IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 52, NO.

9, SEPTEMBER 2006

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Finite-SNR DiversityMultiplexing Tradeoff for Correlated Rayleigh and Rician MIMO Channels
Ravi Narasimhan, Senior Member, IEEE
AbstractA nonasymptotic framework is presented to analyze the diversitymultiplexing tradeoff of a multiple-inputmultiple-output (MIMO) wireless system at nite signal-to-noise ratios (SNRs). The target data rate at each SNR is proportional to the capacity of an additive white Gaussian noise (AWGN) channel with an array gain. The proportionality constant, which can be interpreted as a nite-SNR spatial multiplexing gain, dictates the sensitivity of the rate adaptation policy to SNR. The diversity gain as a function of SNR for a xed multiplexing gain is dened by the negative slope of the outage probability versus SNR curve on a log-log scale. The nite-SNR diversity gain provides an estimate of the additional power required to decrease the outage probability by a target amount. For general MIMO systems, lower bounds on the outage probabilities in correlated Rayleigh fading and Rician fading are used to estimate the diversity gain as a function of multiplexing gain and SNR. In addition, exact diversity gain expressions are determined for orthogonal spacetime block codes (OSTBC). Spatial correlation signicantly lowers the achievable diversity gain at nite SNR when compared to high-SNR asymptotic values. The presence of line-of-sight (LOS) components in Rician fading yields diversity gains higher than high-SNR asymptotic values at some SNRs and multiplexing gains while resulting in diversity gains near zero for multiplexing gains larger than unity. Furthermore, as the multiplexing gain approaches zero, the normalized limiting diversity gain, which can be interpreted in terms of the wideband slope and the high-SNR slope of spectral efciency, exhibits slow convergence with SNR to the high-SNR asymptotic value. This nite-SNR framework for the diversitymultiplexing tradeoff is useful in MIMO system design for realistic SNRs and propagation environments. Index TermsFinite signal-to-noise ratio (SNR), multiple antennas, outage probability, random matrices.

I. INTRODUCTION HE benets of multiple antennas at both the transmitter and the receiver in a wireless link consist of increased reliability as well as high data rates. Techniques such as spacetime coding [1] are primarily concerned with increasing reliability through spatial diversity, while spatial multiplexing [2], [3] achieves high data rates by using the spatial degrees of freedom to transmit independent data streams. For a particular transmission scheme, the conventional denition of diversity gain refers to the slope as the signal-to-noise ratio (SNR) tends to innity of the error rate versus SNR curve for the ideal
Manuscript received September 19, 2005; revised March 1, 2006. The material in this paper was presented in part at the IEEE Globecom, St. Louis, MO, November 2005. The author is with the Department of Electrical Engineering, University of California, Santa Cruz, CA 95064 USA (e-mail: ravi@soe.ucsc.edu). Communicated by M. Mdard, Associate Editor for Communications. Digital Object Identier 10.1109/TIT.2006.880057

channel conditions of independent and identically distributed (i.i.d.) Rayleigh fading. With this asymptotic denition of diversity, full-rank spacetime codes ensure maximal spatial diversity [1]. In practice, however, the SNR is often sufciently low such that the effective diversity, measured by the slope of the error rate versus SNR at a particular point, is signicantly less than the slope at high SNR. This behavior is further exacerbated for multiple-inputmultiple-output (MIMO) channels with a high-spatial correlation or line-of-sight (LOS) component, propagation conditions that are frequently encountered in practice. In addition to exploiting the available spatial degrees of freedom, MIMO wireless systems typically employ rate adaptation algorithms based on the average received SNR. The level of rate adaptation, related to the multiplexing gain, must be selected for optimal performance at a given SNR. In this context, the following question is of interest: how does the error rate change for a change in the received SNR, given a certain rate adaptation strategy? In order to address this question, it is necessary to characterize the behavior of the error probability as a function of the rate adaptation parameters. Fundamentally, this characterization involves the tradeoff between diversity and multiplexing in MIMO systems. Such a tradeoff was obtained in [4], which provides a framework to bridge the two extremes of pure diversity gain, related to link reliability, and pure multiplexing gain, related to spectral efciency. The diversitymultiplexing tradeoff curve of a given spacetime code enables one to determine the set of diversity and multiplexing gains that can be obtained simultaneously. This tradeoff was obtained as the SNR approaches innity for i.i.d. Rayleigh-fading channels. The asymptotic characterization is typically valid for high data rates and correspondingly low error rates. Systems such as wireless local area networks (WLANs) have moderate target packet error rates (PERs) around [5]. Furthermore, the SNRs encountered are usually in the range 320 dB. In addition, the wireless channel often exhibits high spatial correlation and may contain LOS components. Several recent papers [6][9] have noted that codes designed for maximum performance at high SNR in i.i.d. Rayleigh-fading channels are not optimal at low to medium SNR, especially in the presence of correlated fading. In such situations, asymptotic theory for high SNR and i.i.d. Rayleigh channels yields optimistic results. Thus, it is essential to characterize the diversitymultiplexing tradeoff for realistic SNRs, data rates, PERs, and nonideal fading channels. This paper presents a nonasymptotic, nite-SNR analysis of the diversitymultiplexing tradeoff in MIMO systems for

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realistic propagation conditions. The two cases of spatially correlated Rayleigh fading at either the transmitter or receiver and Rician fading are considered. Furthermore, no channel-state information (CSI) is assumed at the transmitter. The nite-SNR framework, necessary to evaluate the impact of these nonideal propagation conditions, is derived for quasistatic channels, such as those encountered in WLANs. In quasi-static fading, the channel is constant over one coding block, or packet, and varies independently across packets. Codes that approach capacity, such as turbo codes [10] or low-density parity-check (LDPC) codes [11], [12], are typically used on each packet such that the PER is well approximated by the channel outage probability. The outage probability is the probability that the mutual information, conditioned on the fading realization, between the transmitted and received signals is less than the target spectral efciency. Based on the outage probability of MIMO systems, new denitions of diversity and multiplexing gains as functions of SNR are presented. The multiplexing gain is the ratio of the spectral efciency at each SNR to the capacity of an additive white Gaussian noise (AWGN) channel with an array gain. For a constant multiplexing gain, the diversity gain is the negative slope of the outage probability versus SNR curve on a log-log scale. Although there exist closed-form expressions for the moment generating and characteristic functions of the MIMO mutual information [13], [14], closed-form solutions for the cumulative distribution function (cdf), needed for the outage probability, are not tractable. Exact numerical computation of the cdf, which involves determinants of matrices of hypergeometric functions, provides little insight into the nite-SNR diversitymultiplexing tradeoff. Thus, a lower bound on the MIMO outage probability is derived to obtain an estimate of the diversity gain as a function of the multiplexing gain and SNR. This estimate is conservative in that the exact diversity gain is typically lower. The special case of orthogonal spacetime block codes (OSTBC) is also considered since closed-form expressions for the outage probability are available. For spatially correlated Rayleigh fading, the achievable diversity gains at realistic SNRs are signicantly lower than the high-SNR asymptotic values. For Rician fading, the maximum diversity gain is not always achieved at zero multiplexing gain. In fact, the diversity gain at some SNRs and multiplexing gains in Rician fading is larger than the asymptotic value for i.i.d. Rayleigh fading. These qualitative characteristics demonstrate the usefulness of the nite-SNR analysis described in this paper. The remainder of the paper is organized as follows. Section II introduces the system model and the denitions of diversity and multiplexing gains as functions of SNR. Lower bounds on the outage probability are derived in Section III for the cases of spatially correlated Rayleigh fading and Rician fading. From these bounds, the diversity gain is estimated as a function of the multiplexing gain and SNR. Exact diversity gain expressions are computed for the case of OSTBC in Section IV. Section V presents outage probability and diversity gain curves at nite SNRs for various system and propagation conditions. Comparisons are also provided with high-SNR asymptotic results in the literature. A discussion of the nite-SNR results and interpretations of the limiting diversity gain as the multiplexing gain

approaches zero are given in Section VI. Conclusions are given in Section VII. II. SYSTEM MODEL AND DEFINITIONS transmit Consider a narrowband MIMO system with receive antennas. Let denote the channel and matrix. For the case of correlated Rayleigh fading, correlation at the transmitter is assumed in this paper, although the results are easily applied to the case of receive antenna correlation. With transmit antenna correlation, the channel matrix can be written , where denotes the transmit as is a matrix whose elecovariance matrix and ments are i.i.d. complex Gaussian random variables with zero mean and unit variance [15]. For the case of Rician fading, the , where channel matrix can be written as and denote the line-of-sight (LOS) and nonline-of-sight (NLOS) matrices, respectively. Frequently used models for these matrices are and , where denotes the Ridenotes the matrix of all cian K-factor, ones, and no spatial correlation is assumed [15]. Note that the rank-decient LOS matrix arises in the usual case where the antenna separations at the transmitter and receiver arrays are much smaller than the range, or distance between transmitter and receiver. For simplicity, the phases of the LOS component are chosen such that the transmitter and receiver are in the broadside orientation. Diagonal phase matrices are needed to account for general array orientations. It can be shown that an arbitrary diagonal receive phase matrix does not affect the diversitymultiplexing tradeoff. Furthermore, if the transmit array orientation is known, a diagonal transmit phase matrix can be compensated for by adjusting the transmit antenna phases. Let and denote the transmitted and received vectors, respectively. The MIMO system equation is given by (1) where is a complex AWGN vector with covariance , denotes the identity matrix. and Under the assumption of quasistatic fading with capacityachieving codes per packet, the PER is equal to the outage probability. With this model, the conventional asymptotic denitions of multiplexing and diversity gains of a MIMO system are given as follows [4]: (2) (3) where and are the asymptotic mulis the spectral tiplexing and diversity gains, respectively, efciency (in bits per second/Hertz) of the MIMO system, is is the outage the average SNR per receive antenna, and probability. These denitions capture the high-SNR tradeoff of data rate (represented by the multiplexing gain) and reliability (represented by the diversity gain). The need to characterize the diversitymultiplexing tradeoff at realistic SNRs, data rates, and PERs motivates the new -

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are then used to estimate the nite-SNR diversity gain using (5). The asymptotic diversity gain at high SNR is also computed. The lower bounds on the outage probability are computed under the assumption of no CSI at the transmitter and perfect CSI at the receiver. In this case, equal power is allocated to each transmit antennas. Thus, the MIMO mutual informaof the tion conditioned on the channel realization is given by [16] (7)
Fig. 1. Illustration of diversity gain at nite SNR.

nite-SNR denitions introduced in this paper. The multiplexing gain is dened as the ratio of to the capacity of an AWGN channel at SNR with array gain : (4) The array gain is chosen by considering the MIMO muat low SNR. In the limit tual information , where is the Frobenius norm of the channel matrix [15]. Thus, for a fair comparison and of diversity and outage performance across different at low to medium SNRs, the array gain is chosen such . that Note that for a constant multiplexing gain , the spectral efciency increases as the SNR increases. The multiplexing gain provides an indication of the sensitivity of a rate adaptation strategy as the SNR changes. As the value of increases, a more sensitive rate adaptation strategy is used in which a moderate change in SNR can result in a signicant change in the data rate. of a rateAs illustrated in Fig. 1, the diversity gain adaptive system with a xed multiplexing gain at SNR is dened by the negative slope of the log-log plot of outage probability versus SNR

where the superscript denotes conjugate transposition. For simplicity, it is assumed that in this paper, although and . the results are easily generalized to arbitrary A. Lower Bound on Outage Probability: Correlated Rayleigh Fading A lower bound on the outage probability is now derived for Rayleigh fading with a possibly rank-decient transmit covari. A rank-decient transmit covariance matrix ance matrix can arise with pinhole channels in which the transmitted signals have to reach the receiver through a small number of pinholes [17]. For a rank-one covariance matrix, there is only one path to link the scattering clusters at the transmitter and receiver. This situation can occur, for example, when signals have to go through windows in buildings. Other conditions that give rise to rank-one covariance matrices include zero angle spread or nonzero angle spread with all paths fading coherently [18]. denote the nonzero Let eigenvalues of , where the rank of is . FurWishart matrix with dethermore, let a complex grees of freedom and covariance matrix be denoted by . Note that if , where is a matrix of zero-mean independent complex Gaussian row vectors with covariance matrix [19], [20]. With these denitions, the mutual information has the following equivalent statistical representation. for correlated Lemma 1: The mutual information Rayleigh fading is equivalent in distribution to the following: (8) denotes equivalent in distribution, are the sorted eigenvalues of , and the complex Wishart matrix is a diagonal matrix. Proof: The proof is given in Appendix I. The outage probability of the rate-adaptive MIMO system can be expressed using (6) and (8) as follows: where

(5) where , the outage probability of the MIMO link as a function of the multiplexing gain and SNR, is given by (6)

The signicance of Denition (5) is that the diversity gain at a particular SNR can be used to estimate the additional SNR required to decrease the PER by a specied amount for a given multiplexing gain. The nite-SNR diversity gain (5) is well suited to a perturbation analysis of the MIMO system around a specied SNR. For large deviations, the behavior of the outage probability itself can be analyzed using (6). III. OUTAGE PROBABILITY AND DIVERSITY GAIN In this section, lower bounds on the outage probability are computed for rate-adaptive MIMO systems under spatially correlated Rayleigh fading and Rician fading. The lower bounds

(9) . To derive a lower bound on where following lemma is used. , the

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Lemma 2: For Rayleigh fading with transmit antenna correlation

antenna correlation and by (16) for the case of no spatial correlation. Proof: From (9) and the fact that , the lower bound on is obtained as follows:

(10) where random variables. The variables and are independent can be written as (11) (19) where rameters are independent gamma random variables with paand (12) (13) Proof: The proof is given in Appendix II. Note that from [21], [22], the cdf of can be written as a single gamma series (18)

(20)

(21) (22) Inequality (19) follows from the fact that for any positive set of numbers , we have . Next, (20) follows from Lemma 2, and (21) is derived using the observation that

(14) where function and is the incomplete gamma

(23) (15) . Thus, from For the case of i.i.d. Rayleigh fading, (11)(13), becomes a gamma random variable with parameand has the cdf ters (16) A lower bound on the outage probability is given in the following theorem. Theorem 1: For Rayleigh fading, (17) (24) There exist efcient nonlinear programming techniques, such as variations of Newtons method [23] or sequential quadratic programming [24], to determine the vector Finally, (22) follows from the independence of . To obtain accurate diversity gains at nite SNR, the lower for each bound (17) is maximized over the exponents and . The feasible set for is determined by the fact . This constraint leads to the requirement that . From the conditions and is given by

where , and is given by (14) for the case of transmit

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that maximizes the right hand side of (17). The initial condition for the optimization is chosen as follows:

, where is a matrix of independent complex and Gaussian row vectors with covariance matrix . As in the case of correlated Rayleigh fading, it can be shown in Rician fading is equivalent that the mutual information in distribution to the following: (31) where are the sorted eigenvalues of the complex noncentral Wishart matrix . Similar to Lemma 2, the following lemma is introduced. Lemma 3: For Rician fading

(25) The computation time for the optimization is much smaller than Monte Carlo simulations for the exact outage probability. Furthermore, even without the maximization step, the analytical form of the lower bound (17) provides useful insight that cannot be obtained from simulations. B. Lower Bound on Outage Probability: Rician Fading In this section, a lower bound on the outage probability for Rician fading is derived. The derivation is based on results for noncentral Wishart matrices. In order to use these results, the Rician channel matrix must modied by applying xed unitary transformations at the transmitter. Specically, let the vector of information symbols to be transmitted be denoted by . Let denote the -point discrete Fourier transform (DFT) matrix whose elements are . Let be the permutation matrix given by

(32) and are independent where are gamma random variables. For , variables with parameters and is a noncentral gamma variable with shape parameter , noncentrality parameter , and scale . The cdf of is given by (33) shown at parameter the bottom of the page. Proof: The proof is given in Appendix III. A lower bound on the outage probability is derived using Lemma 3, as given in the following theorem. The proof is similar to the Proof of Theorem 1 and, hence, is omitted. Theorem 2: For Rician fading (34) where , and is given by (33). As in Section III-A, the lower bound (34) is maximized using for each and . The feasible nonlinear programming over set for is similar to that for in Section III-A

..

. . .

(26)

With these denitions, the transmitted vector is given by (27) Under these unitary transformations, the equivalent channel matrix is given by (28)

(29) (30) (35) denotes the matrix of all where is an i.i.d. complex Gaussian matrix equivalent in zeros and . distribution to Let a complex noncentral Wishart matrix with degrees of freedom , covariance matrix , and matrix be denoted by of noncentrality parameters . Note that if

C. Finite-SNR Diversity Gain The lower bounds on outage probability given in (17) and (34) can be used to estimate the diversity gain as a function of SNR and multiplexing gain. The result is summarized in the following theorem.

(33)

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Theorem 3: For SNR and multiplexing gain , an estimate of the diversity gain is given by (36) shown at the bottom of the and page, where are chosen to maximize the lower bounds (17) and (34), . respectively, and Proof: The proof follows from substituting the lower bounds in (17) and (34) into (5). From the diversity gain (36), the high-SNR asymptotic behavior can be determined, as given in the following. Corollary 1: The high-SNR diversity gain for multiplexing gain is correlated Rayleigh fading Rician fading (37)

for Rician fading, the following lemma is needed to determine the outage probability of OSTBC. are given by Lemma 4: The cdfs of

correlated Rayleigh fading (39)

Rician fading (40) where

where , and . Proof: The proof is given in Appendix IV. From the comparison of (37) with the results in [4], the high-SNR diversity gain is equal to the asymptotic diversity dened by (3) for both Rayleigh fading with a gain and Rician full-rank transmit covariance matrix fading. Hence, the nite-SNR framework for diversity analysis introduced in this paper can be viewed as a generalization of previous asymptotic analysis in the literature. Furthermore, since spatial correlation and LOS components do not affect the high-SNR diversity gain, the nite-SNR analysis presented here is essential to understanding MIMO system performance in realistic propagation conditions. IV. OUTAGE AND FINITE-SNR DIVERSITY PERFORMANCE: OSTBC In this section, closed-form expressions for the outage probabilities of OSTBC are computed for both correlated Rayleigh fading and Rician fading. These expressions are used to compute the exact nite-SNR diversity gains of OSTBC. The mutual information (conditioned on the channel realization) for OSTBC with spatial code rate is given by [15] (38) The spatial code rate is equal to the average number of independent constellation symbols transmitted per channel use transmit antennas. For example, for through the or the Alamouti spacetime code [25], and for the complex orthogonal designs given in [26]. Since for correlated Rayleigh fading and

(41) Proof: The proof is given in Appendix V. The outage probability of OSTBC can now be stated as follows. Theorem 4: For OSTBC, the outage probability is given by

correlated Rayleigh fading Rician fading (42) . where Proof: The proof follows from the mutual information expression for OSTBC given by (38). For instance, the outage probability for correlated Rayleigh fading is given by

(43) (44) (45)

The diversity gain is then obtained by substituting (45) into (5), and as summarized in the following. Theorem 5: The diversity gain for OSTBC as a function of SNR and multiplexing is given by

correlated Rayleigh fading (36) Rician fading

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for for

(49) (50)

for

(51)

correlated Rayleigh fading

Rician fading (46) The high-SNR diversity gain of OSTBC can be determined from (46), as given in Corollary 2. The proof follows reasoning similar to that of Corollary 1. Corollary 2: The high-SNR diversity gain of OSTBC for multiplexing gain is (47) where correlated Rayleigh fading Rician fading (48)

As before for general MIMO systems, the high-SNR asymptotic diversity gain for OSTBC does not depend on spatial correlation or LOS components. Hence, it is necessary to consider nite SNRs for the diversitymultiplexing tradeoff in order to determine the effect of realistic propagation conditions. V. NUMERICAL RESULTS Numerical results are now presented for the nite-SNR outage and diversity analysis given in Sections III and IV. Uniform linear arrays with half-wavelength antenna spacing are assumed at the transmitter and receiver. For correlated Rayleigh fading, a single transmit scattering cluster is assumed with angle of departure of 30 from broadside and a uniform power azimuth spectrum with full-width angle spread of 15 . With these parameters, the transmit covariance matrices for are given in (49)(51) at the top of the page. For Rician fading, K-factors of 5 and 10 dB are used. These parameters are similar to those used in the IEEE 802.11 WLAN Task Group N [27]. Fig. 2 is a plot of the outage probability versus SNR for cor. The lower related Rayleigh fading with

bound (17) is plotted as well as results of Monte Carlo simulations for the exact outage probability. Although there is a gap between the actual outage probability and the lower bound, it can be seen that the slope of the lower bound is very similar to that of the actual outage probability curve, in particular at low SNRs. In fact, as shown in Fig. 3, the diversitymultiplexing tradeoff curves obtained from (36) are very close to the simulated curves at SNRs of 5 and 10 dB. Note that (36) is typiis derived cally larger than the actual diversity gain since using the lower bound (17) on outage probability. Nevertheless, agrees with the simulation value as . the estimate From Fig. 3, transmit correlation causes much lower diversity gain at realistic SNRs than the asymptotic result obtained in [4] . for SNR Finite-SNR diversitymultiplexing tradeoff curves based on given in (36) are plotted in Fig. 4 for and several different fading scenarios with SNR dB. As expected, the tradeoff curve for correlated Rayleigh fading is greatly below the curve for i.i.d. Rayleigh fading. A qualitatively different behavior is observed for Rician fading. At moderate SNRs and a xed multiplexing gain satisfying for some , the presence of a LOS component gives rise to a steep drop in outage probability, as seen in Fig. 5. As the begins to afSNR increases, the minimum eigenvalue of fect the outage probability and causes a atter outage probability , the curve (lower diversity gain). Hence, for log-log plot of outage probability versus SNR (Fig. 5) contains an inection point, and the diversity gain at moderate SNRs is , the imlarger than the high-SNR asymptote. For pact of the LOS component on the outage probability slope is less signicant since the sensitivity of the rate adaptation algorithm is quite low. Thus, diversity gain is less than the high-SNR . From the numerical results, a typical asymptote for value of is around for dB and around for dB . Also note that dB converge at . Finally, all the curves for SNR , the diversity gain in Rician fading approaches zero for rapidly since the rank-one LOS matrix limits the effective de, the grees of freedom in the channel. Note that as Rician fading channel approaches a rank-one AWGN channel and zero for such that the outage probability is unity for . From the diversity estimates given in (36) and the exact diversity gain for OSTBC given in (46), three-way tradeoff surfaces of diversity gain, multiplexing gain, and SNR are plotted

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Fig. 2. Outage probability for different multiplexing gains r; M = M = g = 2, and correlated Rayleigh fading. The solid curves are exact simulation results and the dashed curves are the lower bounds obtained using (17).

Fig. 4. Finite-SNR diversitymultiplexing tradeoff curves obtained using (36) for M = M = g = 2 and different fading scenarios with SNR = 10 dB.

Fig. 3. Diversity gain versus multiplexing gain for M = M = g = 2 and correlated Rayleigh fading. The actual diversity gain from Monte Carlo simulations is plotted for SNRs of 5 and 10 dB.

Fig. 5. Outage probability lower bounds (34) for different multiplexing gains = M = g = 2, and Rician fading with K = 10 dB. r, M

in Figs. 68 for 1) with correlated with Rician fading Rayleigh fading, 2) dB), and 3) with the Alam( dB). From outi spacetime code and Rician fading ( Fig. 6, spatial correlation signicantly reduces the achievable diversity gain and causes slow convergence with SNR of the diversitymultiplexing tradeoff curve to the high-SNR asymptotic result. As was observed in Fig. 4, the increase in diversity gain due to Rician fading at moderate SNRs can be seen in Figs. 7 and 8. VI. DISCUSSION The nite-SNR framework for the diversitymultiplexing tradeoff provides useful insight into MIMO performance under realistic propagation conditions. As demonstrated by Corollaries 1 and 2, the effects of spatial correlation and LOS components on the diversitymultiplexing tradeoff cannot be

Fig. 6. Diversity gain estimate (36) versus multiplexing gain and SNR for M = M = g = 4 and correlated Rayleigh fading.

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Fig. 7. Diversity gain estimate (36) versus multiplexing gain and SNR for = = = 4 and Rician fading with = 5 dB.

Fig. 8. Diversity gain (46) versus multiplexing gain and SNR for Alamouti = = = 2 and Rician fading ( = 5 dB). code with

observed at high-SNR. In contrast, the results given in Section V for nite SNR quantify the effect of these propagation conditions on the diversitymultiplexing tradeoff. The reason for the difference can be explained intuitively as follows. As the SNR approaches innity, only the number of channel eigenmodes determines the performance. The relative strength of these eigenmodes do not affect high-SNR behavior. Since spatial correlation and LOS components primarily affect the condition number of the channel matrix, the impact of such nonideal propagation effects can be captured only by analyzing the performance at nite SNR. Furthermore, the nite-SNR diversitymultiplexing tradeoff exhibits qualitatively different behavior for Rician channels, as seen in Figs. 4, 7, and 8. From (37) and (47), this behavior is not observed in the limit since for nite Rician K-factors, the overall MIMO SNR channel matrix is still full rank with probability one, although the condition number is increased.

Finite-SNR diversitymultiplexing tradeoff curves are useful to develop a systematic approach for spacetime code design for various propagation conditions. In the literature, the impact of channel correlation is often studied for the extremes of high and low SNRs. As aforementioned, nonideal channel conditions do not affect high-SNR performance. In [28], the low-SNR region is studied by assuming a certain fraction of the channel eigenvalues are sufciently small such that they do not contribute to the mutual information (8); the remaining eigenvalues are assumed sufciently large such that the term in (8) can be ignored. Based on these assumptions, the pairwise error probability (PEP), diversity gain, and coding gain of a spacetime code are approximated. Code design criteria are proposed for correlated channels by taking into account nite SNR. Because the fraction is difcult to determine, simulations are used to evaluate the impact of nonideal propagation conditions. In this context, the nite-SNR diversitymultiplexing tradeoff represents a useful analysis tool to evaluate the performance of codes designed according to new criteria such as those given in [28]. The nite-SNR diversity gain for a given multiplexing gain quanties the strength of the eigenmodes at each SNR without resorting to an ad-hoc determination of the fraction . Furthermore, the nite-SNR framework can be used to evaluate the performance of codes that are approximately universal (at high SNR) [29]. Such codes achieve the asymptotic (high-SNR) diversitymultiplexing tradeoff for every slow fading channel. However, different codes will in general have different performance at nite SNR. Detailed performance analysis of spacetime codes and new code design criteria based on the nite-SNR diversitymultiplexing tradeoff are interesting topics for future research. An important property of the nite-SNR diversity gain is the limiting behavior as the multiplexing gain approaches zero. This region is most important for diversity gain since at low multiplexing gains, the rate adaptation strategy is not very sensitive to changes in SNR. In other words, the data rate does not change dramatically with SNR. Such a conservative rate adaptation strategy is usually employed to benet from increased reliability using spatial diversity. With this motivation, the diversity is given in the following theorem. gain for of a rate-adaptive Theorem 6: The diversity gain as MIMO system for SNR and array gain is (52) where is given in (48). The result also holds for the case of OSTBC transmission. Proof: The proof is given in Appendix VI. Fig. 9 is a plot of the normalized limiting diversity gain, , as a function of for . From the plot, the diversity gain for SNRs between 320 dB is only around 50%83% of the asymptotic value for practical numbers of antennas. This result indicates that the high-SNR diversity is often quite optimistic and is close to the actual gain of diversity gain only for SNR greater than 40 dB. The slow convergence of the diversity gain indicates that sacricing data rate by using a low multiplexing gain does not provide the expected asymptotic diversity gain at realistic SNR. The achievable

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the high-SNR slope of spectral efciency, respectively, dened by [30], [31] C (54) C

(55) In AWGN channels, following inequalities hold:

Fig. 9. Normalized limiting diversity gain as a function of SNR.

and C

. Furthermore, the

(56) diversity gain predicted by Theorem 6 and Fig. 9 is useful to determine the actual drop in PER as the SNR increases for a . Such insight can conservative rate adaptation policy be used to select the rate adaptation algorithm at a particular SNR. depends neither on coNote that the diversity gain as variance matrix eigenvalues nor on Rician K-factors, as seen in , the spectral efciency approaches zero. As Fig. 4. As stated in [30], the innite-bandwidth limit of zero spectral efciency is not affected by fading. In fact, the limiting diversity gain expression (52) has the following interesting interpretation in terms of the wideband slope [30] and the high-SNR slope [31] denote the capacity of spectral efciency. Let (in bits per second/Hertz) of an AWGN channel with array gain , and let denote the energy-per-bit normalized to the one-sided noise spectral level. From (52), the normalized limiting diversity gain can be written as follows: At low SNR, the numerator of (53) approaches zero while the denominator approaches , and, hence, the normalized limiting diversity gain approaches zero. At high SNR, both the nu, and the normalized limmerator and denominator approach iting diversity gain approaches unity. Another interesting interpretation of the normalized limiting diversity gain arises from considering the relation between mutual information and minimum mean-square error (MMSE) [32]. Consider a continuous-time Gaussian channel and with power spectral density given by Gaussian input otherwise (57)

where is the array gain dened in Section II. The mutual information rate for this channel (in nats/s) is then . Let mmse and cmmse denote the noncausal MMSE and causal MMSE, respectively, in estimating the input given the channel output. It is shown in [32] that mmse cmmse (58) (59)

Note that (58) and (59) hold under more general conditions. Hence, the normalized limiting diversity gain can be rewritten as follows: mmse cmmse C (53) (60)

where and C is the AWGN channel . From (53), the normalized capacity as a function of limiting diversity gain measures the ratio of the slope of capacity versus SNR to the slope of capacity versus . In this context, it is insightful to consider the wideband slope and

Thus, the normalized limiting diversity gain can be interpreted as difference between the causal MMSE and the noncausal MMSE relative to the causal MMSE of a continuous-time Gaussian channel. An interesting direction for future research is to explore in greater detail the relations among the nite-SNR diversitymultiplexing tradeoff, spectral efciency in the wideband and high-SNR regimes, and the link between mutual information and MMSE estimation.

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VII. CONCLUSION Finite SNRs are important in analyzing the diversitymultiplexing tradeoff of MIMO systems in realistic environments. This paper presents a nonasymptotic framework of this tradeoff by introducing nite-SNR denitions of diversity and multiplexing gains. Based on these denitions, diversity gains are computed as functions of the multiplexing gain and SNR for correlated Rayleigh fading and Rician fading. The nite-SNR diversity gain allows accurate estimation of the additional power required to decrease the error probability by a specied value when rate adaptation is employed in the MIMO system. For a general MIMO system, the diversity gain is estimated using lower bounds on the outage probability for a xed multiplexing gain. The diversity estimate is typically slightly above the exact simulation value. Exact diversity gain expressions are obtained for OSTBC transmission. Spatial correlation signicantly lowers the achievable diversity gain at nite SNR. The presence of LOS components in Rician fading yields diversity gains higher than the high-SNR asymptotic values at some SNRs and multiplexing gains; for multiplexing gains larger than unity, the diversity gains are near zero. As the multiplexing gain approaches zero, the normalized limiting diversity gain as a function of SNR is the same for different MIMO systems and propagation environments. The limiting diversity gain can be interpreted in terms of the wideband slope and the high-SNR slope of spectral efciency. In addition, the normalized limiting diversity gain is equal to the difference between the causal MMSE and noncausal MMSE relative to the causal MMSE in estimating the input of a continuous-time Gaussian channel given the channel output. The limiting diversity gain is much lower than the high-SNR asymptotic value, a fact that has implications for MIMO systems with conservative rate adaptation strategies. The insights gained from the nite-SNR diversitymultiplexing tradeoff analysis are useful to design MIMO systems for realistic SNRs and propagation environments.

, where plex Gaussian matrix. Thus,

is a

i.i.d. com-

(62) where (62) follows . by letting

APPENDIX II PROOF OF LEMMA 2 th smallest eigenvalue of the and dene the matrix . By denition, is full rank (rank ). For a Hermitian matrix , let denote the eigenvalues sorted in ascending order. By Poincares separation theorem [33] Consider Wishart matrix , the

(63) From the relations rewritten as and , (63) can be

(64) APPENDIX I PROOF OF LEMMA 1 be unitary matrix, , and denotes block diagonal concatenation. From (7), , and the identity [33], the mutual information is given by Let the eigenvalue decomposition of , where is a From (64) with

(65) since matrix The matrix lowing partitions of , the maximum eigenvalue of the , is bounded above by the trace. can be computed from the fol:

(61) where (61) follows from the fact that since is unitary [19]. Now, dene the following matrix partition:

(66)

(67)

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(70) (71)

From (69) (68) (69)

and, hence,

(79) in . Sim. From [19, Th. and . From the inverse of partitioned matrices, one can show (70) and (71) given at the top of the page, where is a vector and is a scalar. If is the Schur complement of where ilarly, dene 3.2.10], where .

APPENDIX III PROOF OF LEMMA 3 The proof is divided into two parts. First, suppose and consider the following partitions of :

(72) then (73) is independent of [19]. By applying (73) where to and to successively smaller upper left submatrices of , it can be seen that (74) where the are independent. It remains to determine the dis. Since and are tribution of Wishart matrices, the Laplace transforms of the probability denand are given by sity functions (pdfs) of (75) (76) From (73) and the independence of transform of the pdf of is and , the Laplace

(80)

(81) be the Schur . It can be deduced from Problem and are central Wishart matrices. Proceeding as in Appendix II, one obtains (82) where the random variable Thus, is independent of . As in (69), let complement of in 10.11 of [19] that

(83) where pdfs of are independent. Since the Laplace transforms of the and for are (84)

(85) (77) the Laplace transform of the pdf of By inspection of (77), can be written as the sum of independent gamma variables, as given in (11). From (65), (69), and (74), (78) (86) is

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Thus, are gamma variables with pa. rameters . From the partitioned matrix given Now, suppose in (81), the Schur complement has the central Wishart distribution . In this case (87) is independent of [19]. From the propwhere erties of noncentral Wishart matrices, it can be shown that the is given by Laplace transform of the pdf of

In addition

(93) (88) since Thus, the Laplace transform of the pdf of is and . From (36), (92), and (93), as for

(89) (94) From (89) and [34], is a noncentral gamma random vari, noncentrality paramable with shape parameter , and scale parameter . The cdf of eter is given by (33) with . Thus, similar to (78) (90) and, hence (95) (91) where . . Now, as , maxisince if mizing the lower bound (17) on the outage probability is equiv. From the feaalent to minimizing (94) with respect to sible set for and (95), the feasible set for is . Thus, the high-SNR diversity gain for correlated Rayleigh fading is (96) For Rician fading, since as . Furthermore, if as . From (33), it can be shown in a , manner similar to (92) and (93) that for where . Note that

APPENDIX IV PROOF OF COROLLARY 1 First, consider the case of correlated Rayleigh fading. Since , we have as . Furthermore, if as . . In this case Thus, it sufces to consider the case

(92)

(97)

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where (98) Thus, from (36), (97), and (98)

and

are the coefcients of expansion. Similarly (105) (106)

Thus, for correlated Rayleigh fading

(99) where . Similar to (95), . Maximizing the lower bound (34) on the outage probability is equivas . The alent to minimizing (99) with respect to is feasible set for . Thus, the high-SNR diversity gain for Rician fading is (100) APPENDIX V PROOF OF LEMMA 4 For correlated Rayleigh fading, is the Schur complement dened in (69) with (76), the Laplace transform of the pdf of , where . From is (101) Thus Thus, from [21], [22], the cdf of can be written as

(107) since as implies

using an analysis similar to (93). For Rician fading, the same procedure is used to give the result (108) Finally, for OSTBC, note that Furthermore, one can show that .

(109)

(102) (110) where the are dened in (41). For Rician fading, the Laplace transform of the pdf of is given in (88). Thus, from [34], is a noncentral gamma random variable with shape parameter , noncentrality parameter , and scale param. The cdf of is given by (40). eter REFERENCES
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APPENDIX VI PROOF OF THEOREM 6 and , for correlated Note that as and Rayleigh fading and Rician fading, respectively. Since are functions of , the following expansion can be written: (103) (104)

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