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Faculty of

Electrical Engineering and


Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

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caire@tu-berlin.de

Lecture 1:
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The Multiple Access Channel

Copyright G. Caire 12
Outline
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• Two-user MAC.
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• The Gaussian case.

• The K-user case.

• Polymatroid structure and resource allocation problems.

Copyright G. Caire 13
Two-user MAC
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

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caire@tu-berlin.de

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W1 X1
Tx1
c1 , W
{W c2 }
PY |X1 ,X2 Y
Rx

W2 X2
Tx2

Copyright G. Caire 14
The “networking” approach to the MAC
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• The networking approach to the MAC is to avoid multiuser interference in the


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presence of users’ random access.


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• Examples: Aloha, CSMA, 802.11, Packet-Reservation Multiple-Access,


TDMA/FDMA.

• Another line of thought focused on signal design in order to make interference


similar to noise.

• Examples: CDMA, UWB.

• Information theory shows that neither of the above approaches is generally


optimal (although it can be optimal or near-optimal in some cases).

Copyright G. Caire 15
Definitions
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

• Let {X1 ⇥ X2, PY |X1,X2 , Y} denote a memoryless stationary MAC.


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• A (2nR1 , 2nR2 , n) MAC code is defined by the two message sets


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M1 = {1, . . . , 2nR1 }, M2 = {1, . . . , 2nR2 }

• Two encoding functions

f1 : M1 ! X1n, f2 : M2 ! X2n

such that x1(m1) = f1(m1) and x2(m2) = f2(m2).

• A decoding function
g : Y n ! M1 ⇥ M 2

Copyright G. Caire 16
Capacity region
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• The average probability of error is defined as


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⇣ ⌘
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c1, M
Pe(f1, f2, g) = P (M c2) 6= (M1, M2) ,

where M1, M2 are independent and uniformly distributed over M1 and M2,
respectively, and where

c1, M
X1n = x1(M1), X2n = x2(M2), (M c2) = g(Y n).

• The MAC capacity region C is the closure of the set of all pairs (R1, R2) for
(n) (n)
which there exists a sequence of codes (f1 , f2 , g (n)) with rates (R1, R2)
(n) (n)
and Pe(f1 , f2 , g (n)) ! 0 as n ! 1.

Copyright G. Caire 17
Simple inner and outer bounds
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25

• Time-sharing inner bound (TDMA): let


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C1 = max I(X1; Y |X2 = x2), C2 = max I(X2; Y |X1 = x1)


PX1 ,x2 2X2 PX2 ,x1 2X1

then, the following region is achievable

R1 R2
+ 1
C1 C2

• Sum-rate outer bound:

R1 + R2  max I(X1, X2; Y )


PX1 ,PX2

where (X1, X2) ⇠ PX1 (x1)PX2 (x2).

Copyright G. Caire 18
coding theorem, we can show that the maximum sum rate is upper bounded by
How the
R1 + R2capacity
 C12 := region looks
max I(X 1, X2like?
;Y )
p(x1 )p(x2 )
• Using these rates, we can derive the following time-division inner bound and
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

general outer bound on the capacity region of any DM-MAC


Information and Communication
Theory

Prof. Dr. Giuseppe Caire

10587 Berlin
R2
Einsteinufer 25

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Time-division
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C12 inner bound

C2 Outer bound

R1
C1

LNIT: Multiple Access Channels (2010-06-22 08:45) Page 4 – 4


• Notice: from a time-sharing argument we have that C must be a convex
region.

Copyright G. Caire 19
Capacity region of the 2-user MAC
LNIT: Multiple Access Channels (2010-06-22 08:45) Page 4 – 9

Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Theorem 1.Single-Letter
MAC CapacityCharacterization
region: The MACofcapacity
the Capacity
region isRegion
the convex
Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

closure of the rates satisfying


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• Let (X1, X2) ⇠ p(x1)p(x2). Define R(X1, X2) as the set of (R1, R2) rate pairs
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such that R1  I(X1; Y |X2, Q),


R1  I(X1; Y |X2), R2  I(X2; Y |X1),
R2  I(X2; Y |X1, Q),
R1 + R2  I(X1, X2; Y )
R1 + R2  I(X1, X2; Y |Q)
• This set is in general a pentagon with a 45 side because
for somemax{I(X
PQPX1|Q1;PYX|X ⇤1)
2.), I(X2; Y |X1 )}  I(X1, X2 ; Y )  I(X1; Y |X2 )+I(X2; Y |X
2 |Q
R2

I(X2; Y |X1)

I(X2; Y )

I(X1; Y ) I(X1; Y |X2) R1

• Theorem 2 (Ahlswede [2], Liao [3]): The capacity region C for the DM-MAC is
Copyright G. Caire
the convex closure of the union of the regions R(X1, X2) over all p(x1 )p(x2) 20
Proof: Achievability
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• Fix PQ, PX1|Q and PX2|Q. We shall show that any point in the interior of
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R(X1, X2, Q) (pentagon) is achievable.


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• Codebook generation: generate a typical q with i.i.d. components ⇠ PQ,


and independently two codebooks {x1(m1) : m1 2 [1 : 2nR1 ]} and {x2(m2) :
m2 2 [1 : 2nR2 ]} with independent entries ⇠ PX1|Q(·|qi) and ⇠ PX2|Q(·|qi),
respectively.

• Encoding: to send message m1, encoder 1 transmits x1(m1). Similarly,


encoder 2 sends x2(m2).

• Decoding: Declare m b 2 if this is the unique index pair such that


b 1, m
(n)
b 2), y) 2 T✏ (X1, X2, Y |q), otherwise declare error.
b 1), x2(m
(x1(m

Copyright G. Caire 21
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• By symmetry we have P e = P(E|M1 = 1, M2 = 1) where E = {g(Y n) 6=


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(1, 1)}.
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• When analyzing the random coding ensemble average error probability,


(Qn, X1n(m1), X2n(m2), Y n) are random vectors.

• We consider the possible joint conditional probability distributions of


(X1n(m1), X2n(m2), Y n) given Qn:

m1 m2 joint pmf
1 1 PX1|QPX2|QPY |X1,X2
* 1 PX1|QPX2|QPY |X2,Q
1 * PX1|QPX2|QPY |X1,Q
* * PX1|QPX2|QPY |Q

Copyright G. Caire 22
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• The error event E is contained in the union of the following events:


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E1c = {(Qn, X1n(1), X2n(1), Y n) 2


/ T✏(n)(Q, X1, X2, Y )}
E2 = {(Qn, X1n(m1), X2n(1), Y n) 2 T✏(n)(Q, X1, X2, Y ) for some m1 6= 1}
E3 = {(Qn, X1n(1), X2n(m2), Y n) 2 T✏(n)(Q, X1, X2, Y ) for some m2 6= 1}
E4 = {(Qn, X1n(m1), X2n(m2), Y n) 2 T✏(n)(Q, X1, X2, Y )
for some m1 6= 1, m2 6= 1}

Copyright G. Caire 23
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• We bound each term:


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1. By LLN P(E1c|M1 = 1, M2 = 1) ! 0.
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2. P(E2|M1 = 1, M2 = 1)  2 n(I(X1;Y |X2,Q) R1 (✏))


.
3. P(E3|M1 = 1, M2 = 1)  2 n(I(X2;Y |X1,Q) R2 (✏))
.
4. P(E4|M1 = 1, M2 = 1)  2 n(I(X1,X2;Y |Q) R1 R2 (✏))
.

• The result follows from the union bound.

Copyright G. Caire 24
Proof: Converse
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

(n)
• Assume that there is a sequence of (R1, R2, n)-codes such that Pe ! 0 as
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n ! 1.
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• The n-letter multivariate joint distribution is given by

n
Y
(M1, M2, X1n, X2n, Y n) ⇠ 2 n(R1 +R2 )
PY |X1,X2 (yi|x1i, x2i)
i=1
⇥1{X1n = x1(m1)} ⇥ 1{X2n = x2(m2)}

Copyright G. Caire 25
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• Sum rate: from Fano inequality we have:


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H(M1, M2|Y n)  1 + n(R1 + R2)Pe(n)  n✏n


H(M1|Y n, M2)  H(M1, M2|Y n)  n✏n
H(M2|Y n, M1)  H(M1, M2|Y n)  n✏n

• Therefore:
n n n
n(R1 + R2 ) = H(M1 , M2 ) H(M1 , M2 |Y ) + H(M1 , M2 |Y )  I(M1 , M2 ; Y ) + n✏n
n n n
nR1 = H(M1 |M2 ) H(M1 |Y , M2 ) + H(M1 |Y , M2 )  I(M1 ; Y |M2 ) + n✏n
n n n
nR2 = H(M2 |M1 ) H(M2 |Y , M1 ) + H(M2 |Y , M1 )  I(M2 ; Y |M1 ) + n✏n

Copyright G. Caire 26
Sum rate inequality
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

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n(R1 + R2)  I(M1, M2; Y n) + n✏n


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Xn
= I(M1, M2; Yi|Y i 1) + n✏n
i=1
Xn
= I(M1, M2, X1i, X2i; Yi|Y i 1
) + n✏n
i=1
Xn
= I(X1i, X2i; Yi|Y i 1
) + I(M1, M2; Yi|Y i 1
, X1i, X2i) + n✏n
i=1
Xn
= I(X1i, X2i; Yi) + n✏n
i=1

Copyright G. Caire 27
Individual rate inequalities
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
n
10587 Berlin

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nR1  I(M1; Y |M2) + n✏n
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X
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i 1
= I(M1; Yi|Y , M2) + n✏n
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i=1
n
X i 1
= I(M1; Yi|Y , M2, X2i) + n✏n
i=1
n
X i 1
 I(M1, M2, Y ; Yi|X2i) + n✏n
i=1
n
X i 1
= I(X1i, M1, M2, Y ; Yi|X2i) + n✏n
i=1
n ⇣
X ⌘
i 1
= I(X1i; Yi|X2i) + I(M1, M2, Y ; Yi|X1i, X2i) + n✏n
i=1
n
X
= I(X1i; Yi|X2i) + n✏n
i=1

Copyright G. Caire 28
Multiletter rate inequalities
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• We arrive at
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n
1X
R1  I(X1i; Yi|X2i) + ✏n
n i=1
n
1X
R2  I(X2i; Yi|X1i) + ✏n
n i=1
n
1X
R1 + R2  I(X1i, X2i; Yi) + ✏n
n i=1

• Notice that these mutual informations depend on the marginal distributions


at time i induced by the joint distribution induced by the specific sequence of
codes that we have supposed to exist.

Copyright G. Caire 29
From multiletter to single-letter
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

• Time-sharing argument: define a new random variance Q ⇠Uniform[1 : n]


Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

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independent of (X1n, X2n, Y n). We can write


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n
1X
R1  I(X1i; Yi|X2i) + ✏n
n i=1
= I(X1Q; YQ|X2Q, Q) + ✏n

• Now we identify X1 = X1Q, X2 = X2Q, Y = YQ and, letting n ! 1, we obtain

R1  I(X1; Y |X2, Q)
R2  I(X2; Y |X1, Q)
R1 + R2  I(X1, X2; Y |Q)

for some (Q, X1, X2) ⇠ PQPX1|QPX2|Q.

Copyright G. Caire 30
The Gaussian MAC
Faculty of
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Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

• The Gaussian MAC is described by


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Y = g 1 X1 + g 2 X2 + Z

• Real case: X1, X2, Y = R, g1, g2 2 R, Z ⇠ N (0, N0/2).

• Complex circularly symmetric case: X1, X2, Y = C, g1, g2 2 C, Z ⇠


CN (0, N0).

• The input constraints are given by


n
1X
|xk,i(mk )|2  Esk , 8 mk 2 [1 : 2nRk ], k = 1, 2
n i=1

Copyright G. Caire 31
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

• For the real case, we define S1 = 2g12Es1/N0 and S2 = 2g22Es2/N0, and the
Prof. Dr. Giuseppe Caire

Einsteinufer 25
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function C(S) = 12 log(1 + S).


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• For the complex case, we define S1 = |g1|2Es1/N0 and S2 = |g2|2Es2/N0, and


the function C(S) = log(1 + S).

• Choosing X1, X2 Gaussian and independent we find the region

R1  C(S1)
R2  C(S2)
R1 + R2  C(S1 + S2)

• It is easy to see that this is in fact the capacity region (no convex hull needed
since it is achieved by a single input distribution).

Copyright G. Caire 32
(R1, R2) rate pairs satisfying
The Wyner-Cover
R1 pentagon
C(S1),
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R2  C(S2),
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Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
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R1 + R2  C(S1 + S2)
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R2
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C(S2)

C(S2 /(1 + S1))

R1
C(S1 /(1 + S2)) C(S1)
• Remark: The capacity region coincides with the simple outer bound and
convexification via time-sharing random variable Q is required

Copyright G. Caire 33
LNIT: Multiple Access Channels (2010-06-22 08:45)
while treating the other codeword as noise. This scheme achieves the set of
(R1, R2) pairs such that R1 < C(S1/(S2 + 1)), R2 < C(S2/(S1 + 1))
Comparison with multiaccess techniques
Faculty of
Electrical Engineering and
• TDMA: A straightforward TDMA scheme achieves the set of (R1, R2) pairs
such that R1 < ↵ C(S1), R2 < ↵ C(S2) for some ↵ 2 [0, 1]
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin
• Note that when SNRs are sufficiently low, treating the other codeword as noise
can outperform TDMA for some rate pairs
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R2
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High SNR R2 Low SNR
C(S2 ) C(S2 )
TDMA
⇣ ⌘
S2
C S1 +1

⇣ ⌘ Treating
S2
C S1 +1 other codeword
as noise
⇣ ⌘ R1 ⇣ ⌘ R1
S1 S1
C S2 +1
C(S1 ) C S2 +1
C(S1 )

LNIT: Multiple Access Channels (2010-06-22 08:45) Page 4 – 32

Copyright G. Caire 34
Generalization to K users
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Theorem 2. K-user MAC capacity region. The capacity region of the K-user
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MAC with common message is given by the convex closure of the set of rates
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satisfying
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X
Rk  I(XK; Y |XKc , Q)
k2K
for all K ✓ [1 : K] (we use the notation XK = {Xk : k 2 K}), for some
QK
PQ k=1 PXk |Q. ⇤

Copyright G. Caire 35
K-user Gaussian MAC
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• The Gaussian MAC with K users is described by


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K
X
Y = g k Xk + Z
k=1

Pn
with 1
n i=1 |xk,i (mk )|
2
 Esk , 8 k = 1, . . . , K and all messages mk .

• Letting Sk = 2gk2 Esk /N0 (real case), or Sk = |gk |2Esk /N0 (complex case), we
have:
( ! )
X X
C(S1, . . . , SK ) = Rk  C Sk 8 K ✓ {1, . . . , K}
k2K k2K

Copyright G. Caire 36
Resource allocation on the Gaussian MAC
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

• In resource allocation problems we care about the transmit power (not


Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

receive SNR): let k = Sk /|gk |2, such that


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sekretariat@mk.tu-berlin.de !
X X
Rk  C |gk |2 k
k2K k2K

• We are interested in solving problems of the following form:


K
X
maximize w k Rk ,
k=1
subject to R2C
K
X
k 
k=1

Copyright G. Caire 37
Polymatroid structure of C
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Definition 1. Sub-modular rank function. Let K = [1 : K] and let


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f : 2[1:K] ! R+ denote a set function with the following properties:


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1. f (;) = 0 (normalized).

2. f (K) f (K0) if K ◆ K0 (non-decreasing).

3. f (K) + f (K0) f (K [ K0) + f (K \ K0) (submodular).

Definition 2. Polymatroid. The polyhedron defined by the inequalities x 2 RK


+,
and X
xk  f (K), 8 K ✓ [1 : K]
k2K
where f : 2[1:K] ! R+ is a submodular rank function, is called a polymatroid. ⌃

Copyright G. Caire 38
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

Telefon +49 (0)30 314-29668


Telefax +49 (0)30 314-28320
caire@tu-berlin.de

Sekretariat HFT6
Patrycja Chudzik

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sekretariat@mk.tu-berlin.de

Copyright G. Caire 39
Polymatroids and linear programming
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• Suppose that we are interested in the problem of maximizing the weighted


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rate-sum:
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XK
maximize wk Rk , subject to R 2 C
k=1

• This is a linear program with K! relevant constraints, corresponding to all


possible decoding orders.

• Using the fact that C is a polymatroid, we immediately have the optimal


solution: Let ⇡ denote the permutation of {1, . . . , K} that sorts the weights in
increasing order:
w ⇡ 1  w ⇡2  · · ·  w ⇡K

Copyright G. Caire 40
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

• Then, the weighted rate-sum is maximized by the vertex R⇡ , obtained by


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decoding in the order ⇡, i.e., ⇡1 ! ⇡2 ! · · · ! ⇡K . Namely, we have


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K
!
X |g⇡k |2 ⇡k
Rsum(w) = w ⇡k C PK 2
k=1 1+ j=k+1 |g⇡j | ⇡j
0 1
K
X K
X
= (w⇡k w⇡k 1 )C @ |g⇡j |2 ⇡j
A
k=1 j=k

where w⇡0 = w0 = 0.

• Notice that the solution is a sum of concave functions


PK of 1, . . . , K , which
can be further maximized subject to the constraint k=1 k  , if required.

Copyright G. Caire 41
Faculty of
Electrical Engineering and
Computer Systems
Department of Telecommunication
Systems

Information and Communication


Theory

Prof. Dr. Giuseppe Caire

Einsteinufer 25
10587 Berlin

Telefon +49 (0)30 314-29668


Telefax +49 (0)30 314-28320
caire@tu-berlin.de

Sekretariat HFT6
Patrycja Chudzik

Telefon +49 (0)30 314-28459


Telefax +49 (0)30 314-28320
sekretariat@mk.tu-berlin.de

End of Lecture 1

Copyright G. Caire 42

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