Rayleigh Channel Fading Simulator: Problems and Solutions

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Rayleigh Channel Fading Simulator:

Problems and Solutions

Chengshan Xiao

Dept. of Electrical & Computer Eng.

University of Missouri-Columbia, MO, USA

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Rayleigh Channel Fading Simulator: Problems and Solutions
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CONTENTS

• INTRODUCTION & problems

1. Clarke’s Mathematical Model
2. Jakes’ Simulator Family

• Solution: A NEW SIMULATION MODEL

• KEY STATISTICS OF THE NEW MODEL

• SIMULATION RESULTS

• CONCLUSION

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INTRODUCTION

• History & Background

Early Stage:
R.H. Clarke, Bell Syst. Tech. J., 1968
W.C. Jakes, Microwave Mobile Comm., 1974

Jakes’ Simulator Family:

P. Dent, G.E. Bottomley, T. Croft, Electron. Lett., 1993
M. Patzold, et al, IEEE T-VT, 1998
Y.X. Li and X. Huang, IEEE ICC 2000
Y.B. Li and Y.L. Guan, IEEE ICC 2000

WSS Problem of Jakes’ Simulator:

M.F. Pop and N.C. Beaulieu, IEEE TCOM, 2001

Statistics Problem of Jakes’ Simulator Family:

C. Xiao, et al, IEEE TCOM 2002

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• Clarke’s Mathematical Reference Model:

g(t) = gc(t) + jgs(t) (1a)
v
u
u
2 u
u
N
X
gc(t) = t cos (2πfdt cos αn + φn) (1b)
N n=1
v
u
u
2 u
u
N
X
gs(t) = t sin (2πfdt cos αn + φn) (1c)
N n=1

Key Statistics:
Rgcgc (τ ) = E[gc(t)gc(t + τ )] = J0(2πfdτ ) (2a)
Rgsgs (τ ) = J0(2πfdτ ) (2b)
Rgcgs (τ ) = 0 (2c)
Rgsgc (τ ) = 0 (2d)
Rgg (τ ) = E[g(t)g ∗(t + τ )] = 2J0(2πfdτ ) (2e)
R|g|2|g|2 (τ ) = 4 + 4J02(2πfdτ ). (2f)

N → ∞, g(t) becomes Gaussian random process,

|g(t)| is Rayleigh distributed.

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Autocorrelation of quadrature components

0.5
Rg g (τ)
c c

−0.5

−1
0 5 10 15
Normalized time: f τ
d

Autocorrelation of squared envelope

0.8
R|g|2|g|2(τ)

0.6

0.5

0.4
0 5 10 15
Normalized time: f τ
d

Figure 1: Analytical Statistics of Clarke’s Reference model.

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• Jakes’ Simulation Model:

ū(t) = ūc(t) + j ūs(t) (3a)

2 +1
MX
ūc(t) = √ an cos(ωnt) (3b)
N n=1

2 +1
MX
ūs(t) = √ bn cos(ωnt), (3c)
N n=1

where N = 4M + 2, wd = 2πfd, and





 2 cos βn, n = 1, 2, · · · , M
an =  √ (4a)
 2 cos βM +1 , n = M + 1




 2 sin βn, n = 1, 2, · · · , M
bn =  √ (4b)
 2 sin βM +1 , n = M + 1





πn
M, n = 1, 2, · · · , M
βn =  π (4c)
4, n=M +1






wd cos 2πn
N , n = 1, 2, · · · , M
wn =  (4d)
 wd , n = M + 1.

Problems: Deterministic & WSS Non-stationary, Difficult

to generate multiple uncorrelated fading waveforms

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• A Recently Improved Jakes’ Simulation Model:

(Pop and Beaulieu, IEEE TCOM, April 2001)

u(t) = uc(t) + jus(t) (5a)

2 +1
MX
uc(t) = √ an cos(ωnt + ψn) (5b)
N n=1

2 +1
MX
us(t) = √ bn cos(ωnt + ψn), (5c)
N n=1

where ψn are random variables uniformly distributed over

[−π, π) for all n, and all other coefficients are the same
as those of the original Jakes’ model.

Advantage: WSS Stationary Problem has been removed.

Problems: Key Statistics of this improved model, along

with Jakes’ original model and its other modified mod-
els, do not match the desired key statistics of Clarke’s
reference model, even when M → ∞.

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• Statistic Problem of the Improved Model:

Theorem 1: (when M is finite)

 
4 +1 a2n
MX 
Rucuc (τ ) = 
 · cos(wnτ ) (6a)
N n=1 2
 
4 +1 b2n
MX 
Rusus (τ ) = 
 · cos(wnτ ) (6b)
N n=1 2
 
4 +1
MX anbn
Rucus (τ ) = 
 · cos(wnτ ) (6c)
N n=1 2

Rusuc (τ ) = Rucus (τ ) (6d)

 
4  M
X
Ruu(τ ) = 2 cos(wnτ ) + cos(wdτ ) (6e)
N n=1

R|u|2|u|2 (τ ) = 4 + 2Ru2 cuc (τ ) + 2Ru2 sus (τ ) + 4Ru2 cus (τ )

8 16(N − 1)
+ J0(2wdτ ) + 2
. (6f)
N N

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Theorem 2: (when M approaches infinity)

Rucuc (τ ) = J0(wdτ ) + J4(wdτ ) (7a)

Rusus (τ ) = J0(wdτ ) − J4(wdτ ) (7b)

2 Z π2
Rucus (τ ) = 0 sin(4θ) cos(wdτ cos θ)dθ (7c)
π

Rusuc (τ ) = Rucus (τ ) (7d)

Ruu(τ ) = 2J0(wdτ ) (7e)

R|u|2|u|2 (τ ) = 4 + 4J02(wdτ ) + 4J42(wdτ )

 2 

2 Z π2 
+4  0 sin(4x) cos(ωdτ cos x)dx (7f)
π

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M=8
1 M=∞
Reference

0.5
Ruu(τ)

−0.5

−1
0 5 10 15
Normalized time: fdτ

M=8
1 M=∞
Reference

0.5
Ruu(τ)

−0.5

−1
0 10 20 30 40 50
Normalized time: f τ
d

Figure 2: Comparison of analytical autocorrelations of the complex envelope of simulator output and
reference model.

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M=8
M=∞
1
Reference

0.5
Ru u (τ)
c c

−0.5

−1
0 5 10 15
Normalized time: fdτ

M=8
M=∞
1
Reference

0.5
Ru u (τ)
c c

−0.5

−1
0 10 20 30 40 50
Normalized time: f τ
d

Figure 3: Comparison of analytical autocorrelations of real parts of simulator output and reference model.

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M=8
M=∞
1
Reference

0.5
Ru u (τ)
s s

−0.5

−1
0 5 10 15
Normalized time: fdτ

M=8
M=∞
1
Reference

0.5
Ru u (τ)
s s

−0.5

−1
0 10 20 30 40 50
Normalized time: f τ
d

Figure 4: Comparison of analytical autocorrelations of imaginary parts of simulator output and reference
model.

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M=8
0.5 M=∞
Reference
Ru u (τ)
c s

−0.5

0 5 10 15
Normalized time: fdτ

M=8
0.5 M=∞
Reference
Ru u (τ)
c s

−0.5

0 10 20 30 40 50
Normalized time: f τ
d

Figure 5: Comparison of analytical cross-correlations of quadrature components of simulator output and

reference model.

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M = 8
1 M = ∞
Reference

0.8
R|u|2|u|2(τ)

0.6

0.5

0.4
0 5 10 15
Normalized time: fdτ

M=8
1 M=∞
Reference

0.8
R|u|2|u|2(τ)

0.6

0.5

0.4
0 10 20 30 40 50
Normalized time: f τ
d

Figure 6: Comparison of analytical autocorrelations of the squared envelope of simulator output and
reference model.

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Rayleigh Channel Fading Simulator: Problems and Solutions Introduction
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Problems of the newly improved model:

• When M is finite, all the second-order statistics of the

newly improved simulation model do not match the de-
sired ones of Clarke’s reference model.

• Even when M approaches infinity, the autocorrelations

of the quadrature components, the cross-correlations of
the quadrature components, and the autocorrelation of
the squared envelope do not match the desired ones of
Clarke’s reference model.

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Rayleigh Channel Fading Simulator: Problems and Solutions A New Model
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A NEW SIMULATION MODEL

New Simulation Model:
X(t) = Xc(t) + jXs(t) (5a)

2 M
Xc(t) = √
X
cn cos(wnt + φn) (5b)
N n=0

2 M
Xs(t) = √ X
sn cos(wnt + φn) (5c)
N n=0

with


√

 2 cos ψ0, n=0
cn =  (6a)

 2 cos ψn , n = 1, 2, · · · , M
 √


 2 sin ψ0, n=0
sn =  (6b)

 2 sin ψn , n = 1, 2, · · · , M
 
2πn θn 
wn = wd cos  + , n = 0, 1, · · · , M, (6c)
N N
where ψn, θn and φn are statistically independent and
uniformly distributed over [−π, π) for all n.

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Rayleigh Channel Fading Simulator: Problems and Solutions Statistics of the New Model
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STATISTICS OF THE NEW MODEL

Theorem 1: Second-Order Statistics:

RXcXc (τ ) = J0(wdτ ) (7a)

RXsXs (τ ) = J0(wdτ ) (7b)

RXcXs (τ ) = 0 (7c)

RXsXc (τ ) = 0 (7d)

RXX (τ ) = 2J0(wdτ ) (7e)

16 + 8J0(2wdτ )
R|X|2|X|2 (τ ) = 4 + 4J02(wdτ ) +
N
16 " Z π #
− 2 1 + 0 cos(2wdτ cos α)dα (7f)
N
N

= 4 + 4J02(wdτ ), N → ∞.

Remark: Irrespective of M or N .

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Rayleigh Channel Fading Simulator: Problems and Solutions Statistics of the New Model
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Theorem 2: The PDFs of the fading envelope |X| and

the fading phase Θ(t) = arctan [Xc(t), Xs(t)]:
 
2
x  
f|X| (x) = x · exp −  , 
 x≥0 (8a)
2
1
fΘ (θ) = , θ ∈ [−π, π). (8b)
2π

Theorem 3: When N is large, the level crossing rate L|X|

and the average fade duration T|X| of the new simulator
output are given by

√ −ρ2
L|X| = 2πρfde (18a)

2
eρ − 1
T|X| = √ , (18b)
ρfd 2π

where ρ is the normalized fading envelope level given by

|X|/|X|rms with |X|rms being the root mean square en-
velope level.

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Rayleigh Channel Fading Simulator: Problems and Solutions Simulation Results
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Simulation Results
Simulation with M=8

1 RX X (τ)
c c
RX X (τ)
s s
Reference

0.5
Autocorrelation

−0.5

0 5 10 15
Normalized time: fdτ

Figure 7: The autocorrelations of the simulated quadrature components of fading X(t) and reference g(t).

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Simulation with M=8

0.5
RX X (τ)
c s
RX X (τ)
0.4 s c
Reference

0.3

0.2
Cross−correlation

0.1

−0.1

−0.2

−0.3

−0.4

−0.5
0 5 10 15
Normalized time: fdτ

Figure 8: The cross-correlations of the simulated quadrature components of fading X(t) and reference g(t).

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Simulation with M=8

1 RXX(τ)
Reference

0.5
Normalized autocorrelation

−0.5

0 5 10 15
Normalized time: fdτ

Figure 9: The normalized autocorrelations of the simulated complex fading X(t) and reference g(t).

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Simulation with M=8 and M=16

M=8
1 M=16
Reference

0.9
(τ)

0.8
2
|X| |X|
2
Normalized R

0.7

0.6

0.5

0.4
0 5 10 15
Normalized time: fdτ

Figure 10: The normalized autocorrelations of the simulated squared envelope|X(t)|2 with M = 8, M = 16
and reference |g(t)|2 .

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0.7
Simulation M = 8
Reference

0.6

0.5

0.4
f|X|(x)

0.3

0.2

0.1

−0.1
0 0.5 1 1.5 2 2.5 3 3.5 4
x

Figure 11: The PDFs of the simulated fading envelope |X(t)| and reference |g(t)|.

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0.18
Simulation M = 8
Reference

0.175

0.17

0.165
f (θ)

0.16
Θ

0.155

0.15

0.145

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

θ (× π)

Figure 12: The PDFs of the simulated fading phase Θ(t) and reference Φ(t).

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1
10
Simulation: M = 8
Reference

0
10
d
/f

−1
|X|

10
Normalized LCR: L

−2
10

−3
10

−4
10
−30 −25 −20 −15 −10 −5 0 5 10
Normalized envelope level ρ (dB)

Figure 13: The LCRs of the simulated fading envelope |X(t)| and reference |g(t)|.

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Rayleigh Channel Fading Simulator: Problems and Solutions Simulation Results
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Simulation: M = 8
1 Reference
10
Normalized AFD: fd T|X|

0
10

−1
10

−2
10
−30 −25 −20 −15 −10 −5 0 5
Normalized envelope level ρ (dB)

Figure 14: The AFDs of the simulated fading envelope |X(t)| and reference |g(t)|.

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Rayleigh Channel Fading Simulator: Problems and Solutions Conclusion
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CONCLUSION
Advantage of the new model:

• When M is finite, all the second-order statistics of the

newly improved simulation model do exactly match the
desired ones of Clarke’s mathematical reference model.

• When M ≥ 8, the autocorrelation of the squared enve-

lope, the PDFs, LCR, AFD approach to the desired ones
of Clarke’s reference model, with good convergence rate.

• The simulator can be directly used to generate multiple

uncorrelated Rayleigh fading waveforms.

• There are other 15 models which have identical statis-

tical properties to X(t).

Acknowledgment

This work was supported in part by the UM System Re-

search Board Grant URB-02-124.

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Rayleigh Channel Fading Simulator: Problems and Solutions Conclusion
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A Statistical Sample of Rayleigh fading:

Rayleigh fading, mobile speed 120 km/h, 1900MHz

0
10
Envelope

−1
10

−2
10
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

2
1
Real part

0
−1
−2
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

2
Image part

1
0
−1
−2
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1
Seconds

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