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Minimization of Quadratic Forms in Wireless Communications Ralf R. M uller Department of Electronics & Telecommunications Norwegian University of Science & Technology, Trondheim, Norway mueller@iet.ntnu.no Dongning Guo Department


  1. Minimization of Quadratic Forms in Wireless Communications Ralf R. M¨ uller Department of Electronics & Telecommunications Norwegian University of Science & Technology, Trondheim, Norway mueller@iet.ntnu.no Dongning Guo Department of Electrical Engineering & Computer Science Northwestern University, Evanston, IL, U.S.A. dguo@northwestern.edu Aris L. Moustakas Physics Department National & Capodistrian University of Athens, Greece arislm@phys.uoa.gr

  2. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  3. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  4. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  5. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  6. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  7. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = → [1 − √ α ] 2 for Wishart matrix − + Example 2: X = { x : x 2 = 1 } K = ⇒ ??? � 2 � 1 − α for Wishart matrix − → ≈ √ π + Example 3: X = { x : | x | 2 = 1 } K ⇒ = ??? √ πα � 2 � for Wishart matrix − → ≈ 1 − 2 + Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  8. The Problem Introduction 1 Let E := 1 x ∈X x † Jx K min with x ∈ C K and J ∈ C K × K . Example 1: X = { x : x † x = K } ⇒ E = min λ ( J ) = for Wigner matrix − → − 2 Example 2: X = { x : x 2 = 1 } K = ⇒ ??? → ≈ − 2 for Wigner matrix − √ π Example 3: X = { x : | x | 2 = 1 } K = ⇒ ??? → ≈ −√ π for Wigner matrix − Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  9. Wisha rt Matrix Introduction 2 1 0.9 0.8 0.7 0.6 E 0.5 0.4 0.3 0.2 0.1 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 K/N | x | 2 = 1 x 2 = 1 : K = 15 , ∞ x † x = K Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  10. Application 3 The Gaussian Vector Channel Let the received vector be given by r = Ht + n where • t is the transmitted vector • n is uncorrelated (white) Gaussian noise • H is a coupling matrix accounting for crosstalk In many applications, e.g. antenna arrays, code-division multiple-access, the coupling matrix is modelled as a random matrix with independent identically distributed entries (i.i.d. model). Crosstalk can be processed either at receiver or transmitter Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  11. Application 4 Processing at Transmitter If the transmitter is a base-station and the receiver is a hand-held device one would prefer to have the complexity at the transmitter. E.g. let the transmitted vector be t = H † ( HH † ) − 1 x where x is the data to be sent. Then, r = x + n . No crosstalk anymore due to channel inversion. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  12. Application 5 Problems of Simple Channel Inversion Channel inversion implies a significant power amplification, i.e. HH † � − 1 x > x † x . x † � In particular, let • α = K N ≤ 1 ; • the entries of H are i.i.d. with variance 1 /N . Then, for fixed aspect ratio α HH † � − 1 x x † � 1 lim = x † x 1 − α K →∞ with probability 1. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  13. Application 6 Tomlinson-Harashima Precoding Tomlinson ’71, Harashima & Miyakawa ’72 Choose that representation that gives the smallest transmit power. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  14. Application 6 Tomlinson-Harashima Precoding Tomlinson ’71, Harashima & Miyakawa ’72 Choose that representation that gives the smallest transmit power. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  15. Application 6 Tomlinson-Harashima Precoding Tomlinson ’71; Harashima & Miyakawa ’72 Choose that representation that gives the smallest transmit power. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  16. Application 6 Tomlinson-Harashima Precoding Tomlinson ’71, Harashima & Miyakawa ’72 Instead of representing the logical ”0” by +1, we present it by any element of the set { . . . , − 7 , − 3 , +1 , +5 , . . . } = 4 Z + 1 . Correspondingly, the logical ”1” is represented by any element of the set 4 Z − 1 . Choose that representation that gives the smallest transmit power. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  17. Application 7 Generalized TH Precoding Let B 0 and B 1 denote the sets presenting 0 and 1, resp. Let ( s 1 , s 2 , s 3 , . . . , s K ) denote the data to be transmitted. Then, the transmitted energy per data symbol is given by E = 1 x ∈X x † Jx K min with X = B s 1 × B s 2 × · · · × B s K and J = ( HH † ) − 1 . Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  18. Replica Calculations 8 Zero Temperature Formulation Quadratic programming is the problem of finding the zero temperature limit (ground state energy) of a quadratic Hamiltonian. The transmitted power is written as a zero temperature limit 1 e − βK Tr( Jxx † ) � E = − lim βK log β →∞ x ∈X 1 e − βK Tr( Jxx † ) � − → − lim β →∞ lim βK log K →∞ E J x ∈X with 1 β denoting temperature. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  19. Replica Calculations 8 Zero Temperature Formulation Quadratic programming is the problem of finding the zero temperature limit (ground state energy) of a quadratic Hamiltonian. The transmitted power is written as a zero temperature limit 1 e − βK Tr( Jxx † ) � E = − lim βK log β →∞ x ∈X 1 e − βK Tr( Jxx † ) � − → − lim β →∞ lim βK log K →∞ E J x ∈X with 1 β denoting temperature. Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  20. Replica Calculations 9 Free Fourier Transform We want 1 e − βK Tr( Jxx † ) . � lim J log K E K →∞ x ∈X We know λ a ( P ) n 1 � J e − K Tr JP = − � lim K log E R J ( − w )d w. K →∞ a =1 0 We would like to exchange expectation and logarithm: 1 X X n . X log X = lim n log E E n → 0 Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

  21. Replica Calculations 9 Free Fourier Transform We want 1 e − βK Tr( Jxx † ) . � lim J log K E K →∞ x ∈X We know λ a ( P ) n 1 � J e − K Tr JP = − � lim K log E R J ( − w )d w. K →∞ a =1 0 We would like to exchange expectation and logarithm: 1 X X n . X log X = lim n log E E n → 0 Minimization of Quadratic Forms in Wireless Communications � Ralf R. M¨ c uller 2008

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