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The 17th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC06)

LINEAR MMSE MULTI-USER MIMO DOWNLINK PRECODING


FOR USERS WITH MULTIPLE ANTENNAS
Bernd Bandemer
1,2
, Martin Haardt
2
, and Samuli Visuri
1
1
Nokia Research Center
2
Ilmenau University of Technology
Radio Technologies Laboratory Communications Research Laboratory
P.O. Box 407, FI-00045 NOKIA GROUP, Finland P.O. Box 100565, 98684 Ilmenau, Germany
bernd@bandemer.de, samuli.visuri@nokia.com martin.haardt@tu-ilmenau.de
ABSTRACT
In this paper, the multi-user MIMO downlink channel is con-
sidered, where a single transmitter (base station) sends data to
several users within the same resource unit. Assuming perfect
channel state information (CSI) at the transmitter, different lin-
ear precoding schemes are studied, aiming at mean square error
minimizing transmission to all users.
The exact MMSE solution can be obtained by exploiting up-
link/downlink duality. A suboptimal solution based on neces-
sary conditions for MMSE optimality may also be computed
directly in the downlink domain. Our results indicate that the
performance difference between the direct and duality-based
method that is visible in uncoded BER curves vanishes when
channel coding is introduced to the system. We also compare
the MMSE-optimal approaches to other existing linear precod-
ing schemes (BD, S-MMSE).
I. INTRODUCTION
Wireless multiple-input multiple-output (MIMO) channels
provide considerably higher capacity than their single-input
single-output counterparts. In this paper, we investigate the
case where a single transmitter (base station) sends data to mul-
tiple receivers (users). If the users are to be separated only by
the spatial properties of the channel, channel state information
(CSI) at the transmitter is crucial. Precoding is the process of
using this information at the transmitter in a way that mitigates
multi-user interference.
We constrain ourselves to the case of linear processing at
both the transmitter and the receiver. For the case when each
user has only a single receive antenna, MMSE-optimal linear
schemes have been derived in the literature [1, 2].
The more complex case with multiple antennas per user is in-
vestigated in this work. We rst review the well-known meth-
ods of block diagonalization (BD) [3] and successive MMSE
(S-MMSE) [4]. Both have relatively low complexity, but do
not achieve the minimum sum-MSE. Hence we proceed to de-
rive a set of necessary conditions for the MMSE-achieving so-
lution, which has been presented in a similar form in [5]. The
necessary conditions can be used to obtain an iterative approx-
imation of the MMSE solution, an idea used also in [6]. How-
ever, the non-convexity of the objective function implies that
this scheme (direct optimization) does not always converge
to the true MMSE solution. This problem may be partially
alleviated by choosing a good initial guess for the numerical
algorithm.
In [7, 8, 9], duality between the problem at hand and an
equivalent uplink channel is exploited to derive an iterative al-
gorithm that determines the true MMSE solution in every case.
The main contribution of this work is twofold. Firstly, we
present a direct performance comparison between all men-
tioned precoding methods. As measures of performance, un-
coded and coded bit error rates are used, where coded bit er-
ror rate results have not been previously presented in the lit-
erature. Secondly, we show that although the direct optimiza-
tion method performs slightly worse than the duality-based ap-
proach, the difference is often practically negligible, especially
in the low-SNR regime.
The paper is organized as follows: Section II describes the
system model which is then used in Sections III and IV to
review suboptimal precoding methods and study the MMSE
method, respectively. Section V then presents the results of our
performance comparison, and Section VI concludes the paper.
We adopt commonly used notational conventions through-
out the paper. Matrices and vectors will be denoted by bold-
face upper and lower case letters, respectively.
1
Furthermore,
()
T
denotes transpose, ()
H
denotes Hermitean transpose (con-
jugate transpose), E stands for the expected value, tr() is
the trace of a square matrix, and diag(a
1
, . . . , a
N
) returns a
diagonal N N matrix with the given diagonal elements.
II. SYSTEM MODEL
Assume that the transmitter (base station) has M
T
antennas and
serves K receivers (users, mobile stations) within the same re-
source unit (time, frequency, code). A total number of M
R
receive antennas is distributed among these users according to
M
R
=

K
k=1
M
R,k
, where M
R,k
denotes the number of anten-
nas at the kth user. Let us furthermore assume that the kth user
receives S
k
independent data streams, where S
k
M
R,k
, and
S =

K
k=1
S
k
is the total number of streams to be transmitted.
Fig. 1 shows the transmission system model in complex
baseband notation. We assume that all system components are
memoryless, permitting us to omit time indexing for all vector
quantities. The transmit vector is denoted by
a =
_
a
T
1
, a
T
2
, . . . , a
T
K

T
C
S
,
1
Matrices are denoted in this fashion even if their dimensionality might
degenerate to a single row or column in some special cases.
1-4244-0330-8/06/$20.00 c 2006 IEEE
The 17th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC06)
P H V
a a x y
n
C
S
C
S
C
M
R
C
M
T
Figure 1. Linear transmission model for multi-user MIMO precoding.
where a
k
C
S
k
is the data vector containing the S
k
modulated
symbols for the kth user. We assume that the data symbols are
normalized such that E
_
aa
H
_
= I
S
.
The linear precoding step can be modeled by premultiplica-
tion with the matrix
P =
_
P
1
, P
2
, . . . , P
K

C
M
T
S
,
where the submatrix P
k
C
M
T
S
k
corresponds to user k.
The transmit vector x C
M
T
is then given by x = Pa, and its
average power is constrained by
E
_
|x|
2
_
= tr(P
H
P) = P
tr
. (1)
Furthermore, the physical transmission channel itself and the
receiver noise are modeled as y = Hx + n. The combined
channel matrix Hcan be written as
H =
_
H
T
1
, H
T
2
, . . . , H
T
K

T
C
M
R
M
T
,
where H
k
C
M
R,k
M
T
is the channel matrix of the kth user.
Here, the vector n denotes additive receiver noise, which is
assumed to be zero-mean, to have the covariance matrix R
nn
,
2
and to be statistically independent from the data streams. The
noise vector n can also be written as
n =
_
n
T
1
, n
T
2
, . . . , n
T
K

T
C
M
R
,
where n
k
C
M
R,k
is the noise vector at the kth user. This
allows the denition R
nn,k
= E
_
n
k
n
H
k
_
.
For the purposes of precoding, we assume perfect CSI at the
transmitter. This can be achieved through feedback, or, in the
case of TDD, by exploiting channel reciprocity. For MMSE-
based schemes (including S-MMSE), R
nn
needs to be known
in addition to H.
At the receiver end of the transmission chain, the linear oper-
ator V C
SM
R
is applied to obtain a = Vy. In general, the
users may reside at distinct locations, and hence are not able to
perform cooperative receive processing. Therefore, we require
V to be block-diagonal, i.e.,
V = diag (V
1
, V
2
, . . . , V
K
) C
SM
R
, (2)
where diag constructs a block-diagonal matrix and V
k

C
S
k
M
R,k
is the decoding matrix of the kth user.
The system output a C
S
serves as an estimate for
the original transmit vector a. It can be expressed as a =
VHPa + Vn, and has the same structure as a, namely a =
[a
T
1
, a
T
2
, . . . , a
T
K
]
T
, where a
k
C
S
k
, k.
The rest of this paper discusses several methods to choose P
and V given Hand R
nn
.
2
It can be reasonably assumed that the noise is independent between users,
i.e., R
nn
is block-diagonal with block sizes M
R,k
M
R,k
, although this
assumption is not necessary for the following derivations.
P
S,1
P
S,K
P
J H
V
1
V
K
a
1
a
K
b
a
1
a
K
x y
n
C
M
R
C
M
R,1
C
M
R,K
C
S
1
C
S
1
C
S
K
C
S
K
C
T
C
T
1
C
T
K
C
M
T
Figure 2. System model with decomposed P and explicit per-user
processing.
III. DECOMPOSITION-BASED LINEAR PRECODING
METHODS
Some linear precoding methods decompose P into a product
P = P
J
P
S
. Here, P
J
C
M
T
T
performs joint processing
of all users, P
S
C
TS
processes each user separately, and
T =

K
k=1
T
k
is the total maximum number of data streams
that P
J
can support (see Fig. 2), with T M
T
.
The rst factor P
J
aims at separating the joint channel into
independent per-user MIMO channels. It may be written as
P
J
=
_
P
J,1
, P
J,2
, . . . , P
J,K

C
M
T
T
,
where P
J,k
C
M
T
T
k
handles the kth user. The matrix
HP
J
C
M
R
T
exposes only small residual inter-user in-
terference, i.e., it is almost block-diagonal with block sizes
M
R,k
T
k
. The kth of these blocks, H
k
P
J,k
C
M
R,k
T
k
,
represents the resulting single-user MIMO channel of the kth
user. The choice of P
J
will be discussed below.
The factor P
S
is block-diagonal by denition, i.e.,
P
S
= diag (P
S,1
, P
S,2
, . . . , P
S,K
) C
TS
, (3)
with blocks P
S,k
C
T
k
S
k
. In conjunction with V
k
, P
S,k
im-
plements a linear single-user MIMO scheme for the kth users
equivalent channel H
k
P
J,k
, and transmits S
k
independent data
streams over it. (Hence, we require S
k
T
k
.)
For choosing P
S,k
and V
k
, k, we assume that the users
are completely decoupled by P
J
. Then, standard single-user
MIMO schemes can be applied, e.g., dominant eigenmode
transmission (DET) [10], where S
k
= 1 for all users, and P
S,k
and V
k
are the right and left singular vectors of H
k
P
J,k
be-
longing to the largest singular value. Alternatively, multiple
eigenmodes of H
k
P
J,k
can be exploited, e.g., by using the
water-lling algorithm [10].
At this point, the only remaining problem is to choose P
J
such that it decouples the users from each other.
A. Block-Diagonalization (BD)
The block diagonalization (BD) scheme is discussed in detail
in [3]. The fundamental idea is to select P
J
such that HP
J
is
exactly block diagonal. This can be achieved by choosing P
J,k
to be in the nullspace of each H
l
, l ,= k, as follows. We dene
the matrix

H
k
, k, as

H
k
=
_
H
T
1
, . . . , H
T
k1
, H
T
k+1
, . . . , H
T
K

T
C
(M
R
M
R,k
)M
T
such that it contains all but the kth users channel matrix.
Then, P
J,k
is chosen as a nullspace basis of

H
k
with uni-
The 17th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC06)
tary columns, which can be obtained via a singular value de-
composition (SVD) of

H
k
. Implicitly, we assign T
k
to be the
nullspace dimensionality, i.e., T
k
= M
T
rank(

H
k
).
B. Successive Minimum Mean Square Error (S-MMSE)
The Successive MMSE method (S-MMSE) [4] avoids the zero-
forcing constraint inherent in BD. All users are treated sequen-
tially, and for the current user, only one receive antenna is con-
sidered at a time. The remaining antennas of this user are ig-
nored, but all other users act as interference. Thus, the current
user appears to have only one antenna, and standard precoding
methods for users with a single antenna can be applied.
In concrete terms, we rst choose T
k
= M
R,k
, k, i.e., T =
M
R
. Each column of P
J
is then computed independently. For
k = 1, . . . , K and r = 1, . . . , M
R,k
, dene

H
k,r
=
_
h
k,r
, H
T
1
, . . . , H
T
k1
, H
T
k+1
, . . . , H
T
K

T
C
(M
R
M
R,k
+1)M
T
,
where h
T
k,r
is the rth row of H
k
. Similarly, dene

R
nn,k,r
as
the corresponding receiver noise covariance matrix. The stan-
dard regularized channel inversion (TxWF) technique [1, 2] is
applied
3
to

H
k,r
, yielding a precoding matrix

P
k,r
=

H
H
k,r
_

H
k,r

H
H
k,r
+
tr(

R
nn,k,r
)
P
tr
I
_
1
.
The rst column of

P
k,r
is then used as the rth column of P
J,k
.
After all columns of P
J
have been determined in this manner,
the matrix has to be scaled to obey the transmit power con-
straint in equation (1).
IV. LINEAR MMSE PRECODING
In this section, the linear MMSE precoding scheme is investi-
gated. It is based on the minimization of the mean square error
between a and a. The number of data streams for each user,
S
k
, is chosen a-priori, and is not subject to optimization. The
choice must satisfy S
k
M
R,k
and S M
T
.
Dene the mean error covariance matrix as R
ee
(P, V) =
R
ee
= E
_
(a a)(a a)
H
_
, and the sum-MSE objective
function as T = T(P, V) = tr(R
ee
) = E
_
|a a|
2
_
.
4
The
optimization is then expressed as
P, V
MMSE
=arg min
PC
M
T
S
VC
SM
R
,block diagonal
T(P, V) (4)
subject to tr
_
P
H
P
_
= P
tr
.
A. Necessary conditions for the MMSE matrices
Using our system model, the MSE covariance matrix amounts
to
R
ee
(P, V) = VHPP
H
H
H
V
H
VHPP
H
H
H
V
H
+VR
nn
V
H
+I
S
.
3
This technique yields the MMSE-optimal precoder for the case where each
user has a single receive antenna.
4
Due to the denition of F, the resulting scheme will probably not work
well when there is a near-far problem. Weak users would dominate the im-
plicit power distribution. This situation can be avoided by appropriate user
scheduling and/or MSE weighting (see, e.g., [9]).
We note that R
ee
(PU, U
H
V) = U
H
R
ee
(P, V)U for an
arbitrary matrix U C
SS
. When U is unitary, T =
tr(R
ee
) is invariant under the transformation (P, V)
(PU, U
H
V) [6].
5
The structural constraints on V limit the
set of possible matrices U to block-diagonal unitary matrices,
where the blocks of size S
k
S
k
are unitary themselves. The
choice of Uthus neither changes the overall sum-MSE nor the
sum-MSE of each user, but it can change the distribution of
each users sum-MSE to its separate streams.
6
As a consequence, the solution to problem (4) is unique only
up to a transformation by such a matrix. In the special case
when S
k
= 1, k (single-stream transmission), the set of pos-
sible U matrices is limited to U = diag(e
j
1
, . . . , e
j
K
) with
arbitrary angles
k
. Then, Udegenerates to a complex rotation
of the signal constellation used in each stream, and it will have
no inuence on transmission performance.
Keeping these remarks in mind, the sum-MSE objective
function T = tr(R
ee
) can be written as
T(P, V) =

K
k=1
_

K
l=1
tr
_
P
H
l
H
H
k
V
H
k
V
k
H
k
P
l
_
tr
_
P
H
k
H
H
k
V
H
k
_
tr (V
k
H
k
P
k
)
+ tr
_
V
H
k
V
k
R
nn,k
_
+ tr (I
S
k
)
_
. (5)
In order to nd the optimum parameters P and V in the
sense of (4), the Lagrangian multiplier method is applied. The
modied objective function L(P
1
, . . . , P
K
, V
1
, . . . , V
K
, ),
R, can be composed from T and the power constraint.
We use the conventions that the derivative with respect to a
matrix is the matrix of derivatives, and that in case of complex-
valued arguments only the derivatives with respect to the con-
jugate arguments need to be computed. Hence, we have
tr(A
H
B)/A
H
= B
T
. The partial derivatives of L, i.e.,
L
P
H
i
,
L
V
H
i
, and
L

, can thus be expressed, and by setting them


to zero simultaneously, we conclude
_
H
H
V
H
VH+ I
M
T
_
P = H
H
V
H
(6a)
V
i
_
H
i
PP
H
H
H
i
+R
nn,i
_
= P
H
i
H
H
i
, i = 1 . . . K (6b)
tr
_
P
H
P
_
= P
tr
. (6c)
Independent work leading to the same set of equations has also
been presented in [5].
Note that for a xed P, equation (6b) shows that V
i
is the
well-known linear MMSE receiver for user i, i.e., for the equiv-
alent channel H
i
P
i
plus the interference from all other users
k ,= i. Hence the V
i
need not be forwarded from the base
station to the receivers, but their components can instead be
estimated locally.
Likewise, equations (6a) and (6c) imply that for xed V
i
,
i, the matrix Phas to be the MMSE precoder for the resulting
channel VH.
5
In addition to the trace, the determinant of R
ee
, i.e., the generalized vari-
ance of the error vector, is also invariant with respect to a unitary U.
6
To optimize the average bit error rate per user in the case of equal modu-
lation on all streams, a good heuristic approach is to balance the MSE among
the streams of that user.
The 17th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC06)
V
1
, ..., V
K
,
MMSE
= arg min
V
i
C
S
i
M
R,i
,i
R
_
K

k=1
_
_
V
i
_
H
i
P
V
P
H
V
H
H
i
+R
nn,i
_
P
H
V,i
H
H
i
_
_
2
F
+

tr
_
P
H
V
P
V
_
P
tr

2
_
(7)
To achieve joint optimality, both relations have to hold si-
multaneously. While equations (6) must necessarily be fullled
for the MMSE matrices, their derivation does not guarantee that
only the true MMSE solution fullls them, i.e., the equations
are necessary, but not sufcient.
B. Obtaining the MMSE solution
A direct solution of equations (6) is not easily possible.
7
To
make the problem accessible to a numerical approach, it can
be rewritten in a least-squares formulation as shown in equa-
tion (7) at the top of the page. In this equation, P
V
is the
specic P as a function of V and that results from (6a), and
||
F
denotes the Frobenius matrix norm.
8
Standard non-linear least-squares optimization algorithms,
such as the Levenberg-Marquardt method (available through
lsqnonlin in Matlab [12]), can be applied to obtain a so-
lution to (7). This approach is subsequently called direct op-
timization. As an initial guess of the free variables V
i
and
, the S-MMSE solution can be used for V, with = 1. Al-
ternatively, the BD solution could also serve as initial guess,
however, convergence would then be slower since S-MMSE
usually outperforms BD.
A similar approach for users with a single receive antenna
(M
R,k
= 1, k) was pursued in [6]. The authors carry out the
optimization by alternating between P and V. Convergence to
the true MMSE solution is proved, which also applies to our
approach in the single antenna special case. For the case with
multiple antennas, however, it turns out that the objective func-
tion T is non-convex, and equations (6) are fullled not only
for the true solution, but also for multiple local minima. Using
an iterative scheme on (7), in conjunction with a good initial
guess (as described before), can still lead to the true MMSE
solution, but need not do so in all cases.
In [7], a duality argument is made to express an equivalent
problem in the uplink domain. This formulation has the de-
cisive advantage that the resulting objective function is con-
vex. Hence numerical methods can be used to reliably nd the
true MMSE solution. Subsequently, this solution can be trans-
formed back to the original downlink problem, thus solving
the problem at hand. The duality approach is further elabo-
rated in [8] and [9], the latter of which presents a readily im-
plementable algorithm to solve (4).
V. SIMULATION RESULTS
Monte Carlo simulations were carried out to compare the per-
formance of all discussed schemes with each other. The BD
7
For the single-user case, a closed-form solution is given, e.g., in [11].
8
Note that it is known a-priori that the desired solution of (7) will corre-
spond to an exact solution of (6), i.e., the objective function will be exactly
zero at the desired minimum.
and S-MMSE methods are implemented as described. To ob-
tain the true MMSE precoding and decoding matrices, the
duality-based algorithm from [9] was implemented. In addi-
tion, the scheme that uses a numerical search based on the nec-
essary conditions (6) is also simulated.
We limit ourselves to the case with a single data stream
per user. This is achieved by choosing S
k
= 1, k for
the duality-based algorithm and for direct optimization (single
stream, SS) and by applying dominant eigenmode transmis-
sion (DET) for the other two methods.
Fig. 3 shows uncoded bit error rate curves. They have been
generated for a setup with K = 3 users, having 1, 2, and 3
receive antennas, respectively, and with M
T
= 6 transmit an-
tennas. For the plot, the bit error rates were averaged over all
users. The channel realizations were drawn randomly with in-
dependent Rayleigh fading, where each element of the channel
matrix has unit average power. On each data stream, random
QPSK symbols with unit power were transmitted. The noise
was assumed to be independent between all receiver antennas,
and drawn from a complex Gaussian distribution with variance
N
0
=
2
N
. Furthermore, E
s
is dened as the average transmit
energy per data symbol.
When comparing the performance, we notice that S-MMSE
outperforms BD, which is due to the zero-forcing constraint
that BD enforces. Both iterative MMSE-based schemes per-
form better than S-MMSE, and the difference between the
duality-based exact MMSE solution and the direct optimiza-
tion approach is relatively small. The loss of latter versus the
exact MMSE is due to the non-uniqueness of the solution to (6).
This stems from (7) being non-convex, and it causes the opti-
mization routine to converge to undesired minima for some re-
alizations of the channel. It was observed that a solution that
exactly fullls (6) is always reached, i.e., the objective function
in (7) is driven to zero in every case.
For E
s
/N
0
= 5 dB, we observed that in roughly 65 % of
all realizations, the direct optimization approach converged to-
wards precoding matrices equivalent to the exact, duality-based
MMSE solution (i.e., equal matrices up to stream-wise com-
plex rotation by U). When E
s
/N
0
is reduced to smaller values,
this ratio increases to 74 % at 0 dB and 93 % at 5 dB. This
explains the fact that the direct optimization curve in Fig. 3 ap-
proaches the exact MMSE curve for low E
s
/N
0
.
Fig. 4 gives results when the described precoding methods
are implemented together with channel coding. The channel
dimensions remain unchanged, but the simulator used for this
gure models an OFDM downlink channel where precoding is
applied on a per-subcarrier basis. The ITU Vehicular A channel
model is used, and a standard turbo code [13] with effective
rate 1/2 provides error correction. Again, the error rates are
averaged over all three users.
We can conclude from the coded error rate results that the
The 17th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC06)
10 5 0 5 10 15 20 25 30
10
4
10
3
10
2
10
1
10
0
Es/N0 in dB
u
n
c
o
d
e
d

B
E
R
BER performance of various precoding methods, [1 2 3]x6
BDDET
SMMSEDET
Direct optimization, SS
Dualitybased, SS
Figure 3. Uncoded bit error rate over E
s
/N
0
for various precoding
methods. The curves are averaged over all three users.
10 5 0 5 10 15 20
10
4
10
3
10
2
10
1
10
0
SNR (dB)
C
o
d
e
d

B
E
R
BER performance of various precoding methods, [1 2 3]x6
BDDET
SMMSEDET
Direct optimization, SS
Dualitybased, SS
Figure 4. Coded bit error rate over E
s
/N
0
for various precoding
methods (averaged over all users).
small performance difference between the duality-based and
direct optimization approaches translates to a virtually indis-
cernible difference in the coded case. Hence for this setup,
the two approaches to MMSE precoding may be considered
equally effective.
VI. CONCLUSIONS
In this paper, several linear precoding methods for the mul-
tiuser MIMO downlink have been considered. It has been
shown that BD and S-MMSE are available as closed-form
equations and hence require no iterative algorithm to solve
them. However, the resulting precoding and decoding matri-
ces are not optimal in the unconstrained MMSE sense.
The general minimization of the sum-MSE leads to an ob-
jective function that possesses several local minima. Hence, its
rst derivatives yield necessary yet insufcient conditions for
the optimal parameters. Still, these conditions can be solved
numerically (direct optimization). If the initial guess is suf-
ciently close to the true MMSE solution, convergence will be
favorable. In the majority of all cases, using the S-MMSE so-
lution as a starting guess is sufcient.
In any case, the true MMSE solution can be obtained by ex-
ploiting uplink/downlink duality [7], which requires an itera-
tive algorithm similar to direct optimization.
Generally, the minimum sum-MSE criterion does not fully
determine the precoding and decoding matrices. Some de-
grees of freedomremain in the formof a block-diagonal unitary
transformation matrix U.
Simulations have been used to compare the performance of
all methods discussed. The MMSE solution outperforms S-
MMSE, which in turn performs better than BD. The direct op-
timization approach comes reasonably close to the true MMSE
solution, and in the case of coded transmission, the perfor-
mance difference between them may be considered negligible.
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