - 1 ) an d (z 1 x - 1 ) fo r differen t QA M constellatio n

sizes.
7.5. Simulatio n example s 211
Compared t o t h e B E R behavio r o f t h e MMS E precode d syste m fo r t h e

Q P S K scheme , t h e non-QPS K case s ar e different . T h e MMS E SC-C P syste m
is n o longe r optima l fo r al l 7 . I t i s optima l fo r lo w an d hig h SN R (VJ low an d
^hiqh)- I n a simulatio n exampl e show n later , w e wil l se e t h a t VJ low corre -
sponds t o a B E R rang e to o larg e t o b e considere d i n practica l applications .
T h e B E R discussio n fo r t h e MMS E syste m i n thi s sectio n is , to som e extent ,
similar t o t h a t fo r t h e zero-forcin g cas e i n Sectio n 7.2 . T h e solutio n o f t h e
optimal precode r depend s o n t he give n SN R and t he SC-C P syste m i s optima l
for a highe r SN R range .
7.5 Simulatio n example s

Example 7. 1 Zero-forcin g receivers . W e will assum e t h a t t h e noise i s AWG N
with varianc e A/o - T h e modulatio n symbol s ar e Q P S K wit h value s equa l t o
\JE SJ2 j \JE SJ2 an d 7 = s/Afo- T h e number o f subchannels M i s 64. T h e
length o f t he cycli c prefi x i s 3 . T h e two four-tap channel s i n Exampl e 6. 1 wil l
be used . T h e magnitud e response s o f t he tw o channels c\(n) an d C2(n) ar e a s
shown i n Fig . 6.4.
For t h e channel c i ( n ) , w e compute t h e values o f 70 an d 71 defined i n (7.11 )
and (7.10) . The y are , respectively , - 0 . 5 1 d B an d 14.7 4 d B . Figur e 7.8(a )
shows Vofdm an d V sc-cp a s function s o f 7 . Fo r comparison , w e als o sho w a n
arbitrary exampl e o f B E R whe n t h e transmittin g matri x i s unitary , bu t i t i s
neither t h e identit y matri x no r t h e I D F T matrix . T h e transmittin g matri x
G t h a t i s chose n her e i s a commonl y know n unitar y matri x calle d a typ e I I
D C T matrix. 2 T h e B E R i s denote d a s Vdct i n t h e figure. I n thi s case , t h e
precoder P i s W G, whos e element s d o no t hav e t h e uni t magnitud e propert y
in (7.14) . Wheneve r 7 = S s/Afo i s larger t h a n 7 1 = 14.7 4 d B, t he erro r rat e o f
the SC-C P syste m become s t h e minimu m B E R fo r an y unitar y precode r P .
For 7 < 70 , t h e conventiona l O F D M syste m i s t h e optima l solution . W h e n
7 = 70 , w e observ e fro m Fig . 7.8(a ) t h a t V 0fdm ~ 0.2 . T h a t is , t h e O F D M
system i s optimal onl y fo r B E R larger t h a n 0.2 . Fo r eithe r SN R range, 7 < 7 0
or 7 > 71 , t he performanc e o f Vdct lie s betwee n V 0fdm an d V sc-cp-
T h e channe l C2(n) has a zer o aroun d 1.17 T and it s D FT coefficient s aroun d
the spectra l nul l ar e ver y small . T h e value s o f 7 0 an d 7 1 are , respectively ,
1.4 d B an d 51. 9 d B. Du e t o t h e zer o o f t h e channe l t h a t i s clos e t o t h e uni t
circle, 7 1 become s ver y large . Figur e 7.8(b ) show s t h e B E R performanc e o f
'Pofdm, Vdct, an d Vsc-cp Fo r al l thre e systems , t h e B E R s becom e smal l onl y
when SN R i s ver y large . Not e t h a t t h e crossin g o f V sc-cp an d V 0fdm occur s
around 7 = 3 7 dB and t he B ER corresponding t o t he crossing is approximatel y
6 x 1 0 - 3 . Fro m thi s exampl e w e se e t h a t , fo r a reasonabl e B E R , t h e SC-C P
system outperform s t h e O F D M system . Fo r example , whe n B E R is 1 0 - 3 , t he
gains ar e 2 an d 1 0 dB fo r c i ( n ) an d C2(n) , respectively .
2
A n M x M typ e I I D C T matri x C J J is given b y
[Cjj]mn = J co s ( m(n + 0.5) ) , 0 < m , n < M - 1 .

10"
Q)
- 2I
H
o 10'
CD
\\ \
CO
\ \\
10"' \
' ' ofd \ \x
\N '
m
dct \ \x
__ P \\ \
sc-cp
10"' , , , ,t \ \
10 1 5 20
E s /N 0 (dB)
' > N -v.^^ ^ X
10"
N " ^
\
V,
^^ \ -
^^^^^ \
"S
N
S
\
Q) V
O
10"' , ^"" v
CD
CQ \ Vv
\ V\
10" \
\
P
" M
ofdm
dct \
__ P \
sc-cp i
10"
10 2 03 04 05 0
Es/N0(dB)
Figure 7.8 . Exampl e 7.1 . Bi t erro r rat e performance s o f V of dm, ^Pdcti a n d 1^ sc-cp
for
(a) channel ci(n) and (b) channel C2(n).
Example 7. 2 MMS E receivers . T h e simulatio n environmen t an d parame -

ters use d i n thi s exampl e ar e th e sam e a s thos e i n Exampl e 7. 1 excep t t h a t
the receive r i s no w MMS E rathe r t h a n zero-forcing . Fo r channe l c i ( n ) , Fig -
ure 7.9(a ) show s th e B E R performance s o f tw o MMS E receivers , Vdct,mmse
and V Sc-cp,mmsei wher e Vdct,mmse correspond s t o th e cas e whe n th e transmit -
ting matri x G i s a D C T matri x a s i n Exampl e 7.1 . W e hav e als o show n th e
error rate s o f th e zero-forcin g receivers , Vdct an d V sc-Cp- I n eithe r case , th e
B E R o f th e MMS E receive r i s lowe r t h a n t h a t o f th e zero-forcin g receive r fo r
all SNR . (Fo r comparison , V 0fdm i s als o show n i n th e sam e plot . Fo r th e
O F D M system , a n MMS E receive r doe s no t improv e th e BER , s o th e M M S E
case i s no t shown. ) W e ca n se e t h a t th e curv e o f th e MMS E SC-C P syste m
is belo w al l th e others . Thi s corroborate s th e resul t t h a t th e MMS E SC-C P
system ha s th e smalles t erro r rat e fo r al l 7 .
For channe l C2(n) , Fig . 7.9(b ) show s th e five B E R performanc e curve s
mentioned above . Du e t o th e zer o o f the channe l t h a t i s close to th e uni t circle ,
the erro r rate s o f th e thre e zero-forcin g system s ar e considerabl y affected .
However, ther e i s n o seriou s performanc e degradatio n i n th e MMS E SC-C P
system. Agai n w e ca n observ e t h a t th e curv e o f th e MMS E SC-C P syste m
stays belo w al l th e othe r curve s fo r al l 7 . Comparin g Fig . 7.9(a ) an d (b) , w e
see t h a t th e gai n o f usin g a n MMS E receive r i s substantiall y mor e significan t
when th e channe l ha s a spectra l null .
10"
TO\.
w
Q) NyVSy
O
10"
Q
CO

10" . P
ofd m
\\ \ \
V\ \
: dc t
:
. ... P
. _ _ P dct,mmse V\ X
' 1 p sc-cp
| sc-cp,mms e
10"
10 15 20
E s /N 0 (dB)
E s /N 0 (dB)
Figure 7.9 . Exampl e 7.2 . Erro r rat e performance s o f MMS E receiver s fo r (a ) channe l
c i ( n ) an d (b ) channe l C2(n) .
7.5. Simulatio n example s 21 5
Example 7. 3 Rando m channel . W e us e a rando m channe l wit h fou r coeffi -

cients. T h e channe l ha s a n exponentia l powe r dela y profile . T h e coefficient s
c(n) ar e obtaine d fro m independen t circula r comple x Gaussia n rando m vari -
ables wit h zero-mea n an d variance s give n b y 8/15 , 4 / 1 5 , 2/15 , an d 1/1 5 fo r
n = 0 , 1 , 2 , 3 , respectively . T h e inpu t symbol s ar e Q P S K . W e comput e th e
B E R performance s V 0fdm, V dct,mmse, an d V Sc-cP,mmse an d averag e th e re -
sults fo r 2000 0 rando m channel s (Figur e 7.10) . Fo r hig h SNR , th e SC-C P
system wit h th e MMS E receive r require s a significantl y smalle r transmissio n
power t h a n th e O F D M syste m fo r th e sam e BER . T h e averag e performanc e
of y Pdct,mmse i s betwee n th e othe r tw o system s fo r al l SNR .
10"1
>^
\\(
B \>
00
\> N
DC -
-1 0
o
2
\ 'N .
\
LU \ \N
\
\\
10"3 i N
P \ - N
Pofdm
\ \ 'N . N
.
dct,mmse \ '

P\ . . v
N
4 sc-cp,mmse
,, \ A , L ^ .
10"
01 02 03 04 0
E s /N 0 (dB)
Figure 7 . 1 0 . Exampl e 7.3 . Bi t erro r rat e performance s Vofdm, 'Pdct,mmse, an d

Vsc-cp,mmse ove r a four-ta p rando m channel .
Example 7. 4 QA M modulation . I n thi s exampl e th e inpu t modulatio n sym -

bols ar e 4-bi t QAM . T h e tw o channel s i n Exampl e 7. 1 wil l b e use d i n ou r
simulations. Fo r channe l c i ( n ) , w e comput e th e value s o f 7 Q an d j[ defined ,
respectively, i n (7.33 ) an d (7.34) . The y are , respectively , 9. 6 an d 21. 3 d B .
For channe l C2(n) , th e value s o f 7 Q an d 7 ^ are , respectively , 7. 7 and 58. 5 d B .
T h e B E R performance s ar e show n i n Fig . 7.11 .
In Fig . 7.11(a) , fo r b o t h th e SC-C P syste m an d th e syste m wit h th e D C T
matrix a s th e transmitter , th e performanc e o f th e zero-forcin g receive r i s al -
most indistinguishabl e fro m t h a t o f th e MMS E receiver . I n b o t h figures , w e
observe t h a t th e curv e o f th e MMS E SC-C P syste m i s n o longe r belo w al l
the othe r curves . Fo r c i ( n ) , i t crosse s th e othe r curve s a t aroun d 7 = 1 4 dB ,
which correspond s t o a n erro r rat e o f aroun d 0.07 . Fro m Sectio n 7.4.3 , w e
know th e MMS E SC-C P ha s th e lowes t erro r rat e whe n 7 > 7 ^ = 21.3 . Fo r
C2(n), it s curv e crosse s th e other s a t aroun d 7 = 2 3 dB , a valu e muc h smalle r
t h a n 7 { = 58. 5 d B . T h e B E R correspondin g t o 7 = 2 3 d B i s aroun d 0.02 . T h e
(a)
'

"" - .
._. of dm
10 1 r"~^^ - ^ ^S P
dct
-
^St dct,mmse
P
sc-cp
10" r \ ^ ' ^: ^ vv ^ ' psc-cp, mmse -
x ^ N
\
(b) ^ 10 "
\\ Xx
\\
\N
10"
\
\
i
20 30 40 50 60
Es/N0(dB)
Figure 7 . 1 1 . Exampl e 7.4 . Erro r rat e performance s o f 4-bi t QA M modulatio n symbol s

for (a ) channe l c i ( n ) an d (b ) channe l C2(n) .
simulations demonstrat e t h a t th e B E R o f th e MMS E SC-C P become s lowe r

t h a n othe r system s a t a n SN R muc h smalle r t h a n j[. Althoug h i t i s no t th e
optimal solutio n fo r al l SNR , i t outperform s th e other s fo r a mor e usefu l SN R
range.
Example 7. 5 Code d erro r rates . I n thi s example , th e bit s ar e code d usin g

convolutional code s befor e the y ar e m a p p e d t o Q P S K symbols . W e us e th e
same four-ta p rando m channe l i n Exampl e 7.3 . Th e B E R s o f th e MMS E SC -
C P an d O F D M system s wit h cod e rate s 1/ 2 an d 1/ 3 ar e shown , respectively ,
in Fig . 7.12(a ) an d (b) . I n th e uncode d case , Theore m 7. 2 show s th e MMS E
SC-CP syste m achieve s a lowe r erro r rat e t h a n th e O F D M system . Fo r th e
two code d case s i n Fig . 7.12(a ) an d (b) , w e se e t h a t th e tw o performanc e
curves cros s a t a ver y hig h erro r rate . Th e O F D M syste m perform s slightl y
better fo r ver y lo w SN R o r hig h BER . T h e MMS E SC-C P syste m i s bette r

for a mor e usefu l rang e o f erro r rate , an d th e ga p betwee n th e tw o system s
widens a s SN R increases .
For th e uncode d O F D M system , th e subchannel s nea r th e nul l hav e a
larger erro r rat e whil e th e bit s o n othe r subchannel s ar e decode d correctl y
with hig h probability . Usin g a n erro r correctin g code , th e bit s o n th e ba d
subchannels ar e likel y t o b e correcte d wit h th e ai d o f correc t bit s fro m th e
good subchannels . T h e erro r rat e o f th e O F D M syste m ca n b e considerabl y
improved whe n a n erro r correctin g cod e i s employed . Fo r example , t o achiev e
an erro r o f 1 0 - 4 , th e require d SN R fo r th e uncoded , 1/ 2 code d an d 1/ 3
coded case s ar e respectivel y 37 , 22. 5 an d 1 8 d B . W e shoul d als o not e t h a t
the reductio n i n SN R i s achieve d a t th e pric e o f a decreas e i n transmissio n
bit rates . T h e transmissio n rate s o f th e tw o code d case s ar e respectivel y
half an d one-thir d t h a t o f th e uncode d case . Fo r th e MMS E SC-C P system ,
the uncode d erro r rate s ar e th e sam e fo r al l subchannels . Fo r channel s wit h
a spectra l null , th e effec t wil l b e sprea d t o al l subchannels . Ther e ar e n o
good subchannel s t o hel p wit h th e correctio n o f th e ba d subchannels . T h e
improvement i n erro r rate s i s no t a s muc h a s th e O F D M system . T o achiev e
the sam e erro r rat e 1 0 - 4 , th e require d SN R fo r th e sam e thre e case s ar e
respectively 23 , 1 8 an d 1 5 d B . Fo r th e uncode d case , th e O F D M syste m
requires 1 4 d B mor e SN R t h a n th e SC-C P system , whil e fo r 1/ 3 code d cas e
the ga p narrow s t o aroun d 3 d B .
T h e bloc k erro r rat e (o r packe t erro r rat e i f each bloc k i s sent i n on e packet )
is sometimes a mor e relevan t measur e becaus e a n uncorrecte d bi t erro r usuall y
means th e whol e bloc k need s t o b e re-transmitted . T h e bloc k erro r rate s o f
the tw o system s fo r th e cod e rat e 1/ 3 ar e show n i n Fig . 7.12(c) . T h e M M S E
SC-CP syste m ha s a lowe r bloc k erro r rat e t h a n th e O F D M syste m fo r al l
SNR. T h e differenc e betwee n th e tw o i s mor e pronounce d t h a n i n th e B E R
plots. T h e reaso n i s t h a t error s mostl y occu r whe n th e channe l i s no t good ,
e.g. channel s wit h spectra l nulls . Bu t thi s i s eve n mor e s o fo r th e MMS E SC -
C P system . Fo r th e sam e BER , th e error s o f th e MMS E SC-C P syste m ar e
even mor e concentrate d i n th e case s o f ba d channel s t h a n th e O F D M system .
Therefore, fo r th e sam e B E R th e MMS E SC-C P syste m i s mor e likel y t o hav e
error-less block s t h a n th e O F D M syste m (i.e . a smalle r bloc k erro r rate) .
1(T
ofdm-cp,1/2 coded
sc-cp,mmse,1/2 coded
25
y = E s / N 0 (dB )
icr
ofdm-cp,1/3 coded
- P sc-cp^mseJ/S code d
20 2 5
y = E s / N 0 (dB )
10
ofdm-cp,1/3 coded
sc-cp,mmse,1/3 coded
CD 1 0 "
m
10 "
10"
10 1 5 25
y=E s /N 0 (dB )
Figure 7 . 1 2 . Exampl e 7.5 . Performanc e o f th e OFD M an d MMS E SC-C P system s

with channe l coding , (a ) BE R fo r 1/ 2 code d symbols ; (b ) BE R fo r 1/ 3 code d symbols ;
(c) bloc k erro r rat e fo r 1/ 3 code d symbols .
7.6. Furthe r readin g 21 9
Block transceiver s wit h a genera l transmittin g matrix , sometime s referre d t o

as precoding , hav e bee n studie d extensivel y i n th e literatur e [5 , 75, 126 , 134 ,
135]. Thes e transceiver s ar e optimize d fo r a give n channe l profile , includin g
the channe l impuls e respons e an d th e channe l nois e statistics . Th e solution s
are henc e generall y channel-dependent . Transceiver s tha t ar e optima l i n th e
sense of minimum transmission power or minimum total noise power have been
developed [5 , 75, 134, 135]. Fo r the class of zero-padding transceivers, a n opti -
mal solution that minimize s the total outpu t nois e variance was found i n [135] .
The optima l receive r an d zero-padde d transmitte r ca n b e give n in terms o f a n
appropriately define d channe l matri x an d th e autocorrelatio n matri x o f th e
channel noise. Informatio n rat e optimize d system s were considered i n [5 , 134].
In [75] , optimal transmitter s an d receiver s tha t minimiz e transmissio n powe r
for a give n bi t rat e an d erro r rat e wer e derive d unde r a n optima l bi t alloca -
tion. A fundamentall y differen t usefu l unifie d approac h t o th e join t desig n
of transmitter s an d receiver s fo r MIM O channel s usin g conve x optimizatio n
was develope d i n [106] . Severa l commonl y use d optimizatio n criteria , suc h a s
mean square d erro r an d geometri c mea n o f SINRs , wer e considere d therein .
Optimal bloc k transceiver s ca n b e obtaine d unde r thi s unifie d framework .
When th e length s o f transmitting an d receivin g filters ar e no t constraine d

by th e bloc k size , th e transmitte r an d receive r ar e n o longe r characterize d
by constan t matrice s [47 , 72 , 74 , 170] . Du e t o longe r transmittin g an d re -
ceiving filters, ther e i s mor e desig n freedom . A join t transmitter-receive r
optimization schem e usin g filter ban k precodin g wa s give n i n [72] . Optima l
ideal transmittin g an d receivin g filters tha t minimiz e th e mea n square d er -
ror ca n b e obtaine d i n th e frequenc y domain . I n [74] , th e desig n freedo m
was use d t o obtai n transmittin g an d receivin g filters wit h bette r frequenc y
selectivity. Frequenc y selectivit y i s importan t i n application s wher e ther e i s
certain constrain t o n th e transmitte r outpu t an d fo r suppressin g narrowban d
noise a t th e receiver .
Given th e channe l profile , transceiver s hav e als o bee n optimize d fo r BE R

minimization. I n [33 , 34] , base d o n th e zero-forcin g solutio n give n i n [135] ,
a clas s o f optima l precoder s wit h powe r loadin g wa s considered . Fo r a give n
channel profile , th e optima l precode r fo r BPS K modulatio n ca n b e foun d i n
a close d for m whe n th e SN R i s sufficientl y large . I n [108] , transceiver s wer e
designed fo r subchannel s wit h differen t constellations . Fo r a give n channe l
profile an d bi t allocation , th e transceive r wa s optimize d fo r minimu m BE R
by usin g th e prima l decomposition . Th e proble m o f minimizin g BE R fo r
binary signalin g ove r FI R MIM O channel s wa s considere d i n [51] . A n iter -
ative algorith m wa s give n i n [51 ] fo r jointl y optimizin g th e FI R transmitte r
and receiver . Fo r th e cas e whe n ther e i s oversamplin g a t th e receiver , i.e .
fractionally space d equalizer , transceive r optimizatio n wa s developed i n [176] .
With oversampling , remarkabl e gai n ca n b e achieve d fo r practica l channels ,
as demonstrate d i n [176] .
7-7 Problem s
7.1 Le t M = 4 an d le t th e lengt h o f cycli c prefi x v = 2 . Suppos e th e channe l
has tw o coefficient s c(0 ) = c(l ) = 1/ 2 an d Q P S K modulatio n i s used .
Compute 7 0 an d 71 . Fin d th e SN R rang e fo r whic h th e O F D M syste m
has th e smalles t bi t erro r rat e amon g al l zero-forcin g precode d systems .
7.2 Suppos e th e settin g i s th e sam e a s i n Proble m 7. 1 excep t t h a t 4-bi t

QAM i s used . Comput e 7Q , an d j[. Fin d th e SN R rang e fo r whic h th e
O F D M syste m ha s th e smalles t bi t erro r rat e amon g
(a) al l zero-forcin g precode d systems ;

(b) repea t (a ) fo r th e SC-C P system .
7.3 Suppos e th e SN R quantit y 7 = 3/Af0 i s 1 0 d B i n Proble m 7.2 . Fin d

Psc-cp &H Q Psc-cp,mmse'
7.4 Le t M = 4 an d le t th e lengt h o f cycli c prefi x v = 2 . Suppos e th e channe l
is C(z) = 1 + 0.52: - 1 . Th e transmitte r inpu t modulatio n symbol s ar e
Q P S K . Fin d th e SN R regio n wher e th e SC-C P i s optima l fo r th e case s
when
(a) th e receive r i s zero-forcing ;

(b) th e receive r i s MMSE .
7.5 Repea t Proble m 7. 4 whe n th e transmitte r inpu t modulatio n symbol s

are
(a) 4-bi t QAM ;

(b) 8-bi t QAM .
7.6 Determin e th e subchanne l SN R /3(i) give n i n (7.24 ) whe n P = I M for

M = 4 , v = 2 , an d th e channe l i s a s i n Proble m 7.1 .
7.7 Fo r th e precode d O F D M syste m wit h a zero-forcin g receiver , w e showe d

t h a t th e subchanne l SNR s ar e bounde d a s i n (7.6) . Sho w t h a t fo r th e
M M S E cas e th e subchanne l SN R f3{i) continue s t o satisf y th e bounds .
T h a t is ,
min7|Cfc|2</3(i)<max7|Cfc|2.
kk
(Hint. Us e th e relatio n i n (7.26). )
7.8 Le t P b e a unitar y matri x wit h th e equa l magnitud e propert y i n (7.14) .

Consider a matri x P ' wit h
jiem+an)
V'm,n = e Pm,m 0 < m ,7 1 < M - 1 ,
for arbitrar y choice s o f rea l 9 m an d a n. Sho w t h a t th e ne w matri x P '

is als o unitar y an d t h a t i t als o ha s th e equa l magnitud e property .
7.9 I n (7.3) , w e comput e th e SN R o f th e i t h subchanne l o f th e precode d

O F D M syste m wit h a zero-forcin g receiver . Equatio n (7.24 ) give s th e
i t h subchanne l SN R whe n th e receive r i s MMSE . I s th e i t h subchanne l
SNR give n i n (7.24 ) alway s large r t h a n th e i t h subchanne l SN R give n
in (7.3) ?
7.7. Problem s 221
7.10 Conside r th e MMS E precode d O F D M syste m i n Fig . 7.5 . Suppos e th e

inputs o f th e transmitte r ar e symmetri c i n th e sens e t h a t th e rea l an d
imaginary part s hav e equa l varianc e s/2. T h e channe l nois e q(n) i s
circularly symmetri c Gaussian . W h e n th e MMS E receive r i s used , d o
the rea l an d imaginar y part s o f the signa l plu s th e nois e t e r m Ti in (7.21 )
also hav e equa l variance ?
7.11 Deriv e th e first derivativ e h!(y) an d th e secon d derivativ e h n(y) o f th e

function h(y) define d i n (7.27) . Sho w t h a t h(y) i s conve x wit h h'(y) > 0
and ti'(y) > 0 fo r 0 < y < 1 .
7.12 I n Sectio n 7.3 , w e conside r optima l precoder s fo r modulatio n symbol s

other t h a n Q P S K . T h e derivatio n i s vali d fo r an y modulatio n scheme s
in whic h th e subchanne l erro r probabilit y ca n b e eithe r approximate d o r
expressed a s aQ I \/CM^) J f r som e constant s a an d t h at ar e indepen -
dent o f subchannels . P S K modulatio n i s suc h a n example . Determin e
the SN R regio n i n whic h th e SC-C P syste m i s optima l fo r th e channe l
C(z) = 1 + 0.5Z" 1 .
Note: A b-bi t P S K symbo l wit h symbo l powe r S s i s o f th e for m
s = ^yS scos ( -z^m I + jySg sin ( -^m J ,0 < m < 2 h.
W h e n i t i s transmitte d ove r a n AWG N channe l wit h nois e varianc e A/o ,

the symbo l erro r rat e ca n b e approximate d b y
VSER
W h e n a Gra y cod e i s used i n the mapping , th e B E R i s well approximate d

by VsERJh.
7.13 Sho w t h a t th e functio n g(y) define d i n (7.31 ) i s conve x i n interval s So

and c> 2 an d concav e i n S i .
7.14 Sho w t h a t whe n 7 G Whigh i n (7.35) , al l th e subchannel s o f th e O F D M

system ar e operatin g i n th e conve x regio n S$ o f g(-) an d al l th e sub -
channels o f th e MMS E precode d O F D M syste m ar e als o operatin g i n
the conve x regio n So o f #() .
7.15 Sho w t h a t whe n th e precode r satisfie s th e equa l magnitud e propert y i n

(7.14), i t i s optima l fo r 7 G 1Zfhigh i n (7.35) .
7.16 I n th e zero-forcin g precode d O F D M syste m wit h Q P S K modulation ,

we sa w t h a t th e SC-C P an d O F D M system s ar e optima l fo r differen t
SNR regions . T h e SC-C P syste m i s optima l fo r th e SN R regio n IZhigh
while th e O F D M syste m i s optima l fo r 7Zi ow. Fo r th e MMS E cas e wit h
general QA M modulation , ther e ar e als o SN R region s (7l[ ow an d VJ hih
given i n (7.35) ) fo r whic h th e SC-C P syste m i s optimal . Sho w t h a t
7 G T^mid doe s no t mea n t h a t al l th e subchannel s ar e operatin g i n
the concav e regio n o f #() ; thu s th e optimalit y o f th e O F D M syste m
is no t guarantee d i n thi s SN R region . Giv e a counterexampl e t o sho w

that ther e ma y no t exis t a n SN R regio n i n whic h al l subchannel s ar e
operating i n th e concav e regio n o f g(-).
8
Transceiver desig n wit h channe l

information a t th e transmitte r
From Chapte r 6 , w e kno w t h a t a n O F D M syste m convert s a n LT I channe l int o

a se t o f paralle l subchannels . W h e n th e channe l i s frequency-selective , thes e
subchannels ca n hav e ver y differen t subchanne l gains . T h e syste m perfor -
mance ca n b e severel y limite d b y a fe w ba d subchannels . On e solutio n t o thi s
problem i s t o us e a precode r a s demonstrate d i n Chapte r 7 . I n man y applica -
tions, th e transmissio n environmen t doe s no t chang e frequently . Thes e appli -
cations includ e mos t wire d transmissio n schemes , suc h a s ADS L an d VDS L
systems, an d man y wireles s transmissio n schemes , suc h a s fixed wireles s ac -
cess system s an d wireles s LA N syste m wher e th e en d user s ar e no t mobile .
Under thes e environments , i f th e channe l stat e informatio n i s know n a t th e
transmitter, on e ca n exploi t thi s informatio n t o carr y ou t bi t allocation . B y
optimally assignin g th e bit s t o th e subchannels , th e syste m performanc e ca n
be substantiall y improved , especiall y whe n th e channe l i s highl y frequency -
selective. I n thi s chapter , w e wil l deriv e th e optima l zero-forcin g transceiver s
when ther e i s bi t allocatio n a t th e transmitter .
8.1 Zero-forcin g bloc k transceiver s

T h e DFT-base d transceiver s studie d i n Chapte r 6 employ eithe r D F T o r I D F T
operations a t th e transmitte r an d receiver . T h e filter ban k formulatio n show s
t h a t thei r polyphas e matrice s ar e constan t matrice s relate d t o th e D F T / I D F T
operations. I n thi s chapter , w e stud y genera l bloc k transceiver s wher e th e
polyphase matrice s ca n b e arbitrar y constan t matrices . Figur e 8. 1 show s a
block transceive r system . T h e M x l inpu t vecto r s i s processe d b y th e T V x M
transmitting matri x G o t o produc e a n i V x l outpu t vecto r
x = G 0s,
which i s converte d t o a sequenc e x(n) an d transmitte d ove r th e channel . A t

the receiver , th e receive d sequenc e i s blocke d int o vector s o f siz e TV . T h e
TV x 1 receive d vecto r r i s the n processe d b y th e M x T V receiving matri x S o
to obtai n th e M x l outpu t vecto r
s = S 0 r.
223
224 8 . Transceive r desig n w i t h channe l informatio n a t th e transmitte r
/ / / /
r
o
\q(n)
x(n)
r
C(z) l
P/S -> H S/P So

SM-\
XjV-1 rN-\
Figure 8 . 1 . Block-base d transceive r system .
In thi s chapter , w e conside r onl y zero-forcin g bloc k transceiver ; tha t is , th e

transfer matri x fro m th e transmitte r inpu t s t o th e receive r outpu t s ^ is a n
identity matrix . Becaus e ther e i s n o interbloc k interferenc e (IBI ) i n a zero -
forcing transceive r an d th e processin g i n a bloc k transceive r i s don e i n a
block b y bloc k manner , onl y one-sho t transmissio n i s considered . Therefor e
in Fig . 8.1 , we omit th e tim e inde x n o f th e inpu t an d outpu t vectors .
Assume tha t th e integer s N an d M satisf y N > M s o tha t zero-forcin g
equalization i s possible . Th e numbe r
v = N -M
represents th e numbe r o f redundant sample s inserte d pe r inpu t block . I n thi s

chapter, i t i s assumed tha t th e channe l i s an LT I FI R filte r wit h orde r L < v\
v
C(z) = c(0 ) + c ( l ) ^ - 1 + + c{y)z~ .
The las t fe w coefficient s ar e zer o whe n L < v. Th e channe l nois e q(n) i s

a zero-mea n WS S Gaussia n proces s wit h know n autocorrelatio n coefficients .
Unlike i n Chapte r 7 , q{n) i s no t restricte d t o b e whit e an d i t ca n b e colore d
as i n mos t wire d environments . Th e channe l impuls e respons e an d th e nois e
statistics ar e know n t o bot h th e transmitte r an d receiver .
In thi s section , w e wil l deriv e th e necessar y an d sufficien t condition s o n
the matrice s G o an d S o suc h tha t th e bloc k transceive r syste m achieve s zero -
forcing. Recal l fro m Chapte r 5 tha t th e TV-inpu t TV-outpu t syste m fro m x
to r i s a n LT I syste m an d th e transfe r matri x i s th e pseudocirculan t C ps(z).
The overal l transfe r matri x fro m s t o s i s a n M x M matri x give n b y
T(z) = S 0Cps(z)G0. (8.1)
The block transceiver i s free fro m IB I if T(z) i s a constant matri x independen t

of z. A s th e channe l orde r L satisfie s L < v < N, th e N x N matri x C ps(z)
has th e specia l for m give n i n (5.5) ; onl y th e v x v submatri x a t th e to p righ t
corner o f C ps(z) i s z-dependent. Fro m Chapte r 5 , we know that w e can avoi d
or remov e IB I b y settin g eithe r th e las t v row s o f G o t o zer o o r th e firs t
8.1. Zero-forcin g bloc k transceiver s 225
v column s o f S o t o zero . T h e forme r i s equivalen t t o paddin g zero s a t th e

transmitter an d th e latte r i s equivalen t t o discardin g o r zer o jamming th e IB I
corrupted sample s a t th e receiver . Thu s th e forme r i s referre d t o a s a zero -
padded (ZP ) syste m an d th e latte r i s calle d a zero-jammin g (ZJ ) syste m
[162] (als o know n a s a leadin g zer o syste m [135]) . I n th e following , w e shal l
derive th e zero-forcin g solution s fo r th e Z P an d Z J transceivers .
8.1.1 Zero-forcin g Z P system s

For a Z P system , w e pa d v zero s fo r ever y bloc k o f M d a t a samples . T h e
transmitting an d receivin g matrice s are , respectively , o f th e form s
G zp
Go and S o= S 2
0
where G zp i s o f dimensio n M x M, th e b o t t o m matri x 0 i s of dimensio n v x M ,

and S zp i s a n M x N constan t matrix . Substitutin g th e abov e relatio n int o
(8.1), th e transfe r matri x T(z) become s a constan t matrix :
J- ^zp^low^zpi
where C\ ow i s th e N x M lowe r triangula r Toeplit z matri x give n i n (5.13) ,

which w e reproduc e below :
c(0) 0 0 0
c(l) c(0 ) 0
ciy) c(0)
-'low 0 (8.2)
c{y) . c(0 )
0 0 c{y) c(l)
0 0 c(u)
Using thi s matri x representation , w e ca n redra w th e transceive r syste m i n

Fig. 8. 1 a s Fig . 8.2 , wher e th e nois e vecto r q_ zp i s a n N x 1 vector obtaine d b y
blocking q(n). Du e t o th e padde d zeros , ther e i s n o overla p betwee n adjacen t
blocks afte r channe l filtering . Processin g ca n b e don e o n a bloc k b y bloc k
basis. T h e zero-forcin g conditio n become s ^zpîow *zp -M: which implie s
zpi Clow,
an
d G Zp hav e ful l rank .GSinc e th e matri x G zp i s
tMh axt th
Me, matrice sS
i t i s invertible . Thu s th e zero-forcin g conditio n ca n b e rewritte n a s
^zp^zp^lo i-M-
This mean s t h a t G ^ S ^ i s a lef t invers e o f Ci ow. Sinc e Gi ow i s N x M , it s

left invers e i s no t uniqu e whe n N > M. T o characteriz e al l th e lef t inverse s
of Ciow, l e t u s appl y th e singula r valu e decompositio n (SVD ) t o Ci ow:
A
-'low uz 0 zpi (8.3)
226 8. Transceive r desig n w i t h channe l informatio n a t th e transmitter
s= s +e
/ / /
> s
G Xi J
low > #
SM-\
XM-\
-> s M-\
Figure 8 . 2 . Simplifie d representatio n of the zero-padded system .
where XJ zp an d \ z p are , respectively, N x N an d M x M unitar y matrice s

and A is an M x M diagona l matri x whos e diagona l entrie s ar e the singula r
values o f Ci ow. A s Ci ow ha s full rank , al l M singula r value s ar e positive and
hence A i s invertible . Usin g th e SV D of C/ its lef t invers e B^ p ca n be
expressed a s
'zp V ^ A - ^ M A,zp\ P ]U|
^ zp-> (8.4)
where A zp i s an arbitrar y M x v matrix . I n summary , w e have show n tha t
the Z P system i s zero-forcing i f and only if
(a) th e M x M matri x G zp i s invertible;
(b) fo r a give n transmittin g matri x G zp, th e receivin g matri x i s S zp =

^zp *3zp-
Note that th e matrices XJ zp, V^p , and A are determined by the channel matri x
Clow After w e impose th e zero-forcing condition , th e free parameter s avail -
able i n the transceive r desig n ar e the invertibl e matri x C zp an d the M x v
matrix A zpi whic h i s completely arbitrary .
8.1.2 Zero-forcin g Z J system s

In a ZJ system, th e IBI is removed by dropping the v corrupte d receive d sam -
ples at the receiver. Th e transmitting an d receiving matrices are, respectively ,
Go = G Zj, S o = [ 0 S Zj],
where G zj, 0 , an d S^ - ar e o f dimension s N x M , M x z/ , an d M x M ,

respectively. Th e transmitted sequenc e i s obtained b y unblocking th e vecto r
x = G^-s . As Gzj i s arbitrary, th e redundant sample s o f a ZJ system ar e not
necessarily zero s o r a cycli c prefix . The y ar e embedde d i n th e transmitte d
sequence a s a linea r combinatio n o f the inpu t symbol s Si. Usin g th e abov e
8 . 1 . Zero-forcin g bloc k transceiver s 227
expression, w e ca n sho w t h a t th e transfe r matri x T(z) i n (8.1) become s a

constant matrix ,
where C up i s the b o t t o m M x N submatri x o f th e pseudocirculan t channe l

matrix C ps(z). I t is a n uppe r triangula r Toeplit z matri x give n b y
c(v) c ( z / - l ) c(0 )0 0
0 c{y) c{y-\) c(0 ) 0
J . (8.5 )
up
0 0 c{y) c{y-l) c(0 )
T h e subscrip t "up" indicate s t h a t i t is uppe r triangular .
s= s+e
/ / /
w

s
l W r
GZj ûp Ww w &zj

S
M-\ >
M-l
Xtf-i
Figure 8.3 . Simplifie d representatio n o f th e zero-jammin g system .
T h e bloc k diagra m o f a Z J syste m ca n b e draw n a s Fig . 8.3 . Not e t h a t

the nois e vecto r q_ zj i s a n M x 1 vector obtaine d b y blockin g q(n). T h e zero -
forcing conditio n T = 1M implie s t h a t th e squar e matri x S^ - i s invertible.
T h e zero-forcin g conditio n ca n b e rewritte n a s
ûp^zj^zj = AM *
Thus th e Z J syste m i s zero-forcin g i f an d onl y i f th e produc t G zjSzj i s a right

inverse o f C up. Le t th e SV D o f C up b e
U*i[A 0 ] V t (8.6)
where JJ zj an d \ zj are , respectively , unitar y matrice s o f dimension s M x M

and N x N. T h e M x M matri x A is diagona l wit h diagona l entrie s equa l t o
the singula r value s o f C up. I t can b e show n (Proble m 8.3 ) t h a t th e singula r
values o f C up ar e identica l t o thos e o f Ci ow. T h e righ t inverse s o f C up hav e
the for m
IM 1
B, V, A - ^ , U)
A ^j
228 8 . Transceive r desig n wit h channe l informatio n a t th e transmitte r
where A zj i s a n arbitrar y vx M matrix . Simila r t o th e Z P case , on e ca n solv e

for th e zero-forcin g solution s fo r th e Z J syste m i n Fig . 8.3 . Th e Z J syste m i s
zero-forcing i f an d onl y i f
(a) th e M x M matri x S^ - i s invertible ;
(b) fo r a give n receivin g matri x S^- , th e transmittin g matri x i s G z=

j
B
zjSzj
Note t h a t th e fre e parameter s i n a zero-forcin g Z J syste m ar e th e invertibl e

matrix S^ - an d th e arbitrar y v x M matri x A zj.
8.2 Proble m formulatio n

In a transceive r system , th e performanc e i s characterized b y th e erro r rate , th e
t r a n s m i t t e d power , an d th e averag e bi t rate . I n transceive r desig n w e ca n fix
two parameter s an d optimiz e th e thir d one . Ther e ar e man y differen t criteri a
for transceive r designs . I n thi s chapter , w e conside r th e cas e whe n th e averag e
bit rat e an d th e erro r rat e ar e fixed, an d th e zero-forcin g bloc k transceive r i s
optimized s o t h a t th e t r a n s m i t t e d powe r i s minimized . Belo w w e wil l deriv e
the expressio n fo r th e t r a n s m i t t e d powe r fo r th e bloc k transceive r show n i n
Fig. 8.1 , whic h include s b o t h th e Z P an d Z J system s a s specia l cases .
T h e modulatio n symbol s Sk ca n b e PA M o r QAM , dependin g o n whethe r i t
is a baseban d o r passban d communicatio n scheme . W e wil l deriv e th e result s
for th e PA M case . Th e derivatio n fo r th e QA M cas e i s ver y similar . Le t Sk
be a PA M symbo l carryin g bk bit s o f information . The n th e averag e bi t rat e
per symbo l becomes 1
M-l
6 = - ^ 6 f c . (8.8 )
fc=0
Each inpu t bloc k s carrie s Mb bits . I n th e followin g derivation , w e assum e
t h a t th e inpu t symbol s hav e zero-mea n an d the y ar e uncorrelated . T h a t is ,
the autocorrelatio n matri x o f s i s a diagona l matrix :
s,o o .. .o
0 SA .. .0
Rs (8.9)
0 .. .0 , s,M-l
T h e assumptio n i s usuall y reasonabl e wit h prope r bi t interleaving . Not e t h a t

the /ct h signa l powe r s^ ca n b e differen t fo r differen t k.
Consider Fig . 8.1 . Th e t r a n s m i t t e d powe r = ,E[|x(n)| 2 ] ca n b e compute d
by averagin g th e powe r o f xi , an d i t i s give n b y
1 N ~1 1
=
N^2aL
= ^ traced).
n=0
1
For th e QA M case , i f th e /ct h symbo l carrie s 2b^ bits , th e averag e bi t rat e pe r symbo l
becomes
_. M - l
M ^ k=o
K
8.3. Optima l bi t allocatio n 229
Using th e fac t t h a t R x = G o R s G j , w e ca n writ e
^ = ~/ V traCe ( G
oRGo)= T 7 trace ( RSGJG0J ,
where w e hav e use d trace( AB) = t r a c e ( B A ) . Usin g (8.9) , w e ca n writ e th e

t r a n s m i t t e d powe r a s
M-l
=^M G Go L' (8 -10)

k=0
where th e notatio n [A]kk denote s th e kth diagona l entr y o f th e matri x A .
Note t h a t th e kth colum n vecto r o f G o correspond s t o th e kth transmittin g
filter. Thu s th e quantit y [GQGO]/C/ C i s simply th e energ y o f the kth transmittin g
filter.
In th e followin g sections , w e wil l stud y th e desig n o f zero-forcin g Z P an d
ZJ transceivers . Fo r a fixed bi t rat e b an d a fixed erro r rate , th e transceive r
is optimize d s o t h a t th e transmitte d powe r i s minimized . T h e optimizatio n
process ca n b e decompose d int o tw o steps . Firstly , th e bit s bk ar e optimall y
allocated t o minimiz e th e transmitte d powe r fo r an y give n pai r o f transmittin g
and receivin g matrice s G o an d So - Then , unde r th e optima l bi t allocation ,
we wil l find th e transmittin g an d receivin g matrice s t h a t minimiz e th e trans -
mitted power . I n th e secon d step , th e fre e parameter s ar e eithe r ( G ^ p , A zp)
or (Szj , A zj) dependin g o n whethe r i t i s a Z P o r a Z J system .
8.3 Optima l bi t allocatio n

In a Z P o r Z J system , th e scala r LT I channe l C(z) i s converte d t o a se t o f M
parallel subchannels . I n man y applications , thes e subchannel s ca n hav e ver y
different SNRs . I n Sectio n 2.4 , w e hav e learn t ho w t o exploi t thi s t o d o bi t
loading whe n th e pea k powe r allowe d o n eac h subchanne l i s constrained . Her e
we shal l conside r th e bi t allocatio n proble m fo r a differen t setting . Unde r th e
assumption t h a t al l th e subchannel s hav e th e sam e fixed erro r rate , w e wil l
show ho w w e ca n emplo y bi t allocatio n t o minimiz e th e transmitte d powe r
needed fo r a fixed bi t rate . Le t s ^ b e th e kth outpu t o f th e receiver . T h e n
the kth outpu t erro r i s e ^ = s ^ s^. A s th e transceive r i s zero-forcing , th e
error come s entirel y fro m th e channe l nois e q(n). Defin e th e M x l outpu t
noise vecto r a s e = [e o e\ e M - i ] ; the n
e = Sq ,
where S = S zp an d q = q_ zp fo r th e Z P cas e an d S = S^ - an d q = q_ zj fo r th e
ZJ case .
Recall fro m (2.14 ) t h a t fo r a 6^-bi t PA M symbol , th e bi t numbe r && , th e
symbol powe r s^ an d th e nois e powe r o\ ar e relate d b y
,1 , (, , ;k/l k\
fc^lofe^l + ^ r - j ,
where Tk i s th e SN R ga p fo r PA M symbol s give n i n (2.15) . I t i s a quantit y

t h a t depend s onl y o n th e erro r rate , an d th e value s o f T^ ar e liste d fo r som e
typical erro r rate s i n Tabl e 2.1 . A s al l th e subchannel s hav e th e sam e erro r

rate, th e SN R ga p i s the sam e fo r al l subchannels , i.e .
Tk = T , fo r al l k.
By rearrangin g th e term s i n th e expressio n fo r bk, we ge t
s,k = T{2^-l)al k.
Assume tha t b k i s large enoug h s o tha t 2 2bk 1 2 2bk

, the n w e have 2
s,k^T22bkai. (8.11 )
The abov e equatio n give s a n approximatio n o f th e require d signa l powe r fo r

transmitting bk bit s o n th e kth subchanne l whe n th e nois e varianc e i s G\ .
For a give n bk and o\ k, on e ca n allocat e symbo l powe r sj~ accordin g t o th e
expression give n i n (8.11) . Substitutin g (8.11 ) int o (8.10) , th e transmitte d
power become s
^ = i E2 X ^
M-l
U2)
kk
k=0
Applying th e arithmeti c mea n (AM ) an d geometri c mea n (GM ) inequalit y

(Appendix A) , w e obtai n
M-l
' ^ n ( * [ H J " = -
1/M
U3)
k=0
Equality hold s i f an d onl y i f th e quantit y 2 2bka2k [ G Q G O ] ^ i s th e sam e fo r

k = 0 , 1 , . . . , M 1 . Fro m (8.11) , w e ca n conclud e that , whe n th e bit s ar e
allocated optimally , th e quantitie s
^;fc[GjGo]fefc = a constan t fo r k = 0 , 1 , ... , M 1. U4)
are th e sam e fo r al l k. Not e tha t Eut depend s onl y o n 6 , a^ k1 an d [G^Go]*^ ,

where a 2k i s determine d onc e th e receive r i s know n an d [GjGo]fcf c i s deter -
mined onc e th e transmitte r i s given . Therefor e whe n th e transceive r i s give n
and the bit rat e per symbo l b is fixed, Eut i s a fixed quantity an d i t i s the lowe r
bound o n th e transmitte d power , independen t o f th e bi t allocatio n \bk\k= ~ -
The lowe r boun d Eut i s achieve d i f an d onl y i f bit s ar e allocate d suc h tha t
22bkalk[GlGo]kk ar e equalized . Thi s conditio n implie s tha t
M-l 1/M
22bk 2 2b
= 2
GjGo T T (al . GjG o ) , for al l k.
i=0
That is , th e quantit y o n th e lef t i s independen t o f k. Solvin g th e abov e

equation fo r th e optima l bk, we hav e
bk = b-\log 2 ( < [GSGQ ] J+ ^ l o g 2 (nfjâl [GJCO ] J. (8.15 )

2
For th e 26/g-bi t QA M case , th e signa l powe r S Sik a n < l th e nois e varianc e <J\ als o satisf y
the sam e relatio n a s (8.11) , bu t th e SN R ga p fo r QA M i s give n b y th e formul a i n (2.21) .
Note t h a t i n genera l th e optima l bk i s no t a n integer . Moreove r th e right -

hand sid e o f (8.15 ) coul d b e negative . W e wil l addres s thi s issu e late r i n thi s
section.
We ca n quantif y th e performanc e improvemen t o f bi t allocatio n b y com -
paring Ebu wit h th e transmitte d powe r whe n ther e i s n o bi t allocation . I f
we d o no t appl y bi t allocation , ever y subchanne l carrie s b bits. T h e require d
t r a n s m i t t e d powe r ca n b e obtaine d b y settin g al l bk = b i n (8.12) , an d i t i s
given b y
mM-L
T2 26 ~ r
G
-^no-bit
N r Efc=0 < oG0 kk
T h e bi t allocatio n gai n i s thu s give n b y
Z^k=0 a ek GjGo
kk
Gbi; (8.16)
cf-iMJ
1/M '
In man y cases , th e transmitte r ha s th e sam e [GQGO]/C/ C fo r al l k. Fo r example ,

the C P - O F D M , Z P - O F D M , an d SC-Z P systems 3 studie d i n Chapte r 6 satisf y
such a condition . I n thi s cas e th e optima l bi t allocatio n reduce s t o
^= ^ - ^ og 2 ) + ^ i o g 2 (n^ U7)
More bit s ar e assigne d t o subchannel s wit h a smalle r a 2 (good subchannels)

and fewe r bit s ar e assigne d t o subchannel s wit h a large r a\ (bad subchannels).
Note t h a t i n thi s cas e th e optima l bi t allocatio n i s suc h t h a t s^ = T2 2hka2k
are equalize d fo r al l k; al l th e subchannel s hav e th e sam e signa l powe r s?fc.
In othe r words , whe n th e bit s ar e allocate d optimally , no power allocation is
needed. T h e bi t allocatio n gai n i s give n b y
M-
j_
E k=0 ' <
n
Qut M ^.18)
M-1 ( l/M *
k=o (* ;
T h e gai n Qît i s equa l t o th e rati o o f th e A M ove r th e G M o f th e outpu t nois e

variances a 2k. A s th e A M i s alway s large r t h a n equa l t o th e GM , th e gai n
can neve r b e smalle r t h a n on e an d i t i s equa l t o on e i f an d onl y i f al l th e
subchannels hav e th e sam e nois e variance . T h e gai n come s fro m th e disparit y
among o\ . Fo r transmissio n scenario s t h a t hav e a larg e differenc e i n th e
o u t p u t nois e variances , thi s gai n ca n b e substantial , a s w e shal l demonstrat e
later. Als o observ e t h a t th e bi t allocatio n gai n i s independen t o f th e bi t rat e
per symbo l b an d th e SN R ga p T , whic h i s determine d b y th e erro r rate .
Moreover i f al l th e variance s o\ k ar e scale d b y a commo n factor , th e gai n
remains th e same .
3
Note tha t i n a SC-C P system , th e las t v symbols , SM- ...,SM-1J ar e
duplicate d a s
it,
the cycli c prefix . Fo r thi s reason , [GjGo]fef e o f th e firs t (M v) subchannel s ar e differen t
from thos e o f th e las t v subchannels . Thi s wil l b e elaborate d later .
OFDM an d single-carrie r system s W e no w analyz e th e syste m perfor -

mance whe n th e optima l bi t allocatio n i s applie d t o th e previousl y studie d
O F D M an d single-carrie r system s (SC-C P an d SC-ZP) . Le t u s assum e t h a t
the channe l nois e q(n) i s whit e wit h varianc e A/o - Firstl y le t u s loo k a t th e
O F D M system . Fro m Chapte r 6 , w e kno w t h a t th e kth outpu t erro r vari -
ance o f b o t h th e C P - O F D M syste m an d Z P - O F D M syste m (wit h th e efficien t
receiver i n (6.15) ) hav e th e for m
2 -M )
(JPl = a
W
j27rk M
where C k = C(e / )i s th e fcth D F T coefficien t o f th e channe l c(n). T h e
parameter a i s a constan t equa l t o on e fo r th e C P - O F D M syste m an d equa l
to N/M fo r th e Z P - O F D M system . Fro m (8.17) , w e ge t th e optima l bi t
allocation a s
bk = 6 + log 2 (|C f c |) - ^ l o g 2 ( n ^ l Q Q.
T h e las t t e r m i s independen t o f A: . S o mor e bit s ar e allocate d t o subchannel s

with a large r gain . Th e correspondin g bi t allocatio n gai n i s
_ M M 2^k
^k= 0 \C k\
yofdm 1/M '
Uk=0 {\C k\2j
It i s equal t o th e rati o o f AM ove r G M o f l/\Ck\ 2- Th e gai n satisfie s Gofdm > 1

with equalit y i f an d onl y i f \Ck\ ar e th e sam e fo r al l k. W h e n th e channe l i s
highly frequency-selective , th e quantit y l/|C/e| 2 ca n var y greatl y wit h respec t
to k an d th e bi t allocatio n ca n improv e th e performanc e significantly . Als o
note t h a t Qofdm i s no t necessaril y a n increasin g functio n o f M. I t i s no t
difficult t o construc t example s wher e th e bi t allocatio n gai n decrease s whe n
the numbe r o f subchannels , M , increases . A s M approache s infinity , on e ca n
derive th e asymptoti c bi t allocatio n gain . Fo r a ver y larg e M , th e A M ca n b e
approximated a s
M - l2 7T
l^ l r* l duo
Similarly, w e ca n writ e th e G M a s
M-l/ M- l
II (Vl^| 2 )^= exp - ^ l n l / | C fc|
2
k=0 \ =k 0 /
W h e n M i s large , w e hav e th e followin g approximation :
n
M l 2
~ < i \ ^/ r \I dco
exp / I n w
fe=0 JC*| V *U o |CV' )l227r
If w e defin e th e rati o
exp ^J 0 I n | C(eJ-W)|2 2K)

2TT 1 dcv
Jo | C ( e ^ ) | 2 2T T
1/|C 0 (e i<0 )| 2
- -
0.2 0. 4 0. 6 0. 8
Figure 8.4 . Plot s o f l/\C 0(eJUJ)\2 an d l/\d(e JUJ)\2, wher e Co (z) = Kl + lz' 1) an d
Ci(z) = - E(l + 0.95z- 1).
then th e bi t allocatio n gai n Gofdm asymptotically approache s l/ . Th e quan -

tity i s a measur e o f th e flatnes s o f th e curv e l/\C(e juJ)\2 [159 , 164] . W e
have = 1 when l/|C(e j a ; )| 2 i s increasingly fla t an d i t become s smalle r whe n
l/|C(e j a ; )| 2 become s nonflat . I n othe r words , a smalle r implie s tha t th e
channel c(n) i s more frequency-selective . Fo r highl y frequency-selectiv e chan -
nels, ca n b e ver y smal l an d th e asymptoti c gai n ca n b e ver y large . Fo r
example, conside r th e tw o channel s
1
C0(z) = - ( 1 + 2Z' 1) an d d(z) (1 + 0.95Z- 1 ).
1.95
The flatnes s measur e i s given b y = 0.7 5 fo r l/\C 0(ejuJ)\2 an d = 0.097 5 fo r

l / | C i ( e ^ ) | 2 . W e ca n als o se e fro m Fig . 8. 4 tha t l/\C 0(ejuJ)\2 i s muc h flatte r
than l/|Ci(e j a ; )| 2 . A s a result , th e asymptoti c gai n fo r C\(z), whic h i s equa l
to 10.2 6 (abou t 1 0 dB), i s muc h large r tha n tha t o f Co(z), whic h i s onl y 1.3 3
(about 1. 2 dB) .
Secondly, let u s consider the single-carrier systems . Fo r the SC-C P system ,
the kth outpu t erro r varianc e o\ i s th e sam e fo r al l k. Th e transmittin g
matrix G o o f the SC-C P syste m i s
0\ v
Go \M-V 0
0L ,
It ca n b e verifie d t h a t th e quantitie s [GjGo]fcf c satisf y
for 0 < k < M - v\

[G0G0]/c/c = < 2 U9)
for M - u < k < M.
Substituting thes e result s int o (8.15) , w e find t h a t whe n th e bit s ar e allocate d

optimally, th e first ( M u) subchannel s ar e assigne d th e sam e numbe r o f bit s
and th e las t u subchannel s ar e assigne d th e sam e numbe r o f bits . Moreove r
the numbe r o f bit s assigne d t o th e las t u subchannel s ar e 0. 5 bit s fewe r t h a n
t h a t assigne d t o th e first ( M u) subchannels . Substitutin g (8.19 ) an d th e
fact t h a t al l a 2 ar e th e sam e int o th e bi t allocatio n gai n formul a i n (8.16) ,
we hav e
2 - / ^ ( 1 + z//M) .
Observe t h a t th e gai n Q sc.cv i s alway s large r t h a n one . Ther e i s bi t allocatio n

gain eve n thoug h o\ k i s th e sam e fo r al l k. Th e gai n i s du e t o th e disparit y
of [GgGoj/e/ e rathe r t h a n a^. I n Fig . 8.5 , w e plo t th e gai n agains t u/M fo r
0 < u/M < 1 . I t i s see n t h a t th e gai n decrease s monotonicall y t o on e a s
u/M decrease s t o zero . Th e gai n i s Gsc-cp = 1.49 , 1.23 , an d 1.11 , respectively ,
for u/M = 1/4 , 1/8 , an d 1/16 . I n practice , th e rati o u/M i s usuall y a smal l
number fo r th e reaso n o f spectra l efficiency . I n thi s case , th e gai n i s negligible .
T h u s bi t allocatio n i s no t use d i n th e SC-C P system . Th e sam e i s als o tru e
for th e SC-Z P system .
0.4 0. 6
v/M
Figure 8.5 . Bi t allocatio n gai n o f th e SC-C P system .

Optimal bi t allocatio n subjec t t o positivit y I n th e optima l bi t allocatio n

formulas, th e right-han d sid e o f (8.15 ) an d (8.17 ) coul d b e negative . W h e n
some bj i s negative , on e ca n se t i t t o zero . Thi s i s consisten t wit h th e K a r u s h -
Kuhn-Tucker (KKT ) optimalit y condition s an d bk remain s optima l subjec t
to positivit y [16] . Belo w w e wil l sho w ho w t o d o thi s fo r th e cas e o f equa l
[GQGO]/C/C. Recal l t h a t th e optima l bi t allocatio n formul a i s give n b y (8.17) .
We ca n rewrit e th e optima l bi t allocatio n a s bk = D log2 (Jk for som e constan t
D. B y settin g th e negativ e bit s t o zero , w e hav e
K
D log2 cr e/e, i f thi s i s positive ;
K otherwise.
$.20)
T h e constan t D i s chose n suc h t h a t th e followin g bi t constrain t i s satisfied :
M-l
6
E
M k=0 ^ b.
T h e abov e formula s hav e a beautifu l water-fillin g interpretation . I t i s lik e

pouring wate r int o a t a n k wit h a n uneve n floor log 2 cr ek (se e Fig . 8. 6 fo r a n
example). T h e numbe r o f bit s bk allocate d t o eac h subchanne l i s suc h t h a t
the wate r heigh t
D = b+ + log 2 a ek
is a constant . Equatio n (8.20 ) say s t h a t whe n log 2 (cr e/e ) i s large , w e "pour "
fewer bit s int o t h a t subchanne l an d vic e versa . I f fo r som e subchanne l th e
b o t t o m o f th e t a n k log 2 a ek i s to o hig h (log 2 a e3 i n Fig . 8.6) , the n n o bi t i s
allocated t o t h a t subchanne l (6 3 = 0 i n th e figure).
a.
water level D
M-\
a,
a,
a M-i
oti ak= l o g ae
7 c
2~ Jt
Figure 8.6 . Water-fillin g interpretatio n o f optima l bi t allocation .
Algorithm 8.1 . Non-negativ e intege r bi t allocatio n T h e optima l bi t

allocation formul a i n (8.17 ) ma y no t yiel d a non-negativ e intege r bk- T o
obtain a non-negativ e intege r bi t allocatio n fo r PA M symbols , on e ca n follo w
the followin g procedure .
236 8. Transceive r desig n wit h channe l informatio n a t th e transmitte r
(1) Se t negativ e bk t o zer o an d roun d eac h bk t o th e neares t integer . Le t

the resultin g non-negativ e intege r b e bk.
(2) Comput e th e bi t rat e b = 1 / M ^ T ^ " 1 b k. Le t p = M(b - b).
(3) I f p = 0, the n bk i s th e solution .
(4) I f p < 0 , the n find th e p subchannels correspondin g t o th e p smallest
r22ê2jGjG0l
LJ kk
For eac h o f thes e p subchannels, increas e th e correspondin g bk b y one .

T h e ne w bk i s th e solution .
(5) I f p > 0 , the n find th e p subchannels correspondin g t o th e p largest
T22lk(j; 2
GG0
Jfcfc
where bk > 1. Fo r eac h o f thes e p subchannels , decreas e th e correspond -

ing bk b y one . Th e ne w bk i s th e solution .
In [167] , th e author s propos e a n efficien t algorith m fo r optima l bi t allocatio n

of a non-negativ e integer . Moreover , th e complexit y o f the propose d algorith m
is independen t o f th e tota l numbe r o f bits .
Note t h a t whe n bi = 0 fo r som e i , n o informatio n bi t i s t r a n s m i t t e d i n th e
i t h subchannel . I t is intuitiv e t o se t s^ =0. Therefor e th e signa l powe r o f
the /ct h subchanne l i s
sk = [ T22lk <i i f ^ 0;
\ 0 , otherwise .
T h e t r a n s m i t t e d powe r become s Eut l / ^ 5 ^ i =o ^sAô^û an d th e cor -

responding gai n i s Q^t = no-bit/bit- A s th e lowe r boun d S^t may no t b e
achievable whe n bk ar e restricte d t o b e non-negativ e integers , i t follows t h a t
>ut ^ bit a n d Qut < Gut- Fro m previou s discussions , w e kno w t h a t th e
theoretical gai n Qut i s independen t o f th e bi t rat e b and th e symbo l erro r rat e
SER. Th e sam e i s no t tru e fo r Qut- Se e Proble m 8. 1 fo r a n example .
We ca n modif y Algorith m 8. 1 fo r QA M symbols . I n thi s case , th e bi t
adjustment i n Step s 4 and 5 is applie d onl y t o p / 2 subchannel s bu t bk ar e
increased (o r decreased ) b y 2 bits .
Example 8. 1 Conside r a zero-forcing transceive r wit h tw o subchannel s (tha t

is, M = 2) . Suppos e t h a t [ G ^ G 0 1= [G^G 0 = 1 . Le t th e nois e variance s
LJ oo L li
of th e tw o subchannel s b e
2_ ^ 2 _ ^
for som e 0 < a < 1 . S o th e rati o an d th e su m o f th e tw o nois e variance s ar e

1/a2 an d 1 , respectively . Th e theoretica l bi t allocatio n gai n i s therefor e give n
by
l + a2
Qut = ^ = 0.5(a+l/a) .
Observe t h a t th e gai n Gut ha s a minimu m o f on e whe n a = 1 , i n whic h cas e

the tw o subchannel s hav e th e sam e nois e varianc e o f 1/2 . As a decreases ,
the disparit y o f th e tw o nois e variance s increase s an d th e gai n increases . T o
see ho w th e bit s ar e allocated , le t u s conside r fr = 3 . I n Tabl e 8.1 , w e lis t
the optima l bi t allocatio n an d th e correspondin g gai n fo r b o t h th e theoretica l
optimal cas e an d th e suboptima l cas e o f non-negativ e intege r bi t allocatio n a s
obtained b y Algorith m 8.1 . A s w e ca n se e fro m th e table , whe n a decreases ,
more bit s ar e assigne d t o Subchanne l # 1 . Thi s i s consisten t wit h th e fac t t h a t
Subchannel # 1 i s increasingl y bette r t h a n Subchanne l # 0 a s a approache s
zero. Not e t h a t , althoug h th e gai n fo r th e suboptima l cas e i s smaller , th e gai n
can stil l b e quit e substantia l eve n whe n th e hig h bi t rat e assumptio n i s no t
valid (th e averag e bi t rat e fr i s onl y 3 i n thi s example) .
a2 fro, h Gbu fro, fri Gbu

1 3, 3 1 3, 3 1
IO- 1 2.17, 3.8 3 1.74 2,4 1.69
2
io- 1.34, 4.6 6 5.05 1,5 4.54
io-3 0.51, 5.4 9 15.83 1,5 12.75
Table 8 . 1 . Exampl e 8.1 . Compariso n o f theoretica l an d non-negativ e intege r bi t

allocations
Example 8. 2 I n thi s example , w e demonstrat e th e effec t o f bi t allocatio n o n

the B E R performanc e o f C P - O F D M system . T h e followin g tw o channel s ar e
considered:
C0(z) = l + 2z-\
d(z)= 1 + 0.95Z- 1 .
T h e numbe r o f subchannel s i s M = 6 4 an d th e C P lengt h i s v = 1 . T h e
average bi t rat e pe r symbo l i s fr = 4 . T h e modulatio n symbol s Sk ar e QA M
symbols wit h Gra y cod e mapping . T h e symbo l Sk satisfie s th e conjugat e
symmetric propert y i n (6.33 ) s o t h a t th e transmitte d signa l ha s rea l value .
Non-negative intege r bi t allocatio n i s applie d (Algorith m 8.1) . T h e transmit -
ted powe r i s an d th e channe l nois e i s assume d t o b e whit e an d Gaussia n
with varianc e A/o - S o th e SN R i s S/Afo. Figur e 8.7(a ) show s th e numbe r o f
bits allocate d t o th e subchannels . Du e t o th e conjugat e symmetri c property ,
the kth an d ( M k)th subchannel s ar e allocate d th e sam e numbe r o f bits .
From th e plot , on e realize s t h a t fo r CQ(Z) al l th e subchannel s hav e th e sam e
fr/c becaus e thi s channe l i s fairl y flat. O n th e othe r hand , C\(z) i s a lowpas s
filter; it s gai n i n th e high-frequenc y regio n i s muc h smalle r t h a n t h a t i n th e
low-frequency region . A s a result , n o bi t i s transmitte d ove r th e 31st , 32nd ,
and 33r d subchannels , whic h correspon d t o th e frequenc y bin s centere d a t
7T 7r/32 , 7T , and n + 7r/32 , respectively . Figure s 8.7(b ) an d (c ) sho w th e
B E R result s fo r CQ(Z) an d Ci(z), respectively . Fo r th e purpos e o f compari -
son, w e hav e als o include d th e B E R curv e fo r th e zero-forcin g SC-C P syste m
with n o bi t allocatio n i n thes e figures (a s M = 6 4 is much large r tha n v = 1 ,

the bit allocatio n gai n is negligible for the SC-C P system) . Fro m these figures,
we observ e that , fo r Co(z), th e SC-C P syste m ha s a bette r performanc e fo r
a moderat e BER , a s explaine d i n Chapte r 7 . Fo r C\(z), th e bi t allocatio n
significantly improve s th e BE R performanc e o f the CP-OFD M system . Fo r a
BER o f 1(T 6 , th e gai n i s mor e tha n 1 0 dB.
It i s interestin g t o not e tha t fo r highl y frequency-selectiv e channels , the
CP-OFDM system outperforms the SC-CP system when bit allocation is ap-
plied. Moreover , th e bi t allocatio n gai n ca n b e quit e substantial .
Under optima l bi t allocation , th e minimize d transmitte d powe r Eut de -

pends o n [GjGo]fcf c an d a^ k, wher e th e forme r i s determined b y the transmit -
ter an d th e latte r i s related t o the receiver . I n the following , w e will show how
to choos e th e transmitte r an d receive r s o that Eut i s minimized. Becaus e th e
ZP and Z J systems (Figs . 8.2 and 8.3 ) hav e different structures , w e will discuss
the optimizatio n o f thes e system s separatel y i n th e followin g tw o sections .
(a) '3
0 1 0 2 0 3 0 4 0 5 0 6 0
tone index
tr
UJ
(b) DO
- e SC-C P
- B CP-OFD M
- V CP-OFD M wit h bi t allocatio n
10"
51 01 52 0
SNR (dB)
10u
10"
DC
UJ
(c) DO
10"
- SC-C P
- CP-OFD M
- V CP-OFD M wit h bi t allocatio n
10"
10 2 0
SNR (dB)
Figure 8.7 . Exampl e 8.2. (a ) Bi t allocation ; (b ) BE R for C 0(z) = 1 + 2 * - 1 ; (c ) BE R

for Ci(z) = 1 + 0.95Z" 1.
240 8 . Transceive r desig n wit h channe l informatio n a t the transmitter
8-4 Optima l Z P transceiver s

A zero-forcin g Z P system ca n be implemented usin g t h e structure i n Fig. 8.2.
T h e fre e parameter s i n thi s syste m ar e a n M x M invertibl e matri x G zp a t
the transmitte r a n d a n arbitrar y M x v matri x A zp a t t h e receiver . I n t h e
following, w e will sho w ho w to choos e G zp a n d A zp s o t h a t t h e t r a n s m i t t e d
power Sbu i n (8.13 ) i s minimized . Fo r a give n A zpi w e deriv e t h e optima l
Gzpi base d o n whic h A zp i s optimized .
8.4.1 Optima lG zp
We firs t expres s t h e t r a n s m i t t e d powe r Sbu i n (8.13 ) i n term s o f G zp. T o

write t h e quantit y o\ k i n term s o f G zp, w e define t h e M x l vecto r
where t h e matrix B ^ p is t he left invers e o f Ci ow give n i n (8.4) . Usin g t h e fac t

t h a t S zp = G~p~B zp, w e can write e = S^ p q^ p = G~ p0. T h e autocorrelatio n
matrix o f t he outpu t nois e vecto r e i s give n b y
Re = G~ pR<9G~pT,
where R # i s t he autocorrelatio n matri x o f t he vecto r 6. T h e quantit y o\ k i s

the (/c , k)th entr y o f R e :
a G
lk = [ * p lR 0 G *p]fcfc-
From (8.13) , w e hav e
M X /M
TM ( ~ V
\k=0 )
Applying t h e H a d a m a rd inequalit y (Appendi x A ) to t he two positive definit e

matrices G ^ p G ^ p a n d G ^ R ^ G " ^ , w e ge t
ut > 22 b
(de t ( G t p G , p ) de t ( G - ^ Q - t ) ) 1 ^ .
Because t h e matri x G zp i s square, w e can simplify t h e right-han d sid e o f t he

above expressio n t o obtai n
ut > ^ 2 2 f e ( d e t R , ) 1 / M ^ ut>Gzp. (8.21 )
T h e equalit y hold s i f a n d onl y i f t h e matri x G zp satisfie s t h e followin g tw o

conditions:
(i) Gl pGzp i s diagonal ;
(ii) G ^ R f l G " ^ i s diagonal .

8.4. Optima l Z P transceiver s 241
Note t h a t th e lowe r boun d bit,G zp doe s no t depen d o n th e matri x G zp becaus e

0 i s independen t o f G zp. Thi s lowe r boun d i s achieve d i f an d onl y i f G zp
satisfies b o t h condition s (i ) an d (ii) . T h e first conditio n implie s t h a t th e
columns o f G zp ar e orthogonal , wherea s th e secon d conditio n mean s t h a t
G ^ 1 decorrelate s th e nois e vecto r 0. A s Ho i s positiv e semidefinite , i t i s
always diagonalizabl e b y som e unitar y matrix . Le t u s decompos e th e matri x
R<9 a s
R<9 = QzpEQtp,
where Q zp i s a n M x M unitar y matri x whos e column s ar e th e eigenvector s
of HQ an d T, i s a diagona l matri x consistin g o f th e correspondin g eigenvalues .
Combining condition s (i ) an d (ii) , w e conclud e t h a t G zp i s a matri x o f th e
form G zp = Q^pD , wher e D i s a n arbitrar y invertibl e diagona l matrix . Sinc e
Gzp = Qzp D achieve s th e lowe r boun d fo r an y invertibl e D , withou t los s o f
generality w e ca n choos e D = I an d w e ca n choos e th e matri x G zp a s
^ zp Îzp'
W i t h thi s choic e o f G zp an d usin g th e fac t t h a t S zp = G ^ B ^ , w e ca n expres s

the receivin g matri x S zp a s
S.p = Qi pV,PA-1[lM A zp]\Jtp. (8.22 )
Observe t h a t whe n G zp i s chose n optimally , th e autocorrelatio n matri x o f th e

o u t p u t nois e vecto r e become s
R
e= G~pIloG~J= S .
T h a t is , E[eie]:] = 0 fo r i ^ j ; the outpu t nois e component s ar e uncorrelated .

In summary , th e optima l transmittin g matri x G zp i s a unitar y matri x whos e
inverse decorrelate s th e outpu t nois e vector .
Note t h a t th e transmitte d powe r i s equa l t o bit,G zp whe n th e matri x G zp
is chose n a s Q zp an d th e bit s ar e optimall y allocate d accordin g t o th e formul a
in (8.17) . T h e quantit y bit,G zp depend s o n Ho- Recal l t h a t 0 = ~B zpq.zp,
where ~B zp depend s o n A zp a s give n i n (8.4) . Nex t w e ar e goin g t o sho w ho w
to choos e A zp s o t h a t bit,G zp i s minimized .
8.4.2 Optima lA zp
It follow s fro m (8.21 ) t h a t minimizin g bit,G z ls equivalen t t o minimizin g

d e t ( R ^ ) . T o deriv e th e optima l A zp t h a t minimize s d e t ( R ^ ) , le t u s decompos e
the N x N unitar y matri x XJ zp i n (8.3 ) a s
Vzp= [V 0 U i ] , (8.23 )
where U o an d U i consis t o f th e first M an d th e las t v column s o f U z p ,

respectively. Usin g thi s decomposition , w e ca n redra w th e receive r a s Fig .
8.8, i n whic h w e sho w onl y th e nois e component . Le t th e nois e vector s ^ 0 ,
/!]_, p 0 , an d r be , respectively , define d a s i n Fig . 8.8 . T h e n th e autocorrelatio n
matrices o f 0 an d r ar e relate d b y
Re = V zpRTVt
^ v
IJF W v w ~Q^
T
v
zp e
Figure 8.8 . Nois e pat h a t th e receive r o f a Z P system .
As V ^ p i s unitary , w e hav e det(R# ) = d e t ( R r ) . I t follow s fro m Fig . 8. 8 t h a t
det(Rr) = det(A~ 2)det(RPo),
where H po i s th e autocorrelatio n matri x o f p 0 . A s th e matri x A - i s inde -

pendent o f A zp, minimizin g d e t ( R r ) (an d henc e det(R#) ) i s equivalen t t o
minimizing det(R / 0 o ). T o solv e suc h a problem , le t u s defin e th e v x 1 vecto r
p l 5 th e ( M + i / ) x l vector s p , an d p , respectively , a s
Po , an d p Po
Pi=Pi,P
Pi Pi
Then, usin g th e fac t t h a t p 0 = p 0 + ^zpPii w e hav e
IM A Z
0 P,
I,
which implie s t h a t th e autocorrelatio n matrice s o f p an d p ar e relate d b y
J-M J-M
Hn R/y 3.24)
0 0
Moreover, fro m th e definition s o f th e vector s p , p 0 , an d p l 5 w e kno w t h a t th e

autocorrelation matri x o f p ca n als o b e writte n a s
HPo R poPi
H0
Rt H0
where R PoPl= ^ [ p 0 P i ] i s th e cross-correlatio n matri x o f p 0 an d p x. Usin g

the Fische r inequalit y (Appendi x A ) fo r positiv e definit e matrices , w e hav e
det(Rp)
det(RP0) >
det(RPl)'
with equalit y i f an d onl y i f ~R PoPl= 0 . Usin g (8.24 ) an d th e fac t t h a t

p = U q ^ , w e hav e det(R / 0 ) = d e t ( R M ) = det(H qzp) sinc e th e matri x
XJzp i s unitary . Becaus e p 1 = / i 1 ? we have d e t ( R P l ) = d e t ( R / X l ) . Usin g thes e

relations, t h e abov e equatio n ca n be expresse d a s
det(Ra )
Because b o t h q_ zp and \i x ar e independen t o f A z p , t h e abov e lowe r boun d i s

also independen t o f A zp. Moreover , thi s lowe r boun d ca n b e obtaine d i f and
only i f A zp i s chose n suc h t h a t
KP0P1 = E[(p 0 + A^MiWi ] = 0 . (8.25 )
Solving t h e abov e equation , t h e optima l A zp i s uniquel y give n b y
_1
Azp= - U j R ^ Ui (u{R gzpUi) . (8.26 )
It ca n be show n (Proble m 8.4 ) t h a t whe n A zp i s chose n a s above , t h e matri x

A z p i s t h e optima l estimato r o f p 0 give n t h e observatio n o f \i x. I n fact ,
the solutio n o f A zp i n (8.26 ) minimize s no t onl y d e t ( R ^ ) (whic h i s als o equa l
to d e t ( R e ) becaus e Q zp i s unitary) , b u t als o t h e tota l outpu t nois e powe r
given b y X)fc= o a lk o r t race(ê)- T o se e this , w e conside r Fig . 8.8 . Sinc e
the vector s e an d r ar e relate d throug h t h e unitar y matri x Q zpVZp, whic h
preserves traces , w e hav e
trace(Rr) = trace(R e).
On t h e other hand , becaus e A i s diagonal, t h e diagonal entrie s o f R r an d R p o

are relate d a s
[KT]kk = [H Po]kk/[A]kk.
Thus t h e minimizatio n o f trace ( R r ) ca n be achieve d i f each t e r m [ R ^ J / ^ ca n

be individuall y minimized . A s A zp i s t he bes t estimato r o f ^ 0 , t h e kth ro w
of Azp minimize s [RpJ/c/ c fo r 0 < k < M. Therefore , t h e solutio n o f A zp
given i n (8.26 ) i s also optima l fo r minimizing t h e total outpu t nois e trace (Re).
8.4.3 Summar y an d discussions

In t h e following , w e summarize t h e desig n procedur e fo r t h e optima l Z P sys -
tem.
(1) For m t h e N x M matri x Ci ow i n (8.2 ) an d comput e it s SV D Ci ow=

Uz P [A 0 ] T V j p . Partitio n t h e unitar y matri x XJ zp a s (8.23) .
(2) Give n t h e noise autocorrelatio n matri x ~R qzp, calculat e t h e optimal M x v

matrix A zp i n (8.26) .
(3) Comput e t h e matri x ~B zp in (8.4) . Fin d a unitar y matri x Q zp suc h t h a t

the matri x Ql p3zpRqzp'3l Q zp i s diagonal . T h e optima l transmittin g
matrix i s G zp = Q zp-
(4) T h e optima l receivin g matri x i s S zp = Q\ pB2p.

(5) Th e optima l bi t allocatio n i s give n b y (8.17 ) o r b y Algorith m 8.1 .
T h e minimu m t r a n s m i t t e d powe r o f th e optima l Z P transceive r i s give n

by
-\ 1 /M
f- o2 & d e t ( A ^ ) det(R9J
^zp,opt ^ ^ . (8.27 )
N
det(U t 1 R^ p U 1 )J
Some remark s o n th e optima l Z P system s ar e liste d below .
(1) A s th e optima l G zp= Q zp i s unitary , th e transmittin g matri x G o =

[Glp 0 ] T satisfie s G J G 0 = I M 5 i-e. th e column s o f G o ar e orthonor -
mal. Thi s mean s t h a t th e modulatio n symbol s si ar e t r a n s m i t t e d usin g
orthonormal vectors . Th e optima l Z P transceive r ha s a n orthonor -
ma I transmitter . Ther e i s n o los s o f generalit y i n usin g orthonorma l
transmitters.
(2) A s [GJGOU/ C = 1 fo r al l k, fro m (8.14 ) w e ca n conclud e t h a t al l modu -

lation symbol s Sk hav e th e sam e signa l powe r sy, n o powe r allocatio n
is neede d fo r th e optima l Z P system .
(3) Whit e nois e case . W h e n th e channe l nois e q(n) i s white, th e autocorre -

lation matri x o f th e nois e vecto r q zp become s ~R Qzp = A/oI . I n thi s case ,
the optima l A zp give n i n (8.26 ) become s
Azp = -UjU i (uJUi ) ' = 0 ,
where w e hav e use d U Q U I = 0 . Substitutin g A zp= 0 int o (8.4) , w e

have
Bzp= VzpA- 1 [ I M 0 ] Ut p.
One ca n verif y t h a t B ^ p i s i n fac t equa l t o (Ci owCiow)~1Ciow, th e

pseudo-inverse o f Ci ow. Th e nois e vecto r 0 ha s th e autocorrelatio n
matrix
He=N-0(Clw= Clow)-1 V ^ A t A ) " ^ .
As th e optima l G zp i s suc h t h a t G " 1 decorrelate s R# , w e ca n choos e
Gzp= V ^ p . Therefore , whe n q(n) i s white , th e optima l transmittin g
and receivin g matrice s simplif y t o
Gzp = V zp, S , P = A - 1 [ I M 0]U t . (8.28 )
A
From th e SV D expressio n Ci ow = U zp
V | p , w e ca n se e ho w th e
0
optimal transceive r works . Th e transmittin g matri x G zp cancel s th e
effect o f V | i n Ci ow, wherea s th e receivin g matri x S zp nullifie s th e
effects o f XJ zp an d A i n Ci ow. Th e minimize d t r a n s m i t t e d powe r i s
given b y
szp,opt = ^rN22bAfo t det A

( "
It ca n b e show n t h a t th e diagona l matri x A i s independen t o f th e phas e
of C ( e j a ; ) [163] . Thi s implie s t h a t th e minimize d t r a n s m i t t e d powe r i s
independent o f th e phas e o f C ( e j a ; ) ; th e channe l phas e doe s no t affec t

the performanc e o f th e optima l Z P syste m whe n th e nois e i s white .
For example , i f C(z) ha s th e facto r ( 1 0 . 5 z _ 1 ) an d w e replac e i t b y
(0.5 - 1 ) , th e performanc e o f th e optima l transceive r remain s th e
same.
(4) W h e n th e channe l nois e q(n) i s whit e an d th e channe l c(n) i s frequency -

nonselective, th e optima l transceive r i s no t uniqu e (se e Proble m 8.8) .
One o f th e solution s i s give n b y XJ zp = IN an d \ z p = I M - I n thi s case ,
the optima l Z P transceive r reduce s t o th e SC-Z P syste m wit h G zp = IM
and S zp = [I M 0] .
Example 8. 3 Optima l Z P systems . I n thi s example , w e evaluat e th e perfor -

mance o f th e optima l Z P transceive r i n a n ADS L environment . T h e channe l
C(z) i s th e equivalen t channe l afte r a time-domai n equalize r (TEQ ) i s use d
to shorte n DS L Loo p 6 [7] . T h e T E Q i s a fourt h orde r MSSN R T E Q an d
the shortene d channe l ha s orde r v = 4 . T h e nois e i s colore d an d i t include s
AWGN, N E X T an d F E X T [7] . T h e magnitud e respons e o f th e channe l C(z)
and th e powe r spectru m o f the colore d nois e q(n) use d ar e shown , respectively ,
in Fig . 8.9(a ) an d (b) . T h e symbo l erro r rat e i s SER = 1 0 - 6 an d th e averag e
bit rat e pe r sampl e i s R^ = bM/N = 2 . W e compar e th e transmitte d power s
of Z P system s optimize d unde r thre e differen t scenarios : (i ) th e optima l Z P
system; (ii ) th e Z P syste m optimize d unde r th e constrain t A zp= 0 ; (hi ) th e
ZP syste m optimize d unde r th e assumptio n t h a t th e nois e i s whit e althoug h
the actua l nois e i s colored . T h e thre e transmitte d power s ar e respectivel y
denoted b y zp,0pt, zp, A= o, an d zPiWh- Figur e 8.1 0 show s th e results . A s
expected, th e transmitte d powe r o f the optima l Z P syste m zPj0pt i s th e small -
est. B y comparin g zPj0pt an d Z P ,A= O? w e s e e t h a t , b y optimizin g A zp, w e
get a n improvemen t o f aroun d 2 d B fo r M = 1 0 an d 0. 5 d B fo r M = 50 . Thi s
gain reduce s a s th e numbe r o f subchannel s M increase s because , fo r larg e M ,
the dimensio n M o f th e signa l subspac e i s almos t a s larg e a s th e dimensio n
( M + v) o f th e receive d signal . Als o observ e fro m th e figure t h a t zp,opt i s
much smalle r t h a n zP:Wh- T h e gai n ca n stil l b e a s larg e a s 5 d B fo r M = 64 .
Thus, b y exploitin g th e nois e correlation , w e ca n significantl y improv e th e
system performance .
(a)
0.2 0. 4 0. 6 0. 8
Frequency normalize d by7t.
(b)
Figure 8.9 . Exampl e 8.3 . (a ) Magnitud e respons e \C{e ju)\ o f a TE Q shortene d

channel fro m a n ADS L environment ; (b ) th e nois e spectrum .
8.5. Optima l zero-jammin g (ZJ ) transceiver s 247
6 11 111 11
zp,whit e I
5 zp,A=0 -
/A zp,opt
4 "\
^_^ w'\A
E 3 \ / \ ^ . \A
CD
wer (d
2
o
Q.
1S
"D \
CD
-t< \
0 \
-t<
"E
\ \
rans
-1
^
-i'
-2 ^ ^ ^ \ ^^ ~~ ~ -
-3
-4 II III I I
10 1 52 02 53 03 54 04 55 0
M
Figure 8 . 1 0 . Exampl e 8.3 . Compariso n o f transmitte d powe r fo r thre e differen t Z P

systems.
8.5 Optima l zero-jammin g (ZJ ) transceiver s

In thi s section , w e deriv e th e optima l zero-forcin g Z J system . Th e bloc k
diagram o f a Z J syste m wa s show n i n Fig . 8.3 . Recal l fro m Sectio n 8.1. 2
that th e fre e parameter s tha t ca n b e designe d i n a zero-forcing Z J syste m ar e
an M x M invertibl e receivin g matri x S zj an d a v x M matri x A zj a t th e
transmitter. Fo r a give n A^- , w e will deriv e th e optima l S zj, base d o n whic h
Azj i s optimized .
8.5.1 Optima lS ZJ
We wil l firs t expres s th e transmitte d powe r Sut i n (8.13 ) i n term s o f S^- . A s

e = Szj-qzj , th e nois e varianc e a\ o f the M h subchanne l i s give n b y
^zj^qzjSzj
Jfefc
And sinc e G o = G zj = B^- S , we hav e
Szj &zj~BzjS zj
kk kk
Substituting thes e result s int o (8.13) , w e ge t
SzjRqzjSzj
kk
\k=o
Since bot h th e nois e autocorrelatio n matri x R gzj. an d B^-B^ - ar e positiv e

semidefinite, w e ca n appl y th e Hadamar d inequalit y t o obtai n
m > 2 2 b ( d e t l S j / B t - B ^ S j / l d e t ^ - ^ S t . ] ) 1
^.
Because th e matri x S^ - i s square , th e abov e expressio n ca n b e writte n a s
Sbit > 2 2 f e ( d e t p ^ . B ^ ] det[R , j) ^ = bit,sZ3 (8.29 )
Note tha t th e lowe r boun d bit,s zj i s independen t o f th e receive r S ^ an d i t

is achieved i f an d onl y i f the matri x S^ - simultaneousl y satisfie s th e followin g
two conditions :
(i) SzjKq^Slj i s diagonal ;
(ii) S ^ B ^ B ^ S ^ 1 i s diagonal ; tha t is , G^-G^ - i s diagonal .

The first conditio n mean s tha t th e receive r S^ - decorrelate s th e nois e vecto r
q^j, wherea s th e secon d conditio n implie s tha t th e transmitte r G zj i s or -
thogonal. T o deriv e th e optima l S^ - tha t satisfie s bot h conditions , w e first
decompose th e positiv e definit e matrix 4 R gzj. a s
1/2
R- R R1/2
1/2 1/ 2
for som e positiv e definit e matri x H Qzj. On e wa y t o identif y Hq zj i s th e
1/2
Cholesky decomposition . Th e matri x Hq zj i s als o know n a s th e Hermitia n
square roo t o f R q . Usin g th e abov e decomposition , i t ca n b e verifie d b y
direct substitutio n tha t Conditio n (i ) is satisfied i f S^- ha s the followin g form :
Szj = DQ^-R" 1 / 2 , (8.30 )
where Q zj i s an y M x M unitar y matri x an d D i s an y invertibl e diagona l

matrix. Usin g th e abov e expression , w e se e tha t Conditio n (ii ) i s equivalen t
to sayin g tha t th e matri x
D-tQ, i RVXB, i H#Q;/D- 1

is diagonal . Thi s i s tru e i f th e unitar y matri x Q zj diagonalize s th e positiv e
semidefinite matri x H qzj B ^jBzjTLq-i*.
- B ^ R ^ .. Therefor
Therefor e Conditio n (ii ) hold s i f th e
unitary matri x Q zj satisfie s
4
To avoi d degenerate d cases , w e assum e ^q zj i s positiv e definite . I n practice , thi s i s
almost alway s tru e a s Rq ZJ i s th e autocorrelatio n matri x o f a nois e vector .
8.5. Optima l zero-jammin g (ZJ ) transceivers 249
for som e diagona l matri x . Therefor e w e conclud e t h a t t h e lowe r boun d

bit,szj give n i n (8.29 ) i s achievable , an d it i s achieve d i f t he receivin g matri x
Szj i s chose n a s in (8.30 ) an d t he transmittin g matri x i s selecte d a s
Gzj = B ^ R ^ Q ^ . D - 1 . (8.31 )
Because thi s lowe r boun d i s achieve d fo r an y diagona l D , on e can choos e D

such t h a t G'l-Gzj = I M - T h a t is , there is no loss of generality in choosing an
orthonormal transmitter, a s in t he Z P case . I t i s shown i n Proble m 8.1 1 t h a t
1 /9
this normalizatio n conditio n i s satisfie d whe n D = 5 ] ' .
Note t h a t onc e t h e channe l an d nois e ar e given , t h e lowe r boun d bit,s zj
in (8.29 ) depend s onl y o n B ^ - , whose onl y fre e parameter s ar e t he element s
of t h e matri x A zj. I n wha t follows , w e wil l optimiz e A zj s o t h a t thi s lowe r
bound i s minimized .
8.5.2 Optima lA zj
From t h e expressio n fo r bit,s zj m (8.29) , w e see t h at t h e matri x A zj shoul d

be chose n suc h t h a t d e t p j - B ^ - ] i s minimized . Recal l fro m (8.7 ) t h a t
I
B V A " 1
^ ,
*->zj v zj A ZJ
where JJ zj an d \ zj ar e square unitar y matrice s define d i n (8.6) . Substitutin g

the abov e expressio n int o det[B ^ B ^ ] , we hav e
det[B^.B^] = d e t [ A - 2 ] det[ I + A ^ A ^ - ] .
As A*-A zj i s positiv e semidefinite , i t ca n be show n (Proble m 8.17 ) t h a t
det[I + A ^ . A ^ ] > 1
with equalit y i f an d onl y i f A ZJ- = 0 . Henc e t h e transmitte d powe r satisfie s
bit,szj > ^ 22 f c
[det(A" 2
) det(R,J]1/M = ZJ,opt. (8.32 )
Equality hold s i f an d onl y i f A ZJ- = 0 . Therefore , t h e optima l transmitte r i s

given b y
G ^ V o A - ^ . S - 1 ,
where V o i s t he N x M matri x consistin g o f t he first M column s o f \ zj.
8.5.3 Summar y an d discussions

T h e desig n procedur e fo r t h e optima l zero-forcin g Z J syste m i s summarize d
as follows .
(1) For m t h e matrix C up i n (8.2) and compute it s SVD Cup = U zj [ A 0 ] V^ .

Find it s right invers e ~B zj = V o A U ' , where V o is t he N xM matri x
consisting o f t he first M column s o f V zj.
2
(2) For m th e matri x * = R^B^-B^R^ , wher e K qzj i s th e M x M
autocorrelation matri x o f <3Uj-
(3) Decompos e th e matri x \l > a s \l > = Q ^ E Q ^ - , wher e Qr*tz- i s a unitar y

matrix consistin g o f th e eigenvector s o f \l / an d X I i s a diagona l matri x
consisting o f th e correspondin g eigenvalues .
(4) Calculat e th e optima l transmittin g matri x G zj = T$ zjHqzj Cf z -Yt~ ' .
(5) Calculat e th e optima l receivin g matri x S^ - = Tt 1'2QzjTlqz/ .
(6) Allocat e th e bit s bk a s i n (8.17 ) o r b y Algorith m 8.1 .
T h e n th e minimu m t r a n s m i t t e d powe r zj,0pt i s a s give n i n (8.32) . I n th e

following, som e remark s o n th e optima l Z J syste m ar e i n order .
(1) I n th e optima l Z J system , th e transmittin g matri x G zj ca n b e chose n t o

be orthonorma l withou t los s o f generality . A s a result , w e ca n conclud e
from (8.14 ) t h a t n o powe r allocatio n i s needed fo r th e optima l Z J syste m
and al l Sk hav e th e sam e signa l power .
(2) Substitutin g th e expressio n S^ - = Y l1'2QtZj'iqzj' int o e = S ^ q ^ - , on e

immediately finds t h a t th e autocorrelatio n matri x R e o f the outpu t nois e
vector e i s a diagona l matrix . I n th e optima l Z J system , th e outpu t nois e
is als o decorrelated .
(3) Whit e nois e case . W h e n th e nois e i s white , ~R qzj = A/oI . I t ca n b e

shown (Proble m 8.12 ) t h a t th e optima l transmittin g an d receivin g ma -
trices reduc e t o
1
Gzj=V0, S ^ A " ^ . , (8.33 )
respectively. Fro m th e expressio n C up = U^-[ A 0]V\L- , w e se e t h a t th e

receiving matri x cancel s th e effec t o f XJ zj an d A , wherea s th e transmit -
ting matri x equalize s th e effec t o f V ^ .
(4) Simila r t o th e Z P case , whe n th e nois e i s whit e an d th e channe l i s

frequency-nonselective, th e optima l Z J syste m i s no t unique . On e o f
the solution s i s give n b y
IM
GZj and S zj J-M -
0
In thi s case , th e optima l Z J syste m become s a Z P syste m an d i t reduce s

to th e SC-Z P system .
(5) Compariso n wit h th e Z P systems . I n Z J systems , nonzer o prefi x sam -

ples ar e padded . Ther e i s IB I i n th e receive d signa l du e t o th e channel .
To remov e IBI , th e receive r retain s onl y M sample s o f eac h block . Al -
though th e transmitte r send s ou t N sample s fo r ever y M inpu t symbols ,
the receive r use s onl y M sample s fo r decoding . O n th e othe r hand , i n Z P
systems, zero s ar e padde d a t th e en d o f ever y M samples . Afte r pass -
ing throug h th e channel , sample s ar e sprea d t o nonoverlappin g block s
of lengt h N. A s ther e i s n o IBI , al l th e N sample s ca n b e use d fo r
8.5. Optima l zero-jammin g (ZJ ) transceiver s 251
decoding. Ther e ar e mor e observation s tha n unknowns ; th e dimensio n

of th e signa l subspac e i s M , wherea s th e receive d signa l ha s dimensio n
TV = M + v. Th e eigenstructur e o f the signa l subspac e ca n b e exploite d
to ou r advantag e i n Z P systems . Therefore , th e performanc e o f Z P sys -
tems i s generally bette r tha n tha t o f Z J system , a s demonstrated i n th e
example below .
(6) O n th e optima l solutio n o f th e matrice s A zp an d A zj. Fo r Z P sys -
tems, th e fre e paramete r A zp ca n b e exploite d t o improv e furthe r th e
performance. O n th e othe r hand , i t i s foun d that , fo r Z J systems , th e
optimal A zj = 0 . T o explain thi s difference , le t u s firs t conside r th e Z P
system. Not e tha t th e matri x A zp i s a t th e receiver . Whe n th e channe l
noise i s colored , th e matri x A zp a t th e receive r ca n b e use d t o reduc e
the nois e varianc e (an d henc e achiev e a smalle r transmissio n power )
when th e nois e component s ar e correlated . Whe n th e nois e i s white ,
the optima l A zp reduce s t o a zer o matrix . Fo r Z J systems , th e matri x
Azj i s at th e transmitter . I f the inpu t symbol s ar e correlated , the n A zj
can b e chose n t o deco r relate th e input . However , i n ou r derivatio n th e
input symbol s Sk ar e assume d t o b e uncorrelated , thu s A zj canno t b e
exploited t o reduc e th e transmissio n powe r further .
Optimal cyclic-prefixe d (CP ) transceivers . I n Z J systems , th e redundan t

samples ar e implicitl y embedde d i n th e transmissio n block . On e importan t
special cas e o f Z J system s i s th e C P syste m studie d i n Sectio n 5.4.2 . Fo r a
CP system , th e transmittin g an d receivin g matrice s becom e
Go = T? cpGcp an d S o = S c;p[0 I M ],
where bot h G cp an d S cp ar e M x M matrice s an d F cp i s th eT V x M matri x
describing th e actio n o f addin g C P (se e (5.14)) , whic h w e reproduc e below :
0\ v
F \M-V 0
*- cp 0L ,
From Sectio n 5.4.2 , w e kno w tha t th e operation s o f addin g C P a t th e trans -
mitter an d removin g C P a t th e receive r conver t th e LT I channe l C(z) t o
an M x M circulan t matri x C circ o f th e for m i n (5.19) . Therefor e th e C P
transceiver i s zero-forcin g i f an d onl y i f
^cp^circ^cp *-M-
The abov e conditio n implie s tha t al l thre e matrice s S cp , C c i r c , an d G cp ar e

invertible. W e kno w tha t C circ i s invertibl e i f an d onl y i f al l th e DF T coeffi -
cients o f the channe l ar e nonzero . Le t u s assum e tha t C c ^ rc i s invertible . Fo r
a give n invertibl e receivin g matri x S cp , th e zero-forcin g conditio n infer s tha t
the transmittin g matri x i s
^cp y^cp^circ)
Therefore, i n a C P system , th e onl y fre e paramete r tha t ca n b e designe d i s

the invertibl e matri x S cp. B y repeatin g th e earlie r optimizatio n process , w e
252 8 . Transceive r desig n wit h channe l informatio n a t the transmitter
can obtai n t h e optima l zero-forcin g C P system . Thi s i s lef t a s a n exercis e

(Problem 8.18) . T h e desig n procedur e fo r optima l C P system s i s as follows .
(1) For m t h e matri x * = ( R g / p 2 C ^ c F t p F c p C ^ c R ^ 2 ) , wher e TL qzj i s t he

autocorrelation matri x o f t he nois e vecto r q_ zj.
(2) Decompos e t h e matri x \l > a s ^ = Q j p E Q c p , wher e Ql p i s a unitar y

matrix consistin g o f t he eigenvector s o f \l/ , a nd X I is a diagona l matri x
consisting o f t he correspondin g eigenvalues .
(3) Obtai n t h e optimal receivin g matri x S o = [ 0 I M ] S CP = XI' Q cp[0 \M\-

1
(4) Obtai n t h e optima l transmittin g matri x G o = F cpC^rcS^p .
(5) Allocat e t h e bit s bk as in (8.17 ) o r b y Algorith m 8.1.
T h e minimu m t r a n s m i t t e d powe r i s given b y
cP,oPt = 22 b
(2-detlr-tr- 1] det[R,j) 1/M ,
where r i s an M x M diagona l matri x consistin g o f t he D FT coefficients Ck =

C ( e j 2 7 r / e / M ) . Comparin g t h e abov e expressio n wit h (8.32) , on e immediatel y
realizes t h a t t h e rati o o f cp,opt ove r zj,opt i s give n b y
1 M
1 . /
&cp,opt cyyjM
&zj,opt det[A~2]
T h e facto r 2 VIM i s alway s large r t h a n unit y a n d i t approache s on e when M

increases. I t i s foun d numericall y t h a t t h e rati o
[detlT^T-1]/det[A-2]j
is als o alway s large r t h a n unit y a n d it decrease s a s M increases . The optimal

CP system always needs more transmitted power than the optimal ZJ system.
Moreover, t h e difference become s smalle r whe n M increases . Thi s i s consisten t
with t h e fact t h a t t h e CP syste m i s a specia l cas e o f t he Z J system . I t ca n be
shown (Proble m 8.18 ) t h at t h e optima l transmittin g matri x G o als o satisfie s
G Q G O = I M 5 t h e transmitte r i s orthonormal. Furthermore , t h e outpu t nois e
vector o f t he optima l C P syste m i s als o decorrelated .
T h e C P - O F D M syste m belong s t o t he class of CP systems. A s t he optima l
C P syste m achieve s t h e minimu m t r a n s m i t t e d powe r amon g al l zero-forcin g
systems wit h a CP , we have zj,0pt < cp,opt < cp-ofdm- I n fact, cp,opt ca n be
much smalle r t h a n cp-ofdm, a s we shall se e in Exampl e 8.4 . I t i s interestin g
to not e t h a t , whe n t h e nois e i s white , t h e optima l C P transceive r become s
the C P - O F D M syste m (se e Problem 8.13) .
Example 8. 4 Optima l Z J systems . T h e transmission channe l a n d t he trans -

mission environmen t setting s ar e t h e sam e a s thos e i n Exampl e 8.3 . W e
compare t h e t r a n s m i t t e d powe r o f thre e Z J systems : (i ) zj,opt, (h ) cp,opt>
and (iii ) cp-ofdm' Figur e 8.1 1 show s t h e result s fo r M = 1 0 t o 50 . A s a
6 11 1 11 -11 1
cp-ofd m 1
5
\ cp,opt H
zj.op t 1
4 \ zp.opt h
\
DQ 3 \
"D V
o2 \ J
^.
o
- 1 ^ -^ -^
"D
* ""- " -^
.* . ^'^--. .-
CD
1 ._.__ - j
CO
.
- 1
V
N. * # H
i_
""' ^ \* ' .
-2 ^ " ^ ^ ^ ' " "
-^
-3
-4 11 1 11 _i i 1
10 1 52 0 25 30 35 40 45 50
M
Figure 8 . 1 1 . Exampl e 8.4 . Compariso n o f transmitte d power .
comparison, th e transmitte d powe r fo r th e optima l Z P syste m zPj0pt i s als o

shown i n th e plot . T h e optima l Z J syste m ha s approximatel y 2. 5 d B gai n
( M = 50 ) t o 4 d B gai n ( M = 10 ) ove r th e C P - O F D M systems ; th e gai n o f
zj,opt ove r cp,opt i s approximatel y 1. 2 d B fo r M = 1 0 and 0. 3 d B fo r M = 50 .
We als o se e i n thi s exampl e t h a t th e optima l Z P syste m perform s bette r
t h a n th e optima l Z J system . T h e differenc e ca n b e a s larg e a s 2 d B whe n
M = 10 . T h e reaso n i s t h a t i n Z P system s al l th e sample s i n th e receive d
block o f siz e N ca n b e employe d a t th e receiver , wherea s i n Z J system s onl y
M sample s pe r receive d bloc k ar e available . I n numerica l experiments , i t i s
found t h a t i t i s tru e t h a t th e optima l Z P syste m outperform s th e optima l
ZJ syste m fo r mos t cases . However , a s Z P an d Z J system s ar e tw o differen t
classes o f systems , i t i s possibl e t o construc t to y example s (se e Proble m 8.19 )
such t h a t a Z J syste m i s better .

There hav e bee n man y report s i n th e literatur e o n th e desig n o f transceiver s
t h a t ar e optimize d fo r a variet y o f differen t criteria . T h e desig n method s
described i n thi s chapte r wer e adopte d fro m [73 , 75] . On e o f th e earl y design s
of optima l multicarrie r transceive r system s wa s give n b y [63] . T h e zero-forcin g
ZP bloc k transceive r wa s optimize d unde r th e assumptio n t h a t th e channe l
noise i s whit e an d th e resultin g optima l transceive r i s calle d a vecto r codin g
transceiver. I n [135] , zero-forcin g bloc k transceiver s t h a t minimiz e th e mea n

squared erro r wer e derived . I n [92] , th e autho r derive d F I R transceiver s wit h
minimum mea n square d error , withou t restrictin g th e filte r order s t o b e les s
t h a n th e bloc k size . I n [109 ] an d [110] , th e result s presente d i n thi s chapte r
were generalize d t o th e multiuse r cas e an d th e multiflo w case , respectively . I n
these cases , differen t user s migh t hav e differen t qualit y o f service requirements .
It wa s foun d t h a t , eve n thoug h th e bi t allocatio n migh t b e differen t fro m th e
single-user case , th e optima l transmittin g an d receivin g matrice s wer e th e
same a s thos e presente d i n thi s chapter . I n [186] , unde r th e B E R constraint s
the author s derive d th e optima l transceive r t h a t minimize s th e t r a n s m i t t e d
power. I n [142] , th e author s investigate d th e conditio n o n th e modulatio n
symbols fo r th e optimalit y o f orthonorma l transceiver s whe n th e assumption s
of hig h bi t rat e a n d / o r fractiona l bk wer e relaxed . Optima l transceiver s wit h
decision feedbac k an d bi t loadin g wer e derive d i n [177] . Reader s ar e referre d
to th e abov e reference s fo r furthe r exploration .
8-7 Problem s
8.1 Suppos e w e hav e a zero-forcin g transceive r wit h thre e subchannels . T h e
output nois e variance s are , respectivel y
< r e 2 0 = 0 . 1 , ^= 0 . 0 1 , < = 0.001 .
Suppose t h a t th e inpu t symbol s ar e PA M an d [GjGo]fcf c = 1 fo r al l k.

Find th e optima l bk, th e non-negativ e intege r bk, an d th e correspondin g
bit allocatio n gain s fo r th e followin g cases :
(a) th e bi t rat e pe r symbo l i s b = 3 an d th e symbo l erro r rat e i s

SER = 10- 6;
(b) th e bi t rat e pe r symbo l i s b = 2 an d th e symbo l erro r rat e i s
SER = 10- 6;
(c) th e bi t rat e pe r symbo l i s b = 2 an d th e symbo l erro r rat e i s
SER = 10- 4.
From thi s example , w e se e t h a t fo r th e cas e o f non-negativ e intege r bi t

allocation, th e gai n depend s o n b o t h th e bi t rat e an d th e SER .
8.2 Le t Jf c b e th e k x k reversa l matrix . Prov e t h a t th e matrice s Ci ow an d

Cup ar e relate d b y C up = J MCfowJN.
8.3 Le t th e SVD s o f th e N x M matri x Ci ow an d th e M x N matri x C up

be denoted , respectively , b y
^low ^ low VL. C up = Vup[Aup 0]V t
Using th e resul t i n Proble m 8.2 , sho w t h a t
(a) th e unitar y matrice s XJiow, Vi owl XJ up, an d W up ca n b e chose n suc h

that
U w p= JMV|* OW, V =
up XJ 1OWJN',
8.7. Problem s 255
(b) whe n t h e unitar y matrice s ar e chose n s o t h a t t h e abov e relation s

are satisfied , t h e tw o diagona l matrice s Ai ow an d A up i n t h e tw o
SVD expression s ar e t h e same . I n othe r words , sho w t h a t Ci ow
and C up hav e identica l singula r values .
8.4 Conside r Fig . 8.8 . Le t u> = A zp/j,1. Us e t h e orthogonalit y principl e

to sho w t h a t , i f A zp i s chose n optimall y a s (8.26) , the n u) i s t h e bes t
estimate o f /J, 0 give n t h e observatio n o f \i x.
8.5 Giv e on e exampl e t o sho w t h a t t h e bi t allocatio n gai n Qut o f t h e C P -

O F D M syste m ca n decreas e whe n t h e numbe r o f subchannel s M in -
creases.
8.6 Conside r t h e Z P - O F D M system . Suppos e t h a t t h e computationall y ef -

ficient zero-forcin g receive r i n (6.15 ) i s employe d fo r symbo l recovery .
Assume t h a t t h e nois e q(n) i s white wit h varianc e A/o - Comput e t h e bit
allocation gai n an d express you r answe r i n terms o f t he D FT coefficient s
Ck o f t he channel c(n). Unde r wha t conditio n i s t he gain equa l t o unity ?
8.7 Le t t h e channe l c(n) an d t h e nois e q(n) b o t h b e real . Sho w t h a t t h e

o u t p u t nois e variance s o f t he C P - O F D M syste m satisf y
2_ 2
for k = l , 2 , . . . , M / 2 ( M even) . Prov e t h a t t h e optima l bi t alloca -

tion als o satisfie s bk = 6M-/C , fo r k = 1 , 2 , . . . , M / 2 . Thi s implie s t h a t
there i s no los s o f optimalit y i n restrictin g t h e symbol s Sk to satisf y t h e
conjugate symmetri c propert y i n (6.33 ) whe n t h e syste m i s a baseban d
communication system .
8.8 Suppos e t h a t , i n a Z P system , t h e nois e q(n) i s whit e an d t h e channe l

has onl y on e nonzer o t a p . Le t t h e SV D o f t h e channe l matri x Ci ow
be U z p A \ \ p . Sho w t h a t t h e optima l Y zp ca n b e a n arbitrar y unitar y
matrix. Expres s t h e correspondin g XJ zp i n term s o f V zp.
8.9 Conside r a zero-forcin g Z P syste m wit h M = 2 an d v = 1 . Le t t h e

channel b e C(z) = \ Jrz~1. T h e noise i s colored wit h t h e autocorrelatio n
coefficients give n by rq(k) = A/*o0.5l fel. Fin d t h e optimal transmittin g an d
receiving matrices . Suppos e 6 = 4 and A/o = 0 . 1 . W h a t i s t he minimu m
transmission powe r neede d fo r a n SE R of 1 0 - 6 ?
8.10 Repea t t h e abov e proble m fo r a zero-forcin g Z J system .
8.11 Sho w t h a t , whe n D = 5 ] 1 ' 2 , t h e transmittin g matri x G zj i n (8.31 ) o f

the optima l Z J syste m satisfie s G ^ -Gzj = I M-
8.12 Sho w t h a t , whe n t h e nois e i s white, t h e transmittin g an d receivin g ma -

trices o f t h e optima l Z J syste m reduc e t o thos e give n i n (8.33) . Fin d
the expressio n fo r t h e minimu m transmitte d powe r i n thi s case .
8.13 Sho w t h a t , whe n t h e nois e i s white , t h e optima l C P transceive r i s t h e

C P - O F D M system .
.14 Pre-whitening approach. Conside r th e Z P syste m i n Fig . 8.2 . Le t H qzp

be th e N x N autocorrelatio n matri x o f th e nois e vecto r q_ zp. Suppos e
1/2
t h a t w e appl y th e pre-whitenin g matri x Hq zp t o white n th e nois e a s
channe l matri x C[ ow =
in Fig . P8.14 . Thu s w e hav e a ne w -1/2 R _1/2Côw,
and th e ne w nois e vecto r q zp R qzp q_ zp i s white .
(a) Fin d th e ne w optima l matrice s G' zp an d S' zp. Ho w ar e th e ne w

optimal transmittin g an d receivin g matrice s relate d t o th e optima l
Gzp an d S zp give n i n Sectio n 8.4.3 ?
(b) Sho w t h a t th e minimu m t r a n s m i t t e d power s o f th e tw o optima l
transceivers (wit h an d withou t th e pre-whitenin g matrix ) ar e th e
same. I n othe r words , on e ca n emplo y thi s pre-whitenin g approac h
for th e desig n o f optima l Z P transceive r fo r th e colore d nois e case .
T h e sam e approac h ca n b e adopte d fo r th e desig n o f Z J systems .
w
w \*
w
w W
G
'p ^low

S'zp

w w w
\J
X
M-\
w
Figure P 8 . 1 4 . Z P syste m wit h a pre-whitenin g matrix .
.15 Suppos e t h a t th e setting s ar e identica l t o thos e i n Proble m 8.9 . Us e th e

pre-whitening approac h t o desig n th e optima l Z P transceiver . C o m p u t e
the minimu m t r a n s m i t t e d powe r an d sho w t h a t i t i s th e sam e a s t h a t
obtained i n Proble m 8.9 .
.16 Repea t Proble m 8.1 5 fo r th e Z J system .
.17 Le t Afc , for 0 < k < M 1, be th e eigenvalue s o f the matri x ( I + A j - A ^ ) .
(a) Prov e t h a tA & > 1 ; the n sho w t h a tA & = 1 fo r al l k i f an d onl y i f

AZJ = 0 .
(b) Sho w t h a t d e t [ I + A ^ Azj] > 1 , with equalit y i f and onl y i f A zj= 0 .
.18 Deriv e th e expression s fo r S c p , Go , an d Cp,opt of the optima l C P system .

Also sho w th e following :
(a) th e transmittin g matri x G o satisfie s G Q G O = I M 5

(b) th e autocorrelatio n matri x R e o f th e outpu t nois e e = s " s i s
diagonal; t h a t is , th e receivin g matri x decorrelate s th e nois e vector .
8.7. Problem s 257
8.19 Le t th e channe l an d nois e powe r spectru m b e given , respectively , b y
C(z) = 1 + 2Z- 1 + z~ 2 an dS q(e

juJ
)= \C(e juJ 2
)\ .
Suppose tha t M = 2 an d v = 2 . Comput e th e rati o Zp,opt/zj,opt-

Verify tha t thi s rati o i s large r tha n one , provin g tha t th e optima l Z J
system outperform s th e optima l Z P syste m i n thi s case .
9
D M T system s wit h improve d
frequency characteristic s
The topi c o f frequenc y response s o f the transmittin g an d receivin g filter s ha s

not come into our earlier discussions of transceiver design . Th e frequency char -
acteristics o f th e filter s ar e als o a n importan t aspec t o f transceive r designs .
The stopban d attenuatio n o f th e transmittin g (receiving ) filter s determine s
how well separated th e subchannel s ar e i n the frequenc y domai n a t th e trans -
mitter (receiver) . Frequenc y separatio n a t th e transmitte r sid e i s importan t
for th e contro l o f spectra l leakage , i.e . undesire d out-of-ban d spectra l com -
ponents. Poo r separatio n wil l lea d t o significan t spectra l leakage . Thi s coul d
pose a proble m i n application s wher e th e powe r spectru m o f the transmitte d
signal i s require d t o hav e a larg e rollof f i n certai n frequenc y bands . Wire d
applications wit h frequenc y divisio n multiplexing , e.g . ADS L an d VDSL , ar e
such example s [7 , 8] . Th e powe r spectru m o f th e transmitte d signa l shoul d
be properl y attenuate d i n th e transmissio n band s o f th e opposit e directio n
to avoi d interference . Th e powe r spectru m shoul d als o b e attenuate d i n am -
ateur radi o band s t o reduc e interferenc e t o radi o transmission , calle d egress
emission [8] . O n th e othe r hand , poo r frequenc y separatio n a t th e receive r
side result s i n poo r out-of-ban d rejection . I n ADS L an d VDS L applications ,
some of the frequenc y band s ar e als o used b y radio transmissio n system s suc h
as amplitude-modulatio n station s an d amateu r radio . Th e radi o frequenc y
signals ca n b e couple d int o th e wire s an d thi s introduce s radio frequency in-
terference (RFI ) o r ingress [29] . Poo r frequenc y selectivit y o f th e receivin g
filters mean s man y neighborin g tone s ca n b e affected . Th e signa l t o interfer -
ence nois e ratio s o f thes e tone s ar e reduce d an d th e tota l transmissio n rat e
decreased.
We foun d i n Chapte r 6 that i n the DM T transceive r th e transmittin g an d
receiving filter s com e fro m rectangula r windows . Th e spectra l sidelobe s o f
these filter s ar e ofte n inadequat e t o provid e sufficien t subchanne l separation .
In thi s chapter , w e wil l us e a filte r ban k approac h t o improvin g frequenc y
separation amon g subchannels . Base d o n the filte r ban k representatio n o f th e
DMT transceiver , w e will introduce wha t w e call subfilters i n the subchannels .
We ca n includ e th e subfilter s withou t changin g th e ISI-fre e propert y o f th e
DMT syste m b y usin g a cycli c prefi x slightl y large r tha n th e channe l order .
For th e transmitte r side , th e subfilter s ca n improv e th e spectra l rollof f o f th e
259
260 9. D M T system s w i t h improve d frequenc y characteristic s
transmitted spectru m whil e having littl e effec t o n the erro r rat e performance .
For th e receive r sid e RF I ca n b e suppresse d an d th e transmissio n rat e ca n
be improve d considerably . Moreover , whe n th e subfilter s for m a DF T bank ,
they ca n b e tie d nicel y t o windowing, a very usefu l metho d tha t improve s th e
frequency characteristic s o f th e DM T system . Thi s wa y th e window s use d
in windowin g ca n als o b e optimize d throug h th e desig n o f subfilters . I n th e
literature man y windowin g an d non-windowin g method s hav e bee n propose d
to achiev e bette r subchanne l frequenc y separation . Intereste d reader s ar e
referred t o Sectio n 9. 8 fo r mor e reference s o n thi s topic .
9-1 Sidelobe s matter !

The sidelobe s o f th e transmittin g an d receivin g filter s ar e bot h importan t i n
transceiver designs . W e wil l firs t examin e th e transmitte d powe r spectru m
and se e ho w i t i s affected b y the frequenc y characteristic s o f the transmittin g
filters. Figur e 9. 1 show s th e transmitte r wit h a D/ C converter . Recal l tha t
the powe r spectru m o f th e transmitte d signa l ca n b e obtaine d b y summin g
the powe r spectr a a t th e output s o f the transmittin g filter s (Sectio n 6.5) , i.e .
sx(ejn = ^J2
^\F*(eJ^\2i
keA
where A i s the se t o f subchannels tha t ar e actuall y use d fo r transmissio n an d

Sjk i s the powe r o f the kth subchanne l signal . Eac h transmittin g filte r Fk(z)
is a bandpass filte r centere d a t 2kir/M. After th e D/ C converte r (Figur e 9.1) ,
%()
r^n
-+ J'oCO
i i
x(n)
D/C
tT
Pi(t) -> x a(t)
s
:(") fiV Fx(z)
ii
W">- ffF -> FM-\V) I
transmitter
Figure 9 . 1 . Transmitte r show n wit h a continuous-tim e outpu t x a(t).
the spectru m o f the continuous-tim e transmitte d signa l x a (t) i s
keA
where T i s th e underlyin g sampl e spacin g an d P\(jQ) i s th e transmittin g

pulse. A s Fk(e^) an d Pi(jQ) ar e no t idea l filters , th e spectru m i s nonzer o
9.1. Sidelobe s matter ! 261
not onl y i n th e frequenc y bin s o f th e subchannel s t h a t ar e used , bu t als o i n

other frequenc y bands ; thi s i s referre d t o a s spectra l leakage . A n exampl e o f
Sx(ejuJ) wit h M = 51 2 i s plotte d fo r a ful l perio d [0 , 2TT] i n Fig . 9.2(a) . T h e
tones t h a t ar e use d fo r transmissio n ar e 38-89 , an d 111-255 . T h e correspond -
ing S Xa(jQ) i s show n i n Fig . 9.2(b ) fo r 1/ T = 2.20 8 MHz . T h e transmittin g
pulse i s a n ellipti c filter o f orde r 4 an d th e stopban d attenuatio n i s 4 5 d B .
We ca n se e fro m Fig . 9.2(a ) t h a t , althoug h tone s 90-11 0 (correspondin g t o uo
around 0.47 T i n th e plot ) ar e no t used , S x{e^) i s no t zer o du e t o th e finite
stopband attenuatio n o f F k{e^). A s a result , th e spectru m S Xa(jVt) i s no t
zero i n th e frequenc y rang e correspondin g t o thes e tone s an d ther e i s spectra l
leakage. Ther e i s als o spectra l leakag e fo r Vt > Nyquis t frequenc y (whic h i s
equal t o 1.10 4 MH z i n thi s example ) du e t o th e finite stopban d attenuatio n o f
Pi(jQ). T h e transmittin g puls e Pi(jQ) wil l hel p t o a t t e n u a t e th e transmit -
ted powe r spectru m beyon d th e Nyquis t frequency . Fo r th e ban d withi n th e
Nyquist frequency , whic h fall s int o th e passban d o f P i ( j D ) , spectru m shap -
ing relie s o n th e transmittin g filters F k(z). T h e sidelobe s o f th e transmittin g
filters wil l directl y affec t th e amoun t o f spectra l leakag e withi n th e Nyquis t
frequency.
At th e receiver , th e sidelob e o f th e receivin g filters i s als o important , bu t
for a differen t reason . I n Sectio n 6.6 , w e discusse d differen t type s o f impair -
ments i n a D M T system . On e impairmen t i s R F I (radi o frequenc y inter -
ference). Thes e radi o interferin g signal s hav e a muc h narrowe r bandwidth .
To understan d ho w a narrowban d interferenc e ca n affec t th e outpu t o f th e
receiver, le t u s conside r a simpl e continuous-tim e exponentia l interferenc e
/xexp(j(ôt + 0)) wit h frequenc y D Q and amplitud e \i. Upo n samplin g wit h
period T a t th e receiver , th e discrete-tim e exponentia l interferenc e signa l i s
v(n) = \i exp(j(UJQTI + 0)) , wher e UJQ = QQT.
T h e interference , bein g a par t o f th e receive d signal , i s passe d t o th e receivin g

filters. A t th e outpu t o f th e kth receivin g filter (Fig . 9.3) , th e interferenc e
t e r m Uk(n) i s als o a n exponential ,
JUJ
uk(n)= ii k exp(j(uj 0n + 0)) , wher e fi k = /iH k(e ).
We se e t h a t th e amplitud e i s scale d b y th e receivin g filters. T h e interferenc e

cannot b e completel y eliminate d du e t o th e finite stopban d attenuatio n o f
the receivin g filters. A highe r stopban d attenuatio n o f th e receivin g filters
means bette r suppressio n o f R F I . On e simpl e approac h t o improvin g th e
frequency selectivit y o f th e transmittin g an d receivin g filters i s b y includin g
short subfilters . W h e n a n additiona l guar d interva l i s available , thes e subfil -
ters wil l enhanc e th e stopban d o f th e transmitting/receivin g filters withou t
incurring additiona l ISI . T h e followin g sectio n discusse s th e overal l transfe r
matrix o f th e transceive r an d give s a simpl e observatio n t h a t wil l b e ver y
useful i n incorporatin g subfilter s later .
(a)
(a)
1 1. 5
Frequency (MHz)
Figure 9 . 2 . Exampl e of spectral leakage : (a ) th e spectrum S x(e'UJ) o f the discrete-tim e

transmitted signa l x(n); (b ) th e spectru m S Xa(jQ.) o f th e continuous-tim e transmitte d
signal x a{t).
v(n) -I H 0(z) | ( )
Hiiz)
*\HM_x{z)\ u MJn)
Figure 9.3 . Receivin g ban k wit h a n interference-onl y input .

9.2. Overal l transfe r matri x 263
9.2 Overal l transfe r matri x

Figure 9. 4 show s th e filte r ban k representatio n o f th e D M T transceive r wit h
M subchannels . Recal l fro m Sectio n 6.5 , th e firs t transmittin g filte r FQ(Z) i s a
rectangular windo w o f lengt h N = M + z/ , wher e v i s th e cycli c prefi x length .
All th e othe r transmittin g filter s ar e scale d an d frequency-shifte d version s o f
the p r o t o t y p e FQ(Z),
Fk(z)= W vkF0(zWk), k = 0,1,..., M - 1 . (9.1)
For th e receivin g side , th e prototyp e filte r HQ(Z) i s a rectangula r windo w o f

length M an d al l th e othe r receivin g filter s ar e scale d an d frequency-shifte d
versions o f th e firs t filter ,
Hk(z)= W-" kH0(zWk), k = 0,1,... , M - 1 . (9.2)
For convenienc e o f notation , w e hav e use d c(n) i n Fig . 9. 4 t o represen t th e

equivalent channel , possibl y shortene d wit h tim e domai n equalization . As -
sume th e channe l c(n) i s a n F I R filte r o f orde r L < v. T h e frequenc y domai n
equalizers 1/Af e ar e chose n a sA & = Cfc , wher e C k ar e th e M-poin t D F T o f th e
channel impuls e respons e c(n). T h e receive r i s a zero-forcin g receiver . I n th e
absence o f channe l noise , th e kth receive r outpu t i s
Sk(n) = Sk(n), k 0,1,...,M-1. (9.3)
Using Theore m 4.1 , w e kno w t h a t th e syste m fro m th e zt h transmitte r

input Si(n) t o th e kth signa l ykiji) a t th e receive r i s a n LT I syste m an d t h a t
the transfe r functio n i s
Tkl{z) Hk(z)C(z)Fz(z) 0<k,i<M-l, (9.4)

IN
s()
y()
/ q(n)
x(n) y^n)
V) N
u
C(z) H0(z) -> s Q(n)
F0(d - > #
y{(n)
5,(n) IN Fx(z) Hx{z) N
yM-l^
W*)- u \FM-\(Z)\ ^\HM_x(z)\ \N " ^ ^S M-l^>
VU>
T(z)
Figure 9.4 . Filte r ban k representatio n o f th e D M T system .

where th e notatio n [A(Z)]Â T denote s th e TV-fol d decimate d versio n o f A(z) a s

defined i n (4.8) . I n vie w o f (9.3) , w e ca n se e t h a t th e syste m fro m Si(n) t o
sk(n) i s LT I wit h transfe r functio n 5(k i). A s s k(n) differ s fro m y k(n) onl y
in th e scala r l/A^ , w e ca n conclud e t h a t T ki{z) = X kS(k i)- Summarizing ,
we ca n obtai n th e followin g lemma .
Lemma 9. 1 Conside r th e syste m i n Fig . 9. 4 wit h filters a s define d a s (9.1 )

and (9.2) . Th e transfe r functio n T ki(z) fro m th e i t h transmitte r inpu t Si(n)
to th e kth signa l y k(n) a t th e receive r i s give n b y
Tki(z)= X kS(k - i) , 0 < k, i < M - 1 . (9.5)
T h e resul t hold s fo r an y F I R filter C(z) o f orde r L < z/ , wher e v = N M i s

the cycli c prefi x length . Th e constan t X k ar e th e M-poin t D F T o f c(n) , i.e .
Xk = C(z)\ z= e j2nk/M .
So lon g a s th e orde r o f C(z) i s no t large r t h a n z/ , th e syste m i s fre e fro m

interblock interferenc e an d inte r subchanne l interference .
x(n)
DMT DMT
(a) * transmitter p&\ receiver

q{n)
- *
| DM T
X(ft) I tin) DMT
(b) transmitter C(z) ^W^ P(z)
receiver

Figure 9.5 . Exampl e o f th e D M T syste m wit h a n additiona l filte r P(z) cascade d (a )

before th e channe l an d (b ) afte r th e channel .
Now suppos e t h a t a n additiona l F I R filter P(z) i s cascade d befor e th e

channel (Fig . 9.5(a) ) o r afte r th e channe l (Fig . 9.5(b)) . I n eithe r case , th e
transfer functio n Tki(z) fro m th e i t h transmitte r inpu t Si(n) t o th e kth signa l
Vk(n) i s
Tki(z) Hk(z){P(z)C(z))Fi(z)
IN
It ha s th e sam e expressio n a s (9.4 ) excep t t h a t th e channe l C(z) i s replace d
by th e produc t P(z)C(z). Th e lemm a implie s t h a t , a s lon g a s th e produc t
P{z)C{z) ha s orde r n o large r t h a n z/ , the overal l syste m remain s ISI-free . T h e
idea o f introducin g a n extr a filter i n Fig . 9. 5 wil l b e extende d i n late r section s
to includ e a se t o f filters, calle d subfilters , on e fo r eac h subchannel . On e
9.3. Transmitter s w i t h subfilter s 265
can desig n thes e subfilter s fo r variou s purposes . Ou r goa l her e i s t o shap e

the frequenc y response s o f th e transmitting/receivin g filter s s o tha t bette r
frequency separatio n amon g th e subchannel s ca n b e achieved .
s0(n) \TN Fo<?) P0(z) >

w *(" )
Ik
s^n) \fN Fi(z) Pl(z)
ik

S
M-S")- \\N F
M-l(z) PM-I f
f'(z)
Figure 9.6 . Transmittin g ban k wit h subfilters .
9.3 Transmitter s wit h subfilter s

Figure 9. 6 show s th e transmitte r wit h additiona l FI R filter s Pk(z) i n eac h
subchannel. Suppos e th e order s o f Pk(z) ar e a ,
a
n
Pk(z) = Y,Pk(n)z- .
These additiona l filter s wil l b e calle d subfilters a s the y generall y hav e smal l
orders. Wit h th e subfilters , th e kth effectiv e transmittin g filte r i s
F'k{z) = F k(z)Pk(z).
Now th e transfe r functio n fro m th e zt h transmitte r inpu t Si(n) t o th e kth

signal yk(n) a t th e receive r (Fig . 9.4 ) become s
Tkl{z) HkizXPiWCizfiFiiz)
IN
It i s th e sam e a s (9.4 ) excep t tha t C(z) i s replace d b y Pi(z)C(z). Usin g th e

result i n Lemm a 9.1 , we kno w th e overal l syste m remain s ISI-fre e a s lon g a s
the orde r o f th e produc t Pi(z)C(z) i s no t large r tha n v. Th e conditio n fo r
this i s
a + L < v, (9.6 )
where a i s the order of Pk(z). Also , the transfer functio n i s Tki(z) = XkS(k z),
the sam e for m a s (9.5) . No wA & are th e kth DF T coefficien t o f pk(n) * c(n),
Xk = P k(z)C(z) (9.7)
= e j2/e7r/M
266 9. DM T system s wit h improve d frequenc y characteristic s
T h e ne w transmittin g filter s F^(z) ar e o f lengt h N + a , a s Fk(z) ar e o f

length N. W e kno w t h a t fo r th e reaso n o f bandwidt h efficienc y M i s usuall y
much large r t h a n v an d henc e als o muc h large r t h a n a. S o the subfilter s Pk(z)
are muc h shorte r t h a n Fk(z). Not e t h a t th e conditio n i n (9.6 ) mean s t h a t th e
insertion o f subfilter s require s extr a guar d interva l (y > L). Wheneve r ther e
is extr a cycli c prefix , w e ca n inser t a filter o f orde r v L withou t affectin g
the ISI-fre e property . I n th e application s o f D M T systems , th e channe l i s
typically shortene d b y a T E Q . T o hav e extr a cycli c prefix , th e channe l need s
to b e shortene d s o t h a t th e orde r o f th e equivalen t channe l i s smalle r t h a n
the cycli c prefi x length .
9.3.1 Choosin g th e subfilter s a s a DF T ban k

Let u s conside r th e cas e t h a t th e subfilter s ar e als o shifte d version s o f th e first
subfilter,
Pk(z) = P 0(zWk). (9.8 )
T h e kth ne w transmittin g filter become s F^(z) = W ukF0(zWk)Po(zWk). W e
can als o writ e i t a s
F,k{z) = W kF'0{zWk), wher e F^z) = F 0(z)P0(z). (9.9 )
They ar e als o shifte d version s o f the ne w prototyp e filter FQ(Z) excep t fo r som e
scalars. Th e ne w prototyp e i s o f lengt h N + a an d i s n o longe r a rectangula r
window. Le t u s denot e it s coefficient s b y cti/y/M, the n
1 N+a-i
F'(z) = = V a iZ-\
We cal l di th e transmitte r windo w coefficient s fo r reason s t h a t wil l becom e

clear later . Thes e coefficient s com e fro m th e convolutio n o f a rectangula r
window an d po(n). A s th e orde r o f P${z) i s muc h smalle r t h a n TV , mos t o f
the windo w coefficient s ar e o f th e sam e value . A typica l plo t o f th e windo w
is show n i n Fig . 9.7 . W h e n w e choos e th e subfilter s a s a D F T bank , thes e
new transmittin g filters agai n for m a D F T ban k an d thu s ca n b e implemente d
efficiently, a s w e wil l se e below .
9.3.2 DF T ban k implementatio n

Using (9.9) , w e hav e
N+oc-l
F^Z) = ^wvk y ai w~ ki
z~\
VM to
We ca n writ e i t i n a matri x for m a s follows :
yy-k(l-v)
1 N+1
F(.z) = - L [ l z- z- ]A(zN)
k
V ML J
W~k(N+a-\-v)
f0(n)
WM
N-l
Po(n)
m I I I i
0a
N-a coefficient s
. . . I I ' m
N-l+a n
Figure 9.7 . Exampl e o f th e transmitte r window .
V
A0 0A 2z-
where A ( z )
0A i
T h e matrice s A 0 , A i , an d A 2 ar e diagonal ,
A0 = dia g [a 0 a x a a-i] , Ai = dia g [a a a a+1 ajv-i ] ,
A2 = dia g [a N a N+1 a^v+a-i ] .

Using W M= 1 , th e las t colum n vecto r i n th e abov e expressio n ca n b e writte n
as
11 0 0 I,
k
yy-k(l-v) w~ la 0 0
, wher e F i = 0 I-M-V-OL 0
0 0 I,
yy-k(N+a-l-v -k(M-l)
la 0 0
Therefore, w e hav e
1
1 W~k
1
F'k(z) \1 z- ~N+1] A(z N
)F1 (9.10)
M
W-k(M-l)
T h e 1 x M ne w transmittin g ban k f'(;z) , a s indicate d i n Fig . 9.6 , ca n b e

obtained b y puttin g F^{z) togethe r i n a ro w vector . I n (9.10) , onl y th e las t
column vecto r depend s o n fc; putting thes e colum n vector s togethe r give s ris e
to th e I D F T matri x \ / M W ^ . T h e transmittin g ban k i s thu s give n b y
f'(z)=[Fl(z) F{(z) F' M_1(z)]= [l z~N+l] G(z N

),
(9.11)
s0(n)
t* > x(n)
i -1
kZ
s^n) \N
G(zN) -1
(a) i ^Z

W") \N
_t
s0(n)
-+> u -l
x(n)
s^n) ^z
(b) G(z) -+>tJv -1
>z

A
AJL
-+> _r
\
Figure 9.8 . Polyphas e implementatio n o f th e transmittin g bank .
where G(z) = A(z)F 1W^.

Note t h a t G(z) i s th e polyphas e matri x o f th e transmittin g filte r bank .
It i s a polynomia l matri x i n _ 1 , no t a constan t matri x lik e thos e i n Chap -
ters 6-8 . W i t h th e polyphas e representation , th e transmittin g ban k ha s th e
implementation i n Fig . 9.8(a) . Usin g th e nobl e identit y fo r exchangin g LT I
filters an d expander s i n Sectio n 4.1.2 , w e ca n mov e G(z N) t o th e lef t o f th e
expanders, a s show n i n th e figure. W e ca n furthe r redra w i t a s i n Fig . 9. 9
using th e expressio n o f G(z) i n (9.11) .
Let u s examin e th e implementatio n i n Fig . 9. 9 ste p b y step . Fo r eac h
input block , M-poin t I D F T i s applied, followe d b y prefixin g an d suffixing . T h e
matrix F i insert s a cycli c prefi x o f lengt h v an d als o a suffi x o f lengt h a t o th e
vector u ( n ) . A n illustratio n o f prefixing an d suffixin g i s given i n Fig . 9.10 . T h e
prefixed an d suffixe d vecto r t ( n ) , a s indicate d i n Fig . 9.9 , i s o f siz e N-\-a. T h e
samples o f the vecto r t ( n ) ar e multiplie d b y th e coefficient s an , a i , . . ., CLN+OL-I
as demonstrate d i n Fig . 9.11(a) . (Thi s i s wh y thes e coefficient s ar e calle d
window coefficients. ) Th e resultin g vecto r v ( n ) wil l b e th e outpu t du e t o th e
n t h inpu t bloc k s ( n ) . The n th e las t a sample s o f v ( n 1 ) ar e adde d t o th e
first a sample s o f v ( n ) (overlap-and-ad d operation) , a s show n i n Fig . 9.11(b) .
T h e outpu t sample s du e t o th e n t h an d (n + l ) t h inpu t block s overla p b y
a samples . W h e n w e inspec t th e transmitte r output , ther e wil l b e (N a)
samples du e solel y t o th e n t h inpu t bloc k s ( n ) . Th e implementatio n i n
Fig. 9. 9 i s th e sam e a s th e transmitte r windowin g give n i n [8] .
s()
/ u() t() v()
x(n)
sM _ J -T fJV

*,() _ ->
Wt
M
JTHUL
x Lines fl a
> fJV
z-1
W">- w
4^ fJV
Az A z
a lines
window
Figure 9.9 . Efficien t DF T implementatio n o f th e transmittin g bank .
M sample s
samples of IDF T
(a) outpu t vecto r t(k)
iilli.lillll
copy
v prefi x
samples of prefixe d
in In.nlillllliii
(b) an d suffixed vector t(k)
a suffi x
copy
j
Figure 9 . 1 0 . Prefixin g an d suffixing : (a ) th e sample s o f th e IDF T outpu t vecto r u ( n ) ;
(b) th e sample s o f th e prefixe d an d suffixe d vecto r t ( n ) .
a sample s a samples
window
coefficients a %
lL .
N-\+a i
prefixed and
suffixed
vector t(k) l.iilli.lillllllll.i ^
output due
to the Ath \(k) .
input block _ L! 11111 11 LLL
(a)
a samples
output due
to the th y(k)
input block IIIIII. Ll_L
output due
'<* +1 > . l l l l l l l l . l l
to the (+l)th
input block . .ll.llll.ll .,
overlap-and-add
(b)
Figure 9 . 1 1 . (a ) Applyin g windo w coefficients ; (b ) overlap-and-ad d operatio n t o

produce th e transmitte r output .
Window coefficient s Th e windo w i s the convolutio n ofpo(n) an d a rect -

angular window . Th e middl e (N a) coefficient s ar e
a
cti = ^2po(i), i = a , a + 1,... , N - 1 .
i=0
They ar e equal t o th e D C valu e o f Po(z), a s shown Fig . 9.7 . W e can writ e th e

a coefficient s o n th e tw o end s o f the windo w a s follows :
a% = Po(0 ) + p 0 ( l ) H \~Po(i), (9.12)

a>N+i = Po(i + 1 ) -hpo(^ + 2 ) H \-po{a),
9.3. Transmitter s wit h subfilter s 271
for i = 0 , 1 , . . . , a 1. Not e t h a t ai + ajy+i i s also equa l t o the D C valu e of

Po(z). A S a result, th e shift s o f the windo w ad d u p t o a constant ,
oo
y di+Ni = a constant. (9.13 )
This ha s bee n referre d t o a s th e time-domai n Nyquist(N ) propert y i n [97 , 98].

A sequenc e t h a t satisfie s th e tim e domai n Nyquist(A^ ) propert y ha s regula r
zero crossing s i n the frequenc y domai n (Proble m 9.4) . W h e n th e D C valu e o f
Po(z) i s normalized t o one,
a
9 14
5> = !' ( - )
i=0
the windo w coefficient s i n the middl e ar e equa l t o one an d th e shift s o f the

window ad d u p t o one, i.e . Y^L-oo a i+Ni = 1-
Implementation complexit y Fro m Fig . 9. 9 w e ca n observ e th e complex -

ity o f the transmittin g bank . I n thi s implementation , onl y th e I D F T operatio n
and th e par t o f applying windowin g requir e computations . T h e complexit y
for windowin g on e bloc k i s t h at o f the N + a windo w coefficient s plu s a ad -
ditions du e t o overlap-and-add. W h e n th e D C valu e o f Po(z) i s normalize d
to on e a s in (9.14), th e middl e (N a) coefficient s ar e equa l t o one an d no
multiplications ar e needed . Onl y th e 2a coefficient s a t th e tw o end s o f th e
window requir e multiplications . T h e complexit y o f each bloc k i s equivalen t
to on e I D F T plu s 2a multiplication s an d a additions . Usuall y th e windo w
coefficients a>i ar e rea l i n practice . Compare d wit h th e conventiona l case , onl y
2a mor e multiplication s an d a mor e addition s pe r bloc k ar e needed , whic h is
a smal l overhead .
FEQ coefficient s W e can choose t h e subfilter coefficient s s o t h at t h e

F E Q coefficient s 1/A & hav e th e sam e value s afte r th e subfilter s ar e included ,
i.e. A/ c = Cfc . I n view o f (9.7), th e subfilter s Pk(z) need t o satisf y
Pk{e?2*k>M)= 1, k = 0 , 1 , . . . , M - 1 . (9.15 )
This require s t h a t th e coefficient s o f eac h P k(z) b e normalized . I n the specia l

case whe n th e subfilter s ar e shifte d version s o f the first subfilter , a s in (9.8),
this conditio n reduce s to
Pk{e^k'M)= P0(e^k/MWk)= P0(ej0) = 1 , (9.16 )
which i s the sam e a s th e normalizatio n conditio n i n (9.14). I n this cas e ther e

is n o nee d t o modify th e F E Q coefficient s i n the origina l D M T receiver . T he
F E Q coefficient s remai n th e sam e afte r th e subfilter s ar e included . T h e unit y
DC valu e conditio n ca n b e easil y satisfie d b y a simple normalization . W e ca n
first desig n PQ(Z) withou t constraint s an d the n normaliz e th e coefficients .
Transmitted powe r spectru m Usin g th e filte r ban k representatio n i n

Fig. 9.6 , w e ca n expres s th e t r a n s m i t t e d powe r spectru m i n term s o f th e
transmitting filter s an d thu s i n term s o f th e subfilter s t o b e optimized . W e
know t h a t th e D F T filter s Fk(z) hav e th e conjugate-pai r propert y (fM-k(n)=
fk(n)). Suppos e th e subfilter s Pk(z) als o hav e th e conjugate-pai r propert y
(not necessaril y th e frequency-shiftin g propert y i n (9.8)) . The n th e equivalen t
transmitting filter s continu e t o hav e suc h a property , i.e .
ffM-k(n)= f'k( n
)'
In th e derivatio n o f th e t r a n s m i t t e d powe r spectru m i n (6.35) , th e onl y as -
sumption o n th e transmittin g filter s i s t h a t th e filter s ar e i n conjugat e pairs .
Therefore, th e t r a n s m i t t e d powe r spectru m wit h subfilter s ca n b e obtaine d
directly fro m (6.35) ,
keA
where A i s th e collectio n o f th e subchannel s t h a t ar e use d fo r transmission .

T h e spectra l leakag e i s directl y relate d t o th e spectra l rollof f o f th e ne w trans -
mitting filters . I f th e subfilter s for m a D F T bank , s o d o th e ne w transmittin g
filters, an d
S j(uJ 2nk/M) 2
-( e i W ) = Jf E sMe - )\ > (9-18 )
keA
which consist s o f th e shift s o f |Fo(e j a ; )| 2 . I n thi s cas e th e spectra l rollof f
depends onl y o n th e prototyp e filte r FQ(Z).
9.4 Desig n o f transmi t subfilter s

T h e additio n o f subfilter s i n Sectio n 9. 3 allow s u s t o modif y th e frequenc y
characteristics o f th e transmittin g filters . W e no w desig n th e subfilter s Pk(z)
to shap e th e t r a n s m i t t e d powe r spectru m an d minimiz e th e spectra l leakage .
We wil l firs t conside r th e genera l cas e o f unconstraine d subfilter s an d the n
the specia l cas e o f Pk(z) wit h th e frequency-shiftin g propert y i n (9.8) .
Unconstrained cas e W h e n th e subfilter s ar e no t constraine d t o for m a

D F T bank , th e t r a n s m i t t e d powe r spectru m i s a s give n i n (9.17) . Th e tota l
spectral leakag e i s
W
S=J S x(eP
u
)dLj 4E *>* I IW" )| 2 du, (9.19 )
Jueo ^ keA Jueo
where O denote s th e ban d i n whic h leakag e i s undesired . Th e tota l leakag e
S ca n b e minimize d i f w e ca n minimiz e th e individua l contributio n Sk fro m
each subchannel ,
J
Sk = f \FUe n\2 doj.
Jooeo
T h e filte r F^(z) i s th e produc t o f Fk(z) an d Pk(z); w e ca n writ e it s Fourie r
transform a s
i^(e*")=Tk(u;)pfc,
9.4. Desig n o f transmi t subfilter s 273
where p k i s a n (a + 1 ) x 1 vecto r consistin g o f th e coefficient s o f p k(n) an d
rk(uj) = F k(e^)[l e-* e-**"] . (9.20 )
We ca n the n writ e Sk i n th e followin g quadrati c form :
Sfc = p<&fcPfc , wher e$ k= r\{uj)r k{uj)duj. (9-21 )

JUJEO
T h e spectra l leakag e du e t o th e kth subchanne l ca n b e minimize d i f w e ca n

choose th e kth subfilte r p k t o minimiz e S k. T h e optimizatio n proble m ca n b e
cast a s
minimize S k, subjec t t o P kPk = 1 .
T h e abov e optimizatio n i s th e well-know n eigenfilte r proble m [114 , 159] . A s
Sk represent s th e energ y o f th e kth transmittin g filter i n th e frequenc y ban d
(9, an d th e F I R transmittin g filters canno t hav e zer o energ y i n (9 , S k i s alway s
positive. Therefor e th e matri x $> k is positiv e definite . T o minimiz e S k, w e ca n
choose p k a s th e eigenvecto r associate d wit h th e smalles t eigenvalu e o f $> k.
If th e subfilter s d o no t for m a D F T bank , neithe r d o th e ne w transmittin g
filters (Proble m 9.3) .
Constrained cas e W h e n P k(z) satisf y th e frequency-shiftin g propert y

in (9.8) , th e transmittin g filters for m a D F T bank . No w w e d o no t hav e
the flexibility o f optimizin g eac h transmittin g filter separately . Nonetheless ,
from th e expressio n i n (9.18) , w e se e t h a t ther e i s n o spectra l leakag e i f th e
prototype filter F^{z) i s a n idea l lowpas s filter. T h e undesire d leakag e come s
from th e finite stopban d attenuatio n o f th e prototype . T h e tota l leakag e ca n
be reduce d b y minimizin g th e stopban d energ y o f th e prototyp e filter, whic h
is give n b y
2
<t>= I \F>(en\ diu, (9.22 )
JUJEOO
where OQ denotes th e stopban d o f th e prototyp e filter. Fo r rea l a^ , a typica l

choice o f OQ i s [7r/2M+e , 7r] , wher e e is a smal l number . Followin g a procedur e
similar t o t h a t o f derivin g S k, w e ca n writ e th e stopban d energ y (f) a s
0 = p j $ p o , wher e * = / TJ(CJ)T 0 (CJ)GL;,
where TO(CJ ) i s a s give n i n (9.20) . Thu s th e optimizatio n proble m o f th e

subfilter coefficient s p o ca n b e formulate d a s
minimize (f) = p j ^ p o , suc h tha t pjp o= 1 -
T h e optima l p o i s th e eigenvecto r associate d wit h th e smalles t eigenvalu e o f

$.
Example 9. 1 Transmitte r subfilter s fo r spectra l leakag e suppression . Th e

block siz e i s M = 51 2 an d th e prefi x lengt h i s v = 40 . T h e channe l use d
in thi s exampl e i s VDS L l o o p # l (450 0 ft ) [8 ] an d i t i s shortene d b y a T E Q .
T h e equivalen t channe l ha s orde r 26 , smalle r t h a n v s o t h a t subfilter s ca n b e
included. Th e tone s use d ar e 38-9 0 an d 111-255 , an d th e samplin g frequenc y

1/T = 2.20 8 MHz . W e assum e t h a t th e subfilter s ar e shifte d version s o f th e
first subfilte r Po(z) 1 an d thu s th e transmittin g filter s F^(z) for m a D F T bank .
T h e orde r a o f th e subfilter s i s 14 . W e comput e th e positiv e definit e matri x
<I> and th e eigenvecto r correspondin g t o th e smalles t eigenvalu e t o obtai n p 0 .
T h e magnitud e respons e o f th e subfilte r Po(e^ UJ) i s show n i n Fig . 9.12(a) .
T h e coefficient s o f Po(z) ar e normalize d s o t h a t th e D C valu e i s equa l t o
one. Figur e 9.12(b ) show s th e magnitud e respons e o f FQ(Z) normalize d wit h
respect t o it s maximum . Fo r comparison , w e hav e als o show n th e magnitud e
response o f th e origina l prototyp e F 0(z). Th e ne w prototyp e F${z) ha s a
better attenuatio n i n th e stopband . Figur e 9.12(c ) show s th e spectru m o f th e
transmitter outpu t wit h an d withou t subfilters . W e se e t h a t th e spectru m
of th e windowe d outpu t ha s a muc h smalle r spectra l leakag e i n th e unuse d
bands.
A not e o n BE R performanc e W h e n w e includ e subfilter s i n th e trans -

mitter, w e ar e effectivel y changin g th e transmittin g filters . Thi s i n genera l
will affec t th e transmissio n power , th e subchanne l SNRs , an d henc e th e B E R
performance o f th e overal l system . I t t u r n s ou t t h a t th e subfilter s hav e littl e
effect o n an y o f thes e a s w e no w explain . W h e n th e subfilter s ar e normalize d
as i n (9.15) , th e subchanne l gain s wil l sta y th e same . A s th e receive r i s no t
changed, th e subchanne l SNR s wil l no t b e changed . Als o not e t h a t th e order s
of th e subfilter s ar e ver y smal l compare d t o th e numbe r o f subchannel s M.
T h e mai n lob e o f Pk(z) i s much wide r t h a n t h a t o f Fk(e^), a s w e ca n se e fro m
Figure 9.12(a) . (Th e firs t zer o o f Po(z) i s aroun d 0.17T , whil e th e firs t zer o
of th e rectangula r windo w F 0(z) i s aroun d 0.0047T. ) Th e effec t o f subfilter s i s
mostly o n th e sidelobe s awa y fro m th e mai n lob e an d th e larg e sidelobe s i n
the neighborhoo d o f th e mai n lobes . S o th e subfilter s hav e onl y a mino r effec t
on th e transmissio n power . Therefor e th e B E R performanc e i s als o roughl y
the same .
9.4. Desig n o f transmi t subfilter s 275
(a)
0.2 0. 4 0. 6 0. 8
Frequency normalize d byn.
(b)
0.2 0. 4 0. 6 0. 8
Frequency normalize d by7i .
I
CQ
wmm mm^mmn
(c)
without subfilter s
wit h subfilter s
0.2 0. 4 0. 6 0. 8
Frequency normalized by7i.
Figure 9 . 1 2 . Exampl e 9 . 1 . Transmitte r subfilter s fo r spectra l leakag e suppression :

(a) th e magnitud e respons e o f Po(e juJ); (b ) th e magnitud e respons e o f th e prototyp e
filter Fo(e JW ) normalize d wit h respec t t o it s maximum ; (c ) th e powe r spectru m o f th e
transmitted signa l normalize d wit h respec t t o it s maximum .
9-5 Receiver s wit h subfilter s

T h e frequenc y characteristic s o f th e receivin g filter s ca n als o b e improve d b y
introducing additiona l F I R subfilter s t o th e receiver . Figur e 9.1 3 show s th e
receiving bank , wit h a subfilte r include d i n eac h subchannel . Th e /ct h effectiv e
receiving filte r i s give n b y
H'k{z) = H k(z)Qk(z).
Let u s kee p th e transmitte r th e sam e a s i n Fig . 9. 4 (i.e . n o subfilters ) an d us e

the receive r i n Fig . 9.13 . No w th e transfe r functio n fro m th e i t h transmitte r
input Si(n) t o th e /ct h signa l yk{p) a t th e receive r become s
Tu(z)= [ff k(Z)(Qfc(z)C(z))Fi(z)]4Ar.
This ha s th e sam e for m a s (9.4 ) excep t t h a t th e channe l C(z) i s replace d b y

Qk{z)C{z). Suppos e th e subfilter s hav e orde r equa l t o /? ,
n
Qk(z) = ^2qk(n)z~ .
n=0
From th e resul t i n Lemm a 9.1 , we kno w th e syste m i s fre e fro m IS I a s lon g a s

the orde r o f th e produc t Qk(z)C(z) i s no t large r t h a n z/ , i.e . v > /3 + L. T h e
difference i s t h at th e subchanne l gain s ar e no w th e M-poin t D F T o f qk(z)*c(n)
rather t h a n c(n) , i.e .A & = Qk(z)C(z)\ z= ej2k*/M. A s i n th e cas e o f subfilter s
for transmitte r side , extr a cycli c prefi x i s neede d fo r addin g subfilter s withou t
affecting th e ISI-fre e property . I f th e channe l ha s bee n shortene d b y a T E Q ,
the orde r o f th e effectiv e channe l need s t o b e smalle r t h a n th e prefi x length .
Similar t o th e transmitte r case , w e ca n choos e th e subfilte r coefficient s s o
t h a t th e F E Q coefficient s remai n th e sam e afte r th e subfilter s ar e included .
To hav e thi s property , w e ca n normaliz e th e coefficient s o f eac h Qk{z) s o t h a t
Qk(ej2*k/M} = 1 , fo r A : = 0 , 1 , . . . , M - 1 .
u (n) y0(")
H0(z) ov J
Co CO \N

1
w
vx0
u in) y,(n)
Qi(z) Hi(z) \N
^
vxl
w w
r

I W 17, , , (~\ J
U
M fib
1 ATL
>V-iW
^ H QM-& *| % - l W | I f 1/u
h'(z)
Figure 9 . 1 3 . Receivin g ban k wit h subfilters .

9.5. Receiver s with subfilter s 277
9.5.1 Choosin g subfilter s a s a DF T ban k

Let u s conside r th e cas e tha t th e subfilter s ar e shifte d version s o f th e firs t
subffiter,
Qk(z) = Q 0(zWk).
The ne w kth receivin g filte r become s
H'k(z) = H k(z)Qk(z)= W- kH0(zWk)Q0(zW
= k
) W^ kH'0{zWk). (9.23 )
They ar e als o shifte d version s o f H' 0(z) (th e ne w prototyp e filter ) excep t fo r
some scalars . A s HQ(Z) is a rectangula r windo w o f lengt h M , an d th e ne w
prototype i s the produc t QQ(Z)HQ(Z), th e ne w receiving filters ar e all of length
M -\- /3. Suppos e th e subffite r Qo(z) i s causal. Le t th e coefficient s o f HQ(Z) b e
bi/y/M, an d writ e i t a s
M+/3-1
yv-p
H',{z) i=0 kz\
The presenc e o f the advanc e operato r z i s due t o th e origina l prototyp e HQ(Z)
(given i n 6.30) , whic h i s noncausal . W e wil l cal l bi th e receive r windo w
coefficients. Th e window comes from th e convolution of a rectangular windo w
of length M an d a much shorte r qo(n). I n practice , th e subffite r qo(n) usuall y
has real coefficients. I n this case, bi will also be real. Simila r to the transmitte r
window, most o f the window coefficients ar e of the same value, except fo r thos e
at th e tw o end s o f th e window . A plo t o f th e receive r windo w i s ver y simila r
to th e plo t o f di i n Fig . 9.7 . Withou t los s o f generality , w e can normaliz e th e
DC valu e o f Qo(z) t o unity . The n th e ( M 0) coefficient s i n th e middl e o f
the windo w ar e equa l t o unity . Th e numbe r o f nonunit y coefficient s a t eac h
end i s j3. Whe n w e choos e th e subfilter s a s a DF T bank , th e ne w receivin g
filters agai n for m a DF T ban k an d thu s ca n b e implemente d efficiently , a s we
will se e next .
9.5.2 DF T ban k implementatio n

Using the relatio n H' k(z) = W~ vkHfQ(zWk), w e can writ e th e ne w M h receiv -
ing filter a s
H'k(z) = ?-= Y biW^-ftz*.

i=0
We ca n expres s thi s a s
1
yV-P z
H'k{z) [W~Pk w-W-V k
...W^-^J B
M+/3-1
where B = dia g [6 0 h b M+(3-i]

Note tha t th e /c-dependen t ro w vecto r i n th e abov e equatio n ca n b e writte n
as
[W~Pk W-^-^ k
W k(M-^]= [ lW k
W k(M-^] F 2,
-1H IN
p lines
1413
r(n) g() r P " *
\ *
H I AT
7
H^H-
p-i dOO
-> >
->
1/Jt,
HI3-
W
|tf ->
bM
|A T
1/X*
^p lines
window
Figure 9.14 . Efficien t DF T implementatio n o f th e receivin g bank .
0 IM-/3 0
where F 2
1/3 0 1/3
1
y"-P z
H'k(z) [1 ^ ...^^-^Fa B (9.24)
M+/3-1
The ne w receivin g ban k W(z) a s indicate d i n Fig . 9.1 3 ca n b e obtaine d b y

stacking H' k(z) together . I n (9.24) , only the ro w vector depend s on k; stackin g
these ro w vector s togethe r give s ris e t o th e DF T matri x W . Th e receivin g
bank i s thus give n b y
1
H[{z) z
h'(s) r^WFoB (9.25)
M+/3-1
#M-l(4
This expression gives us the implementatio n o f the receive r in Fig. 9.14, wher e
we hav e move d th e decimator s t o th e lef t b y usin g th e nobl e identit y fo r
decimators i n Sectio n 4.1.2 . Not e tha t th e firs t v f3 samples ar e discarde d
due t o th e advanc e operato r z v~$.
In th e DF T ban k implementatio n o f Fig . 9.14 , th e receive d sample s ar e
first multiplie d b y windo w coefficient s b^. Thi s i s illustrate d i n Fig . 9.15(a) .
9.5. Receiver s w i t h subfilter s 279
window
coefficients b t I
11 \L.
M-l+p i
received samples
of the vector r(k)
LllllL iL
p samples p samples
samples of
=(a) the vector g(k)
.illll.nlli.illlllll
coefficients affecte d b y the windo w
add
samples of
the vector g(k)
illll.iill LLL
p samples p samples
samples of
(b) the vector d(&)
illlll
p samples
Figure 9.15 . Receive r windowing , (a ) Multiplyin g windo w coefficients ; (b ) addin g th e

first f3 samples t o th e las t ft sample s t o produc e th e sample s o f d ( n ) .
When th e D C valu e o f Qo(z) i s unity, onl y th e coefficient s o n th e tw o end s of

the windo w ar e not equa l to on e and multiplication s ar e needed onl y fo r thes e
coefficients. The n the matrix F2 in (9.25) performs th e operation of adding th e
first P samples t o th e las t j3 samples , a s show n i n Fig . 9.15(b) . Th e resultan t
vector d(n) , a s indicate d i n Fig . 9.14 , i s passe d ove r fo r DF T computatio n
and FEQ . Thi s i s the sam e a s the usua l receive r windowin g describe d i n [143] .
When the window has real coefficients, thes e multiplications an d addition s will
also be real. Compare d t o th e conventiona l DM T receiver , th e ne w receiver i n
Fig. 9.1 4 need s onl y 2(3 mor e multiplication s an d /3 mor e addition s pe r bloc k
of outputs . Th e overhea d i s ver y small .
Time domai n Nyquist(M ) propert y A s th e windo w i s th e convolutio n

of a rectangula r windo w an d qo(n), th e coefficient s bi ca n b e expresse d i n a
form similarl y to those in (9.12) . Simila r t o the transmitter window , th e shift s
of th e receive r windo w als o ad d u p t o a constant ,

oo
2_j bi+Mi = constant . (9.26 )
In particular , th e constan t i s on e whe n th e D C valu e o f Qo(z) i s normalize d t o

one. A sligh t differenc e i s t h a t th e shift s i n (9.26 ) ar e multiple s o f M , instea d
of T V in (9.13) .
9.6 Desig n o f receive r subfilter s

In earlie r sections , w e sa w t h a t subfilter s a t th e transmitte r ca n hel p t o im -
prove spectra l rollof f an d reduc e spectra l leakage . A t th e receive r side , w e wil l
employ subfilter s fo r a differen t application , namel y R F I suppression . Th e ra -
dio interferenc e i s know n t o b e o f a narrowban d nature . Fo r th e duratio n o f
one D M T symbol , i t ca n b e considere d a s a su m o f sinusoids . Suppos e ther e
are J interferenc e sources , occurrin g a t frequencie s w^, fo r H = 0 , 1 , . . . , J 1 .
T h e interferenc e i s modele d a s
J-I
v(n) = 2_. I JL cos(cjn + 6i). (9.27 )
=0
It i s characterize d b y th e amplitude s /j,, frequencies oj, and phase s 0.
To analyz e th e effec t o f interference , w e appl y a n interference-onl y signa l
v(n) t o th e receive r i n Fig . 9.13 . Th e decimator s d o no t chang e th e amplitude s
of th e interferenc e signals . W e ca n conside r th e interferenc e a t th e outpu t o f
the /ct h receivin g filte r H k(z), whic h i s
1 J- i
Mn)= ~ Yl ' [H' k(ePUt)eP^tn+et) + H' k(e-jut)e-j^tn+et)] . (9.28 )
=0
Minimization o f th e abov e interferenc e t e r m require s th e knowledg e o f J , fi,
out, an d 0%. Dependin g o n th e availabilit y o f thi s knowledge , tw o case s wil l
be considere d i n wha t follows . I n th e cas e whe n th e interferenc e source s ar e
known, w e wil l se e t h a t a n R F I o f th e simpl e for m i n (9.27 ) ca n b e completel y
eliminated i f th e numbe r o f interferin g source s J < /3/2 , wher e /3 is th e orde r
the subfilters .
Case 1 : interferenc e source s ar e know n I f th e informatio n o f th e inter -

ference source s i s availabl e t o th e receiver , th e subfilter s ca n b e individuall y
optimized. W h e n w e observ e th e expressio n o f th e /ct h interferenc e signa l
Uk{n) i n (9.28) , w e se e t h a t it s amplitud e i s a nonlinea r functio n o f th e /ct h
subfilter coefficients . T o simplif y th e problem , not e t h a t th e par t o f Uk(n) du e
to th e t h interferenc e sourc e wil l b e smal l i f
tf(\H'k&Ut)\2 + \ H'k(e-JUt)\2)
is small. Th e /ct h subchanne l interferenc e ca n b e mitigate d b y designin g Q k(z)
to minimiz e
4 = J2K\H' k(eJ"e)\2 + \H' k(e-^)\2). (9.29 )

=0
9.6. Desig n o f receive r subfilter s 281
We ca n writ e <p fk i n a quadrati c for m simila r t o t h a t i n (9.31 ) an d fin d th e

optimal subfilter s (Proble m 9.9) . Suc h a n optimizatio n require s onl y th e
amplitudes an d frequencies , bu t no t th e phases , o f th e interferenc e sources .
W h e n th e subfilter s ar e s o designed , i n genera l th e receivin g ban k doe s no t
have th e D F T ban k structur e i n Fig . 9.1 4 a s th e subfilter s Q k(z) ar e no t
shifted version s o f Qo(z). W h e n th e subfilter s ca n b e individuall y optimize d
it i s possibl e t o eliminat e completel y a n interferenc e t h a t i s a su m o f sinusoid s
as give n i n (9.27) . I n particular , w e observ e fro m (9.29 ) t h a t <fr' k = 0 i f b o t h
Hfk(ejuJ) an d H fk{e~juJ") ar e zer o fo r j = 0 , 1 , . . . , J - 1 . Thi s require s t h a t
Hê^) hav e 2 J zero s o n th e uni t circle . Therefor e whe n
J < /3/2 ,
the subchanne l interferenc e ca n b e nullifie d completely . I n practice , a n in -

terference comin g fro m amplitude-modulatio n station s o r amateu r radi o i s
not a s simpl e a s a su m o f sinusoids . I n thi s case , th e R F I canno t b e com -
pletely removed , bu t wil l b e significantl y suppressed , a s t o b e demonstrate d
in a simulatio n example . O n th e othe r hand , whe n th e subfilter s Q k(z) ar e
constrained t o b e shifte d version s o f Qo(^) , w e ca n desig n Qo(z) t o minimiz e
the tota l interferenc e J^keA^k [^0] -
Case 2 : interferenc e source s ar e no t know n Le t u s firs t conside r th e

case whe n th e informatio n o f th e interferenc e i s no t available , i.e . th e receive r
does no t kno w J , ^ , CJ^ , an d 0. I n thi s case , w e ca n alleviat e th e effec t o f
interference i n th e kth subchanne l b y minimizin g
2
<t>k= I \H' k(e^)\ duj, (9.30 )
where Ok denote s th e stopban d o f th e kth receivin g filters . Suc h a n approac h

also ha s th e advantag e t h a t th e subfilter s nee d t o b e designe d onl y once ; the y
need no t b e redesigne d whe n th e interferenc e changes .
Following a procedur e simila r t o t h a t fo r designin g transmitte r subfilters ,
we writ e H k(z) a s
H'k(ei")=Tk(u)qk,
where r k(uj)= H k(ejuJ) [ l e~ juJ
e~ j
^] . I t follow s t h a t th e objectiv e
function <p k i n (9.30 ) i s
(j)k = qA f e q f e , wher eA k= / r\{uj)r k{uj)duj. (9.31 )

JujEOk
T h e matri x A & i s positiv e definit e becaus e (f) k represents th e stopban d energ y

of th e receivin g filters . T o minimiz e (j) kl w e ca n choos e q ^ a s th e eigenvecto r
associated wit h th e smalles t eigenvalu e o f A& . Suppos e th e stopban d O k o f
the M h receivin g filte r i s a shif t o f OQ i n frequenc y b y 2/c7r/M . Fro m (9.30) ,
we hav e
2 k
4k= f \H k(e^)Qk(e^)\ dco = f \H 0(e^- ^)\2\Qk(e^)\2 dco.
Jok Jo k
W i t h a chang e o f variables , w e observ e t h a t th e abov e equatio n become s
2
4k = I \Ho(en\ \Qk(e^+2k^/M))\2 dr.
T h e abov e expressio n mean s t h a t i f Qo(z) minimize s 0o , the n th e choic e

Qk(ej(uj+2h7r/M)
= ) Qo(e juJ) wil l als o minimiz e (j> k. In thi s cas e
00 = 0 1 = ' ' ' = 0 M - 1 -

In othe r words , Qk(z) = Qo(zW k) minimize s <pk- Thi s implie s t h a t ther e i s n o
loss o f generalit y assumin g t h a t Qk(z) i s a frequenc y shif t o f Qo(z). W e onl y
need t o desig n Qo(z) t o minimiz e <po an d Qk{z) ca n b e obtaine d fro m Qo(z)
by shiftin g b y k2ir/M i n frequency . Therefor e th e subfilter s for m a D F T ban k
and th e receivin g filter s ca n b e implemente d efficientl y usin g th e D F T ban k
structure i n Fig . 9.14 . I n th e design s o f subfilter s fo r th e transmitter , w e
consider tw o cases : th e cas e whe n th e subfilter s ar e independentl y optimize d
and th e cas e whe n the y ar e constraine d t o b e frequenc y shift s o f a prototype .
Here w e need no t d o s o because th e subfilter s wil l satisf y th e frequency-shiftin g
property eve n thoug h the y ar e designe d individually .
Example 9. 2 Receive r subfilter s fo r RF I reduction . I n thi s example , w e

design subfilter s t o mitigat e R F I a t th e receiver . Th e D F T siz e i s M = 51 2
and th e cycli c prefi x lengt h i s v = 40 . Th e channe l use d i n thi s exampl e i s
VDSL loo p 1 (450 0 ft ) [8 ] an d th e channe l nois e i s AWG N o f - 1 4 0 dBm . T h e
channel i s shortene d t o a n orde r o f 30 , les s t h a n v = 40 , s o t h a t subfilter s
can b e included . Th e orde r o f th e subfilter s i s f3 = 10 . Th e transmitte r
inputs ar e QA M modulatio n symbol s an d th e symbo l erro r rat e i s assume d
to b e 10~ 7 . Fou r R F I source s ar e assume d i n th e simulations , a t 660 ,
710, 770 , an d 105 0 kHz , respectively , o f strengt h - 6 0 , - 4 0 , - 7 0 , an d - 5 5
dBm, respectively . Th e fou r R F I source s correspon d approximatel y t o tone s
153, 164 , 178 , an d 243 . Th e R F I signa l i s generate d a s suggeste d i n [8 ] t o
simulate actua l interference , rathe r t h a n th e simplifie d mode l i n (9.27) . W e
will conside r tw o differen t subfilte r designs .
Case 1: Interference sources are known. I n thi s design , th e subfilter s
Qk(z) ar e individuall y optimize d b y minimizin g th e objectiv e functio n
(j)'k in (9.29) . Th e subfilter s ar e no t relate d b y frequenc y shifts . Ther e
are fou r R F I source s an d th e orde r /3 i s 10 . Althoug h /3 > 2 J , th e
interference canno t b e completel y nullifie d a s th e interferenc e signa l i s
not a pur e su m o f sinusoids .
Case 2: Interference sources are not known. W e choos e th e subfilter s

Qk(z) t o b e shifte d version s o f Qo(z) an d onl y Qo(z) need s t o b e de -
signed. Th e subfilte r Qo(z) i s designe d withou t makin g us e o f an y R F I
information. I t i s th e solutio n t o th e objectiv e functio n 0 o i n (9.31) .
In thi s cas e th e receivin g filter s for m a D F T ban k an d ca n b e imple -
mented efficientl y a s i n Fig . 9.14 . Th e magnitud e respons e o f Qo(z) i s
as show n i n Fig . 9.16(a) . W e sho w th e magnitud e respons e o f HQ(Z) i n
Fig. 9.16(b) , normalize d wit h respec t t o it s maximum . Als o show n i n
the figur e i s th e magnitud e respons e o f th e rectangula r windo w (HQ(Z)).
We ca n se e t h a t wit h subfilte r shaping , HQ(Z) ha s bette r stopban d an d
hence bette r frequenc y separation .
9.6. Desig n o f receive r subfilter s 28 3
The SINR s (signa l to nois e interference ratio ) o f the subchannel s ar e as show n

in Fig. 9.16(c). Fo r comparison, w e have also shown the subchanne l SINR s fo r
the rectangula r window . Th e receiver s wit h subfilter s enjo y highe r SINR s fo r
the tone s tha t ar e clos e to th e RF I frequencies . Especiall y whe n th e informa -
tion o f the RF I source s is known an d th e subfilter s ar e optimized individually ,
the RF I i s significantly suppressed . A s a result, highe r transmissio n rate s ca n
be achieved . A s an example , Tabl e 9. 1 shows the transmissio n rate s usin g th e
bit loadin g formul a i n (6.38 ) whe n th e symbo l erro r rat e i s 1 0 - 7 . I t shoul d
be note d tha t th e secon d subfilte r desig n attain s a muc h highe r transmissio n
rate b y exploitin g th e RF I information . Whe n th e RF I changes , w e nee d t o
redesign th e subfilters . Bot h th e desig n an d implementatio n cos t ar e muc h
higher tha n th e origina l DM T receiver . O n th e othe r hand , whe n th e subfil -
ters ar e independen t o f the RFI , a s in cas e 1 , the implementatio n cos t wil l b e
much lower .
Rectangular windo w Cas e 1 Cas e 2

6.84 7.4 4 8.5 4
Table 9 . 1 . Transmissio n rate s give n i n meg a bit s pe r second .

(a)
-20
-40
0.2 0. 4 0. 6 0. 8
Frequency normalized byn.
(b)
0.2 0. 4 0. 6 0. 8
Frequency normalized byrc.
50 r
40
30
(c) 20
10
subfilter(firs t case )
subfilter(secon d case )
Rectangular windo w
50 100 15 0 200 250

tone index
Figure 9 . 1 6 . Exampl e 9.2 . Receive r subfilter s fo r RF I reduction : (a ) th e magni -

tude respons e o f Qo(e juJ)\ (b ) th e magnitud e respons e o f th e prototyp e filte r HQ(e JUJ)
normalized wit h respect t o it s maximum ; (c ) th e subchanne l SINRs .
9.7. Zero-padde d transceiver s 285
9.7 Zero-padde d transceiver s

In previou s sections , th e discussio n refer s t o prefixe d transceivers . W e ca n als o
apply subfilter s t o th e zero-padde d syste m i n Sectio n 6.2 . T h e zero-padde d
transceiver als o ha s th e filter ban k representatio n i n Fig . 9.4 . T h e receive r
for th e zero-padde d cas e i s no t unique . Le t u s conside r th e efficien t receive r
in (6.15) . T h e transmittin g (receiving ) filters ar e frequency-shifte d version s
of th e first transmittin g (receiving ) filter excep t fo r som e scalars . Bu t no w
the transmittin g prototyp e i s a rectangula r windo w o f lengt h M whil e th e
receiving prototyp e i s a length- N rectangula r window .
W h e n w e inspec t th e filter ban k representatio n Fig . 9. 4 fo r th e zero-padde d
transceiver, th e ISI-fre e propert y continue s t o hol d fo r an y channe l C(z) wit h
order les s t h a n o r equa l t o th e numbe r o f padde d zero s v. Therefor e th e
results i n Lemm a 9. 1 ca n b e appropriatel y modifie d fo r th e zero-padde d case .
Subfilters ca n b e employe d a t th e transmitte r t o shap e th e transmitte d powe r
spectrum o r a t th e receive r t o mitigat e th e effec t o f R F I . I n particular , w e
can hav e transmittin g subfilter s a s i n Fig . 9.6 . A s lon g a s th e orde r a o f th e
subfilters Pk(z) an d th e channe l orde r L satisf y L + a < v, th e overal l syste m
still enjoy s th e ISI-fre e property . Similarly , w e ca n includ e receivin g subfilter s
as i n Fig . 9.1 3 i f th e orde r /3 o f th e subfilter s Qk(z) satisfie s L + /3 < v.
Therefore t o ad d subfilter s o f orde r /3 , the channe l need s t o b e shortene d t o
an orde r L < v (3.
[68, 89 , 102 , 113 , 141 , 155 ]

Many method s hav e bee n develope d i n th e literatur e t o enhanc e th e frequenc y
separation amon g th e subchannels . Fo r example , t o improv e th e spectra l
rolloff o f th e transmitte d signal , a numbe r o f continuous-tim e puls e shapin g
filters hav e bee n propose d [68 , 89, 102 , 113 , 141 , 155]. Usuall y continuous-tim e
pulse shape s ar e designe d base d o n a n analo g implementatio n o f th e trans -
mitter, an d i n genera l i t i s no t possibl e t o hav e a digita l implementatio n [79] .
Discrete-time window s hav e bee n considere d i n [15 , 86 , 138] . T h e desig n o f
overlapping window s fo r O F D M wit h offse t QA M ove r frequency-nonselectiv e
channels wa s studie d full y i n [15 , 138] . W h e n th e channe l i s distortionless ,
orthogonality amon g th e subchannel s i s preserve d b y th e windo w [15 , 138 ]
and a bette r spectra l efficienc y i s achieved . Fo r IS I channels , additiona l post -
processing ca n b e use d t o remov e interference . Mor e recently , transmittin g
windows wit h th e cyclic-prefi x propert y [31 , 80 ] hav e bee n considere d fo r
egress control . Window s t h a t ar e th e invers e o f a raise d cosin e functio n wer e
optimized i n [31 ] to minimiz e egres s emission . T o compensat e fo r th e transmit -
ter window , th e correspondin g receive r require s post-processin g equalizatio n
[31, 80] . A join t consideratio n o f spectra l rollof f an d SN R degradatio n du e
to post-processin g wa s give n i n [80] . Transmitte r windowin g fo r zero-padde d
DFT-based transceiver s ha s als o bee n addresse d therein . Per-ton e window s
were propose d i n [20 ] fo r shapin g th e transmitte d spectrum . T h e shapin g o f
spectra allow s mor e tone s t o b e use d fo r transmission .
Windowing i s als o ofte n applie d a t th e receive r side . T o improv e R F I
suppression i n DS L applications , receive r windowin g ha s bee n propose d i n
the literatur e [29 , 143] . Th e cleve r ide a o f usin g extr a redundan t sample s
and foldin g t o reduc e R F I wa s give n i n [143] . Fo r th e suppressio n o f sidelobe s
without usin g extr a redundan t samples , i t wa s propose d i n [61 ] to us e window s
t h a t introduc e controlle d IBI , remove d late r usin g decisio n feedback . A join t
minimization o f R F I an d channe l nois e wa s considere d i n [123] . Th e optima l
window ca n b e foun d usin g th e statistic s o f th e R F I an d channe l nois e [123] .
Also usin g th e statistic s o f th e channe l nois e an d RFI , a join t desig n o f th e
T E Q an d th e receivin g windo w fo r maximizin g bi t rate s wa s give n i n [188] .
Minimization o f R F I usin g subfilter s wa s propose d i n [83] . A nove l combina -
tion o f raise d cosin e windowin g an d per-ton e equalizatio n withou t usin g extr a
redundant sample s wa s give n i n [32] . Per-ton e windowin g fo r R F I suppressio n
without usin g th e informatio n o f R F I an d channe l nois e statistic s ha s bee n
suggested i n [180] . Receive r windowin g ha s als o bee n considere d fo r O F D M
applications. T o improv e th e receptio n o f O F D M systems , i t wa s propose d i n
[98] t o us e Nyquis t windows . Optima l Nyquis t window s wer e considere d i n
[97] t o mitigat e th e effec t o f additiv e nois e an d carrie r frequenc y offsets .
In th e contex t o f R F I mitigation , interferenc e cancellatio n ha s bee n sug -
gested i n [13] . Usin g th e receive r o u t p u t s o f unuse d R F I tone s o r neighborin g
tones, th e parameter s o f th e R F I signa l ca n b e estimate d an d use d t o cance l
interference o n th e tone s t h a t ar e affected . P a r a m e t e r estimatio n an d can -
cellation fo r th e cas e whe n th e R F I sourc e i s a singl e sideban d signa l wa s
developed i n [56] . Base d o n th e approac h i n [13] , a mor e genera l framewor k
for R F I cancellatio n wa s give n i n [140] . Th e metho d i s applicabl e t o R F I o f
all analo g modulatio n schemes , e.g . amplitud e modulation , singl e sideband ,
double sideband , an d s o forth .
9.9 Problem s
9.1 Trapezoidal window. Suppos e th e transmitte r windo w ai i s th e discrete -
time Trapezoida l functio n o f lengt h N + a a s show n i n Fig . P 9 . 1 . T h e
coefficients satisf y a a = a a + i = = a^-i= 1 . Th e tw o end s o f th e
window dro p linearl y t o zero . Th e numbe r o f nonunit y coefficient s o n
each en d i s a.
1k
window / V
coefficients a i / \ \ \ ,
0a N 7V+ af
Figure P 9 . 1 . Trapezoida l windo w function .
(a) Doe s th e trapezoida l functio n satisf y th e tim e domai n Nyquis t con -

dition i n (9.13) ?
(b) Suppos e w e use the trapezoida l windo w i n the D F T implementatio n
in Fig . 9.9 . Sho w t h a t th e syste m i n Fig . 9. 9 ha s th e equivalen t
subfilter receivin g ban k structur e i n Fig . 9.6 .
9.9. Problem s 28 7
(c) Fin d th e correspondin g subfilte r PQ(Z) i n (b) .
9.2 W e ar e give n a transmitte r windo w functio n a>i t h a t ha s lengt h N + a

and satisfie s th e tim e domai n Nyquis t conditio n i n (9.13) . I n thi s cas e
does th e D F T implementatio n i n Fig . 9.1 4 alway s hav e th e equivalen t
subfilter receivin g ban k structur e i n Fig . 9.13 ? I f so , ho w ar e th e coef -
ficients o f Po(z) relate d t o ap.
9.3 T h e transmittin g filters Fk(z) i n th e conventiona l D M T syste m for m a

D F T bank . Fro m Sectio n 9. 3 w e als o kno w t h a t th e ne w transmittin g
filters F^(z) agai n for m a D F T ban k whe n th e subfilter s ar e frequency -
shifted version s o f th e first subfilter . Sho w t h a t i f th e subfilter s d o no t
form a D F T bank , neithe r d o th e ne w transmittin g filters.
9.4 Le t g(n) b e a sequenc e satisfyin g th e tim e domai n Nyquis t conditio n

J2i9^ + Nl) = 1 . Le t G(e j a ; ) b e th e Fourie r transfor m o f g(n). Sho w
that
G{e?2*klN=
) 0 , fo r k = 1 , 2 , . . ., N - 1 .
In othe r words , th e Fourie r transfor m o f g(n) ha s th e zero-crossin g prop -
erty.
9.5 Le t h(n) b e a rectangula r windo w o f lengt h N an d le t g(n) b e a n arbi -

t r a r y sequenc e o f lengt h P. Sho w t h a t th e lengt h P + N 1 sequenc e
h(n) * g(n) satisfie s th e tim e domai n Nyquist(iV ) property .
9.6 Conside r th e transmitte r i n Fig . 9.9 . Sho w t h a t i f th e subfilte r po(n)

n
is normalize d suc h t h a t Y^= oPo( = ) 1 ? the n th e complexit y ca n b e
reduced t o on e I D F T plu s 2a addition s an d a multiplication s pe r block .
9.7 W e kno w th e receive r i n Fig . 9.1 4 need s onl y 2(3 more multiplication s
and (3 more addition s pe r bloc k o f output s whe n i t i s compare d wit h th e
conventional D M T receiver . Sho w t h a t whe n th e windo w satisfie s th e
Nyquist property , th e numbe r o f multiplication s ca n b e furthe r reduce d
to (3.
9.8 Transmitter window not satisfying the time domain Nyquist condition.
Suppose th e transmitte r windo w coefficient s a>i i n Fig . 9. 9 d o no t satisf y
the tim e domai n Nyquis t conditio n i n (9.13) . Doe s th e D F T implemen -
tation i n Fig . 9. 9 stil l hav e th e equivalen t receivin g ban k structur e i n
Fig. 9.6 ?
9.9 I n Sectio n 9.6 , i t wa s mentione d t h a t th e receive r subfilter s ca n b e in -

dividually optimize d whe n th e informatio n o f th e interferenc e source s i s
available. Sho w t h a t th e objectiv e functio n <p fk i n (9.29 ) ca n b e writte n
as a quadrati c for m o f th e M h subfilte r vecto r q^ , i.e . q ^ ^ q ^ , fo r som e
square matri x 4>/c - Fin d th e matri x 4>/c - I s 4>/ c alway s positiv e definite ?
9.10 Transmitter windowing without extra redundancy [80] . T h e transmitte r

window discusse d i n thi s chapte r require s th e prefi x lengt h v > L + a,
where a i s the orde r o f the transmitte r subfilter s an d L i s the orde r o f th e
F I R channel . Thi s mean s w e nee d t o hav e a mor e redundan t sample s
t h a n th e D M T syste m i n Chapte r 6 . I n thi s problem , w e conside r th e
case whe n ther e ar e n o extr a redundan t samples , i.e . v = L an d N =

M + L. Th e transmitte r i s a s show n i n Fig . P9.10(a) , wher e F cp i s
the N x M cyclic-prefi x insertio n matri x define d i n (5.14) . Suppos e th e
transmitter windo w ha s th e cyclic-prefi x property . T h a t is , th e firs t v
window coefficient s ar e th e sam e a s th e las t v coefficients ,
:
&M+i 5 :0,1,...,I/-1.
window
'() ^ "0
ai
*,()
(a) w+ F P/S x(ri)
* cp (N)

W")
Vi
transmitting matrix G
->H >H
S/P W H>H >H

(b) discard
(M)
W w
prefix
>H H
Figure P 9 . 1 0 . (a)Transmitte r windo w withou t extr a redundancy ; (b ) ISI-fre e receive r

for th e transmitte r i n (a) .
(a) Deriv e th e receive r s o t h a t th e overal l syste m i s ISI-free .

(b) Sho w t h a t th e ISI-fre e receive r i n (a ) ca n b e implemente d a s th e
structure i n Fig . P9.10(b) . Th e coefficient s Xk ar e th e reciprocal s
of th e channe l D F T coefficients , Xk = 1/C/e , wher e Ck ar e th e M-
point D F T o f th e channe l impuls e response . Th e post-processin g
matrix P a s indicate d i n Fig . P9.10(b ) depend s onl y o n th e windo w
but no t th e channel .
W h e n ther e ar e n o extr a redundan t samples , applyin g windowin g a t th e

transmitter result s i n a receive r t h a t generall y depend s heavil y o n th e
9.9. Problem s 28 9
channel. T h e resul t i n thi s proble m show s t h a t i f th e windo w ha s th e

cyclic-prefix property , the n th e channe l dependen t par t o f th e receive r
continues t o b e th e F E Q coefficient s only .
9.11 Fin d a windo w functio n o f lengt h M + v t h a t satisfie s b o t h th e tim e

domain N y q u i s t ( M ) propert y an d th e cyclic-prefixe d propert y describe d
in Proble m 9.10 . Giv e a sketc h o f th e window .
9.12 I n Proble m 9.10 , th e windo w ha s th e cyclic-prefi x property , i.e . ai =

dM+i, f r * = 0 , 1 , . . . , z / 1. Suppos e no w t h a t th e windo w doe s no t
have thi s property .
(a) Deriv e th e receive r s o t h a t th e overal l syste m ha s th e ISI-fre e prop -

erty.
(b) Sho w t h a t th e ISI-fre e receive r i n (a ) ca n b e implemente d a s i n
Fig. P9.12 . T h e post-processin g matri x P i s o f th e for m
Ai 0 0 C (A0-A2)
W
0A 2
Wf+ A W
00
0
wf
where A Q , A I, an d A 2 ar e diagona l matrice s wit h diagona l ele -
ments consistin g of , respectively , th e first v windo w coefficients , th e
following M v coefficients , an d th e las t v coefficients . T h e matri x
A i s a s i n Proble m 9.1 0 an d C o i s a n L x L lowe r triangula r Toeplit z
matrix wit h th e first colum n give n b y [c o c\ . . . CL-I\ I s
the post-processin g matri x P stil l channel-independen t a s i n P r o b -
lem 9.10 ?
S/P
discard w
prefix
m * i
Figure P 9 . 1 2 . Structur e o f th e ISI-fre e receiver .
9.13 Effect of subfilters on the subchannel noises. T o mitigat e interference ,

we include d subfilter s i n th e receivin g bank . Thes e additiona l subfilter s
will affec t th e subchanne l outpu t noise . Le t th e channe l nois e b e AWG N
with varianc e A/o - Le t Qo(z) b e th e subfilte r i n th e zerot h subchanne l
with Q 0 ( e j 0 ) = 1 .
(a) W h a t i s th e zerot h subchanne l nois e varianc e o\ du e t o channe l

noise?
290 9 . DM T system s wit h improve d frequenc y characteristic s
(b) Suppos e Qo(z) ha s magnitud e respons e a s show n i n Fig . 9.16(a) .

Do you expect th e nois e variance in (a ) to b e larger o r smaller tha n
the cas e withou t a subfilter ?
(c) Suppos e th e subfilter s ar e frequency-shifte d version s o f th e firs t
subfilter Qo(z). Wha t i s th e kth subchanne l nois e varianc e o\ k
due t o channe l noise ? I s i t th e sam e a s tha t i n (a) ?
9.14 Zero-padded transceivers. Conside r th e zero-padde d transceive r i n Sec -
tion 6. 2 wit h th e efficien t receive r i n (6.15) .
(a) Appl y subfilter s t o th e transmitte r a s i n Fig . 9.6 . Suppos e th e
subfilters Pk{z) ar e shifte d version s o f th e zerot h subfilte r Po(z).
Show tha t th e ne w transmittin g filter s for m a DF T ban k an d ca n
be implemente d efficiently . Dra w th e DF T implementation .
(b) Suppos e th e efficien t receive r give n i n (6.15 ) i s used. Appl y subfil -
ters t o th e receive r a s i n Fig . 9.13 . Agai n assum e th e subfilter s ar e
shifted version s o f th e firs t subfilter . Sho w tha t th e ne w receivin g
filters als o for m a DF T ban k an d ca n b e implemente d efficiently .
Draw th e DF T implementation .
10
Minimum redundanc y FI R
transceivers
In earlie r chapter s w e sa w tha t th e us e o f redundanc y i n bloc k transceiver s

allows us to remove ISI completely without usin g IIR filters. Whe n the numbe r
of redundan t sample s pe r bloc k v i s mor e tha n th e channe l orde r L , ther e i s
no IBI, an d w e can furthe r achiev e zero ISI using a constant receivin g matrix .
The mos t notabl e exampl e i s th e OFD M syste m studie d i n Chapte r 6 . Bu t
the us e o f redundan t sample s als o decrease s th e transmissio n rate . Fo r ever y
M inpu t symbols , th e transmitte r send s ou t N = M + v samples . Th e actua l
transmission rat e i s decrease d b y a facto r o f N/M. Ther e ar e v redundan t
samples i n ever y N sample s transmitted . Reducin g redundanc y lead s t o a
higher transmissio n rat e an d henc e bette r bandwidt h efficiency . A t th e sam e
time, we would like the redundancy t o be large enough so that th e zero-forcin g
condition ca n stil l be satisfie d withou t usin g IIR filters . A natural questio n t o
ask is : fo r a give n channe l an d AT" , wha t i s the smalles t redundanc y suc h tha t
FIR transceiver s exist ? I n othe r words , i f w e ar e t o us e a n FI R transceive r
that achieve s zer o ISI , wha t i s th e larges t numbe r o f symbol s tha t ca n b e
transmitted ou t o f every N samples ? Thi s chapter aim s to answer the questio n
of minimu m redundanc y fo r th e existenc e o f FI R zero-forcin g transceivers .
We wil l conside r genera l FI R transceiver s (Fig . 10.1 ) i n whic h th e filter s

are no t constraine d t o b e DF T filter s a s i n th e OFD M system . Moreove r
the lengt h o f th e filter s ca n b e longe r tha n th e bloc k siz e N. I n thi s cas e
the transmittin g an d receivin g matrice s ar e allowe d t o hav e memories , rathe r
than constan t matrice s a s i n th e OFD M case . W e will se e that th e minimu m
redundancy depend s o n th e underlyin g channe l C(z), an d i t ca n b e easil y
determined fro m th e locatio n o f th e zero s o f th e channe l C(z) directl y b y
inspection. Th e topi c o f minimu m redundanc y fo r FI R transceiver s wa s firs t
addressed i n [182] . Th e proble m ha s bee n studie d usin g differen t approache s
[62, 76 , 124 , 135] . Fo r consistenc y wit h th e res t o f th e book , w e wil l follo w
the approac h give n i n [76] .
291
292 10. M i n i m u m redundanc y FI R transceiver s
q(n)
s0(n) - ! fN
11
>\ ^ 0 W | ,
U
n(")
x(n)
4
*9 M
wZ T f_ \ w _1 A fw
n o yz) ! + 7V*
s (n)
0 w
,N c:hannel
r
11 u
i (70
s^n) -+J fN - * | /^(z ) |-* | + # )*> )
H ^l W
wZ 7 /_ \ *
> >r

A
W ^ ft f wE 7
/- ^ \ L+\HM_I(Z}\^\IN\^
*| V i W |
filters filters
Figure 1 0 . 1 . M-subchanne l filte r ban k transceiver .
polyphase matrix polyphase matrix
J
s0(n)
q()
oW
s{(n)
G(z) 1(H)
Cps(z) i r()
S(z)
s{(n)
Wn> Ww>
T(z)
Figure 1 0 . 2 . Polyphas e representatio n o f th e transceiver .
10-1 Polyphas e representatio n

In th e followin g discussion , i t i s ofte n mor e convenien t t o wor k wit h th e
polyphase representatio n (Chapte r 5 ) o f th e transceiver , whic h allow s u s t o
redraw th e filte r ban k transceive r a s i n Fig . 10.2 . I n th e figure , th e N x M
matrix G{z) i s the polyphas e matri x o f the transmittin g ban k an d S(z) i s th e
M x N polyphas e matri x o f the receivin g bank . Th e matrice s G(z) an d S(z)
are no t constraine d t o b e constan t matrice s a s i n Chapter s 6-8 . Th eT V x 1
vector q(n ) i s the blocke d versio n o f the channe l nois e q(n). Throughou t thi s
chapter, th e channe l nois e wil l no t appea r i n ou r discussio n a s i t doe s no t
affect th e existenc e o f FI R zero-forcin g filte r ban k transceivers . Th e blocke d
channel matri x C ps(z) i s a pseudocirculant, whic h ha s been introduce d earlie r
in Chapte r 5 . Som e o f its propertie s ar e exploite d i n Sectio n 5. 4 fo r eliminat -
10.2. Propertie s o f pseudocirculant s 293
ing interbloc k interference . T o b e mor e specific , le t th e channe l b e a n FI R

filter o f orde r L:
L
C(z) = c(0 ) + c ( l ) ^ - 1 + + c(L)z~ .
To avoi d degenerat e cases , w e wil l conside r C(z) wit h c(0),c(L ) 7 ^ 0 , an d

L > 1 . Th e polyphas e representatio n o f C(z) i s
C(z) = C 0{zN) + C 1{zN)z~1 + + CW-i(* N )*-7V+1 (10.1)
In thi s chapter , th e channe l orde r L ca n b e longe r tha n N. Al l the polyphas e

components Ci(z) ar e in general polynomials in z - 1 . The n the blocked versio n
Cps(2:) i s give n b y
C0(z) z-îzj
C\(z) C'o(z) z-YC2{z)
Qjps(z) (10.2)
CN-i(z) C N-2(z) C0(z)
The stud y o f pseudocirculan t matrice s turn s ou t t o b e o f vita l importanc e

in determinin g minimu m redundanc y o f FI R transceivers . Som e usefu l prop -
erties wil l b e give n i n Sectio n 10.2 . Fro m Fig . 10.2 , w e kno w th e conditio n
for zer o IS I ca n b e give n i n term s o f polyphas e representation . Ther e i s zer o
inter-subchannel interferenc e i f
S(z)Cps(z)G(z)
= A(z), (10.3)
for som e diagona l matri x A(z). Th e transceive r i s ISI-fre e (zer o inter - an d

intra-subchannel ISI ) if , i n addition, th e diagona l element s o f A(z) ar e merel y
delays, i.e . [A(z)] ^ = A^ _ n % wit h A ^ 7^ 0. I n thi s cas e w e ca n alway s scal e
and dela y th e receive r output s s o tha t
S(z)Cps(z)G(z) >-M- (10.4)
Thus, without los s of generality we can consider this ISI-free conditio n becaus e
delays an d scalin g d o no t chang e th e FI R propert y o f the system .
10.2 Propertie s o f pseudocirculant s

In thi s sectio n w e introduc e som e propertie s o f pseudocirculant s tha t wil l b e
useful fo r ou r subsequen t discussion . W e wil l diagonaliz e pseudocirculant s
using tw o type s o f decomposition . Th e firs t one , Smit h for m decomposition ,
uses unimodula r matrice s t o diagonaliz e FI R pseudocirculants . Th e secon d
one diagonalizes C ps(zN), rathe r tha n C ps(z), usin g DF T matrice s an d som e
simple diagona l matrice s [157 , 159]. 1
1
For a mor e in-dept h treatmen t o f thes e decompositions , th e reader s ar e referre d t o
Chapter 1 3 of [159 ] o r [58] .
294 10. Minimu m redundanc y FI R transceiver s
10.2.1 Smit h for m decompositio n

A polynomia l matri x A(z) i n z~ x ca n b e diagonalize d b y th e so-calle d uni -
modular matrices . W e sa y a n N x N polynomia l matri x XJ(z) i s unimodula r
if
det U(z) = c ,
a nonzer o constan t [159] . Whe n XJ(z) i s causa l FI R unimodular , s o i s it s
inverse \J~ 1(z)1 du e t o th e constan t determinan t property .
An N x N polynomia l matri x A(z) i n z~ x ca n b e represente d usin g th e
Smith for m decompositio n
A(z) = U(z)T s(z)V(z), (10.5 )
where al l thre e matrice s i n th e decompositio n ar e matri x polynomial s i n th e
variable z~ x. Bot h XJ(z) an d V(z ) ar e unimodula r matrices , an d T s(z) i s a
diagonal matrix :
jo(z) 0 .. .0
07 i (z) 0
r*(*)
00 .. . 7JV -i(4
Moreover th e unimodula r matrice s U(z ) an d V(z ) ca n b e s o chose n tha t th e
polynomials jk(z) ar e monic (i.e . th e highes t powe r ha s unity coefficient ) an d
jk(z) i s a facto r o f j k+i(z) (i.e . j k(z) divide s jk+i(z) fo r 0 < k < N 2) .
In thi s cas e th e matri x T s(z), calle d th e Smit h for m o f A(z) , i s unique. Th e
diagonal element s ~f k(z) ar e give n b y
<yk(z) = A k+1(z)/Ak(z),
where A k(z)yk= 1,2 , ...,iV , i s th e greates t commo n diviso r (gcd ) o f al l

theA : xA : minors o f A(z) , an d A 0(z)= 1 . Althoug h T s(z) i s unique , th e
unimodular matrice s U(z ) an d V(z ) ar e not . Th e decompositio n ca n b e
obtained usin g a finit e numbe r o f elementar y ro w an d colum n operation s
[159].
Return t o the blocke d version of the transceiver syste m i n Fig. 10.2 . Whe n
the scala r channe l C{z) i s causal an d FIR , th e blocke d channe l matri x C ps(z)
is als o causa l an d FIR . Le t u s appl y Smit h for m decompositio n t o C p s (z),
Cps(z) = U(z)T s(z)V(z), (10.6 )
where T s(z) i s th e Smit h for m o f C ps(z). Le t PN denot e th e numbe r o f
nonunity term s i n the diagonal s o f the Smit h form . Thi s numbe r turn s ou t t o
be relate d t o th e minimu m redundanc y fo r th e existenc e o f FI R transceivers ,
as w e will se e later . Wit h th e definitio n o f p^v , we ca n expres s T s(z) a s
r s ( z ) = diag[ l 1 .. . 1 1N- PN(Z) .. . lN -i(z)]. (10.7 )
Example 10. 1 I n thi s example , w e comput e th e Smit h for m o f th e pseudo -
circulant associate d wit h th e scala r filter C(z) = 1 2z~ x + 2z~ 2 z~ 3. Th e
polyphase component s o f C(z) wit h respec t t o N = 3 are, respectively ,
CQ(Z) = 1 - z~\ d(z) = - 2 , an dC 2(z) = 2.

T h e associate d pseudocirculan t i s
ri-; - 1 2Z- 1
-2Z"1
1
(3pS{z) 1-z- 2z~l
2 - -21
This ha s th e following Smit h for m decomposition :
(1 -1 1" 10 o 2 -2 1-z
-1 1 0 01 + z- 0 0 -1 1
l
0 0 00 (i 1
- ) 0 0 2
uw V(*)
Both XJ(z) an d V ( z ) hav e determinant s equa l t o 1 . T h e Smit h for m ha s tw o

nontrivial diagona l terms , 71(2; ) = 1 + z~ x an d 72(^ ) = ( 1 + z~ 1)(\ z - 1 ) ,
where 71(2; ) divide s 72(2;) . Therefor e w e hav e p^ = 2 .
For a n arbitrar y F I R polynomia l matrix , ste p b y ste p ro w an d colum n

operations ar e require d t o comput e it s Smit h form . Bu t fo r pseudocirculant s
it i s muc h earlie r t o obtai n it s Smit h form . W e wil l se e i n Sectio n 10. 5 t h a t ,
given th e zero s o f th e underlyin g scala r filte r C(z), th e Smit h for m ca n b e
determined easil y b y inspection .
10.2.2 DF T decompositio n
It i s known t h a t pseudocirculant s ca n als o b e diagonalize d usin g D F T matrice s
[159]. A n arbitrar y pseudocirculan t C ps(z), no t necessaril y FIR , assume s th e
following decomposition :
Cps(zN=
) T>(z- 1
)WE(z)WJfT>(2 (lOi
where D ( z ) an d T,(z) ar e diagona l matrice s given , respectively , b y
"1 0
1
0 z'
D(*)
-7V+1
00 .. .,
'C(z) 0 0
0 C(zW) 0
H(z)
0 0 C(zW N-l\
with W = e -j27r/N. T h e matri x W i s th e N x N normalize d D F T matri x

with [ W ] m n = -^= e-32rnnir/N^ 0<m,n<N-l. Not e t h a t th e siz e o f W
is N instea d o f M a s i n earlie r chapters . T h e decompositio n ca n b e obtaine d
by showin g t h a t
D ( z ) C p s ( z 7 V ) D ( z - 1 ) (10.9 )
is a circulan t matri x (Proble m 10.10 ) an d circulant s ca n b e diagonalize d usin g
D F T matrices .
10.2.3 Propertie s derive d fro m th e tw o decomposition s

Property 10.1 . Determinan t o f C ps(z) Th e determinan t o f C ps(z) i s
directly relate d t o tha t o f it s Smit h for m T s (z) an d t o tha t o f th e diagona l
matrix 5](z ) i n th e DF T decomposition . Th e tw o matrice s U(z ) an d V(z )
in th e Smit h for m decompositio n ar e unimodula r an d thei r determinant s ar e
constants, s o we hav e
det C ps(z) = cdetT s(z)= 070(^)71(2? ) j N-1(z)y (10.10 )
where c = de t XJ(z) det V(z). No w conside r th e determinant s o f the tw o side s
of (10.8) . W e ca n obtai n
N-l
det C ps(zN) = de t (E(z) ) = J J C(zW k). (10.11 )
The abov e expressio n implie s i n particula r tha t de t C ps (z) i s a dela y i f an d

only i f C{z) i s a delay . Thi s expressio n als o lead s t o th e followin g propert y
that relate s th e zero s o f C ps(z) t o thos e o f th e scala r filte r C(z).
Property 10.2 . Zero s of det C ps(z) Suppos e the channel C(z) i s a causal
FIR filte r o f orde r L an d th e zero s ar e
#1, 02,..., 0L.
Then de t C ps (z) i s als o a causa l FI R filte r o f orde r L an d th e zero s ar e

nN nN nN
U1 , U 2 , . . . , t/ L .
Proof. Let
C{Z) = C(0 ) [ 1 - 0^] [ 1 - 02Z- 1] . . . [ 1 - 0LZ- 1] .
Property 10. 1 tells us that de t C ps(zN)= E L Jo C(zW k), whic h is equal

to
N-l
Ho)f I I t 1 " Oii^)- 1} [ 1 - e 2(zwkr1] [1 - OLizw")- 1]

k=0
It ca n b e verifie d tha t (Proble m 10.

N-l
11 [l-^(^)-1 ] = 1-0
N
z~N.
k=0
It follow s fro m th e abov e expressio n tha t th e determinan t o f C ps (z) ca n

be rearrange d a s follows :
L
N
detC ps (z) = [ c ( 0 ) ] A r n [ 1 - ^ " 1 ] -
i=l
This mean s that de t C ps (z) i s also an FI R filte r o f order L an d th e zero s

a r e < , 0?,...,0.
10.2. Propertie s of pseudocirculants 297
P r o p e r t y 1 0 . 3 . Zero s o f jk(z) T h e determinant expressio n i n (10.10 )

means t h a t th e zero s of det C ps(z) ar e distribute d amon g 7^(2:) . T h e previou s
property state s t h a t t h e zeros o f detC ps(z) ar e Of. Therefor e t h e zeros of
7^(2:) ar e also Of. A s detC ps(z) ha s only L zeros , ther e ar e at mos t L
nontrivial 7^(2:) . T h e numbe r o f nonunity term s o n th e diagona l o f the Smit h
form satisfie s pN < nii n [L , N\. W h e n N > L , the first (N L) diagona l term s
of th e Smit h for m ar e equa l t o one.
Property 10.4 . Ran k of Cps(z) Fo r a causal F I R pseudocirculan t C ps(z),

a matri x polynomia l o f - 1 , t h e rank i s a functio n o f z. I n t he Smith for m
decomposition t h e unimodular matrice s XJ(z) a n d V ( z) ar e nonsingular fo r
all z. Therefor e th e ran k o f Cps(z) i s t he same a s the ran k o f its Smit h for m
Ts(z). T h e ran k o f Ts(z) depend s o n the numbe r o f nontrivial term s o n t h e
diagonal, i.e . pjy. I f r i s a zer o o f ^N- PN(Z), then , du e t o t he property t h a t
ji(z) divide s 7^1(2:) , w e hav e
1N-PN=
(T) -yN- PN+i(r)
= = 7 T V - I ( V ) = 0 .
T h e ran k o f Ts(r) i s thus N pjy. Thi s i s also th e smalles t ran k o f Ts(z), i.e .
m i n r a n k ( r s ( 2 : ) ) = N pjy.
z
On th e othe r hand , fro m th e D F T decompositio n o f Cps(z) w e kno w t h a t

the ran k o f C ps(zN) i s t he same a s t he rank o f 5](z ) a s W a n d D ( z) ar e
nonsingular. Therefore , w e hav e
iank(Cp8(zN=
)) r a n k ( ( ) = r a n k ( r a ( ^ ) ) ; (10.12 )
the smalles t rank s o f t he three matrice s C ps(z), T, (2:), a n d Ts(z) ar e t h e

same. W e already kno w t h a t t h e smallest ran k o f T s(z) i s N PN fro m
(10.12). Therefore ,
m i n r a n k ( r s ( 2 : ) ) = minrank(CL s (2:)) = minrank(5](2:) ) = N pN,

zz z
where pN i s t he number o f nonunit y term s i n t he diagonals o f t he Smit h

form T s(z). Thi s equatio n tie s t h e smallest ran k o f Cps(z) t o t he number of
nontrivial diagona l term s i n its Smit h form . Fo r a given F I R channe l C(z) an d
interpolation rati o AT" , t he rank o f C ps(z) ca n actually b e determined mor e
explicitly, a s discussed next .
10.2.4 Congruou s zero s

T h e smalles t ran k o f Cps(z) ca n als o b e obtained b y inspecting th e so-calle d
c o n g r u o u s zero s o f C(z). Le t us first factoriz e C(z) i n terms o f its distinc t
zeros. Suppos e C(z) ha s p distinc t zeros , cî , 0 ^ 2 , . . . , ^, o f multiplicities ,
respectively, 7711 , 777,2 , , Tn p. T h e n mi + 777, 2 + + m p i s equal t o L, t h e
order o f C(z), a nd
C(z) = c(0) [ 1 - a.z- 1]"11 [ 1 - a.z- 1]"12 [l - a ^ " 1

]^.
W h e n al l th e zero s ar e distinct , w e hav e p = L an d 777 4 = 777, 2 = =TTT, ^ = 1.

Definition 10. 1 Congruous zeros. A se t o f distinc t zero s { a i , a.^ . . . a q} o f

C(z) ar e congruous with respect to N i f
T h e zero s t h a t ar e congruou s ar e distinc t bu t thei r magnitude s ar e th e sam e

and thei r angle s diffe r b y a n intege r multipl e o f 2TT/N. The y ca n b e considere d
as rotation s o f eac h other . W e expres s eac h a s a rotatio n o f a\\
a3 = OL XW-ni, 0 < rij < N. (10.13 )
Because th e congruou s zero s ar e distinc t b y definition , th e integer s rij ar e

also distinct . I n fact , fro m P r o p e r t y 10.2 , w e kno w t h a t a^,a^,...,a^
correspond t o th e zero s o f de t C ps(z). W e ca n sa y t h a t a se t o f q congruou s
zeros ar e distinc t zero s o f C(z) t h a t merg e a s a zer o o f multiplicit y q o f
detCps(2;).
Definition 10. 2 Th e notatio n n?q denote s th e cardinalit y o f th e larges t se t o f

congruous zero s o f C(z) wit h respec t t o N.
T h e numbe r ji^ represent s th e larges t numbe r o f distinc t zero s t h a t hav e th e

same magnitud e an d thei r difference s i n angle s ar e intege r multiple s o f 2TT/N.
W h e n C(z) ha s p distinc t zeros , th e numbe r ji^ i s bounde d b y 1 < JIN < P-
In th e earlie r example , C(z) = 1 2z~x + 2z~ 2 z~3, th e zero s ar e e J 7 r / 3 ,
-J7r 3
e / , an d 1 , a s show n i n Fig . 10.3(a) . Fo r N = 2 , w e rais e th e zero s t o
the powe r o f 2 an d sho w thei r location s i n Fig . 10.3(b) . N o tw o zero s ar e
congruous an d fi2 = 1 . Th e cas e fo r N = 3 i s show n i n Fig . 10.3(c) . Th e tw o
zeros, e J 7 r / 3 an d e _ J 7 r / 3 , merg e afte r the y ar e raise d t o th e thir d power . The y
are congruou s wit h respec t t o N = 3 , an d w e hav e [13 = 2 . W h e n N = 6
(Fig. 10.3(d)) , th e thre e zero s ar e congruou s an d w e hav e /JLQ = 3 .
As anothe r example , conside r C(z) = ( l + z _ 1 ) ( l z- 1 ) 2 . Thi s filter ha s
double zero s a t z = 1 an d on e zer o a t z = 1. Ther e ar e tw o distinc t zeros ,
1 an d 1 , a s show n i n Fig . 10.4(a) . Th e secon d an d thir d power s o f thes e
zeros ar e show n respectivel y i n Fig . 10.4(b ) an d Fig . 10.4(c) . Fo r N = 2 ,
these tw o zero s merg e an d w e hav e [12 = 2 . Fo r N = 3 , thes e tw o zero s d o
not merg e an d w e hav e [13 = 1 .
T h e definitio n o f [IN i s base d o n th e congruou s zero s o f th e scala r filter
C(z). I t t u r n s ou t t h a t JIN i s actuall y equa l t o p^v , th e numbe r o f th e non -
trivial diagona l term s o n th e Smit h for m o f th e associate d pseudocirculan t
Lemma 10. 1 Fo r a n F I R N x N pseudocirculan t C ps(z), th e numbe r o f non -

unity term s o n th e diagona l o f its Smit h for m i s the sam e a s the larges t numbe r
of congruou s zero s o f C(z), i.e .
PN = MTV - g
Proof. Recal l t h a t th e diagona l matri x 5](z ) i n th e D F T decompositio n

of C ps(zN) i s F I R i f C{z) i s FIR . Th e numbe r o f term s o n th e diagona l
of 5](z ) t h a t hav e commo n zero s wil l determin e th e smalles t ran k o f
Aim
r-plane
N=2
(a) (b)
N=6
(c) (d)
fR e
Figure 1 0 . 3 . (a ) Th e zero s a * o f C(z); (b)-(d ) a f fo r N = 2,3,6 . Th e channe l i s

C(z) = 1 - 2z~ x + 2z" 2 - z~ 3
.
z-plane
N=2 tf=3
1R e 1R e 1R e
(a) (b) (c)
Figure 10.4 . (a ) Th e distinc t zero s a ; o f C(z); (b ) a f fo r N = 2 ; (c ) a f fo r J V = 3 .

The channe l i s C(z) = ( 1 + z - 1 ) ^ ~ ^ _ 1 ) 2 -
XI(2:). Observ e t h a t th e zero s o f C(zW k) ar e thos e o f C(z) rotate d b y

2kn/N. I f C(z) an d C(zW k) hav e a commo n zer o a , the n
C(aO = C(c^W fc) = 0 .

This mean s t h a t b o t h a an d aV^ fc ar e zero s o f C(z). B y Definitio n 10. 1
these zero s ar e congruou s wit h respec t t o N. T h e larges t numbe r o f
terms o n th e diagona l o f 5](z ) t h a t hav e commo n zero s i s th e sam e a s
the larges t numbe r o f congruou s zero s /ijy. Therefor e th e smalles t ran k
of 5](z ) i s N /ijy. Bu t w e kno w alread y t h a t th e smalles t ran k o f
Cps(z) i s N PN. Therefore , w e hav e pN = PN- B
Example 10. 2 Conside r th e filter C(z) = 1 with L = 3 . I t ha s thre e

distinct zero s a t z = e J 7 r / 3 , e J 7 r / 3 , an d 1 (Fig . 10.5(a)) . Conside r first
N = 2 . Th e secon d power s o f th e zero s ar e show n i n Fig . 10.5(b) . A s n o tw o

zeros ar e congruou s wit h respec t t o N = 2 , w e hav e p2 = 1 . O n th e othe r
hand, th e tw o polyphas e component s ofC(z) ar e Co(z) = 1 , an d Ci(z) = z~ x.
T h e channe l matri x i s
" 1 z-~
CpS[z) l1
s~
Its Smit h for m i s
from whic h w e ca n als o obtai n p^
r
|lm
z-plane
N=2 N=3
( fifth fe
\fR e
\ \
(a) (b) (c)
Figure 1 0 . 5 . (a ) Zero s on o f C{z)\ (b ) af; (c ) a f . Th e channe l i s C{z) = 1 +;
Now suppos e A ^ = 3 . Th e polyphas e component s o f C(z) wit h respec t t o

N = 3 ar e Co(z) = 1 + _ 1 , C\(z) = 0 , an d Ci{z) = 0 . Th e channe l matri x
Cps (z) i s give n b y
1
1 + z- 0 0
Qsps[z) 0 1 + z- 1 0
0 0 1-hz-1
T h e determinan t o f thi s matri x ha s a zer o o f multiplicit y 3 , a s show n i n

Fig. 10.5 . I n thi s specia l case , C ps(z) i s th e sam e a s it s Smit h form . T h e
number o f nonunit y term s p% on th e diagona l i s three . Thi s resul t i s als o
consistent wit h th e fac t t h a t th e thre e zero s o f C(z) ar e congruou s wit h respec t
to A f = 3 , an d henc e [13 = 3 .
Example 10. 3 Conside r th e second-orde r channe l C(z) = l-\-2z~ 1-\-z~2. T h e

channel ha s doubl e zero s a t z = 1. Th e numbe r o f zero s o n th e uni t circl e i s
two bu t th e numbe r o f distinc t zero s i s one . W e hav e [IN = 1 for al l A f i n thi s
case. Fo r instance , i f A f = 2 , th e polyphas e component s o f C(z) wit h respec t
to N = 2 ar e Co(z) = 1 + z~ x an d C\(z) = 2 . Th e channe l matri x C ps(z) i s
given b y
1
[ l - h ^ - 1 2Z- 1
CpS[z)
21 + z- 1 "
T h e correspondin g Smit h for m T s(z) i s
1
T,(z)
01 1z-x+z-2
10.3. Transceiver s wit h n o redundanc y 301
T h e numbe r o f nonidentit y term s o n th e diagona l i s p2 = 1 . Thi s numbe r i s

one fo r al l N i n thi s case .
Lemma 10. 1 shows t h a t pN i s equal t o /IN, th e larges t numbe r o f congruou s

zeros, a quantit y t h a t ca n b e determine d directl y b y inspectin g th e zero s o f
C(z). I n Sectio n 10. 4 w e wil l se e ho w thi s numbe r i s tie d t o th e minimu m
redundancy fo r designin g F I R transceivers .
10.3 Transceiver s wit h n o redundanc y

T h e filte r ban k transceive r i n Fig . 10. 1 i s calle d minima l i f th e interpolatio n
ratio N = M an d ther e i s n o redundancy . I n thi s sectio n w e conside r th e
properties o f suc h systems . W e wil l sho w t h a t fo r F I R minima l transceivers ,
we ca n achiev e onl y zer o inter-subchanne l ISI , bu t no t zer o ISI . Moreover , fo r
channels t h a t d o no t hav e minimu m phase , ther e doe s no t exis t a n ISI-fre e
minimal transceive r t h a t i s causal and stable.
10.3.1 FI R minima l transceiver s

In th e Smit h for m decompositio n o f C ps(z), ther e ar e tw o unimodula r F I R
matrices U ( z ) an d V ( z ) . Thei r inverses , \J~ 1(z) an d V _ 1 0 ) > ar e als o causa l
F I R unimodula r matrices . Suppos e w e choos e th e transmittin g an d receivin g
matrices a s
G ( = V _ 1 ( ; z ) an d S ( = U~\z),
then b o t h ar e F I R matrices . T h e resultan t overal l transfe r matri x T(z) i s
T(z) = S(z)C ps=

(z)G(z) T s(z).
It i s a diagona l matrix , i.e . ther e i s n o inter-subchanne l ISI . Thus , fo r F I R

minimal filte r ban k transceiver s w e ca n achiev e zer o inter-subchanne l ISI .
Although inter-subchanne l IS I i s canceled , intra-subchanne l IS I canno t b e
removed completel y b y F I R filtering . I n othe r words , i n th e no-redundanc y
case, ther e i s n o F I R transceive r t h a t ca n b e ISI-fre e fo r frequency-selectiv e
channels. T o se e this , w e ca n conside r th e determinan t o f th e overal l system ,
det(TO)) = det(S0)G0))det(C^0)) -
As C(z) i s FIR , detCp S(z) i s als o FIR , an d i t i s a dela y i f an d onl y i f C(z)
is a delay . Bot h determinant s o n th e right-han d sid e o f th e abov e equatio n
are FIR . T h e zero-IS I propert y require s d e t ( T ( z ) ) t o b e a delay . Thi s mean s
t h a t b o t h det(S(z)G(z)) an d det(C ps(z)) ar e merel y delays , whic h i n t u r n
implies t h a t C(z) i s a delay . S o i t i s no t possibl e t o achiev e zer o IS I usin g
F I R transmitter s an d receiver s fo r frequency-selectiv e channels .
10.3.2 M R minima l transceiver s

If w e ar e allowe d t o us e II R filters , on e possibl e ISI-fre e solutio n i s G O ) =
V _ 1 0 ) an d S O ) = ^ 1(z)^~1(z)- Cautio n mus t b e take n i n doin g so . T h e
t e r m T ^ O ) m a y n t b e stable . I n fact , i f th e channe l C(z) doe s no t hav e
minimum phase , ther e doe s no t exis t an y ISI-fre e transceive r t h a t i s b o t h

causal an d stable.
Lemma 10. 2 Ther e exist s a causa l an d stabl e ISI-fre e minima l filte r ban k
transceiver i f an d onl y i f C(z) i s a minimum-phas e filter . W h e n th e conditio n
is satisfied , on e suc h solutio n i s give n b y
G(z) = V " 1 ^ ) , an d S(z) = r j ^ U- 1

^ ) , (10.U)
where U ( z ) an d V ( z ) ar e th e unimodula r matrice s i n (10.6) .
Proof. Sufficiency of minimum phase C(z). I f C(z) ha s zero s a t #g , fo r
= 1 , 2 , . . . , L , w e kno w t h a t de t G ps{z) ha s zero s a t Of an d t h a t thes e
are als o th e zero s o f jk(z). I f C(z) ha s minimu m phase , th e zero s satisf y
\6i\ < 1 . Th e zero s Of o f jk(z) wil l als o b e insid e th e uni t circle . I n thi s
case, w e ca n choos e G(z) an d S(z) a s i n (10.14 ) fo r a causa l an d stabl e
transceiver solution .
Necessity of minimum phase C(z). I f C(z) doe s no t hav e minimu m
phase, the n a t leas t on e zero , sa y #i , i s outside th e uni t circle . W h e n th e
filter ban k transceive r i s ISI-free , th e overal l transfe r matri x i s diagona l
and th e diagona l element s ar e merel y delays . W e hav e
mo
det (S(z)C ps(z)G(z))
= cz- ,
for som e constan t c an d mo. Becaus e detC p s (2;) contain s th e facto r
(1 Of z~ x), eithe r de t S(z) o r de t G(z) shoul d contai n th e facto r
1
i/(i -efz- ).
Therefore S(z) an d G(z) canno t b o t h b e stable . I n othe r words , i f C(z)
does no t hav e minimu m phas e ther e doe s no t exis t an y causa l an d stabl e
transceiver wit h th e ISI-fre e property .
Whenever ther e exist s a causa l an d stabl e transceive r pai r [G(z) , S(z)] , w e ca n

use i t t o generat e man y othe r solutions . Fo r example , fo r an y S(z) t h a t i s
an M x M causa l an d stabl e transfe r matri x wit h a causa l an d stabl e inverse ,
the pai r
[G(z)&(z),&-1(z)S(z)]
also forms a causa l an d stabl e transceiver . Fo r minima l filte r ban k transceivers ,
the existenc e o f a causa l an d stabl e solutio n depend s o n whethe r th e give n
channel C(z) ha s minimu m phase . Th e stabilit y proble m als o explain s wh y
non-minimum-phase channel s ar e difficul t t o equaliz e usin g minima l filte r
bank transceivers . However , a s w e hav e discusse d i n Chapte r 5 , thi s i s no t
the cas e i f a certai n redundanc y i s allowed , i.e . N > M. I n fact , fo r mos t
cases, F I R ISI-fre e filte r ban k transceiver s exis t wit h redundanc y a s smal l a s
1 (Sectio n 10.4) .
For a single-inpu t single-outpu t (SISO ) system , i t i s wel l know n t h a t th e
inverse o f a n F I R syste m i s alway s IIR . Th e II R invers e i s (i ) causa l an d
stable i f th e origina l syste m ha s minimu m phase ; an d (ii ) stabl e an d possibl y
noncausal i f th e origina l syste m ha s n o zero s o n th e uni t circle . Th e resul t i n
Lemma 10. 2 fo r th e minima l transceiver s ca n b e viewe d a s th e blocke d versio n
of th e SIS O result .
10.4. Minimu m redundanc y 303
10.4 Minimu m redundanc y

In th e filte r ban k transmitte r show n i n Fig . 10.1 , the interpolatio n rati o i s TV
while th e numbe r o f subchannel s i s M. T h e transmitte r send s ou t T V samples
for ever y M inputs . Ther e ar e T V M redundan t sample s i n ever y T V samples
transmitted. T h e followin g theore m give s th e smalles t redundanc y t h a t allow s
the existenc e o f F I R transceivers .
Theorem 10. 1 Conside r th e filte r ban k transceive r i n Fig . 10.1 . Ther e exis t
F I R G(z) an d S(z) suc h t h a t th e transceive r i s ISI-fre e i f an d onl y i f th e
redundancy K = T V M satisfie s
K> p N,
where PN i s th e larges t numbe r o f congruou s zero s o f C(z) a s give n i n Defi -

nition 10.2 . W h e n a n F I R transceive r doe s exist , th e solutio n i s no t unique .
One choic e o f ISI-fre e F I R transceive r i s a s follows :
1 IM 1
G(^) = V- ^) S(z)=[lM O J U - ^ ) , (10.15 )
0
where U ( z ) an d V ( z ) ar e th e T V x T V unimodula r matrice s i n th e Smit h

form decompositio n o f G ps(z) i n (10.6) . T h e minimu m redundanc y fo r F I R
transceiver solution s i s pjy, whic h i s als o equa l t o pjy.
Proof. W e first sho w t h a t th e conditio n K > pN i s a sufficien t one .

T h a t is , i f the conditio n i s satisfie d th e transceive r give n i n (10.15 ) i s on e
solution. T h e n w e sho w t h a t i t i s als o a necessar y conditio n b y provin g
t h a t i f K < PTV , ther e doe s no t exis t an y ISI-fre e F I R transceiver .
Sufficiency. Conside r th e choic e o f F I R transmitte r G(z) give n i n
(10.15). T h e n C ps(z)G(z) i s equa l t o
u^r^v^v- 1 ^)
IM IM
U(*)
0 0
In th e abov e equality , w e hav e use d th e fac t t h a t whe n K > p^ th e

first M element s o n th e diagona l o f T s(z) ar e equa l t o unity . Therefore ,
when K > p^, th e receive r i n (10.15 ) yield s a n F I R transceive r wit h
zero ISI .
Necessity. Suppos e K < p^ an d ther e exis t F I R G(z) an d S(z) suc h
t h a t th e syste m i s ISI-free . Usin g Smit h for m decompositio n C ps(z)=
U(z)T8(z)V(z), w e hav e
[S(z)U(z)} T s(z) [V(z)G(z)} = I M. (10.16 )
T h e smalles t ran k o f T s(z) i s N p^, bu t th e ran k o f th e right-han d

side o f (10.16 ) i s alway s equa l t o M = N K, whic h i s greate r t h a n
TV pN whe n K < p^. S o w e hav e a contradictio n i n thi s case , an d a n
F I R transceive r wit h th e ISI-fre e propert y doe s no t exist .
In th e solutio n give n i n (10.15 ) th e transmitte r pad s K zero s t o th e trans -

mitted input s whil e th e receive r discard s th e las t K receive r outputs . Thi s
solution depend s o n th e unimodula r matrice s i n th e Smit h for m decompo -
sition bu t no t explicitl y o n th e Smit h for m T(z). Not e that , a s lon g a s
the redundanc y i s large enough , th e channe l ca n b e equalize d an d IS I ca n b e
eliminated, irrespectiv e o f th e location s o f th e channe l zeros . Sinc e th e uni -
modular matrice s U(z ) an d V(z ) i n th e Smit h for m decompositio n ar e no t
unique, G(z) an d S(z) ar e no t unique . Usin g th e solutio n give n i n (10.15) ,
we ca n deriv e infinitel y man y solutions . Fo r example , suppos e [G(z) , S(z)] i s
an ISI-fre e solution , an d A(z ) i s a n arbitrar y FI R unimodula r matrix . The n
[G(z)A(z), A-^zWz)]
is also a n FI R ISI-fre e solution . Mor e generally , A(z) ca n b e an y FI R matri x
with a n FI R inverse . I t i s know n tha t suc h a matri x ca n b e factorize d a s a
product o f a n FI R paraunitar y matri x an d a n FI R unimodula r matrix . Se e
[158] fo r mor e detail s o n th e factorizatio n o f suc h matrices .
Example 10. 4 Conside r th e second-orde r channe l i n Exampl e 10.3 . Fo r

N = 3 , on e se t o f choices fo r th e unimodula r matrice s U(z ) an d V(z ) i s
1 0 0 2Z-1 '
U(s) 2 1-2Z-1 2 V(s) U2-Z-1)
1 2-z-1 1
We kno w p 3 = 1 and th e minimu m redundanc y i s 1 . Le t u s choos e M = 2
and G(z) an d S(z) accordin g t o (10.15) :
-z
G(z)=V-1(z) 1
0
00
S(z)=[h 0]V-\z)
-1/3 2/ 3
The overal l transfe r functio n i s
1 z-' 2z~r -z
00
S(z)Cps(z)G(z) 21 z-1 1 I2.
-1/3 2/ 3
12 1 0
In fact, w e have seen earlier i n Example 10. 3 that pjy = 1 for al l N. Therefor e
the minimu m redundanc y i s 1 for al l N.
Example 10. 5 Conside r th e channe l i n Exampl e 10.2 . Fo r N = 2 , n o tw o
zeros ar e congruous . W e hav e p 2 = 1 and thu s th e minimu m redundanc y i s
1. On e se t o f choices fo r th e unimodula r matrice s U(z ) an d V(z ) i s
2
1 1 z- '
V(z) and V(z)
01
We ca n choos e G(z) an d S(z) accordin g t o (10.15) :
G(z)=V-l(z) , S(z ) = [ 1 0 ] U " 1 ^ ) = [ 1 0 ] .

10.4. Minimu m redundanc y 305
We onl y nee d K = 1 fo r th e existenc e o f F I R transceiver s fo r N = 2 . No w

suppose w e us e N = 3 . W e hav e compute d earlie r i n Exampl e 10. 2 t h a t
ps = 3 . I n thi s cas e F I R transceive r solution s d o no t exist .
From Exampl e 10. 5 w e observ e th e followin g interestin g properties .
W h e n M = 1 , K = 1 , an d N = 2 , w e hav e p 2 = 1 an d F I R solution s
exist. However , whe n w e increas e K t o 2 , keepin g M = 1 , i.e . i V = 3 ,
we hav e ps = 3 an d ther e ar e n o F I R solution s i n thi s case . This
demonstrates that if solutions of FIR transceivers exist for a given K,
a solution does not necessarily exist if we increase redundancy from K
to K + 1 and keep M fixed.
W e als o se e fro m thi s exampl e t h a t th e interpolatio n rati o N ca n b e

smaller t h a n th e channe l orde r L (N = 2 an d L = 3) .
z-plane
N=2
(a) (b)
1R e
Figure 10.6 . (a ) Zero s o f C(z); (b ) th e zero s o f detC ps(z).
Example 10. 6 A channel with almost congruous zeros. Conside r th e second -

order channe l C(z) = 1 + 2 s i n e 2 : _ 1 + z~ 2. T h e zero s ar e
e iW2+e) a n de -j(,r/2+ )
as show n i n Fig . 10.6(a) . Le t N = 2 . T h e channe l matri x i s give n b y

_1 1
1 2z sine
Qjps{z)
2 sine 1 + z- 1
W h e n e = 0 , th e Smit h for m o f C ps(z) i s th e sam e a s C ps(z) an d F I R
transceivers d o no t exist . Fo r a smal l e , th e tw o zero s o f detC ps(z) ar e
distinct bu t clustered . T h a t is , th e zero s ar e almos t congruous . T h e zero s
of de t Cp S(z) ar e show n i n Fig . 10.6(b) . W h e n sin e ^ 0 , i t ha s th e followin g
Smith for m decomposition :
1 + z- 1 2 sin e
10 11
2 sine 0 0 l + 2z- 1cos(2e) 0 1
uw W V(*)
If e ^ 0 , w e hav e C ps(1) 0 . However , r a n k ( r s ( 1 ) ) > 1 a s lon g a s

sine 7 ^ 0 . Therefor e eithe r U(1 ) o r V(1 ) i s a n ill-conditione d matrix ,
although the y ar e unimodula r an d hav e constan t determinants . T o b e mor e

specific, on e ca n comput e th e conditio n number . Fo r a n A ^ x i V matri x A ,
the conditio n numbe r i s define d a s | | A | | | | A _ 1 | | , wher e | | || denote s a matri x
norm. Le t u s us e th e matri x nor m t h a t i s define d a s th e maximu m o f th e
absolute colum n sum , i.e . | | A | | = max j X^= o l l ^ k i ! - W e ca n verif y t h a t th e
condition numbe r o f V(1 ) i s 1 , wherea s th e conditio n numbe r o f U(1 ) i s
[2sine]2 + [l/( 2 sine ) ,
which goe s t o infinit y a s e approaches zero . I n thi s case , th e receivin g matri x

in (10.15 ) i s
S ( = [ 1 1/(2sine) ] .
This ha s a ver y larg e coefficien t 1/(2sine) , whic h wil l amplif y channe l nois e
although th e overal l signa l gai n i s stil l unit y (S(z)C ps(z)G(z)
= 1) . T o avoi d
this, w e ca n increas e K b y 1 and ge t aroun d th e proble m o f noise amplification .

Example 10. 7 Conside r th e channe l C(z) an d th e powe r spectru m o f th e
colored channe l nois e show n i n Fig . 10.7 . Th e coefficient s o f th e channe l
c(n) ar e [0.165 9 0.304 5 - 0 . 1 1 5 9 - 0 . 0 7 3 3 - 0 . 0 0 1 5 ] . Th e channe l C(z)
has orde r 4 . Th e channe l an d th e channe l nois e ar e draw n fro m a n ADS L
environment. Th e channe l i s obtaine d b y shortenin g loo p 6 i n [7 ] t o five t a p s
and th e channe l nois e i s a combinatio n o f F E X T crosstal k an d AWG N noise .
For N = 5 , th e minimu m redundanc y i s 1 . W e choos e K = 1 and M = 4 . T h e
F I R transmittin g an d receivin g matrice s ar e a s give n i n (10.15) . Th e input s
are B P S K symbols , renderin g a bi t rat e o f 0. 8 bits/sample . Th e plo t o f bi t
error rat e versu s transmissio n powe r i s give n i n Fig . 10.8 . Fo r comparison ,
we als o plo t th e bi t erro r rat e performanc e o f a cyclic-prefixe d DFT-base d
transceiver wit h th e sam e bi t rat e an d relativ e redundancy , i.e . sam e K/N
or sam e K/M. Th e DFT-base d transceive r need s a t leas t fou r redundan t
samples pe r bloc k a s th e channe l orde r i s 4 . W e choos e M = 16 , K = 4 fo r
the DFT-base d system . Th e syste m wit h minimu m redundanc y require s a
much smalle r transmissio n powe r fo r th e sam e bi t erro r rate .
In thi s exampl e th e minimu m redundanc y i s 1 wherea s th e redundanc y
is 4 fo r th e DFT-base d system . I n mos t case s th e minimu m redundanc y i s
less t h a n th e usua l redundanc y L. A t th e sam e relativ e redundancy , th e
system wit h minimu m redundanc y ha s a smalle r M , i.e . a shorte r bloc k
length. W e shoul d not e t h a t a s th e syste m i s no t DFT-based , th e filter ban k
transceiver ha s mor e channel-dependen t element s i n th e desig n an d implemen -
tation phases . Fo r example , th e transmitte r an d receive r ca n onl y b e designe d
after th e channe l i s known . Th e transmittin g an d receivin g matrice s wil l b o t h
be channel-dependent . W e shoul d als o not e t h a t th e desig n o f th e filter ban k
transceiver i s no t a s straightforwar d a s th e DFT-base d system . Th e unimod -
ular matrice s V ( z ) an d U ( z ) ca n b e ill-conditione d a s w e hav e demonstrate d
in Exampl e 10.6 . Th e computatio n o f th e unimodula r matrice s ca n als o b e
sensitive t o numerica l accurac y an d channe l estimatio n error . Thi s i s eve n
more s o fo r a larg e N.
10.4. M i n i m u m redundanc y 307
(a)
0.2 0. 4 0. 6 O.i
Frequency normalize d by7u.
(b)
w -7 0
0.2 0. 4 0. 6 O.i
Frequency normalize d by7u.
Figure 1 0 . 7 . (a ) Magnitud e respons e o f th e channe l C{z)\ (b ) powe r spectru m o f th e

additive nois e q(n).
10" i-jn 1
- B - DF T
I minimu m redundanc y
10"
10" \J
10"
10"
10 15 2 02 53 0
Transmission power (dB)
Figure 1 0 . 8 . Bi t erro r rat e fo r th e transceive r wit h minimu m redundanc y an d th e

DFT-based syste m wit h th e sam e relativ e redundancy .
For a give n F I R channe l C(z) o f orde r L < N ", th e minimu m redundanc y

PN i s betwee n 1 an d L. I t woul d b e interestin g t o kno w whe n PN i s a t it s
smallest an d whe n i t i s equa l t o it s larges t possibl e valu e L.
W h e n PN = 1 , w e onl y nee d t o us e redundanc y K = 1 , whic h i s the low -

est redundanc y possibl e fo r a frequency-selectiv e channel . Thi s occur s
when C(z) doe s no t hav e congruou s zero s wit h respec t t o N. W h e n th e
order o f channe l i s finite, w e ca n alway s find N suc h t h a t thi s i s true .
This i s becaus e ther e ar e a t mos t L set s o f congruou s zeros . Fo r thos e
zeros t h a t hav e th e sam e magnitude , w e ca n calculat e thei r difference s
in angle . Collec t al l th e angl e difference s togethe r an d denot e t h e m b y
27rp/q, fo r som e coprim e integer s p an d qn. A s lon g a s N i s no t a
multiple o f q^ n o tw o zero s ar e congruous . I n practica l cases , th e prob -
ability t h a t PN = 1 i s almos t unity . Therefor e redundanc y o f K = 1
is almos t alway s sufficien t fo r th e existenc e o f F I R ISI-fre e transceivers .
However, thi s statemen t shoul d b e treate d wit h caution . Althoug h fo r
an F I R C(z) w e ca n alway s find N suc h t h a t th e minimu m redundanc y
is 1 , th e zero s ca n b e almos t congruou s wit h respec t t o N a s w e hav e
observed i n Exampl e 10.6 . Nois e amplificatio n ma y b e a n issu e fo r th e
resulting transceive r whe n th e channe l nois e i s take n int o consideration .
When is PN equal to L? Fo r L < N, th e maximu m o f PN i s L. T h e

minimum redundanc y PN i s equa l t o L i f an d onl y i f al l th e zero s o f
C(z) ar e congruous . Thi s happen s i f an d onl y i f C(z) ha s distinc t zero s
and thes e zero s li e o n th e sam e circl e wit h angle s difference s t h a t ar e
integer multiple s o f 2TT/N. A n exampl e i s show n i n Fig . 10.9 .
Urn
-plane InIN
0 w,
0
O
Re
.0
Figure 10.9 . A n example of C(z) wit h p N = L.
10.5 Smit h for m o f FI R pseudocirculant s

A pseudocirculan t matri x C ps(z) i s completel y determine d b y it s underlyin g
scalar filte r an d henc e s o i s it s Smit h form . I t t u r n s ou t t h a t w e ca n ver y
easily obtai n th e Smit h for m o f C ps (z) i n a close d for m fro m th e scala r filte r
C(z). Th e diagona l term s i n th e Smit h for m ca n b e determine d directl y b y
inspection. I n th e previou s sectio n w e gav e on e ISI-fre e F I R solution , whic h
depends onl y o n th e numbe r o f nontrivia l diagona l term s o f th e Smit h for m
10.5. Smit h for m o f FI R pseudocirculant s 309
but no t o n th e Smit h for m explicitly . Althoug h th e Smit h for m itsel f i s no t

of importanc e i n th e desig n o f FI R transceivers , i t i s academicall y satisfyin g
to kno w tha t i t i s closel y relate d t o congruen t zero s o f the scala r filte r C(z).
From th e propertie s derive d i n Sectio n 10.2.3 , w e alread y kno w tha t th e
zeros o f detC ps(z) ar e distribute d amon g th e Smit h form' s diagona l term s
7^(2:). Th e followin g lemm a provide s u s a mor e explici t lin k betwee n congru -
ous zero s o f the scala r filte r C(z) an d 7^(2:) .
Lemma 10. 3 Give n a n FI R channe l C(z) an d it s blocke d N x N channe l

matrix C ps(z), le t {ai , a^, , OLq} b e a se t o f congruou s zero s o f C(z) wit h
respect t o N. Suppos e n o othe r zero s ca n b e include d i n th e se t t o for m a
larger congruou s set . Then ,
(1) r a n k ( C ps ))= iV-g;

(2) onl y th e las t q functions ^N- q(z), 1 N-q+i(z), , 1N-I(Z) hav e the fac -
tor ( 1 - a^z' 1). M
Proof. We expres s th e congruou s zero s a s OLJ = aiW~ nj. Conside r th e

(N rij)th diagona l ter m o f (z ) i n (10.8) . Observ e tha t
C(zWN-n*)\z=ai=C(a= n
1W- *) C(a j)= 0, fo r j = 1 , 2 , . . ., q.
That is , q terms o n th e diagona l o f 5](z ) ar e equa l t o zer o when z = OL\.

No othe r ter m ha s a zer o a t OL\ because thi s i s the larges t congruou s se t
containing OL\. Therefore, w e have rank(5](ai) ) = N q, which implie s
that
rank(C p s (a?)) = rank(T s (a?)) = N - q.
This, i n turn , mean s tha t exactl y q diagona l term s o f th e Smit h for m
contain th e facto r ( 1 a^z~ x). Thes e ar e th e las t q term s a s 7^(2: )
divides 7^+1(2:) .
To obtai n a n exac t expressio n o f 7^(2:) , le t u s partitio n al l th e zero s o f

C(z) int o set s Bj. Eac h Bj contain s on e se t o f congruou s zero s an d n o othe r
zeros ca n b e include d i n th e se t t o for m a large r congruou s set . I n addition ,
when C(z) ha s multipl e zeros , identica l zero s ar e groupe d int o th e sam e set .
Suppose ther e ar e a tota l o f s suc h sets , Si , 6 2 , . . ., B s. Suppos e Bj contain s
j congruou s zero s an d the y ar e denote d b y
0 ^ 1 , 0 ^ 2 , . - , ^ j , ^ , (10.17 )
where w e have , fo r convenience , renumbere d th e zero s o f C(z) usin g doubl e

subscripts. (Th e numbe r o f element s i n Bj ca n b e large r tha n j du e t o
identical zeros. ) Le t th e multiplicit y o f OLJ^ b e rrij^ an d
m m m
j,l ^ j,2 ' '' 3,lj '
Then w e ca n writ e C(z) a s
C(z) = c(0 ) f [ (l - a^z- 1)^ ( 1 - a^z- 1)*" (1 " " ^ " T ^

Without los s of generality, w e assume \ > 2 > s- B y definition, \ = fijy.

Lemma 10. 3 says that th e las t j terms hav e the facto r ( 1 a^z-1). I n othe r
words, jN-k(z) contain s ever y facto r ( 1 a^z -1) tha t satisfie s j > k. Fo r
k > 1 , w e hav e jN-k(z)= 1 . Th e followin g theore m give s a close d for m
expression fo r th e Smit h for m o f C ps(z). A proo f i s given i n Sectio n 10.6 .
Theorem 10. 2 Th e Smit h for m T s(z) o f th e pseudocirculan t C ps(z) ha s di -

agonal term s give n b y
/s
1
J ] (l-a^*- )'.*, k = l,2,..., 1,
lN-k{z)={ ,7> fe (10-18 )
^ 1, otherwise .
For example , suppos e C(z) ha s n o multipl e zero s an d assum e th e zero s ar e
divided int o thre e set s >i , >2, and B3 with, respectively , \ = 4 , 2 = 3 , an d
i3 = 2 a s give n i n Tabl e 10.1 . Th e zero s i n th e sam e colum n wil l g o t o th e
Sets Zeros
Bi an OL\2 13 ai4
B2 OL21 OL22 23
B3 31 32
i I I 1
lN-l{z) 7N-2(Z) 7JV-3 (* ) 1N-A{Z)
Table 1 0 . 1 . A n exampl e o f zer o partitio n an d th e respectiv e 7*5(2 )
same function jk(z)- Th e resultant JN-4(Z) n a s o n e z e r o <^n > 7TV-3(^) ha s two

zeros a^L,^^ , an d bot h 7.^-2(2 ) an d JN-I(Z) hav e thre e zero s a^ , a ^ , a ^ .
All th e othe r diagona l term s ar e equa l t o unit y i f N > 4 . I n summary , w e
have
lk(z)= 1 , for fc< N-
-1
1N-A(Z)
= 1 - a^z
1
77V-3(^) = ( 1 - aZz-
'11 )^
1N-2(Z)
= JN- (1 a^z-l)(l ,N , ^(l
- * " 1
) ,
3
Example 10. 8 Conside r th e scala r filter C(z) = 1 i n Exampl e 10.2 . I t
J7r 3 _J7r 3
has zero s a t z = e / , e / , an d 1. Whe nTV 2, w e hav e B 1 = {e j7r<3}
B2 = {e~ i 7 r / 3 }, an d 3 = {-!} Ther e i s only one nontrivial diagona l elemen t
71(2). Th e zero s o f ji(z) ar e thos e o f C(z) raise d t o th e powe r o f 2 :
7i(*) = ( l ^ V ) ( i e -i2./3z-l)(1 (-1)2,"1)
10.6. Proo f o f Theore m 10. 2 311
We immediatel y ge t th e Smit h for m a s
10
3
01 - z~
Now suppos e N = 3 ; th e thre e zero s o f C(z) ar e congruou s wit h respec t t o 3 .

We hav e onl y on e B se t {e J 7 r / 3 , e _ J 7 r / 3 , 1} . Eac h î(z) i s o f orde r 1 ,
7o(*) = 7 i ( * 0= 12(2)
We ca n conclud e t h a t
l-z- 0 0
rs(z) 0 1-z-1 0
0 0 1-z'1
One ca n readil y determin e th e Smit h for m o f th e F I R pseudocirculan t

matrix C ps(z) b y inspectio n onc e th e zero s o f th e associate d scala r filte r C(z)
are known . T h e theore m implie s t h a t th e numbe r o f nontrivia l term s i n
the Smit h for m i s l\, i.e . th e cardinalit y o f th e larges t congruou s set . Thi s
number, a s show n i n th e previou s section , i s exactl y th e minimu m redundanc y
for th e existenc e o f F I R transceivers .
10.6 Proo f o f Theore m 10. 2

W h e n th e zero s o f C(z) ar e distinct , Theore m 10. 2 follow s directl y fro m
Lemma 10.3 . However , thi s i s no t th e cas e whe n C(z) ha s multipl e zeros .
For example , suppos e C(z) ha s congruou s zero s OL\ an d a^ , wit h multiplici -
ties 77 i 1 and 77i2 , respectively. W e kno w t h a t detT s (2:) ha s (m\ +777,2 ) zero s a t
a^ an d w e kno w t h a t thes e zero s wil l b e distribute d t o th e las t tw o diagona l
terms. Bu t th e exac t distributio n canno t b e determine d fro m Lemm a 10.3 .
It i s intuitiv e t o conjectur e t h a t 771 2 zeros g o t o 7 ^ - 2 ( 2 ) an d 777 4 zero s g o t o
7 J V - I ( ^ ) i f mi > 7712 - An d i t i s indee d ho w th e zero s ar e distributed . T h e
proof fo r C(z) wit h multipl e zero s turn s ou t t o b e mor e involved . I n practica l
cases, th e probabilit y t h a t th e zero s C(z) ar e distinc t i s almos t unity . How -
ever, th e zero s ca n b e almos t congruou s (Exampl e 10.6) , an d th e probabilit y
for thi s i s no t zero . Fo r completenes s w e presen t th e proo f fo r genera l channel s
t h a t ca n hav e multipl e zeros .
We wil l se e t h a t whe n w e comput e th e Smit h for m o f C ps(z), w e ca n con -
sider zero s fro m eac h B{ separately . T h a t is , zero s fro m differen t Bi decoupl e
in th e computatio n o f Smit h form . A s a resul t w e ca n conside r C(z) wit h
only on e se t o f congruou s zeros , i.e . C(z) o f th e for m
C(z) = ( 1 - aiz' 1)1711 ( 1 - a 2z~1)m2 ( 1 - OLqZ- l\m

1 a
) (10.19)
where cî , 0^2, , aq ar e congruou s wit h respec t t o N wit h otj = aiW nj an d

777i > W12 > > Tn q. W e wil l sho w t h a t th e Smit h for m o f th e associate d
Cps(z) i s give n b y
diag [l 1 (l-afz- 1
)* (l-afz- 1
)*-1 (1 a^z -l\mil^
(10.20)
The proo f i s organized a s follows: W e will first sho w in Sectio n 10.6. 1 tha t
the Smit h for m o f C ps(zN) i s the sam e a s tha t o f 5](z) , th e diagona l matri x
in th e DF T decomposition . Therefor e w e ca n find th e Smit h for m o f 5](z )
instead. Thi s i s tru e regardles s o f whethe r th e zero s o f C(z) ar e distinc t o r
not. I n Sectio n 10.6.2 , w e argu e wh y w e onl y nee d t o conside r C(z) wit h a
single se t o f congruou s zeros . The n w e give a n exampl e fo r finding th e Smit h
form o f 5](z ) (Sectio n 10.6.3) . Thi s exampl e wil l motivat e th e notatio n an d
the approac h tha t w e us e t o find th e Smit h for m o f 5](z ) i n Sectio n 10.6.4 .
10.6.1 Identica l Smit h form s

From th e DF T decompositio n o f C ps(z) i n (10.8) , w e know tha t
T>(z)Cps(zN)T>(z-1=
) W S f z j W 1 . (10.21 )
_1
The left-han d side , althoug h havin g advance s i n D ( z ) , i s a polynomia l
matrix i n z - 1 , a s th e right-han d sid e W S ( z ) W ^ i s causal . I t turn s ou t tha t
the left-han d sid e ha s th e sam e Smit h for m a s C ps(zN) an d als o th e sam e
Smith for m a s 5](z) . W e wil l prov e thi s wit h a mor e genera l setting .
Let E(z ) b e a polynomia l matri x i n z - 1 suc h tha t
B(z) = D(z)E(z)D(z - 1 )
is als o a polynomia l matri x i n z~ x. W e wil l sho w tha t B(z ) an d E(z ) hav e
the sam e Smit h form . Le t Ai[z) b e th e gc d o f all the ixi minor s o f E(z) an d
A[(z) b e th e gc d o f al l i x i minor s o f B(z) . Fo r convenience , w e defin e th e
set Si a s th e collectio n o f al l 1 x i inde x vectors ,
[fci k 2 ki], 0 < fci < k 2 < < h < N- 1 . (10.22 )
For k, j G Si, w e defin e Ekj(z ) a s th e ixi submatri x o f E(z ) obtaine d b y
keeping th e row s in the inde x vecto r k an d th e column s i n the inde x vecto r j .
For example , i f
k = [fc i k 2 ki], j = [j! j 2 ji] ,
then Ekj(z ) i s th e ixi submatri x o f E(z ) obtaine d b y keepin g row s #/ci ,
# / c 2 , . . . , #ki an d column s # j i , # j 2 , , #ji- W e ca n writ e
cd
Al(z)= 9cd d e t E k j ^ ) , A' i(z)
= $ detB kJ(*).
Note tha t th e (k, j)th elemen t o f B(z ) i s relate d t o E(z ) b y Bkj(z) =

Ekj(z)zi~k, s o we hav e
cd
A[(z) = 9 \zZin
= iUm-k m) de t E k j(2?)
We see that A[{z) ca n diffe r fro m Ai(z) a t mos t b y a dela y term. I n fact , thi s
term i s equa l t o unit y (Proble m 10.16) , an d A[{z) = Ai(z). Becaus e th e it h
diagonal element o f the Smit h for m o f E(z) i s Ai(z)/Ai-i(z), w e can conclud e
that th e Smit h form s o f E(z) an d B(z ) ar e the same . Therefor e th e left-han d
side o f (10.21 ) ha s th e sam e Smit h for m a s C ps(zN). Th e right-han d sid e o f
(10.21) i s 5](z ) sandwiche d b y unitar y matrice s W an d W"!" , whic h d o no t
change th e Smit h form . W e ca n conclud e tha t th e Smit h for m o f C ps(zN) i s
the sam e a s tha t o f 5](z) .
10.6.2 Zero s fro m differen t Bi decoupl e

For simplicity , suppos e C(z) ha s tw o set s o f congruou s zeros . Th e zero s ar e
partitioned int o tw o set s B\ an d B 2 (th e definitio n o f Bi i s give n i n Sec -
tion 10.5) . W e writ e C(z) a s Ci(z)C2(z), wher e Ci(z) contain s al l th e zero s
in B^ , for i = 1 , 2. Le t Ai(z) b e th e gc d o f al l th e i x i minor s o f 5](z) , wher e
5](z) i s th e diagona l matri x i n th e DF T decompositio n o f C pz(zN) give n i n
(10.8). The n w e hav e
cd k
Ai(z)= $ f[C(zW -),
k e
* n= i
where Si i s th e collectio n o f al l 1 x i inde x vector s i n (10.22) . Observ e tha t

Ci(zWrn) an d C2(zW n) d o not hav e any commo n facto r fo r an y m , n becaus e
the zero s i n B\ ar e no t congruou s wit h th e zero s i n B2 . A s a resul t
gcd k
Ai(z) YlC^zW^l 3cd Y[C 2(zW -)
n=l n=l
This mean s tha t i n finding th e Smit h for m o f 5](z) , w e ca n conside r zero s

from eac h Bi separately . W e ca n comput e th e Smit h form s correspondin g t o
C\(z) an d Cîz). Takin g thei r product , w e ca n the n obtai n th e Smit h for m
corresponding t o C(z). Therefor e w e only nee d t o conside r C(z) wit h a singl e
set o f congruou s zeros , i.e . C(z) o f th e for m i n (10.19) . Showin g tha t th e
Smith for m o f C ps(z) i s give n b y (10.20 ) i s equivalen t t o showin g tha t th e
Smith for m o f 5](z ) i s
N m N mi
diag[l 1 (l-a?z- ) * (l-a?z- ) ], (10.23 )
N
i.e. th e diagona l matri x i n (10.20 ) wit h z replace d b y z .
10.6.3 A n exampl e o f derivin g th e Smit h for m o f E(z )

We wil l us e on e exampl e t o brin g forwar d som e propertie s o f the Smit h for m
of 5](z ) an d motivat e th e constructio n use d i n Subsectio n 10.6.4 . Conside r
the scala r filter C(z) o f the for m i n (10.19 ) wit h q = 3 . Le t
C(z) = ( 1 - ouz- 1)1^ - a 2z-1)m2(l - asz- 1

)*,
where 0^1,0^2,0^ 3 ar e congruou s wit h respec t t o AT" , OLJ = a\W~ nj^ an d m\ >
^2 > ^^3 - Not e tha t th e zt h diagona l elemen t o f 5](z ) i s C(zW l). Th e zero s
of C(zW l) ar e thos e of C(z) rotated , i.e . aiW~ l,a2W~l,asW~l. The y ca n
also b e expresse d a s
each a differen t rotatio n o f OL\. A S a n example , w e us e
A^ = 6 , 771 1 = 4 , 771 2 = 2 , 771 3 = 1 , 77 2 = 1 , ^ 3 = 3 .
Table 10. 2 list s th e zero s o f C(zW l) i n thi s case . A s eac h zer o o f C(zW l)
can b e expresse d a s a\W~ k fo r som e intege r /CQ , w e onl y sho w th e intege r
ko i n th e table . Th e i t h ro w o f th e tabl e list s th e zero s o f C(zW l). Suc ha

table wil l b e calle d a rotatio n table . Eac h colum n i n th e tabl e contain s th e
set { 0 , 1 , . . . , N 1} , whic h wil l b e referre d t o a s a complet e rotation . T h e
table contain s a tota l o f (m i -\-rri2-\- m^) complet e rotations . Mor e generally ,
the rotatio n tabl e contain s (ra i + 777, 2 + + m q) complet e rotations .
i Zeros du e t o a\ Zeros du e t o OL<I Zeros du e t o a%

(ko shown ) (ko shown ) (ko shown )
(rai columns ) (777,2 columns ) (7773 columns )
0 0 0 0 0 1 1 3
1 1 1 1 1 2 2 4
2 2 2 2 2 3 3 5
3 3 3 3 3 4 4 0
4 4 4 4 4 5 5 1
5 5 5 5 5 0 0 2
Table 1 0 . 2 . Rotatio n table : zero s o f C(zW l) expresse d a s aW k

fo r som e intege r
ko wit h onl y th e intege r ko show n i n th e table .
W h e n w e collec t al l th e entrie s i n th e rotatio n table , w e obtai n a se t A o f

TV (rai +777,2 + 777,3 ) elements. Le t Ak b e a subse t o f A obtaine d b y keepin g onl y
those row s o f th e rotatio n tabl e i n th e inde x vecto r k . W e us e th e notatio n k
to denot e th e complemen t o f k . Fo r example , i f N = 6 an d k = [ l 2 5] ,
then k = [ 0 3 4 ] . Therefore A^ i s th e subse t o f A obtaine d b y deletin g th e
rows i n th e rotatio n tabl e correspondin g t o th e inde x vecto r k . A s a n example ,
Table 10. 3 show s th e element s o f A^ fo r k = [ l 2 5] . I t i s obtaine d b y
deleting row s # 1 , # 2 , an d # 5 fro m th e rotatio n table . W e als o divid e A^
into thre e group s accordin g t o th e thre e distinc t zero s a i , 012, and 013. T h e
ith grou p contain s th e entrie s o f A^ du e t o an a s show n i n Tabl e 10.3 . Ther e
are (N i)rri element s i n th e ith grou p whe n k i s o f dimensio n 1 x i. I n
the followin g w e sho w ho w th e rotatio n tabl e i s relate d t o th e computatio n o f
\(z).
Now le t u s comput e th e gc d o f al l th e i x i minor s o f 5](z ) t o obtai n it s
Smith form . Denot e th e gc d b y Ai(z). Th e N x N mino r o f 5](z ) i s de t 5](z) ,
and w e hav e A 6(z)= Yl i= ^ C(zW l). W e ma y not e t h a t suc h a produc t
can als o b e obtaine d usin g th e rotatio n table . Observ e t h a t th e zero s o f th e
product ar e exactl y thos e liste d i n th e rotatio n table ! Havin g on e complet e
rotation give s ris e t o th e facto r
(1 - a i ^ X l - aiz^W- 1)... ( 1- ai*- 1

^-^-1))= ( 1 - a?z~ N
).
T h e tabl e contain s (ra i +777 2 +777,3) complet e rotations . I t follow s t h a t A 6(z)

i Zero s du e t o QL\ Zero s du e t o a 2 Zero s du e t o a^

(mi columns ) (777, 2 columns) (777, 3 columns )
0 00 0 0 11 3
- -4- -4 - -4 - -4 - -2- -2 - -A
-2- - ~2r ~2r ~2r s- -a - -5-
3 33 3 3 44 0
4 44 4 4 55 1
-5- -4- -4 - -4 - -4 - -0- -0 - -2-
(group 1 ) (group 2 ) (group 3 )
Table 1 0 . 3 . Element s o f A^ wit h k = [ 1 2 5], obtaine d b y deletin g row s # 1 , # 2, an d

# 5 fro m th e rotatio n tabl e i n Tabl e 10.2 .
is
N-i
A l
6 (z) = Y[ C(zW = ) ( 1- a f z - ^ ) ^ i + ^ 2 + m 3= ^ _ 0,^-6 ^
T h e t e r m A 5 ( z ) i s th e gc d o f al l possibl e combination s o f five term s o n

the diagona l o f 5](z) . W e ca n obtai n A$(z) b y examinin g th e rotatio n table .
Considering th e zero s o f five arbitraril y chose n diagona l term s o f 5](z ) i s
the sam e a s considerin g five arbitraril y chose n row s o f th e rotatio n table ,
or equivalentl y th e rotatio n tabl e wit h on e ro w deleted . Therefor e w e ca n
consider th e subse t o f A wit h on e ro w i n th e rotatio n tabl e deleted , i.e . A^,
where 0 < k < 5 . W e ca n obtai n A 5 ( z ) b y finding th e intersectio n
k=0
Note t h a t w e onl y nee d t o conside r complet e rotation s becaus e th e non -

identity diagona l term s o f th e Smit h for m o f ( z ) ha s onl y factor s o f th e for m
(1 a^z~ N). Le t u s loo k int o eac h Aj,. Observ e t h a t th e se t AQ i s obtaine d
by deletin g ro w # 0 fro m th e rotatio n table . W e se e fro m Tabl e 10. 2 t h a t t o
have complet e rotations , th e number s missin g i n grou p 2 are tw o I s an d grou p
3 lack s th e numbe r 3 . However , w e ca n find thes e missin g number s i n grou p
1. Therefor e AQ contain s thre e complet e rotations . I n a simila r manner , w e
can verif y t h a t eac h A^, fo r 0 < k < 5 contain s thre e complet e rotations .
In fact , th e intersectio n f \ = o ^k * s exactly { 0 , 1 , . . . , 5 , 0 , 1 , . . ., 5 , 0 , 1 , . . ., 5} ,
i.e. thre e complet e rotation s an d n o othe r elements . Suppos e thi s i s no t tru e
and ther e i s on e mor e entry , sa y Q, i n th e intersectio n i n additio n t o th e
three complet e rotations . Fo r eac h A^, al l th e element s i n group s 2 an d 3 ar e
already containe d i n th e thre e complet e rotations . Thi s additiona l Q mus t
come fro m grou p 1 . However , th e se t A$ , obtained b y deletin g th e ôt h row ,

does no t hav e o in grou p 1 . Therefore , th e intersectio n ( \ = o ^k contain s n o
other element s t h a n th e thre e complet e rotations . W e hav e
6 3
A5(z) = (l-aiz- ).
T h e t e r m A^z) i s th e gc d o f al l possibl e combination s o f 4 term s o n th e
diagonal o f T,(z). T o obtai n A^z), agai n w e ca n us e th e rotatio n table . W e
construct subset s A^ b y deletin g tw o row s from th e rotatio n tabl e i n Tabl e 10. 2
and find thei r intersection , i.e .
kes 2
For example , whe n k = [ 0 l ] , row s # 0 an d # 1 ar e delete d fro m th e rota -

tion table . Grou p 3 lacks th e number s 3 and 4 to complet e a rotation. W e
note t h a t thes e tw o number s ca n b e foun d i n grou p 2 , henc e A^ in thi s cas e
contains a complete rotation . I n a similar way , w e ca n verif y t h a t eac h A^ fo r
k G 6 2 contain s a complete rotation . T h a t is , th e intersectio n Pike s ^ k 1S
{ 0 , 1 , . . . , 5} . Thus , A^(z) = 1 afz~ 6. Usin g a similar approach , w e ca n find
= an
Pikes ^ k 0 5 empty set , an d thu s A^(z) = 1. I t follow s t h a t A2(z) = 1
and Ai(z) = 1. Th e abov e discussio n demonstrate s t h a t w e ca n obtai n Ai(z)
by examinin g th e rotatio n table . Althoug h workin g wit h th e rotatio n tabl e
may see m roundabou t a t first, w e wil l se e it is actuall y muc h easie r whe n w e
consider a more genera l cas e o f C(z) later .
Denote th e i t h diagona l elemen t o f th e Smit h for m o f 5](z ) b y /3i(z). T h e n
Pi(z) = Ai+1(z)/Ai(z) ar e give n b y
f35(z) = (1 - a 6lZ-6)\ f3 4(z) = (l-a6lZ-6)2, f3 3(z) = 1 - a\z~^
/30(z)=/31(z)=/3=
2(z) l.
We se e t h a t th e nonunit y term s ar e o f the for m ( 1 a^z~NYi, an d th e
exponents Hi happen t o b e th e sam e a s rai,ra2,and vn 3. I n particular ,
/3N-i(z) = (1 - a?z~ N)m\ i = 1,2,3 .
This t u r n s ou t t o b e tru e i n general , a s w e wil l se e next .
10.6.4 Smit h for m o f S(z )

To sho w t h a t th e Smit h for m o f 5](z) i s of th e for m i n (10.23) , w e nee d to
show t h a t
/3N-i(z) = (1 - a? z- N)m>, i = l,2,...,q.
This i s equivalen t t o showin g t h a t
AN_i(z) = (l-a?z-N)^+im\ i = 0,l,...,q-l. (10.24 )
As i n Subsection 10.6.3 , w e for m th e rotatio n tabl e b y listin g th e zero s o f

C(zWl) i n a row , an d obtai n a tabl e o f N{m\ + rri2 + + m q) entries .
T h e se t A i s th e collectio n o f element s i n th e rotatio n tabl e an d i t contain s
10.6. Proo f o f Theorem 10. 2 317
(777,1 + 777, 2 + + m q) complet e rotations . W e wil l firs t loo k a t Ajy(z) an d

then th e genera l t e r m A^-i(z).
To conside r AN(Z), w e ca n examin e th e se t A, whic h consist s o f (777, 1 +
777,2 + + m q) complet e rotations , i.e . th e se t { 0 , 1 , . . . , N 1} repeatin g
(777,1 + ^ 2 + + m q) times . Eac h complet e rotatio n contribute s th e facto r
(1 - a?z~ N) t o A N(z). Therefore ,
N
AN(z)= ( 1 - aTz- )(mi+m2+---+m*\
Now le t u s conside r A J V - Z ( ^ ) - T o obtai n th e zero s o f Ajy-z(^) , w e ca n
inspect th e intersectio n
where A^ i s a se t o f (N i)(777,1 +777,2 + - - + mq) element s obtaine d b y deletin g

i row s fro m th e rotatio n table . T h e delete d row s correspon d t o th e i indice s
in th e inde x vecto r k . W e divid e A^ int o q group s accordin g t o th e distinc t
zeros a i , 0^2 , , otq as in Sectio n 10.6.3 . T h e ^th grou p contain s th e entrie s o f
A^ du e t o ai an d i t contain s (N i)mg elements . W e will sho w t h a t AN-I{Z)
is a s give n i n (10.24 ) b y provin g th e followin g tw o claims .
m
C l a i m 1 . T h e se t Pike s ^ k contain s YH= i+i t complet e rotations .
C l a i m 2 . I t contain s n o othe r elements .
Proof o f Clai m 1 Eac h A^ i s obtaine d b y deletin g i row s fro m th e ro -

tation table . Non e o f th e group s o f A^ contain s a complet e rotatio n a s i
numbers ar e missin g i n eac h column . T o for m a complet e rotation , number s
in eac h grou p nee d t o b e combine d wit h entrie s fro m othe r groups . W e clai m
t h a t fo r eac h o f the las t q i group s o f A^ th e missin g number s ca n b e foun d
in th e firs t i group s an d therefor e ther e wil l b e (TTT^+ I + 777^+ 2 + + Tn q)
complete rotations .
Let u s conside r th e qth grou p o f A^ an d suppos e th e missin g i number s
are ^ 1 , ^2, , h- W e nee d t o sho w t h a t ^ 1 , ^2, , h ca n b e foun d i n th e firs t
i groups . W e wil l prov e i t b y contradiction . Suppos e thi s i s no t tru e an d th e
number i\ canno t b e foun d i n an y o f th e firs t i groups . T h e n i\ i s missin g i n
a tota l o f i + 1 groups (th e firs t i group s plu s th e qth group) . Not e t h a t eac h
column o f th e rotatio n tabl e contain s a complet e rotation . T h a t a numbe r i s
missing i n a grou p mean s t h a t i t i s i n th e row s t h a t ar e delete d whe n A^ i s
constructed. W e ma y als o observ e t h a t , fo r ever y ro w i n th e rotatio n table , a
number appear s i n a t mos t on e group . Thi s i s becaus e th e group s correspon d
to distinc t zero s an d i n eac h ro w th e sam e numbe r canno t appea r i n mor e
t h a n on e group . I n formin g A^ w e hav e i row s removed . I n thes e i rows ,
1 ca n appea r i n a t mos t i row s o r appea r i n a t mos t i groups . I t canno t b e
missing fro m i + 1 groups. Therefor e w e mus t b e abl e t o fin d t\ i n on e o f th e
first i groups . Suppos e l\ appear s i n th e k^th grou p o f A^ on e o f th e firs t i
groups. Becaus e m ^ > 777^ , we ca n fin d i\ a t leas t 777 ^ times. Similarly , w e
can fin d 2 , , (-% i n th e firs t i group s o f A^. Therefor e w e hav e 777 ^ complet e
rotations du e t o th e zero s i n th e qth group .
Using th e sam e approac h w e ca n alway s fin d th e missin g number s fo r
groups # ( z + l ) , # ( z + 2 ) , . . . , # ( g 1 ) . W e will hav e problem s usin g th e sam e
approach onl y i f th e sam e numbe r i s missin g i n mor e t h a n on e o f th e las t

(q i) groups . Suppos e H\ i s missin g i n b o t h group s #q an d #(q 1) . W e
know i\ appear s m q time s i n on e o f th e firs t i group s a s show n earlier . Ca n
we fin d th e sam e numbe r vn q-\ mor e time s fo r grou p #(q 1) ? Th e answe r
is i n th e affirmative . Th e reaso n i s a s follows . I f H\ is missin g i n b o t h group s
#q an d #(q 1) , thi s mean s t h a t H\ appears i n tw o delete d row s already . A s
only i row s ar e deleted , H\ ca n appea r i n a t mos t (i 2 ) othe r delete d rows ;
we ca n fin d H\ i n a t leas t tw o o f th e firs t i group s o f A^. I n conclusion , w e
have show n t h a t , i n eac h A^ ther e ar e (m q + m q-i + + TT^+I ) complet e
rotations, whic h prove s th e resul t i n Clai m 1 .
Proof o f Clai m 2 Fro m Clai m 1 , w e kno w t h a t al l th e number s i n th e

last (q i) group s o f A^ ar e alread y i n th e intersectio n Pike s ^ k - ^ ^ n e
intersection contain s anothe r number , sa y no , thi s numbe r mus t com e fro m
the firs t i groups . Conside r onl y th e firs t i group s o f th e whol e rotatio n table .
T h e numbe r n o wil l appea r i n exactl y i rows , sa y row s #/ci , # f e , . . . , #A^ .
T h e n fo r k = [ki k^ ki\ , A^ doe s no t hav e n o i n an y o f th e firs t
i groups , whic h implie s t h a t f]ke s ^ k canno t contai n TIQ. Therefor e w e ca n
conclude t h a t f]ke s ^ k contain s n o entrie s othe r t h a n (77^+1+77^+ 2 + ' - + ^ q)
complete rotations .

T h e us e o f filter bank s t o introduc e redundanc y i n th e transmitte d signa l wa s
proposed b y Xi a i n 199 6 [181 , 182]. T h e schem e wa s terme d filter ban k precod -
ing. Usin g filter ban k precoding , redundanc y wa s adde d an d IS I cancellatio n
for F I R channel s achieve d wit h F I R transmitter s an d receivers . I t ha s bee n
shown t h a t F I R transceiver s exis t unde r ver y genera l condition s eve n i f th e
redundancy K i s a s smal l a s unit y [182] . T h e filters i n filter ban k transceiver s
are LT I filters. I n [135] , time-varyin g system s wer e employe d fo r designin g
F I R transceivers . Suppos e th e channe l i s F I R wit h distinc t root s an d th e
number o f subchannel s M i s large r t h a n th e channe l order . I t wa s show n i n
[135] t h a t , w e ca n alway s find a channel-independen t time-varyin g transmit -
ter suc h t h a t F I R time-varyin g receiver s exist . B y extendin g th e result s i n
[135], necessar y an d sufficien t condition s t h a t guarante e th e existenc e o f F I R
zero-forcing equalizer s wer e presente d i n [124] . A reductio n i n th e lengt h o f
the F I R equalize r ca n thu s b e achieved . Precodin g wa s combine d wit h O F D M
to reduc e redundanc y an d improv e robustnes s agains t channe l spectra l null s
in [184] .
Filter ban k precodin g ha s als o bee n extende d t o MIM O (multi-inpu t multi -
output) systems . Minimu m redundanc y fo r th e existenc e o f F I R transceiver s
in th e cas e o f MIM O channel s wa s considere d i n [66] . Simila r t o th e cas e o f
single-input single-outpu t channels , th e minimum-redundanc y conditio n ca n
be give n i n term s o f th e congruou s zero s o f th e channe l matrix .
10.8 Problem s
10.1 Suppos e w e hav e a scala r filter C(z) = ( 1 + z~ 2){\ _ 1 ) ; assum e th e
block siz e i s N = 2 .
(a) Determin e th e correspondin g pseudocirculan t matri x C ps(z).
(b) Fin d a Smit h for m decompositio n o f C ps(z).
(c) W h a t i s th e minimu m redundancy ?
10.2 Repea t Proble m 10. 1 fo r N = 3.
10.3 Giv e on e exampl e o f C(z) suc h t h a t th e correspondin g 3 x 3 C ps(z) ha s

P3 = 3 .
10.4 Fin d th e genera l expressio n o f a n Lth-orde r channe l C(z) suc h t h a t
10.5 Le t C(z) = ( 1 + z~ 2)(\ z~1), assum e th e bloc k siz e N = 4 , an d le t

the correspondin g pseudocirculan t matri x b e denote d a s C ps(z).
(a) W h a t ar e th e zero s o f de t C ps(z)7
(b) Fin d th e Smit h for m o f C ps(z).
(c) Determin e th e diagona l matri x 5](z ) i n th e D F T decompositio n o f

10.6 Fin d a n ISI-fre e F I R transceive r ( G ( z ) , S(z)) fo r Proble m 10.2 . Ca n w e

find anothe r F I R transceive r solution ?
10.7 Suppos e th e channe l i s th e third-orde r F I R filter C(z) = ( 1 + z~ 2)(l
(a) W h a t i s th e smalles t bloc k siz e N suc h t h a t PN = 1 ?

(b) Fin d al l interpolatio n ratio s N fo r whic h F I R transceiver s exis t
with redundanc y K = 1 .
10.8 Sho w t h a t
N-l
1 N
J ] [l-aizW*)-
= ] l-a z~N,
k=0
N
where W = e~^l '.
10.9 Suppos e a channe l C[z) i s F I R wit h distinc t zero s an d th e blocke d

N x N channe l matri x i s C ps(z). I t i s know n t h a t detC p s (2;) ha s q
distinct zero s /?i , / ? 2 , . . ., /3 q with multiplicitie s respectivel y t\, 2, ..., q,
with 1 > 2 > > q- Determin e th e Smit h for m C ps(z).
10.10 Sho w (10.9 ) usin g th e followin g tw o steps .
(a) Sho w t h a t th e matri x 'D(z)C ps(zN)~D(z~1) i s circulant .

(b) Us e (a ) t o prov e th e D F T decompositio n i n (10.8) .
10.11 Suppos e C{z) i s a n F I R channe l an d th e correspondin g N x N channe l

matrix i s C ps(z). Th e Smit h for m o f C ps(z) ha s PN nonunit y diagona l
terms. Le t redundanc y K > PN- Suppos e th e transmitte r doe s nothin g
other t h a n zer o padding , i.e .
IM
G(z)
0
Is i t alway s possibl e t o find a n F I R zero-forcin g receive r fo r th e zero -

padding transmittin g matri x give n above ? I f you r answe r i s yes, find a
zero-forcing receiver . I f not , justif y you r answer .
10.12 Conside r th e channe l i n Exampl e 10.6 . Suppos e th e channe l nois e i s

AWGN wit h varianc e J\f 0.
(a) Fin d a Smit h for m decompositio n fo r C ps(z) whe n N = 3 . Us e th e

decomposition t o find a n F I R transceive r solutio n wit h minimu m
redundancy.
(b) Determin e th e tota l nois e powe r fo r th e o u t p u t s o f th e receive r i n
(a).
10.13 Conside r a n F I R channe l C{z) = En= o c(n)z_n- Sho w tha t F I R

transceivers wit h n o redundanc y ca n achiev e th e ISI-fre e propert y onl y
if C{z) i s a delay .
10.8. Problem s 321
10.14 Suppos e w e bloc k a scala r channe l b y usin g a dela y chai n o f z~ p rathe r

t h a n z~ x a s i n Fig . P5. 3 o f Proble m 5. 4 (wher e p an d N ar e coprime) .
T h e resultin g blocke d channe l matri x wil l b e differen t fro m th e pseudo -
circulant give n i n (10.2) .
(a) I n th e discussio n o f minima l transceiver s i n Sectio n 10.3 , w e sa w

t h a t solution s o f causa l stabl e zero-forcin g transceiver s exis t i f th e
scalar channe l ha s minimu m phase . Doe s th e ne w blockin g schem e
affect th e existenc e o f causa l stabl e zero-forcin g transceivers ?
(b) Fo r a give n interpolatio n rati o AT , i s th e minimu m redundanc y
affected b y th e ne w blockin g scheme ?
10.15 Suppos e th e diagona l matri x 5](z ) i n th e D F T decompositio n o f C ps(z)

in (10.8 ) i s real . W h a t doe s t h a t tel l u s abou t th e scala r filte r C(z)7
10.16 I n Sectio n 10.6. 1 w e considere d tw o matrice s relate d b y
B(z) = D(z)E(z)D(z- 1),
where E ( z ) i s a polynomia l matri x i n z~ x suc h t h a t B ( z ) i s als o a

polynomial matri x i n z - 1 , an d D ( z ) i s a s give n i n (10.8) . Le t Ai(z) b e
the gc d o f al l th e i x i minor s o f E ( z ) an d A'^z) th e gc d o f al l i x i
minors o f B ( z ) . Sho w t h a t Ai(z) = A[(z).
322 10 . Minimu m redundanc y FI R transceiver s
Appendix A
Mathematical tool s
In this appendix , w e summarize som e mathematical inequalitie s an d theorem s

that ar e use d i n th e book . Fo r mor e detaile d description s o f thes e materials ,
please se e [52] .
Arithmetic-mean an d geometric-mea n ( A M - G M ) inequalit y

Given a se t o f non-negativ e number s a>i fo r 0 < i < M 1, th e arithmeti c
mean (AM ) an d geometri c mea n (GM ) ar e respectivel y define d a s
M-l
M^ '
i=0
/M-l\ V M
GM=[\[al\
The AM-G M inequalit y say s tha t
AM > GM y
with equalit y i f an d onl y i f a = a\ = = O M - I -
Matrix inversio n lemm a

Let P an d R be , respectively , M x M an d N x N invertibl e matrices . The n
(P + QRS)" 1 = P1- P ^ Q (SP^ Q + R"1)"1 S P 1 .
Whe n M = N an d Q = S = I , th e lemm a reduce s t o
(P + R ) " 1 = P - 1 - P - 1
(P- 1 + R-1)"1 P- 1.
Whe n P _ 1 ha s a simpl e for m an d th e ran k o f R i s muc h smalle r tha n

M, the n th e lemm a ca n b e employe d fo r a n efficien t computatio n o f
(P + R ) - . Fo r example , whe n R ha s ran k 1 , R = qs T fo r som e M x l
vectors q an d s . Th e invers e become s
(p+R)-=p--<p-iq'<fr1)-
vJ
l + s^T-i q
323
324 A. Mathematica l tool s
Singular valu e decompositio n

Given a n M x i V matri x A o f ran k r , it s singula r valu e decompositio n (SVD )
is give n b y
A= UDV t,
where U an d V are , respectively , M x M an d N x N unitar y matrices .

T h e matri x D i s a diagona l matri x an d it s r nonzer o diagona l entrie s satisf y
doo > dn > > d r-iiT-i > 0.
Th e quantitie s da ar e th e singula r value s o f A . I f w e le t A ^ b e th e

nonzero eigenvalue s o f A ^ A o r A A ^ arrange d i n a nonincreasin g order ,
then da = y/Xi fo r 0 < i < r 1 .
Th e colum n vector s o f U an d V ar e know n a s th e lef t an d righ t singula r

vectors o f A du e t o thei r location s i n th e decomposition . Thes e vector s
are th e eigenvector s o f A A ^ an d A"! " A, respectively .
Th e singula r value s o f a matri x ar e unique , wherea s th e singula r vector s

are not .
Hadamard inequalit y
For an y M x M positiv e semidefinit e matri x A , th e H a d a m a r d inequalit y say s
that
M-l
n [A]* * ^ det t A ]-
k=0
Furthermore, i f A i s positiv e definite , the n equalit y hold s i f an d onl y i f A i s

diagonal.
Fischer inequalit y
Let A b e a positiv e definit e matrix . Partitio n A a s
BC
Ct D
where B an d D ar e square . The n th e Fische r inequalit y say s t h a t
det[A] < det[B]det[D] .
Th e inequalit y become s a n equalit y i f an d onl y i f C = 0 .

Th e H a d a m a r d inequalit y ca n b e prove n b y repeatedl y applyin g th e
Fischer inequality . Thu s th e latte r ca n b e viewe d a s a generalizatio n o f
the former .
325
Rayleigh-Ritz theore m
Let Xmin an d A m a x be , respectively , th e larges t an d smalles t eigenvalue s o f a
Hermitian matri x A . T h e n
vtAv
mm -Xrn
v # 0 V ' Tv
V
vUv
HiaX i Xraax-
v#0 v t v
T h e minimu m an d maximu m value s o f A m ^ n an d A m a x ar e achieve d whe n v

are th e eigenvector s o f A associate d wit h A m ^ n an d A m a x , respectively .
Convex and concave functions

A functio n f(t) i s sai d t o b e conve x ove r a n interva l (T 0 , T\) if , fo r ever y
to, h e (T 0 , Ti ) an d fo r al l 0 < A < 1 ,
A / ( t 0 ) + ( 1 - A ) / ( t i ) > / ( A t 0 + ( 1 - A)ti) .
T h e functio n f(t) i s sai d t o b e strictl y conve x whe n equalit y hold s i f onl y i f

to = t\. I f th e abov e inequalit y i s reversed , f(t) i s sai d t o b e concav e (o r
strictly concav e whe n equalit y hold s i f an d onl y i f t o = t i ) .
A functio n f(t) i s (strictly ) conve x i f an d onl y i f f(t) i s (strictly )

concave.
I f th e secon d derivativ e o f f(t) exist s an d i t satisfie s f"(t) > 0 fo r al l

t E (T 0 , Ti) , the n /( ) i s conve x (i t i s strictl y conve x i f /"( ) > 0) . O n
the othe r hand , i f /"( ) < 0 fo r al l t G (T 0 , T i ) , the n f(t) i s concav e (i t
is strictl y concav e i f f"(t) < 0) .
Give n a se t o f M numbers , to , t i , . . . , M - I (To , T i ) , th e convexit y

of f(t) implie s t h a t
^ \f(U) > f
i=0
where 0 < A ^ < 1 , an d J2i= o A ^ = 1 . I f f(t) i s strictl y convex , the n

equality hold s i f an d onl y i f t o = t\ = = M - I - O n th e othe r hand ,
the concavit y o f f(t) woul d impl y
M-l (M-\ \
i=0 V i= 0 J
W h e n f(t) i s strictl y concave , equalit y hold s i f an d onl y i f t o = t\ =

= tM-i'
326 A . Mathematica l tool s
Appendix B
Review o f rando m processe s
This appendi x give s a brie f overvie w o f rando m processes . A mor e detaile d

treatment o f this topi c ca n b e foun d i n [111 , 179].
B.l Rando m variable s

A real random variabl e x(rj) i s a real value that i s assigned t o ever y outcome77
of a rando m experiment . Th e argumen t7 7 i s usually droppe d fo r convenience .
The probabilit y o f x < a can b e describe d b y th e cumulative density function
(cdf)
Fx(a) = P(x < a).
We ca n als o compute i t usin g th e probability density function (pdf ) f x(x),
P(x <a)= I f x(x)dx,

J OO
where th e pd f f x{x) i s th e derivativ e o f F x(x). I n communications , a fre -

quently use d rando m variabl e i s th e Gaussian . Fo r a rea l Gaussia n rando m
variable, th e pd f i s
fx[x) = J - e - ( * - ^ ) 2 A ^ -0 0 < x < 00 ,

\/2lXGx
where m x an d a 2 are , respectively , th e mea n an d varianc e o f x.
Expected value s Le t g(x) b e a functio n o f a rando m variabl e x. Th e

expected valu e o f g(x) i s define d a s
OO
g(x)fx(x)dx.
/ -00
Some commonly use d expecte d value s ar e the mean , mea n square d value , an d
variance, give n respectivel y b y
mean m x = E[x],
mean square d valu e = ^[x 2 ],
variance o x = E[{x m x) ] .
327
328 B. Revie w o f rando m processe s
When m x = 0 , w e sa y th e rando m variabl e i s zero-mean . I n thi s book , al l

random variable s hav e zero-mea n unles s otherwis e mentioned . Fo r a zero -
mean rando m variable , th e varianc e i s equa l t o it s mea n square d value . A s
the transmitte d signal s an d nois e ar e ofte n modele d a s rando m variable s i n
digital communicatio n systems , we will call the mea n square d valu e the power
of the rando m variable .
Two o r mor e rando m variable s Tw o rando m variable s x an d y ca n b e

described b y th e joint probability density function f xy(xyy). Le t g(x yy) b e a
function o f x an d y. Th e expecte d valu e o f g(x, y) i s define d a s
oo />o o
/ g(x,y)f(x,y)dxdy.
/ -oo J oo
Two rando m variable s x an d y ar e independent i f
fxy{x,y)
= fx(x)f y(y).
A useful quantit y tha t ofte n come s into the discussio n of two random variable s
is the cross correlation, give n by R xy = E[xy]. W e say x an d y are uncorrected
if
Rxy = E[x]E[y],
and w e sa y x an d y ar e orthogonal i f R xy = 0 . Not e tha t th e independenc e
implies uncorrelatednes s bu t th e convers e i s usuall y no t true . However , fo r
Gaussian rando m variables , th e propert y tha t tw o rando m variable s ar e un -
corrected als o implie s tha t the y ar e independent . Fo r tw o rando m variable s
x an d y tha t ar e zero-mean an d uncorrelated , th e su m w = x + y ha s varianc e
g i v e n b y cr 2w = cr 2x + (j 2y.
Similarly, a se t o f M rando m variable s xo , x\,..., % _ i , ca n b e describe d
by a joint pdf . Th e expecte d value , independence , an d uncorrelatednes s ca n
be define d i n a simila r manner .
Complex rando m variable s A comple x rando m variabl e x = a + jb i s a

complex quantit y whos e rea l par t a an d imaginar y par t b are bot h rando m
variables. Fo r a comple x rando m variabl e x, th e mean , mea n square d value ,
and varianc e ar e define d respectivel y a s
2
mx = E[x], E[\x\% E[\x-m x\ }.
For tw o comple x rando m variable s x an d y, th e cross correlation i s
Rxy = E[xy*}.
Similar t o th e rea l case , w e sa y x an d y ar e uncorrelated i f R xy = E[xy*] =

i[#]i[2/*], an d the y ar e orthogonal i f R xy = 0 . W e sa y a rando m variabl e
is circularly symmetric complex Gaussian i f it s rea l an d imaginar y part s ar e
independent Gaussia n variable s wit h th e sam e variance . I n passban d com -
munications, th e channe l nois e i s ofte n modele d a s a zero-mea n circularl y
symmetric comple x Gaussia n rando m variable . It s pd f i s give n i n (2.5 ) an d
it i s plotted i n Fig . 2.7 . I n th e followin g discussion , th e rando m variable s ar e
assumed t o b e comple x unles s otherwis e mentioned .
B.2. Rando m processe s 329
Random vector s A rando m vecto r x o f dimension s M x 1 is a collectio n

of M rando m variables , x = [xo x\ XM-I] It s mea n
T
E[x]=[E[x0] E[x{\ E[x M-i]]
is als o a vector . T h e cross correlation matrix o f two rando m vector s x an d y i s

defined a s E ^ x y t ] . W e cal l th e MxM matri x R x = ^ [ x x ^ ] th e autocorrelation
matrix o f x . Fo r example , le t M = 3 ; the n w e hav e
E[\xo\2] ttxoX! ftx0x2

R.T rL
x0x1 E[\xi\2} %iX 2
rL
x0x2 rL
x1x2 E[\x2\\
where R XiXj denote s th e cros s correlatio n betwee n Xi an d Xj. T h e diagona l
of R x consist s o f th e mea n square d value s ^[|x^| 2 ] whil e th e off-diagona l
terms ar e th e cros s correlation s amon g th e rando m variables . I n th e zero -
mean cas e R x i s als o sai d t o b e th e covariance matrix. Observ e t h a t a n
autocorrelation matri x i s alway s Hermitian , i.e . Rj , = R x . Moreover , i t
can b e show n t h a t R x i s positiv e semidefinite . I n th e specia l cas e t h a t th e
elements o f x ar e orthogona l t o on e another , th e autocorrelatio n matri x i s
diagonal. If , i n addition , th e rando m variable s hav e th e sam e varianc e <r 2, th e
autocorrelation matri x become s a ? I .
B.2 Rando m processe s

A rando m proces s x(n, rj) i s a functio n t h a t i s assigne d t o ever y outcom e 7 7
of a n experiment . W e usuall y writ e i t a s x(n) an d dro p th e argumen t 7 7 for
convenience. Fo r a particula r outcome , x(n) i s a fixed tim e function , whic h
we cal l a realization o r a sample function. W e ca n vie w x(n) fo r ever y n a s a
r a n d o m variable . Ofte n times , th e first- an d second-orde r statistic s ar e ver y
useful i n application s involvin g rando m processes , i n particula r th e mea n an d
autocorrelation functions . I n genera l th e mea n functio n E[x(n)\ depend s o n
the tim e inde x n. T h e autocorrelation function R x(rn,n) i s define d a s th e
cross correlatio n betwee n x(m) an d x(n),
Rx(rn,n)= E[x(jn)x* (nj\.
This i s generall y a functio n o f b o t h tim e indice s m an d n. T h e rando m

processes t h a t aris e i n th e applicatio n o f communicatio n system s ca n ofte n b e
assumed t o hav e certai n stationar y properties , e.g . wid e sens e stationar y an d
cyclo wid e sens e stationar y properties .
Wide sens e stationar y processe s

A rando m proces s x(n) i s sai d t o b e wid e sens e stationar y (WSS ) i f x(n)
satisfies th e followin g tw o conditions :
(1) E[x(n)] = m x ( a constan t independen t o f n) ; , R,

(2) E[x(n)x*(n - k)] = R x(k) ( a functio n o f k). ^ >
T h e mea n functio n E[x(n)] i s independen t o f n an d th e autocorrelatio n func -

tion E[x(n)x* (n k)] depend s onl y o n th e time lag /c , bu t no t n.
Power spectru m Fo r a WS S process , th e powe r spectru m (o r power spec-

tral density) i s define d a s th e Fourie r transfor m o f R x(k),
CO
/e= o o
Conversely R x{k) i s th e invers e Fourie r transfor m o f S x{e^). I n particular ,

the powe r o f x(n) ca n b e obtaine d fro m it s powe r spectru m usin g
Rx(0) = / S x(e^)duj/27r.
Jo
It ca n b e show n t h a t S x{e^) > 0 fo r al l ou; the powe r spectru m i s a non -

negative function . Th e are a unde r S x(eÛJ) fro m CJQ t o uo\ ca n b e viewe d a s
the powe r o f x(n) i n th e frequenc y rang e (côî) -
Jointly W S S processe s Tw o rando m processe s x{n) an d y(n) ar e sai d t o

be jointly WSS if eac h o f t h em i s WSS an d thei r cros s correlatio n E[x(n)y* (n
k)] i s a functio n o f tim e la g k only , independen t o f n. I n othe r words , thei r
cross-correlation functio n i s
Rxy(k)= E[x(n)y*(n-k)].
We sa y t h a t x(n) an d y{n) ar e uncorrelated i f R xy(k)= m xm*, fo r al l k. I f

one o f th e processe s ha s zero-mean , the n uncorrelatednes s implie s R xy(k)= 0
for al l k. W h e n w e hav e tw o jointl y WS S rando m processe s x(n) an d 2/(n) ,
zero-mean an d uncorrelate d wit h eac h other , thei r su m w(n) = x(n) -\-y(n) i s
also a WS S rando m proces s wit h zero-mean , an d cr^ = o^. + cfy.
Computation o f experimenta l statistic s A WS S proces s i s sai d t o b e

ergodic i f th e statistica l averages , e.g . E[x(n)], R x(k), ar e equa l t o th e corre -
sponding tim e average s fo r an y singl e realization . Th e ergodicit y assumptio n
allows u s t o estimat e th e expecte d value s b y usin g tim e average s obtaine d
from a singl e realization . I n practice , th e numbe r o f availabl e sample s o f a
realization xo(n) i s ofte n finite. Fo r example , give n N sample s o f a realizatio n
xo(n), w e ca n estimat e th e mea n b y
N-l 1
1 7V_
m
N
n=0
T h e autocorrelatio n functio n ca n b e estimate d b y
1 7V_ x
1
Rx(k)= JJJ^ Y, o(n)x*0(n - k), k = 0,1,... ,N - 1 .
T h e accurac y o f th e estimat e improve s a s th e numbe r o f availabl e sample s N

increases.
B.2. Rando m processe s 331
W h i t e processe s
A rando m proces s i s sai d t o b e whit e i f x(m) an d x(n) ar e uncorrelate d fo r
any m ^ n , i.e .
E[x(m)x* (n)] = E[x(m)]E[x*(n)], m ^ n.
W h e n a whit e proces s i s als o WSS , w e hav e
m
r> n\ i l + ali fc = 0,
[m^, otherwise .
If, i n addition , x(n) ha s zero-mean , the n

2
Rx(k)= 5{k)a x.
In thi s cas e th e powe r spectru m i s a constan t give n b y
Sx(e>") = o* x,Vw.
Such a proces s i s usuall y referre d t o a s white noise. A WS S proces s i s sai d t o

be colored i f i t i s no t white . T h e channe l nois e q(n) i n wireles s environment s
can ofte n b e assume d t o b e a n additiv e whit e Gaussia n nois e (AWGN ) wit h
zero-mean. Fo r wire d applications , th e nois e i s often colore d additiv e Gaussia n
noise (AGN) . Fo r AWG N an d AGN , wid e sens e stationarit y an d zero-mea n
are usuall y implicitl y assumed .
Vector rando m processe s
An M x l vecto r rando m proces s x ( n ) = [xo(n) x\(n) XM-IW ]i s

a vecto r o f M rando m processes , wher e eac h entr y Xi(n) i s a rando m process .
For eac h n , x ( n ) i s a rando m vector . W e sa y x ( n ) i s WS S i f b o t h E[x(n)] an d
E{x(n)x)(n k)] ar e independen t o f n. T h e n th e autocorrelatio n i s
R(fc) = [ x ( n ) x t ( n - / c ) ] ,
which i s a n M x M matri x fo r ever y tim e la g k. W h e n x ( n ) i s WSS , an y pai r

of component s x m ( n ) an d Xi(n) ar e jointl y WSS .
Cyclo wid e sens e stationar y processe s

A rando m proces s x(n) i s sai d t o b e cycl o wid e sens e stationar y wit h perio d
M (abbreviate d a s C W S S ( M ) ) i f i t satisfie s th e followin g tw o conditions :
(1) E[x(n + M)]= E[x(n)], . .

K }
(2) E[x(n)x*(n - k)] = E[x(n + M)x*(n + M - k)\.
These tw o propertie s impl y t h a t th e mea n functio n E[x(n)\ an d th e mea n

squared functio n ^ [ | x ( n ) | 2 ] ar e b o t h periodi c wit h perio d M . Als o th e aut o
correlation E[x(n)x* (n k)] i s a periodi c functio n o f n. W e defin e th e averag e
autocorrelation functio n a s
M-l
which i s a functio n independen t o f n. Th e averag e powe r o f x(n) o r th e

average mea n square d valu e i s
M-l
n=0
Similar t o th e WS S case , w e defin e th e averag e powe r spectru m o f a CWS S

process a s th e Fourie r transfor m o f th e averag e autocorrelatio n function ,
CO
We wil l omi t th e wor d "average " an d cal l R x{k) th e autocorrelatio n functio n

and S x{e^) th e powe r spectru m o f x(n) whe n i t i s clea r fro m th e contex t
t h a t x(n) i s a CWS S process .
B.3 Processin g o f rando m variable s an d rando m

processes
Passage throug h LT I system s
W h e n w e pas s a WS S proces s x(n) throug h a stabl e LT I syste m H(z), th e
output y{n) (Fig . B . l ) i s als o WSS . I n particular , y{n) ha s mea n an d auto -
correlation function s give n respectivel y b y
h n
E[y(n)] = m y= mx J2 n ( ), m ox
Ry(k) = Rx(k) * h(k) * h*(-k). { }
T h e powe r spectru m o f y{n) i s relate d t o t h a t o f x(n) b y
2
Sy(e?) = S x(e?)\H(e?)\ .
W h e n x(n) i s AWG N (WS S wit h zero-mean) , S y(ej") = (T 2x\H{e^)\2] th e

power spectru m o f y{n) assume s th e shap e o f \H (eja;)|2. I n thi s case , w e ca n
compute th e outpu t powe r a 2 usin g
T h e inpu t powe r i s amplified b y a facto r o f J 0 \H (eja;) \ 2duj/27r1 whic h i s equa l

to th e energ y o f th e filter.
W h e n w e pas s a C W S S ( M ) proces s x(n) throug h a stabl e LT I filter H(z),
as show n i n Fig . B . l , th e outpu t i s als o a C W S S ( M ) process . Th e (average )
autocorrelation functio n o f th e outpu t y{n) i s give n b y
Ry(k) = R x(k) * fe(jfe)*h*(-k). (B.4 )
We ca n obtai n th e (average ) powe r spectru m o f th e outpu t b y takin g th e

2
Fourier transfor m o f th e abov e expression , S y{e^)
= S x{e^)\H{e^)\ .
B.3. Processin g o f rando m variable s an d rando m processe s 333
x(n) ] H(z) | y (n)
Figure B . l . Passag e o f a WSS proces s throug h a n LT I system .
Passage throug h multirat e block s

Suppose w e pass a WSS proces s x{n) throug h a decimator (Fig . B.2(a)) , the n
the outpu t i s give n b y u(n) = x(Mn). I t can b e show n tha t u(n) i s als o a
WSS proces s wit h mea n an d autocorrelatio n functio n given , respectively , b y
mu = m x, R u{k) = R x(Mk).
On th e othe r hand , whe n w e pas s a WSS proces s x(n) throug h a n expande r

(Fig. B.2(b)) , th e outpu t v(n) ha s mea n functio n give n b y
. , X 1 I m x. n is a multiple o f M ,
E[v[n)\ = <
10, otherwise .
Furthermore,
_ r , N . ,7 N1 I Rx(k/M), n and k are intege r multiple s o f M ,

E[v(n)v* (n - k)\ = { v ' J
10, otherwise .
The expande r outpu t v(n) i s n o longe r WSS . I t follows fro m th e definitio n

of CWS S rando m processe s tha t v(n) i s CWSS(M) . I t turns ou t tha t th e
(average) autocorrelatio n functio n o f v(n) i s simpl y a n expande d an d scale d
version o f R x(k); tha t is ,
1, , _ \R x(k/M), k is a n intege r multipl e o f M ,

^ W - M ^ W V " j o , otherwise ,
(B.5)
where (R x(k)) denote s th e M-fol d expande d versio n o f R x{k). W e ca n
verify thi s b y first examinin g th e expressio n
M-l
^(^-^KnKln-l)].
n=0
Only th e ter m E[v(fS)v* (k)\ ca n b e nonzero , an d i t i s nonzer o onl y whe n k
is a n intege r multipl e o f M . I n thi s case , th e ter m E[v(0)v* (k)] i s equa l t o
Rx(k/M). Whe n k is no t a multiple o f M ,
Rv(k) = j iE[v(0)v*(-k)]
= 0.
From (B.5) , w e can obtai n th e powe r spectru m o f v(n):
It i s a scaled an d "squeezed " versio n o f the inpu t powe r spectrum .

x(n) |M - u(n) x(n) \M -> v(n)
(a) (b)
Figure B.2 . Passag e o f a WSS proces s throug h multirat e buildin g blocks .
Passage throug h matrice s

In Fig . B.3 , we pass a n M x l rando m vecto r x throug h a n A ^ x M matri x P .
The outpu t y = P x ha s autocorrelatio n matri x R ^ = i[yy"l" ] give n b y
R^ = P ^ x x ^ P 1 " = P R . P 1 .
In man y case s th e DF T matri x ha s bee n foun d t o b e ver y usefu l i n th e pro -
cessing of random vectors . Conside r th e cas e that P i s the M x M normalize d
DFT matri x W . Whe n th e inpu t vecto r x ha s uncorrelate d elements , it s au -
tocorrelation matri x i s diagonal , an d i n thi s cas e R ^ i s a n M x M matri x
sandwiched betwee n W an d W" L Fro m Theore m 5.2 , w e kno w matrice s o f
such a for m ar e circulant . Furthermore , th e variance s a^. ar e o f th e sam e
value an d i t i s equal t o th e averag e o f the variance s a^ .
n >
A >
p
I I
i i
xM-\ i i > yn-i

w
Figure B.3 . Passag e o f a rando m vecto r throug h a matrix .
Blocking
In man y applications , w e bloc k a scala r rando m proces s t o obtai n a vecto r
random process , a s show n i n Fig . B.4 . Th e vecto r rando m proces s i s
T
x(n) = [x(Mn) x(Mn + 1) x(Mn + M - 1)] .
When x{n) i s WSS , s o i s th e blocke d versio n x(n) . I n som e applications , w e

are only concerned with R(0 ) bu t no t R(/c ) fo r k ^ 0 , although the underlyin g
B.3. Processin g o f rando m variable s an d rando m processe s 335
x(n)
x(n) w \M w x{Mn)
w W
zw
|M ^wx{Mn+l)
W
Z
T
| M x(Mn+M-l)
Figure B.4 . Blockin g o f a scala r rando m proces s x{n)
process i s a vecto r rando m process . Fo r example , whe n w e conside r one-sho t

block transmissio n i n Chapter s 6 an d 7 , onl y R ( 0 ) i s relevant . T h e auto -
correlation matri x R ( 0 ) o f x ( n ) i s a Hermitia n positiv e semidefmit e Toeplit z
matrix. Suppos e th e autocorrelatio n functio n o f x(n) i s r^ , then , fo r M = 3 ,
ro ri T2
R(0)
We sa y R ( 0 ) i s th e M x M autocorrelatio n matri x associate d wit h th e scala r

process x(n). I n th e specia l cas e t h a t th e scala r WS S proces s x(n) i s white ,
R ( 0 ) reduce s t o th e simpl e matri x crÎ. Fo r th e blockin g syste m i n Fig . B.4 ,
we ca n verif y t h a t th e outpu t vecto r rando m proces s x ( n ) i s WS S whe n th e
input x(n) i s C W S S ( M ) .
Unblocking
Consider th e interleavin g (unblocking ) syste m o f expanders followe d b y a dela y
chain, a s show n i n Fig . B.5 . T h e syste m interleave s th e M input s t o produc e
a singl e outpu t x(n). I f th e input s ykiji) ar e jointly WSS , the n th e interleave d
o u t p u t x{n) i s C W S S ( M ) . T o se e this , w e firs t verif y t h a t th e mea n functio n
of x(n) i s periodic . Le t u s writ e n = UQ -\- n i M, wher e n o = ((TI))M a n d
the notatio n ( ( - ) ) M denote s modul o M operation . W e se e t h a t E[x(n)\=
E[yno(ni)]. Als o not e t h a t E[x{n + M)\ = E[y no(l + n i ) ] , whic h i s equa l t o
E[yno(ni)] becaus e y no(^) i s WSS . T o se e i f i t satisfie s th e secon d propert y i n
(B.2), le t n - k = 0 + < i M , wher e 0 = ((n - k)) M. T h e n
E[x(n)x*(n-k)]
= ^ [ 2 / n 0 K ) 2 / | 0 ( ^ i ) ] = Ry nQviQ(ni ~
^'
Similarly, w e ca n verif y t h a t
E[x(n + M)x*(n + M - k)} = E[y no(ni + 1 ) ^ ( 4 + 1) ] = Ry noVto (n, - 4 )

00
0V '
w
W
\M W
-1
^Z
An) w
W
fM -1
A
^z

^M-lO) J | M i
Figure B.5 . Interleavin g (unblocking ) o f M rando m processes .
and th e secon d propert y i n (B.2 ) holds . Conversely , i t ca n b e show n t h a t an y

C W S S ( M ) rando m proces s ca n b e viewe d a s th e outpu t o f th e unblockin g
system i n Fig . B. 5 wit h jointl y WS S inputs .
B.4 Continuous-tim e rando m processe s

In thi s book , w e mostly dea l with discrete-tim e rando m processes . Continuous -
time rando m processe s als o aris e in som e o f the discussions . A continuous-tim e
random proces s x a(t, rj) is a continuous-tim e functio n t h a t i s assigne d t o ever y
outcome r] of a n experiment . Lik e th e discrete-tim e case , w e usuall y writ e i t
as x a(t) an d dro p th e argumen t rj for convenience . Fo r a particula r outcome ,
xa(t) i s a fixed continuous-tim e function .
W S S processe s Fo r continuous-tim e rando m processes , th e WS S prop -

erty ca n b e define d i n a simila r manner . W e sa y t h a t x a(t) i s WS S i f b o t h
E[xa(t)\ an d E[x a(t)x^(t r)] ar e independen t o f th e variabl e t. Th e autocor -
relation o f x a(t) i s th e continuous-tim e functio n R Xa(r)= E[x a(t)x^(t r)].
T h e powe r spectru m (o r power spectral density) i s defined a s the Fourie r trans -
form o f R Xa(r),
oo
sXaUty RXa(r)e~jnT dr.
/ -OO
Conversely, R Xa{r) i s th e invers e Fourie r transfor m o f S Xa(jQ,). W h e n x a(t)

is white , WSS , an d zero-mean , it s autocorrelatio n functio n i s a n impuls e
RXa(r)= a^. 5(T) an d th e powe r spectru m i s a constan t S Xa(jft)= cr^ ,
for al l Q .
W h e n w e pas s a continuous-tim e WS S proces s x a(t) throug h a stabl e LT I
filter H(jQ,), a s show n i n Fig . B.6 , th e outpu t i s als o a WS S process . T h e
autocorrelation functio n o f th e outpu t y a(t) i s give n b y
Rya(T)=RXa(T)*h(T)*h*(-T). (B.6)
B.4. Continuous-tim e rando m processe s 337
xa(t) |#(/Q) | y a(t)
Figure B.6 . Passag e o f a WSS proces s throug h a continuous-tim e LT I system .
The powe r spectru m o f y a(t) i s relate d t o tha t o f x a(t) b y

2
sya(jn) = s Xa(jn)\H(jn)\ .
For input x a(t) tha t i s white, WSS, and zero mean, the output powe r spectru m
Sya(jn)= aljH(jn)\ 2 assume s th e shap e o f \H(jn)\ 2.
CWSS processe s W e sa y tha t a continuous-tim e rando m proces s x a(t)

is cycl o wid e sens e stationar y wit h perio d T (denote d b y CWSS(T) ) i f
(1) E[x a(t + T)] = E[x a(t)],

j
(2) E[x a (t)x* a (t-T)]= E[xa(t + T)x* a(t + T-T)]. ^ '
Both th e mea n functio n E[x a(t)\ an d th e mea n square d functio n ^[|x a (t)| 2 ]
are periodi c wit h perio d T. Th e (average ) autocorrelatio n functio n i s define d
as
RXa(r) ^J E[x a(t)x*a(t-r)]dt,
which i s a function independen t o f t. W e define th e (average ) powe r spectru m

as th e Fourie r transfor m o f the (average ) autocorrelatio n function ,
oo
RXa(r)e~jilT dr.
/ -oo
Like th e discrete-tim e case , th e wor d "average " wil l b e omitte d whe n i t i s

clear fro m th e contex t tha t x a(t) i s a CWS S process .
When w e pass a continuous-time CWSS(T ) proces s x a(t) throug h a stabl e
LTI filter H(jQ), a s shown in Fig. B.6, the outpu t i s also a CWSS(T) process .
The (average ) autocorrelatio n functio n o f th e outpu t y a(t) i s give n b y
fiyjr)= R Xa(r) * h(r) * ft*(-r). (B.8 )
Taking th e Fourie r transfor m o f R ya(r), w e ca n obtai n th e (average ) powe r

2
spectrum o f th e outpu t a s S Va(jQ) = S Xa(jQ)\H(jQ)\ .
Passage throug h C / D an d D/ C converter s

When w e pass a continuous-tim e rando m proces s r a (t) throug h th e syste m o f
P2(t) followe d b y a C/D converter , a s shown in Fig. B.7, we get a discrete-tim e
random proces s r(n). Th e proces s r(n) i s give n b y
r(n) = w a(nT) = (r a *p 2 )(*)

t=nT
W h e n r a(t) i s WSS , th e discrete-tim e proces s r(n) i s als o WSS . Th e autocor -

relation functio n i s R r{k) = E[r(n)r*(n - k)] = E[w a(nT)w*a(nT - kT)}. W e
can als o writ e i t a s
Rr(k)= R Wa(kT)= R ra(r) * p 2(r) *p* 2(-r)

=kT
which i s a sample d versio n o f R Wa ( r ) . Not e t h a t R r(0)= R Wa (0) , t h a t i s r(n)

and w a(t) hav e th e sam e power . Conside r th e cas e wher e r a(t) i s white , WSS ,
and zer o mean . Suppos e th e receivin g puls e p 2(t) i s a n idea l lowpas s filte r
with unit y gai n i n th e passban d an d cutof f frequenc y TT/T. The n w a(t) ha s a
lowpass powe r spectru m an d S Wa (jl) = of a i n th e passband . I t follow s t h a t
RWa(0)= a 2 /T an d r(n) i s a discrete-tim e whit e nois e (WS S an d zero-mean )
2
with S r(e^)= (T r /T.
ra{i) P2(t) C/D -+. r(n)
T
T
Figure B.7 . Passag e o f a continuous-tim e rando m proces s throug h p2(t) followe d b y

a C/ D converter .
x(n) D/C Px(t) - â( 0
T
T
Figure B.8 . Passag e o f a discrete-tim e rando m proces s throug h a D/ C converte r

followed b y pi(t).
Now conside r th e D / C converte r followe d b y a transmittin g puls e pi(t)

shown i n Fig . B.8 . Assum e th e discrete-tim e inpu t x{n) i s WSS . W h e n th e
transmitting puls e pi(t) i s a n idea l lowpas s filter , th e outpu t x a{t) i s WS S
[131]. W h e n p\{t) i s no t ideal , th e outpu t x a{t) i s i n genera l a continuous -
time C W S S ( T ) process . Furthermore , whe n th e discrete-tim e inpu t x(n) i s
C W S S ( M ) , th e outpu t x a(t) i s C W S S ( M T ) . I n th e followin g w e wil l conside r
the cas e t h a t x{n) i s C W S S ( M ) , a s a WS S x{n) ca n b e viewe d a s a C W S S ( M )
process wit h M = 1 .
For th e syste m show n i n Fig . B.8 , w e kno w th e outpu t ca n b e expresse d
as
xa(t)
E x(n)p (t-nT).
1
B.4. Continuous-tim e rando m processe s 339
We can verif y x a(t) i s CWSS (MT) b y directl y substitutin g th e abov e expres -

sion int o (B.7) . I t turn s ou t tha t th e (average ) autocorrelatio n functio n o f
xa(t) i s related t o tha t o f x(n) i n a simpl e manner . T o derive R Xa(r), w e firs t
note tha t
E[xa(t)x*a(t-T)}=E yy x(n)x* (m)pi (t nT)p\ (t r mT)

nm J
Y Y E [ * w** MI PI (* - nT )pi (t-T- mT

)
nm
E k
YY I x
(nK (n - )\ Pi (* - nT )Pl (t-r-(n- k)T)
nk
M-l
= Y^2Y1 E[x(Me + i)x*(M + i-k)]
k =i 0
x Pl (t - (Ml + i)T)p\(t -T- (Ml + i - k)T),
where we have used a change of variables k = nm t o obtain the third equalit y
and a chang e o f variable s n = Ml + i t o obtai n th e fourt h equality . A s x(n)
is CWSS(M) , w e hav e E [x(M + i)x*(Ml + i - k)} = E [x(i)x*(i - k)}. I t
follows tha t
M-l
E[xa(t)x*a(t-r)] = E EE E[x{i)x*(i-k)]
k =i 0
x Pl (t - (Ml + i)T)p\(t -T- (Ml + z - fc)T).
1 /.M T
^ x 0 ( r ) = j E[x a(t)x*a(t-r)]dt,
M-l
^ ^ [ x ( t ) i * ( t - k ) ]
MT A; z= 0
/MT
E/ pi( t - (M + i)T)p\(t -T- (Ml + z - fc)T)dt
M-l
MT A; z= 0
oo
Pl(t - iT)p\(t - r - ( i - k)T)dt. (B.9 )
/
-oo
Let u s defin e
KT) = Pi( T) * P i ( - r
)^
then R Xa (r) ca n b e writte n a s
M_ 1
11
i=0
= ^ ^ ( f c ) M r - f c T ). (B.10)
340 B . Revie w o f rando m processe s
Taking the Fourier transfor m o f the abov e expression, w e obtain the (average )
power spectru m o f xa(t) a s
SXa(jtt) = ^ ( e ^ l J M J f t ) ! 2 , (B.ll )
where Pi(jft) i s the Fourier transfor m o f the transmitting puls e pi(t).

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Index
additive whit e Gaussia n noise , see C / D converter , 1 1

AWGN random process , 33 7
AGN, 14 , 33 1 carrier frequenc y offse t (CFO) ,
A M - G M inequality , 32 3 179
analysis filte r bank , 9 5 carrier modulation , 1 2
autocorrelation C F O , 17 9
CWSS, 33 1 channel capacity , 2 0
estimate, 33 0 channel dependence , 4 , 13 5
function, 32 9 O F D M , 13 9
matrix, 32 9 precoded O F D M , 20 2
WSS, 32 9 SC-CP, 15 3
AWGN, 14 , 18 , 33 1 channel diagonalization , 13 7
channel equalization , 1 6
bandwidth efficiency , 11 9
channel model , 9
bandwidth expansio n ratio , 99 ,
AGN, 1 4
119
AWGN, 1 4
baseband communication , 12 , 1 8
continuous-time, 1 0
BER, 1 9
discrete-time, 1 0
PAM, 1 9
FIR, 1 4
QAM, 2 4
frequency-nonselective, 1 5
B E R minimization , 19 3
bias removal , 4 3 iid channel , 1 6
biased estimate , 41 , 15 0 random channel , 1 5
biased SNR , 41 , 20 6 SIMO, 6 8
SC-CP, 15 8 channel noise , 1 3
Z P - O F D M , 15 0 baseband transmission , 1 3
binary phas e shif t keyin g (BPSK) , passband transmission , 1 3
21 channel shortening , 59 , 12 0
bit allocation , see bi t loadin g channel spectra l null , 144 , 156 ,
bit loading , 3 , 2 9 203, 20 6
gain, 23 1 channel stat e information , 3 , 13 5
O F D M , 23 2 circulant, 108-111 , 137 , 16 0
SC-CP, 23 4 definition, 10 9
integer, 30 , 174 , 23 5 diagonalization, 11 1
optimal, 22 9 circular convolution , 11 1
bit stream , 1 circularly symmetri c comple x Gaus -
bits-to-symbol mapping , 1 sian, 13 , 136 , 32 8
block transceiver , 10 5 complexity
blocked version , 7 6 O F D M , 13 8
blocking, 7 6 SC-CP, 15 4
r a n d o m process , 33 4 SC-ZP, 16 1
356 INDEX
zero-padded O F D M , 14 9 exponential powe r dela y profile ,

concave function , 32 5 16
congruous zero , 29 7
almost congruous , 30 5 F E Q , 137 , 17 4
definition, 29 8 F E X T crosstalk , 17 2
minimum-redundancy, 30 3 filter ban k representation , 26 3
convex function , 32 5 filter ban k transceiver , 5 , 95, 29 1
crosstalk, 169 , 17 2 distortion, 10 0
CWSS D M T , 16 9
continuous-time, 33 7 no redundancy , 30 1
discrete-time, 33 1 O F D M , 16 3
cyclic prefix , 2 , 13 6 polyphase representation , 9 0
O F D M , 13 9 redundant, 9 7
SC-CP, 15 2 Z P - O F D M , 16 8
cyclic-prefixed systems , 115-11 9 F I R channel , 1 4
cyclo wid e sens e stationary , see least-squares equalizer , 3 5
CWSS MMSE equalizer , 4 5
zero-forcing equalizer , 3 4
D / C converter , 1 0 F I R equalizer , 17 , 3 3
random process , 33 7 MMSE, 4 5
zero-forcing, 3 4
decimation filter , 7 9
F I R transceiver , 29 1
decimator, 7 1
D F T bank , 16 4 minimal, 30 1
minimum-redundancy, 30 3
implementation, 266 , 27 7
solution, 30 3
receiver, 27 7
Fischer inequality , 32 4
transmitter, 26 6
flatness, 23 3
D F T decomposition , 29 5
fractionally space d equalize r (FSE) ,
D F T filter , 164 , 27 2
122, 12 8
DFT-based transceiver , 3 , 13 5
frequency divisio n multiplexin g
digital modulation , 1 8
(FDM), 172 , 25 9
discrete multitone , see D M T
frequency domai n equalize r ( F E Q ) ,
D M T , 3 , 135 , 168 , 26 0
3, 13 7
bit allocation , 17 4
frequency-division multiplexin g (FDM) ,
filter ban k representation , 16 9
97
subfilter, 25 9
frequency-selective channel , 1 5
time domai n equalizer , 16 9
frequency-shifting property , 164 ,
tone, 16 9
263, 266 , 272 , 276 , 27 7
tone SNR , 17 4
downsampler, 7 1 Gaussian, 1 3
DSL, 3 , 135 , 17 2 AGN, 1 4
AWGN, 1 4
egress, 25 9 circularly symmetri c complex ,
equalization, 1 6 13
equalizer, 1 6 real, 1 3
linear equalizer , 1 6 Gaussian noise , 13 , 32 8
equivalent discrete-tim e channel , guard interval , 2 , 14 7
12 subfilter, 266 , 27 6
passband, 1 3
expander, 7 1 H a d a m a r d inequality , 32 4
INDEX 357
IBI, 2 , 136 , 14 7 channel diagonalization , 13 9

IIR minima l transceiver , 30 1 cyclic prefix , 13 9
ingress, 25 9 MMSE, 14 2
integer bi t allocation , 30 , 17 5 oversampling, 18 8
inter subchanne l interference , 10 0 P A P R , 13 9
interblock interferenc e (IBI) , 2 , one-shot transmission , 136 , 147 ,
102, 13 6 224
interference, 1 2 optimal precoder , 20 7
interpolator, 8 0 orthogonal frequenc y divisio n mul -
intersymbol interference , see IS I tiplexing, see O F D M
intra subchanne l interference , 10 0 orthogonality principle , 3 9
intrablock interference , 2
ISI, 2 , 12 , 16 , 3 3 PAM, 1 8
ISI-free property , 16 , 102 , 291 , BER, 1 9
293 SER, 1 9
SNR gap , 2 0
least-squares problem , 3 5 PAPR
linear estimate , 3 9 definition, 13 9
MMSE, 4 4 O F D M , 13 9
multiple rando m variables , SC-CP, 15 4
44 parallel subchannels , 28 , 13 7
linear estimator , 3 9 parallel t o seria l conversio n ( P / S ( M ) ) ,
lower triangula r Toeplit z matrix , 77
35 passband communication , 12 , 1 8
peak t o averag e powe r ratio , see
minimal transceiver , 10 0
PAPR
minimum mea n square d error , see
phase shif t keyin g (PSK) , 2 6
MMSE
pilot, 17 8
minimum redundancy , 29 1
pilot tone , 17 8
minimum-redundancy
polyphase
congruous zero , 30 3
matrix, 13 5
MMSE, 3 9
polyphase component , 8 4
precoded O F D M , 20 3
polyphase decomposition , 84 , 8 7
SC-ZP, 16 1
polyphase identity , 7 6
zero-padded O F D M , 15 0
polyphase implementation , 8 7
modulation symbol , 1 , 1 8
polyphase matrix , 9 0
Monte Carl o simulation , 2 0
analysis filter bank , 9 0
nearest neighbo r decisio n rule , see synthesis filter bank , 9 0
NNDR polyphase representation , 90 , 29 2
N E X T crosstalk , 17 2 analysis bank , 9 0
NNDR, 1 9 synthesis bank , 9 0
MMSE equalizer , 5 6 power dela y profile , 1 6
noble identity , 7 5 power loading , 3
Nyquist frequency , 26 1 power spectrum , 33 0
N y q u i s t ( M ) filter , 8 2 CWSS, 33 2
D M T , 17 0
O F D M , 3 , 135 , 19 3 O F D M , 16 6
bandwidth expansion , 13 9 precoded O F D M , 19 3
bit erro r rate , 14 2 MMSE, 20 3
358 INDEX
zero-forcing, 19 4 signal t o nois e interferenc e ratio ,

precoder, 144 , 19 3 see SIN R
pseudocirculant, 106-108 , 29 3 signal t o nois e rati o (SNR) , 1 7
definition, 10 6 single-carrier syste m wit h cycli c
determinant, 29 6 prefix, see SC-CP , 15 2
properties, 293-29 5 single-carrier syste m wit h zer o
rank, 29 7 padding, see SC-Z P
Smith form , 30 8 single-carrier syste m wit h zer o
zeros, 29 6 padding (SC-ZP) , 16 0
PSK, 2 6 single-input multi-outpu t chan -
pulse amplitud e modulation , see nel, 6 8
PAM singular valu e decompositio n (SVD) ,
323
Q function , 1 9 SINR, 17 , 6 2
QAM, 2 2 SIR, 6 1
BER, 2 4 Smith form , 29 4
SER, 2 4 Smith for m decomposition , 29 4
SNR gap , 2 5 SNR, 1 7
QPSK, 23 , 2 5 SNR gap , 2 0
q u a d r a t u r e amplitud e modulation , PAM, 2 0
see QA M QAM, 2 5
q u a d r a t u r e phas e shif t keying , see spectral leakage , 6 , 261 , 27 2
QPSK spectral rolloff , 6
spectrum mask , 17 2
radio frequenc y interference , see subchannel gain , 13 7
RFI subfilter, 25 9
random channel , 1 5 B E R performance , 27 4
Rayleigh-Ritz principle , 62 , 32 4
D F T bank , 266 , 27 7
receiving filter , 26 0
F E Q coefficients , 27 6
receiving pulse , 1 1
ISI-free condition , 26 3
redundant sample , 2
receiver, 27 6
redundant transceiver , 97 , 10 0
receiver complexity , 27 8
RFI, 173 , 25 9
receiver design , 28 0
transmitter, 26 5
SC-CP, 5 , 135 , 152 , 19 3
transmitter complexity , 27 1
MMSE, 15 7
transmitter design , 27 2
zero-forcing, 15 5
SVD, 226 , 32 3
SC-ZP, 153 , 16 0
symbol detection , 1 , 1 8
MMSE, 16 1
MMSE receiver , 5 6
zero-forcing, 16 0
symbol erro r rate , see SE R
SER, 1 9
symbol space d equalize r (SSE) ,
PAM, 1 9
122
QAM, 2 4
symbol-to-bits mapping , 1 8
serial to paralle l conversio n ( S / P ( M ) ) ,
synchronization, 17 9
77
synthesis filter bank , 9 5
sidelobe, 259 , 26 0
signal constellations , 1 8
signal to interferenc e rati o (SIR) , T E Q , 60-62 , 169 , 17 4
61 time domai n equalizer , see T E Q
INDEX
time domai n N y q u i s t ( M ) prop -

erty, 27 9
time multiplexing , 9 7
time-division multiplexin g (TDM) ,
97
tone, 16 9
transmitting filter , 26 0
transmitting pulse , 26 1
transmultiplexer, 9 5
unbiased estimate , 41 , 4 3
unbiased SNR , 41 , 20 5
SC-CP, 158 , 18 3
Z P - O F D M , 15 0
unblocking, 7 7
r a n d o m process , 33 5
unitary precoder , 19 4
upsampler, 7 1
wide sens e stationar y property ,

see WS S
windowing, 26 0
WSS, 13 , 3 3
continuous-time, 33 6
discrete-time, 32 9
zero padding , 2 , 112 , 13 6

O F D M , 14 7
single carrier , 16 0
zero-forcing, 2 , 1 6
precoded O F D M , 19 4
O F D M , 13 7
SC-CP, 153 , 15 6
SC-ZP, 16 0
zero-jamming system , 22 5
zero-padded O F D M , 14 7
efficient receiver , 14 9
MMSE, 15 0
pseudo-inverse receiver , 14 8
zero forcing , 14 7
zero-padded system , 112-115 , 22 5
ZJ system , see zero-jammin g sys -
tem
ZP system , see zero-padde d sys -
tem

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FILTER BAN K TRANSCEIVER S FO R OFD M AN D

YUAN-PEI LI N i s a Professor i n Electrical Engineering at the National Chiao Tung

Cambridge University Press 2011

This publication is in copyright. Subject to statutory exceptio n

First published 201 1

Printed in the United Kingdom at the University Press, Cambridge

ISBN 978-1-107-00273-9 Hardbac k

Cambridge University Press has no responsibility for the persistence or

To Usha, Vikram, Sagar, and my parents

2 Preliminarie s o f digita l communication s 9

4 Fundamental s o f multirat e signa l processin g 7 1

4.4 Polyphas e decompositio n 8 4

Multirate formulatio n o f communicatio n system s 9 5

6.8 A historica l not e an d furthe r readin g 18 0

8 Transceive r desig n w i t h channe l informatio n a t th e transmitter22 3

9 D M T s y s t e m s wit h improve d frequenc y characteristic s 25 9

10 Minimu m redundanc y FI R transceiver s 29 1

B Revie w o f rando m processe s 32 7

Recent year s hav e see n th e grea t succes s o f O F D M (orthogona l frequenc y

T h e goa l o f a communicatio n syste m i s t o transmi t informatio n efficientl y

Figure 1 . 1 . Digita l communicatio n system .

A digita l communicatio n syste m i n genera l consist s o f man y buildin g

01001100... bits-to- transmitter! a?o(0

-(*) r(n) i(n) s(n)

Figure 1.2 . Simpl e bloc k diagra m fo r a digita l communicatio n system .

introduced t o th e t r a n s m i t t e d signal . I n additio n t o channe l noise , ther e

F i g u r e 1 . 3 . T w o example s o f guar d intervals , (a ) A signa l s(n) w i t h sample s divide d

Fig. 1.4 . Th e signa l processin g a t th e transmitte r applie s IDF T (Invers e Dis -

r(n) discard DFT

receiver signa l processing

dependent o f th e channe l an d ther e i s n o bi t o r powe r loading . Havin g a

Figure 1.5 . Equivalen t paralle l subchannels .

\{n) _^ | ftf wZ 7 f~\

T h e insertio n an d remova l o f redundan t sample s ca n b e represente d us -

using a frequenc y domai n approach . Thes e observation s ar e ver y usefu l fo r

Chapter 6 i s devote d t o th e stud y o f som e usefu l DFT-base d transceivers .

T h e functio n E [y] denotes th e expecte d valu e o f a rando m variabl e y.

T h e notatio n 1M i s use d t o represen t th e M x M identit y matri x an d

T h e determinan t o f a squar e matri x A i s denote d a s d e t ( A ) . T h e nota -

Th e notatio n W i s use d t o represen t th e M x M unitar y DF T matrix ,

[Wlfcn = Le-'M* for 0 < k,n < M - 1 .

Fo r a discrete-tim e sequenc e c(n) , th e z-transfor m i s denote d a s C(z)

In thi s chapter , w e shal l revie w som e introductor y material s t h a t ar e usefu l

r(t) r P2(t) C/D

Figure 2 . 1 . Simpl e bloc k diagra m fo r a digita l communicatio n system .

2.1 Discrete-tim e channe l model s

xa(t) ra(t) xa{t)

Figure 2 . 2 . LT I channe l model .

x(n) > c( ) - r(n)

Figure 2.3 . (a ) Th e syste m fro m x(n) t o r(n). (b ) Equivalen t discrete-tim e channe l

response c a(t) an d additiv e nois e q a(t). Thi s LT I channe l mode l i s show n i n

ca(r)xa(t - r)dr + q a(t).

Letting th e symbo l V denot e convolution , w e ca n writ e

ra{t) = (x a *c a)(t) + q a(t).

Though th e channe l i s a continuous-tim e system , i t i s ofte n mor e convenien t

the discrete-tim e sequenc e x(n) an d produce s a continuous-time impuls e trai n

The signa l x a(t) i s transmitte d throug h th e channel . A t th e receivin g end ,

ra{t) = (x a * ca){t) + q a(t) = Y, x(k)(pi*c a){t-kT) + q a(t).

Wa{t) = (r a*P2)(t)= Y, x(k)( Pi*ca*P2)(t-kT) + (q a*P2)(t). (2.1 )

Then w a(t) i s uniformly sample d ever y T second s to produce the discrete-tim e

ce(t) = (pi * ca *p 2 )(*) an d q e(t) = (q a *P2)(*)-

r(n) = Y^ x(k)c e(nT - kT) + q e{nT).

Wa{t) = (r aP2)(t)= Y, x(k)( PicaP2)(t-kT) + (q aP2)(t). (2.1 )

ce(t) = (pi * ca p 2 )() an d q e(t) = (q a P2)()-

c(n) (pi c a P2)(t)