Chapter 4: Non-Linear receivers

David Ramrez
Signal Processing Group
Department of Signal Theory and Communications
University Carlos III of Madrid

Signal Processing for Communications

Winter semester 2015/16

Motivation

Motivation
Consider the estimation of x from the received signal
y = Hx + n
I

In digital communications, x is drawn from a constellation X .

Linear receivers use only the mean and covariance matrix of x

Non-linear receivers exploit information about the constellation to improve

the performance

Outline

1. Decision feedback (DF) estimation

2. Maximum likelihood (ML) estimation
3. Maximum a posteriori (MAP) estimation

DF Estimation

for channels
Multipath Channels
LMMSE DFEDFE
for ISI

A DFE scheme for single-antenna ISI channels: a feedforward filter (FFF) + a

filter
(FBF) + a decision device
DFE forfeedback
Multipath
Channels
{yn }
DFE for Multipath Channels
Multipath Channels
{wk }

DFE for Multipath Channels

{y }
n

+
-

{bk }

{yn }

{yn }
{wk }
{
xm }
{wk }
{wk }
{bk }
{d
m}
{yn }
{bk }
{bk }
{
xm }windowed DFE scheme for single-antenna multipath
Consider a sliding
{wk }
{
xm }
{
xm }
{dminclude
}
channels, which
The DFE consists of{dthe} following three components: a
{b
}
m
{d
}
k
m
Consider a sliding windowed
DFE
scheme
for
single-antenna
multipath
26
Channel
equalization
for dispersive
channels
feedforward
filter (FFF),
a feedback
filter
(FBF), and a decision device.
Consider
aofsliding
windowed
DFE
scheme fora single-antenna multipath
a sliding
windowed
for
single-antenna
multipath
channels,
whichDFE
include
The
DFE
consists
the
following
three
components:
{
x
}
m
Estimate
of xscheme
with
DFE:
mD
, which
include
The
DFE
consists
of dispersive
the
following
three components:
26
Channel
equalization
for
channels
channels,
which
include
The aDFE
consists of the following three component
feedforward
filter
(FFF),
a feedback
filter
(FBF),
and
a decision
device.
{dma}feedback
equalization
for dispersive
channels
dl filter
Channel
equalization
for dispersive
channels
ard Channel
filter (FFF),
a feedback
filter
(FBF),
andK26
a 1
decision
feedforward
filterdevice.
(FFF),
(FBF), and a decision device.
Kb 1
f
X
bl m
yl DFE scheme
FFF X
decision
Consider a sliding windowed
for single-antenna
multipath

d
device
{gm }
x

w
y
bk dmDk1
mD ,
mk
k
d
b
y whichFFF
decisionconsists
channels,
include The DFE
of the
following
three components: a
dl
device
{g }decision k=0 b
y
FFF
k=0
bl m
yl filter
FFF
decision device.
Channel
equalization
for dispersive
channels
device
{g } 26
feedforward
filter (FFF),
a feedback
(FBF),
and FBF
a decision
device
{gm }
{fm }
Design {wk } and {bk } FBF
to minimizeFBF
!
{f }
FBF
{f Figure
}
2.7. Structure
of the DFE.
dl !

{fm }
!
2
Figure 2.7. Structure of the DFE.
E |xmD x
mD
|
bl m
ylMSE = FFF
decision
!
Figure 2.7. Structure of the DFE.

l m

l m

there are frequency

as shown in Eq. (2.14), the corresponding frequency responses of
{g
m } nulls,
Figure
2.7. Structure of the DFE. device
there are frequency nulls, as shown inthe
(2.14), the
frequency
responses
of since there is no useful signal. Generally,
MMSE
LEcorresponding
become zero
to
suppress
the noise
Let
n the
be
theEq.current
time,
Duseful
the
decision
delay, Kf and Kb be the lengths
there are frequency nulls, as shown in Eq.
(2.14),
corresponding
frequency
responses
of
thecurrent
MMSE LEtime,
become zero
to
suppress
the noise
since
there
isfnoand
signal.
Generally,
Let
n
be
the
D
the
decision
delay,
K
K
be
the inlengths
ofthe corresponding
if
there
are
more
frequency
nulls,
corresponding
frequency
responses of
the MMSE
bmore
MMSE LEI
become zero
to suppress
the noisedelay,
since there
isfnoand
usefulK
signal.
Generally,
are
frequency
nulls,
as shown
Eq. (2.14),
frequency
of
thethecurrent
time,
decision
Kand
be
the
lengths
bthere
if D
therethe
are more
frequency
nulls, more
corresponding
frequency
responses
ofofthe
MMSE
feedforward
feedback
filters,
respectively.
Let
{wmA,}asand
{b
be the
m }responses
FBF
LE become
zero
and
this
results
in
a
worse
performance
of Channel
shown
insignal.
Fig.
2.6.
if feedforward
there are more frequency
more corresponding
responses
of
the
MMSE
andnulls,
feedback
filters,frequency
respectively.
Let
{w
}
and
{b
}
be
m become zero m
the MMSE LE
to suppressthe
the noise
since there
is no
useful
Generally,

D is the decision delay

of

becomerespectively.
zero and this resultsLet
in
a worse
performance
of m
Channel
as shown
2.6.
Let
nm
be
the
current
Din Fig.
the
delay,
Kf and Kb be the lengths
ard LE
and
feedback LE
filters,
{w
}asand
{b
}2.6.
beA,time,
the
{fdecision
m}
become zero and this results in a worse
performance of Channel
A,feedback
shown
in Fig.
feedforward
and
coecients.
The
is frequency
if there
are
more
frequency
nulls,
moreMSE
corresponding
responses of the MMSE
I Kand
feedforward
feedback
coecients.
The
isfeedback
K
are
the
of
FFF
and
FBF
filters,
respectively
f and
b The
!{wm } and
ard and
feedback
coecients.
MSE
islengths
feedforward
and
filters,
respectively.
Let
{bFig.
} be the
MSE
and this
m

LE
become
zero
results
in
a
worse
performance
of
Channel
A, as shown in
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2.7.
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feedforward
and
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Depending on
the
performance
ofshown
the
LEin
varies.
In
particular,
if there
Eq.

the channel

therespectrum,
are frequency
nulls,
(2.14),
theperformance
corresponding
frequency
responses
of if there
Depending
channel
spectrum,
the
of the
LE varies.
In particular,
asthe

LMMSE DFE for ISI channels (II)

Defining
w = [w0 , w1 , . . . , wKf 1 ]T
b = [b0 , b1 , . . . , bKb 1 ]T
ym = [ym , ym1 , . . . , ymKf +1 ]T
dm = [dmD1 , dmD2 , . . . , dmDKb ]T
the MSE becomes
"

 H  2 #


2 
w
ym 



H
H
MSE = E xmD w ym b dm  = E xmD

dm 
b

From the LMMSE principle, the optimal filters are
1 

  
H
w
E[ym ym
] E[ym dH
E[ym xmD ]
m]
=
H
b
E[dm xmD ]
E[dm ym
] E[dm dH
m]

The difficulty lies in the complicated behavior of dm . We will assume error-free

decisions: dm = xm , m, to simplify problem

LMMSE DFE for ISI channels (III)

For DFE, the MSE is affected by decision errors
I

With error-free decisions



MSE = E |xmD |2

H 
H
E[ym xmD ]
E[ym ym
]

H
E[dm xmD ]
E[dm ym
]

E[ym dH
m]
E[dm dH
m]

1 

E[ym xmD ]
E[dm xmD ]

where dm = [xmD1 , xmD2 , , xmDKb ]T

Propagation of the decision
errors degrades the MSE
performance

2
4
6
8

MSE(dB)

10
12
14
16
18
20
22
0

Error free bound for DFE

DFE (simulation)
LE (simulation)
5

10

SNR(dB)

15

20

LMMSE DFE for ISI channels (IV)

Example
Consider a real-valued system. The channel tap gains are h0 = 1 and h1 = 1/2.
The noise is AWGN with variance n2 = 1/2. Let Kf = 2, Kb = 3 and
{xm } {+1, 1} are i.i.d. with zero mean. Find the LMMSE DFE for D = 0.
Solution: The channel model is
ym = xm +

1
xm1 + nm
2

Assuming error-free decisions



H
E[ym ym
]
H
E[dm ym
]

7
4
1
12

1
2
7
4

1
2


1 12
E[ym dH
m]
1
1
0
=
E[dm dH
m]
0 1 0 1
2
0 0 0 0


E[ym xm ]
= [1, 0, 0, 0, 0]T

E[dm xm ]

0
0

0
1

the optimal filters are w = [2/3, 0]T and b = [1/3, 0, 0]T , with MSE = 1/3

LMMSE DFE for MIMO systems

MIMO system model
y = Hx + n,
where n and x are independent, have zero-mean and identity covariance
matrices

Successive interference cancellation (SIC)

H
x
M = wM
y
H
x
M 1 = wM
1 (y hM dM )

..
.

x
1 = w1H (y

M
X

hm dm )

m=2

or in matrix form (assuming error-free decisions)

= WH y Bx = (WH H B)x + WH n,
x

LMMSE DFE for MIMO systems (II)

+ _
+ _
+
_

+ _

This technique also suffers from error-propagation

LMMSE DFE for MIMO systems (III)

Assuming detection in a decreasing order and error-free decisions, the estimate
of the i symbol is
x
i = wiH y

M
X

bi,j xj ,

j=i+1

i = M, M 1, . . . , 1

and the corresponding MSE becomes

MSEi = E[|
xi xi |2 ] = |wiH hi 1|2 +

M
X

j=i+1

i1
X
|wiH hj bi,j |2 +
|wiH hj |2 +n2 ||wi ||2
j=1

Minimizing the MSE with respect to bi,j , we find that

bi,j = wiH hj ,

B = U(WH H)

1i<j<M

where U() extracts the strictly upper triangular entries of a matrix, and the
MSE becomes
MSEi = E[|
xi xi |2 ] = |wiH hi 1|2 +

i1
X
j=1

|wiH hj |2 + n2 ||wi ||2

Let Hi = [h1 , h2 , , hi ], MSEi is minimized by

2 1
wi = (Hi HH
hi ,
i + n I)

1iM

LMMSE DFE for MIMO systems (IV)

Fast computations using QR factorization
Lemma: Let the economy-size QR factorization of the augmented matrix be


 
H
Q1
Hn2 = 2 = QR =
R
Q2
n I
where Q is unitary and R is upper triangular. The MMSE FFF and FBF
matrices are
W = Q1 D1
R

B = D1
R RI

where DR = diag(R). The resulting MSE matrix is diagonal

E = E[(
x x)(
x x)H ] = D2
R

SIC with optimal ordering

Instead of starting with the M th symbol, we could start with the symbol with
smallest MSE to minimize the error-propagation effect.

LMMSE DFE for MIMO systems (V)

4
6
8

MSE(dB)

10
12
14
16
18
20
22
0

Error free bound for DFE

DFE (simulation)
LE (simulation)
5

10
SNR(dB)

15

20

A nT = 2, nR = 4 MIMO system over flat-fading channels with different

equalization schemes.

ML Estimation

Principles of ML estimation
Motivation
I

LE or DFE separate the interference cancellation (estimation step) from

symbol detection

MLE detects symbol sequence directly

ML principle
System model
y = Hx + n
Given y the ML estimate maximizes the likelihood
= arg max p(y; x)
x
xX M

We treat x as an unknown deterministic variable

Since each entry of x belongs to a K-dimensional constellation, the

cardinality of X M is |X M | = K M , and the complexity of ML detection
becomes O(K M )

Thus, one main problem is complexity reduction

ML estimation: An example
Consider a memoryless flat-fading channel with xm {+1, 1} and
ym = hxm + nm
where nm N (0, n2 ). Then, given xm , ym is a conditional Gaussian random
variable with
Var[ym |xm ] = n2

E[ym |xm ] = hxm

Likelihood function



1
1
2
p(ym ; xm ) =
exp 2 (ym hxm )
2n
2n2

ML detector
(
+1,
x
n =
1,
or, equivalently
x
n =

if p(ym ; +1) p(ym ; 1)

if p(ym ; +1) < p(ym ; 1)
(
+1,
1,

if hym 0
if hym < 0

The ML estimator exploits the finite constellation of xm

MLE in channels with ISI

A SISO channel with ISI
ym =

L1
X

hl xml + nm ,

m = 0, 1, . . .

l=0

If the number of symbols is M , the aforementioned channel may be

alternatively represented by y = Hx + n, where x CM . The complexity
O(|X |M ) can be prohibitively high

Likelihood
For Gaussian noise, the likelihood becomes


2
M 1 
L1


X
1 X

p(y; x) exp 2
hl xml 
ym
n


m=0

l=0

ML estimator


2
L1

X


= arg max p(y; x) = arg
x
min
hl xml 
ym
M


{xm },xm X
xX
m=0
l=0
|
{z
}
M
1 
X

V ({xm })

MLE in channels with ISI (II)

Example
L = 2, x0 = 0, and {y1 , y2 , y3 , y4 } = {2, 1, 4, 1},
{h0 , h1 } = {1, 0.5}, xm {+1, 1}
Solution: By exhaustive search, the ML estimate is
+1, 1, +1, +1

Symbol sequences
{+1, +1, +1, +1}
{1, +1, +1, +1}
{+1, 1, +1, +1}
{1, 1, +1, +1}
{+1, +1, 1, +1}
{1, +1, 1, +1}
{+1, 1, 1, +1}
{1, 1, 1, +1}
{+1, +1, +1, 1}
{1, +1, +1, 1}
{+1, 1, +1, 1}
{1, 1, +1, 1}
{+1, +1, 1, 1}
{1, +1, 1, 1}
{+1, 1, 1, 1}
{1, 1, 1, 1}

Costs
15.75
27.75
7.75
15.75
33.75
45.75
21.75
29.75
21.75
33.75
13.75
21.75
35.75
47.75
23.75
31.75

MLE in channels with ISI (III)

Viterbi algorithm
I

Efficient implementation of MLE

Some definitions
ym = h0 xm +

L1
X

hl xml

l=1

de secuencias ML usando la rejilla

Deteccion
I

I
I

2
xm is the input and
{Smm
}as
(xm1
=veros
Secuencia
mil , . . . , xmL+1 ) is the channel state (or
N+L
N
memory)
X1
X
= arg mn
A
q[n]
p[k]ai [n k]
a
n=0
k=0
|X |L1 possible states {Sk }
|
{z
}
State transition occurs
for each new input, formingo [n]a trellis diagram
2
I
i

Nuevas etiquetas en la rejilla - metrica

de rama |q[n] oi [n]|

Verosimilitud
para una
secuencia:
de rama
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and entering
each
state suma de las metricas

I Any data sequence

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a
trav
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q[0] = +0,5 q[1] = 0,4 q[2] = +0,1 q[3] = 1,7 q[4] = +0,3

c Marcelino
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Comunicaciones Digitales
VA finds the ML sequence on
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bajo ISI 36 / 141

Deteccion

MLE in channels with ISI (IV)

Viterbi algorithm (contd)
I

Accumulated cost up to time m


2
L1
m 

X
X


hl xkl  = Vm1 + Mm
Vn =
yk


k=0

l=0

where the branch metric is


2
L1


X


de secuencias ML usando la rejilla
Detecci
on
M
hl xnl 
m = M(xm , Sm ; ym ) = ym



Secuencia mas verosmil

2

= arg mn
A
ai

N+L
X1

q[n]

N
X

l=0

p[k]ai [n

{z and
}
which depends on the state Sm , the input| xm
the output ym
n=0

k=0

oi [n]

k]

Nuevas etiquetas en la rejilla - metrica

de rama |q[n] oi [n]|

Verosimilitud para una secuencia: suma de las metricas

de rama
de la rejilla
de su camino a traves

VA determines the survival and competing paths for each state at each
time
I

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2,56
0,04
q[0] = +0,5 q[1] = 0,4 q[2] = +0,1 q[3] = 1,7 q[4] = +0,3

The initial and ending states are determined by the transmission scheme
c Marcelino Lazaro, 2015

Comunicaciones Digitales

bajo ISI 37 / 141

Deteccion

MAP Estimation

Principles of MAP estimation

Motivation
I

LMMSE-LE and LMMSE-DFE utilize only second-order statistics and the

constellation

ML estimation utilizes only likelihood function

MAP estimation uses a priori information to further improve performance,

and hence minimizes symbol error rate

MAP principle
System model
y = Hx + n
MAP estimator maximizes the a posteriori probability (APP)
x
MAP
= arg max Pr(xm |y),
m
xm

m = 0, 1, . . . , M 1

or, equivalently, (via Bayes rule)

x
MAP
= arg max p(y|xm )p(xm )
m
xm

MAP in channels with ISI

Considering a BPSK transmission and a frequency selective SISO channel
ym =

L1
X

hl xml + nm

l=0

the MAP estimate for xm is

x
m = arg

max

xm {+1,1}

Pr(xm |y) =

+1,
1,

if Pr(xm = +1|y) Pr(xm = 1|y)

if Pr(xm = +1|y) < Pr(xm = 1|y)

The estimate is alternatively determined by the sign of the log-ratio of APP



Pr(xm = +1|y)
x
m = sign log
Pr(xm = 1|y)
Implementation based on exhaustive search has exponential complexity since
X
Pr(xm = +1|y) = C
p(y|x) Pr(x)
{x:xm =+1}

requires the computation of 2M 1 terms. BCJR algorithm (due to Bahl,

Cocke, Jelinek and Raviv) is a computationally efficient MAP algorithm for
models with trellis structure