A Maximum Rate Loading Algorithm for Discrete Multitone Modulation

Systems
Achankeng Leke* and John M. Cioffi
Information Systems Laboratory
Stanford University, Stanford, CA 94305-9510, USA

Abstract maximum achievable data rate is crucial for certain classes

A novel approach to loading for Discrete Multitone Modu-
lation (DMT) systems is proposed. This algorithm assigns
energy to different subchannels in order to maximize the data
rate for a given margin while previous algorithms proposed
[1,2] are aimed mainly at maximizing margin at a target data
rate. Two implementations are suggested, both with finite
granularity: the first one leads to the optimal waterfilling
solution, and the second results in a suboptimal but slightly
less complex flat-energy distribution. The algorithm is ex-
tended to the case of a rate adaptive system with both a
target guaranteed fixed data rate service and a variable one.
Simulation results are presented for a rayleigh fading channel
with additive white gaussian noise.
of channels such as slowly varying rayleigh fading channels
as this will ensure that the channel remains constant during
the transmission of at least one DMT symbol. In this paper,
we propose two versions of a new finite granularity loading
algorithm which maximizes the data rate at a given margin:
a suboptimal flat-energy distribution and a slightly more
complex capacity achieving waterfilling distribution.
First, the structure of a DMT system is presented and
the existing loading algorithms (Hughes-Hartogs, Chow,
and Fischer) are discussed. The algorithm we propose is
then developed and applied to a typical rayleigh fading
channel with additive white gaussian noise. Finally, this
algorithm is extended to rate adaptive systems with both a
fixed guaranteed rate as well as a variable one.

1 Introduction
The concept of multitone transmission has attracted a
2 DMT Structure
lot of interest recently as a means to increase the data A typical DMT structure in shown in Figure 1. The entire
rate on a channel under given requirements such as fixed bandwidth is divided into N parallel subchannels. An input
transmitter power budget and equal probability of error bit stream of data rate R bits/sec. is buffered into blocks
on all subchannels. The two most common forms of of b = RT bits, where T is the symbol period. The load-
Multicarrier Modulation (MCM) are Orthogonal Frequency ing algorithm assigns a certain number of bits, bi, to each
Division Multiplexing (OFDM) and Discrete Multi-tone subchannel where
Modulation (DMT). OFDM has been used in applications
such as Digital Audio Broadcasting (DAB) while DMT has
been selected by the American National Standards Institute
and the European Telecommunications Standard Institute
as the standard for transmission over Asymmetric Digital
Subscriber Lines (ADSL) [3]. Unlike OFDM which assigns and No, is the number of subchannels turned on.
the same number of bits to each subchannel, DMT systems
assign more bits to subchannels with higher signal-to-noise
levels. The scheme used to assign energy and bits, known
as loading algorithm, is an important aspect of the design of
a DMT system. One well researched method, the waterfill
algorithm, has long been known to generate the optimal
energy distribution and achieve capacity; it has however
been difficult to implement in practice. Other suboptimal
algorithms have been proposed [1,2] which maximize margin
for a target data rate. However, transmitting at the
"This work was supported by a grant from Sumitomo Electric Indus- Figure 1: DMT Transmit/Receive Structure
tries and a Stanford University Graduate Fellowship. The first author
can be reached via email at alekeQisl.stanford.edu.

0-7803-4198-8/97/$10.000 1997 IEEE 1514

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 The encoder then translates the bits, bi, into symbols, X i ,
chosen from the appropriate constellation. The time sym-
bols, zi, are obtained by Inverse Fourier Transform, and a
cyclic prefix of length v - ideally the length of the chan-
nel - is added to the beginning of the DMT symbol. This
cyclic prefix is used to combat intersymbol interference and
make the transmitted sequence look periodic. To eliminate
intercarrier interference, the first v received samples in each
DMT block are discarded. Taking the Fourier Transform of
the other received samples, we obtain independent par-
allel subchannels which can be individually decoded using a
simple memoryless decoder for each subchannel.
3 Existing Loading Algorithms
Three multicarrier loading algorithms, all of which are
suboptimal compared to waterfilling, are in use today:
Hughes-Hartogs, Chow [l],and Fischer [2]. They are all
mainly fixed data rate algorithms.
The Hughes-Hartogs algorithm generates a table of in-
cremental energies required to transmit one additional
bit on each of the subchannels. Then at each step, one
more bit is added to the subchannel that requires the
least incremental energy. The extensive sorting needed
renders the algorithm impractical for applications where the
number of bits per DMT symbol as well as the number of
subchannels used are large.
Chow's algorithm exploits the fact that the difference
between the optimal waterfilling distribution and the
flat-energy distribution is minimal. Thus, the same amount
of energy is assigned to the channels turned on:
E
=-
En (2)
Non
and the number of bits in each subchannel is given by:
bn = log, (1 + S N R n -) (3)
r.Tm
where S N R , is the signal-to-noise ratio on subchannel
n, r is the SNR gap representing how far our system is
from achieving capacity, and ym is the system performance
margin. This iterative algorithm is repeated, with a dif-
ferent set of subchannels turned off a t each step, until the
optimal margin is achieved and the sum of the bits in each
subchannel equals our target, Btarget.
The goal of the third algorithm, proposed by Fischer,
is to minimize the probability of error on each subchannel
given by:
Pe=Kn.Q (E)
for QAM modulated systems. Kn is the number of nearest
neighbors, dn is the minimum distance between constella-
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tion points, and Q: is the variance of the noise in subchannel
n. The minimum is achieved when all subchannels have the
same probability of error. Setting equal the error probabili-
ties, Fischer arrives at a set of iterative equations which also
lead to a flat-energy distribution. The results obtained show
a slight improvement in signal-to-noise ratio over Chow's al-
gorithm [2].
4 Proposed Loading Algorithm
DMT loading algorithms assign higher bit rates to carriers
with higher SNR levels and lower bit rates to those with
lower SNR levels while subchannels with, signal-to-noise
ratios below a certain threshold are completely turned off.
The most crucial aspect of loading algorithms is determining
which subchannels to turn off and which ones to turn on.
Turning on a subchannel which should actually be off
increases the probability of error in that subchannel which
then dominates the overall probability of error. Once the
subchannels to be turned on have been determined, the
total energy can be distributed to them in a variety of ways.
The first step in the proposed algorithm is to deter-
mine which channels should be turned off. From the
waterfilling solution, a subchannel is turned off when the
amount of energy to be assigned to it is negative [5]. Let
Hn and u: represent respectively the gain and the noise
variance on the nth subchannel. Subchannel m will be
turned off if:
where E is the total energy budget, once again is the SNR
gap representing how far our system is from achieving ca-
pacity, and Non is the number of subchannels turned on. (5)
can be rewritten as
1 1
9m Non n=l
where gn is the SNR on the nth subchannel with unit input
energy. Let
(4)
(7)
Subchannel m is then turned off if g m < &.
1515
 The procedure can be summarized as follows: 5 Simulation Results and Discus-
I 1. Compute subchannel signal-to-noise ratios gn for unit sion
input energy.
~

2. Sort the gn’s in descending order: g1 = gmaZ and gN =

gmzn. We will now apply both versions of the algorithm to a
rayleigh fading channel with additive white gaussian noise.
I 3. Set Non equal to the total number of channels N . The channel model is given in [6,7]and is similar to the well-
4. Compute NSR. known Jakes Model [8]. We assume a bandwidth of 10 MHz,
a maximum delay spread T~~~ of .1 ps, a maximum doppler
< &:
~

5 . If gN,, frequency
~
0 Turn off that subchannel
* NSR =
1
. [ Non-l
+ Cn=1 1
gn
I 25
(a)
1

* Non = Non - 1
6 . Repeat step 5 until all subchannels turned on have
SNR’s above the threshold.
At this point, the subchannels to be turned on and off
have been identified. The next step is to distribute the avail-
able energy among the subchannels and compute the number VI

z15
of bits per subchannel. One method of distributing the en- m

ergy is by putting an equal amount of energy cn = & in s

L Z ’

each subchannel turned on. This method is simpler than 905

0
the waterfill approach but slightly suboptimal. The average
loss with respect to waterfill represents less than 2% of the 25 -4 -3 -2 -1 0 1 2 3 4 5
Frequency[Hz] Y IO6
maximum achievable data rate [6]. The optimal waterfill-
ing distribution can easily be implemented with a few more
Figure 2: Illustration of the first stage of the algorithm: (a)
operations:
Frequency Response of the Channel. (b) Subchannels to be
I 1. The constant level K is given by turned on and off.

Figure 3 plots the initial energy distributions obtained

= ~.NSR
i 2. The energy in each subchanel turned on
cn=K--
r terfill energy distribution has the same overall shape as the
Sn
for n = 1 . . .Non
Since the channels to be turned off have already been
determined, all the energy levels E , will be positive.
I also turned off, resulting in a few more unused carriers for
Finally, the number of bits per subchannel is obtained
from
where ym is the target margin. The bits obtained then have
to be rounded to a multiple of the granularity factor p, and
the energies have to be rescaled accordingly. This last step
is to ensure that the total energy distributed equals the bud-
1 geted energy.
from both methods, flat-energy and waterfilling, with unit
input energy per subchannel. The energy in the subchannels
that were turned off has been reassigned to other subchan-
nels. The amount of energy assigned to each used carrier
in the flat-energy case is greater than unity, while the wa-
underlying channel.
Considering only integer bits, the final bit distributions
are displayed in Figure 4. The distributions are very similar
in both cases. Subchannels carrying less than one bit are
the waterfill approach due to the gradual decrease in energy.
The average bit rates obtained are 1.07 bits/dim for the flat-
energy distribution and 1.087 bits/dim for the waterfilling
solution, a difference of less than .02 bits/dim .
Finally, Figure 5 shows the final energy levels after rescal-
ing due to bit round-off. As expected, the transmit energy
mask in both cases has a saw-tooth shape due to the integer
bit constellation constraint [I].

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 1

05

0
-5 -4 -3 -2 -1 0 i 2 3 4 5
x IO6
(b)
2 E
6 '
I5 $15
U)

1 E l

F O5
05 W

% -4 -3 -2 -1 0 1 2 3 4 5
0 Frequency [Hz] x 10"
-5 -4 -3 -2 -1 0 1 2 3 4 5
Frequency [Hz] x IO6

Figure 5: Final energy distributions after bit round-off and

Figure 3: Initial energy distributions obtained with unit in- rescaling: (a) Flat-Energy. (b) Waterfill.
put energy per subchannel: (a) Flat-Energy. (b) Waterfill.

over channels not turned off can then be used to transmit ad-
ditional information. A typical example would be the trans-
mission of highly reliable data - high margin and low gap -
at a target fixed data rate while the remaining usable sub-
channels carry data transmitted at the maximum achievable
throughput, with little or no margin and a higher gap. This
optimization problem reduces to:
x IO1
(b)
4
-
$3 i,2
c
L1
$2
%
subject to:
&?I
m

0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Frequency [Hz] x 10' i,l

Figure 4: Integer bit distributions obtained: (a) Flat-Energy.

i i
(b) Waterfill.

The main difference of this algorithm compared to the pre-
vious ones is in the way it is implemented: the subchannels
to be turned off are first determined which is the most crucial
aspect of any algorithm. After which, any desired energy dis-
tribution can be achieved. Furthermore, as in [2], logarithms
are only computed once and sorting is also performed once at
the beginning. In our proposed algorithm, only one iteration
loop is performed while the previous ones use two. Finally,
this algorithm maximizes throughput at a given margin while
the others maximize margin for a given data rate.
6 Rate Adaptive System
The proposed algorithm is well suited for rate adaptive ap-
plications. In such applications, a target data rate and/or
margin are guaranteed. Once the target is reached, any left-
where b i , j and E ~ Jrepresent respectively the number of bits
and the amount of energy assigned to the ith subchannel of
the j t h service, RI represents the fixed data rate guaranteed
by the first service, and E represents the total energy budget.
In order to maximize the rate of the second service,
the first service should use the minimum number of
subchannels necessary t o achieve the target rate. Thus,
subchannels with the best signal-to-noise ratios will carry
the first service. Given the target rate and margin, Chow's
algorithm [l] can be used to identify this first set of
subchannels; our proposed algorithm will then maximize
the throughput on the remaining usable subchannels. An
illustration of this application is shown in Figure 6. The
first service has a fixed normalized rate of 1 bit/Hz and a
margin of 2 dB while the second service transmits at the
maximum possible rate with no margin.

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 [5] J.M. Cioffi. Digital Data Transmission. Manuscript in
preparation.
[6] A. Leke and J.M. Cioffi. Transmit Optimization for
Time-Invariant Wireless Channels Utilizing a Discrete
Multitone Approach. In Proc. IEEE ICC’97, pp. 954-
958, Montreal, June 1997.
[7] G. Raleigh, S.N. Diggavi, A.F. Naguib, and A. Paulraj.
Characterization of Fast fading Vector Channels for
Multi- Antenna Communication Systems. In Proceedings
of 28 Asilomar Conference on Signals, Systems, and
Computers, v01.2, pp. 853-7, 1994.
[8] W.C. Jakes, Microwave Mobile Communications. New
York: John Wiley, 1974.

Figure 6: Rate adaptive application. 0: first service. x:

second service

7 Conclusion
In this paper, we proposed a new loading algorithm which
maximizes throughput at a given margin. Two versions of
the algorithm were presented: the flat-energy method lead-
ing to a suboptimal energy distribution and the optimal but
slightly more complex waterfilling solution. The proposed
algorithm is well suited for slowly varying rayleigh fading
channels for which it is advantageous to always transmit at
the maximum achievable data rate in order to overcome the
variations in the channel. This algorithm was combined with
Chow’s in a rate adaptive application t o produce two sets of
services: a highly reliable, fixed rate service along with a
maximum rate service with lower reliability in the leftover
usable subchannels.

References
[l]P.S. Chow, J.M. Cioffi, and J.A.C. Bingham. A Prac-
tical Discrete Multitone Transceiver Loading Algorithm
for Data Transmission over Spectrally Shaped Channels.
IEEE Transactions on Communications, 43(2/3/4) :
773-775, February/March/April 1995.
[2] R.F.H. Fischer and J.B. Huber. A New Loading Al-
gorithm For Discrete Multitone Transmission. In Proc.
IEEE GLOBECOM’96, pp. 724-728, London, Novem-
ber 1996.
[3] American National Standards Institute (ANSI). Asym-
metric Digital Subscriber Line (ADSL) Metallic Inter-
face Specification. Draft American National Standard
for Telecommunications, December 1995.

[4] J.M. Cioffi. A Multicarrier Primer. In ANSI TlEl.4

Committee Contribution 91-157, Boca Raton, Novem-
ber 1991.
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