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5. Capacity of multiple-antenna fading channels spatial fading correlation,

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2636IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

CapacityofMultiple-AntennaFadingChannels:SpatialFadingCorrelation,DoubleScattering,

andKeyhole

HyundongShin,StudentMember,IEEE,andJaeHongLee,Member,IEEE

Abstract—Thecapacityofmultiple-inputmultiple-output(MIMO)wirelesschannelsislimitedbyboththespatialfadingcorrelationandrankdeficiencyofthechannel.Whilespatialfadingcorrelationreducesthediversitygains,rankdeficiencyduetodoublescatteringorkeyholeeffectsdecreasesthespatialmultiplexinggainsofmultiple-antennachannels.Inthispaper,takingintoaccountrealisticpropagationenvironmentsinthepresenceofspatialfadingcorrelation,doublescattering,andkeyholeeffects,weanalyzetheergodic(ormean)MIMOcapacityforanarbitraryfinitenumberoftransmitandreceiveantennas.Weassumethatthechannelisunknownatthetransmitterandperfectlyknownatthereceiversothatequalpowerisallocatedtoeachofthetransmitantennas.Usingsomestatisticalprop-ertiesofcomplexrandommatricessuchasGaussianmatrices,Wishartmatrices,andquadraticformsintheGaussianmatrix,wepresentaclosed-formexpressionfortheergodiccapacityofindependentRayleigh-fadingMIMOchannelsandatightupperboundforspatiallycorrelated/doublescatteringMIMOchannels.Wealsoderiveaclosed-formcapacityformulaforkeyholeMIMOchannels.Thisanalyticformulaexplicitlyshowsthattheuseofmultipleantennasinkeyholechannelsonlyoffersthediversityadvantage,butprovidesnospatialmultiplexinggains.Numericalresultsdemonstratetheaccuracyofouranalyticalexpressionsandthetightnessofupperbounds.

IndexTerms—Channelcapacity,distributionsofrandomma-trices,doublescattering,keyhole,multiple-inputmultiple-output(MIMO)systems,multipleantennas,spatialfadingcorrelation.

I.INTRODUCTION

ULTIPLE-inputmultiple-output(MIMO)communica-tionsystemsusingmultiple-antennaarraysatboththetransmitterandthereceiverhavedrawnconsiderableattentioninresponsetotheincreasingrequirementsonhighspectralefficiencyandreliabilityinwirelesscommunications[1]–[10].Recentseminalworkin[1]and[2]hasshownthattheuseofmultipleantennasatbothendssignificantlyincreasesthein-formation-theoreticcapacityfarbeyondthatofsingle-antennasystemsinrichscatteringpropagationenvironments.Asthenumberofantennasatboththetransmitterandthereceivergetslarger,thecapacityincreaseslinearlywiththeminimumofthenumberoftransmitandreceiveantennasforfixedpowerandbandwidth,assumingindependentandidenticallydistributed(i.i.d.)Rayleighfadingbetweenantennapairs[1]–[3].

ManuscriptreceivedOctober29,2002;revisedMay4,2003.ThisworkwassupportedinpartbytheNationalResearchLaboratory(NRL)ProgramandtheBrainKorea21Project,Korea.

TheauthorsarewiththeSchoolofElectricalEngineering,SeoulNationalUniversity,Seoul151-742,Korea(e-mail:shd71@snu.ac.kr).CommunicatedbyT.L.Marzetta,GuestEditor.DigitalObjectIdentifier10.1109/TIT.2003.817439

M

AnimportantopenprobleminMIMOcommunicationtheoryistoobtainclosed-formanalyticformulasforthecapacityormutualinformationofwirelessMIMOchannels.However,itisamathematicallychallengingtaskinthatcalculationsoftheMIMOcapacityrequiretakingexpectationswithrespecttoarandomchannelmatrixratherthanascalarrandomvariable(RV)forthesingle-antennacase.Inrandommatrixtheory[28]–[31],itiswellknownthattheeigenvaluesofalargeclassofrandommatrixensembleshavefewerrandomfluctuationsasthematrixdimensiongetslarger—thatis,therandomdistributionofeigenvaluesconvergestoadeterministiclimitingdistributionforalargematrixsize.Anotherusefulresultoftherandommatrixtheoryisacentrallimittheoremforrandomdeterminants[29],[32],whichstatesthatthedistributionoftherandomMIMOcapacityisasymptoticallyGaussianasthenumberofantennastendstoinfinitywithacertainlimitingratiobetweenthenumbersoftransmitandreceiveantennas.Theseresultsoftherandommatrixtheorywereappliedforthecaseofuncorrelatedchannelsin[1]and[10]–[13],andforspatiallycorrelatedchannelsin[17]and[18].Althoughthisasymptoticanalysisisonlyanapproximationtothecaseoffinitematrixsize,itcircumventsthedifficultprobleminanalyticalcalculationoftheMIMOcapacityandprovidesimportantinsightsintoimpactsoftheuseofmultipleantennasonthecapacitybehavior.

Forthefinitenumberoftransmitandreceiveantennas,Telatar[1]derivedtheanalyticalexpressionfortheergodic(ormean)capacityofi.i.d.Rayleighflat-fadingMIMOchannelsbyusingtheeigenvaluedistributionoftheWishartmatrixinintegralforminvolvingtheLaguerrepolynomials.In[12],SmithandShafifurtherderivedthevarianceofcapacitybyextendingtheanal-ysisin[1]andobtainedthecomplementarycumulativedistribu-tionfunctionofthecapacityusingtheGaussianapproximationtorandomMIMOcapacity.Similarresultsarealsofoundin[13]inwhichthedensityfunctionofarandommutualinformationfori.i.d.MIMOchannelswasderivedintheformoftheinverseLaplacetransformandthesameGaussianapproximationresultasin[12]waspresented.

Inrealisticpropagationenvironments,rankdeficiencyofachannelmatrixduetopinholeorkeyholeeffects[19]–[21]mayseverelydegradethecapacityofMIMOchannelsaswellasspa-tialfadingcorrelation[14]–[18].Whilespatialcorrelationre-ducesdiversityadvantages,rankdeficiencyofthechannelde-creasesaspatialmultiplexingability,i.e.,theslopeofacapacitycurveoverasignal-to-noiseratio(SNR).Recently,Gesbertetal.[19]introducedadoublescatteringMIMOchannelmodel

0018-9448/03$17.00©2003IEEE

SHINANDLEE:CAPACITYOFMULTIPLE-ANTENNAFADINGCHANNELSthatincludesboththefadingcorrelationandrankdeficiency,andpointedouttheexistenceofpinholechannelsthatexhibituncor-relatedspatialfadingbetweenantennasbutstillhaveapoorrankproperty.Also,in[20]and[21],theoccurrenceofarank-defi-cientchannel,calledakeyholechannel,hasbeenproposedanddemonstratedthroughphysicalexamples.Inthepresenceofthekeyhole,thechannelhasonlyasingledegreeoffreedomal-thoughthespatialfadingisuncorrelated,andeachentryofthechannelmatrixisaproductoftwocomplexGaussianRVs,incontrasttothecomplexGaussiannormallyassumedinwirelesschannels.Infact,keyholechannelsmaybeviewedasaspe-cialcaseofdoublescatteringMIMOchannels.Thesedegen-eratechannelssignificantlydeviatefromtheidealisticcapacitybehaviorofi.i.d.channelsandareofinterestbecauseofrecentvalidationthroughphysicalmeasurements.

Inthispaper,takingintoaccountrealisticpropagationenvi-ronmentssuchasspatialfadingcorrelation,doublescattering,andkeyholephenomena,weprovideanalyticalexpressionsfortheergodiccapacityofMIMOchannelswithfinitetransmitandreceiveantennas.Inparticular,wederiveaclosed-formex-pressionforthecapacityofi.i.d.Rayleigh-fadingMIMOchan-nels.IncontrasttoTelatar’sintegralexpression,thiscapacityformulaisintermsofafinitesumofthewell-knownspecialfunctions(exponentialintegralfunctions,orincompletegammafunctions)andcanbecalculatedwithoutexplicitnumericalin-tegration.ForspatiallycorrelatedanddoublescatteringMIMOchannels,wedeveloptightupperboundsonthecapacitybyusingJensen’sinequalityandelementarypropertiesofdeter-minants,suchastheprincipalminordeterminantexpansionforthecharacteristicpolynomialofamatrixandtheBinet–Cauchyformulaforthedeterminantofaproductmatrix.1Finally,forkeyholeMIMOchannelsweprovideaclosed-formsolutionforthecapacityandshowthatincreasingthenumberofantennasservesonlytoeliminatetheeffectoffading,butprovidesnofurtherbenefits(e.g.,spatialmultiplexinggains).

Therestofthepaperisorganizedasfollows.SectionIIgives,forreference,thedefinitionsofthecomplexGaussianmatrix,Wishartmatrix,andthepositive-definitequadraticforminthecomplexGaussianmatrix,andpresentssomenewresultsconcerningexpectationsofcertain(logarithmic)determinantalformsofthemwithafinitematrixsize.UsingsomeoftheresultsinSectionII,wederiveaclosed-formexpressionoftheergodicMIMOcapacityforthei.i.d.caseandupperboundsforspatiallycorrelatedanddoublescatteringcasesinSectionIII.We,finally,deriveaclosed-formcapacityformulaforkeyholeMIMOchannelsinSectionIII-D.SectionIVconcludesthepaper.

Weshallusethefollowingnotationsinthispaper.Thesu-perscripts

,andwedenotethat

ispositivedefinite.

1ThisapproachwasfirstintroducedbyGrantin[10]toobtaintheupperbound

ontheergodicMIMOcapacityforthei.i.d.Rayleigh-fadingcase.

2637

II.REVIEWANDSOMERESULTSONRANDOMMATRICESMuchattentionhasbeengivenovertheyearstothedistri-butiontheoryofrandommatricesbecausetheyappearinmany

applicationsinstatisticsandcommunicationtheory.Thedistri-butionofthecovariancematrixofsamplesfromamultivariateGaussiandistribution,whichisknownastheWishartdistri-bution,wasperhapsthebeginningofatheoryofdistributionsofrandommatrices[36],[28].Inthissection,byfocusingonthecomplexcases,webrieflyreviewthedefinitionsanddistri-butionsofGaussianmatrices,Wishartmatrices,andpositive-definitequadraticformsintheGaussianmatrix—whichgener-alizetheunivariateGaussianRV,centralchi-squareRV,andcen-tralpositive-definitequadraticformintheGaussianRV,respec-tively—andderivesomenewresultsonthem,whichareusedtocalculatetheergodiccapacityofMIMOchannelsinthenextsection.

Inderivingthestatisticsofacertainrandommatrix,theJaco-biansofmatrixtransformationsareneededandfunctionsofamatrixargumentarealsowidelyusedincalculationsinvolvingmatrix-variatedistributions.Theintroductionstothemareprovidedin[28],[33],[34],[37],[38],and[40].Inparticular,[33]hasdealtwithawideclassofmatrix-variatedistributions.Althoughthistextbookconcentratesonmatricesofrealrandomvariates,onecaneasilydevelopthecorrespondingcomplexcases.

A.ComplexGaussianMatricesLetusdenotethecomplex

issaidtohaveamatrix-variateGaussiandistribution

withmeanmatrixwhere

(1)

Inthefollowinglemma,wegiveapreliminaryresultonthecomplexGaussianmatrix.LemmaII.1:If

,thenwehavefor

and

otherwise

(2)

where

,

2638IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

and

isaminordeterminantof,i.e.,ade-terminantofthematrixlyinginthe

otherwise

where

,andthepermutationsand

havethesameorder—otherwise,wealwaysgettermsmul-tipliedbyotherindependentzero-meanGaussianentries—andthecorrespondingexpectedvaluesareequaltoonebecauseall

entriesof

areindependentwithunitvariance.ThereareB.ComplexWishartMatrices

Wishartdistributions,firstobtainedbyFisher[35]inthebi-variatecaseandgeneralizedbyWishart[36]usingageometrical

argument,areofgreatinterestinmultivariatestatisticalanalysis,arisingnaturallyinappliedresearchandasabasisfortheoret-icalmodels(see[28],[30],[33]andreferencestherein).DefinitionII.2([33,Definition3.2.1]):ArandomHermi-tianpositive-definitematrix

,

,,and

and

[45].

Proof:SeeAppendixA.

(5)

where

isthehypergeometricfunctionoftwoHer-mitianmatricesdefinedby(51).Notethatif

SHINANDLEE:CAPACITYOFMULTIPLE-ANTENNAFADINGCHANNELS2639

TheoremII.2(MomentsofGeneralizedVariance):If

thmomentofthegeneralizedvari-ance

wherethe

,

-rowedprincipalminordeterminantofas

istheGausshypergeo-metricfunctionofaHermitianmatrixdefinedby(50).

,thenInparticular,if

(10)

whereif

or

,thenthe

,then

TheoremII.3:If

positivereal-valuedconstant,thenwehave

isanarbitrary

Weremarkthatif

:

(9)

2640IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

boundontheergodiccapacityofMIMOchannelsinthenextsection.

III.CAPACITYOFMIMOWIRELESSCHANNELSWeconsiderapoint-to-pointcommunicationlinkwith

and

regardlessofthenumberof

antennas,i.e.,

(14)

where

isacomplex,

of

arethecomplexchannelgainsbetween

transmitantenna

sta-tisticallyindependentequalpowercomponentseachwithacir-cularlysymmetriccomplexGaussiandistribution,thechannelcapacityundertransmitpowerconstraint

(bits/s/Hz)

withrespecttothe

randomchannelmatrix

,i.e.,[1]

.Thefollowingresultgivesaclosed-form

formulafortheergodiccapacityofi.i.d.Rayleigh-fadingMIMOchannels.

2The

capacityforfadingchannelscanbedefinedinanumberofways,de-pendingontheamountofchannelknowledge,delayconstraints,signalingcon-straints,andstatisticalnatureofthechannel.Thevariouscapacitymeasuresforfadingchannelscanbefoundin[23].

TheoremIII.1:If

,i.e.,forani.i.d.

Rayleigh-fadingMIMOchannelwith

andequalpowerallocationisgivenby

,then

.

From(16)andTheoremII.1,wehavethetheorem.

forthei.i.d.

Rayleigh-fadingcasewasfirstderivedbyTelatar[1]insingleintegralforminvolvingtheLaguerrepolynomials.Incontrast,TheoremIII.1providesaclosed-formexpression

for

intermsoftheexponentialintegralfunctions(orincompletegammafunctions).Moreover,itgeneralizesthepreviouslyknownresultofclosed-formcapacityformulasforRayleigh-fadingchannelswithreceptiondiversity[22]toMIMOcases.

Example1:Consider

.From(18)with

and

antennasatboththetransmitterandthereceiverisgivenby

transmitantennasisgivenby

receiveantennasisgivenby

SHINANDLEE:CAPACITYOFMULTIPLE-ANTENNAFADINGCHANNELSFig.1.Ergodiccapacityofi.i.d.Rayleigh-fadingMIMOchannelswithttransmitandrreceiveantennas.

Furthermore,using[10,LemmaA.1],wehaveathighSNR

—thatis,thecapacityincreases

;

b)

,

;c)

,

;d)

,

andwhentheSNRandtheratiobetween

.Forexample,thecapacity

ofthechannelwith

.

B.SpatiallyCorrelatedMIMOChannels

WeconsidercorrelatedRayleigh-fadingMIMOchannelswiththecorrelationstructureofaproductform[17],i.e.,

(24)

where

,andaretransmitandreceivecorrelationmatrices,respectively.From(1)andmakingthetransformationfrom

2641

itiseasytoseethat.Thefollowingresultgivesanupperboundontheergodiccapacityofsuchachannel.

TheoremIII.2:If

,i.e.,foracor-relatedRayleigh-fadingMIMOchannelwith

Notethattheupperbound(25)isthelogarithmofapolyno-mialofdegree

th-ordercoefficientofthepoly-nomialdependsonlyonsumsofall

forevencorrelatedchannels.Inparticular,if,using(7),

wehaveathighSNR

th-order

termin(25).From(23)and(26),wecanseethattheca-pacityreductionduetothespatialfadingcorrelationis

bits/s/HzathighSNR.Example4(ConstantCorrelationModel):Acorrela-

tionmatrixiscalledthe

...

...

.....

.

...

Thiscorrelationmodelmayapproximatecloselyspacedan-tennasandmaybeusedfortheworstcaseanalysisorforsome

roughapproximationsusingtheaveragevalueofcorrelationcoefficientsforalloff-diagonalentriesofthecorrelationmatrix.

Sinceeigenvaluesof

andmultiplicities,itsdeterminantcanbewrittenas

(27)

2642IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

Fig.2.ErgodiccapacityofspatiallycorrelatedRayleigh-fadingMIMOchannelswithttransmitandrreceiveantennas.Thetransmitandreceivecorrelationsareconstantcorrelationswithcorrelationcoefficients󰀚

=0:7,i.e.,8=2

(28)

(25)(28)(29)(a)20Example5(JakesModel[15],[27]):Ingeneral,thefadingcorrelationdependsonboththeantennaspacingandthean-gularspectrumoftheincomingradiowave.Ifweemploya

Fig.3.Ergodiccapacityasafunctionofcorrelationcoefficient󰀚forspatially

correlatedRayleigh-fadingMIMOchannelswithttransmitandrreceive

antennas.8

=2and8

dB.

((i0j)12󰀙d=󰀕)and󰀍=20

lineararraywithequallyspacedantennasandtheclassicalJakescorrelationmodelwiththeuniformangularspectrum[27],the

isthewavelength,and

SHINANDLEE:CAPACITYOFMULTIPLE-ANTENNAFADINGCHANNELS2643

of20dBwhen

(30)

where

,

,

fl=fl

fl=fl

=

,and

,thenusing(28)andThe-oremIII.3,wehaveanupperboundontheergodiccapacityasshownin(32)atthebottomofthepage.

Fig.5showsthesimulationresultsandupperboundsfortheergodiccapacityofdoublescatteringMIMOchannelswith

,,,and.Theupperboundisplottedusing(32).ThisexampleservestodemonstratetheeffectofrankdeficiencyofthechannelontheMIMOcapacitybehavior.Wecanseethattheasymptoticslopes

,ofcapacitycurvesfor

,because

inallthreecases.Inotherwords,sincethe

rankof

and

,

SimilartocorrelatedMIMOchannels,theupperbound(31)

inisthelogarithmofapolynomialofdegree

,(33)reducesto

(34)

2644IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

andif

(35)

(33)becomes(22).

D.KeyholeMIMOChannels[20],[21]

IncertainMIMOpropagationenvironments,adegeneratechannelwithonlyasingledegreeoffreedom(i.e.,one-rankchannelmatrix)mayariseduetothekeyholeeffect[20],[21].Insuchachannel,theonlywayfortheradiowavetopropagatefromthetransmittertothereceiveristopassthroughthe

keyhole,andeachentryof

isaproductoftwoindependentcomplexGaussianRVsratherthanthecomplexGaussian.

Then,thechannelmatrix

forkeyholeMIMOchannelsisgivenby[20],[21]

(36)

whereand

.Sinceisofonerank,weneednot

usetherandommatrixresultsinanalysisforkeyholechannels.Thefollowingtheoremprovidesaclosed-formsolutionfortheergodiccapacityofkeyholeMIMOchannels.TheoremIII.4:If

and

(37)

where

istheEuler’sdigammafunction

[45,eq.(8.360.1)]and

Weremarkthatas,thelasttermin(37)vanishesandthecapacitybecomesasymptotically

(38)

whichshowsthattheuseofmultipleantennasinkeyholechan-nelscannotprovidethespatialmultiplexinggainandonlyof-3The

Meijer’sG-functionisprovidedasthebuilt-infunctionincommon

mathematicalsoftwarepackagessuchasMAPLEandMATHEMATICA.

Fig.6.ErgodiccapacityofkeyholeMIMOchannelswithttransmitandrreceiveantennas.

fersthediversitygaindeterminedby

whichagreeswith(34).

Fig.6showstheergodiccapacityofkeyholeMIMOchannelswhen

and

and

th-ordercoefficientdependsonlyonsumsofall

SHINANDLEE:CAPACITYOFMULTIPLE-ANTENNAFADINGCHANNELSAPPENDIXA

PROOFOFTHEOREMII.1

TheproofofTheoremII.1requiresthefollowingresultontheeigenvaluedensityofWishartmatrices.LemmaA.1(Bronk[39]):If

,thentheden-

sityfunctionofanunorderedeigenvalue

definedas

[45,eq.(8.970.1)]

in(39)canberewrittenas

2645

(47)

Substituting(47)into(43),wecompletetheproofofthetheorem.

isthePochhammersymbol,

suchthat

(50)

isthezonal

polynomialofaHermitianmatrix[38,eq.(85)].Fromthedensityof

2646IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.49,NO.10,OCTOBER2003

where

,using

fora

Hermitianmatrix

APPENDIXC

PROOFOFTHEOREMIII.4

Notethat

,,and.Since

independentexponentialRVs,respectively,

theyarecentralchi-squaredistributedwith

is,therefore,givenby[24]

isthe

thmomentof

(64)

wherethelastequalityfollowsfrom[45,eq.(9.31.2)].Substi-tuting(61)and(64)into(60)givestheresult(37).

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