# Geometric Representation of M-ary Signals

(Orthogonal, Bi-orthogonal, Simplex)
송홍엽
Coding and Crypto Lab.
Dept. Electrical and Electronics Engineering
Yonsei university
Coding and Crypto Lab 2/16
Content
 Introduction
 4-ary Signals
 4-ary Baseband Signals and Waveforms
 M-ary Orthogonal Signals
 M-ary Bi-orthogonal Signals
 Simplex Bound
 Simplex Bound – detailed proof
 M-ary Simplex Signals
Coding and Crypto Lab 3/16
Introduction
 Consider only those signal sets with constant energy:
 Mainly consider the case where
 SER Performance is critically dependent on their covariance
matrix whose (i,j)-component is given by
 Some already discussed examples are:
Binary Antipodal and Binary Orthogonal
etc. 32, 16, 8, 4, 2, 2 = =
m
M
. , , 2 , 1 , ) (
0
2
M i dt t s E
s
T
i s
 = =
í
. , , 2 , 1 , , ) ( ) (
1
0
M j i dt t s t s
E
s
T
j i
s
ij
 = =
í
ì
( )
ij
ì = A
|
|
.
|

\
|
÷
÷
= A
1 1
1 1
|
|
.
|

\
|
= A
1 0
0 1
Coding and Crypto Lab 4/16
4-ary signal sets
 Typical covariance matrix
of a 4-ary signal set looks like:
 Best Choice:
 all off-diagonal terms are –1 (pair-wise antipodal), but
 this is impossible to achieve, except for the binary case.
 can you prove this ?
 Several good choices are:
simplex bi-orthogonal orthogonal
(or, trans-orthogonal)
|
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.
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\
|
= A
1
1
1
1
f e c
f d b
e d a
c b a
|
|
|
|
|
.
|

\
|
= A
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
3
|
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|
.
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\
|
÷ ÷ ÷
÷ ÷ ÷
÷ ÷ ÷
÷ ÷ ÷
= A
1 3 / 1 3 / 1 3 / 1
3 / 1 1 3 / 1 3 / 1
3 / 1 3 / 1 1 3 / 1
3 / 1 3 / 1 3 / 1 1
1
|
|
|
|
|
.
|

\
|
÷
÷
÷
÷
= A
1 0 1 0
0 1 0 1
1 0 1 0
0 1 0 1
2
Coding and Crypto Lab 5/16
bi-orthogonal
(trans-orthogonal)
4-ary Baseband Signals and Waveforms
|
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.
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\
|
÷
÷
÷
÷
= A
1 0 1 0
0 1 0 1
1 0 1 0
0 1 0 1
2
|
|
|
|
|
.
|

\
|
÷ ÷ ÷
÷ ÷ ÷
÷ ÷ ÷
÷ ÷ ÷
= A
1 3 / 1 3 / 1 3 / 1
3 / 1 1 3 / 1 3 / 1
3 / 1 3 / 1 1 3 / 1
3 / 1 3 / 1 3 / 1 1
1
simplex
|
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|
|
|
.
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\
|
= A
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
3
orthogonal
Coding and Crypto Lab 6/16
M-ary Orthogonal Signals
 Dimension of signal space is M.
M-ary orthognal signals correspond to M unit vectors on orthognal M-
dimensional signal space.
 Covariance matrix consists of all 1’s on the main diagonal and
all 0’s on the off-diagonal.
 Most useful construction comes from a Hadamard matrix of
size M by M.
 A Hadamard matrix of size M by M exists, then M must be
1, 2, or a multiple of 4.
 It is not known yet whether there is a Hadamard matrix of size
M by M for all the multiples of 4.
The smallest unknown case is 428. (conjectured to be true…i.e. it exists
but not yet unknown to us..)
Coding and Crypto Lab 7/16
M-ary Bi-orthogonal Signals
 Sometimes, it is called “trans-orthogonal” signals.
 M must be even.
M-ary bi-orthognal signals correspond to M unit vectors on orthognal
M/2-dimensional signal space, where we select two antipodal vectors of
unit length on each axis.
Therefore, any pair not on the same axis are orthogonal, but the pair on
the same axis are antipodal.
 Covariance matrix consists of all 1’s on the main diagonal and
off-diagonal terms are either 0 or –1.
Number of –1’s is exactly M/2, and the rest are all 0’s.
 Most useful construction comes from a Hadamard matrix of
size M/2 by M/2, by taking it’s row vectors and all of their
complements.
Coding and Crypto Lab 8/16
 We will discuss sometime later on Hadamard
matrices in terms of
Definition
Famous Construction
Existence Problem
etc
Coding and Crypto Lab 9/16
Simplex Bound
 Is there any fundamental limit on these off-diagonal terms ?
 Yes, there is. It is called “Simplex Bound,” which gives a lower bound
(over all possible signal sets) on the maximum of all off-diagonal terms.
 For any constant energy M-ary signal set S, we have
 For any constant energy M-ary signal set S,
{ } .
1
1
max min

possible
all over
÷
÷
=
=
M
ij
j i
S
ì
M
j i all
ij
÷ >
¯
=

ì
Equality == Optimum in the sense of average correlation
Coding and Crypto Lab 10/16
Simplex Bound – detail (1)
 We will consider a set S of M (constant energy) vectors of
length M.
 Can you find the set S so that its max is smaller than or
equal to max of all other set S’ ?
 We say that such a signal set attains the minimum of max
over all S.
 Can we determine such a minimum beforehand ?
 Yes, we can, by the following:
ij
ì
'
ij
ì
ij
ì
Coding and Crypto Lab 11/16
Simplex Bound – detail (2)
} , ... , , {
2 1 M
S o o o =
Let S be a given signal set containing
Mcomplex vectors of unit energy.
That is, we assume that
where
M i a a a a
iM i i i i
,..., 2 , 1 ), , ... , , , (
3 2 1
= = o
M i a a a a
iM i i i i
,..., 2 , 1 all for , 1 ... || ||
2 2
3
2
2
2
1
2
= = + + + + = o
j i a a a a a a
M
k
j i jk ik jM iM j i ij
= - = = + + =
¯
=
, ...
1
1 1
o o ì
1
1
2
= - = =
¯
=
i i
M
k
ik ii
a o o ì
¦
¹
¦
´
¦
Coding and Crypto Lab 12/16
Simplex Bound – detail (3)
( )
1
1
0
) 1 (
1

) 1 (
1

) 1 (
1

) (
) 1 (
1

) 1 (
1
max
2
1
1
1 1
1 1 1
÷
÷ = ÷
÷
>
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.
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\
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÷
÷
=
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.
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\
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÷
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.
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\
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- |
.
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\
|
÷
=
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\
|
÷ -
÷
=
|
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.
|

\
|
÷
÷
= >
¯
¯ ¯
¯¯
¯¯ ¯
=
=
= =
= = =
= =
M
M
M M
M
M M
M
M M
M
M M
M M
ave
M
i
i
M
j
j
M
i
i
M
i
M
j
j i
M
i
M
j
M
i
ii ij ij
j i
ij
j i
o
o o
o o
ì ì ì ì
Coding and Crypto Lab 13/16
Simplex Bound – detail (4)
 Note that the equality holds if and only if
ij
j i
ij
j i
ave ì ì max
= =
=
0
2
1
=
¯
=
M
i
i
o and
 Note that
M
M
M M ave
j i all
ij
j i
j i all
ij
÷ =
÷
÷
÷ >
|
.
|

\
|
=
¯ ¯
=
=
=

1
1
) 1 (

ì ì
This implies that
j i
M
ave
ij ij
j i
ij
j i
=
÷
÷
=
= =
= =
all for
1
1
max ì ì ì
This implies that
the component-wise sum of
all the vectors in S must be 0.
Coding and Crypto Lab 14/16
M-ary Simplex Signals
 Dimension of signal space is M-1.
M-ary simplex signals can be constructed from an M-ary orthogonal signals.
(next pages)
Or, they can easily be constructed from a Hadamard matrix of size M by M
by removing a column consisting of all 1’s and re-scaling the energy of
each signal.
 Covariance matrix consists of all 1’s on the main diagonal and all
–1/(M-1)’s on the off-diagonal.
 It is proved that M-ary simplex gives the best SER performance
over all M-ary signals. It shows only a local optimum property
near very low and also very high SNR ranges.
There is a famous story of false proof that it is globally optimum in the
sense that it gives the best over all SNR range.
Coding and Crypto Lab 15/16
M-ary Simplex Signals
 Let be a set of M orthogonal signals,
i.e.,
 Define: for each m.
Energy :
, , , 2 , 1 ), ( M m t s
m
 =
n m dt t s t s
T
n m
= =
í
, 0 ) ( ) (
0
m all for constant ) ( &
T
0
2 2
= = =
í
dt t s T A E
m m
( )
'
2
0
,
2
2
0
2
0
2
'
1
1
1 2

) ( ) (
1
) ( ) (
2
) (
) (
1
) ( ) (
m m
m m m
T
l k
l k
k
k m m
T
k
k m
T
m
E E
M
ME
M
E
M
E
dt t s t s
M
t s t s
M
t s
dt t s
M
t s dt t s
A
=
|
.
|

\
|
÷ =
+ ÷ =
|
|
.
|

\
|
+ ÷ =
|
.
|

\
|
÷ =
í
¯ ¯
í
¯
í
¯
÷ =
k
k m m
t s
M
t s t s ) (
1
) ( ) (
'
Coding and Crypto Lab 16/16
M-ary Simplex Signals
Correlation coefficeint for different n,m :
*
' '
0 0
0
0
' '
1
1
1
1
1 1 1
) ( ) (
1
) ( ) (
1
0
) (
1
) ( ) (
1
) (
) ( ) (
m m
m
m
m m
m
T
l
l m
T
k
k n
T
l
l n
k
k m
T
n m
E
M
E
M
M
M
E
M M
E
E
M
E
M
M
E
dt t s t s
M
dt t s t s
M
dt t s
M
t s t s
M
t s
dt t s t s
÷
÷ =
÷
· ÷ =
÷ = + ÷ ÷ =
+
|
|
.
|

\
|
· ÷
|
|
.
|

\
|
· ÷ =
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|

\
|
÷
|
|
.
|

\
|
÷ =
í
¯
í
¯
í
¯ ¯
í
0
1
1
0
'
M
1 - M
Simplex Orthoganal
'
, ,
<
÷
÷ = ¬ =
= ¬
¬
A
M
x x
E E E
j i j i
Constant Envelope M-ary Signaling
송홍엽
Coding and Crypto Lab.
Dept. Electrical and Electronics Engineering
Yonsei university
Copyright @ Hong-Yeop Song, Coding and Crypto Lab, Yonsei University 2/41
Contents
 Coherent MPSK signal
 Performance of MPSK (coherent)
 ML detector
 SER (Symbol Error Rate)
 Bit Error Prob. vs. Symbol Error Prob.
 BER of MPSK with Gray Coding
 BPSK & QPSK have the same BER.
 MFSK (orthogonal)
 Vectorial View of MPSK & MFSK
 SER vs BER of ortho. MFSK
 Coherent detection of ortho. MFSK
 Non-coherent detection of ortho. MFSK
Copyright @ Hong-Yeop Song, Coding and Crypto Lab, Yonsei University 3/41
Coherent MPSK
 Coherent MPSK signal : 2- dimensional
Let
Use these as basis functions of the 2-dimensional signal space.
|
.
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\
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· + · =
= s s
|
.
|

\
|
÷ =
t
M
i
t
M
i
T
E
M i T t i
M
t
T
E
t s
o o
o i
e
t
e
t
t
e
sin
2
sin cos
2
cos
2

, , 2 , 1 0 ,
2
cos
2
) ( 
T t t
T
t
t
T
t
o
o
s s =
=
0 for sin
2
) (
and cos
2
) (
1
1
e o
e o

\
|
=
=
±
= ÷
í
í í
0 ) ( ) ( &
1
2
2 cos 1 2
) (
0
2 1
0 0
2
T
T
o
T
i
dt t t
dt
t
T
dt t
o o
e
o
Copyright @ Hong-Yeop Song, Coding and Crypto Lab, Yonsei University 4/41
Coherent MPSK
) (
2
sin ) (
2
cos ) (
2 1
t
M
i
E t
M
i
E t s
i
o
t
o
t
· + · =
1 i
a
2 i
a
( ) M i a a s
i i i
, , 2 , 1 , ,
2 1
 = =

PSK 16 : 2 16
PSK 8 : 2 8
QPSK or PSK 4 : 2 4
4
3
2
= =
= =
= =
M
M
M
Copyright @ Hong-Yeop Song, Coding and Crypto Lab, Yonsei University 5/41
Coherent MPSK
 binary equally-likely => M=2
m
ary equally-likely
 “m-bit” is called a “symbol”
 (symbol rate) =

rate) (bit
1
·
m
M
R
R
m
R
b
b s
2
log
1
or = · =
Bit stream
) (

) (
) (
2
1
t s
t s
t s
M

bits m each for
) (t s
i
b
b
s
s
T
R
T
R
1
and
1
= =
( )
b b s
T M T m T · = · =
2
log

  can you prove this ? Several good choices are:  1 0 1 0     0 1 0  1 2   1 0 1 0     0 1 0 1    1  0 3   0  0  0 0 0  1 0 0 0 1 0  0 0 1   1 / 3  1 / 3  1 / 3  1    1 / 3  1 / 3 1  1/ 3 1   1/ 3 1/ 3  1 / 3 1    1/ 3 1/ 3 1/ 3 1    simplex Coding and Crypto Lab bi-orthogonal (or. Es 0 Some already discussed examples are: Binary Antipodal and Binary Orthogonal  1  1   1 1     Coding and Crypto Lab  1 0   0 1    3/16 4-ary signal sets   Typical covariance matrix of a 4-ary signal set looks like: Best Choice: 1 a  a 1  b d  c e  b d 1 f c  e f  1   all off-diagonal terms are –1 (pair-wise antipodal). M . SER Performance is critically dependent on their covariance matrix   ij  whose (i.2. j  1. 8.Introduction  Consider only those signal sets with constant energy: Es   si (t ) 2 dt .2. but  this is impossible to achieve. 32.    Mainly consider the case where M  2m  2. i. except for the binary case.j)-component is given by 1 Ts ij   si (t ) s j (t )dt . 0 Ts i  1. 16. 4. trans-orthogonal) orthogonal 4/16 .  . . M . etc.

It is not known yet whether there is a Hadamard matrix of size M by M for all the multiples of 4. A Hadamard matrix of size M by M exists.4-ary Baseband Signals and Waveforms 1  0 3   0  0  0 0 0  1 0 0 0 1 0  0 0 1   1 0 1 0     0 1 0  1 2   1 0 1 0     0 1 0 1     1 / 3  1 / 3  1 / 3  1   1  1 / 3  1 / 3  1/ 3 1   1/ 3 1/ 3 1  1 / 3    1/ 3 1/ 3 1/ 3 1    orthogonal bi-orthogonal (trans-orthogonal) simplex Coding and Crypto Lab 5/16 M-ary Orthogonal Signals  Dimension of signal space is M. it exists but not yet unknown to us. Most useful construction comes from a Hadamard matrix of size M by M.) Coding and Crypto Lab 6/16 .e. (conjectured to be true…i.. 2.     Covariance matrix consists of all 1’s on the main diagonal and all 0’s on the off-diagonal. or a multiple of 4. M-ary orthognal signals correspond to M unit vectors on orthognal Mdimensional signal space. then M must be 1. The smallest unknown case is 428.

 Most useful construction comes from a Hadamard matrix of size M/2 by M/2. M must be even.M-ary Bi-orthogonal Signals   Sometimes. M-ary bi-orthognal signals correspond to M unit vectors on orthognal M/2-dimensional signal space.  Covariance matrix consists of all 1’s on the main diagonal and off-diagonal terms are either 0 or –1. and the rest are all 0’s. any pair not on the same axis are orthogonal. it is called “trans-orthogonal” signals. Coding and Crypto Lab 7/16 Hadamard Matrix  We will discuss sometime later on Hadamard matrices in terms of Definition Famous Construction Existence Problem etc Coding and Crypto Lab 8/16 . where we select two antipodal vectors of unit length on each axis. Therefore. Number of –1’s is exactly M/2. by taking it’s row vectors and all of their complements. but the pair on the same axis are antipodal.

all i  j  ij   M Equality == Optimum in the sense of average correlation Coding and Crypto Lab 9/16 Simplex Bound – detail (1)  We will consider a set S of M (constant energy) vectors of length M.Simplex Bound  Is there any fundamental limit on these off-diagonal terms ?  Yes.  For any constant energy M-ary signal set S.   Can we determine such a minimum beforehand ? Yes. we have over all possible S min max ij  i j   1 . It is called “Simplex Bound.  Can you find the set S so that its max ij is smaller than or equal to max ij ' of all other set S’ ?  We say that such a signal set attains the minimum of max ij over all S. M 1  For any constant energy M-ary signal set S. we can. by the following: Coding and Crypto Lab 10/16 .” which gives a lower bound (over all possible signal sets) on the maximum of all off-diagonal terms. there is.

... where  i  (ai1 .. . ai 2 .. for all i  1... .. i  1. M      ij  ai1a j1  .. i  j ii   aik 2   i   i  1 k 1 Coding and Crypto Lab M M k 1 11/16 Simplex Bound – detail (3) M M M  1   ij   ii  max ij  ave ij   i j i j M ( M  1)  i 1 j 1 i 1   M M  1   ( i   j )  M    M ( M  1)  i 1 j 1     M   M  1   i     j   M     M ( M  1)   i 1   j      1   M ( M  1)    Coding and Crypto Lab  i 1 M 2 i  M    1 0  M    1 M ( M  1) M 1 12/16 .Simplex Bound – detail (2) Let S be a given signal set containing M complex vectors of unit energy. ai 3 .2.  aiM a jM   aik a jk   i   j . M 2 2 2 2 . . we assume that S  {1 . That is..2.  aiM  1.  2 ....  M } ||  i ||2  ai1  ai 2  ai 3  . aiM )....

There is a famous story of false proof that it is globally optimum in the sense that it gives the best over all SNR range. It shows only a local optimum property near very low and also very high SNR ranges. M-ary simplex signals can be constructed from an M-ary orthogonal signals. It is proved that M-ary simplex gives the best SER performance over all M-ary signals. (next pages) Or.   Covariance matrix consists of all 1’s on the main diagonal and all –1/(M-1)’s on the off-diagonal. Coding and Crypto Lab 14/16 .  1 for all i  j M 1 13/16 Coding and Crypto Lab M-ary Simplex Signals  Dimension of signal space is M-1. they can easily be constructed from a Hadamard matrix of size M by M by removing a column consisting of all 1’s and re-scaling the energy of each signal.Simplex Bound – detail (4)  Note that all i  j  ij  all i  j   ave    M ( M  1)  1   M    i  j ij  M 1  Note that the equality holds if and only if max ij  ave ij i j i j and  i 1 M 2 i 0 This implies that max ij  ave ij  ij i j i j This implies that the component-wise sum of all the vectors in S must be 0.

e. mn 0 sm (t ) sn (t )dt  0.l    Em  2 1 Em  2 MEm M M  1   '  1   E m  E m  M 15/16 Coding and Crypto Lab M-ary Simplex Signals Correlation coefficeint for different n. j  0    Simplex M -1  E E' M 1 0 xi' . T m  1. 2  T 0 1   s (t ) dt    sm (t )   sk (t )  dt 0 M k   T 2 1 2    sm (t )  sm (t ) sk (t )  2 0  M M k  ' m  2  s (t )s (t ) dt  k l k . s m (t ).m : 0 sm (t ) sn (t )dt ' T '   1 1 T   0  s m (t )   sk (t )  sn (t )   sl (t ) dt   M k M l      E 1 T 1 T  0  0  s n (t )   s k (t ) dt  0  sm (t )   sl (t ) dt  m     M M  M    k l E 1 1 1 Em  Em  m   Em M M M M 1 M 1 ' ' Em   Em   M M 1 M 1  * Orthoganal E xi . & 0 2 Em  A2T   sm (t )dt  constant for all m  Define: Energy : ' sm (t )  sm (t )  1 M T  s (t ) k k for each m. T be a set of M orthogonal signals. j   M 1 16/16 Coding and Crypto Lab .2. .M-ary Simplex Signals  Let i.. M .

Dept. vs.  MFSK (orthogonal)  Vectorial View of MPSK & MFSK  SER vs BER of ortho. MFSK 2/41 Copyright @ Hong-Yeop Song.  BER of MPSK with Gray Coding  BPSK & QPSK have the same BER.Constant Envelope M-ary Signaling 송홍엽 Coding and Crypto Lab. Yonsei University . MFSK  Non-coherent detection of ortho. MFSK  Coherent detection of ortho. Coding and Crypto Lab. Electrical and Electronics Engineering Yonsei university Contents  Coherent MPSK signal  Performance of MPSK (coherent)  ML detector  SER (Symbol Error Rate)  Bit Error Prob. Symbol Error Prob.

Coding and Crypto Lab.Coherent MPSK  Coherent MPSK signal : 2. ai 2 i  1. Yonsei University 4/41 .2.2. M Copyright @ Hong-Yeop Song. Coding and Crypto Lab. M Let 2 cos  o t T 2 1 (t )  sin  o t T 1 (t )  and for 0  t  T 2 T 1  cos 2 o t T 2  dt  1   0 i (t )dt  0 T 2   & T 1 (t ) 2 (t )dt  0  0 Use these as basis functions of the 2-dimensional signal space. . cos  o t  0t T T M   2E  2i 2i    cos  o t  sin  sin  o t   cos T  M M  i  1. Yonsei University 3/41 Coherent MPSK si (t )  E cos 2i 2i  1 (t )  E sin   2 (t ) M M M  4  2 2 : 4PSK or QPSK M  8  23 : 8PSK M  16  2 4 : 16PSK  ai1 s i  ai1 . . Copyright @ Hong-Yeop Song.dimensional si (t )  2E 2   i . ai 2 .

Coherent MPSK Bit stream s1 (t ) s 2 (t )  s M (t ) si (t ) for each m bits  binary equally-likely => M=2m ary equally-likely  “m-bit” is called a “symbol” 1  (symbol rate) =  (bit rate) m Rb 1 or Rs   Rb  m log 2 M  R  1 and R  1 s b Ts Tb  Ts  m  Tb  log 2 M   Tb Copyright @ Hong-Yeop Song. Yonsei University 5/41 . Coding and Crypto Lab.