IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 2413 SER Analysis and PDF Derivation for Multi-Hop Amplify-and-Forward Relay Systems Chris Conne, MinChul Ju, Zhihang Yi, Hyoung-Kyu Song, and Il-Min Kim, Senior Member, IEEE AbstractβAn amplify-and-forward, multi-branch, multi-hop relay system with πΎ relays, in which the relays broadcast to other relays as well as the destination, is analyzed. An approximate symbol-error-rate (SER) expression, which is valid for any number of relays and for several modulation schemes, is found for the multi-hop system. Also, the cumulative density function (CDF) and probability density function (PDF) are found for the random variable, π = ππ /(π + π + π), where π and π are sums of independent, Erlang random variables, and π is a constant. The moment generating function (MGF) of π is found for the special case in which π = 0. It is shown that these results are generalizations of previously published results for special cases of π. The MGF of π is used to develop the approximate SER expression. Results for the analytic SER expression are included and compared with simulation results for various values of πΎ, for various modulation schemes, and for two choices of system parameters (channel variances). Results for the multi-hop system are also compared to results for the two-hop system (in which relays transmit only to the destination). Index TermsβAmplify-and-forward, cooperative diversity networks, multi-hop, symbol-error-rate. I. I NTRODUCTION I N this paper, the following system is analyzed: a multiplerelay, amplify-and-forward (AF), multi-hop, cooperative diversity wireless communications system, in which the transmitters broadcast to the other terminals, the receivers use maximum-ratio-combining (MRC), and the channels experience Rayleigh fading. In a cooperative diversity system, multiple single-antenna radios relay each otherβs symbols to a destination. In this way, the destination receives multiple copies of the symbols from multiple antennas over independent channels and, therefore, spatial diversity is achieved. It has been shown that a system that uses cooperative diversity has a higher capacity than one in which the users do not cooperate with one another (see [1], [2], for example.) In [3], Laneman et al. developed several protocols for the cooperative diversity network, including the AF protocol, in which the relays simply amplify the noisy symbols that they receive and Paper approved by J. N. Laneman, the Editor for Cooperative Relaying and Diversity Techniques of the IEEE Communications Society. Manuscript received November 18, 2008; revised November 18, 2009. This research was supported in part by the Natural Sciences and Engineering Research Council of Canada (NSERC), and by the Ubiquitous Computing and Network (UCN) Project, Knowledge and Economy Frontier R&D Program of the Ministry of Knowledge Economy (MKE) in Korea as a result of UCNβs subproject 10C2-C2-12T. C. Conne, M. Ju, Z. Yi, and I.-M. Kim are with the Department of Electrical and Computer Engineering, Queenβs University, Kingston, ON, Canada, K7M 2A8 (e-mail: [email protected]; [email protected]; [email protected]; [email protected]). H.-K. Song is with the Department of Information and Communication Engineering, Sejong University, Seoul, Korea (e-mail: [email protected]). Digital Object Identifier 10.1109/TCOMM.2010.062510.080615 then re-transmit them. It was shown in [3] that an AF relay system with one relay provides full transmit diversity order of two (the two transmit antennas being the source and the relay). For an AF relay system with πΎ relays, the diversity order is πΎ + 1 (see [4], for example). AF relay systems have been analyzed in many previous publications for various numbers of relays and various configurations of branches and hops, where the number of branches refers to the number of parallel paths from the source to the destination, and the number of hops refers to the number of serial jumps along a branch. Multi-branch twohop networks were considered in [4], [5], single-branch twohop networks were considered in [6]β[8], and multi-branch multi-hop networks were considered in [9]β[13]. The network considered in [4] uses πΎ relays in an AF system in which the relays transmit only to the destination and not to other relays, thereby making it a multi-branch two-hop system. It is worth pointing out that the system in [4] uses an orthogonal protocol (only one terminal transmits in a time slot) so that it takes πΎ +1 time slots to transmit a symbol. The system in this paper differs from the one in [4] because its relays broadcast to other relays as well as the destination, thereby making it a multi-branch, multi-hop system. The multi-hop system also uses πΎ + 1 time slots to transmit a symbol.1 The system that uses what Boyer et al. call multi-hop channels with diversity in [11] is actually identical to the system considered here, as are the systems in [12], [13]. Recently, in [5], many results for the two-hop system (called the source-only system in [5]), which has been analyzed extensively, were summarized. However, for the multi-hop system (called the MRC-based system in [5]), which has not been studied extensively, only a brief, limited discussion was presented.2 For the multi-hop system, a very useful approximation for the instantaneous end-to-end3 signal-to-noise ratio (SNR) was given in [11] and [12]. In [12], the system equations and an expression for the exact instantaneous end-to1 The performance of the multi-hop system can be compared fairly to the performance of the orthogonal two-hop system, by using the same modulation scheme for the two systems, since they both use πΎ + 1 time slots to transmit a symbol. The same comparison may not be made, however, between our multi-hop AF system requiring πΎ + 1 time slots and a multiple-relay DF system requiring two time slots which possibly uses a distributed space-time code. 2 In [5, p. 223], during a discussion on the performance analysis of the multi-hop system, the authors state that, βThe SER analysis of the protocol is very complicated and a close-form analysis is not tractable.β 3 The instantaneous SNR is the SNR conditioned on the event that the random channel coefficients are given, that is, are considered to be constant. For systems with relays, the end-to-end SNR refers to the overall receive SNR at the destination terminal after all of the signals that it has received from the source and the relays have been combined. c 2010 IEEE 0090-6778/10$25.00 β 2414 end SNR were developed. In [13], two relay-ordering schemes were developed for the multi-hop system, and approximate expressions for the symbol error rate (SER) were found for the special case where the system uses a relay-ordering scheme and the number of relays is restricted to πΎ = 2. To the best of our knowledge, however, an approximate SER expression for an arbitrary number of relays, πΎ, has never been developed for this system. In this paper, a general approximate SER expression, which is valid for several important modulation schemes, is found for the multi-hop system for an arbitrary number of relays, πΎ. This is one of two main contributions presented in this paper. While several approximations are required to develop this expression, it is shown to be very accurate for some important, practically useful cases. On the other hand, one of the approximations involves ignoring the correlation between various SNR random variables (RVs). For the cases in which these RVs are highly correlated, and the assumption that the correlation can be ignored is not valid, the results for the approximate SER expression can be poor. Therefore, the usefulness of the approximate SER expression developed in this paper is somewhat limited. Plots comparing the approximate analytical SER expression to the SER found from simulations are generated for πΎ = 2, 3, 4, 6, and 8 relays; for the following modulation schemes: binary phase-shift-keying (BPSK), quadrature phase-shift keying (QPSK), 8-ary phaseshift-keying (8-PSK), and 16-ary quadrature amplitude modulation (16-QAM); and for two choices of channel variances for the system. Most of the plots generated display very good results for the approximate SER expression. An important issue that arises during the development of the SER expression for the multi-hop system is that the instantaneous SNR expressions that are considered and used to calculate the SER contain RVs of the form π = ππ /(π + π + π), where π and π are sums of exponential RVs, and π is a constant. In this paper, for the case where π and π are sums of arbitrary numbers of independent exponential RVs with no limitations on their means, the cumulative density function (CDF) and the probability density function (PDF) of π, as well as the moment generating function (MGF) of π for the special case where π = 0, are derived. These new results are the second main contribution of this paper. These functions are then used in the process of deriving the SER expression for the multi-hop system. RVs of the form given by π have been analyzed in many other publications including [3], [4], [6]β[8], [14], and [15], since SNRs of this form arise in various different relay systems. However, in all other publications special cases for π were considered, whereas in this paper a more general case for π is considered. The results in this paper, concerning the CDF, PDF, and MGF of π, are a generalization of the results in [4], [7], [8], [14], and [15]. The rest of the paper will be organized in the following manner: In Section II, the model for the multi-hop system is described and the system equations are developed. The exact instantaneous end-to-end SNR of the system, as well as approximate SNR expressions that are simple enough to make the SER calculations manageable, are developed in Section III. Expressions for the CDF, PDF, and MGF of π are found in Section IV. An approximate SER expression for the system is IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 [t] RELAY K Time Slot 2 Time Slot 0 Time Slot K RELAY 2 Time Slot 2 Time Slot 1 Time Slot 0 SOURCE RELAY 1 Time Slot 0 Time Slot 1 DESTINATION Fig. 1. Block Diagram of the Multi-Hop System. The terminals involved, the signals that they transmit, and the order in which they transmit them are shown. Each point-to-point channel from terminal π to terminal π is a Rayleigh fading channel with fading coefficient βπ,π and additive Gaussian noise ππ,π . developed in Section V. Numerical results, with plots showing the SER found from the approximate SER expression and from Monte Carlo simulations, for various system configurations, are presented in Section VI. Concluding remarks are given in Section VII. II. S YSTEM M ODEL The block diagram of the system is shown in Fig. 1. A discrete-time, baseband equivalent model will be used to describe this system. The source transmits symbols to the destination with the help of the πΎ relays, using a timeorthogonal AF protocol over πΎ + 1 time slots (one for the source and one for each of the relays). All channels are Rayleigh fading channels with additive white Gaussian noise (AWGN). The channel coefficient for the channel from transmitting terminal π to receiving terminal π is denoted by βπ,π where π = π for the source; π = 1, 2, . . . , πΎ for relay π; π = 1, 2, . . . , πΎ for relay π; and π = π for the destination. Channel coefficient βπ,π is a zero-mean complex Gaussian RV with variance Ξ©π,π /2 per dimension, and this distribution is denoted by βπ,π βΌ ππ© (0, Ξ©π,π ). Since βπ,π is complex Gaussian with variance Ξ©π,π , it follows that β£βπ,π β£2 is an exponential RV with a mean of Ξ©π,π . The channels are considered to be slow fading, so that the coefficients are constant over the time duration of one symbol, that is, over one time slot. The AWGN component at terminal π, added to the signal transmitted from terminal π, is denoted by ππ,π . It is also a zero-mean complex Gaussian RV, its variance per dimension is ππ,π /2, and its distribution is denoted by ππ© (0, ππ,π ). The channel coefficients and AWGN signals are all mutually independent. β In time slot 0, the source broadcasts the symbol ππ π₯, where ππ is the average source power, π₯ β π, and π is the set of possible signals for the source to transmit. The relays (π = 1, 2, . . . , πΎ) and destination (π = π) receive the β signals π¦π ,π = ππ βπ ,π π₯ + ππ ,π for π = 1, 2, . . . , πΎ, π. It is β convenient to define the parameters, π½π ,π = ππ βπ ,π /ππ ,π for π = 1, 2, . . . , πΎ, π. Then the received signals can be expressed as π¦π ,π = ππ ,π π½π ,π π₯ + ππ ,π . CONNE et al.: SER ANALYSIS AND PDF DERIVATION FOR MULTI-HOP AMPLIFY-AND-FORWARD RELAY SYSTEMS In time slot 1, relay 1 broadcasts π₯1 = πΌ1 π¦π ,1 to terminals π = 2, . . . , πΎ, π, where πΌ1 is chosen so that the average power used by relay 1 is equal to π1 , a predetermined desired value of[ power. transmit power of relay 1 is ] The average ] [ π1 = E β£π₯1 β£2 = πΌ21 E β£π¦π ,1 β£2 = πΌ21 (β£βπ ,1 β£2 ππ + ππ ,1 ) = 2 πΌ21 (ππ ,1 β£π½π ,1 β£2 + ππ ,1 ), where E [β ] denotes an expectation. The amplifying gain, πΌ1 , is given by β β π1 π1 πΌ1 = = . (1) 2 β£π½ 2 β£βπ ,1 β£2 ππ + ππ ,1 ππ ,1 π ,1 β£ + ππ ,1 The relays and destination receive π¦1,π = β1,π π₯1 + π1,π = πΌ1 ππ ,1 π½π ,1 β1,π π₯ + π1,π for π = 2, . . . , πΎ, π, where the total received noise signal at terminal π is π1,π = β1,π πΌ1 ππ ,1 + π1,π . It will again be convenient to define the parameters, π½1,π = πΌ1 ππ ,1 π½π ,1 β1,π /π©1,π for π = 2, . . . , πΎ, π, where π©1,π = E[β£π1,π β£2 ] = πΌ21 β£β1,π β£2 ππ ,1 +π1,π is the variance of the noise signal π1,π . The received signals can now be expressed as π¦1,π = π©1,π π½1,π π₯ + π1,π . In time slot π, for π = 2, . . . , πΎ, relay π broadcasts to terminals π = π + 1, . . . , πΎ + 1, where the destination is represented here by π = πΎ + 1, instead of π = π, for convenience. Before transmission, relay π first combines the signals that it has received using MRC.4,5 At time slot π, relay π has received π¦π ,π = ππ ,π π½π ,π π₯ + ππ ,π and π¦π,π = π©π,π π½π,π π₯ + ππ,π for π = β 1, . . . , π β 1. The signal obtained after combining βπβ1 β π π¦ = is π¦π = πβ1 π=0 π,π π,π π=0 π½π,π π¦π,π , where the source is represented here by π = 0, instead of π = π , for convenience. The MRC coefficient ππ,π is the ratio of the conjugate of the signal component coefficient to the noise power, that is, β β β β /ππ ,π = π½π ,π , and ππ,π = π©π,π π½π,π /π©π,π = π½π,π . ππ ,π = ππ ,π π½π ,π and π¦ into the equation Substituting the equations for π¦ π ,π π,π ) ( βπβ1 for π¦π yields π¦π = ππ ,π β£π½π ,π β£2 + π=1 π©π,π β£π½π,π β£2 π₯ + ( ) βπβ1 β β π½π ,π ππ ,π + π=1 π½π,π ππ,π . Then relay π broadcasts π₯π = πΌπ π¦π to terminals π = π + 1, . . . , πΎ + 1, where πΌπ is chosen so that the average power used by relay π is ππ . The transmit power of relay π is {( )2 πβ1 β [ ] 2 2 2 2 ππ = E β£π₯π β£ = πΌπ π©π,π β£π½π,π β£ ππ ,π β£π½π ,π β£ + π=1 β‘ 2 β€ } πβ1 β β β + E β£π½π ,π ππ ,π + π½π,π ππ,π β¦ . π=1 β (2) ππ , π΄2π +π΄π The amplifying gain used for relay π is πΌπ = where β πβ1 π΄π = ππ ,π β£π½π ,π β£2 + π=1 π©π,π β£π½π,π β£2 . The received signals at terminals π = π + 1, . . . , πΎ + 1 are π¦π,π = βπ,π π₯π + ππ,π = the noise) signals are given by ππ,π = βπ,π πΌπ π΄ (π π₯ + ππ,π , where βπβ1 β β βπ,π πΌπ π½π ,π ππ ,π + π=1 π½π,π ππ,π + ππ,π . By letting π½π,π = πΌπ π΄π βπ,π /π©π,π , where π©π,π = E[β£ππ,π β£2 ], the received signals can then be expressed as π¦π,π = π©π,π π½π,π π₯ + ππ,π . 4 Since the relays and destination use MRC, terminal π requires knowledge of the channel coefficients, βπ1 ,π2 , for 0 β€ π1 < π2 β€ π where π = 1, . . . , πΎ + 1. Therefore, more thorough and sophisticated channel training is required for the multi-hop system as compared to the two-hop system. 5 Note that MRC may not be the optimal combining method since the signals received by terminal π are not independent. A search for the optimal combiner is beyond the scope of this paper. 2415 III. E XACT AND A PPROXIMATE I NSTANTANEOUS E ND - TO -E ND SNR E XPRESSIONS Now that the transmitted signals, noise signals, and received signals have been determined for all terminals in the system, the instantaneous end-to-end SNR of the system can be found. After time slot πΎ, the destination has received the following signals: π¦π ,π = ππ ,π π½π ,π π₯ + ππ ,π and π¦π,π = π©π,π π½π,π π₯ + ππ,π for π = 1, 2, . . . , πΎ. The destination combines the signals using MRC to obtain β β β π¦π = π½π ,π π¦π ,π + πΎ π=1 π½π,π π¦π,π = π΄π π₯ + ππ , where β πΎ π΄π = ππ ,π β£π½π ,π β£2 + π=1 π©π,π β£π½π,π β£2 and the overall noise βπΎ β β ππ ,π + π=1 π½π,π ππ,π . The essignal component is ππ = π½π ,π timate, π₯ Λ, of the transmitted signal is obtained using maximum likelihood (ML) detection. That is, π₯ Λ = arg min β£π¦π β π΄π π β£. π βπ Theorem 1 ([12]): The exact instantaneous end-to-end SNR, Ξ, of the multi-hop AF relay system, first given in [12], is given by [ ]2 βπΎ ππ ,π β£π½π ,π β£2 + π=1 π©π,π β£π½π,π β£2 π΄2π Ξ= = . (3) π©π π©π The variance, π©π,π , of the total noise signal at terminal π, due to transmission from terminal π, is given by π©π,π = E[β£ππ,π β£2 ] = ππ,π + πβ1 π β β β£π(π, π, π, π)β£2 ππ,π π=1 π=0 (4) for π = 1, . . . , πΎ, and π = π+1, . . . , πΎ +1. The π(π, π, π, π) parameters are given by {β πβ1 π π=π ππ,π π(π, π, π, π) for 1 β€ π < π, π(π, π, π, π) = π ππ,π for π = π, (5) where π = 0, . . . , π β 1. The πππ,π parameters are defined as β for π = ππ0,1 = β1,π πΌ1 for π = 1; and πππ,π = βπ,π πΌπ π½π,π 2, . . . , πΎ; where π = π + 1, . . . , πΎ + 1 and π = 0, . . . , π β 1. As before, it is convenient here to let π = 0 replace π = π and π = πΎ + 1 replace π = π. Also, the variance, π©π , of the overall noise signal at the destination is given by π©π = E[β£ππ β£2 ] = β£π½π ,π β£2 ππ ,π + πΎ β β£π½π,π β£2 ππ,π π=1 + πβ1 πΎ β π β β β£π½π,π β£2 β£π(π, π, π, π)β£2 ππ,π . (6) π=1 π=1 π=0 β‘ Proof: See Appendix A.6 It is worth mentioning here that by letting βπ,π = 0 for 1 β€ π < π β€ πΎ, the system reduces to the multi-branch two-hop system that was analyzed in [4]. It was shown in [12] that by setting βπ,π = 0 for 1 β€ π < π β€ πΎ in the system equations for the multi-hop system, the end-to-end SNR expression given in (3) reduces to the end-to-end SNR expression given in previous publications for the multi-branch two-hop system (see [4], [7], [9]). Therefore, the result for the 6 This proof has not previously been published. 2416 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 SNR of the multi-hop system given in (3) is a generalization of previously published results for the two-hop system. See Section III-A in [12] for details. A useful approximate expression for Ξ of (3) can be found by ignoring the dependency among the ππ,π terms found in the expression for ππ . Then the variance of the overall noise signal at the destination becomes π©π β ππ ,π β£π½π ,π β£2 + βπΎ 2 π=1 π©π,π β£π½π,π β£ , which is equal to π΄π . Substituting this expression into (3) leads to the following approximate instantaneous end-to-end SNR expression: Ξ β ππ ,π β£π½π ,π β£2 + βπΎ 2 π=1 π©π,π β£π½π,π β£ . In the following corollary, an approximate end-to-end SNR expression is given in a more useful recursive formula. Corollary 1 ([12]): An approximate expression, Ξπππ , for the instantaneous end-to-end SNR is given as and πΎπ ,π,π = πΎπ ,π for π = π. Ξπππ = πΎπ ,π + πΎ β π΄π πΎπ,π , π΄ + πΎπ,π + 1 π=1 π (7) where πΎπ,π is the instantaneous SNR for the channel from terminal π to terminal π and is defined as { ππ β£βπ,π β£2 π = 0, 1 . . . , πΎ; πΎπ,π = for (8) ππ,π π = π + 1, . . . , πΎ + 1. Also, π΄π can be written as π΄π = πΎπ ,π + πβ1 β π=1 π΄π πΎπ,π π΄π + πΎπ,π + 1 for π β₯ 2, (9) and π΄1 is given by π΄1 = πΎπ ,1 . Proof: The way that Ξπππ is derived is presented in β‘ Appendix B.7 Note that, since β£βπ,π β£2 is an exponential RV with mean equal to Ξ©π,π , it follows that πΎπ,π is an exponential RV with mean equal to πΎ π,π = ππ Ξ©π,π /ππ,π . It is also interesting to note that, although a different approach was taken in [11] towards the analysis of the same multi-hop system, (7) is identical to a recursive equation given there for the instantaneous end-to-end SNR [11, eq. (13)]. A further approximation for the instantaneous end-to-end SNR, which will be in a form that can be used to derive an approximate SER expression for the multi-hop system, is presented next. We introduce such approximation in order to make the analysis tractable; without such approximation, we conjecture that the analysis is not tractable. Theorem 2: Another approximation, Ξβ² , for the instantaneous end-to-end SNR is given as follows: Ξπππ β Ξβ² = πΎπ ,π + πΎ β πΎπ ,π,π , (10) π=1 where πΎπ ,ππ πΎπ,π for π = 1, 2, . . . , πΎ, πΎπ ,ππ + πΎπ,π + 1 π β = πΎπ ,π,π for π = 1, 2, . . . , πΎ, πΎπ ,π,π = πΎπ ,ππ (11) (12) π=1 πΎπ ,π,π = min(πΎπ ,π , πΎπ,π+1 , . . . , πΎπβ1,π ) for π = 1, . . . , π β 1, (13) 7 The explanation given in Appendix B concerning Ξπππ is more detailed than the one given in [12] concerning the same approximate SNR expression. 8 β‘ By comparing (10) and (11) with (7), it can be seen that πΎπ ,ππ in (11) is an approximation for π΄π in (7). Also note that πΎπ ,π,π is in the form of a standard AF SNR, as seen in (7) and in [3, eqs. (12), (13)] for a two-hop system. In (12), the multi-hop source-to-relay-π SNR, πΎπ ,ππ , is represented by a sum of π SNRs, one (πΎπ ,π,π = πΎπ ,π ) for the signal received directly from the source, and one (πΎπ ,π,π ) for the signal that travels from the source to relay π and then gets forwarded to relay π, for each relay π = 1, . . . , π β 1. This expression was derived intuitively and is in a form that is expected since relay π receives π signals, one from the source and one from each of π β 1 relays, and then combines them using MRC. In (13), πΎπ ,π,π is an expression that was also derived intuitively. It represents an SNR at relay π due to a signal that travels over the path from the source to relay π to relay π + 1 . . . to relay π β 1 to relay π. It is comparable to using min(πΎπ ,π , πΎπ,π ) as an approximation for the SNR of a two-hop AF path (which has been used in many previous publications, as in [4], for example), where πΎπ ,π is the SNR for the source-to-relay channel and πΎπ,π is the SNR for the relay-to-destination channel. For the case of (13), πΎπ ,π,π is the minimum of πβ π + 1 single-channel SNRs since it represents the SNR of an AF path that consists of π β π + 1 hops. As mentioned, the approximation, Ξβ² , of the instantaneous end-to-end SNR will be used to derive an approximate SER expression for the multi-hop system. Before deriving the SER expression, the CDF, PDF, and MGF of an RV, which is of the same form as that given by πΎπ ,π,π in (11), will be derived in the next section. Those results will then be used in Section V, in which the desired SER expression will be found. IV. D EVELOPMENT OF CDF, PDF, AND MGF OF π In this section, the CDF and PDF will be developed for RVs that have the following general form: ππ , (14) π +π +π βπ βπ where π = πβ² =1 ππβ² ; π = πβ² =1 ππβ² ; π is a constant; and the terms, ππβ² and ππβ² , are all independent, exponential RVs. The RVs, ππβ² , have mean π₯πβ² for πβ² = 1, . . . , π; and the RVs, ππβ² , have mean π¦πβ² for πβ² = 1, . . . , π. The MGF of π will also be found for the special case of π = 0. It will be shown in Section V that the terms, πΎπ ,π,π , of (13) are also exponential RVs. Therefore, the terms, πΎπ ,π,π , of (11) are all of the form given by (14) with π = πΎπ ,π,π ; π = πΎπ ,ππ ; ππβ² = πΎπ ,π,π for π = πβ² = 1, . . . , π; π = 1; π = π1 = πΎπ,π ; and π = 1 for π = 1, 2, . . . , πΎ. This provides the motivation for analyzing the RV, π, in detail. The CDF, PDF, and MGF of π developed in this section will be applied to the terms, πΎπ ,π,π , during the process of finding the SER of the multi-hop system with instantaneous SNR approximated by Ξβ² . In [14], the CDF and PDF were found for an RV with the same form as π, for the case where the π₯πβ² are all identical and the π¦ πβ² are also all identical (but π₯πβ² β= π¦ πβ² in general), π= 8 Note that the expression, Ξβ² , for the approximate SNR of the multi-hop system reduces to the expression for the exact instantaneous end-to-end SNR of the two-hop system for that case, in which πΎπ,π = 0 for 1 β€ π < π β€ πΎ. CONNE et al.: SER ANALYSIS AND PDF DERIVATION FOR MULTI-HOP AMPLIFY-AND-FORWARD RELAY SYSTEMS which was appropriate for the conditions and the system analyzed there. For the multi-hop system discussed in this paper, however, the means of the exponential RVs representing the individual channel SNRs between two terminals are dissimilar in general (although some may be similar), as are the means of the RVs, πΎπ ,π,π . For that reason, in this section, the CDF, PDF, and MGF of π will be developed for the case in which the means, π₯πβ² and π¦ πβ² , of the exponential RVs are dissimilar in general. A. The PDFs for π and π The first step in determining the CDF of π is to find the PDFs of π and π . Let π½ be the number of distinct means in the group of the π individual RVs found in the summation for π. Denote these means as π₯1 , . . . , π₯π , . . . , π₯π½ . Let ππ be the number of RVs that have mean π₯π , for π = 1, . . . , π½. The total βπ½ number of RVs is given by π = π=1 ππ . Similarly, let π be the number of distinct means in the group of the π individual RVs found in the summation for π . Denote these means as π¦ 1 , . . . , π¦π , . . . , π¦ π . Let π‘π be the number of RVs that have mean π¦π , for π = 1, . . . , π. The total number of RVs is given βπ by π = π=1 π‘π . Lemma 1: The PDFs of π and π are ππ (π₯) = ππ π½ β β ππ₯,π,π πβ1 βπ₯/π₯π π₯ π , (π β 1)! π=1 π=1 π‘π π β β ππ¦,π,π πβ1 βπ¦/π¦π π¦ π , ππ (π¦) = (π β 1)! π=1 π=1 2417 Theorem 3: The CDF, πΉπ§ (πΎ), for the most general form of π, is given by ππ πβ1 π π‘π πβ1 π ( π½ β β β β β β β π β 1)( π ) πΉπ§ (πΎ) = 1 β 2 πβ² πβ² β² π=1 π=1 β² π=1 π=1 π =0 π =0 π=0 ππ₯,π,π ππ¦,π,π [πβ(πβ² +π β² +π+1)/2] π/2 [π+(πβ² βπ β² +πβ1)/2] π₯ π¦π πΎ β π!(π β 1)! π ( β ) ( ) πΎ(πΎ + π) ππ,π πΎ (βπβ² +π β² +π+1)/2 β (πΎ + π) exp β , πΎπ 2 ππ,π ππ,π (19) where ππ,π = π₯π + π¦ π , ππ,π = π₯π β π¦ π , π = πβ² + π β² β π + 1, and πΎπ (β ) is the modified Bessel function of the second kind and order π. The PDF of π, ππ§ (πΎ), is given by ππ§ (πΎ) = 2 ππ πβ1 π π‘π πβ1 π π½ β β βββ β β π=1 π=1 π=0 π=1 π=1 π β² =0 πβ² =0 [πβ(π +π β² +π+1)/2] β π₯π β² ( ππ,π πΎ β exp β ππ,π β² π¦ π/2 πΎ [π+(π βπ β² ( πβ1 πβ² )( ) π ππ₯,π,π ππ¦,π,π πβ² π!(π β 1)! +πβ3)/2] β² β² (πΎ + π)(βπ +π +πβ1)/2 ( β ) πΎ(πΎ + π) πΎ(πΎ + π) (2πΎ + π)πΎπβ1 2 ππ,π ππ,π ( β )] πΎ(πΎ + π) , (20) + π(πΎ)πΎπ 2 ππ,π π )[β π (15) where the expressions for the constants, ππ₯,π,π and ππ¦,π,π , are given by ] 1 dπ [ ππ (π ) β (ππ₯,π β π )ππ π =ππ₯,π π π (β1) π! dπ for π = 1, . . . , ππ ; π = 1, . . . , π½; π = ππ β π, (16) ] dπ [ 1 ππ¦,π,π = ππ (π ) β (ππ¦,π β π )π‘π π =ππ¦,π π π (β1) π! dπ for π = 1, . . . , π‘π ; π = 1, . . . , π; π = π‘π β π, (17) ππ₯,π,π = where ππ (π ) and ππ (π ) are the MGFs of π and π , respectively, and they are given by π,π πΎ(πΎ + where π(πΎ) = (πβ² βπ)πΎ + (βπ+π β² βπ+1)(πΎ +π) + ππ,π π). Proof: See Appendix C. β‘ Corollary 2: The CDF of π, πΉπ§ (πΎ), and the PDF of π, ππ§ (πΎ), for the special case where all of the means in π are dissimilar and all of the means in π are also dissimilar, are found as follows: Set π½ = π; ππ = 1 for π = 1, . . . , π; π = π; and π‘π = 1 for π = 1, . . . , π into (19) and (20), respectively. β‘ The special case considered in [14], where all of the exponential RVs in the summation for π have the same mean, π₯, and all of the exponential RVs in the summation for π have the same mean, π¦, is represented by letting π½ = 1, π1 = π, π = 1, and π‘1 = π. In this case, π and π become Erlang RVs with the following distributions [16]: ππ (π₯) ππ (π¦) 1/π₯π πβ1 βπ₯/π₯ π , π₯ (π β 1)! π 1/π¦ π¦ πβ1 πβπ¦/π¦ . = (π β 1)! = (21) π‘π π β By comparing equations (15) with equations (21), it can be β ππ₯,π,π ππ¦,π,π , π (π ) = π seen that, in this case, ππ₯,π,1 = 0 for π β= π, ππ₯,π,1 = π₯ βπ , (ππ₯,π β π )π (ππ¦,π β π )π π=1 π=1 π=1 π=1 ππ¦,π,1 = 0 for π β= π, and ππ¦,π,1 = π¦ βπ . (18) Corollary 3: The CDF of π, πΉπ§ (πΎ), and the PDF of π, ππ§ (πΎ), for the special case where π is a sum of exponential and where ππ₯,π = 1/π₯π and ππ¦,π = 1/π¦π . RVs with identical means and π is also a sum of exponential Proof: See [16], [17]. β‘ RVs with identical means, are found as follows: Set π½ = 1, π1 = π, π₯1 = π₯, π = 1, π‘1 = π, π¦ 1 = π¦, ππ₯,π,1 = 0 for π β= π, ππ₯,π,1 = π₯ βπ , ππ¦,π,1 = 0 for π β= π, and ππ¦,π,1 = π¦ βπ into B. The CDF and PDF of π (19) and (20), respectively. β‘ The CDF and PDF found by using Corollary 3 are identical With the PDFs for π and π , the CDF of π can be found. The PDF of π can always be found by differentiating the CDF to the CDF and PDF, respectively, derived in [14, eqs. (11) and (12)] for the same RV. of π. ππ (π ) = ππ π½ β β 2418 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 Corollary 4: The CDF of π, πΉπ§ (πΎ), and the PDF of π, ππ§ (πΎ), for the special case where π and π are both single exponential RVs with means equal to π₯ and π¦, respectively, are found as follows: Set π½ = π = 1, π1 = 1, π = π = 1, and π‘1 = 1 into (19) and (20), respectively, and note that ππ₯,1,1 = π₯ β1 and ππ¦,1,1 = π¦ β1 for this special case. β‘ For the special case where π = 0, the CDF and PDF found by using Corollary 4 are identical to the CDF and PDF, respectively, derived in [4, eqs. (8) and (12)] for the same RV. πΎ2 πΎ πππ,2 = πΎπΎ 1+πΎ . It is easy to show that for π independent 1 2 exponential RVs, πΎ1 , πΎ2 , . . . , πΎπ , the minimum of these RVs, πΎπππ,π = min(πΎ1 , πΎ2 , . . . , πΎπ ), is also an exponential RV and its mean is given by βπ πΎ πππ,π β1 πΎ π π=1 πΎ π πΎ πππ,π = = βπ β π for π β₯ 2 , πΎ πππ,π β1 + πΎ π π=1, πΎ π π=1 C. The MGF of π Theorem 4: The MGF of π, ππ§ (π ), for the special case where π = 0, is given by ππ πβ1 π π‘π πβ1 π ( π½ β β β β β β β π β 1)( π ) ππ§ (π ) = 2 πβ² πβ² β² π=1 π=1 β² π=1 π=1 π=0 π =0 π =0 ππ₯,π,π ππ¦,π,π [πβ(πβ² +π β² +π+1)/2] π/2 π₯ π¦π π!(π β 1)! π [ ] 2 ππ,π β² β² β β β1 + β2 + (π + π β 2π β π + 1)β3 , (22) ππ,π ππ,π β« β π+π βπΌπΎ π πΎπβ1 (π½πΎ) dπΎ, where the integrals 0 πΎ β« β π+πβ1 βπΌπΎ= β = πΎ π πΎ (π½πΎ) dπΎ, and β3 = 2 π β« β π+πβ1 βπΌπΎ0 πΎ π πΎ (π½πΎ) dπΎ, with πΌ = (π /π ) β π π π,π π,π 0 β and π½ = 2/ ππ,π , can be solved by using [18, eqs. 6.611.3, 6.611.9, 6.621.3, or 6.624.1]. The forms of the integrals depend on the values of π, π, and π. Proof: Set π = 0 in (20) β« β and use that form of the PDF β‘ in the equation, ππ§ (π ) = 0 ππ πΎ ππ§ (πΎ) dπΎ. Corollary 5: The MGF of π, ππ§ (π ), for the special case where all of the means in π are dissimilar, all of the means in π are also dissimilar, and π = 0, is given by [ π β π 2 β ππ,π + ππ,π π2π,π π 4π2π,π β ππ,π ππ₯,1,π ππ¦,1,π ππ§ (π ) = 4ππ,π β (ππ,π β ππ,π π )2 π=1 π=1 ) ( π βππ,π π ] β 4π3π,π π arccos π,π 2 ππ,π + . (23) [4ππ,π β (ππ,π β ππ,π π )2 ]3/2 β Proof: See Appendix D. β‘ Corollary 6: The MGF of π, ππ§ (π ), for the special case where π and π are both single exponential RVs with means equal to π₯ and π¦, respectively, and π = 0, is found by setting π = 1 and π = 1 into (23) and noting that ππ₯,1,1 = π₯ β1 and ππ¦,1,1 = π¦ β1 for this special case. β‘ The result found by using Corollary 6 is identical to the result derived in [4, eq. (7)] for the MGF of the same RV. V. A PPROXIMATE SER E XPRESSION FOR M ULTI -H OP AF S YSTEM W ITH πΎ R ELAYS The approximate, instantaneous, end-to-end SNR, Ξβ² , which will be used to find the approximate SER of the multi-hop system, is summarized by the equations given in Theorem 2. The first step in finding an approximate SER expression for the multi-hop system is to recognize that the terms, πΎπ ,π,π , from (11) are RVs of the form given by π. From [4], if πΎ1 and πΎ2 are independent exponential RVs, then πΎπππ,2 = min(πΎ1 , πΎ2 ) is also an exponential RV with mean πβ=π (24) where πΎπππ,π β1 = min(πΎ1 , πΎ2 , . . . , πΎπ β1 ). From (13), πΎπ ,π,π is the minimum of a set of exponential RVs for the π < π case, which makes it an exponential RV as well. By using (24), its mean is found to be βπβ1 πΎ π ,π π=π πΎ π,π+1 ( ) πΎ π ,π,π = βπβ1 βπβ1 βπβ1 πΎ π ,π πΎ π=π, π,π+1 + π=π π=π πΎ π,π+1 πβ=π πΎ π ,π πΎ π,π πΎ π ,π +πΎ π,π (25) for π = π β 1. From for π β€ π β 2 and πΎ π ,π,π = Theorem 2, πΎπ ,π,π is also an exponential RV for the π = π case, with mean πΎ π ,π,π = πΎ π ,π , since πΎπ ,π,π = πΎπ ,π . From (12) and from the above discussion regarding πΎπ ,π,π , it follows that πΎπ ,ππ is the sum of π exponential RVs for π = 1, 2, . . . , πΎ. It then follows from (11) that the terms, πΎπ ,π,π , are of the same form as π given in (14), with π = πΎπ ,π,π ; π = πΎπ ,ππ ; π = πΎπ,π ; π = 1; ππ = πΎπ ,π,π for π = 1, . . . , π; π1 = πΎπ,π ; and π = 1. Note that, since the results for π in the previous section were derived under the restriction that the variables in the summations of π and π all be independent, it is implied here that the following approximation is being made: the terms, πΎπ ,π,π , are treated as though they are independent (although they are not). As was the case for the approximation of the end-to-end SNR, we introduce this approximation in order to make the analysis tractable; without such approximation, we conjecture that the analysis is not tractable. Since this approximation is not always valid, the approximate SER expression will not always be accurate and, therefore, its usefulness is limited. However, it will be seen in Section VI that this approximation is accurate for some important practical cases, and that the SER expression is accurate for those cases. The next step in finding the approximate SER expression of the multi-hop system is to obtain the MGF of πΎπ ,π,π for π = 1, . . . , πΎ. In the expression for πΎπ ,π,π in (11), the constant π is equal to 1. In this case, it is not possible to solve for the MGF of πΎπ ,π,π in closed form. For that reason, at this point the approximation π = 0 is used. This type of approximation has been used in many other publications as well [4], [6]β[8]. As mentioned in [12] and [13], it leads to an SER approximation that is very tight to the actual SER throughout the entire SNR range. Lemma 2: The MGF of πΎπ ,π,π , ππΎπ ,π,π (π ), for the special case where π = 0, is given by [ π 2 ππ,1 + ππ,1 π2π,1 π 4π2π,1 β ππ,1 1 β ππ₯,1,π ππΎπ ,π,π (π ) = πΎ π,π π=1 4ππ,1 β (ππ,1 β ππ,1 π )2 ) ( π βππ,1 π ] β 4π3π,1 π arccos π,1 2 ππ,1 + , (26) [4ππ,1 β (ππ,1 β ππ,1 π )2 ]3/2 CONNE et al.: SER ANALYSIS AND PDF DERIVATION FOR MULTI-HOP AMPLIFY-AND-FORWARD RELAY SYSTEMS = πΎ1 π ,1 πΎ π ,π,π π=1, πΎ βπΎ π ,π,π πβ=π π ,π,π where ππ₯,1,1 βπ 1 πΎ π ,π,π when π = 1; ππ₯,1,π = ππ,1 = πΎ π ,π,π + πΎ π,π ; and ππ,1 = πΎ π ,π,π πΎ π,π . Proof: Set π = πΎπ ,π,π and π = 1 into (23), and note that ππ¦,1,1 = πΎ π,π β1 for this special case. The terms, ππ₯,1,π , are solved using (16). 9 β‘ With the MGF for πΎπ ,π,π , it is now possible to find an approximate SER expression for the multi-hop system. In the derivation of this SER expression, the following approximation is made: the terms, πΎπ ,π,π , are treated as though they are independent (although they are not), just as was the case for the terms, πΎπ ,π,π . As before, we introduce this approximation in order to make the analysis tractable; without such approximation, we conjecture that the analysis is not tractable. The discussion regarding the approximation used with the terms, πΎπ ,π,π , applies to this approximation used with the terms, πΎπ ,π,π , as well. The approximate SER expression is given in the following theorem. Theorem 5: An approximate SER expression, Pπ (πΈ), for the multi-hop system is given by π Pπ (πΈ) = π β« π/2 π=0 RELAY 3 for π = 1, . . . , π when π β₯ 2; ( ) πΎ β βπ sin2 π ππΎπ ,π,π dπ, sin2 π + ππΎ π ,π π=1 sin2 π (27) where ππΎπ ,π,π (π ) is given by (26), and π and π are modulation-dependent constants. 10,11 Proof: See Appendix E. β‘ The SER can now be solved with only one numerical integration for any value of πΎ by using (26) and (27). (It is worth mentioning here that the CDF of the most general form of π given in Theorem 3 can always be used to find the exact SER of a system with end-to-end SNR represented by π, for any combination of individual channel SNR means, in closed form for the case where π = 0 and with one numerical integration for the case whereβπ β=β« 0. The equation that makes β βππΎ this possible is Pπ (πΈ) = 2πβππ 0 πβπΎ πΉπ§ (πΎ) dπΎ, which is found in [14, eq. (15)] and [20, eq. (20)]. While this result is noteworthy, it does not apply to the multi-hop system being discussed in this paper, since the SNR of the multi-hop system consists of a sum of RVs of the form given by π, and not just a single π term.) 9 This result is also valid for the two-hop system, for which case only the π = π term of the summation in (26) is non-zero. For this case, Corollary 6 is used and the result for ππΎπ ,π,π (π ) is identical to [4, eq. (7)]. 10 For binary phase-shift-keying (BPSK), π = π = 1; for π -ary pulseamplitude-modulation (π -PAM), π = 2(π β 1)/π, π = 3/(π 2 β 1); for π -ary phase-shift-keying (π -PSK), an approximate expression for the SER is found by using (27) with π = 2, π = sin2 (π/π ); and for π -ary quadrature-amplitude modulation (π -QAM), expression for β β an approximate the SER is found by using (27) with π = 4( π β 1)/ π , π = 1.5/(π β 1). See [14], [19]. 11 This result is also valid for the two-hop system (for the two-hop system, ππΎπ ,π,π (π ) is found using Corollary 6 as discussed in Lemma 2), which is not surprising since it was pointed out in Theorem 2 that Ξβ² , the SNR used to find Pπ (πΈ), reduces to the expression for the exact instantaneous end-to-end SNR of the two-hop system for that case. For the two-hop system, setting π = 0 when solving for ππΎπ ,π,π (π ) is the only approximation that is used in the process of solving for Pπ (πΈ). 2419 Strong Paths Weak Paths RELAY 2 RELAY 1 DESTINATION SOURCE Fig. 2. Block diagram of the multi-hop system for πΎ = 3 relays. The labeling of the channels as either strong or weak corresponds to the channel variances chosen for the systems with results shown in Figs. 5, 7, 10, and 12. (For the cases of these plots, the pattern of strong and weak channels is similar for the systems with other values of πΎ as well.) This visual representation of the system provides an intuitive explanation as to why the multi-hop system performs much better than the two-hop system for the cases of Figs. 4, 5, 7, 8, 10, and 12. (The two-hop results are shown only in Figs. 4, 5, 7, and 8.) VI. N UMERICAL A NALYSIS Plots for the SER versus the transmit SNR, ππ /ππ , where ππ,π = ππ for 0 β€ π < π β€ πΎ + 1, were generated for πΎ = 2, 3, 4, 6, and 8 relays; for BPSK, QPSK, 8-PSK, and 16-QAM modulation schemes; for both the two-hop and the multi-hop systems; and for two choices of channel variances. In all cases, the transmit power, ππ , used by relay π was ππ = ππ /πΎ for 1 β€ π β€ πΎ, so that the total transmit power used by any system was always equal to 2ππ . For the first choice of channel variances, Ξ©π,π = 1 for 0 β€ π < π β€ πΎ + 1, that is, for all channels. For the second choice, the channel variances were chosen so that some of the channels are strong (Ξ©π,π is large) and some of the channels are weak (Ξ©π,π is small). The channels that were chosen to be strong are as follows: those channels between terminals π and π for π = 0 and 1 β€ π β€ πΎ β 1; for 1 β€ π < π β€ πΎ; and for π = πΎ and π = πΎ + 1. The channels that were chosen to be weak are as follows: those channels between terminals π and π for π = 0 and πΎ β€ π β€ πΎ +1; and for 1 β€ π β€ πΎ β1 and π = πΎ +1. A visual representation depicting which channels are strong and which are weak is given for the case of πΎ = 3 in Fig. 2. It will be seen that for this choice of channel variances, the multi-hop system significantly outperforms the two-hop system.12 The plots in Figs. 3, 4, and 5 are for BPSK modulation; the plots in Figs. 6, 7, and 8 are for QPSK modulation; the plots in Figs. 9 and 10 are for 8-PSK modulation; and the plots in Figs. 11 and 12 are for 16-QAM modulation. For the plots in Figs. 3, 6, 9, and 11, the first choice of channel variances was used. It can be seen that for this choice of channel variances, the approximate SER expression for the multi-hop system, given in (27), is quite accurate for all modulation schemes and all values of πΎ. (For an SER of 10β4 , the analytic result 12 The comparison between a two-hop system and a multi-hop system that use the same modulation scheme and the same amount of transmit power is fair in terms of the amount of bandwidth required. For the multi-hop system, however, more thorough and sophisticated channel training is required, and MRC is required at the receivers. 2420 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 SER vs SNR ββ Multiβhop, BPSK, Ξ© = 1 0 10 β1 10 β1 β2 10 10 β2 SER 10 SER SER vs SNR ββ BPSK, Var Ξ© 0 10 β3 10 K=3 K=4 β3 10 K=2 K=6 K=3 β4 10 β4 10 K=4 K=6 β5 10 β6 10 β20 Equation Simulation β15 β10 β5 10 K=8 β5 0 5 10 Single channel SNR, Ξ΅ / N (dB) o β6 15 20 β15 β10 o K=4 K=6 β5 0 5 10 Single channel SNR, Ξ΅ / N (dB) o Fig. 3. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 2, 3, 4, 6, and 8 relays. BPSK modulation is used, and the channel variances are Ξ©π,π = 1 for all terminals π and π. SER vs SNR ββ K = 2, BPSK, Var Ξ© 0 10 β20 K=3 Eqn β Multiβhop Sim β Multiβhop Eqn β Twoβhop Sim β Twoβhop 10 β1 10 15 20 o Fig. 5. The SER for the multi-hop system and for the two-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 3, 4, and 6 relays. BPSK modulation is used. For πΎ = 3, the channel variances are as follows: Ξ©π ,1 = 10, Ξ©π ,2 = 11, Ξ©π ,3 = 0.2, Ξ©π ,π = 0.19, Ξ©1,π = 0.18, Ξ©2,π = 0.17, and Ξ©3,π = 15 for both systems; Ξ©1,2 = 12, Ξ©1,3 = 13, and Ξ©2,3 = 14 for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ 3 for the two-hop system. For πΎ = 4 and πΎ = 6, the channel variances are as follows: 10 β€ Ξ©π ,π β€ 12 for 1 β€ π β€ πΎ β 1, and Ξ©π ,πΎ = 0.2, and 0.16 β€ Ξ©π,π β€ 0.195 for 0 β€ π β€ πΎ β 1, and Ξ©πΎ,π = 20 for both systems; 12.5 β€ Ξ©π,π β€ 19.5 for 1 β€ π < π β€ πΎ for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ πΎ for the two-hop system. β2 SER 10 10 β4 10 β1 10 β6 10 β20 Eqn β Multiβhop Sim β Multiβhop Eqn β Twoβhop Sim β Twoβhop β15 β10 β5 0 5 10 Single channel SNR, Ξ΅o / No (dB) β2 10 15 20 SER β5 10 SER vs SNR ββ Multiβhop, QPSK, Ξ© = 1 0 β3 10 β3 10 K=2 β4 10 Fig. 4. The SER for the multi-hop system and for the two-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 2 relays. BPSK modulation is used, and the channel variances are as follows: Ξ©π ,π = 0.15, Ξ©π ,1 = 6, Ξ©π ,2 = 0.2, Ξ©1,π = 0.1, and Ξ©2,π = 3. For the multi-hop system, Ξ©1,2 = 10, whereas for the two-hop system, Ξ©1,2 = 0. is within 0.57 dB of the simulation result for any modulation scheme and any value of πΎ.) However, for this choice of channel variances, the multi-hop system outperforms the twohop system only very slightly and there is only a very small separation between the plot for the multi-hop system and the plot for the two-hop system. Therefore, it is difficult to justify the usefulness of the approximate SER expression based on this case alone. For this reason, it is necessary to consider the results for other choices of channel variances as well. The second choice of channel variances was used for the results in Figs. 4, 5, 7, 8 10, and 12. From Figs. 4, 5, 7, and 8, where the results for both the multi-hop system and the two-hop system are plotted for BPSK modulation (Figs. 4 and 5) and QPSK modulation (Figs. 7 and 8), it can be seen that the multi-hop system significantly outperforms the K=3 K=4 β5 10 β6 10 β15 Equation Simulation β10 β5 K=6 K=8 0 5 10 15 Single channel SNR, Ξ΅o / No (dB) 20 25 Fig. 6. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 2, 3, 4, 6, and 8 relays. QPSK modulation is used, and the channel variances are Ξ©π,π = 1 for all terminals π and π. two-hop system. (For an SER of 10β4 , the multi-hop system outperforms the two-hop system by at least 2.5 dB for any value of πΎ, and by as much as 4.2 dB for the case of QPSK modulation and πΎ = 3.) Similarly, for this choice of channel variances, it can be shown that the multi-hop system significantly outperforms the two-hop system for the cases of 8-PSK and 16-QAM as well. (However, the plots for the twohop system were omitted from Figs. 10 and 12 so as not to clutter the graphs.) It can be seen that for all cases where πΎ β₯ 3, and for all modulation schemes, the approximate CONNE et al.: SER ANALYSIS AND PDF DERIVATION FOR MULTI-HOP AMPLIFY-AND-FORWARD RELAY SYSTEMS SER vs SNR ββ QPSK, Var Ξ© 0 10 β1 10 β1 β2 10 10 β2 SER 10 SER SER vs SNR ββ QPSK, Var Ξ© 0 10 2421 β3 10 β3 10 K=3 10 β6 10 β15 Eqn β Multiβhop Sim β Multiβhop Eqn β Twoβhop Sim β Twoβhop β10 β5 K=8 β4 10 K=3 Eqn β Multiβhop Sim β Multiβhop Eqn β Twoβhop Sim β Twoβhop β5 10 K=6 β6 0 5 10 15 Single channel SNR, Ξ΅ / N (dB) o 20 10 β15 25 β10 β5 o Fig. 7. The SER for the multi-hop system and for the two-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 3 and πΎ = 6 relays. QPSK modulation is used. For πΎ = 3, the channel variances are as follows: Ξ©π ,1 = 10, Ξ©π ,2 = 11, Ξ©π ,3 = 0.2, Ξ©π ,π = 0.19, Ξ©1,π = 0.18, Ξ©2,π = 0.17, and Ξ©3,π = 15 for both systems; Ξ©1,2 = 12, Ξ©1,3 = 13, and Ξ©2,3 = 14 for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ 3 for the two-hop system. For πΎ = 6, the channel variances are as follows: 10 β€ Ξ©π ,π β€ 12 for 1 β€ π β€ 5, and Ξ©π ,6 = 0.2, and 0.17 β€ Ξ©π,π β€ 0.195 for 0 β€ π β€ 5, and Ξ©6,π = 20 for both systems; 12.5 β€ Ξ©π,π β€ 19.5 for 1 β€ π < π β€ 6 for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ 6 for the two-hop system. SER expression is very accurate. It is almost identical to the SER obtained from simulations for all values of SER less than about 10β3 . (For an SER of 10β4 , the analytic result is within 0.13 dB of the simulation result for BPSK, within 0.28 dB for QPSK, within 0.15 dB for 8-PSK, and within 0.195 dB for 16-QAM.) These results demonstrate that the approximate SER expression is useful for an important case β one in which the multi-hop system outperforms the two-hop system by a substantial amount. It is a case for which we would like to use the multi-hop system instead of the two-hop system and would benefit from having this useful analytical expression for the SER. The plots in Fig. 4 also show, however, that the results for the approximate SER expression of the multi-hop system are poor for the case of πΎ = 2 relays and the given choice of channel variances. (For an SER of 10β4 , the analytic result differs from the simulation result by 1.87 dB.) Therefore, there are limitations to the usefulness of the approximate SER expression found for the multi-hop system in this paper. K=4 K=8 0 5 10 15 Single channel SNR, Ξ΅ / N (dB) o 20 25 o Fig. 8. The SER for the multi-hop system and for the two-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 4 and πΎ = 8 relays. QPSK modulation is used. For πΎ = 4, the channel variances are as follows: 10 β€ Ξ©π ,π β€ 12 for 1 β€ π β€ 3, and Ξ©π ,4 = 0.2, and 0.16 β€ Ξ©π,π β€ 0.19 for 0 β€ π β€ 3, and Ξ©4,π = 20 for both systems; 13 β€ Ξ©π,π β€ 18 for 1 β€ π < π β€ 4 for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ 4 for the two-hop system. For πΎ = 8, the channel variances are as follows: 10 β€ Ξ©π ,π β€ 12 for 1 β€ π β€ 7, and Ξ©π ,8 = 0.2, and 0.16 β€ Ξ©π,π β€ 0.195 for 0 β€ π β€ 7, and Ξ©8,π = 21.3 for both systems; 12 β€ Ξ©π,π β€ 21 for 1 β€ π < π β€ 8 for the multi-hop system; and Ξ©π,π = 0 for 1 β€ π < π β€ 8 for the two-hop system. SER vs SNR ββ Multiβhop, 8βPSK, Ξ© = 1 0 10 β1 10 β2 10 SER β5 10 K=4 K=6 β4 β3 10 K=2 β4 K=3 10 K=4 β5 10 Equation Simulation β6 10 β10 β5 0 K=6 K=8 5 10 15 20 Single channel SNR, Ξ΅o / No (dB) 25 30 Fig. 9. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 2, 3, 4, 6, and 8 relays. 8-PSK modulation is used, and the channel variances are Ξ©π,π = 1 for all terminals π and π. VII. C ONCLUSION A multi-branch, multi-hop AF relay system with πΎ relays was analyzed. An approximate SER expression, valid for an arbitrary number of relays and for several important modulation schemes, was found for the multi-hop system. Plots of the SER of the multi-hop system were generated for various values of πΎ, various modulation schemes, and two choices of channel variances. A comparison was made between the analytic results (obtained using the approximate SER expression) and simulation results for the SER of the multi-hop system. It was seen that the analytic results for the SER were quite accurate when compared to the simulation results for most, but not all, of the cases considered. The fact that the analytic results may not be accurate (depending on the systemβs channel variances) for certain cases indicates that the usefulness of the approximate SER expression developed in this paper is limited. A comparison between the multi-hop system and the twohop system was also made for certain cases. It was demonstrated that, for certain choices of channel variances, the multihop system can substantially outperform the two-hop system. 2422 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 SER vs SNR ββ Multiβhop, 8βPSK, Var Ξ© 0 A PPENDIX A P ROOF OF T HEOREM 1 10 β1 10 β2 SER 10 β3 10 β4 10 K=3 K=4 β5 10 Equation Simulation β6 10 β10 β5 0 K=8 5 10 15 20 Single channel SNR, Ξ΅ / N (dB) o 25 30 o Fig. 10. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 3, 4, and 8 relays. 8-PSK modulation is used. The channel variances are the same as those given in Figs. 7 and 8 for the multi-hop systems. for π > 1. By using ππ0,1 and πππ,π , the noise signals can be written as ππ,π = π1,π + ππ0,1 π0,1 for π = 1; and ππ,π = β π ππ,π + πβ1 π=0 ππ,π ππ,π for π = 2, . . . , πΎ, and π = π + 1, . . . , πΎ + 1. Since ππ,π consists of the terms ππ,π for π = 0, . . . , π β 1 and π = 1, . . . , π, as well as the term ππ,π , it can also be written as ππ,π = ππ,π + πβ1 π β β π(π, π, π, π)ππ,π , (28) π=1 π=0 for π = 1, 2, . . . , πΎ, and π = π + 1, . . . , πΎ + 1. The coefficients, π(π, π, π, π), are found as follows: For π = 1, equating π1,π = π1,π + ππ0,1 π0,1 with (28) leads to π(0, 1, 1, π) = ππ0,1 for π = 2, . . . , πΎ + 1. For π = 2, . . . , πΎ, using (28) to substitute βπβ1 for the terms, ππ,π , in the equation, ππ,π = ππ,π + π=0 πππ,π ππ,π , leads to SER vs SNR ββ Multiβhop, 16βQAM, Ξ© = 1 0 Equation (3) follows directly from the fact that the received signal is π¦π = π΄π π₯ + ππ , so that the signal power is π΄2π and the noise power is π©π = E[β£ππ β£2 ]. In Section II, it was found that the total noise component, ππ,π , of the signal received at terminal π, and transmitted from terminal π, was given(by π1,π = β1,π πΌ1 ππ ,1 +π1,π for ) π = 1; β β β ππ ,π + πβ1 π½ π and ππ,π = βπ,π πΌπ π½π ,π π,π π,π + ππ,π π=1 10 β1 10 β2 SER 10 ππ,π = ππ,π + β3 10 K=3 K=4 10 K=6 β5 10 Equation Simulation β6 10 β5 0 5 K=8 10 15 20 25 Single channel SNR, Ξ΅o / No (dB) 30 πππ,π ππ,π + 35 Fig. 11. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 2, 3, 4, 6, and 8 relays. 16-QAM modulation is used, and the channel variances are Ξ©π,π = 1 for all terminals π and π. In addition, the CDF, PDF, and MGF of the RV, π = ππ /(π +π +π), were developed. (They were then used in the derivation of the approximate SER expression.) In this paper, π and π are sums of independent, exponential RVs with no limitations placed on the number of RVs or the parameters of the RVs. (A sum of independent, exponential RVs with identical means is an Erlang RV. Therefore, in general, π and π are sums of independent, Erlang RVs.) It was shown that the results for the CDF, PDF, and MGF of π found in this paper are generalizations of previously published results regarding special cases of π. πππ,π π(π, π, π, π)ππ,π , (29) where π = π + 1, . . . , πΎ + 1. Then the terms, π(π, π, π, π), are found by equating (28) with (29) and by matching the coefficients of the noise variable terms. The results are given in (5). The overall noise signal at the destination can be expressed in terms of the independent AWGN variables, ππ,π , by substituting (28) into the expression for ππ given in Section III. The result is β ππ = π½π ,π ππ ,π + πΎ β β π½π,π ππ,π = π=1 β π½π ,π ππ ,π + It was also seen that the approximate SER expression found in this paper for the multi-hop system is a generalization of previously published results for the approximate SER expression of the two-hop system. πβ1 π β πβ1 ββ π=1 π=1 π=0 π=0 K=2 β4 πβ1 β πΎ β β π½π,π ππ,π + π=1 πβ1 πΎ β π β β π=1 π=1 π=0 β π½π,π π(π, π, π, π)ππ,π . (30) The noise variances are then found from π©π,π = E[β£ππ,π β£2 ] and π©π = E[β£ππ β£2 ] as shown in (4) and (6), respectively. A PPENDIX B P ROOF OF C OROLLARY 1 β By using π½π ,π = ππ βπ ,π /ππ ,π and πΎπ ,π = ππ β£βπ ,π β£2 /ππ ,π , it follows that ππ ,π β£π½π ,π β£2 = πΎπ ,π . By using π½1,π = πΌ1 ππ ,1 π½π ,1 β1,π /π©1,π ; π©1,π = πΌ21 β£β1,π β£2 ππ ,1 + π1,π ; equaπ β£βπ,π β£2 tion (1) for πΌ1 ; and πΎπ,π = πππ,π ; it follows that πΎ πΎ π΄ πΎ 1 1,π 1,π π©1,π β£π½1,π β£2 = πΎπ ,1π ,1 +πΎ1,π +1 = π΄1 +πΎ1,π +1 . For π β₯ 2, an approximation for π©π,π is found by neglecting the dependency of the ππ,π terms in the equation ππ,π = CONNE et al.: SER ANALYSIS AND PDF DERIVATION FOR MULTI-HOP AMPLIFY-AND-FORWARD RELAY SYSTEMS ( ) β β β + ππ,π when calβπ,π πΌπ π½π ,π ππ ,π + πβ1 π=1 π½π,π ππ,π culating π©π,π = E[β£ππ,π β£2 ]. The result is π©π,π β π β£β β£2 β£βπ,π β£2 πΌ2π π΄π + ππ,π = ππ΄ππ,π + ππ,π , where π = +1 2 π + 1, . . . , πΎ + 1, and the equations π΄ π = ππ ,π β£π½π ,π β£ + β βπβ1 ππ 2 π=1 π©π,π β£π½π,π β£ and πΌπ = π΄2 +π΄π were used. Then, 2423 SER vs SNR ββ Multiβhop, 16βQAM, Var Ξ© 0 10 β1 10 β2 10 by using π½π,π = πΌπ π΄π βπ,π /π©π,π , along with the approximation for π©π,π , it follows that SER π πΌ2π π΄2π β£βπ,π β£2 π©π,π π΄π πΎπ,π ππ π΄π β£βπ,π β£2 = . (31) β 2 ππ β£βπ,π β£ + ππ,π (π΄π + 1) π΄π + πΎπ,π + 1 β3 10 β4 10 π©π,π β£π½π,π β£2 = A PPENDIX C P ROOF OF T HEOREM 3 The CDF of π, πΉπ§ (πΎ), given in (19), ( is found as) folππ lows: πΉπ§ (πΎ) = P(π β€ πΎ) = P π+π = +π β€ πΎ ( ) β«β ππ¦ π¦=0 P π+π¦+π β€ πΎ ππ¦ (π¦) dπ¦, where P(β ) denotes a probability (see [4]). The argument of the probability function can if π¦ > πΎ and π β₯ (π¦+π)πΎ if be expressed as π β€ (π¦+π)πΎ π¦βπΎ π¦βπΎ π¦ < πΎ. Then, the CDF is evaluated as ( ) β« πΎ (π¦ + π)πΎ P πβ₯ πΉπ§ (πΎ) = ππ¦ (π¦) dπ¦ π¦βπΎ π¦=0 ) β« β ( (π¦ + π)πΎ P πβ€ (32) + ππ¦ (π¦) dπ¦. π¦βπΎ π¦=πΎ By using the PDFs of π and π from (15) in equation (32), straightforward integrations and algebraic manipulations lead to the following expression for the CDF of π: πΉπ§ (πΎ) = 1β ππ π½ β β β« π=1 π=1 β π€=0 ππ₯,π,π ( ) π‘π πβ1 πβπ π β β π₯π πΎ π β ππ,π πΎ ππ¦,π,π exp β π! π=1 π=1 (π β 1)! ππ,π π=0 ( ) π€ πΎ(πΎ + π)/π₯π (π€ + πΎ + π)π (π€ + πΎ)πβ1 β exp β dπ€. π€π π€ π¦π (33) The integral in (33) is solved in the same manner as in the appendix of [14], where the is applied ( π ) theorem βbinomial π πβ² πβπβ² π€ (πΎ + π) and to obtain (π€ + πΎ + (π)π )= πβ² =0 πβ²β² β β² πβ1 πβ1 πβ1 π πβ1βπ = π β² =0 π β² π€ πΎ . Then, the remaining (π€ + πΎ) integral is solved using [18, eq. 3.471.9]. The CDF given by (19) is found by substituting the result for the integral into (33). The PDF of π, ππ§ (πΎ), is found by differentiating (19) and π (π§) using βπΎβπ§ = βπΎπβ1 (π§) β ππ§ πΎπ (π§). (See [21].) K=4 Equation Simulation β6 10 Equation (7) is obtained by substituting these results into the approximate expression for Ξ given by Ξ β ππ ,π β£π½π ,π β£2 + βπΎ 2 π=1 π©π,π β£π½π,π β£ . Using similar arguments, it follows that ππ ,π β£π½π ,π β£2 = π΄π πΎπ,π πΎπ ,π and π©π,π β£π½π,π β£2 β π΄π +πΎ for π = 1, . . . , π β 1 and π,π +1 π = 2, . . . , πΎ. Equation (9) is obtained by substituting these results into the expression for π΄π given earlier for π β₯ 2. K=3 β5 10 β5 0 5 K=8 10 15 20 25 Single channel SNR, Ξ΅ / N (dB) o 30 35 o Fig. 12. The SER for the multi-hop system, determined from the approximate SER equation given in (27) and from simulations, is shown for πΎ = 3, 4, and 8 relays. 16-QAM modulation is used. The channel variances are the same as those given in Figs. 7 and 8 for the multi-hop systems. A PPENDIX D P ROOF OF C OROLLARY 5 Set π½ = π and ππ = 1 for π = 1, . . . π, and set π = π and π‘π = 1 for π = 1, . . . π into (22).[ For this special ] βπ βπ 2π β π,π case, ππ§ (π ) = π=1 π=1 ππ₯,1,π ππ¦,1,π 4 β1 + ππ,π β2 . The integrals, β1 and β2 , were solved using the Symbolic R from Matlab β. R The results are Toolbox β β« β β1 = πΎπβπΌπΎ πΎ0 (π½πΎ) dπΎ 0 ( ) πΌ 1 πΌ = 2 β 2 arccos , (34) 2 2 3/2 π½ βπΌ π½ (π½ β πΌ ) β« β πΎπβπΌπΎ πΎ1 (π½πΎ) dπΎ β2 = 0 ( ) πΌ πΌ/π½ π½ =β 2 + arccos . (35) π½ β πΌ2 π½ (π½ 2 β πΌ2 )3/2 After substituting these results into the expression for ππ§ (π ) and rearranging terms, the result in Corollary 5 is obtained. A PPENDIX E P ROOF OF T HEOREM 5 equation The SER, [Pπ (πΈ), )] by using [ the )[19]), ] (βis found ( (see β« π/2 β² π βπΞ β² = EΞβ² π 0 exp sin2 π dπ , Pπ (πΈ) = E ππ 2πΞ where π(β ) is the Gaussian π-function, Ξβ² is the approximate instantaneous end-to-end SNR from (10), EΞβ² [β ] denotes that the expectation is done with respect to Ξβ² , and the expression within the expectation on the right-hand side of the equation is Craigβs Formula from [22]. The following result is obtained: Pπ (πΈ) = = π π π = π β« β« πΎ=0 π/2 π=0 β« π/2 π=0 β β« π π β πΎ=0 β« 0 β β« π/2 expπ πΎ dπ πΞβ² (πΎ) dπΎ ( [ ]) πΎ β exp π πΎπ ,π + πΎπ ,π,π πΞβ² (πΎ) dπΎ dπ π=0 β β β β« 0 π=1 β πΎ + 1 integrals π π πΎπ ,π ππΎπ ,π (πΎπ ,π ) dπΎπ ,π 2424 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 58, NO. 8, AUGUST 2010 β = π π π = π β« β« πΎ β [21] Wolfram Functions Site [Online], developed with Mathematica, Wolfram Research Inc., updated Nov. 3, 2008 [cited Nov. 4, 2008]. Available: http://functions.wolfram.com/Bessel-TypeFunctions/BesselK/20/01/02/ ππ πΎπ ,π,π ππΎπ ,π,π (πΎπ ,π,π ) dπΎπ ,π,π dπ π=1 π/2 π=0 π/2 π=0 ππΎπ ,π (π ) πΎ β [22] J. W. Craig, βA new, simple and exact result for calculating the probability of error for two-dimensional signal constellations,β in Proc. IEEE MILCOM, Nov. 1991, pp. 571β575. ππΎπ ,π,π (π ) dπ π=1 ( ) πΎ β βπ sin2 π π dπ, πΎ π ,π,π sin2 π + ππΎ π ,π π=1 sin2 π (36) 2 where π = βπ/ sin π was β used. Note that it was assumed that πΞβ² (πΎ) = π (πΎπ ,π ) πΎ π=1 π (πΎπ ,π,π ), implying that any dependencies between the RVs, πΎπ ,π,π , were neglected. R EFERENCES [1] A. Sendonaris, E. Erkip, and B. Aazhang, βUser cooperation diverstyβpart I: system description,β IEEE Trans. Commun., vol. 51, pp. 1927β1938, Nov. 2003. [2] β-, βUser cooperation diverstyβpart II: implementation aspects and performance analysis,β IEEE Trans. Commun., vol. 51, pp. 1939β1948, Nov. 2003. [3] J. N. Laneman, D. N. C. Tse, and G. W. 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Commun., vol. 55, pp. 497β507, Mar. 2007. Chris Conne received his B.Eng from the Department of Electrical and Computer Engineering, Ryerson University, Toronto, Canada, in June 2007. In Sept. 2007, he joined the Wireless Information Transmission Lab (WITL) of the Department of Electrical and Computer Engineering, Queenβs University, Kingston, Canada, where he received his M.Sc (Eng) degree in Oct. 2009. Mr. Conneβs research interests include cooperative diversity networks, digital communication theory, and MIMO communication systems. MinChul Ju received the B.S. degree in electrical engineering from Pohang University of Science and Technology (POSTECH), Pohang, Korea, in 1997, and the M.S. degree in electrical engineering from the Korea Advanced Institute of Science and Technology (KAIST), Taejon, Korea, in 1999. He is now a Ph.D. student at Queenβs University, Kingston, Canada. From 1999 to 2005, he was a researcher at the Korea Electronics Technology Institute (KETI), Korea. During this period, he was involved in many projects related to WPAN systems such as Bluetooth, IEEE802.11, IEEE802.15.3, and HomeRF. His research interests are in the areas of MIMO communications, cooperative diversity, and synchronization in communications. Zhihang Yi received his B.Eng. degree in information science and electrical engineering from Zhejiang University, China, in 2003, and the M.Sc. and Ph.D. degrees from Queenβs University in 2005 and 2009, respectively. For his doctoral research at Queenβs, Dr. Yi investigated innovative relaying, MIMO, and OFDM technologies in wireless communication systems. Mr. Yi was the recipient of several research excellence awards during his graduate studies, including a NSERC Industrial R&D Fellowship, a NSERC Visiting Fellowship at Canadian Government Laboratories, Ontario Graduate Scholarships, and the IEEE Kingston Section Ph.D. Research Excellence Award (Honorable Mention). Hyoung-Kyu Song was born in CungCheongBukdo, Korea on May 14 in 1967. He received B.S., M.S., and Ph.D. degrees in electronic engineering from Yonsei University, Seoul, Korea, in 1990, 1992, and 1996, respectively. From 1996 to 2000 he was a managerial engineer at the Korea Electronics Technology Institute (KETI), Korea. Since 2000 he has been an assistant professor at the Department of Information and Communications Engineering, Sejong University, Seoul, Korea. His research interests include digital and data communications, information theory, and their applications with an emphasis on mobile communications. Il-Min Kim received the B.S. degree in electronics engineering from Yonsei University, Seoul, Korea, in 1996, and the M.S. and Ph.D. degrees in electrical engineering from the Korea Advanced Institute of Science and Technology (KAIST), Taejon, Korea, in 1998 and 2001, respectively. From October 2001 to August 2002 he was with the Dept. of Electrical Engineering and Computer Sciences at MIT, Cambridge, USA, and from September 2002 to June 2003 he was with the Dept. of Electrical Engineering at Harvard, Cambridge, USA, as a Postdoctoral Research Fellow. In July 2003, he joined the Dept. of Electrical and Computer Engineering at Queenβs University, Kingston, Canada, where he is currently an associate professor. His research interests include cooperative diversity networks, bidirectional communications, CoMP, femto cells, and green communications. He currently serves as an editor for the IEEE T RANSACTIONS ON W IRELESS C OMMUNICATIONS and the Journal of Communications and Networks (JCN).
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