COMPARISON OF FADING CHANNEL CAPACITY UNDER DIFFERENT CSI ASSUMPTIONS*

Mohamed-Slim Alouini
Dept. of Electrical & Computer Eng. University of Minnesota 200 Union Street S. E. Minneapolis, MN 55455,USA.
E m a i l : < a l o u i n i Q e c e .umn.edu>

Andrea J. Goldsmith
Dept. of Electrical Eng. Stanford University Mail Code 9515 Stanford, CA 94305-9515, USA.

Email: <andrea@ee .stanford. edu>

ABSTRACT
This paper explores the relationship between the ergodic fading channel capacity with transmitter and receiver channel state information (CSI), the ergodic fading channel capacity with receiver CSI only, and the zero outage capacity. In particular, we obtain general order relations for these different capacity definitions and also compare them to the capacity of an additive white Gaussian noise channel (AWGN) channel with the same average signal-to-noise ratio (SNR). We determine conditions under which transmitter CSI significantly increases ergodic capacity, and we show that the ergodic capacity of a fading channel can exceed the capacity of an AWGN channel with the same average SNR. We also discuss the relative difference between the capacity of fading channels with transmitter and receiver CSI versus the capacity with receiver CSI only. We show that while this difference is negligible on a Nahgami fading channel it might be relatively significant on a two-state Nakagami fading channel. We also discuss the implications of this work for practical coding schemes. 1. INTRODUCTION The capacity of a fading channel depends on what channel side information (CSI) is known at the transmitter and/or the receiver as well as the capacity definition. In particular, if the transmitter and receiver have perfect CSI then Shannon capacity is achieved by adapting the transmission power and rate relative to the channel quality [l]. This capacity can also be achieved using fixed-rate variablepower transmission [2]. If only the rate can be adapted at the transmitter then the resulting fading channel capacity equals the capacity of the
* This work was supported in part by the National Science Foundation under Grant CCR-9983462 and in part by an ONR Young Investigator Award N00014-99-1-0578 and the Stanford Center for Telecommunications.

same channel with receiver CSI only [l]. Clearly CSI at the transmitter can only be beneficial, but previous work indicates that the Shannon capacity of fading channels with both transmitter and receiver CSI is only negligibly larger than the capacity with receiver CSI only [l, 3, 41. Shannon capacity is the most common measure of a channels inherent rate limit. For fading channels Shannon capacity characterizes the long-term achievable rate averaged over the fading distribution, so we call this the ergodic capacity of a fading channel. As mentioned above, this capacity is achieved using a miable rate coding strategy. However, some real-time applications cannot tolerate the variable delays exhibited by this coding strategy. For these applications, we define the zero outage capacity as the maximum constant information rate that can be maintained in all fading conditions through optimal power control, assuming perfect transmitter and receiver CSI (zero-outage capacity is also known as delay-limited capacity). Similarly, we define the outage capacity as the maximum constant information rate that can be maintained in all fading conditions with some nonzero probability of outage, assuming perfect transmitter and receiver CSI. The zero-outage and outage capacities of singleuser, multiple access, and broadcast fading channels have been derived in [5, 6, 7, 81.

In this paper, we explore the relationship between the ergodic fading channel capacity with transmitter and receiver CSI, the ergodic fading channel capacity with receiver CSI only, and the zero outage capacity. In particular, we obtain general order relations for these different capacity definitions and also compare them to the capacity of an AWGN channel with the same average SNR. We determine conditions under which transmitter CSI increases ergodic capacity, and we show that the ergodic capacity of a fading channel can exceed the capacity of an AWGN channel with the same average SNR. We also derive closed-form expressions and nu-

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merical results for these capacities on a two-state Nakagami fading channel. The remainder of this paper is organized as follows. We present formulas for the different fading channel capacity definitions in the next section. In Section 3 we give some general order relations between these capacity formulas. In Section 4 we discuss the relative difference between the capacity of fading channels with transmitter and receiver CSI versus the capacity with receiver CSI only. We also give an example channel, the two-state Nakagami fading channel, where this difference is relatively significant.

will refer to this latter capacity as Ctrcsi-cp- The fact that Crcsi = Ctrcsi-cp implies that when receiver CSI is available, additional transmitter CSI can only increase capacity if the transmit power can be varied with respect to this CSI.

2.3. Zero-Outage Capacity

The zero-outage fading channel capacity is given by [5]

2. BACKGROUND 2.1. Ergodic Capacity with Transmitter and Receiver CSI

The ergodic fading channel capacity assuming perfect transmitter and receiver CSI, for any probability density function (PDF) p(y), is given by [l]

3. ORDER RELATIONS

In this section we state some general order relations between the capacity formulas given above, and present a sketch of their proofs.
3.1. Comparison Between Czout and
Crcsi

where B [Hz] is the channel bandwidth, y is the received carrier-to-noise ratio (CNR), and yo is the cutoff CNR value below which no data is sent and which must satisfy [l]

For any channel PDF Czout5 Crcsiwith equality only for AWGN channels. This is easily shown by applying Jensen's inequality to the strictly convex function f(s)= log,(l + l/s). This relationship is interesting since both Czoutand Crcsihave fixed rate codebooks. The ordering arises because Crcsiis obtained by averaging the long-term rate over the fade distribution, whereas Czout must be maintained at every fade value.
3.2. Comparison Between Crcsi and
Ctrcsi

This capacity is achieved with a variable-rate variablepower coding strategy, where the optimal power adaptation is a waterfilling in time given by
1 1

For any channel PDF, Crcsi 5 Ctrcsi. This relationship is intuitively clear since transmitter CSI cannot reduce capacity. A direct proof of this order relation can be obtained as follows. We can rewrite Ctrcsi as
Ctrcsi

otherwise,

(3)

=B

00

log, (1 + s ( y > r > P (7) d7,

(6)

and the optimal rate adaptation sends rate log, (y/70) Bits/Sec/Hz for a fade level of y. This capacity can also be achieved by a fixed-rate variable-power coding strategy [2].

where S(7) is the capacity-achieving power adaptation given in (3). Hence the difference Crcsi - Ctrcsi c m be written as
Crcsi

- Ctrcsi = B

I"

log2(1+ 7) P(Y) d~

2.2. Ergodic Capacity with Receiver CSI

The ergodic fading channel capacity assuming receiver CSI only is given by [2]
crcsi

=B

Jo"

log2 (1 + 7)P (7) dr-

(4)

It is shown in [l] that this capacity is the same as the ergodic capacity with transmitter and receiver CSI when the transmit power is restricted to be constant. We

(7) Using the concavity of the log, function and applying Jensen's inequality to (7) we obtain
(a)

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which, after substituting (3) in (8) and some manipulation, can be rewritten as

4. DOES TRANSMITTER CSI MAKE A DIFFERENCE?

The difference between Ctrcsi and Crcsiindicates how much capacity can be increased by having transmitter CSI in addition to receiver CSI. Note that transmitter CSI is typically obtained by receiver estimation and transmitter feedback, which can significantly complicate the overall system design (the estimation and feedback is also subject to delays and errors). Thus it is preferable to avoid using transmitter CSI, unless it significantly increases capacity. Also, since Crcsi = Ctrcsi-cp, this difference also indicates how much capacity is increased by adapting power at the transmitter in addition to rate. We discuss in this section the relative difference beween the capacities Ctrcsi and Crcsi.
4.1. Range of the Optimal Threshold

0 7

(9)

which concludes the proof. In Section 4 we will discuss numerical results for the difference between Ctrcsi and Crcsi.In particular, we will show that this difference is typically negligible for fading channels with continuous unimodal distributions, but can be significant when the cutoff value yo defined by (2) is sufficiently small.
3.3. Comparison between
Crcsi

and

Cawgn

For any channel PDF, Crcsi 5 Cawgn with equality only for AWGN channels. This is easily shown by applying Jensens inequality to the strictly concave function f (z) = 10g2(l z ) .

3.4. Comparison between

Ctrcsi

and

Cawgn

We claim that the threshold y o that achieves Ctrcsi satisfies 0 yo 1 for any fading PDF. To show this property recall that yo must satisfy (2) and define

<

<

There is no general order relation between Ctrcsi and Cawgn. This can be shown by two simple examples. Numerical results in [l, 3, 4 1 show that for 7 2 0 dB Ctrai < Cawgn. NOWconsider the PDF defined by

A=[:p*dy,

and

It can be shown that in this particular case yo = (3 &)/2 and that

Ctrcsi -

Because of (2) and since B > 0, we have A > 1. Since A is the ratio of J7yp7(y) dy and yo and since 0 $:p,(y) d-y < 1,yo has to be smaller than 1.
4.2. Bound on
Ctrcsi

<

lnyo -

>
2

2: 0.7724 Bits/Sec/Hz.

- Crai
Ctrcsi

(11)
On the other hand

The difference between

and Crcsiis bounded by

0
(12)

< Ctrcsi - Crcsi

~ n ( C t r c s i-log2 , 70)-

(17)

-cawgn - 10g2(l +T) N 0.737 Bits/Sec/Hz. B

Hence,
Ctrcsi

>

Cawgn

in this particular example.

3.5. Summary of Order Relations

In summary, we have the following general order relations which hold for any fading PDF:
Gout Gout

I
L

Gcsi Crcsi

<
L

Ctrcsi

Cawgn,

(13) (14)

with no general order relation between Ctrcsi and Cawgn . Note that a direct proof of Czout Cawgn can be obtained by applying Jensens inequality to the concave function f (z) = 1/x combined with the fact that log,(%) is a strictly increasing function of z.

<

This can be shown by combining (1) and (4) and using the fact that 10g2(y) < log,(l y) for all y. Because of the range of y ~ as , given in Section 4.1, this bound can be quite loose when 70 21 0. However this bound is tight for yo significantly bigger than 0 and gets tighter and tighter as yo approaches 1. Hence the bound (17) combined with the [0,1]range of yo suggests that transmitter CSI will make a difference in capacity only if yo is significantly smaller than 1. T h i s explains why Ctrcsi and Crcsi are asymptotically (for high average CNR) equal for Rayleigh and Nakagami fading channels [l,3,4]. Results from that work indicate that for these fading distributions, yo converges to 1 as 7 increases. We now present an example channel illustrating that there is a clear finite capacity gap between Ctrcsi and Crcsi when 70 does not converge to 1.

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4.3. The Two-State Nakagami Channel

Similarly the capacity

Crcsi

is given by

4.3.1. Two-State Nakagami Channel

We define the two-state Nakagami fading channel as a convex combination of two Nakagami channels [9].This type of bimodal fading is typically observed in landmobile satellite systems [ l o , 11, 12, 131. The resulting combined PDF is given by
p ( 7 ) = A pB(?) + ( 1 - A) pG(?),
k=l mc

(22)

Finally, the capacity Czout can also be obtained in closed(18) form as where A is the time-share factor (0 5 A 5 1) between (mB - l)(mG - 1)TB YG the bad (B) and good (G) channel states, PB (7) is theCzout= log, 1 + PDF of the B channel state which is assumed to follow AmB(mG - 1)7&(1- A)mG(mB- ~ ) T B a Nakagami model with average CNR TB and fading (23) parameter mB, and p ~ ( 7is ) the PDF of the G channel state which is also assumed to follow a Nakagami model 4.3.3. Numerical Examples and Discussion with average CNR yG and fading parameter m G . Note Table 1 shows the cutoff CNR -yo (obtained by numerithat the average overall received CNR is given by cally solving (21))for various two-state Nakagami fading channels. Note that for various channel parameters, 5 = A T B + ( 1- A ) TG. (19) YO converges at high average overall CNR to 0.93,0.71, To have a better feel for this combined (time-shared) and 0.54 for A = 0.1, A = 0.5, and A = 0.9, respecmodel Fig. 1 shows the effect of the variation of the (comtively. The corresponding capacity values time-share factor A, fading parameter of the good state puted using (20))are plotted in Fig. 2 and compared to mG, and average CNR of the good state TG on the the capacity values Crcsi(computed using (22)). Note PDF of the two-state Nakagami PDF. $nthis figure that the capacity gap between and Crcsi remains the bad state is assumed to follow a Rayleigh model constant over the whole range of average received CNR (i.e., mB = 1) with average CNR TB = 3 dB and the values. Note also that this gap increases as the timePDF is plotted with respect to the overall CNR as given share factor A increases, i.e. as the channel quality by (19)decreases. This, combined with the dependence of the time-share factor A on the cutoff CNR 70 as shown 4.3.2. Capacity Formulas in Table 1, confirms our earlier claim that the relative difference between Ctrcsiand Crcsiis larger for smaller We can obtain closed-form expressions for all our cavalues of 70. pacity formulas for this two-state Nakagami channel model. In particular it can be shown that the capacity Ctrcsiis given by 5. LESSONS FOR PRACTICAL CODING STRATEGIES

Both and Czout use coding strategies designed for AWGN channels. The coding strategy that achieves Ctrcsi is a variable rate variable power strategy that uses a multiplexed codebook of AWGN component codes [l]. An alternate fixed rate variable power strategy that also achieves this capacity uses a codebook designed for where I(.,.) is the incomplete gamma function [14], an AWGN channel with dynamically scaled power [2]. and 70 must satisfiy the transendental equation Czoutis achieved by inverting the channel fading so that the channel appears as an AWGN channel at the transmitter and receiver, so that AWGN channel coding strategies can be used. Recent developments indicate that turbo codes can achieve close to capacity on m G , m G v ) mGr(mG-l,me) AWGN channels. Therefore we expect that by using -these codes along with the capacity-achieving strate(1-A)r YO TGWG) gies described above, we can achieve rates approach(2l)ing Ctrcsi and Czout in practice. However, we do not

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have good practical code designs that achieve rates 1999. Also to appear: IEEE Trans. Inform. Theclose to the capacity Crcsi. Therefore, although the ory. gap between Ctrcsi and Crcsi (or equivalently, between [91 M*Nakagami, The m-distribution- A general forCtrcsi and Ctrcsi-cp) is negligible for most common fadmula of intensity distribution of rapid fading, in ing distributions, the performance gap in practice may Statistical Methods in Radio Wave Propagation, be quite large. In other words, variable-rate variable pp. 3-36, Pergamon Press, Oxford, U. K., 1960. power coded modulation and fixed-rate variable-power coded modulation may exhibit significantly higher spec[lo] E.Lutz, D. cYgan, M. ~ i ~ ~ F.~ ~ l d l a, iand ~ ~ k ~ , tral efficiency on fading channels than nonadaptive schemes. W. Papke, Theland mobile communication channel - Recording, statistics, and channel 6. REFERENCES model, IEEE Trans. Veh. Technol., vol. VT-40, pp. 375-386, May 1991. [l] A. J. Goldsmith and P. Varaiya, Capacity of [ll] R. M. Barts and W. L. Stutzman, Modeling and fading channels with channel side information, simulation of mobile satellite propagation, IEEE IEEE Trans. on Information Theory, vol. IT-43, Dans. Antennas Propagat., vol. AP-40, pp. 375pp. 1896-1992, November 1997. 382, April 1992. G. Caire and S. Shamai, On the capacity of [12] Y. Karasawa, K. Kimura, and K. Minamisono, some channels with channel state information. Analysis of availability improvement in LMSS by IEEE Dans. on Information Theory, vol. IT-45, means of satellite diversity based on three-state pp. 2007-2019, September 1999. propagation channel model, IEEE Trans. Veh. M. -S. Alouini and A. Goldsmith, Capacity of Technol., vol. VT-46, pp. 1047-1056, November Rayleigh fading channels under different adap1997. tive transmission and diversity techniques, IEEE [13] A. Mehrnia and H. Hashemi, Mobile satellite %ns. Veh. Technol., vol. VT-48, pp. 1165-1181, propagation channel - Parts I and 11, in IEEE July 1999. Veh. Technol. Conf. (VTC99-Fall), Anzsterdam, M. -S. Alouini and A. J. Goldsmith, CapacThe Netherlands, pp. 2775-2783, September 1999. ity of Nakagami multipath fading channels, in [14] I. S. Gradshteyn and I. M. Ryzhik, Table of InteIEEE Veh. Technol. Conf. (VTC97), Phoenix, grals, Series, and Products. San Diego, CA: AcaAZ, pp. 358-362, May 1997. demic Press, fifth ed., 1994. G. Caire, G. Taricco, and E. Biglieri, Optimum power control over fading channels. IEEE Trans. on Information Theory, vol. IT-45, pp. 1468-1489, July 1999.

S. V. Hanly and D. N. Tse, Multiple-access fading channels: Part 11: Delay-limited capacities, IEEE Trans. Inform. Theory, vol. 44, pp. 28162831, November 1998.
L. Li and A. J . Goldsmith, Capacity and optimal resource allocation for broadcast fading channels: Part I, in Proc. of the 36th Allerton Conference on Communication, Control, and Computing, Monticello, IL., pp. 516-525, September 1998. Also to appear: IEEE Trans. Inform. Theory. L. Li and A. J. Goldsmith, Capacity and optimal resource allocation for fading broadcast channels: Part 11: Outage capacity, in Proc. of the IEEE International Communications Conference (ICC99) - Eighth Communications Theory MiniConference, Vancouver, Canada, pp. 27-31, June

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Table 1: Cutoff CNR 70 for various two-states Nakagami fading channels (TB=3 dB and mg = 1).

5P

A = 0.1 & mG = 2 A = 0 . 5 & mG = 2 A = 0.9 & mG = 2 A = 0.1 & mG = 8 A z 0 . 5 & mG = 8 A = 0.9 & mG = 8 A = 0.1 & mG = 16 A =0.5 & mG = 16 A z 0 . 9 & mG = 16

4.69 8.60 12.56 0.64 0.77 0.86 0.58 0.64 0.68 0.52 0.53 0.54 0.71 0.83 0.88 0.61 0.67 0.69 0.53 0.53 0.54 0.72 0.83 0.89 0.62 0.67 0.69 0.53 0.53 0.54

16.57 0.90 0.69 0.54 0.91 0.70 0.54 0.91 0.70 0.54

20.54 0.92 0.70 0.54 0.92 0.70 0.54 0.92 0.70 0.54

24.54 0.92 0.70 0.54 0.93 0.70 0.54 0.93 0.70 0.54

28.54 0.93 0.71 0.54 0.93 0.71 0.54 0.93 0.71 0.54

32.54 0.93 0.71 0.54 0.93 0.71 0.54 0.93 0.71 0.54

36.54 0.93 0.71 0.54 0.93 0.71 0.54 0.93 0.71 0.54

(a) TwD-Slates NakagamipmbabiiilyDsnsi Funcfion

100

'" '1
g8
m
e
f

Capsdy of a Two-Sales Nakagmi Channel (%e)

-Transmiller

R-rCSI(bcsi)

................................................ --Recbvw$mi) .......................

;

:....................... :.......................

........................
...
~

m.0

P
0:
10

f 2

15 Average O v d l WX" CNR [dB1

20

25

Capacity of a T w 6 l a l e s NakagemiChannel Q.8)

10,

- Tranunmerd RouaverCSl ( h i )

'

m"!.P!. .................. .i. ...................... .1. .....................

I 0

10 15 Average Overall W CNR [dB1

20

\ I 25

roo

(e) TWOSlales Nakagami Pmbabilily DeMily FMctpn

I

8 -

0:

10

15 Avwage Overau Recaived CNR [de]

20

25

capscily Of a TwoStatea Nakagami Channel (%=16)

10

15 Average O v d l W i v e d CNR [dB]

20

25

Figure 1: PDF of the two-states Nakagami fading channel ((a) for various time-share factor (TB= 3 dB, mB = 1, 5 G = 20 dB, and mG = 16), (b) for various mG (Tg= 3 dB, mg = 1, 5 G = 20 dB, and A = 0.5), (c) for various 5 G (5B= 3 dB, mB = 1, mG= 16, and A = 0.5)).

Figure 2: Capacity of two-states Nakagami fading channels for various time-share factors A and fading parameter of the good channel state mG (TG = 3 dB and m g = 1).

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