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FADING CHANNELS: SMALL SCALE FADING

B. Sainath
sainath.bitragunta@pilani.bits-pilani.ac.in

Department of Electrical and Electronics Engineering


Birla Institute of Technology and Science, Pilani

March 18, 2019

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 1 / 33


OUTLINE

1 SMALL SCALE FADING

2 f -SELECTIVE VS FLAT FADING

3 SLOW VS FAST FADING

4 NARROWBAND FADING MODEL

5 RAYLEIGH & RICIAN FADING

6 NAKAGAMI FADING

7 OUTAGE PROBABILITY

8 REFERENCES

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 2 / 33


Small Scale Fading
Large scale fading

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 3 / 33


Small Scale Fading
Large scale fading
Important for cell-site planning, link budget
Small scale fading ⇐ Focus lies here!
Important for wireless communication system design
Wireless digital communication
Employs high RF carrier frequency fc

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 3 / 33


Small Scale Fading
Large scale fading
Important for cell-site planning, link budget
Small scale fading ⇐ Focus lies here!
Important for wireless communication system design
Wireless digital communication
Employs high RF carrier frequency fc
e.g., fc = 900 MHz, fc = 1.9 GHz for mobile cellular communication
Multipath fading
Due to constructive & destructive interference of transmitted EM waves

Figure: Source: Wireless communication by A. F. Molisch

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 3 / 33


Multipath Fading
Channel varies when mobile moves about carrier wavelength (λc )
e.g., 0.3 m for 900 MHz cellular
For vehicular speeds (e.g., 60 Kmph), Doppler shift of order of 100 Hz
Driving force for diligent design of wireless communication systems!
In typical wireless applications, communication occurs in

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 4 / 33


Multipath Fading
Channel varies when mobile moves about carrier wavelength (λc )
e.g., 0.3 m for 900 MHz cellular
For vehicular speeds (e.g., 60 Kmph), Doppler shift of order of 100 Hz
Driving force for diligent design of wireless communication systems!
In typical wireless applications, communication occurs in a passband
[fc − W2 , fc + W2 ]
Processing (coding/decoding, modulation/demodulation) takes place at
baseband [− W2 , W2 ]

Figure: Passband and its baseband. Source: Tse & Viswanath Book

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 4 / 33


Mulipath Resolution

Sampled baseband-equivalent channel model


P
ym = ` h` x[m − `]

h` : `th complex channel filter tap at time m


X
h` ≈ aj ej2πfc τj
j
" #
` 1 ` 1
Sum is over all paths that fall in delay bin W
− 2W
, W
+ 2W

Resolvable multipaths: up to delays of

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 5 / 33


Mulipath Resolution

Sampled baseband-equivalent channel model


P
ym = ` h` x[m − `]

h` : `th complex channel filter tap at time m


X
h` ≈ aj ej2πfc τj
j
" #
` 1 ` 1
Sum is over all paths that fall in delay bin W
− 2W
, W
+ 2W

1
Resolvable multipaths: up to delays of W
Multipath fading: Frequency-flat & f −selective

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 5 / 33


Flat Fading Vs. f -Selective Fading

(Multipath) Delay spread Td


Important general parameter of wireless communication system
Difference in propagation time between the longest & shortest paths with
significant energy

Td = maxi,j τi − τj

Coherence bandwidth Wc
Minimum frequency separation for which the channel response is roughly
independent
Td of the channel dictates frequency coherence
Wc ∝ T1
d

1
Td << W , Wc >> W ⇒ single tap, flat fading

1
Td > W , Wc < W ⇒ multiple taps, f -selective fading

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 6 / 33


An Illustration of f -Selective &
Flat Fading

Figure: (a) & (b): f -Selective fading & its spectral content;
(c) & (d): flat fading & its spectral content. Source: Tse & Viswanath book

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 7 / 33


Slow Fading Vs. Fast Fading

Time variations of the channel


How fast the filter taps hl [m] vary
1
Coherence time Tc ∝ Ds
Doppler spread Ds = maxi,j fc τi0 (t) − τj0 (t)

Max. taken over all significant energy paths

Numerical example:
v = 60 kmph, fc = 900 MHz
Direct path has Doppler shift of

Figure: Source: Tse & Viswanath book

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 8 / 33


Slow Fading Vs. Fast Fading

Time variations of the channel


How fast the filter taps hl [m] vary
1
Coherence time Tc ∝ Ds
Doppler spread Ds = maxi,j fc τi0 (t) − τj0 (t)

Max. taken over all significant energy paths

Numerical example:
v = 60 kmph, fc = 900 MHz
Direct path has Doppler shift of
fv
c
= 50 Hz
Indirect path has shift of

Figure: Source: Tse & Viswanath book

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 8 / 33


Slow Fading Vs. Fast Fading

Time variations of the channel


How fast the filter taps hl [m] vary
1
Coherence time Tc ∝ Ds
Doppler spread Ds = maxi,j fc τi0 (t) − τj0 (t)

Max. taken over all significant energy paths

Numerical example:
v = 60 kmph, fc = 900 MHz
Direct path has Doppler shift of
fv
c
= 50 Hz
Indirect path has shift of
− fvc = −50 Hz
Doppler spread Ds = 100 Hz
Figure: Source: Tse & Viswanath book

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 8 / 33


Fading Channel Parameters & Types

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 9 / 33


Narrowband Fading Model
(Td << Ts , Wc >> W )

Let s(t) denote transmitted signal, fc denote carrier frequency


s(t) = Re{u(t)ej2πfc t }, where u(t) is equivalent low-pass signal with
bandwidth W
s(t) propagates through wireless fading channel. Neglecting thermal
noise, what is the expression for received signal r (t)?
Sum of LOS path and resolvable1 multipath components (MPCs)

N(t): number of resolvable MPCs


an (t) (or αn (t)): amplitude associated with pathloss and shadowing
r (t)
τn (t) , nc : path delay
φDn (t): Doppler phase shift
2πfDn (t 0 ) dt 0 ⇒ stationary & ergodic RPs
R
an (t), τn (t) & φDn (t) = t
v cos θn
fDn = λ
, θn (t) denotes angle-of-arrival (AoA) relative to direction of motion

1 Two MPCs with delay τ1 and τ2 are resolvable if |τ1 − τ2 | >> W −1


B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 10 / 33
Canonical Form of Received Signal

Consider the transmission of unmodulated carrier with phase shift φ0

s(t) = Re{ej2πfc t+φ0 }

Received signal r (t) ⇐ stationary and ergodic random process

r (t) = rI (t) cos (2πfc t) + rQ (t) sin (2πfc t)


PN(t) PN(t)
rI (t) = n=0 an (t) cos Φn (t), rQ (t) = n=0 an (t) sin Φn (t)
Φn (t) = 2πfc τn (t) − ΦDn − φ0

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 11 / 33


Canonical Form of Received Signal

Consider the transmission of unmodulated carrier with phase shift φ0

s(t) = Re{ej2πfc t+φ0 }

Received signal r (t) ⇐ stationary and ergodic random process

r (t) = rI (t) cos (2πfc t) + rQ (t) sin (2πfc t)


PN(t) PN(t)
rI (t) = n=0 an (t) cos Φn (t), rQ (t) = n=0 an (t) sin Φn (t)
Φn (t) = 2πfc τn (t) − ΦDn − φ0
From CLT, rI (t) and rQ (t) are jointly Gaussian if

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 11 / 33


Canonical Form of Received Signal

Consider the transmission of unmodulated carrier with phase shift φ0

s(t) = Re{ej2πfc t+φ0 }

Received signal r (t) ⇐ stationary and ergodic random process

r (t) = rI (t) cos (2πfc t) + rQ (t) sin (2πfc t)


PN(t) PN(t)
rI (t) = n=0 an (t) cos Φn (t), rQ (t) = n=0 an (t) sin Φn (t)
Φn (t) = 2πfc τn (t) − ΦDn − φ0
From CLT, rI (t) and rQ (t) are jointly Gaussian if amplitudes an (t) are
Rayleigh distributed & phases Φn (t) are uniformly distributed on [−π, π]
Quantities of interest:

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 11 / 33


Canonical Form of Received Signal

Consider the transmission of unmodulated carrier with phase shift φ0

s(t) = Re{ej2πfc t+φ0 }

Received signal r (t) ⇐ stationary and ergodic random process

r (t) = rI (t) cos (2πfc t) + rQ (t) sin (2πfc t)


PN(t) PN(t)
rI (t) = n=0 an (t) cos Φn (t), rQ (t) = n=0 an (t) sin Φn (t)
Φn (t) = 2πfc τn (t) − ΦDn − φ0
From CLT, rI (t) and rQ (t) are jointly Gaussian if amplitudes an (t) are
Rayleigh distributed & phases Φn (t) are uniformly distributed on [−π, π]
Quantities of interest: Autocorrelation, crosscorrelation, power spectral
density (PSD), received power
Note that performance measures, viz., outage probability, SEP, spectral
efficiency, energy efficiency are functions of received SNR

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 11 / 33


Narrowband Fading Model:
Key Assumptions

Assumptions
No dominant LOS component
an (t), τn (t) & fDn (t) are constant over time intervals of interest
an (t) ≈ an , τn (t) ≈ τn , and, fDn (t) ≈ fDn
Doppler phase shift at t = 0 is zero
Phase offset will not affect analysis
Phase of nth multipath component Φn (t) = 2πfc τn − 2πfDn t − φ0 is
uniformly distributed
Φn ∼ U [−π, π] ⇒ Mean value of Φn =?

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 12 / 33


Narrowband Fading Model:
Key Assumptions

Assumptions
No dominant LOS component
an (t), τn (t) & fDn (t) are constant over time intervals of interest
an (t) ≈ an , τn (t) ≈ τn , and, fDn (t) ≈ fDn
Doppler phase shift at t = 0 is zero
Phase offset will not affect analysis
Phase of nth multipath component Φn (t) = 2πfc τn − 2πfDn t − φ0 is
uniformly distributed
Φn ∼ U [−π, π] ⇒ Mean value of Φn =? Zero

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 12 / 33


Mean Values of rI (t), rQ (t)

Note that an and Φn are statistically independent


MV of rI (t)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 13 / 33


Mean Values of rI (t), rQ (t)

Note that an and Φn are statistically independent


MV of rI (t) " #
X
E [rI (t)] = E an cos Φn = 0
n

MV of rQ (t)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 13 / 33


Mean Values of rI (t), rQ (t)

Note that an and Φn are statistically independent


MV of rI (t) " #
X
E [rI (t)] = E an cos Φn = 0
n

MV of rQ (t) " #
X
E [rQ (t)] = E an sin Φn = 0
n

=⇒ r (t) = rI (t) cos(2πfc t) + rQ (t) sin(2πfc t) is

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 13 / 33


Mean Values of rI (t), rQ (t)

Note that an and Φn are statistically independent


MV of rI (t) " #
X
E [rI (t)] = E an cos Φn = 0
n

MV of rQ (t) " #
X
E [rQ (t)] = E an sin Φn = 0
n

=⇒ r (t) = rI (t) cos(2πfc t) + rQ (t) sin(2πfc t) is


zero-mean Gaussian random process

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 13 / 33


Crosscorrelation of rI (t), rQ (t)

E [rI (t)rQ (t)] = 0 (Prove this)


rI (t) and rQ (t) are uncorrelated and also independent (?)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 14 / 33


Crosscorrelation of rI (t), rQ (t)

E [rI (t)rQ (t)] = 0 (Prove this)


rI (t) and rQ (t) are uncorrelated and also independent (?) (Ans. rI (t) and
rQ (t) are Jointly Gaussian)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 14 / 33


Autocorrelation of rI (t)

Autocorrelation of rI (t)

ArI (t, t + τ ) = E [rI (t)rI (t + τ )]

Φn (t) = 2πfc τn − 2πfDn t − φ0 & Φn (t + τ ) = 2πfc τn − 2πfDn (t + τ ) − φ0


Relative to other phase terms, 2πfc τn changes rapidly
Φn (t) uniformly distributed
Show that
1 X  2
ArI (t, t + τ ) = E an E [cos(2πfDn τ )]
2 n
fDn = v cosλ
θn

ArI (t, t + τ ) = ArI (τ ) ⇒ rI (t) is WSS random process


Similarly, show that rQ (t) is also WSS random process & ArI (τ ) = ArQ (τ )

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 15 / 33


Crosscorrelation of rI (t) & rQ (t)

Crosscorrelation of rI (t) and rQ (t)

ArI ,rQ (t, t + τ ) = ArI ,rQ (τ ) = E [rI (t)rQ (t + τ )]

For uniform scattering environment, ArI ,rQ (τ ) = 0

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 16 / 33


Autocorrelation of Received Signal r (τ )

Ar (τ ) = E [r (t)r (t + τ )] = ArI (τ ) cos(2πfc τ ) + ArI ,rQ (τ ) sin(2πfc τ )


More assumptions on propagation channel
Uniform scattering environment [Clarke, Jakes]
Propagation channel

Figure: Uniform, isotropic scattering model.

Dense scattering environment



N multipath components (MPCs) with AoA θn = n∆θ, where ∆θ = N
Each MPC has same received power Pr

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 17 / 33


Autocorrelation & Received Power

Autocorrelation
  
1 X  2 2πvτ
ArI (τ ) = E an E cos cos θn
2 n λ

1
P  2
Pr = 2 nE an (How?)
2Pr
 2
Since E an = N , we have
  
Pr X 2πvτ
ArI (τ ) = E cos cos n∆θ
N n λ
  
Pr X 2πvτ
= E cos cos n∆θ ∆θ
2π n λ

For very large N, ∆θ → 0. Express ArI (τ ) in integral form

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 18 / 33


Autocorrelation Function (ACF) ArI (τ )

Autocorrelation in integral form


Z 2π  
Pr 2πvτ
ArI (τ ) = cos cos θ dθ,
2π 0 λ
= Pr J0 (2πfD τ )

1

where J0 (t) , π 0
exp (−jt cos θ) dθ ⇐ Bessel function of zeroth order of
the first kind
Verify:
Z 2π
1
J0 (t) = cos (t cos θ) dθ
2π 0

J0 (0) = 1

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 19 / 33


Bessel Function & Observations

0.5

J0 (2πfD τ)
X: 0.38
Y: 0.008969
0

-0.5
0 0.5 1 1.5 2 2.5 3
fD τ

Observations:

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 20 / 33


Bessel Function & Observations

0.5

J0 (2πfD τ)
X: 0.38
Y: 0.008969
0

-0.5
0 0.5 1 1.5 2 2.5 3
fD τ

Observations:
ArI (τ ) = 0 for fD τ ≈ 0.4
v
For fD = λ
, vτ ≈ 0.4λ
λ
Signal decorrelates over distance of approximately 2
under uniform Θn
assumption

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 20 / 33


Bessel Function & Observations

0.5

J0 (2πfD τ)
X: 0.38
Y: 0.008969
0

-0.5
0 0.5 1 1.5 2 2.5 3
fD τ

Observations:
ArI (τ ) = 0 for fD τ ≈ 0.4
v
For fD = λ
, vτ ≈ 0.4λ
λ
Signal decorrelates over distance of approximately 2
under uniform Θn
assumption
For f = 900 MHz, λ = 0.3 m ⇒ vτ ≈ 13.33 cm
MIMO: Antenna spacing ≈ 0.4λ for each antenna to receive independent
fading path

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 20 / 33


Power Spectral Density (PSD)

Recall that ACF ArI (τ ) and PSD SrI (f ) form Fourier transform pair
To determine PSD, use Laplace transform pair J0 (bt) ⇔ √ 1
b2 +s2
PSD: (Verify)
 Pr r 1
 2πfD  2 , |f | ≤ fD ,
SrI (f ) = 1− f f
D
0, elsewhere.

Note that SrI (f ) = SrQ (f ) (Why?)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 21 / 33


Power Spectral Density (PSD)

Recall that ACF ArI (τ ) and PSD SrI (f ) form Fourier transform pair
To determine PSD, use Laplace transform pair J0 (bt) ⇔ √ 1
b2 +s2
PSD: (Verify)
 Pr r 1
 2πfD  2 , |f | ≤ fD ,
SrI (f ) = 1− f f
D
0, elsewhere.

Note that SrI (f ) = SrQ (f ) (Why?) (Ans. Since ACFs of rI (t) & rQ (t) are
equal)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 21 / 33


PSD of r (t)

Exercise: Prove that


 Pr r 1
 4πfD  2 , |f ± fc | ≤ fD ,
|f ±fc |
Sr (f ) = 1− fD

0, elsewhere.

Observations:
While SrI (f ) goes to ∞ at f = ±fD , Sr (f ) goes to ∞ at f = ±fc ± fD
Not true in practice since uniform scattering model is an approximation
For dense scattering environments, PSD will be maximized at frequencies
close to maximum Doppler frequency
In general, fD (Θ) =

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 22 / 33


PSD of r (t)

Exercise: Prove that


 Pr r 1
 4πfD  2 , |f ± fc | ≤ fD ,
|f ±fc |
Sr (f ) = 1− fD

0, elsewhere.

Observations:
While SrI (f ) goes to ∞ at f = ±fD , Sr (f ) goes to ∞ at f = ±fc ± fD
Not true in practice since uniform scattering model is an approximation
For dense scattering environments, PSD will be maximized at frequencies
close to maximum Doppler frequency
In general, fD (Θ) = v cos
λ
Θ

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 22 / 33


Statistical Channel Models: Continuous & Discrete

Probabilistic model provide better insights into wireless systems


Continuous-time & discrete-time multipath fading channel
X
y (t) = aj (t)x(t − τj (t)) + w(t)
j
X
y[m] = h` [m]x[m − `] + w[m]
`

For frequency-flat fading-single channel tap:

y[m] = h[m]x[m] + w[m]

Q. How to probabilistically model channel filter taps?


Statistical Channel Models: Continuous & Discrete

Probabilistic model provide better insights into wireless systems


Continuous-time & discrete-time multipath fading channel
X
y (t) = aj (t)x(t − τj (t)) + w(t)
j
X
y[m] = h` [m]x[m − `] + w[m]
`

For frequency-flat fading-single channel tap:

y[m] = h[m]x[m] + w[m]

Q. How to probabilistically model channel filter taps?

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 23 / 33


Rayleigh Fading & Rician Fading

Rayleigh frequency-flat fading: many scattered paths


σ`2 σ`2
h` [m] ∼ N (0, 2 ) + jN (0, 2 ) ∼ CN (0, σ`2 )

‘CN ’ means circularly symmetric complex Gaussian


  (CSCG)
r2
Let R = |h` [m]|. pdf of R: pR (r ) = σr2 exp − 2σ 2 ,r ≥ 0
` `
Q. What is the distribution of W = R 2 ?

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 24 / 33


Rayleigh Fading & Rician Fading

Rayleigh frequency-flat fading: many scattered paths


σ`2 σ`2
h` [m] ∼ N (0, 2 ) + jN (0, 2 ) ∼ CN (0, σ`2 )

‘CN ’ means circularly symmetric complex Gaussian


  (CSCG)
r2
Let R = |h` [m]|. pdf of R: pR (r ) = σr2 exp − 2σ 2 ,r ≥ 0
` `
2
Q. What is the distribution of W = R ? (Ans.
 Power is exponentially
1
distributed with pdf pW (w) = σ2 exp − σw2 , w ≥ 0)
` `

Rician fading: many scattered paths plus one LOS path


q q
K 1
h` [m] = K+1 σ` ejθ + K+1 CN (0, σ`2 )

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 24 / 33


Rayleigh Fading & Rician Fading

Rayleigh frequency-flat fading: many scattered paths


σ`2 σ`2
h` [m] ∼ N (0, 2 ) + jN (0, 2 ) ∼ CN (0, σ`2 )

‘CN ’ means circularly symmetric complex Gaussian


  (CSCG)
r2
Let R = |h` [m]|. pdf of R: pR (r ) = σr2 exp − 2σ 2 ,r ≥ 0
` `
2
Q. What is the distribution of W = R ? (Ans.
 Power is exponentially
1
distributed with pdf pW (w) = σ2 exp − σw2 , w ≥ 0)
` `

Rician fading: many scattered paths plus one LOS path


q q
K 1
h` [m] = K+1 σ` ejθ + K+1 CN (0, σ`2 )

First term: specular path arriving with uniform phase θ

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 24 / 33


Rayleigh Fading & Rician Fading

Rayleigh frequency-flat fading: many scattered paths


σ`2 σ`2
h` [m] ∼ N (0, 2 ) + jN (0, 2 ) ∼ CN (0, σ`2 )

‘CN ’ means circularly symmetric complex Gaussian


  (CSCG)
r2
Let R = |h` [m]|. pdf of R: pR (r ) = σr2 exp − 2σ 2 ,r ≥ 0
` `
2
Q. What is the distribution of W = R ? (Ans.
 Power is exponentially
1
distributed with pdf pW (w) = σ2 exp − σw2 , w ≥ 0)
` `

Rician fading: many scattered paths plus one LOS path


q q
K 1
h` [m] = K+1 σ` ejθ + K+1 CN (0, σ`2 )

First term: specular path arriving with uniform phase θ


Second term: large number of reflected & scattered paths

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 24 / 33


Rayleigh Fading & Rician Fading

Rayleigh frequency-flat fading: many scattered paths


σ`2 σ`2
h` [m] ∼ N (0, 2 ) + jN (0, 2 ) ∼ CN (0, σ`2 )

‘CN ’ means circularly symmetric complex Gaussian


  (CSCG)
r2
Let R = |h` [m]|. pdf of R: pR (r ) = σr2 exp − 2σ 2 ,r ≥ 0
` `
2
Q. What is the distribution of W = R ? (Ans.
 Power is exponentially
1
distributed with pdf pW (w) = σ2 exp − σw2 , w ≥ 0)
` `

Rician fading: many scattered paths plus one LOS path


q q
K 1
h` [m] = K+1 σ` ejθ + K+1 CN (0, σ`2 )

First term: specular path arriving with uniform phase θ


Second term: large number of reflected & scattered paths
K : {specular path energy}/{scattered paths energy} ⇐ Fading factor
(indicator of severity of fading)

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 24 / 33


Rician Distribution & Marcum Q Function
Q: Prove that Z = |h` [m]| is Rician distributed with pdf
 2
z + s2
  
z zs
pZ (z) = 2 exp − I0 ,z ≥ 0
σ 2σ 2 σ2

I0 (.) denotes modified Bessel function of zeroth order


Z 2π
1
I0 (z) = exp (z cos ψ) dψ
2π 0

Total average received power Pr = s2 + 2σ 2


Z ∞
Pr = z 2 pZ (z) dz
0
Average power in LOS component: s2
Average power in NLOS MPCs: 2σ 2
s2
Fading factor K = 2σ 2
⇐ Measure of severity of fading
K=0⇒

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Rician Distribution & Marcum Q Function
Q: Prove that Z = |h` [m]| is Rician distributed with pdf
 2
z + s2
  
z zs
pZ (z) = 2 exp − I0 ,z ≥ 0
σ 2σ 2 σ2

I0 (.) denotes modified Bessel function of zeroth order


Z 2π
1
I0 (z) = exp (z cos ψ) dψ
2π 0

Total average received power Pr = s2 + 2σ 2


Z ∞
Pr = z 2 pZ (z) dz
0
Average power in LOS component: s2
Average power in NLOS MPCs: 2σ 2
s2
Fading factor K = 2σ 2
⇐ Measure of severity of fading
K = 0 ⇒ Rayleigh fading
K=∞⇒

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 25 / 33


Rician Distribution & Marcum Q Function
Q: Prove that Z = |h` [m]| is Rician distributed with pdf
 2
z + s2
  
z zs
pZ (z) = 2 exp − I0 ,z ≥ 0
σ 2σ 2 σ2

I0 (.) denotes modified Bessel function of zeroth order


Z 2π
1
I0 (z) = exp (z cos ψ) dψ
2π 0

Total average received power Pr = s2 + 2σ 2


Z ∞
Pr = z 2 pZ (z) dz
0
Average power in LOS component: s2
Average power in NLOS MPCs: 2σ 2
s2
Fading factor K = 2σ 2
⇐ Measure of severity of fading
K = 0 ⇒ Rayleigh fading
K = ∞ ⇒ Rician fading
Larger value of K ⇒ stronger LOS component!

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 25 / 33


Marcum Q Function

Characterize error probability performance of digital signals


communicated over Rician fading channels
Z ∞  M−1  2
x + a2

x
QM (a, b) = x exp − IM−1 (ax) dx
b a 2
Z ∞  2
√ x + s2

Q1 (s, y) = √ x exp − I0 (sx) dx
y 2

Computation in MATLAB: Q = marcumq(a,b,m) computes the generalized


Marcum Q
Marcum Q Function

Characterize error probability performance of digital signals


communicated over Rician fading channels
Z ∞  M−1  2
x + a2

x
QM (a, b) = x exp − IM−1 (ax) dx
b a 2
Z ∞  2
√ x + s2

Q1 (s, y) = √ x exp − I0 (sx) dx
y 2

Computation in MATLAB: Q = marcumq(a,b,m) computes the generalized


Marcum Q

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 26 / 33


Nakagami Distribution

More general distribution


Need for Nakagami distribution
Some experimental data- not fit well into either Rayleigh or Rician distribution
Nakagami−m pdf (m fading parameter)

2mm y 2m−1 my 2
 
pY (y ) = exp − , m ≥ 0.5
Γ(m)Pr m Pr
Z ∞
Γ(m) = t m−1 e−t dt
0

Rayleigh fading when

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 27 / 33


Nakagami Distribution

More general distribution


Need for Nakagami distribution
Some experimental data- not fit well into either Rayleigh or Rician distribution
Nakagami−m pdf (m fading parameter)

2mm y 2m−1 my 2
 
pY (y ) = exp − , m ≥ 0.5
Γ(m)Pr m Pr
Z ∞
Γ(m) = t m−1 e−t dt
0

Rayleigh fading when m = 1


2
For m = (K+1)
2K+1
⇒ approximately Rician fading
m = ∞ ⇒ No fading

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 27 / 33


Power Distribution

Let Z = Y 2 , Y denotes Nakagami RV


pdf of X m
x m−1
  
m mz
pZ (z) = exp − ,z ≥ 0
Pr Γ(m) Pr
Verify that for m = 1, power is exponentially distributed
Verify that pZ (z) is a valid pdf, i.e.,
∞ m
x m−1
Z   
m mz
exp − dz = 1
0 Pr Γ(m) Pr

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 28 / 33


Outage Probability

Important physical layer performance measures


Outage probability, symbol error probability (SEP), spectral efficiency
Outage probability pout : Probability that instantaneous SNR (iSNR) Γ falls
below SNR threshold γth

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 29 / 33


Outage Probability

Important physical layer performance measures


Outage probability, symbol error probability (SEP), spectral efficiency
Outage probability pout : Probability that instantaneous SNR (iSNR) Γ falls
below SNR threshold γth
Z γth
pout = pΓ (γ) dγ
0

pΓ (γ) denotes pdf of iSNR


Q: What is pout for Rayleigh fading?

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 29 / 33


Outage Probability

Important physical layer performance measures


Outage probability, symbol error probability (SEP), spectral efficiency
Outage probability pout : Probability that instantaneous SNR (iSNR) Γ falls
below SNR threshold γth
Z γth
pout = pΓ (γ) dγ
0

pΓ (γ) denotes pdf of iSNR


Q: What is pout for Rayleigh fading?
 
γth
pout = 1 − exp −
γ
γ denotes average SNR

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 29 / 33


Numerical Example

Q: Consider Rayleigh fading channel. Average received power


Pr = 20 dBm. What is the probability that the received power is below
10 dBm?

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 30 / 33


Numerical Example

Q: Consider Rayleigh fading channel. Average received power


Pr = 20 dBm. What is the probability that the received power is below
10 dBm?
Pr = 0.1 W
pth == 0.01 W
pout = 1 − exp (−0.1) = 0.0952
Q: Repeat the problem when pth = 0 dBm

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 30 / 33


Numerical Example

Q: Consider Rayleigh fading channel. Average received power


Pr = 20 dBm. What is the probability that the received power is below
10 dBm?
Pr = 0.1 W
pth == 0.01 W
pout = 1 − exp (−0.1) = 0.0952
Q: Repeat the problem when pth = 0 dBm (Ans:1%)
Exercise: Express pth in terms of pout . If pout is too small, show that
pth ≈ Pr pout

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 30 / 33


Amount of Fading (AoF)

Let Γ denote path SNR per symbol


AoF is defined as    
2
E Γ2 − E [Γ]
AoF =  
2
E [Γ]

Exercise: Shadow fading can be modeled by a log-normal distribution for


different indoor and outdoor environments. Instantaneous fading SNR per
symbol has pdf given by
!
2
 (10 log10 γ − µ)
pΓ (γ) = √ exp − , γ > 0,
2πσγ 2σ 2

where  = ln1010 , and µ (dB) and σ (dB) are the mean and the standard
deviation of 10 log10 Γ, respectively
Derive an expression for the AoF in terms of σ 2 and 

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 31 / 33


Reading Exercise

Figure: Comparison of narrowband & wideband fading channels. Bu denotes signal


bandwidth. Source: http://slideplayer.com/slide/3921678/#

Wideband fading channel model


Andrea Goldsmith book, Section 3.3.

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 32 / 33


References

”Fundamentals of wireless communication” by Tse & Viswanath


“Wireless communications” by Andrea Goldsmith
www.eecs.berkeley.edu/˜dtse/taiwan_course.pdf
http://slideplayer.com/slide/3921678/#

B. Sainath (BITS, PILANI) SMALL SCALE FADING March 18, 2019 33 / 33

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