WIRELESS COMMUNICATIONS AND MOBILE COMPUTING

Wirel. Commun. Mob. Comput. 2002; 2:667 692 (DOI: 10.1002/wcm.81)

A moment generating function (MGF)-based approach for

performance evaluation of space-time coded communication
systems

Marvin K. Simon* Summary

A few years back, a generic analysis approach
referred to as the MGF method was introduced for
the purpose of simplifying the evaluation of the
performance of digital communication over fading
channels. A particular case of high interest that fell
under the umbrella of the methodology was the
evaluation of the average error probability
performance of systems that employ receive
diversity to combat multipath as well as the possible
inclusion of error-correcting coding/decoding for
improving power efficiency. In this paper, we
extend the methodology to space-time coded
systems. Illustrative examples are explicitly given
for space-time trellis coding. The emphasis of the
paper is on the performance analysis tools and their
application, as opposed to the design of the
space-time codes themselves. Copyright 2002
John Wiley & Sons, Ltd.

KEY WORDS
digital communications
fading channels
spacetime coding
error probability
performance analysis

1. Introduction the deleterious effects of multipath fading and in one

form or another can be found in many of the cur-
Diversity is a classic and well-known concept that rent and emerging wireless communication systems.
for the past half century has been used to combat For the most part, the most common applications of
diversity in practical systems occur in the receiver
portion of the overall communication system. From
Currently a Visiting Scholar in the Department of Electri-
cal Engineering at the University of California, Los Angeles an error probability standpoint, receive diversity has
(UCLA), U.S.A. the effect of steepening the rate of descent of the sym-

Invited Paper. bol error rate (SER) or bit error rate (BER) versus
Copyright 2002 John Wiley & Sons, Ltd.
668 MARVIN K. SIMON
the average signal-to-noise ratio (SNR) curve, while
at the same time leaving the nature of the variation
of these error probabilities with the average SNR
unchanged. In this sense, the term diversity gain or
diversity order most commonly refers to the increase
in the slope of the error probability versus the aver-
age SNR curve. Equivalently, in the limit of a large
average SNR, whereupon the error probability ver-
sus the average SNR in many cases approximately
behaves as P
E 
Gd , the exponent, Gd , repre-
sents the diversity gain. Furthermore, on the basis of
such an asymptotic behavior, the difference in the
average SNR at fixed error probability (i.e. the hori-
zontal separation of the error probability performance
curves plotted on a loglog scale) between a sys-
tem with no diversity (i.e. Gd D 1) and one with
diversity order Gd > 1 continues to increase with
increasing SNR and, in the limit of infinite SNR,
becomes unbounded.
Apart from the improvement in system perfor-
mance attributed to receive diversity is the possibility
of additional improvement brought about by the intro-
duction of error-correction coding at the transmitter
and its associated decoding at the receiver. In many
instances, coding affects the error probability ver-
sus SNR curve in such a way that asymptotically,
in the limit of large SNR, the uncoded and coded
error probability performance curves become parallel
and as such the difference in SNR (horizontal separa-
tion) between these curves approaches a fixed finite
amount. This asymptotic SNR separation is what is
commonly referred to as coding gain. Mathemati-
cally speaking, if asymptotically the error probability
behaves as P
E
Gc 
Gd , then in the limit of
large SNR, the coding gain Gc represents the horizon-
tal shift in the error probability performance relative
to the benchmark curve P
E 
Gd .
In addition to a horizontal shift in the error prob-
ability versus SNR curve, coding can also steepen
the rate of descent of this curve and as such can
contribute to diversity. Thus, a system that incor-
porates both error-correction coding and multiple
receive antennas is capable of providing both diver-
sity and coding gain and its asymptotic (large average
SNR) error probability performance would behave
as P
E
Gc 
Gd where Gd now reflects the
diversity contributions from both the coding and
the antenna multiplicity. This notion of describing
diversity and coding gain in terms of the asymp-
totic behavior of the error probability performance
curve is nicely described and analytically quantified
in Reference [1].
Copyright 2002 John Wiley & Sons, Ltd.
In this paper, we first introduce the notion of trans-
mit diversity, which shifts the complexity associated
with the implementation of a diversity receiver to
the transmitter with the hope of accomplishing the
same purpose, that is, providing diversity gain, with
as little compromise as possible in average SNR
performance. In the simplest of terms, we trans-
mit the same signal information (over a multitude
of symbol intervals and not necessarily in the same
sequence) simultaneously from a multitude of anten-
nas and appropriately combine the faded versions of
these transmissions received in the multitude of sym-
bol intervals in such a way as to provide a diversity
gain. The most obvious application of such a con-
cept is in the forward link of a mobile communication
system in which the complexity associated with the
diversity implementation has now been moved from
the mobile unit to the base station. Although it is
possible to achieve the same diversity gain using
transmit instead of receive diversity, the former incurs
an SNR loss (assuming a fixed total transmit power
for both schemes). Thus, the next logical step in
improving system performance when transmit diver-
sity is employed would be to apply error-correction
coding/decoding (but now in more than one dimen-
sion) so as to provide coding gain for recovering
this loss in SNR while maintaining the diversity gain
achieved. Indeed, the combination of transmit diver-
sity in the form of multiple antennas coupled with
error-correction coding is what is generically referred
to as space-time coding. For example, the joint
design of a trellis-coded modulation (TCM) in com-
bination with transmit and receive diversity would be
referred to as space-time trellis-coded modulation.
It is interesting to note that while the origins of
receive diversity for combating multipath date back
to the classic work of Brennan [2], the notion of
transmit diversity is, relatively speaking, quite recent.
Perhaps the earliest traces of such an idea appear in
It is also possible to combine receive diversity with
transmit diversity to increase the diversity gain still further.
Such systems that employ multiple transmit antennas and
multiple receive antennas are generically referred to as
multiple-input multiple-output (MIMO) systems.
In the simplest of schemes, the multitude of transmitters
and the multitude of symbol intervals constitute the same
numeric value.
It should be noted that the term space-time coding is not
meant to imply that both diversity and coding gains are
always achieved. For example, as we shall see in the case of
space-time block codes based on square orthogonal designs,
the code rate is unity and while a diversity gain is achieved
there is no coding gain.
Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS
the work of Wittneben [3]jj and that of Seshadri and
Winters [5], both reported in 1993, who suggested
various delay transmit antenna diversity techniques
for application in base stations. (Wittneben also
refers to his particular scheme as modulation diver-
sity since the same modulation method is used at all
antennas, the distinction among them being differ-
ent modulation parameters.) These schemes focused
on attempts to achieve the same diversity gain as
that obtained with receive diversity, sacrificing, how-
ever, the effective gain in receive SNR by a factor
equal to the number of antennas that is achieved by
the latter. It was not until a number of years later
that researchers thought of combining transmit diver-
sity with error-correction coding (and possibly also
receive diversity) [79]. Since that time, a large num-
ber of papers extending these principles and exploring
their application in modem design have appeared in
the literature, examples of which for block and trellis
coding can be found in References [1021].
To a large extent, the papers that deal with space-
time coding emphasize the design criteria and con-
struction of the two-dimensional codes and their
decoding algorithms rather than the methods by
which the error probability of the overall system is
evaluated and the associated accuracy of these meth-
ods. With regard to the latter, for the most part,
the standard analysis techniques previously applied
to time coding alone have been extended to allow the
evaluation of pairwise error probability (PEP) (either
exactly or by an upper bound) and upper bounds on
(or approximations to) average bit error probability
(BEP) for space-time codes. In keeping with the title,
our goal in this paper will be to demonstrate that
the MGF-based approach [22,23] that has been so
successful in allowing evaluation of the more con-
ventional single transmitter communication systems
is equally as useful in the case of multichannel trans-
mission. Indeed, the approach will largely parallel that
in Chapter 12 of Reference [23] and as such we shall
focus primarily on the trellis-coded application.
As we shall see in the technical presentation
that follows, whether one achieves transmit diversity
gain and/or coding gain with multiple antennas and
space-time coding depends on a number of factors, in
jj
To be chronologically precise, the scheme that was ana-
lyzed in Reference [3] was first reported by the same author
in Reference [4] for a SIMULCAST application.
Winters [6] also subsequently expanded upon and pro-
vided an analytical basis for the Monte Carlo simulation
results originally proposed in Reference [5].
Copyright 2002 John Wiley & Sons, Ltd.
669
particular, the model assumed for the rate of variation
of the channel, that is, fast versus slow (often called
quasistatic) fading. In the case of the former, the fad-
ing is assumed to vary independently from symbol to
symbol, whereas for the latter, the fading is assumed
to be constant over the duration of a block of sym-
bols but varies from block to block. It is furthermore
important that we consider both cases in our discus-
sions, since not only do the differences between the
two influence the system performance but also play a
significant role in the criteria used to design the opti-
mum codes. However, in keeping with the spirit of
the paper, we shall not discuss the means by which
these designs are obtained but rather the tools used to
analyze the performance of communication systems
that employ the codes themselves.
The paper is intended to have a somewhat tutorial
flavor and thus we begin our discussion by describ-
ing the basic idea of transmit diversity and its relation
to the more traditional concept of receive diversity.
To keep matters simple, we shall make certain ideal-
istic assumptions that allow for a quick comparison
between the two diversity concepts.
2. Transmit Versus Receive
DiversityBasic Concepts
The basic idea of transmit diversity is to create at the
input of a single receive antenna a multichannel signal
that resembles in form that which would be received
by a multitude of antennas in a system having a sin-
gle transmit antenna communicating over a multipath
channel. More specifically, a given information sig-
nal is redundantly transmitted from a multitude of
transmit antennas over a set of flat-fading channels
to create at the receiver a signal having the appear-
ance of one transmitted from a single antenna over
a multipath-fading channel such as that discussed in
Chapter 9 of Reference [23]. The manner in which
the various transmitted components are separated at
the receiver to allow for transmit diversity is analo-
gous to the way in which the various multipath com-
ponents are resolved in a system employing receive
diversity. Furthermore, the method used for creat-
ing a set of transmitted signal replicas that allows for
separation at the receiver is what distinguishes one
transmit diversity scheme from another.
Recall that in a receive diversity system, it is the appli-
cation of a pseudonoise direct sequence spread spectrum
modulation to the transmitted signal that allows resolution
of the various multipath components in the receiver.
Wirel. Commun. Mob. Comput. 2002; 2:667 692
670 MARVIN K. SIMON
Spreading
P1 Code 1 a1 (a1 = W1)
2
Spreading
Code 2 a2 (a2 = W2)
2
P2
Information
symbols
Spreading
PLt Code Lt aLt (a2Lt = WLt)
Transmitter Fading AWGN channel
Fig. 1. Mathematical model of a basic transmit diversity scheme.
A simple way of achieving the above separation
is to assign the transmitted signal replicas different
code division multiple access (CDMA) codes (or dif-
ferent delays of the same code) in much the same way
as that discussed in Chapter 11 of Reference [23],
for a multiuser communication system. The differ-
ence here is that instead of trying to separate the
various communications from different users, we are
trying to separate the various transmitted components
from the same user to create a set of independent
diversity channels. The basic transmit diversity sys-
tem is illustrated in Figure 1. In each transmission
interval, an information symbol is spread by a set
of Lt different CDMA code words (assumed here to
be orthogonal) producing a set of signals that char-
acterize the outputs of the Lt transmit antennas in
that interval. Each of these signals is transmitted
Note that, depending on the number of transmit antennas,
that is, the number of orthogonal code words required, the
narrowband information signal may or may not become
wideband. That is, for a small number of transmit antennas,
the spreading sequences can be short and as such the
channel created may not necessarily become frequency-
selective. This is in contrast to an alternative transmit
diversity scheme suggested in Reference [5] in which the
intent is to create a frequency-selective fading channel
thereby necessitating the use of MLSE or alternatively a
RAKE receiver.
Copyright 2002 John Wiley & Sons, Ltd.
Spreading
Code 1 a1 (a12 = W1)
Spreading
a2 (a22 = W2)
Code 2
n(t)
* To
ML
detector
Spreading
Code Lt aLt (aLt = WLt)
2
Receiver
over a flat-fading channel, the collection of which
for the purpose of our discussion will be assumed
to be independent and identically distributed (i.i.d.),
that is, 1 D 2 D . . . Lt D  in Figure 1. Since
the total available transmitted power, Pt , is a finite
resource, for the i.i.d. channel assumption, a good
strategy for power allocation to the Lt transmitted sig-
nals would be to share the total power equally among
them, that is, each transmitted signal would have
power Pi D Pt /Lt , i D 1, 2, . . . , Lt . The optimization
of transmitted power allocation for the non-i.i.d. (both
correlated channels and nonidentical channel aver-
age powers) case has also been considered [24,25]
but is not germane to our simple conceptual discus-
sion here. The received signal is despread through
an appropriate set of filters matched to the spreading
codes thereby separating the various transmitted repli-
cas components. We note that whereas in a receive
diversity system the additive white Gaussian noise
(AWGN) components that exist in each of the receiver
branches are independent of one another by virtue of
the fact that they are associated with different anten-
nas, in the transmit diversity system, the noises at
the matched filter outputs are also mutually indepen-
dent because of the projection of the single noise
source associated with the single receive antenna on
the multitude of orthogonal despreading codes. Next,
assuming, for simplicity, perfect knowledge of the
Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS
statistics of the channels, the outputs of the despread-
ing matched filters are weighted by the complex con-
jugate of the corresponding channel gain between the
appropriate transmit antenna and the receive antenna
and combined in the fashion of maximum ratio com-
bining (MRC). The output of the MRC is then used
to make a maximum-likelihood (ML) decision on the
transmitted symbol in the same manner as that dis-
cussed in Chapter 9 of Reference [23].
In view of the above description, it should be
apparent that from an ideal mathematical standpoint,
the received signal can be modeled as a set of Lt
independent slowly varying flat-fading components
analogous to that discussed in Section 9.1.2 of Ref-
erence [23], and thus, one might anticipate that the
analysis techniques presented there for receive diver-
sity systems would also apply to the transmit diver-
sity case. In fact, a straightforward application of the
MGF-based approach to the above transmit diversity
system would reveal a performance having a diver-
sity gain equal to that of an MRC receive diversity
system with Lt receive antennas (a single transmit-
ting antenna assumed) but an average SNR reduced
by a factor of Lt . For example, a plot of average BER
versus average SNR in dB for the transmit diversity
system would be parallel to that of the equivalent
receive diversity system but translated to the right
by 10 log10 Lt . In an effort to recover this inherent
SNR loss, researchers then combined transmit diver-
sity with error-correction coding in an integrated fash-
ion, which is what has generically become referred to
as space-time coding.
Before launching into the more generic problem
of evaluating the error probability performance for
arbitrary space-time block and trellis codes transmit-
ted over generalized fading channels, we start our
discussion with a specific transmit diversity scheme
proposed by Alamouti [26] that has the advantage
of not only being simple to implement (no spread-
ing/despreading codes are required) but also of being
simple to comprehend in terms of its comparison
with the optimum receive diversity (MRC) technique.
Indeed, Alamoutis technique laid the foundation for
many of the contributions to the subject that fol-
lowed in the literature, some of which can be viewed
as direct extensions of his work. The motivation for
using Alamoutis technique and its later generaliza-
tions, namely, the so-called orthogonal designs (to be
discussed in Section 4), as opposed to the CDMA-
based transmitter diversity technique that was just
described, is that the latter loses ratethe rate of
transmission is 1/Lt symbol per channel usewhile
Copyright 2002 John Wiley & Sons, Ltd.
671
the orthogonal designs can achieve exactly the same
performance at rate 1 symbol per channel use for real
designs, or at least rate 1/2 symbol per channel use
for complex designs [13].
3. Alamoutis Diversity Techniquea
Simple Transmit Diversity Scheme Using
Two Transmit Antennas
Consider first the simple communication system illus-
trated in Figure 2 that employs two transmit antennas
and a single receive antenna. Let xn D [x1
n , x2
n ]T
denote the column vector representing the joint sig-
nal information (a pair of complex symbols) to be
transmitted in the nth transmission interval , nTs 
t 
n C 2Ts , from the two transmit antennas where
the T superscript denotes the transpose operation.
For example, xn could consist of a pair of inde-
pendently chosen M-PSK symbols or alternatively a
pair of such symbols chosen from a four-dimensional
2 M-PSK constellation as might be the case if the
input data were first trellis-encoded [16]. In Alam-
outis scheme [26], this joint information is sent
twice per transmission interval (hence the informa-
tion symbol rate remains unchanged) each time with
a different assignment to the two transmit antennas.
Thus, an Alamouti symbol consists of two infor-
mation symbols and in our notation, a transmission
interval corresponds to the duration of an Alamouti
symbol. Specifically, Antenna 1 and Antenna 2 first
transmit x1
n and x2
n , respectively, in the interval
nTs  t 
n C 1Ts ; then they transmit

x2
n  and

x1
n  in the interval
n C 1Ts  t 
n C 2Ts a
simple space-time block code. Thus, for a block of
N successive information vectors x1 , x2 , . . . , xN , the
transmitted sequences from each antenna would be a
block of 2N complex symbols as follows: Antenna 1
would transmit x1
1 ,

x2
1  , x1
2 ,

x2
2  , . . . , x1
N ,


x2
N  , whereas Antenna 2 would transmit x2
1 ,

x1
1  , x2
2 ,
x1
2  , . . . , x2
N ,
x1
N  .
The channel during the nth transmission inter-

n
val is described by the Lr Lt matrix Cn D [cji ]

n
where cji denotes the complex channel gain (fading)
between the ith transmit antenna and the jth receive

n
antenna and the cji s are assumed to be independent
of one another. For example, for a Rayleigh-fading

n
channel, cji would be a complex Gaussian random
We use the term transmission interval here to refer to
the time intervals needed to transmit information symbols
a pair at a time.
Wirel. Commun. Mob. Comput. 2002; 2:667 692
672 MARVIN K. SIMON

(n)
c11

(n) (n ) (n) (n )
x1 ,(x 2 )* n1 , n 2

(n ) (n)
y1 , y2 (n ) (n) (n ) (n )
x1 , x 2 Maximum- x1 , x 2
(n ) Combiner likelihood
c12
detector

(n) (n ) (n) (n )
c11 , c12 c11 , c12
Channel
estimator
(n) (n)
x2 , (x 1 )*

Fig. 2. The two-branch Alamouti transmit diversity scheme with one receive antenna.

variable (RV) with average fading power  D jcj,i
n 2

j vector xn D [x1
n , x2
n ]T corresponding to the nth
assumed to be independent of n. For the case cur- transmission interval. Substituting Equation (1)
rently under consideration, Cn is given by the row into Equation (2) gives

n
n
vector [c11 c12 ]. Note that the above notation implies
xQ 1
n D
jc11

n 2
n 2
n
j C jc12 j x1
that the channel gains are assumed to be constant
over a transmission interval that corresponds to two
n
n
n
n
C
c11  n1 C c12
n2 
symbol intervals. However, depending on the fast ver-
sus slow-fading assumption, the channel matrix either xQ 2
n D
jc11

n 2
n 2
n
j Cjc12 j x2 C
c12
n
n
 n1
c11
n
n

n2 
varies as a function of n or is constant with respect
3
to n over a block of transmissions. Note that even though xQ 1
n and xQ 2
n both depend on the
Denoting by xn1 D [x1
n , x2
n ]T , xn2 D [
x2
n , same pair of noise components n
n
n
1 , n2 , the effective

x1
n ]T the column vectors representing the two pairs Gaussian noise RVs N

n
n
n
n
n
1 D
c11  n1 C c12
n2 
of symbols successively transmitted over the channel and N

n
n
n
n
n
2 D
c12  n1
c11
n2  are uncorrelated
in the nth transmission interval, then the correspond-
(and therefore independent), that is, EfN

n

n
1
N2  g D
ing pair of successive signal samples at the receiver
n
n 2
n
n 2
(matched filter outputs at times t D
n C 1Ts and [
c11 
c12 
c12
c11   ] D 0. In view of this
t D
n C 2Ts ) is given by independence, one can view the two equations in
Equation (3) as representing the input-output relation-
y1
n D Cn xn1 C n
n
n
n
n
n
n
1 D c11 x1 C c12 x2 C n1 ship of two parallel, independent channels, or, two
realizations of the same single-input/single-output
y2
n D Cn xn2 C n
n
n
n
2 D c11

x2  channel (since the two parallel channels have the

n
n
C c12
x1  C n
n
2
1 same SNR). This means that existing one-dimensional
(1-D) codes (e.g. 1-D TCM) could easily be combined
where n
n
n
1 and n2 comprise a pair of i.i.d. complex with, in general, orthogonal designs, by serial-to-
zero mean Gaussian noise samples each with variance parallel (one to Lt  converting the 1-D encoder output
 2 per dimension (i.e. Efjn
n 2 2
i j g D 2 , i D 1, 2 and and then feeding it to the orthogonal design.
are assumed to be independent of the channel gains. On the basis of the observations in Equation (1),
Assuming perfect knowledge of the complex chan- the ML metric is given by
nel gains, that is, perfect channel state informa-
tion (CSI), the receiver uses the sequence y1
n , y2
n m
y
n , x
n  D jy1
n

c11

n
n
n
n 2
x1 C c12 x2 j
to construct C jy2
n

c11

n


x2
n  C c12

n
n 2

x1  j
4
xQ 1
n D
n
n

c11  y1 C
n
n
c12
y2 

2
xQ 2
n D
c12

n
n
n
n
 y1
c11
y2  Note that the combining scheme as described by
Equation (2) is different from that of MRC. Nevertheless,
to be used in forming the ML metric for as we shall see shortly, the decision variables that result are
making a decision on the information signal precisely the same as those for MRC.

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 673

which using Equation (2) can be written as Note that in Equation (10) knowledge of the channel
  appears not to be explicitly needed to implement the
m
y
n , x
n  D jy1
n j2 C jy2
n j2
2 Re xQ 1
n
x1
n  decision rule. However, the reader is reminded that
  knowledge of the channel is needed to build the deci-

2 Re xQ 2
n
x2
n  C
jc11
n 2
n 2
j C jc12 j jx1
n j2 sion variables xQ 1
n and xQ 2
n from the received observ-
ables y1
n and y2
n in accordance with Equation (2).

n 2
n 2
C
jc11 j C jc12 j jx2
n j2
5 Furthermore, applying the ML principle directly to
the observables, it can formally be shown [27] that
or equivalently the optimal (in the sense of maximizing the joint
likelihood function p
y1
n , y2
n jx1
n , x2
n , c11

n
n
, c12 )
m
y
n , x
n  D jy1
n j2 C jy2
n j2
jQx1
n j2
jQx2
n j2 receiver is indeed one that bases its decision on xQ 1
n

n 2
C
jc11
n 2
j C jc12 j
1jx1
n j2 C jQx1
n
x1
n j2 and xQ 2
n of Equation (2). Thus, for the perfectly known

n 2
n 2
channel, the Alamouti scheme is optimal. Note that
C
jc11 j C jc12 j
1jx2
n j2 C jQx2
n
x2
n j2
6 this optimality statement is independent of the statis-
tics of the channel since the proof of optimality is
Since a decision on x1
n and x2
n based on Equa- based on the conditional (on the channel gains) like-
tion (6) is independent of y1
n , y2
n , xQ 1
n and xQ 2
n , the lihood function. The performance of the Alamouti
metric simplifies to scheme, however, will be very much dependent on the

n 2
n 2 statistics [e.g. probability density functions (PDFs),
m
xQ
n , x
n  D
jc11 j C jc12 j
1jx1
n j2 relative correlation] of the channel gains.
C jQx1
n
x1
n j2 C
jc11

n 2
n 2
j C jc12 j
1jx2
n j2 To compare the performance of the Alamouti trans-
mit diversity scheme with an equivalent two-branch
C jQx2
n
x2
n j2
7 MRC scheme, we note that the combined signals
in Equation (3) are identical in form (except for
Finally, assuming that the pair of information sig-
phase rotations of the noise components, which have
nals x1
n and x2
n to be transmitted are independently
no effect on the effective SNR) to what would be
chosen, an ML decision can be made separately on
obtained at the output of the MRC combiner for
each of them using the metricjjjj
the same pair of successively transmitted symbols.
Thus, from the standpoint of diversity gain, the two
m
Qxi
n , xi
n  D
jc11

n 2
n 2
j C jc12 j
1jxi
n j2
schemes both achieve a diversity of order two. How-
C jQxi
n
xi
n j2 , i D 1, 2
8 ever, under the assumption of a fixed total amount
of power available at the transmitter, for the trans-
with corresponding decision rule: mit diversity scheme, in each symbol interval, the
Choose xi
n D xO i
n iff power is split equally between the two antennas, that
is, x1
n and x2
n each contain half the symbol energy

n 2
n 2

jc11 j C jc12 j
1jOxi
n j2 C jQxi
n
xO i
n j2 and the same is true for

x2
n  and
x1
n  . By con-

n 2

jc11
n 2
j C jc12 j
1jxi
n j2 trast, in the MRC scheme, since only one transmit
antenna is employed, only one symbol is transmit-
C jQxi
n
xi
n j2 for all xi
n 6D xO i
n .
9 ted in each symbol interval and the total energy is
allocated to it. Thus, from the standpoint of SNR,
For equal energy signal constellations such as M- the power efficiency of the Alamouti transmit diver-
PSK, jxi
n j2 is constant and thus Equation (9) reduces sity scheme suffers a 3 dB loss with respect to that
to the minimum squared Euclidean distance rule: of the MRC receive diversity scheme. Stated another
Choose xi
n D xO i
n iff way, a curve of average BEP versus bit energy-to-
noise ratio in dB for the Alamouti transmit diversity
jQxi
n
xO i
n j2  jQxi
n
xi
n j2 for all xi
n 6D xO i
n scheme would be parallel to that of the equivalent

10 curve for MRC and shifted 3 dB to the right. This
analogy with the performance of MRC would hold
jjjj
A generalization of the metric in Equation (8) will also
for all channel scenarios including the possibility of
be used later on in Section 5 [see Equation (22)] when different statistical PDFs for the two channel gains as
discussing the TCM case. well as correlation between them.
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
674 MARVIN K. SIMON

   
In order to achieve higher orders of diversity,
n
c11

x2
n  C c12

n
n

x1  n
n
3
Alamouti [26] generalized his simple transmit diver- D
n
n
n
n C
c21

x2  C c22
x1  n
n
4
sity scheme to allow for more than one receive
antenna (still, however, using two transmit anten-
12
nas). Specifically, he showed that for two transmit where again n
n1 , n
n
2 , n
n
3 , n
n
4 are i.i.d. complex
antennas and Lr receive antennas, it is possible to zero mean Gaussian noise samples each with vari-
achieve a diversity of order 2Lr , which would then ance  2 per dimension. Assuming as before perfect
be equivalent (from a diversity gain standpoint) to knowledge of the channel gains, the receiver uses the
an MRC system with 2Lr receive antennas. For the sequence y1
n , y2
n , y3
n , y4
n to construct the two
purpose of illustration, we present the details for decision variables needed for ML detection as
the special case of two transmit antennas and two
receive antennas as was done in Reference [26]. The xQ 1
n D
c11

n
n
n
n
 y1 C
c21  y2
appropriate communication system is illustrated in
n
n
C c12
n
n

y3  C c22
y4 
Figure 3. The encoding of the pair of information
symbols at the transmitter is done the same way as xQ 2
n D
c12

n
n
n
n
 y1 C
c22  y2
previously described, that is, in the nth transmission
n
n

c11
n
n

y3 
c21
y4 
13
interval, xn1 D [x1
n , x2
n ]T is transmitted followed by
xn2 D [
x2
n , x1
n ]T . Since the channel gain matrix is Substituting Equation (12) into Equation (13) gives
now described by
  xQ 1
n D
jc11

n 2
n 2
j C jc12
n 2
j C jc21
n 2
n
j C jc22 j x1

n
n
c11 c12
n
n
C
c11
n
n
 n1 C
c21  n2
Cn D
n
n
11
c21 c22
n
n
n
n
C c12
n3  C c22
n4 
analogous to Equation (1), the four received samples xQ 2
n D
jc11

n 2
n 2
j C jc12
n 2
j C jc21
n 2
n
j C jc22 j x2
are now
n
n
n
n
    C
c12  n1 C
c22  n2
y1
n n
n
1
n
n
n
n
D Cn xn1 C
c11
n3 
c21
n4 
14
y2
n n
n
2
    Again it is straightforward to show that the

n
n
n
n
c11 x1 C c12 x2 n
n

n
effective Gaussian noise RVs N

n
n
1 D
c11  n1 C
1
D
n
n
n
n C
c21 x1 C c22 x2 n
n
2
n
n

c21
n
n
 n2 C c12
n
n

n3  C c22
n4  and

n
N 2 D

   
y3
n n
n
3

n
n

c12
n
n
 n1 C
c22  n2
c11
n
n
n
n

n3 
c21
n4 

n D Cn xn2 C
y4 n
n
4 are uncorrelated and thus independent. Analogous to

Fig. 3. The two-branch Alamouti transmit diversity scheme with two receive antennas.

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS
Equation (9), the decisions on x1
n and x2
n can be
made separately using the rule:
Choose xi
n D xO i
n iff

n 2
n 2
n 2
n 2

jc11 j C jc12 j C jc21 j C jc22 j
1jOxi
n j2
C jQxi
n
xO i
n j2 
jc11

n 2
n 2
j C jc12
j C jc21 j

n 2
C jc22 j
1jxi
n j2 C jQxi
n
xi
n j2
for all xi
n 6D xO i
n .
or for equal energy signal constellations,
Choose xi
n D xO i
n iff
jQxi
n
xO i
n j2  jQxi
n
xi
n j2 for all xi
n 6D xO i
n .
which is identical to Equation (10).
Finally, comparing the Alamouti transmit diversity
scheme with two transmit and two receive antennas
to an equivalent MRC scheme with one transmit and
four receive antennas, we readily observe that both
achieve a diversity order of four; however, using the
same reasoning as previously discussed, for a fixed
total transmitter power, the former would again suffer
a 3 dB loss relative to the latter.
4. Generalization of Alamoutis Diversity
Technique to Space-Time Orthogonal Block
Code Designs
Using the theory of orthogonal designs [28] studied
by Hurwitz and Radon back in the 1920s, Alam-
outis scheme can be generalized to a number of
transmit antennas greater than two [13]. Specifically,
consider an Lt Lt matrix X with real elements cho-
sen from x1 , x2 , . . . , xLt such that the rows or
columns are orthogonal with each other. Such orthog-
onal matrices referred to as HurwitzRadon matrices
were shown [28] to exist only for values of Lt D 2,
4 and 8. Examples of such matrices corresponding to
Lt D 2 and Lt D 4 are as follows:
 
xa
xb
X2 D
17a
xb xa
xa
xb
xc
xd
xb xa xd
xc
X4 D xc
xd

17b
xa xb
xd xc
xb xa
In Equation (17a), the subscripts a, b can be either
permutation of the indices 1, 2, whereas in Equa-
tion (17b), the subscripts a, b, c, d can be any per-
mutation of the indices 1, 2, 3, 4. In terms of the
Copyright 2002 John Wiley & Sons, Ltd.
675
space-time coding problem, we associate a column
of X with the Lt symbols transmitted from the Lt
antennas in a given symbol interval (time slot).
Thus, for example, letting a D 1, b D 3, c D 4, d D 2
in Equation (17b), simultaneous transmission of the

n 2
group of symbols x1 , x3 , x4 , x2 would be followed by
transmission of
x3 , x1 ,
x2 , x4 ,
x4 , x2 , x1 ,
x3 and

x2 ,
x4 , x3 , x1 . Since over a total of Lt time slots,

15 we are transmitting information from Lt symbols, the
information symbol rate is 1, or equivalently looking
at X as a block code, the code rate is 1. Using X to
describe the symbol transmissions in the nth trans-
mission interval from Lt antennas to a single receiver
with a channel characterized in this same interval by

16 the channel matrix Cn D [cji
n
], it is proved in Ref-
erence [13] that such block code designs achieve a
diversity of order Lt and have a simple ML decoding
algorithm that is based only on linear processing.
As pointed out above, the limitation of requir-
ing that the elements of X be real, for example,
binary phase shift keying (BPSK) modulation in
the application to space-time coding, is that such
matrix designs can only be achieved for Lt D 2, 4
and 8. In terms of the space-time coding applica-
tion, this limitation is synonymous with limiting the
number of transmit antennas, or equivalently, the
diversity order, to 2, 4 and 8. To allow arbitrary
diversity orders to be achieved, Tarokh and his col-
laborators introduced the notion of generalized com-
plex orthogonal designs [13] wherein the elements of
matrix X, now of dimension Lp Lt (i.e. X is non-
square), are allowed to be complex and chosen from
0, x1 , x1 , x2 , x2 , . . . , xk , xk in such a way
as to provide orthogonal rows and columns. Further-
more, whereas
 for the real orthogonal designs, XXT D
Lt 2 
iD1 xi I where I is the Lt Lt identity matrix,
for the generalized complex orthogonal  designs,  the
analogous property is XXT D C k
jx i j2
I with
iD1
C as an integer constant. Applying such designs to
the space-time coding problem in which as before the
number of columns, Lp , of X corresponds to the num-
ber of symbols per transmission interval (code block)
and the number of rows, Lt , of X corresponds to the
number of transmit antennas, since there are now k
symbols transmitted in a given transmission interval,
the code rate is k/Lp .
On the basis of the above description, it becomes
immediately clear that the Alamouti scheme is a special
case of a space-time complex orthogonal block code
corresponding to Lp D Lt D k D 2. Specifically, if we
Wirel. Commun. Mob. Comput. 2002; 2:667 692
676
define the complex orthogonal matrix X by
 
x1
x2
XD
x2 x1
then if we associate the first and second columns of
X with the transmitted symbol column vectors xn1 D
[x1
n , x2
n ]T and xn2 D [
x2
n , x1
n ]T previously de-
fined above Equation (1), we immediately see the
association.
As an example of a complex orthogonal design that
generates a space-time block code with diversity of
order 3 and can be applied, for example, to a system
with three transmit and one receive antenna, consider
the matrix X given by
xa
xb
xc
xd xa
xb
xc
xd
X D xb xa xd
xc xb xa xd
xc
xc
xd xa
xb xc
xd xa

19
where again the subscripts a, b, c, d can be any
permutation of the indices 1, 2, 3, 4. The block
code generated from the code construction matrix
in Equation (19) has a block length of eight sym-
bols during which only four different complex sym-
bols (and their complex conjugates) are transmitted.
Thus, the effective code rate is 4/8 D 1/2 resulting
in a reduction of data throughput by a factor of
1/2 as compared to the square orthogonal designs.
Also note from examination of each row of X, that
a given transmitter sends each symbol and its com-
plex conjugate
 one and  only one time and therefore
4 ally the simplest form of space-time TCM, we discuss
XXT D 2 jx
iD1 i j2
I, that is, C D 2.
As was true for the square real orthogonal designs,
space-time block codes generated from generalized
complex orthogonal matrices have a simple ML
decoding algorithm that is based only on linear pro-
cessing. Furthermore, it has been shown that for any
number of rows in X (i.e. any number of trans-
mit antennas), there exists a construction that pro-
duces a code design with a code rate of at least 1/2.
Also, while in principle any diversity order is now
achievable, the higher the diversity order the larger
the SNR loss when compared with the equivalent
(same diversity order) single transmit antenna, multi-
ple receive antenna system. Specifically, a space-time
block coded system with Lt transmit antennas (trans-
mit diversity of order Lt  would suffer a 10 log10 Lt
dB SNR penalty when compared with the equivalent
order-Lt receive diversity system.
Before moving on to a consideration of space-time
trellis-coded systems, we wish to point out the
Copyright 2002 John Wiley & Sons, Ltd.
MARVIN K. SIMON
existence of some recent work dealing with Alamouti-
type systems for unknown channels. In particular,
assuming identically distributed (but not necessarily

18
independent) Rayleigh statistics for the two channels
between the two transmitters and the single receiver,
the optimum (in the ML sense) receiver in the absence
of absolute knowledge of the channel gains has been
determined and upper and lower bounds on its per-
formance have been obtained [27]. As these results
are as yet unpublished, we respect the authors right
of privacy and proceed no further with this discus-
sion. For additional information, the reader is free to
contact the author of Reference [27] or merely await
the eventual public disclosure of his results.
5. Alamoutis Diversity Technique
Combined with Multidimensional
xb Trellis-Coded Modulation
As discussed in the previous section, while space-
time block codes achieve the maximum diversity gain
with simple decoding algorithms (as has been demon-
strated here for the Alamouti scheme), unfortunately
they are not accompanied by coding gain. Perhaps the
simplest method of achieving both diversity and cod-
ing gain is to combine multidimensional TCM with
Alamoutis scheme. One such method was investi-
gated in Reference [16] in which a four-dimensional
trellis-coded 2 M-PSK modulation was employed.
Since this combination of trellis coding with the basic
two transmit antenna Alamouti scheme is conceptu-
its behavior here as a prelude to the presentation that
follows in the next section dealing with the more
general type of space-time TCM having an arbitrary
number of transmit antennas.
A block diagram of the system is illustrated in
Figure 4. In each transmission interval, b bits enter
the trellis encoder and k D 2m are generated, which
are used to select a pair of M-PSK
M D 2m  symbols
from a 2 M-PSK four-dimensional constellation.
The pair of symbols is transmitted from two anten-
nas using the Alamouti encoding scheme described
in the previous section. The channel matrix Cn
is now 2 Lr in size and the received symbols,
y1
n , y2
n , . . . , y2L

n
r
, corresponding to the nth trans-
mission interval defined by
yl
n D cl1

n
n
n
n
x1 C cl2 x2 C n
n
l

n
n
ylCL D cl1

x2
n  C cl2

n
n

x1  C n
n
lCLr ,
r
l D 1, 2, . . . , Lr
20
Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 677

Fig. 4. The two-branch Alamouti transmit diversity scheme combined with multidimensional trellis-coded modulation.

are used to construct the decision variables or for equal energy constellations such as 2 M-

Lr 
Lr PSK
xQ 1
n D
n
n

cl1  yl C
n
n
cl2
ylCLr  N  2
 X D
m
X, jQxi
n
xi
n j2
23
lD1 lD1
L  nD1 iD1
 r

n 2
n 2
D [jcl1 j C jcl2 j ] x1
n

is defined accord-
where X D [x1 , x2 , . . . , xN ] and X
lD1
ingly.

Lr

n
n
n
n
C [
cl1  nl C cl2
nlCLr  ]
lD1
L  5.1. Evaluation of the Pairwise Error Probability
 r
Performance on Fast Rician-Fading Channels
D
n 2
[jcl1
n 2
j C jcl2

n
j ] x1
n C N 1
lD1
The first step in evaluating the average BEP of the

Lr 
Lr
system in Figure 4 is to compute the pairwise error
xQ 2
n D
n
n

cl2  yl

n
n
cl1
ylCLr  probability, that is, the probability of choosing the
lD1 lD1
space-time sequence X  when in fact the sequence
L 
 r

n 2
n 2
X was transmitted. Upper (Chernoff) bounds on this
D [jcl1 j C jcl2 j ] x2
n probability were computed in Reference [16]. Here
lD1
we evaluate exact expressions for the PEP. Condi-

Lr

n
n
n
n
tioned on a realization of the channel over the entire
C [
cl2  nl
cl1
nlCLr  ] block of length N, this probability is given by
lD1
L 
 r


P
X ! XjC
X m
X,
D Prfm
X,
XjCg

D
n 2
[jcl1 j C
n 2
jcl2 j ]

n
x2
n C N 2
21
lD1
X
m
X,
D Prfm
X,
X
 0jCg
24
which is the generalization of Equation (13) to Lr
antennas. Since the transmitted symbols are trellis- Assuming the equal energy 2 M-PSK case, then
coded, the receiver must now perform ML sequence substituting Equation (21) into Equation (23) and
detection in space and time which for an observation simplifying gives
block of N transmission intervals uses the metric
 L   L 
 N  2  r 
N  r

X D
m
X,
jc j C jc j 
1 jxi
n j2

n 2
n 2 
P
X ! XjC D Pr Z
n 2

jcl1 j C
n 2
jcl2 j 
l1 l2
nD1 iD1 lD1 nD1 lD1
 

2
C jQxi
n
xi
n j2
22 jxi
n
xO i
n j2
25
iD1

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
678 MARVIN K. SIMON

where Z is conditionally (on the channel fading) a Equation (2.17) of Reference [23], and evaluating it
zero mean Gaussian RV given by at s D
1/2 sin2 , we immediately obtain


N

ZD

n

2 Re
Ox1
n
x1
n  N 1
P
X ! X
nD1
2lr


n
C
Ox2
n
x2
n  N
2 
26

N

/2 ! 2
1
1 C K sin 
Recognizing that the variance of Z can be com- D
 0 nD1 2

1 C K sin 
puted as

 s 
n
2
L 
n 2

N  r C4 jxi
xO i j

n 2
n 2
Z2 D 4 2
jcl1 j C jcl2 j iD1

nD1 lD1

  
n
2
2

jxi
n
xO i
n j2
27 2Lr K s jxi
xO i
n j2
4
iD1
iD1
exp
d

1 C K sin2


the conditional PEP can be expressed in terms of a
 s 
n
2
Gaussian Q-function by
n 2
C4 jxi
xO i j
iD1

P
X ! XjC






 L 


 
N  r  
/2 ! N 2

n 2
n 2 1
1 C K sin 
 jcl1 j C jcl2 j D
 nD1 lD1  0
1 C K sin2


D Q
28
nD1
  2
2


n
n
 jxi
n
xO i
n j2
C 4s jxi
xO i j2

iD1 iD1
4 2 2lr




s 2

n 2

Assuming that x1
n and x2
n are normalized M-PSK K jxi
xO i j

n

4 iD1

symbols such that Efjx1
n j2 g D Efjx2
n j2 g D 1, then
exp
d
 2 D N0 /2Es and Equation (28) becomes
1 C K sin2 




 
n
2



P
X ! XjC C 4s jxi
xO i
n j2


 L  iD1
r  
 E  N 
30
 s
n 2
jcl1 j C jcl2
n 2
j
 2N where, as always,  s D Es /N0 denotes the average
 0

D Q  nD1 lD1

29 symbol SNR. For the Rayleigh-fading case (K D 0,
 
2

n
n 2
jxi
xO i j Equation (30) reduces to
iD1

 D 1
Under the assumption of fast Rican-fading, the P
X ! X

n 2
n 2 
squared-channel gain magnitudes jcl1 j and jcl2 j 2Lr
are i.i.d. noncentral chi-square RVs with parame-

ter K and mean-square value . Because of the
N
/2 !

resemblance of the right-hand side of Equation (29) sin  2
d
with that of an equivalent MRC system having 2Lr 2
nD1
0 sin 
antennas, the MGF-based approach can be used to
 s 
n
2
obtain the unconditional PEP. Specifically, using the
n 2
C4 jxi
xO i j
MGF for the SNR in a Rician channel as given in iD1

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 679

2Lr squared Euclidean distances [see Equation (32)] as is

N typical of the performance of trellis codes over fading
1 /2
!
sin2 
channels [29].
D d
 0 nD1 
n
2 Finally, we note that the Chernoff bounds on PEP
sin2  C  s
n 2
jxi
xO i j obtained in Reference [16] can be readily obtained
4 iD1
from Equations (30) and (31) by upper bounding

31 the integrands in these equations by their value at
Denoting the squared Euclidean distance between the  D /2. This follows immediately from the fact
transmitted and chosen 2 M
PSK symbols in the that upper bounding the integrand of the alternative
nth symbol interval by representation of the Gaussian Q-function given in
Equation (4.2) of Reference [23], by its value at  D

d2n D jx1
n
xO 1
n j2 C jx2
n
xO 2
n j2
32 /2 results in the Chernoff bound on this function.

then the product on n in Equations (30) and (31) can

5.2. Evaluation of Pairwise Error Probability
be replaced by a product on in which is the set of
Performance on Slow Rician-Fading Channels
all n for which d2n 6D 0, that is, the cardinality of is
the multidimensional symbol-wise Hamming distance For the slow-fading case, the channel gains are
dH between X and X. 
assumed to be constant over the duration of the N-
Comparing the PEP of an analogous single transmit symbol block length, that is, a data frame. Notation-
/single receive antenna trellis-coded M-PSK system, wise, we replace jcl1
n 2
n 2
j by jcl1 j2 and jcl2 j by
which for a fast Rician-fading channel is given by jcl2 j2 . As such, the conditional PEP of Equation (25)
(see the combination of Equations (12.20) and (12.25) becomes
of Reference [23]).

P
X ! XjC
 D 1
P
X ! X   
 
Lr
D Pr Z 2

jcl1 j C jcl2 j  2
/2 !
N

1 C K sin2  lD1
s 
0 nD1
2

1 C K sin  C jxn
xO n j 2 
N 
2
4 jxi
n
xO i
n j2
34
nD1 iD1
s
K jxn
xO n j2
4
exp
d where Z is still defined as in Equation (26) with, how-


1 C K sin2  C s jxn
xO n j2 ever, the effective noise components now given by
4

33 
Lr
with the PEP of the trellis-coded 2 M-PSK Alam-

n
N 1 D [
cl1  n
n
n
l C cl2 nlCLr ],
outi scheme as given in Equation (30), we observe lD1
that the latter implies a coding gain dependent on

Lr
the multidimensional distance properties of the trel-

n
N 2 D [
cl2  n
n
n
l
cl1 nlCLr ]
35
lis code as well as the addition of a diversity gain lD1
equal to 2Lr . The total diversity gain of the trellis-
coded 2 M-PSK Alamouti scheme can be deter- Again the conditional PEP of Equation (34) can be
mined by explicitly examining the asymptotic (large expressed in terms of a Gaussian Q-function analo-
SNR) behavior of Equation (30), which becomes gous to Equation (29) by
P
X ! X  C
2Lr dH . Thus, we conclude that, for
s
the fast-fading channel, in so far as the PEP is con- 
P
X ! XjC
cerned, the combination of space-time transmit diver-  L 
sity offered by the Alamouti code, receive diversity  E  r

 s
jcl1 j2 C jcl2 j2 
offered by MRC and trellis coding results in a multi-  2N0

plicative diversity of order 2Lr dH . It is also interest- D Q  lD1

36
 
N  2
ing to note that, for large SNR, the asymptotic coding 
n
n 2
jxi
xO i j
gain behaves inversely as the product of the branch nD1 iD1

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
680 MARVIN K. SIMON

which after averaging over the Rician slow-fading of the fact that the Alamouti scheme is an orthogonal
statistics gives block code design. Without orthogonality, other met-
rics become important.
 D 1
P
X ! X

2Lr 6. Space-Time Trellis-Coded Modulation

The next step in the evolution of the theory pre-

sented in this paper is to consider the more gen-
/2 2

1 C K sin  eral space-time trellis-coding scenario in which the


1 C K sin2  number of transmit antennas, Lt , and the number of
0
receive antennas, Lr , are both arbitrary. Also, whereas
 s  
n
N 2

C4 jxi
xO i
n j2 in the previous section the trellis code was designed
nD1 iD1 to act in combination with the 2 Lr block code
of the Alamouti transmit diversity scheme, here the
trellis code by itself attempts to accomplish both
 
n
N 2
the transmit diversity and coding gain functions. In
2Lr K s jxi
xO i
n j2
4 what follows, we use the approach taken in Ref-
nD1 iD1
exp
d erence [30] to evaluate the PEP and average BEP

1 C K sin 2

of such schemes. This approach closely follows the

 s 
n
N 2

n 2 method presented in the previous section but in a
C4 jxi
xO i j
nD1 iD1 somewhat more general context.
Since now each information symbol available at

37
each antenna is transmitted only once, that is, the
or for the Rayleigh channel
transmission interval is now equal to the symbol
1 interval and of duration Ts , the received samples
 D
P
X ! X
 (matched filter outputs) are given by
2Lr 
Lt

yj
n D
n
n

cj,i xi C n
n
j , j D 1, 2, . . . , Lr ,
/2
sin2  iD1
d
 
n
N 2 n D 1, 2, . . . , N
40
0
sin2  C  s
n 2
jxi
xO i j
4 nD1 iD1 where n
n
j is a sample of a zero mean, variance
2 2 D N0 /Es complex Gaussian process representing

38 the additive thermal noise. As before, these noise
Since samples are i.i.d. and independent of the channel


N 
2
gains. Assuming as in the previous section that the
d2E D jxi
n
xO i
n j2
39
receiver has perfect knowledge of the channel state,
nD1 iD1
the appropriate ML metric to be minimized by the
represents the multidimensional squared Euclidean choice of X is
distance associated with the entire error event path,  N  Lr 
Lt
we see that, on slow-fading channels, the PEP de- m
Y, X D jyj
n

n
n 2
cj,i xi j
41
pends on this entire path distance rather than the nD1 jD1 iD1
individual branch distances and furthermore, the trel- and the corresponding conditional PEP is given by
lis code does not contribute to the diversity. At high 
average SNR, the performance is dominated by the  Es  N
) )
 n g D Q 
P
X ! XjfC xn )
)Cn
xn
 2
error event path producing the smallest value of d2E , 2N0 nD1
namely, the squared free Euclidean distance, d2free , and
thus to obtain the maximum coding gain, one should
42
design the code to achieve the largest value of d2free .
This is the identical criterion used for designing opti-
A similar analysis is performed in Reference [31] using
mum trellis codes on the AWGN channel. It should an inverse Laplace transform approach together with a
also be noted that the importance of Euclidean dis- GaussChebychev numerical quadrature rule to approxi-
tance as a code design criterion comes about because mately evaluate the PEP.

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 681

To compute the average PEP, we again apply the vector of variables) . Since for the Rician channel,
 Lt
MGF-based technique resulting in Z
n
j D

n
n
O i
n  is a complex Gaussian
iD1 cj,i
xi
x
t

P
X ! X RV with variance n2 D  LiD1 jxi
n
xO i
n j2 , which
/2 1 *
+ is independent of j, then defining the normalized RV
1
j
n D Z
n
n
D exp
p
dd j /n , and noting that the j s are i.i.d.,
 0 0 2 sin2  Equation (46) can be rewritten in terms of this new
* + notation as
1 /2 1
D M
d
43
 0 2 sin2   D 1
P
X ! X

where M
s is the MGF of L
j
n j r

Lt

Es  ) )2 jxi
n
xO i
n j2
N
N s
D xn ) .
)Cn
xn

44 /2 !
exp
iD1
j
n j2
2N0 nD1 4 sin2  d
0 nD1

and we define the squared norm of a matrix by the
sum of the magnitude squaredr  of all its elements,

47
for example, jjALr N jj2 D LlD1 N 2
iD1 jali j or equiv-
alently the trace of the matrix ALr N
ALr N T . Note
that to the extent that the MGF can be evaluated in where, without loss in generality, we have dropped
the j subscript on j
n . Finally, averaging over
closed form for a given fading-channel type, the rela-
the noncentral chi-square distributed random vari-
tion in Equation (43) is exact and can be evaluated
able j
n j2 , equivalently making use of the MGF
as a single integral with finite limits.
of a Rician channel (Reference [23], Equation 2.17),
For the slow-fading model, we would have Cn D
gives the desired result
C independent of n in which case Equation (44)

Es ) )2
becomes
)
D )C
X
X  ))
45






2N0

N
/2 ! 2
 D 1
1 C K sin 
P
X ! X
6.1. Evaluation of Pairwise Error Probability  0
1 C K sin2

nD1


 s 
n
Performance on Fast Rician-Fading Channels L

n 2
t

C jx
x
O j
4 i i
To evaluate the average BEP, we again make use of iD1
the assumed i.i.d. properties of the channel where- Lr


upon Equation (43) evaluates to


s 
Lt

K jxi
n
xO i
n j2


 D 1
P
X ! X 4 iD1

 exp
d
Cn
1 C K sin2 


Es

/2 !
 s 
n
N
Lt
2
n 2
exp ) 4N0 sin  ) d C4 jxi
xO i j

xn )
)Cn
xn

2
0 nD1 iD1

1
48
D
 which for the Rayleigh channel simplifies to
cj,i

n
1
Es  D
P
X ! X
/2 !
N !

Lr
4N0 sin2  Lr

exp , Lt , d
,
n
n ,
2
N
,, cj,i
xi
xO i ,,
0 nD1 jD1
n
/2 ! sin2 

iD1 d

n
L t

46 0
nD1 sin2  C  s
n 2
jxi
xO i j
 4 iD1
where the notation
 denotes statistical expectation
with respect to the random quantity (single variable or
49
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
682 MARVIN K. SIMON

Comparing Equations (48) and (49) with Equations Note that
X
X
X 

X T is a real Lt Lt
(30) and (31), respectively, it is readily apparent matrix whose ij th element is the correlation of the ith
that the factor of two in diversity contributed by and the complex conjugate of the jth rows of the sym-
the Alamouti transmit diversity scheme is absent in bol error matrix X
X.  Thus, if the rows of X
X 
the latter and the number of transmit antennas acts are orthogonal (as can be the case for certain error
only to produce a coding gain dependent on the paths in the trellis), then
X
X
X 

X  T will be
multidimensional distance properties of the space- an Lt Lt diagonal matrix and the matrix ILt Lt

time trellis code. 
s
X
X
X

X T f s /[2
1 C K]g will likewise
be 
diagonal with elements 1
fs s /[2
1 C K]g
6.2. Evaluation of Pairwise Error Probability
n
N nD1 jxi
x O i
n j2 , i D 1, 2, . . . , Lt . For this case
Performance on Slow Rician-Fading Channels
then, we have
As required by Equation (43), we need to evaluate the  
  T s
MGF of , which for the slow-fading case is defined det ILt Lt
s
X
X
X
X
in Equation  2 in 2
1 C K
L(45). We first rewrite jjC
X
Xjj
  T T  
! 
n
r
the form lD1 cl
X
X
X
X 
cl  , where cl L t
s s
N

n 2
denotes the lth row of the constant channel gain D 1
jx
xO i j
53
2
1 C K nD1 i
matrix C. Then, for the Rician channel in which cl iD1
is a complex Gaussian vector, with mean cl , using a and
result from Turin [32], it can be shown that  
M
s 
Tr ILt Lt
ILt Lt
s
X
X
*  +
Lr
  T s +
1 
D det ILt Lt
s
X
X
X
X s
2
1 C K

X
X  T
- * +  * 2
1 C K
1CK
exp
Lr c ILt Lt
ILt Lt 
n
N
 s s
+
1  
jx
xO i
n j2
s 
Lt 2
1 C K nD1 i


s
X
X
X  T

X T

c 
50 D
54
2
1 C K iD1 s s 
nN
1
jx
xO i
n j2
Note that we have dropped the l subscript on cl 2
1 C K nD1 i
since, because of the i.i.d. assumption, all rows of the
channel gain matrix have identical means. Further- Substituting Equations (53) and (54) into Equation (51)
more, since the mean of any element of this matrix, gives the desired result
D Efcij g, has magnitude mean-square value j j2 D  
1
!Lt
s  N
K/
1 C K, Equation (50) can be rewritten as M
s D 1
s
n
n
jx
xO i j 2
2
1 C K nD1 i
M
s iD1
*  +
Lr L r
  T s s s 
N

n 2
D det ILt Lt
s
X
X
X

X

n

2
1 C K


jx
2
1 C K nD1 i

x
O i j


- 
 exp
K
 N
exp
Lr K Tr ILt Lt
ILt Lt
s
X
X

jxi
n
xO i
n j2
s

1
s

+
1  2
1 C K nD1
 Ts

X
X 
51
55
2
1 C K
where Tr[A] denotes the trace of the matrix A. For which for the Rayleigh channel reduces to
the Rayleigh channel, Equation (51) simplifies to L  
Lr
! t
s s 
n
N

n 2
M
s M
s D 1
jx
xO i j
*  +
Lr iD1
2 nD1 i

D det ILt Lt
s
X
X
X  T  s

X  
Lr
2 !Lt
s s 
n
N

n 2
D 1
jx
xO i j
56

52 iD1
2 nD1 i
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 683

Finally, from Equation (43), the PEP for the slow for space-time trellis codes have also been per-
Rician- and Rayleigh-fading channels become formed by other researchers using a variety of tech-
niques. Specifically, in Reference [9] the PEP is

P
X ! X upper bounded with the traditional Chernoff bound in
the same manner as that done in Reference [33] for



time coding, for example, TCM alone. More recently,



Aktas and Fitz [34] considered the distance spectrum
Lt
/2 ! 2
1
1 C K sin  of space-time trellis codes and along with that an
D
 0
1 C K sin 2
 upper bound on the PEP in combination with the

iD1

 s 
n
N union bound to compute average BEP. In Refer-


n 2

C jx
xO j ence [35], a method for exactly evaluating PEP using
4 nD1 i i
an eigen-analysis based on Turins results [32] for
lr the characteristic function associated with a quadratic



form of a complex Gaussian vector is developed. This


 s 
n
N

jxi
xO i
n j2
method also led to an upper bound on PEP that is
K

4 nD1 asymptotically tight at high SNR and tighter than the

exp
d Chernoff bound. Finally, in Reference [36], the char-

1 C K sin2 


acteristic function technique previously used in the
 s 
n
N


n 2
jxi
xO i j
performance of TCM [37] is extended to the space-
C

4 nD1 time problem to allow for exact evaluation of PEP by
residue methods. The advantage of the MGF-based

57 method presented in this paper is that: (a) in cer-
tain cases, it can allow for evaluation of the PEP
and
(and therefore approximation to the average BEP) in
 a simple closed form and (b) it can allow for direct
P
X ! X
Lr evaluation of the transfer function upper bound on
average BEP for the fast-fading case. The latter will
be demonstrated in a later section of the paper.



Lt
/2 !
6.3. An Example
1 2
sin 
D d
 0 iD1


At this point in our discussion, it is instructive to
sin2  C s
4 present an example of the evaluation of the PEP

n
N

n 2
for space-time codes partially with the intent of val-
jxi
xO i j idating the row orthogonality of the symbol error
nD1 matrix assumed in the slow-fading case. For sim-

58 plicity, we shall consider the Rayleigh-fading case.
Consider the four-state quadrature phase shift key-
Recalling the form of Equations (48) and (49) for ing (QPSK) space-time code considered by Tarokh
the fast-fading case, we see that in so far as the et al. [8,9] (also in Reference [36]) with Lt D 2 trans-
evaluation of the PEP is concerned, the role of the mit antennas and illustrated here in Figure 5. The
number of transmitters and the length of the error labeling ii /kk along each branch of the trellis refers to
event path swap places for the two different fading the pair of input bits (ii ) and the corresponding pair
models, that is, for the slow-fading model, the number of output symbols (kk ) that result from the transition
of transmitters once again contributes a factor of Lt between the states at the beginning and at the end
to the total diversity. We hasten to remind the reader of the branch. The output symbol notation, k, refers
that the above statement is true only for those error to the integer multiple of /2 that characterizes the
event paths in which the symbol error matrix X
X  phase in the complex representation of the complex
has orthogonal rows. As we shall show in the example QPSK symbol, that is, ej
k/2 . The QPSK symbols
that follows, this condition is one that can be satisfied are the elements of the X and X  matrices associated
and allows evaluation of the PEP in closed form. with the trellis.
Before proceeding, it is worth pointing out that Assuming that the correct path is the all zeros
exact evaluation as well as upper bounds on PEP sequence (zero phase for all symbols), then for the
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
684 MARVIN K. SIMON

00/00 00/00
00/00 01/01 10/02 11/03

00/10 01/11 10/12 11/13

0
10

/2
/0
00
2
00/20 01/21 10/22 11/23

00/30 01/31 10/32 11/33

1
QPSK signal point constellation

2 0

Fig. 5. Trellis diagram and signal point constellation for four-state QPSK space-time code.

shortest error event path of length N D 2 illustrated m D 2Lr . In particular,

by shading in Figure 5, we have
P
X ! X
   
1 1  . 2Lr
1 * +* +k 
XD , X  D 1
1 .
59 1 s  1
1 1
1 1 2k
D 1
.
2 1 C  s kD0 k 4
1 C  s 
with corresponding symbol error matrix and complex

62
conjugate product
  The PEP of Equation (62) is plotted in Figure 6 for
X
X D 0 2 , the case of Lr D 1 and is in exact agreement with
2 0
  Figure 2 of Reference [36] obtained by other means
  T 4 0 as previously mentioned.

X
X
X
X  D .
60
0 4 For the slow-fading case, the result in Equa-
tion (56) gives the MGF
Note that the rows of X
X  are orthogonal
(as previously stated) and so are the rows of M
s D
1
2s s 
2Lr .
63


X
X
X

X  T .
For the fast-fading case, substituting Equation (59) Finally, substituting Equation (63) in Equation (43)
in Equation (49) gives results in the identical PEP as for the fast-fading case
  given by Equation (61) or equivalently the closed
 D 1 /2
 s
2Lr form of Equation (62). The fact that the two results
P
X ! X 1C d

0 sin2  are identical is somewhat a coincidence because of
 2Lr the particular choice of the system parameters char-
1 /2 sin2  acterizing the example chosen for illustration, that is,
D d
61
 0 sin2  C  s N D Lt D 2. The important point to note, however, is
that for the fast-fading case, the diversity factor of 2 in
The integral in Equation (61) can be found in closed the exponent of the integrand in Equation (61) comes
form using Equation (5.A.4a of Reference [23], with from the length of the error event path, N, whereas
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 685

1.0E 1

1.0E2
PEP

1.0E 3

1.0E 4

1.0E 5
0 2 4 6 8 10 12 14 16 18 20
Avg. symbol SNR (dB)
Fig. 6. PEP performance of four-state space-time code over i.i.d. Rayleigh-fading channel with two transmit antennas and
one receive antennaLength 2 error event.

the same factor for the slow-fading case comes from paths of Length 3. Of the three error event paths of
the number of transmitters, Lt . Length 2, two of them are of Type I and one is of
Type II, with corresponding PEPs
6.4. Approximate Evaluation of Average Bit
 2Lr
Error Probability /2
sin2 
 ID 1
P
X ! X d,
In this section, we use the PEPs previously derived  0 sin2  C  s /2
to evaluate in closed form an approximation to the  2Lr
average BEP on the basis of accounting only for  1 /2 sin2 
P
X ! XII D d.
error events of lengths less than or equal to H.  0 sin2  C  s
In the next section, we shall demonstrate the accu-
64
racy of this approximation by comparing it to the The two paths of Type I contribute a total of three bit
true upper bound obtained from the transfer func- errors, whereas the one path of type II contributes one
tion of the code that accounts for error events of all bit error. Thus, if we were to choose to approximate
lengths. For the purpose of illustration, we shall con- the average BEP by considering only error event
centrate our attention on the example discussed in paths of minimum length, that is, H D 2, we would
Section 6.3.
have the closed-form result

6.4.1. Fast-fading channel model

Pb
E
 . 2Lr
1 * + * +k 
 s /2 

Assuming transmission of the all zeros sequence, 3 2k 1
then for the four-state code in Figure 5, there are three
D 1

4 1 C  s /2 kD0 k 4
1 C  s /2
error event paths of Length 2 and nine error event
 . 2Lr
1 * +* +k 
1 s  2k 1
C 1
.

We note that although space-time codes may, in general, 4 1 C  s kD0 k 4
1 C  s 

be nonuniform, that is, the average BEP can depend on the
transmitted sequence, we consider here only the case where
the transmitted path is the all zeros one as was done, for
example, in Reference [36].
Copyright 2002 John Wiley & Sons, Ltd.

65
Similarly, the PEPs of the nine possible error event
paths of Length 3 can be grouped into three different
Wirel. Commun. Mob. Comput. 2002; 2:667 692
686 MARVIN K. SIMON

types. In particular, defining  V]

C 10P
X ! X
67
 2Lr
 III D 1
/2
sin2  In Equation (67), the first two terms account for the
P
X ! X 2
 0 sin  C  s /2 Length 2 error events as before [see Equation (65)],
  Lr whereas the last three terms account for the Length 3
sin2  error events as described above. As was the case for
d P
X ! X  I and P
X ! X  II , the PEPs P
X ! X III
sin2  C  s
and P
X ! X  IV can be evaluated in closed form
 2Lr
1 /2
sin2  using Equation (5A.58) of Reference [23]. However,
 IV
P
X ! X D  V is thus far not avail-
 sin2  C  s the remaining term P
X ! X
0
able in closed form thereby preventing a complete
  Lr
sin2  closed-form solution for average BEP. Nevertheless,
d evaluating this last term in Equation (67) by simple
sin2  C 2 s
numerical integration, the approximate average BEP
 Lr performances for Lr D 1 and Lr D 2 are plotted in
/2 2
 VD 1 sin 
P
X ! X Figure 7 (also see Figures 3 and 4 of Reference [36]
 0 sin2  C  s /2 corresponding to the curves labeled H D 3. Also
  Lr  Lr shown in Figure 7, for comparison, are the analogous
sin2  sin2  results obtained from Equation (65) when only error
d
66
sin2  C  s sin2  C 3 s /2 event paths of Length 2 are accounted for.
then noting that there are four Length 3 event paths
of Type III that contribute a total of 12 bit errors, 6.4.2. Slow-fading channel model
one Length 3 error event path of Type IV that con-
tributes 2 bit errors and four Length 3 error event Evaluating the symbol error matrix X
X  for
paths of Type V that contribute a total of 10 bit the three Length 2 paths, one finds that each
errors, the average BEP corresponding to H D 3 is matrix has orthogonal rows and thus the products
approximated by 

X
X
X

X T are all diagonal. Hence, it is
straightforward to show that the PEPs accounting
1  I C P
X ! X II
Pb
E
D [3P
X ! X only for Length 2 paths are of the two types given
2 in Equation (64) and the average BEP is once again
 III C 2P
X ! X
C 12P
X ! X  IV given by Equation (65).

1.0E + 0

Length 2 and 3 error events

1.0E 1
Length 2 error events
Lr = 1
Transfer function bound
1.0E 2
Average BEP

Lr = 2

1.0E 3

1.0E 4

1.0E 5

1.0E 6
4 6 8 10 12 14 16 18
Avg. symbol SNR (dB)
Fig. 7. Average BEP performance of four-state space-time code over i.i.d. Rayleigh-fading channel with two transmit
antennas; fast-fading.

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS 687

Extending now the analysis to the case in Unfortunately, the form of the integrals in Equ-
which Length 3 error event paths are considered, ation (68) does not have a readily available closed
it can be shown that for none of the nine form and thus one must evaluate these numerically.
events of such length does the X
X  matrix have Illustrated in Figure 8 are the approximated average
orthogonal rows. However, the determinants of the BEP performances as computed from Equation (67)


X
X
X

X  T matrices can still be easily together with Equation (68) for Lr D 1 and Lr D 2.
evaluated and fall into three different types. After Also shown for comparison, are the analogous results
some effort it can be shown, interestingly enough, obtained from Equation (65) in which only error
that the form of the average BEP that accounts for event paths of Length 2 are accounted for. Compar-
both Length 2 and Length 3 error event paths is ing Figures 7 and 8 we observe that the convergence
once again given by Equation (67), where, however, to the true upper bound (that takes into account error
P
X ! X  III , P
X ! X IV and P
X ! X V are now event paths of all lengths) on BEP is slower for the
given by slow-fading case than it is for the fast-fading case.
Equivalently, to obtain an upper bound that asymp-
 III
P
X ! X totically approaches the true BEP performance, one
2Lr must consider larger values of H for the slow-fading
1 /2 sin2  case than for the fast-fading case. To demonstrate this
D / d point, the 27 error event paths of Length 4 were eval-
 0 2 2 2

sin  C  s 
 s /4 uated for the slow-fading case. Of the 27 possible
PEPs associated with these paths, it was found that
 IV
P
X ! X there are only 10 different ones, all of which are of
2Lr
/2 2 the form
1 / sin  d
D
 0 2

sin  C 2 s 2
 2s  D 1
P
X ! X

 V 2Lr
P
X ! X
2Lr
/2
/ sin2 
d
69
1 /2 sin2  d.
0 2 2 2

sin  C a s 
b s
D /
 0

sin2  C 3 s /22
 2s /2
with appropriately chosen values of a and b. Table I

68 summarizes the values of a and b for these 10

1.0E+0

Length 2 and 3 error events

1.0E 1 Length 2 error events

1.0E 2
Lr = 1
Average BEP

1.0E 3

1.0E 4
Lr = 2

1.0E 5

1.0E 6
4 6 8 10 12 14 16 18
Avg. symbol SNR (dB)
Fig. 8. Average BEP performance of four-state space-time code over i.i.d. Rayleigh-fading channel with two transmit
antennas; slow-fading.

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
688 MARVIN K. SIMON

Table I. PEP Parameters and Combined Number of the true union bound (TUB), the correct sequence
of Bit Errors for Error Events of Length 4.
x can always be chosen as the all zeros sequence, thus
avoiding the necessity of averaging over all possible
a b Combined No. of Bit Errors transmitted code sequences. Codes of this type are
3/2 1 9 referred to as uniform error probability
UEP) codes.
2 5/4 16 Only this type of code will be considered in this paper
2 1 8 although the generic methods to be discussed also,
5/2 5/2 14
2 2 8 in principle, apply when the UEP criterion is not
3/2 0 9 valid. Thus, for UEP TCM schemes, Equation (70)
2 1/4 16 simplifies to
3/2 1/2 18
5/2 1 7  
1 /2
1 ,
T
D
, I,ID1 d
3 4 3
Pb
E 
71
 0 nc I

different PEPs along with the combined number of For those who are unfamiliar with Equation (70) or
bit errors associated with the paths that produce each (71) and its associated terminology or simply desire
of them. Using the results of this table combined with more detailed information regarding its derivation,
the previous results obtained for Length 2 and 3 error Chapter 12 of Reference [23] provides an excellent
event paths, the approximate average BEP for H D 4 source for such material.
was computed and the results are superimposed on For the space-time code in the presence of fast-
Figure 8. We observe that even with H D 4, the upper fading, matters become a bit more complicated
bound still has not reached its asymptotic behavior. since one must now keep track of the D and
I labeling on a per branch basis. In particular,
2
6.5. Evaluation of the Transfer Function Upper the label D
jxn
Oxn j on each branch of the
Bound on Average Bit Error Probability trellis
0 in the AWGN case is now replaced
1Lr
2 2 Lt
by sin / sin  C
 s /4 iD1 jxi,n
xO i,n j2 in
In this section, we use the previously computed PEPs
accordance with Equation (49). This branch label
in combination with the transfer functionbound
can only be evaluated in a finite number of
method (Reference [23], Section 13.1.3) to upper
ways
Lt corresponding to the possible values for
bound the average BEP. Again, for simplicity, we 2
jx
iD1 i,n
x
O i,n j , which depend on the modulation
consider only the Rayleigh case.
assumed. For example, for the case at hand
in which Lt D 2 and the modulation is QPSK,

6.5.1. Fast-fading channel model Lt
O i,n j2 can only assume values of 2, 4,
iD1 jxi,n
x
For the AWGN channel, the upper bound on BEP is 6 and 8 (see the QPSK constellation in Figure 5).
computed from Equation (12.47) of Reference [23]. Thus, for this case, we define the branch labels
  Lr
1  1 /2 2
Pb
E  P
x T
D
, IjID1 d sin 
Dk
 D
s
nc x  0 I , k D 2, 4, 6, 8
72

70 2
sin  C k
where T
D, I is the transfer function of the rate 4
nc /
nc C 1 trellis code, D D exp

Es /4N0  is the and use these on the trellis of Figure 5 as appropri-
Bhattacharyya parameter, which in Equation (70) is ate (see Figure 9) in which we have also included
replaced by D
 D exp[
Es /
4N0 sin2 ], and I is the I labeling. (For completeness of notation, we
an indicator variable whose exponent reflects the also define D0
 D 1 corresponding to xn D xO n .
number of bit errors per branch in the associated With this labeling, one computes the transfer func-
error state diagram. In general, T
D, I depends on tion, which will now be a ratio of polynomials in
the transmitted symbol sequence x and thus, as we see D2
, D4
, D6
, D8
 and I, from which the
in Equation (70), one must average over all possible analogous result to Equation (71) for AWGN chan-
transmitted sequences (P
x denotes the probability nel becomes
that sequence x is transmitted).
/2
For a large class of trellis codes, a symmetry 1 1
Pb
E  T
fDk
g, IjID1 d.
73
property exists such that for the purpose of evaluation  0 nc I
Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692
 PERFORMANCE EVALUATION OF ST CODED SYSTEMS
D0(q), I 0 D2(q), I 1 D4(q), I 1 D2(q), I 2
D2(q), I 0 D4(q), I 1 D6(q), I 1 D4(q), I 2
D4(q), I 0 D6(q), I 1 D8(q), I 1 D6(q), I 2
D2(q), I 0 D4(q), I 1 D6(q), I 1 D4(q), I 2
Fig. 9. Trellis diagram for four-state space-time code for
QPSK with relabeled branches.
Here the notation fDk
g, I implies that the trans-
fer function is computed with the above replace-
ment labeling.
For the four-state code trellis in Figure 5, the
transfer function bound can be evaluated (with some
effort) as
T
fDk
g, I

I C I2 D22
 C ID42


I2 C I3 
[D22
D8
 C D43

2D2
D4
D6
]
D identical result to Equation (67) combined with Equ-
1

I C I2 D4

ID8

C
I2 C I3 [D4
D8

D62
]

74
from which
T
fDk
g, IjID1
I
3D22
 C D42

6D22
D8


4D43
 C 10D2
D4
D6

D
[1
2D4

D8

C2D4
D8

2D62
]2
4D44

8D2
D42
D6
 C 3D22

D82

6D2
D4
D6
D8

C
[1
2D4

D8

C2D4
D8

2D62
]2
4D22
D62
 C 3D42
D62

C
75
[1
2D4

D8

C2D4
D8

2D62
]2
As a simple check on our previous result based on
H D 2, we observe that for large SNR, the first two
terms in the numerator of Equation (75) dominate,
that is,
T
fDk
g, IjID1
D 3D22
 C D42

76
I
Copyright 2002 John Wiley & Sons, Ltd.
689
Thus, letting nc D 2, we get the approximation
/2
1 1
Pb
E
D [3D22
 C D42
] d
 0 2
 2Lr
1 /2 1 sin2 
D 3
 0 2 sin2  C  s /2
 2Lr
sin2  d
C
77
sin2  C  s
which when evaluated using Equation (5.A.4a of
Reference [23], gives the result in Equation (65).
Similarly, for H D 3, expanding the denominator
polynomial of Equation (75), taking its reciprocal,
and then keeping the leading terms in the numerator
up to order three, we would get
T
fDk
g, IjID1
D 3D22
 C D42

I
C 12D22
D4
 C 2D42
D8

C 10D2
D4
D6

78
which when substituted in Equation (71) gives the
ation (66). The transfer function upper bound on
average BEP computed from the above is superim-
posed on the results of Figure 7. We observe that at
average symbol SNRs greater than about 10 dB, the
three-term approximation of average BEP as given
in Equation (67) is sufficient to achieve the transfer
function upper bound.
Finally, we note from a comparison of Equations
(49) and (31) that, for the fast-fading case, the trans-
fer functionbound approach applies equally well
for upper bounding the average BEP of the multi-
dimensional trellis-coded Alamouti diversity scheme
discussed in Section 3.
6.5.2. Slow-fading channel model
For the fast-fading channel model, we saw that the
integrand of each PEP (i.e. the MGF) correspond-
ing to an error event path of length N was com-
posed of a product of N factors of the type Dk

defined in Equation (72). Because of this product
form over the trellis branches that constitute the error
event path for each PEP, the transfer functionbound
approach was directly applicable to evaluating an
upper bound on average BEP. Unfortunately, for the
slow-fading channel, such a product form (over the
number of trellis branches in the error event paths) is
Wirel. Commun. Mob. Comput. 2002; 2:667 692
690 MARVIN K. SIMON
not immediately evident from the form of the MGF in
Equation (52) and thus the transfer functionbound
approach is not directly applicable for evaluating
average BEP in this manner. To obtain a tight upper
bound on the average BEP, one would resort to a
continuation of the method described in Section 6.4
for larger values of H, which is best performed by a
computer search method.
Finally, we note from the form of Equation (38),
that, for the slow-fading case, the transfer function
bound approach is also not applicable for upper
bounding the average BEP of the multidimensional
trellis-coded Alamouti diversity scheme discussed in
Section 3.
7. Disclaimer and Further Discussion
Even though from a time perspective, the subject
of space-time coding could still be considered in its
infancy, from a contribution standpoint, one would
have to conclude that it has already reached a high
level of accomplishment. Indeed in the space allo-
cated to a single paper such as this one, it is not
possible to cover the myriad of advancements to the
basic idea that has been put forth since its incep-
tion a number of years back. What the author has
tried to accomplish here is the identification of a
performance analysis method, which by demonstra-
tion of its application to several different space-
time coding schemes, is suggested as perhaps being
appropriate to others that are not discussed here.
At the risk of omitting particular contributors, the
author concludes with a brief mention of some of
these other related contributions and space-time cod-
ing approaches.
A recent reference pointed out to the author by
the reviewer of this paper, which provides a new
interpretation of the orthogonal designs that matches
nicely with the CDMA-based approach described in
Section 2, is given in Reference [38]. While Section 5
dealt explicitly with the two transmit antenna mul-
tidimensional space-time trellis coding presented in
Reference [16], a number of similar coding schemes
that merit attention have been discussed in Refer-
ences [1721]. In addition, a similar code structure
to that of the space-time trellis-coding technique in
Reference [16], but that instead obeys the Unger-
boeck construction technique [29] (expanded constel-
lation and set partitioning) has recently been pro-
posed. Codes derived from this construction pro-
vide the best trade-off between performance and
Copyright 2002 John Wiley & Sons, Ltd.
complexity and have recently been discussed in Ref-
erences [3942]. Finally, along the lines of anal-
ysis techniques, a unified approach to the asymp-
totic (high SNR) performance characterization (i.e.
in terms of PEP) of coherent, noncoherent and differ-
entially coherent space-time quadratic receivers for
Rayleigh-fading channels was presented in Refer-
ence [43]. The approach, which is based on the recog-
nition of a common eigenvalue structure to all these
analyses, broadened the scope of the results described
in Reference [7].
Acknowledgment
The author wishes to thank Prof. Michael Fitz of the
University of California, Los Angeles for his careful
reading of the manuscript and many fine suggestions
for improving the quality of the manuscript including
the suggestion of additional material as well as a
number of significant pertinent references. The author
is also indebted to the fine comments of Dr. Zhengdao
Wang of the University of Minnesota, who reviewed
the paper for publication in the journal.
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Wirel. Commun. Mob. Comput. 2002; 2:667 692
692 MARVIN K. SIMON

Authors Biography appointment with the Electrical Engineering Department

at Caltech.
He has published more than 170 papers and 10 textbooks
Dr. Marvin K. Simon is a Principal
on the above subjects. His work has also appeared as
Scientist at the Jet Propulsion
chapters in several other textbooks. He is the corecipient
Laboratory, California Institute of
of the 1988 Prize Paper Award in Communications of
Technology, Pasadena, California
the IEEE Transactions on Vehicular Technology for his
where for the last 33 years he has
work on trellis-coded differential detection systems and also
performed research as applied to the
the 1999 Prize Paper of the IEEE Vehicular Technology
design of NASAs deep-space and
Conference for his work on switched diversity. He is a
near-earth missions resulting in the
Fellow of the IEEE and a Fellow of the IAE. Among his
issuance of 9 patents and 23 NASA
awards are the NASA Exceptional Service Medal, NASA
Tech Briefs. His research interests
Exceptional Engineering Achievement Medal, IEEE Edwin
are modulation and demodulation,
H. Armstrong Achievement Award and most recently the
synchronization techniques for space, satellite and radio
IEEE Millennium Medal all in recognition of outstanding
communications, trellis-coded modulation, spread spectrum
contributions to the field of digital communications and
and multiple access communications and communication
leadership in advancing this discipline.
over fading channels. In the past, Dr. Simon also held a joint

Copyright 2002 John Wiley & Sons, Ltd. Wirel. Commun. Mob. Comput. 2002; 2:667 692