IEEE SIGNAL PROCESSING LETTERS, VOL. 17, NO.

1, JANUARY 2010

An Adaptive Constant Modulus Blind Equalization Algorithm and Its Stochastic Stability Analysis
Shafayat Abrar, Graduate Student Member, IEEE, and Asoke K. Nandi, Senior Member, IEEE
AbstractA constant modulus algorithm is presented for blind equalization of complex-valued communication channels. The proposed algorithm is obtained by solving a novel deterministic optimization criterion which comprises the minimization of a priori as well as a posteriori dispersion error, leading to an update equation having a particular zero-memory continuous Bussgang-type nonlinearity. We also derive a stochastic bound for the range of stepsizes for a generic Bussgang-type constant modulus algorithm. The theoretical result is validated through computer simulations. Index TermsAdaptive equalizer, blind equalization, constant modulus algorithm, stochastic stability.

of channel observations. A CMA equalizer minimizes the following cost function [1]: (1) is dened as the th-order a priori dispersion error. where The criterion (1) minimizes the dispersion of the modulus of away from a statistical constant . The cost a priori output yields the following stochastic-gradient adaptive algorithm: (2)

QUALIZING a propagating channel without training sequence is known as blind equalization. Among the existing stochastic-gradient based adaptive algorithms for blind equalization, the constant modulus algorithm (CMA) [1], [2] is the most famous and widely studied algorithm. Consider a baseband, linear, time-invariant, single-input-single-output discrete-time channel and an adaptive blind transversal equalizer. Assume that the transmitted is independently and identically-distributed, sequence and takes values of quadrature amplitude modulation (QAM) symbols with equal probability. The received signal is ex, pressed as where is the vector of the symbol-rate impulse response of the is the channel length and moving-average channel, is additive white Gaussian noise. The output of the blind , where equalizer is is the vector of the imis the number of taps of pulse response of the equalizer, is the vector the equalizer and
Manuscript received May 29, 2009; revised August 11, 2009. The work of S. Abrar was supported by the ORSAS (U.K.), the University of Liverpool and by the COMSATS Institute of Information Technology. This work was presented in part at the European Signal Processing Conference, 2008, ZLausanne, Switzerland. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Behrouz Farhang-Boroujeny. S. Abrar is with the Department of Electrical Engineering and Electronics, The University of Liverpool Liverpool L69 3GJ, U.K., on leave from the COMSATS Institute of Information Technology (CIIT), Islamabad, Pakistan (e-mail: shafayat@liverpool.ac.uk). A. K. Nandi is with the Department of Electrical Engineering and Electronics, The University of Liverpool (UoL), Liverpool L69 3GJ, U.K. (e-mail: aknandi@liverpool.ac.uk). Digital Object Identier 10.1109/LSP.2009.2031765

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II. PROPOSED ALGORITHM
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I. INTRODUCTION

is dispersion constant. For , where in CMA , which contributes note that the factor only in the magnitude of adaptation, is usually enormous for higher-order QAM signals and leads to a high steady-state uctuation even if the equalizer converges successfully [3].

be a generic weight-upLet is a memory-less nondate where linear blind estimate of the prediction error, and the nonlinbe selected such that, upon convergence, equalearity be izer restores the actual signal power [3]. Let the a posteriori output of the equalizer, it is easy to show that , where . This shows that the a posteriori output is a linear combination of the a ; hence, will be priori output and the blind estimate than , where controls the excloser to the tent to which approaches . Let be the th-order a posteriori dispersion error. Consider CMA(2,2) equalizer where we have . Exemplary, if we assume , then and will be positive and less than , provided . Clearly, by considering a posteriori quantities it should be possible to enhance the quality of equalization. In the past, exploiting a posteriori quantities, deterministic cost functions have been proposed to obtain variants of normalized CMA for constant modulus [4] and non-constant modulus signals [5]. In this work, we instead suggest to formulate a deterministic cost function constituting both a priori and a posteriori quantities. For this th-order joint dispersion error, purpose, we propose a , where and are positive integers. Notice that the can be expressed in terms of and as ; it

IEEE SIGNAL PROCESSING LETTERS, VOL. 17, NO. 1, JANUARY 2010

indicates that is a sort of weighted sum of and . , we aim to minimize After having the equalizer estimate ; it is an instantaneous deterministic cost: obvious that this cost can perfectly be minimized while leaving largely undetermined. To x the degree of freedom in , we can impose that remains as close as possible to , while satisfying the constraints imposed its prior estimate . Using Lagrange multipliers, by the new data, i.e., we formulate the following problem: (3) For a tractable derivation, we suggest to use , differentiating (3) with respect to result equal to zero, and and setting the (4) Transposing (4) and post-multiplying it with leads to (5) Solving (5) yields the optimum Lagrange multiplier, ,

and SCS-CMA is that, the later one lacks the . Obviously, this factor has no effect on the factor direction of adaptation; removing it, may have an advantageous effect of reducing the magnitude of adaptation. Also, the two . For higher value of algorithms are equivalent only for , the SCS-CMA requires to use a smaller step-size for its stability. In a noise-free scenario, however, the SCS-CMA can be ensured to adapt stochastically stable if , where (11) is the autocorrelation matrix. The derivation and of expression (11) is described in Appendix I.

III. SIMULATION EXAMPLE We present simulation performance of and SCS-CMA for various values of . We use a complex-valued seven-tap equalizer and initialize it so that the center tap is set to one and other taps are set to zero. The propagation channel is a (short) voice-band seven-tap telephone channel and is taken from [6]. The signal to noise ratio (SNR) is taken as 30 dB at the input of the equalizer. The residual inter-symbol interference (ISI) [7] is measured for an 8-QAM signal and compared. Signal alphabets belong to the set . Each ISI trace is the ensemble average of 400 independent runs with random initialization of noise and data source. Fig. 1 depicts the residual ISI and SCS-CMA and also shows performances of the values of step-sizes used in the simulations. Note that the performance gets better in terms of steady-state residual ISI yielded when larger is used in both cases. The stable performance for and it failed to give any . Also, for , the somewhat stable convergence for delayed convergence is due to the fact that CMA(5,2) cannot be forced any further to yield faster but stable convergence. The is even more attractive convergence behavior of SCS-CMA in the sense that it provided a smooth tradeoff between the in this complexity and performance; we can go up to specic experiment. and . In Next we validate the upper-bound (11) for addition to the channel we used in Fig. 1, we also consider the rst thirty odd-indexed coefcients of a (long) microwave and it is taken from SPIB database [8]. In channel all cases, the simulations were performed with 5000 iterations, runs, and no noise. In Fig. 2, we plot the probafor four different equalizer lengths, bilities of divergence . The against the normalized step-size, is estimated as , where indicates the number of times equalizer diverged. In our simulations, we label overows (we a given run of the algorithm as diverging if in MATLAB). Equalizers were initialized close check for to the zero-forcing solution and step-sizes were varied in the . It can be seen that the range approximate bound does guarantee a stable performance when

and the update reads , the hard constraint in (3) enforces fore the optimum Lagrange multiplier in (6) is

At this stage, motivated by the work in [5], we introduce a relaxation factor, , in (7) to control the degree of constraint satisfaction. It implies that the constraint on is now retained as a soft constraint. By introducing , we have a relaxed Lagrange multiplier, and the corresponding update equation reads (8)

Taking Hermitian transpose and post-multiplying (8) with we obtain , which leads to

The computational complexity of the algorithm (9) is little . This complexity can be reduced higher than that of , the denominator can be approxiby observing that, for mated as . Also, by removing the normalization factor, the following simplied variant is obtained

is step-size. We denote (10) as th-order where soft constraint satisfaction constant modulus algorithm, SCS-CMA . The dispersion constant in (10) is evaluated to . The major difference between give

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(6) . At each . There(7) (9) (10)

ABRAR AND NANDI: ADAPTIVE CONSTANT MODULUS BLIND EQUALIZATION ALGORITHM

Fig. 1. Residual ISI traces: (top) CMA(q; 2) and (bottom) SCS-CMA(q ).

, equalizer and channel are long enough, and small.

IV. CONCLUSION

By solving a novel deterministic optimization criterion and satisfying the constraint in a soft manner, we have obtained a new constant modulus algorithm for blind equalization of QAM signals. We have derived an approximate bound for the range of step-sizes for which a generic complex-valued constant modulus algorithm would remain stable if initialized close to a zeroforcing solution. We have validated our theoretical result for short as well as long channels and equalizers.

APPENDIX I STOCHASTIC BOUND ON STEP-SIZE

Let be a generic Bussgang-type [3] weight-update. Subtracting the zero-forcing solution from both sides, we obtain , where . For an algorithm in CM family, a generic [9], error-function can be expressed as is a real function about . With where being small enough, a rst-order complex-valued Taylor series expansion of can be written as [10] (12)

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is
Fig. 2. SCS-CMA(q ) : P versus  for q

= 1; 2.

Using second-order odd-symmetry property of QAM signal ([10], Lemma 1), we can show that (13)

Exploiting (12)(13), we get

(14) Taking the expected value of this expression, we can nd a recursion for . By virtue of the Bussgang property, we have (refer to [3] for proof); this leads to

(15)

IEEE SIGNAL PROCESSING LETTERS, VOL. 17, NO. 1, JANUARY 2010

where we have assumed that the vectors and are independent of each other. The stability of (15) requires that (16) , we express (15) as , where is the identity matrix. Following the classical reasoning in least mean squares adaptive ltering, an estimation of the time and the constant can be obtained as algorithm converges in the mean if the step-size is selected , where and such that are respectively the minimum and maximum eigenvalues of . Multiplying (14) by its conjugate transpose and taking the expected value, we obtain a recursion for the autocorrelation : Denoting

The mean-square stochastic stability bound (20) generalizes the work in [12] in two aspects; rstly, we considered complex-valued quantities and (due to which) our result differs from the real-valued case in [12], and secondly, we presented the result for an arbitrary (constant modulus) Bussgang error-function. Also, comparing our result (20) with the bound evaluated in [13] for real-valued CMA(2,2), it is noticed that our evaluation procedure as well as the result (20) are noticeably much simpler and more meaningful. Moreover, the intermediate result (the time constant ) can be seen to be in agreement with, and a further generalization of, the result reported in [14] for complex-valued CMA(2,2). In SCS-CMA , where we have , the requirement for stability (21) is always true for QAM signals due to their sub-Gaussian nature. and , we get (11). Substituting the values of REFERENCES [1] D. N. Godard, Self-recovering equalization and carrier tracking in two-dimensional data communications systems, IEEE Trans. Commun., vol. COM-28, pp. 18671875, 1980. [2] J. R. Treichler and B. G. Agee, A new approach to multipath correction of constant modulus signals, IEEE Trans. Acoust. Speech Signal Process., vol. ASSP-31, pp. 459471, 1983. [3] S. Bellini, , S. Haykin, Ed., Bussgang techniques for blind deconvolution and equalization, in Blind Deconvolution. Englewood Cliffs, NJ: Prentice-Hall, 1994, ch. 2. [4] C. B. Papadias and D. T. M. Slock, Normalized sliding window constant modulus and decision-directed algorithms: A link between blind equalization and classical adaptive ltering, IEEE Trans. Signal Process., vol. 45, no. l, pp. 231235, Jan. 1997. [5] O. Tanrikulu, A. G. Constantinides, and J. A. Chambers, New normalized constant modulus algorithms with relaxation, IEEE Signal Proc. Lett., vol. 4, no. 9, pp. 256258, 1997. [6] G. Picchi and G. Prati, Blind equalization and carrier recovery using a stop-and-go decision-directed algorithm, IEEE Trans. Commun., vol. COM-35, no. 9, pp. 877887, Sept. 1987. [7] O. Shalvi and E. Weinstein, New criteria for blind equalization of non-minimum phase systems, IEEE Trans. Inf. Theory, vol. 36, pp. 312321, 1990. [8] Sig. Process. Information Base [Online]. Available: http://spib.rice. edu/spib/microwave.html [9] B. Baykal, O. Tanrikulu, A. G. Constantinides, and J. A. Chambers, A new family of blind adaptive equalization algorithms, IEEE Signal Process. Lett., vol. 3, no. 4, pp. 109110, 1999. [10] B. Lin, R. He, and B. Wang, The excess mean-square error analyses for Bussgang algorithm, IEEE Signal Process. Lett., vol. 15, pp. 793796, 2008. [11] B. Fisher and N. J. Bershad, The complex LMS adaptive algorithmtransient weight mean and covariance with applications to the ALE, IEEE Trans. Commun., vol. ASSP-31, no. 1, pp. 3444, Feb. 1983. [12] V. H. Nascimento and M. T. M. Silva, Stochastic stability analysis for the constant-modulus algorithm, IEEE Trans. Signal Process., vol. 56, no. 10, pp. 49844989, 2008. [13] G. Dziwoki, An upper bound of the step size for the gradient constant modulus algorithm, Proc. SPIE, vol. 6159, pp. 41-141-6, 2006. [14] M. Bellanger, On the performance of two constant modulus algorithms in equalization with non-CM signals, in Proc. IEEE Int. Symp. Circuits and Systems, 2007, pp. 34753478.

(17) stands for the trace of the bracketed matrix and . The evaluation of (17) assumes that the channel to be well is long enough for the fourth-order moments of approximated by those of a Gaussian vector [11]. Now using the Fishers diagonalizing theorem [11], we can transform (17) to a diagonalized-matrix difference equation where

where, by using orthogonal transformation , we diagonalize and , such that, and . Dening and and equating the diagonal elements of the matrix on the left side of (18) with the corresponding diagonal elements of the matrix sum on the right side of this equality yields the vector difference equation

depends on the matrix . It will conThe convergence of verge if and only if the eigenvalues of are all within the unit circle. Following the steps provided in [11] and ensuring eigenvalues lie within the unit circle, the range of step-size that guarantees stability of (19) is thus obtained as (20)

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(18) (19)