4.

3 Models for Short-Term Fading 197

4.3.1 Rayleigh Fading

To understand fading, we have to examine the manner in which the signals from
the transmitter reach the receiver. The simplest way to visualize this situation is
through the use of the multipath phenomenon (Jakes 1994; Pahlavan and Levesque
1995; Steele and Hanzó 1999; Shankar 2002a, b; Prabhu and Shankar 2002). A
typical multipath scenario is shown in Fig. 4.1 where the transmitter sends a simple
sinusoidal signal at a carrier frequency of f0. Use of a sinusoidal signal is a
reasonable approach since we are only dealing with a “flat” channel that does not
introduce any frequency dependent changes. The received signal er(t) arising from
the propagation of the signal via multiple paths in the channel can be expressed as

N
X
er ðtÞ ¼ ai cosð2pf0 t þ fi Þ: (4.1)
i¼1

The number of multiple paths is N, which can be treated as equivalent to the

number of scattering/reflecting/diffracting centers or objects in the channel. The ith
multipath signal component has an amplitude ai and a phase fi. Equation (4.1) can
be rewritten in terms of inphase and quadrature notation as

N
X N
X
er ðtÞ ¼ cosð2pf0 tÞ ai cosðfi Þ $ sinð2pf0 tÞ ai sinðfi Þ; (4.2)
i¼1 i¼1

where the first summation (associated with the cosine term) is identified as the
inphase term and the second summation (associated with the sine term) is identified
as the quadrature term. If the locations of the structures are completely random, one
can safely assume that the phase f’s will be uniformly distributed in the range
{0,2p}. The amplitude of the received signal can then be expressed as

er ðtÞ ¼ X cosð2pf0 tÞ $ Y sinð2pf0 tÞ; (4.3)

where

N
X N
X
X¼ ai cosðfi Þ; Y¼ ai sinðfi Þ: (4.4)
i¼1 i¼1

Under conditions of large N, X and Y will be independent identically distributed

(i.i.d) Gaussian random variables of zero mean by virtue of the central limit
theorem (Papoulis and Pillai 2002). This Gaussianity of X and Y also leads to the
envelope of the received signal,
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
A¼ X2 þ Y 2 (4.5)
198 4 Modeling of Fading and Shadowing

to be Rayleigh distributed (Papoulis and Pillai 2002). The probability density

function (pdf) of the received signal envelope, fR(a), will be given by

a2
# $
a
fR ðaÞ ¼ 2 exp $ 2 UðaÞ: (4.6)
s 2s

In (4.6), s2 is the variance of the random variables X (or Y) and U(.) is the Unit
step function. The subscript (R) of the pdf in (4.6) and subscripts in all the other pdfs
later in this chapter merely indicate the nature of the statistics associated with
fading, i.e., in this case, Rayleigh. Note that if the envelope of the signal is Rayleigh
distributed, the power, P ¼ A2, will have an exponential pdf, given by
# $
1 P
fR ðpÞ ¼ exp $ UðpÞ: (4.7)
P0 P0

Once again, the subscript R relates to the nature of the statistics, which in this
case is classified as Rayleigh. In (4.7), 2s2 has been replaced by the average power
P0 of the received signal.
The phase y of the received signal is also random and one can obtain the pdf of
the phase as well. The phase y is given by
# $
Y
Y ¼ tan$1 (4.8)
X

and the pdf of the phase can easily be obtained from the fact that X and Y are zero
mean and i.i.d Gaussian random variables. It can be expressed as

1
fR ðyÞ ¼ ; 0 % y % 2p: (4.9)
2p

In other words, the phase is uniformly distributed in the range {0,2p} and it can
also be seen that the phase and the envelope are independent, i.e.,

fR ða; yÞ ¼ fR ðaÞfR ðyÞ: (4.10)

Among other characteristics pertaining to fluctuations in signal power, the

unique feature of the Rayleigh fading is the independence of the phase and envelope
statistics as expressed in (4.10). The phase becomes much more important when we
examine the fading conditions which depart from Rayleigh, a special case that will
be discussed in Sect. 4.2. Figure 4.4 shows the Rayleigh pdf for several values of the
average power. The corresponding exponential densities are also shown.
A typical faded signal generated through simulation (N ¼ 10) is shown in Fig. 4.5.
The histogram of the envelope and the Rayleigh fit corresponding to the data
used in Fig. 4.5 are shown in Fig. 4.6.
4.3 Models for Short-Term Fading 199

2σ 2 =1
Rayleigh pdf
2σ 2 =3

2σ 2 =5
f(a)

0.5

0
0 1 2 3 4 5 6 7 8 9 10
Envelope a

P0=1
Exponential pdf
P0=3
f(p)

0.5 P0=5

0
0 1 2 3 4 5 6 7 8 9 10
Power p

Fig. 4.4 Rayleigh and exponential densities. Note that the average power has no impact on the
level of fading

10

0
relative power dB

−10

−20

−30

−40

−50
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time ms

Fig. 4.5 The short term fading signal (power) for ten multiple paths. The simulation was
undertaken for a carrier frequency of 900 MHz
200 4 Modeling of Fading and Shadowing

Multipath fading....N=10
1
histogram
0.9 Rayleigh pdf

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
envelope

Fig. 4.6 The histogram of the envelope and the Rayleigh fit are shown for the data used in Fig. 4.5
for the short Rayleigh fading

Rayleigh density function is not the only pdf that can be used to model the
statistics of short-term fading. It has limited application in a broader context
because of its inability to model fading conditions that result in significant degra-
dation in performance of wireless systems. It also cannot model fading conditions
where the level of fading is not as severe as it is in a Rayleigh channel (Nakagami
1960; Coulson et al. 1998b). From (4.7) it is seen that the pdf of the power is a
single parameter distribution and that the parameter is the average power, limiting
the flexibility of the model. In other words, the Rayleigh model does not allow
modeling of channels having the same average power but, exhibits different fading
characteristics which can lead to variation in error rates and outage rates (the
received power falling below a fixed threshold power, etc.). To understand these
issues, it is necessary to quantify the level of fading. The parameter used to measure
levels of fading is the amount of fading (AF) defined as (Nakagami 1960; Simon
and Alouini 2005)

hP2 i $ hPi2
AF ¼ : (4.11)
hPi2

Note that in (4.11), h.i represents the statistical average. Making use of the kth
moment of the exponential pdf in (4.7), given by

Gðk þ 1Þ
hPk iR ¼ Pm
0 ; (4.12)
GðkÞ
4.3 Models for Short-Term Fading 201

where G(.) is the gamma function, (4.11) becomes

AFR ¼ 1: (4.13)

Thus, the amount of fading in a channel that has Rayleigh pdf for the envelope is
equal to unity. If the amount of fading is larger than unity we have severe fading
conditions. We will classify that channel as a pre-Rayleigh, and if the fading
conditions are better than Rayleigh, AF will be less than one, and we identify
such a channel as post-Rayleigh. Thus, it is obvious that Rayleigh pdf is inadequate
to model all fading conditions that exist in wireless channels, and other models need
to be explored. One such model is based on the Nakagami-m pdf, but before we look
at the Nakagami-m pdf, let us go back to the multipath model described earlier and
make minor modifications to it by considering a direct path or a line-of-sight (LOS)
between the transmitter and receiver. Such a multipath scenario results in the Rician
fading channel as described below (Nakagami 1960; Jakes 1994).

4.3.2 Rician Fading

By including a direct path between the transmitter and receiver as shown in Fig. 4.1,
represented by a0 cos(2pf0t), where a0 is a constant, (4.3) becomes

eRice ðtÞ ¼ X cosð2pf0 tÞ $ Y sinð2pf0 tÞ þ a0 cosð2pf0 tÞ

(4.14)
¼ ðX þ a0 Þ cosð2pf0 tÞ $ Y sinð2pf0 tÞ:

The received power will now be given by

P ¼ ðX þ a0 Þ2 þ Y 2 ¼ X02 þ Y 2 ; (4.15)

where X’ is a Gaussian random variable with a nonzero mean equal to a0. The pdf of
the power will be given by

p þ a20
# $ %
1 a0 pffiffiffi&
fRi ðpÞ ¼ 2
exp $ 2
I0 p UðpÞ; (4.16)
2s 2s 2s2

where I0(.) is the modified Bessel function of the first kind (Abramowitz and Segun
1972; Gradshteyn and Ryzhik 2007). The corresponding density function for the
envelope was given in Chap. 2. Equation (4.16) is the pdf of the received signal
power in a Rician fading channel, which differs from the Rayleigh channel because
of the existence of an LOS path in addition to multiple indirect paths. In light of the
presence of this direct path, the amount of fading will be less than what is observed
in Rayleigh fading as will be indicated later.
202 4 Modeling of Fading and Shadowing

The mean and the second moment associated with the pdf in (4.16) is

hPi ¼ 2s20 þ a20 ;

(4.17)
hP2 i ¼ 8s40 þ a40 þ 8a20 s20 :

The Rician factor K0 is defined as

a20
K0 ¼ : (4.18)
2s2

The quantity K0 is a measure of the strength of the LOS component, and when
K0 ! 0, we have Rayleigh fading. As K0 increases, the fading in the channel
declines (Simon and Alouini 2005). If the average received power is PRi, it can
be expressed as

PRi ¼ hPiRi ¼ 2s2 þ a20 : (4.19)

We now have,

1
2s2 ¼ PRi (4.20)
K0 þ 1

and

K0
a20 ¼ PRi : (4.21)
K0 þ 1

Using (4.19)–(4.21), the pdf of the received power in Rician fading becomes

' ( sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi!
K0 þ 1 p K0 ðK0 þ 1Þ
fRi ðpÞ ¼ exp $K0 $ ðK0 þ 1Þ I0 2 p UðpÞ: (4.22)
PRi PRi PRi

The density function of the amplitude or envelope is

sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi!
a2
# $ ' (
K0 þ 1 K0 ðK0 þ 1Þ
fRi ðaÞ ¼ 2a exp $K0 $ ðK0 þ 1Þ I0 2a UðaÞ:
PRi PRi PRi
(4.23)

The mean and the second moments of a Rician envelope are

pffiffiffiffiffiffiffiffiffiffi ' # $ # $ # $( # $
pPRi K0 K0 K0 1
hAi ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffi K0 I0 þ I0 þ K0 I1 exp $ K0 : (4.24)
2 K0 þ 1 2 2 2 2
4.3 Models for Short-Term Fading 203

hA2 i ¼ PRi (4.25)

Note that when K0 ¼ 0, (4.22) becomes (4.7) and (4.23) becomes the Rayleigh
pdf in (4.6), the CDF associated with the Rician distributed envelope can be
expressed as

ða sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi!
x2
# $ ' (
K0 þ 1 K0 ðK0 þ 1Þ
FRi ðaÞ ¼ 2x exp $K0 $ ðK0 þ 1Þ I0 2x dx:
PRi PRi PRi
0
(4.26)

Simplifying, we have

ð pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
2ððK0 þ1Þ=PRi Þa
x2 % pffiffiffiffiffiffiffiffi&
' (
FRi ðaÞ ¼ x exp $K0 $ I0 x 2K0 dx: (4.27)
0 2

Equation (4.27) can be simplified using the Marcum Q function Q(a,b)

ð1 # 2
x þ a2
$
Qða; bÞ ¼ x exp $ I0 ðaxÞ dx: (4.28)
b 2

And the CDF in (4.27) becomes

" sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
# $ #
pffiffiffiffiffiffiffiffi K0 þ 1
FRi ðaÞ ¼ 1 $ Q 2K0 ; 2 a : (4.29)
PRi

It can be easily seen that as K0 increases, the amount of fading decreases and, as
K0 ! 1, the amount of fading becomes zero. In other words, the existence of the
direct path can reduce the levels of fading in wireless channels. When K0 becomes
zero, (4.30) becomes unity, the amount of fading in a Rayleigh channel. The Rician
pdf in (4.22) is plotted in Fig. 4.7 for several values of K0.
The amount of fading in a Rician channel can be obtained from the moments of
the pdf in (4.22) and can be expressed as

1 þ 2K0
AFRi ¼ : (4.30)
ð1 þ K0 Þ2

The amount of fading in a Rician channel is plotted in Fig. 4.8, clearly

demonstrating the reduction in the level of fading as the Rician factor increases,
thus justifying its classification as an example of a post-Rayleigh channel.
Another aspect of the Rician pdf is that as the value of K0 increases, the density
function becomes more symmetric. Indeed, it can be shown that the Rician pdf for