EE635 Solutions Set#7:

VII.1
(a)
A complex r. v. Z=X+jY can be considered as a pair of real random variables X and Y.
Therefore we can treat a complex r.v. as a 2-D random vector with components X and Y.
The PDF of a complex r.v. is defined to be the joint PDF of its real and complex parts.
For instance, if X and Y are jointly Gaussian random variables, then Z is a complex Gaussian r.v.
The PDF of a zero-mean complex Gaussian r.v. Z with i.i.d. real and imaginary parts is given by

1
p( z) =

2 2

x2 + y 2
2 2

1
=

2 2

| z|2
2 2

e
2

For a complex r.v. Z, the mean and variance are defined as E[Z]=E[X]+jE[Y] and VAR[Z]=E[|Z| ]2

|E[Z]| =VAR[X]+VAR[Y].
(b)
A complex random vector is defined as Z=X+jY, where X and Y are real-valued random vectors of size
n.
We define the following real-valued matrices for a complex random vector Z.
t

C =E[(X-E[X])(X-E[X]) ]
X
t

C =E[(Y-E[Y])(Y-E[Y]) ]
Y
t

C =E[(X-E[X])(Y-E[Y]) ]
XY
t

C =E[(Y-E[Y])(X-E[X]) ]
YX

Matrices C and C are the covariance matrices of real random vectors X and Y, respectively and
X

hence they are symmetric and non-negative definite.

Also note that

C YX = C 'XY
The PDF of Z is the joint PDF of its real and imaginary parts.

If we define a 2n-D real vector Z whose PDF will be the same with that of the complex random
vector Z, it is clear that the covariance matrix of this real vector can be expressed as

X
CX
% = ;C
Z
%Z = C
Y
YX

CXY
CY

We can also define the following two complex-valued matrices

H ~
'
C Z = E (Z E[Z ])(Z E[Z ]) ; C Z = E (Z E[Z ])(Z E[Z ])

where

~
C Z and C Z are called the covariance and the pseudocovariance of the complex

random vector Z.
It could be verified that for any Z, the covariance matrix is Hermitian & positive definite
and pseudocovariance is skew-Hermitian.
From these definitions, it can be verified that

= C

+ C

+ j(C

YX

- C

XY

% =C C + j(C
C
Z
X Y
YX + C XY )
1
% )
C X = Re( CZ +C
Z
2
1
% )
CY = Re( CZ C
Z
2
1
% Z)
CYX = Im( CZ +C
2
C

XY

1
%
= 2 Im CZ +C
Z

(c)
Proper and circularly symmetric random vectors

A complex random vector is called proper if its pseudocovariance is zero C Z = 0 which implies
that
C =C ;C =-C
X

XY

YX

For the special case, when n=1, for a single complex r.v. Z=X+jY, the conditions for being proper
become
VAR[X]=VAR[Y];COV[X,Y]=COV[Y,X]
which means that Z is proper if X and Y have equal variances and are uncorrelated.

In this case, VAR[Z]=2VAR[X]

For jointly Gaussian r.v. uncorrelated is equivalent to independent, we can conclude that a
complex Gaussian r.v. Z is proper iff its real and complex parts are independent with equal
variance.
(d)
For circular symmetric complex random vector Z,
j

e Z has the same distribution as Z for any

j

E[Z]=E[e Z]=e E[Z]=0

t

E[ZZ ]=E[e Z([e Z] )]=e

2j

[ZZ ]=0

Since the mean and pseudocovariance matrices are zero, the covariance matrix fully specifies
first- and second-order statistics of a circular symmetric random vector.
So a circular symmetric Gaussian random vector with covariance matrix C is denoted as
Z

CN(0,C ).
Z

For additive noise we shall write CN(0,N ).

0

(f)
A complex Gaussian r.v. Z whose real and imaginary parts are independent and identically distributed
j

(i.i.d.) satisfies a circular symmetry property: e Z has the same distribution as Z for any .
2

We call such a r.v. circular symmetric complex Gaussian, denoted by CN(0, ), where =E[|X| ].

VII.2
Let us consider a MIMO channel with a linear array of NT transmit and NR receive antennas
with respective antenna separation dt and dr as shown in Fig.
We assume that the separation between the transmitter and receiver denoted by R much larger
than dr or dt .We consider a MIMO system with LOS propagation without scattering. The
channel matrix entries denoted by hki are given by





 = 

= , , . 
:  = , , . 

As their amplitudes are normalized and

 is the distance between receive antenna k and
transmit antenna i.
We assume that the receive and transmit antenna correlation coefficient are independent. That is,
we calculate the receive antenna element correlation coefficients, for a fixed transmit antenna
element, for example the first one, i=1. Clearly, this does not limit the generality of the analysis. In
this case, the receive antenna correlation coefficients for the LOS system mode are given by


;  = , , . . 
;  = , , . , 
 = 



The correlation coefficients can be obtained as

 (
 
 )



 =  

For broadside array consider here with angle of orientation /2 and large distance
the correlation coefficient can be approximated as



 and
 ,

  !"#
$
%


= 

 = 

where &'( is the distance between the receive antenna elements m and k, in the plane wave
direction of arrival (DOA) .
The correlation coefficient is dependent on the antenna element separation and will be largest
between adjacent antenna elements with a separation of dr. If the antenna element separation is
small compared to the wavelength , all the correlation coefficients will be same and equal to 1.
All the correlation coefficients will be 1 for a DOA is very small and approximately zero. In
both cases, rank of the MIMO channel matrix is 1. In this extreme case, when the receive antenna
elements are fully correlated, its LOS channel matrix has all entries equal to 1 and rank is 1. For
the other extreme case, when the receive antenna elements are uncorrelated, the LOS channel
matrix is of rank n.

VII.3
We consider a linear array of NR omnidirectional antennas spaced at a distance dr, surrounded by
clutter as shown in Fig. There are NT transmit antenna radiating signals which are reflected by
the scatterers surrounding the receiver. The plane wave DOA of signals coming from the
scatterers towards the receive antennas is . For a linear array with regularly spaced antennas
and the orientation angle of /2, the correlation coefficient of the signals received by the antennas
m and k separated by a distance dmk is obtained as
) (
 )
 )


 =  

 = 

)  !"#


  

/#0

)  !"#


 = +,)#0 


-(#) #  %

where p() is the pdf of the DOA or the angular spectrum and r is the receive angular spread.
For a uniformly distributed angular spectrum between and (p()=1/2), the correlation
coefficient is given by

 = 12 3

 
4, 


where 56 (.) is the zero order Bessel function of first kind.

To achieve a zero correlation coefficient, in this case, the antenna elements should be spaced by
/2 as 56 ()0. BS are typically positioned high above the ground plane and have a narrow
angular spread, which makes the antenna correlation high even for large antenna separations. It
has been observed that the angular spread of BS with cell radii of 1Km is about 20. It has been

experimentally verified that for small angular spread, large antenna separation is required for a
low correlation. Whereas, for large angular spread, for instants 300, low correlation (<0.2) can be
obtained for antenna spacing not more than 2. For a low element separation (</2) the
correlation coefficient is high (>0.5) even for large angular spreads.

VII.4
A Rician channel model is for a MIMO system with LOS propagation and scattering. The pdf of a
Rician random variable x is given by

-(7) = 7( + 9)9( :9)7 ;2 <7=9(9 + )> ; 7 2



where the Rician factor K is the ratio of the LOS (D2) and scatter power coefficients (@
0 ) and K
equal to

9=

A
@0

The powers are normalized as A + @

0 =
The channel matrix for a Rician MIMO channel can be expressed as

B = ABCDE + @0 B
GHI

where HLOS is the channel matrix for the LOS propagation with no scattering and HRayl is the
channel matrix for the scattering case only.

VII.5
Let us consider a 2x2 MIMO system with two transmit and receive uncorrelated antennas
surrounded by clutter as shown in Fig. This MIMO system would under normal propagation
conditions produces a rank 2 channel matrix. However if these two sets of antennas are separated
by a screen with a small hole, we get a propagation situation known as keyhole. The only way for
the transmitted signals to propagate is to pass through the keyhole. If the transmitted signals are
arranged in a vector

7
J = K7 L


where x1 and x2 are the signals transmitted from the first and second antenna, respectively.
The signal incident at the keyhole is given by

7
7 L

y=H1x=

  K

where h1 and h2 are the channel coefficients corresponding to the transmitted signal x1 and x2 .
They can be described by independent complex Gaussian variables. The signal at the other side of
the keyhole is given by

M = NM

where g is the keyhole attenuation.

The signal vector at the receive antennas on the other side of the keyhole is given by

O = P M = NP P J =   

  =  R

Q

Q

R



Q


where H2 is the channel matrix describing the propagation on the right hand side of the keyhole
and h3 and h4 are the channel coefficients corresponding to the first and second receive antenna
respectively.
The equivalent channel matrix can be represented as

P = g

R


Q

R



Q


The rank of this channel matrix is one and hence there is no multiplexing gain.