EE658G: Multiuser Communication Spring, 2003

Multi-antenna Gaussian Channel (MIMO)

Wei Zhang

Department of Electrical Engineering

University of Notre Dame

I. I NTRODUCTION
Nowadays, the research on multi-input multi-output (MIMO) systems becomes a hot spot for the
reason that it can greatly increase the spectral efficiency (capacity) over a limited bandwidth. Since it
has additional dimension to carry information, the capacity gain of MIMO systems over the single input
single output (SISO) system is a remedy to the fast increasing demands of higher data rates in wireless
communications. The definition of MIMO itself doesn’t give much specification of the channel, but we will
limit our discussion only on multi-antenna Gaussian channel, which is defined as a single user Gaussian
channel with multiple transmitter/receiver antennas. The single user scenario gives us the convenience to
process the transmitted and received information jointly. The system is shown in Figure 1.
The summary presents some major results in Telatar’s paper [1]. If the channel transfer matrix is fixed
and both known to the transmitter/receiver, through some clever joint processing, we can achieve the
capacity of this type of channel. In the fading environment, under the assumption of independent fades
and noises at the different antennas, the capacity gain of multi-antenna systems over single-antenna systems
can be very large. For example, if the number of receiving antenna equals the number of transmitting
antenna, the capacity grows approximate linearly with this number when it is large, which does not occur
in the fixed transfer matrix situation.
h11


x1 y1

x2
n1

y2

n2


xt yr
hrt
nr

Figure 1. MIMO channel

II. M ODEL M ULTI - ANTENNA G AUSSIAN C HANNEL


OF

As shown in the Figure 1, suppose there are transmitting antennas and  receiving antennas, we
consider a linear superposition channel model. The received vector signal   is


  (1)

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EE658G: Multiuser Communication Spring, 2003

where  is a   complex matrix,

  is the transmitted vector signal and  is zero-mean complex
Gaussian noise with independent real and imaginary part. The matrix  characterizes the channel transition
property, in which each entry  
represents the path gain from -th transmitter antenna to -th receiver 
antenna. Reasonably, we assume the noise of each receiving antenna is independent, i.e., the covariance
matrix of is  1
 !#"$ &% 
.
Given a total power constraint ' to the transmitter antennas,
( )"+*'-, (2)
naturally we want to know the channel capacity . . For different realization of the channel transition
matrix, we can divide it into 3 typical situations:
/  is a deterministic matrix.
/  is a random matrix, each use of the channel corresponding to an independent realization.
/  is random, but is fixed once it is chosen.
In [1], the author first solve the capacity problem of the first case and provide some useful skill to the
later cases.

III. G AUSSIAN C HANNEL WITH F IXED T RANSFER F UNCTION

If the channel transfer function is constant and known, which is the common case in the fixed wireless
service such as Wireless Local Loop (WLL), then we can define the channel capacity as
.012,3'54! :<; =?>A@6BDC =F79EG8 =IHAJLK(M 0N ),<O4 (3)

From the observation, we can see that for each input of the receiver antenna , if it only cares about the P
output of the transmitter antenna 1, then we can look the output of other transmitter antenna as crosstalks.
So we could call it correlated parallel Gaussian channel. If using some method to cancel the interference
from other transmitter antenna, then we get a classical independent parallel Gaussian channel. For every
Q SR  , by the singular value decomposition theorem, it can be written as
T UVXW (4)
where UY SRL and WZ  R  are unitary, and V[ SR  is a non-negative and diagonal with these
entries being the non-negative square roots of eigenvalues of 
 . Then the channel model (1) becomes
 \UVXW ^] (5)
After orthogonal transform of `_ \Ua1 , b_ Wc1 and d_ \U51 , the channel changes to

_ Ve _ \^_ ] (6)

It’s the property of orthogonal transform that the power constraint reserves, the distribution of noise not
being changed and more important, information lossless. Note that V is diagonal, thus we decompose the
correlated parallel channel into independent parallel channels, see Figure 2,
f _ g \hj iGkml n _ + o _ 1, Pp*qr*\6sAt0uv,  4 (7)
1 w E means the Hermitian (conjugate transpose) transform of a matrix w .
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EE658G: Multiuser Communication Spring, 2003

To maximize the mutual information M 0 _ , _ 4 n_ 

, we need to choose ’s to be independent, and each has
PSfrag
independent Gaussian, replacements
zero-mean real and imaginary part. Then allocating power to each virtual channel

 xyz0 n _ {4 l "$ q |)}~0 n _ {4 l "$  P u0 €b‚hj ƒ i 4S„
via water filling,
(8)

where € is chosen to meet power constraint 2 . Then the power and capacity can be parameterized as

'0u€^4! 0…€e‚hj ƒ i 4†„‡, .0u€!4! ‰ˆAt)0…€-hŠ‹4Œ"„‡]

 
(9)

_ i _ i
h Gii kml  _ i
_ l _ l
hjl iGkm...l  _ l
_ Ž _ Ž
jh Ž iGkml  _ Ž
Figure 2. Independent parallel Gaussian channel
We can also derive the capacity formula through a way more useful in the fading case. The deduction
needs some knowledge on the circularly symmetric complex Gaussian random vector.
Definition 1: A Gaussian random vector is circularly symmetric, if for e  xy? )"L|)}q )"A"’‘ ,
“<”–• ‹ g "$  P xy?˜—"™š|)}‚‰—5" , where —\ “9”S•  g"]
|)}q‰—5" xy?˜—" (10)

The most important property of this kind of random vectors is that they are entropy maximizer,

›0uœŠž4! Ÿˆ¡ L¢-£¥¤§¦Š0u¨!yI—54Œ] (11)

The mutual information can be written as

M 0N g©9O4! \ª0NO4)‚ª0Nš« g4! \ª0NO4)‚ª0Nž4†] (12)

We only need to maximize ªO0GO4 , because ª0Nž4 is fixed. If is zero-mean,  ¬ "g — , then ( ¬ "g
M  ­
—5 . For any Q, ª0NO4 is maximized when  is circularly symmetric Gaussian. In this case,
M 0G )©9O4! ŸˆA L¢®£¥¤¯¦z M  ­
—5 "$ \ˆA L¢-£¥¤§¦Š M  ­—5 e"¡] (13)

Using eigenvalue decomposition,  Y ŸU #° U , with ° \±²†³I´ž‰h ,²h ,²µIµIµ¬,²h " ,

i l 
M 0N )©9O4¶ ˆA L¢-£¥¤¯¦Š M   ° iGkml U—aU ° iGkml "
ˆA L¢-£¥¤¯¦Š M   ° iGkml — _ ° iGkml " —\_ \U5—5U
* ˆA L¢ 0ŒP^ —·_ 1hŠ‹4†,

(14)

2 ¸v¹ means ºp»‹¼v½¿¾IÀ ¸vÁ .

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EE658G: Multiuser Communication Spring, 2003

with equality holds when —_ is also diagonal. Then we can use the same water filling to the diagonal
—_
elements of and get the same capacity formula.

}Ã }Ä o 0uv,  4
From the decomposition procedure, we can see that this capacity can be achieved by the following
precoding technique. First we form the data stream into a vector signal  with substreams,
code and modulate according to the water-filling of the power to the different substreams, and then rotate
the signal _ by multiplying W . At the receiver, we rotate the received signal _ by U5 to get the equivalent
parallel channel, and then we can decode the substreams. In the process of coding, we can either jointly
or independently encode the substreams. If we do encoding jointly, from deduction of the error exponents
of parallel channels in [2], there will be a gain of } to the log of the error probability, which is called
antenna diversity gain in space-time codes.

IV. G AUSSIAN C HANNEL WITH R AYLEIGH FADING

On the fading channels, the path gains are characterized as random variables. In the rich scattering
environment, there are many path exist from one transmitter antenna to one receiver antenna. Based on
the central limit theorem, the summed received signal is Gaussian distributed. So it is natural to choose

P9Å  . The Gaussian distribution with independent imaginary and real part results from
each entry as an i.i.d. Gaussian complex random variable with independent real and imaginary part,
each with variance
rich scattering environment. This is usual Rayleigh fading model in wireless communication. So 
has uniform phase and Rayleigh amplitude. The i.i.d. entries assumption holds when the transmitter and
receiver antennas were enough physically separated.
Assume perfect knowledge of channel side information (CSI), the channel is consist of input and
output 0Gž,<Æ`4 . Define the ergodic (mean) capacity as
. 6Ç:<; =z7<8 > M 0N )©9ž,<Æ
4
6Ç:<; =z7<8 > M 0N )©9Æ
4g M 0N )©<p« Æ`4 0N ,² independent , M 0N )©<Æ`4! \ÈL4
6Ç:<; =z7<8 > ¬É` M 0N g©9š« ÆQ b4Œ"²] (15)

In the fading situation, because the transmitter has no knowledge of the channel state, so the most
robust and conservative strategy for the transmitter is allocating power equally to each antenna and makes
their outputs independent. Fortunately, this strategy will achieve the capacity in a long run if the channel

‰ˆA L¢®£¥¤¯¦z M  Ê01'pÅ  4Œ
`1"A" .
is ergodic.
Theorem 1: The capacity of multiple antenna Gaussian channel with fading is

0‹'pÅ  4
The capacity is achieved when is circularly symmetric complex Gaussian with zero-mean and covariance
M.
Sketch of the proof: If has a specific covariance — , then the choice of to maximize M 0G )©9š« ÆY Ÿe4 is
the circularly symmetric complex Gaussian random vector with covariance — . Thus we need to maximize
Ë 01—4- q(̈A L¢-£¥¤¯¦z0 ÍÆ—Æ 4Î"
M (16)
Since — is covariance matrix, so it’s non-negative definite, so we can diagonalize it using a unitary matrix
U . The U is absorbed by Æ and will not affect its distribution, so we can further constraint the choice

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EE658G: Multiuser Communication Spring, 2003

of Q as a diagonal matrix. Like the random coding method in the proof of channel coding theorem, we
select a — and then permute it in all possible ways. Denote the permuted matrix as —pÏ~ Ðї5Ð . The

— _ –P Ò — Ï
average of all this permuted matrices
\ (17)

satisfies 0 —a
Ë _ 4ÑÓ Ë 01—4 and power constraint  ¬0 —_ 4Ñ Ï  ¬01—4 . The first claim is based on the concavity
 
of ˆ¡ Ô¢Õ£¥¤§¦ [3] and the second is that ¬01ÖÑ×a4Õ ¬01×ØÖ·4 if both ÖÑ× and ×ØÖ is possible. Obviously — _ is
multiple of identity matrix. So we choose the optimal matrix — to be the largest possible, i.e., 01'pÅ 4 M .



Although through Theorem 1, we know when will the capacity achieve, but the evaluation of the
capacity is still a problem when  and get large. So Theorem 2 gives the close form of the capacity.

Theorem 2: The capacity of the channel with transmitters and  receivers under power constraint '
equals Ù Žƒi ÞÒ
¡
ˆ L
  Û
¢ Î
0 ž
P ­
 5
' j
h Å  4 Þ Ò ‰
 )
à Ü á ƒ Ž 01h+4Œ" l h?á ƒ Ž y ƒLâ ±?h
Ú Ü²Ý Ú 0  ß}4 o (18)
  
where }à \6sAt)0uv, 4 and o Ÿ6sAt0uv, 4 , and à  are the associated Laguerre polynomials.
Sketch of the proof: From the capacity formula, note that £¥¤§¦?0 M 0‹'ãÅ 4¯ÆeÆ 4- \£¥¤¯¦z0 M \01'pÅ 4¯Æ Æ`4
 
 
ä ÆeÆd æå 
and define

Æd1Æ æÓ  ]
(19)

o ç6798!0uv,  4 and } [6ÇsAt)0…Ô,  4 . Then ä is } ›} non-negative matrix. So the capacity can be
expressed in terms of its eigenvalues h ,²h ,²µIµIµ¬,3h Ž :
i lŽ
 Ý ˆA L¢Û0ŒP^\01'pÅ  4†h?14 ]

(20)

Actually the distribution law of

ä is known asi Wishart distribution with parameters } , o . Its eigenvalues
density function is
è 0‹h ,3h ,3µIµIµ¬,²h Ž 4- ŸéÍ0u}d, o 4 h á ƒ Ž yêƒLâêë 0‹hŠ$‚h?S4 l ]
â i l  íìÔ
(21)

Recall the last term in the product is the determinant of Vandermonde matrix
P
µIµIµ P
Ž
Vî h ..i µIµIµ h .. ] (22)

h Ž i ƒ i µIµIµ h ŽŽ ƒ i
. .

The distribution can be written as è 01h ,²h ,²µIµIµg,3h Ž 4c ïéÍ0u}d, o 4$£¥¤¯¦ l V  Š

h á  ƒ Ž y ƒLâIë . In the space of
â i l
Ž
real functions in which defines a specific inner product, applying Gram-Schmidt orthogonal transform to
the sequence P3,²hÛ,²µIµIµj,²h ƒ i , the V changes into
ð 01h 4 µIµIµ ð 0‹h Ž 4
V_ i ... i i .. ]
. (23)
ð Ž 01h 4ñµIµIµ ð Ž 01h Ž 4
i
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EE658G: Multiuser Communication Spring, 2003
Ù
Thus Ú ð Œ01h+4 ð F01h+4†h á ƒ Ž y ƒLâ ±zh2 \òÎ . By expand the determinant
ó õ of V _ , the distribution is
è 01h ,²h ,²µIµIµg,3h Ž 4! .0u}d, o 4 ó?ô õp0‹2P94 :§ö  ; > „ :§ö  ; > ð ó 0‹hŠ‹4 ð õ 0‹hŠ‹4†h á ƒ Ž yêƒLâIë‹]
â i l  ë ë (24)

Integrating over h ,²µIµIµg,²h Ž using the property of this specific inner product, we get marginal distribution
l
è 01h 4 . Then the expectation
i   È and 'Ÿ  ÈD±z× shown in Figure 3.
(20) can be calculated, which will give the last result of Theorem 2. The
capacity calculated by Theorem 2 for Pp*qv, *

Figure 3. Capacity of MIMO fading channel

It is interesting to observe some extreme scenarios.
/  , ø ÷ ù , . ÷ šˆA L¢Û0ŒPžq'54 .
/ Only receiver diversity:  ú P3,Î ÷ ù , .  ÷ ˆA L¢Û0ÎPž‚'pŠ4
Only transmitter diversity: fixed

/ Both transmitter/receiver diversity: æ o ,  . ûq Ú ü ˆ¡ L¢Û0ÎP^­'5ýþ4 ÿ i i  ü i ±zý

 o and  , of which .
The last situation is most interesting because the capacity grows linearly as the number of antennas.
Compare with the independent parallel Gaussian channel 
o ˆA L¢Û0ÎPž­'pÅ o 4 ÷ ' when o ÷ ù , the capacity gain is obviously. The fading seemsM á bless the capacity.
We can think it this way, although sometimes fading makes some path corrupted, but because the use of
multiple antennas, there are always possible very good paths due to the constructive combining of signals,
we can achieve very high data rate on this path. So in the meaning of average, the MIMO’s capacity is
larger than the unfaded channel.

V. N ON - ERGODIC C HANNELS
In the case of channel is not ergodic, the transfer function  is random, but will be fixed once it’s
realized. Under this situation, the maximum mutual information is in general not equal to the channel
capacity because it is not always achievable. Another measure of channel capacity that is frequently used
is outage capacity, which is defined through the tradeoff between the outage probability and supportable
rate. The capacity is treated as an random variable associated with a outage probability
. Simply,

'pD.\*. outage 
] (25)

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EE658G: Multiuser Communication Spring, 2003

is strictly defined as

 @  Ú sAtô  ;  >¡JLK 'šLˆA L¢!£¥¤§¦Š0 M  Æ—Æ 4-*

.    ö  ]

(26)

VI. F URTHER R EADING

In [1], the author supposed the coherent receiver condition. For the non-coherent receiver condition, a
comprehensive investigation can be found in [4].

R EFERENCES
[1] I. Telatar, “Capacity of multi-antenna gaussian channels,” Bell Labs Technical Memorandum, June 1995.
[2] R. G. Gallager, Information theory and reliable communication. New York: John Wiley & Sons, 1968.
[3] R. Horn and R. Johnson, Matrix Analysis. Cambridge University Press, 1985.
[4] B. Hochwald and T. Marzetta, “Capacity of mobile multiple-antenna communication link in rayleigh flat fading,” IEEE Transactions on
Information Theory, Jan. 1999.