1

Performance Analysis of Coded OFDM Systems

Over Frequency-Selective Fading Channels
Jun Zheng, Scott L. Miller

α1 n1
Abstract— This paper considers the performance analysis of x1 y1
coded OFDM systems over frequency-selective fading channels. α2 n2 ML
x2 y2
It is shown that both the random coding upper bounds and the (b,b,...,b )
Encoder
Decoder (b,b,...,b )
1 2 k
1 2 k . . .
strong converse lower bounds of a coded OFDM system converge .
. αΝ
.
. nΝ
.
.
to the channel outage probability for large OFDM block lengths. xN yN
Thus primary attention is given to the analysis of the outage prob-
ability, which is taken as the optimal system performance. Transmitter Channel Receiver
Instead of evaluating the outage probability numerically, we
provide in this paper a simple analytical close form approxima- Fig. 1. Frequency model of a coded OFDM system
tion of the outage probability for a coded OFDM system over
frequency-selective quasi-static fading channels. Simulation re-
sults of the turbo-coded OFDM systems further confirm the ap-
proximation of the outage probability. a coded OFDM system are provided and shown to converge to
the channel outage probability for large OFDM block lengths.
Hence we focus our primary attention on the channel outage
I. I NTRODUCTION probability and take it as the theoretical achievable performance
indicator for the coded OFDM system.

O RTHOGONAL frequency-division multiplexing

(OFDM) has recently received increased attention due to
its capability of supporting high-data-rate communications in
Instead of evaluating the outage probability numerically, a
much more simple analytically close form approximation of
the outage probability is provided in this paper. Starting from
frequency-selective fading environments that cause intersymbol
the capacity approximation of the binary input alphabet chan-
interference (ISI) [1][2]. Instead of using a complicated equal-
nel, the outage probability for a coded OFDM system over
izer as in conventional single carrier systems, the ISI in OFDM
frequency-selective fading channels is approximated and sim-
can be eliminated by adding a guard interval which greatly sim-
plified to a analytically tractable form. Simulation results of the
plifies the receiver structure. However, in order to achieve the
real outage probability as well as the performance of a practical
frequency diversity provided by the multipath fading, an appro-
turbo-coded OFDM system further confirms the fitness of this
priate frequency interleaving followed by a forward error cor-
approximation.
rection code is necessary.
The rest of the paper is organized as follows. The sys-
Although a considerable amount of research has addressed
tem model including the coded OFDM scheme as well as the
the design and implementation of coded OFDM systems for
frequency-selective quasi-static fading channel are described in
frequency-selective fading channels, eg.,[3]-[5], comparatively
section II. In section III, the upper and lower bound of the per-
few of them provide satisfactory performance analysis of such
formance for a coded OFDM system is provided and shown
systems because of the complicated nature of this problem.
to converge to the outage probability for large OFDM block
Here we consider a frequency-selective quasi-static fading
lengths. A simple analytical close form approximation of the
channel, which is a reasonable assumption for an indoor wire-
outage probability is also provided in this section. Numerical
less environment that has multipath fading but exhibits very
results are given in Section IV. Finally, conclusions are drawn
slow changes over time, modeled as quasi-static. Unlike coding
in Section V.
in AWGN channels, where there is one dominant pairwise error
probability, related to the minimum distance of a block code or
the free distance of a convolutional code, that determines the II. S YSTEM M ODEL


system performance, all pairwise error probabilities in a fad-

 
 
 
Consider the frequency model of a coded OFDM system
ing coded OFDM system decrease as inverse polynomial of the

!
illustrated in Fig. 1. A block of source bits, denoted
signal-to-noise ratio (SNR). Thus the powerful union-Chernoff
 , is encoded and mapped into a codeword
"
$ %&('*),+ # # -.
bound will be too loose at any range of SNR when the block . Each is from a complex alphabet .
length is large. There are codewords and the code rate is defined to be
Motivated by the performance analysis results on block fad-

.
. Note that here we combine encoder, mapper,
ing channels in [10], the random coding upper bounds [6][7] and interleaver together to form one super encoder. This en-

and the strong converse lower bounds [8] of the performance for

 
coder is followed by dependent parallel sub-channels, each
The authors can be contacted at jun,smiller @ee.tamu.edu
This work was partially funded by NSF under grant CCR-0098209.
representing a different subcarrier. According to the tapped-
delay-line model [9], the fading coefficients are related to /
 2

0 
1325476  0 25476   0 928476 ;:< ;: CB=? >A@ CB   x
the fading envelope through where

’  $ - D cP[“•h– ”L• j  “— ”,j . 5˜  ’ P 7™š›- / nœ™ $ 

DE25476  / 28476  / 25476 = >F@ 
(1)
(9)

DE25476  GIHKJLHM 1325476  (2)

x 
G HKJLH
(3) ’RŸž  $ - D c T “ •<”,–[j •P “—  7¡ . 8˜  ’ P ™€š - / n¢™ $ 
where the Fourier transformation matrix is given by
OQOQPP ORO P  SSSSSS O ORCP T  ’ 7™š - / 
(10)

+
GN OQP O SSS O 2 6  O XW H S %Cn &('*),+ + Q
 T  <
T [
Y 
Z \ P  §
 ¦ (¦ – 
b ¤,b ›
š   
 * 7 !
¥  s ;-  !
  / *
† 2 – 6
C
 T 
OQPUO SSSVO 2 6*2 6
..
.
..
.
..
. Q
 T  C
..
T .  £ (11)


Š Œ D ‚  . x “©— ”,j ¨  «ª­¬ r ª - D c . x 8˜  “— ”Lb j ¨ 7! ¬®s - / * S
(4) and

1
A quasi-static fading environment is adopted in which the
fading envelope is assumed to be constant during one OFDM
block, but independent from block to block. A Rayleigh fading

]^0 ]
distribution is considered in this paper where the probability (12)
$ 
_L` a*b(` 7cdfehgFijlkmnCg +  poq: S °¯7±,² + # -.
density function (pdf) of is given by The above formulas describe the upper and lower bounds
of the performance of a coded OFDM system with rate
(5) . Equation (7) is the upper bound of the block error
It is further assumed that each tap has the same average power
(this model can be generalized to have a non-rectangular power
D
probability averaged over the ensemble codebook conditioned
upon the fading coefficients assuming ML decoding with per-
fect channel state information. Equation (8) is the upper bound
profile).
r š›c
of the correct decoding probability for any code.

s c / KtMum vw%xy.z
The received output vectors are given by
Note that in the above bounds, it is very difficult to optimize
"
{ um;| v S v S7}
(6) the distribution under a generalized complex alphabet .

.P
However it is easy to prove that the uniform distribution is op-
where the additive complex Gaussian noise are with timum when the alphabet is symmetric on the complex plane
variance . The receiver is assumed to have perfect knowl- such as with M-ary PSK. Furthermore, most of the time, we are
edge of the channel state information(CSI) and performs maxi- only interested in an input alphabet that has an equal prior prob-

the received vector . r

mum likelihood sequence detection based on the observation of
¥! s -  / 
ability distribution. Thus in the following discussions, the input
alphabet is restricted to a uniform input distribution. In this

¥! s -  / c ³ . x ijŸkK;n ] s n . /  ] +  S

paper, the transitional probability in (11) is given
III. P ERFORMANCE A NALYSIS by
A. Upper and Lower Bounds
Malkamaki in [10] introduces a performance analysis tech-
P P (13)

nique implementing the random coding upper bound and the Finally, it might be insightful to make a comparison between
strong converse lower bound on quasi-static block fading chan- our quasi-static fading OFDM channel and the block fading
nels, which results in an excellent convergence of these two channel in [10]. First, instead of having independent fading

.
bounds as well as the outage probability for large channel block
/
on different sub-channels in a block fading channel, the fad-

lengths. Motivated by the fact that an OFDM system can also be
viewed as an -parallel block fading channel where each sub-
channel contains only one single block component, the same
method can thus be applied to quasi-static fading OFDM sys-
tems.
Implementing the techniques introduced in [10], via slight
modifications, we obtain the random coding upper bound (see,
e.g., [6], and [7]) and the strong converse lower bound (see,
e.g., [7], and [8]) for the OFDM system introduced in Section
II.
~€  D ‚ e x‹Th„ƒ H 25…† D 6  ‡:$  o $‰Š Œˆ% Š „ D „
x
ing coefficients of different OFDM sub-carriers are corre-
lated. Second, even though each OFDM sub-carrier has block
length when viewed as a parallel block fading channel, the
convergence of the upper bound and lower bound still exists for
OFDM system having large number of subcarriers as is shown
in the following section. This is in contrast to the convergence
condition of a block fading channel (large block length).
B. Outage Probability and System Performance
D
Averaging the conditional upper bound (7) and the lower

D ~  ’ D €~   D 
bound (8) over the fading vector yields
for
(7)

e x‹ThƒdHŽ 25…† D 6  :$  o ‰$ Š  ˆ‘ DŠ  „ „

for

~ a  D c for
for D (8)
 ´ e T<µƒ H 28…† D 6  _  D  } D t ´Fx _  D  } D  (14)
 3

~ C ’ D xn ~ a  D 
1.1
and
1

o ´ xn¶e T<ƒ HŽ 25…† D 6  _  D  } D t ´ ·:  _  D  } D 

0.9

0.8
(15) approximated capacity
exact capacity

¸  D Š  D µ 
0.7

channel capacity
where
{ ] $|S (16)
0.6

0.5

When the number of OFDM sub-carriers

.
is sufficient
0.4

0.3

~„¹ '*º¼» 
large, it is obvious to demonstrate that both the upper bound 0.2

(14) and the lower bound (15) converge to the outage probabil- 0.1
0 1 2 3 4 5 6 7
ity , which is defined as

½d¾ '*º¼» c ´ x  _  D  } D  ~„¹  Š E D µ $  S

signal to noise ratio

Fig. 2. Approximation of the conditional sub-channel capacity for binary input

(17) channels

g
Since the upper bound is the ensemble average performance
D. Approximation of the Outage Probability

. Š  D 
of all codebooks, but the lower bound is for any code, there
must exists at least one coding scheme whose performance is When the channel is frequency selective and spread over
bounded by (14), (15) and converges to (17) as goes to in-
finite. From now on, we will focus our attention on the outage
taps, it is quite clear from (18) and (12) that is a highly
non-linear function of the vector . Generally, it is very diffi- D
probability, which will be used as an indicator of the system cult or impossible to get the cdf (or pdf) of a random vector’s
performance. non-linear transformation. In this paper, instead of evaluating
the system performance numerically, we provide an approxi-
mate but simple analytical form for this outage probability.
C. Conditional Sub-channel Capacity
" 
Plugging (20) into (12), we have
For simplicity, the input alphabet is constrained to be bi-
nary, while extension to larger input alphabets is straightfor-
Š  D µÊzxn . x 8˜  i jŸkK;nÉËA¿<ÌËÍXx S e Á S (21)

¿
ward. According to the channel transition probability (13), the

Š 7¿<cq“— ”,b j ¨  ¬Às - / ;‚ ¯^±L²‚x e ‹e ¿<€n

conditional sub-channel capacity is given by
where is given by (19). If we perform a Taylor series expan-
sion on each exponential term in the above equation, (21) can

x ¯^±L² ±LÃÄ ÅwÆ s §Ç ijŸk n ] s n¶e‹¿< ] + } s  be written as


Š Œ D ‚Ê%xnÍYÀΘ 5˜  ;nÉ.ÏËA›¿ ÐhÑ  Y S
£b Á³ ¿ Á¿
P (22)
(18)

¿  ]8/ ]. +  ’ÉÈ S ’ ¿ Y ?Ð<Ñ, ’ ¿ Y 

Using the following fact of an exponential random variable,
where

P (19) (23)

With the capacity expressed in such a complicated form, it is it is reasonable to extend this property from the ensemble mean

x  ¿ Y ?Ê ÐhÑ, x  ¿ Y S
almost impossible to perform any analysis on the outage prob- to the sample mean by

. 8˜  . 8˜ 
ability. Fortunately, this binary input conditional channel ca-
pacity is well approximated by the following simple analytical
Š ¿3*cÊ%xn¶ijŸkK;nÉËA¿<*ÌËÍ%x S e Á S
(24)
form

Š  D 
(20)
Substituting (24) into (22), the instantaneous channel capacity
The details of the derivation of this approximation are provided can be further simplified to be
x  Y
Š   D µÊ x n ÀY Θ nœËÒ . 8˜  3¿
in Appendix A of [12].
Results of the the exact sub-channel capacity given by (18)
P
 xn xÓtMËÒ   x 8˜  ¿ S
through numerical integration versus the approximation given
by (20) are depicted in Fig. 2. From the plot, it is seen that
the exact conditional channel capacity is well approximated and (25)
almost identical to the approximated form.
 4

Upper bounds, Lower bounds, and Approximation of System Performance (N=1024) Upper & Lower bounds for different block length
0 0
10 10

Upper bounds
Lower bounds
Approximations

−1
−1 10
10
Block Error Probability

Block Error Probability

−2
10
−2
10

upper bound, N=1024

upper bounds, N=256
−3 upper bounds, N=64
10
lower bounds, N=1024
−3
10 lower bounds, N=256
lower bounds, N=64
approximation, L=2

L=3 L=2 L=1

−4
10
0 5 10 15 20 25 30 35 40 0 2 4 6 8 10 12 14 16 18 20
Signal−to−Noise Ratio (Eb/N0) Signal−to−Noise Ratio (Eb/N0)

ÔÖ×Ü°ÙLÕ%Ü7Ý ×ÀØÙÚ ÔäÕåՌ×ÀÙ ØÙÚLÜ°ÙæçLÜ°çÚ

Û Õ Û
Fig. 3. Random coding upper bound and the strong converse lower bound as Fig. 4. Upper and lower bounds for three coded OFDM systems of differ-
well as the approximated outage probability for a coded OFDM system with ent numbers of subcarriers, , transmitted over frequency-
subcarriers over a frequency-selective fading channel with selective fading channels with paths.
paths.

Plugging (25) into the outage probability definition (17), we can

assume a binary symmetric channel model (perform hard deci-
0

sions before ML detection) and a Rayleigh distribution of

~„¹ '*º¼» cÊ „~ ¹ . x 8˜  ¿3µ ;xn $$ €›Ë S

get a much more simplified outage probability form

.è%x:,e Á
with a rectangular multipath power profile. Results for these
two bounds and the approximated outage probability are de-
(26) picted in Fig. 3 for a coded OFDM system with sub-
carriers transmitting over a frequency-selective fading channel

¿ D 1
According to (3) and (19), we know that the sample mean of
with several different numbers of paths.


Theoretically, the outage probability is greater than the lower

Þ  . x 8˜  ¿  . x 1‹ß G ß G 1 .’ÉÈP  1‹ß  1 .’„ÈP S

is a quadratic transformation of (or ) given by
bound but less than the upper bound which is exactly the case
shown in the above plot, although only an approximated result
(27) is used here. Further from Fig. 3, we see that the lower bound is

0 Þg +
only about 1dB from the upper bound, which indicates that both

à
of these bounds and also the approximated outage probability

ehg
From (5), we know that the are independent Gaussian
random variables. This means that is a central random are quite tight and a valid performance indication of the system
variable with degree of freedom, and the outage probability for large block lengths.

T
~„¹ '*º¼» cÊzxynijlk n Ëq;x$ n g $  ¿ È 9 ˜ x Ñ Ëfx$ n g $  ¿ È   $ ‘x‹-e
is given by the cdf of this random variable To see the sensitivity of the tightness of the bounds in terms
of the block length, we depict in Fig. 4 the bounds for the same

P .èofe,éLê
rate system under three different block lengths. From
it, we see that the two bounds and the approximated outage
probability are reasonably tight when .

¿ È  .C’ÉÈá S
(28)
where
B. Outage Probability
¿ Èãâ x
gìíeïîÏ.ëð ‘x:Le Á
(29)
Fig. 5 shows the exact outage probability as well as our ap-

~„¹ '*º¼» cÊ gx Ñ  Ëq;x$ n g $  ¿ È 9 S

When , the outage probability reduces to proximated results for the coded OFDM system with
subcarriers for various numbers of paths, . From
(30) that plot, we see that the exact outage probability is well ap-
proximated by (28), especially when the number of indepen-
g
It is quite clear from (30) that the system can achieve maxi-
mum diversity order of , which is exactly the number of paths.
dent paths is large. This is expected because the approximation
in (24) becomes more accurate when there are a large number
However, in order to achieve this maximum diversity, a power- of independent random variables.
ful channel coding scheme should be implemented.
C. Results of Practical Codes
IV. N UMERICAL AND S IMULATION R ESULTS
In order to get an indication of how close we can get to the
A. Upper Bounds and Lower Bounds
xy-©e ð
theoretical outage probability with practical codes, simulations
The random coding upper bound averaged over the fading were carried out using various coding schemes. In Fig. 6, and
coefficients based upon (7) and (14) as well as the strong con-
verse lower bound (8) and (15) were computed numerically. We
Fig. 7 the simulated block error probability of a rate
nated convolutional code with constraint length
termi-
and ñ
 5

Outage probability (approximation−vs−simulation) Performance of turbo code

0 0
10 10
Exact outage probability Approximated outage probability
Approximated outage probability Simulated Block Error (1/2 Turbo)

−1
10 −1
10
Block Error Probability

Block Error Probability

−2
10
−2
10

−3
10

−3
10

−4
10
9 8 7 6 L=3 L=2 L=1
L=5 L=4 L=3 L=2
−4
10

×®õ›Ù
0 2 4 6 8 10 12 14 16 18 20 22 0 5 10 15 20 25 30 35 40
Signal−to−Noise Ratio (Es/N0) Signal−to−Noise Ratio (Eb/N0)

a coded OFDM system with

fading channel with paths.
ÕÛ ÙµóœòÔ ô Õ¢×ÀØÙÚ
Fig. 5. Exact outage probability vs. the approximated outage probability for
subcarriers over a frequency-selective
Fig. 7. Block error probability of a rate
erator polynomial ÷ øÜæ,ù
turbo code with component gen-
compared with the approximated outage probability.

0
10
Performance of convolutional code
as the optimal performance indicator of a coded OFDM sys-
Approximated outage probability
Simulated Block Error (conv K=9) tem. Instead of evaluating the outage probability numerically,
an approximate but analytically close expression of the outage
−1
10
probability is provided. Numerical results of the exact outage
probability as well as the simulation results of a practical turbo-
coded OFDM system well demonstrate and further confirms the
Block Error Probability

−2
fitness of this approximation.
10
Throughout the discussion in the paper, we find this ap-
proximation of the outage probability not only provides us a
guidance on evaluating various coding schemes for the coded
−3
10 OFDM system, but also serves as a handy tool to compare with
other communication systems operating in the same multipath
L=3 L=2 L=1
fading environment.
−4
10

×®õ›Ù
0 5 10 15 20 25 30 35 40
Signal−to−Noise Ratio (Eb/N0)

ö Րô ÷ æç,×ÜøÀæÝ,ù
R EFERENCES
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§é,ê¼xy úé,û¼ ;úy;é¼ x‹-e

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gXüx‹e<;û
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