Multiuser Detection

Summary for 6.975 EECS Graduate Seminar in

Communications
Benjamin Vigoda
The multiuser detection problem applies when we are sending data on the uplink
channel from a handset to a base station. The base station must demodulate and de-
code signals from K1 interfering handsets. A related problem known as interference
cancellation arises on the down-link channel from the base station to the handset in
which the handset must separate the signal intended for it, from the signals that the
base station intends for other handsets in the cell. Methods for directly mitigating
interference from neighboring cells have generally not been addressed, probably be-
cause of the current practical diculties of sharing large quantities of time sensitive
information between dierent cells.
There is an enormous literature on multiuser detection, but a few resources may
be helpful. The main resource is Verdus book [Verdu 1998]. The Fall 11/8/2000 pre-
sentation by C. Emre Koksal, entitled Linear Multiuser Receivers for this seminar
is quite helpful.
Matched Filter
In a Gaussian channel
p(y
i
[x
i
) = exp

1
2
2

[y(t) x
i
(t)]
2
dt

(1)
where x is the transmitted signal and y is the received signal, if we hypothesize two
possible transmitted signals x
i
and x
j
, we can determine which is more likely to have
actually been sent by comparing the likelihoods to see which is greater (maximum)
p(y
i
[x
i
) <> p(y[x
j
), (2)
1

1
2
2

[y(t) x
i
(t)]
2
dt <>
1
2
2

[y(t) x
j
(t)]
2
dt, (3)

[y(t) x
i
(t)]
2
dt <>

[y(t) x
j
(t)]
2
dt, (4)

y(t)x
i
(t)dt
1
2

x
i
(t)
2
dt <>

y(t)x
j
(t)dt
1
2

x
j
(t)
2
dt. (5)
This last relation states that to minimize the chance of a wrong decision as to
which x was actually sent, we must choose the x with the minimum mean squared
distance to y. We can use the sucient statistic

y(t)x
i
(t)dt, (6)
to make an optimal decision if x
1
, . . . , x
m
are linearly independent.
In general, g(y) is a sucient statistic for if given the observations y, the condi-
tional distribution p(y[g(y)) does not depend on . In other words, g(y) contains all
of the information in y necessary to infer .
We can apply the above argument to the single user version of the CDMA channel.
The received signal is
y(t) = Axs(t) + n(t), t [0, T], (7)
where the deterministic signature sequence (spreading code) s has unit energy,
the noise n is white and Gaussian, and the transmitted symbol b 1, 1. We can use
a correlator with a model h(t) of the signature waveform s(t) to make an estimate
x = sgn

h(t)y(t)dt
1
2

x
i
(t)
2
dt

(8)
of the correct transmitted symbol x. As long as the noise is uncorrelated, this
will produce the most accurate result if h is a (nonzero) multiple of s. This linear
detector is known as a matched lter and in the single user environment it is optimal
in the sense that the SNR is maximized. Another way to say this is that the matched
lter yields the maximum-likelihood (ML) detector for the single-user channel [?].
In a multiuser channel, we can write the received signal as
2
Y =
K

i=1
X
i
s
i
+W (9)
and we can use a bank of matched lters to demodulate each independent user. In
order to do this each matched lter must either be synchronized to the bit epochs of
its corresponding transmitter or we must over-sample the received signal and use an
asynchronous detector architecture. Synchronization in multiuser detectors (called
acquisition and tracking) will not be discussed in this chapter. If the matched lters
are perfectly synchronized and the signature sequences s
k
for all the k users are all
orthogonal to one another (linearly independent), then the matched lter is optimal
and the results are the same as for the single user problem.
An important question is, how many mutually orthogonal signals with (approx-
imate) duration T and (approximate) bandwidth B can be constructed? In fact, no
signal is strictly time-limited or band-limited, so instead we ask that the amount of
signal energy that lays outside the time interval [0, T] or outside the band [B, B]
does not exceed a bound . No explicit answer for the number of orthogonal signals
in terms of B, T and is known, but unless BT is very small, the answer is essentially
2BT. Therefore, a K-user orthogonal CDMA system employing antipodal modulation
at the rate of R bits per second requires bandwidth approximately equal to
B =
1
2
RK. (10)
Nonorthogonal Spreading Sequences
However, we need not always enforce the strict condition that the signals be or-
thogonal in CDMA. For example, the performance of the matched lter receiver will
be degraded in the presence of nonorthogonal interferers, but we still may be able
to correctly demodulate the signals from each user if the interference is bounded.
This still requires careful selection of the signature waveforms so that their cross-
correlations are fairly low (compared to the signature waveform energies |s
i
|
2
=
3
's
i
, s
i
`) [Abend 1970]. More to the point, maintaining strict orthogonality involves
maintaining strict synchronization among all the users of the system, which is a very
dicult control problem in a real world channel due to real-valued multi-path time
delays.
Even if global symbol and/or spreading sequence synchronization were possible,
removing the restriction of orthogonal signature waveforms has several major benets
that make CDMA attractive for multiuser communications systems:
The users can be asynchronous and yet quasi-orthogonality can be maintained
by adequate design of the signature waveforms.
The number of signature users is no longer constrained to twice the duration-
bandwidth product of the signature waveforms.
Channel sharing experiences graceful degradation; Reliability depends on the
number of simultaneous users rather than on the (much larger) number of po-
tential users. Therefore, unlike orthogonal multiaccess, it is possible to trade
o reception quality for increased capacity.
With nonorthogonal CDMA, the simple matched lter is no longer optimal (even
in the presence of white Gaussian noise). For example it suers from the near-far
problem: any interferer that is suciently powerful at the receiver causes arbitrar-
ily high performance degradation. Furthermore, by designing receiver demodulation
schemes that unlike the matched lter, take into account the structure of the mul-
tiaccess interference (MAI), it is possible to design a system with increased spectral
eciency, decreased output power, and robustness against imbalances in the received
powers of various users.
The matched lter still plays an important role in multiuser detection, however,
since the output of a bank of matched lters provides a minimal sucient statistic
for detection [Verdu 1986].
4
Decorrelator
The decorrelator, like the matched lter, is a linear multiuser detector, but unlike the
matched lter, it uses information from all of the other users to remove interference.
The decorrelator inverts the channel leaving the received signal without interference
but by doing so also increases the noise. The advantage of the decorrelator is that
no knowledge of the received power is necessary and its performance is independent
of the power of interfering users so that it solves the near-far problem. Both syn-
chronous and asynchronous decorrelators have been considered, but here we consider
only the synchronous case as the generalization to the asynchronous case is relatively
straightforward. Equation 9 can be written in matrix form as
Y = SX+W, (11)
where X = [X
1
. . . X
K
]
T
and S = [s
1
. . . s
k
]
T
is the N K matrix of signature
sequences. For one user S would look like this,

s
1,1
s
1,2
.
.
.
s
1,N
s
2,1
s
2,2
.
.
.
s
2,N
.
.
. s
Tu,1
s
T
u
,2
.
.
.
s
T
u
,N

(12)
and extended to multiple users it takes the form
5

s
1
1,1
. . . s
K
1,1
s
1
1,2
. . . s
K
1,2
.
.
.
.
.
.
s
1
1,N
. . . s
K
1,N
s
1
2,1
. . . s
K
2,1
s
1
2,2
. . . s
K
2,2
.
.
.
.
.
.
s
1
2,N
. . . s
K
2,N
.
.
.

(13)
A bank of matched lters would mean ltering Y by multiplying it by S
T
yielding,
R = S
T
SX+ S
T
W (14)
If however, we also multiply by (S
T
S)
1
, then we get
U = (S
T
S)
1
R = X+ (S
T
S)
1
S
T
W (15)
We dene the overall linear lter N = (S
T
S)
1
S
T
. This is called the decorrelator.
The covariance of N, K
N
is
K
N
= (S
T
S)
1

2
. (16)
The Optimum Multiuser Detector (Nonlinear)
The optimum receiver for a DS/CDMA asynchronous Gaussian multiple access chan-
nel was rst shown by Verdu [Verdu 1986] and is covered in a chapter in his book
[Verdu 1998]. Although theoretically optimal, the optimum detector for this channel
is unfortunately not computationally feasible in practical systems [Verdu 1989]. It is
important, however, as an upper bound on performance and as a starting point for
designing reduced complexity decoders. The optimum detector for the synchronous
6
channel computational feasible, however, so we examine it rst.
The matched lter assumed knowledge of the signature waveform and its timing
(synchronization). The optimum detector requires this knowledge as well as knowl-
edge of the amplitude for each of the users and the total noise level. The optimum
MAP detector is dened as,

b
MAP
= arg max
b{1,1}
(P+1)K
P(b[y) (17)

b
MAP
= arg max
b{1,1}
(P+1)K
P(b[y)p(y) (18)

b
ML
= arg max
b{1,1}
(P+1)K
p(y[b)P(b). (19)
By applying Bayes rule and assuming that the vector b 1, 1
(P+1)K)
was
transmitted and that the probability of b is P(b) = 2
(P+1)K
, ie. all the transmitted
data vectors are independent and equally likely, we can write the optimum maximum
likelihood detector,

b
ML
= arg max
b{1,1}
(P+1)K
P(y[b) (20)
where P is the number of symbols in the signature sequence, and K is again the
number if users, and where

b is the data vector that maximizes the pdf of received
vector y. This is known as maximum likelihood sequence estimation (MLSE).
OptimumMultiuser Detector for Two-User Synchronous Chan-
nel
If the received signal for the two-user synchronous channel is
y(t) = A
1
x
1
s
1
(t) + A
2
b
2
s
2
(t) + n(t), t [0, T], (21)
then the individual minimum probability of error decision for user 1 is obtained
by selecting the value of b
1
1, +1 that maximizes the a posteriori probability
7
P[b
1
[y(t), 0 t T] (22)
and analogously for user 2. We could also ask for a joint minimum probability of
error by requiring that the receiver select the pair (b
1
, b
2
) that maximizes the joint a
posteriori probability
P[(b
1
, b
2
)[y(t), 0 t T]. (23)
We can write the single user optimum detector 22 in terms of joint optimum
detector 23
P[b
1
[y(t), 0 t T] = P[(b
1
, +1)[y(t), 0 tlT] + P[(b
1
, 1)[y(t), 0 tlT]. (24)
Since the transmitted data are equiprobable, the joint MAP estimate is the max-
imum likelihood estimate. In practice, the individual and joint optimum decision
strategies will only give dierent decisions in very noisy situations where the prob-
ability of error is very large. For the received signal given in equation 21, the joint
optimum decisions for two users are given by

b
1
= sgn

A
1
y
1
+
1
2
[A
2
y
2
A
1
A
2
[
1
2
[A
2
y
2
+ A
1
A
2
[

, (25)
and

b
2
= sgn

A
2
y
2
+
1
2
[A
1
y
1
A
1
A
2
[
1
2
[A
1
y
1
+ A
1
A
2
[

, (26)
where A
1
, A
2
are the amplitudes of the received signals from users 1 and 2, and

ij
= R is the signature sequence crosscorrelation matrix given by

ij
= 's
i
, s
j
` =

T
0
s
i
(t)s
j
(t)dt (27)
which for two users reduces to
8
=

T
0
s
1
(t)s
2
(t)dt. (28)
The optimum decisions for the users taken individually is very similar in form,

b
1
= sgn

y
1


2
2A
1
log
cosh

A
2
y
2
+A
1
A
2

cosh

A
2
y
2
A
1
A
2

, (29)
but the absolute value function is replaced by cosh. For large signal to noise
ratios (A
1
, A
2
0), the individual optimum decision converges to the jointly optimum
decision as the cosh function more and more approximates an absolute value function.
Optimum Multiuser Detector for the Asynchronous Channel
Now we turn to the optimum detector in the asynchronous channel. The detector
in the asynchronous channel is computationally complex for a simple reason; making
optimum decisions in the asynchronous channel requires observation of the entire
frame of transmitted bits. Suppose we want to decode a particular bit, b
1
[0]. The
conventional matched lter or decorrelator detectors as well as the optimum detector
in the synchronous channel can all decode a single bit at a time. This is not the case
in the asynchronous channel. For example, in the two-user case, a given bit such as
b
1
[0] will overlap users bits bits b
2
[1] and b
2
[0] to a greater or lesser degree. To be
optimum, the detector should use information about the values of those interfering
bits by extending the observation interval from [0, T] to [ T, + T]. However,
once we do this, the new observation interval contains bits b
1
[1] and b
1
[1] so these
must be included in the estimate by again extending the observation interval. Unless
the entire bit frame is included, the decision on bit b
1
[0] or any other bit will be
suboptimal.
We again examine the two user case to simplify the exposition. We will need the
following denitions. There are 2M + 1 transmitted bits from each of our 2 users,
b
k+i2
= b
k
[i], k = 1, 2, i = M, . . . , M. (30)
9
Our objective is to compute a b that maximizes
f(y(t), t [MT, MT + 2T][b) = exp

1
2
2

MT+2T
MT
[y(t) S
t
(b)]
2
dt

(31)
where
S
t
(b) =
K

k=1
M

i=M
A
k
b
k
[i]s
k
(t iT
k
). (32)
Maximizing this only involves maximizing the term
(b) = 2

S
t
(b)y(t)dt

S
2
t
(b)dt, (33)
The observations enter into the (nonlinear) function to be optimized exclusively
via the outputs of matched lters, so once again, y is a sucient statistic for b.
A detailed exposition is beyond the scope of this review, but suce it to say that
the Viterbi algorithm can be applied to this optimization problem. The intuition is
that decoding each bit only depends on the bits immediately before and after it, so
we can draw a trellis and a forward-backward type dynamic programming algorithm
can be applied to calculate the maximum likelihood estimates for each bit.
With the maximum likelihood sequence estimation (MLSE) receiver operating in
low noise conditions, the user with the lowest probability of detection error experiences
the same performance as the user in a single user system. The complexity of the
MLSE receiver is not exponential in the length of the spreading code, but it does
scale exponentially O(2
K
) with the number of users K and is classied as NP-hard
[Verdu 1989]. Due to the complexity of the MLSE receiver, a number of reduced
complexity receivers have been developed, which we will examine next.
10
Iterative Multiuser Detection
There have been a variety of suboptimal (but lower complexity) non-linear detec-
tors. Multistage receivers are receivers in which decisions made by the rst stage are
used for interference cancellation in the second stage. Decision feedback equalizers
(DFE) using this principle have been known for quite some time. Xie et al. also
proposed a sequential decoding scheme based on the original trellis decoder of Verdu
which decoded the MLSE solution in a suboptimal way but with substantially better
performance than a matched lter.
Following on success of turbo codes and the understanding of their decoding on
probability graphs, there has been much recent interest in designing iterative mul-
tiuser receivers following the same principles. Here we discuss a receiver that is
derived from the maximum a posteriori (MAP) criterion for the joint received signal,
but uses only single user decoders. Iterating the system is utilized to greatly im-
prove performance. I carefully follow the exposition in a paper by Reed et al. found
in the bibliography of this document.
Each user uses a single user turbo code for forward error correction in addition to a
randomly generated signature sequence (spreading code). With randomly generated
spreading codes, performance is on average the same for synchronous or asynchronous
system, given a large number of users. Furthermore, using random codes (which are
not at all guaranteed to be orthogonal) it is theoretically possible to achieve single-
user performance.
Giallorenzi et al. [Giallorenzi 1996] formulated an optimal multiuser sequence
estimator for an asynchronous DS-CDMA system where each user employs convoluti-
nonal error control coding. They found that the complexity per bit of information
using the MLSE solution grows exponentially with the number of users in the system
and the number of states in each users encoder. Rather than jointly estimate the
spreading sequence and the error control code, various proposals to factor the graph
into subsystems to reduce the overall complexity of the decoding/demodulation task
while maintaining performance.
11
We describe the trellis-based system proposed by Reed et al. which decomposes
the receiver into a separate equalizer (multiuser detector) and decoder. The multiuser
decoder is derived from a maximum a posteriori (MAP) criterion, that maximizes
the probability of a correct symbol decision. This MAP-based multiuser receiver
is concatenated with a single user soft-in/soft-out trellis decoder for the single-user
turbo code employed by the transmitters.
The System and the Channel
For this discussion, the uplink communication system transmits convolutional coded,
discrete time, perfect square pulses (no pulse shaping or inter-symbol interference
(ISI), and has no synchronization errors or multipath. The channel model adds Gaus-
sian noise of variance
2
with samples taken synchronously at the chip rate.
K users transmit L coded bits d
(k)
t
+1, 1, where k 1, . . . , K is the user
number and t 0, . . . L 1 indexes the bits. The spread sequence employed by
user k on bit t consists of N chips denoted by
s
(k)
t
1/

N, . . . , +1/

N
N
. (34)
The chips of the spreading code are generated randomly and independently for
each user k and for every bit t which is statistically the same as using a pseudorandom
sequence that is much longer than the spreading length N. As can be seen in gure
0-1, the channel sums the encoded signals from all of the users and adds Gaussian
noise.
The channel output e
t
at time t can be written as
e
t
= A
t
d
t
+ n
t
C
N
(35)
where
A
t
= (s
1
t
, . . . , s
K
t
) 1/

N, . . . , +1/

N
NK
(36)
12
Encoder
b
t
(K)
s
t
(K)
d
t
(K)
Encoder
b
t
(1)
s
t
(1)
d
t
(1)
.
.
.
AWGN
e
t
Matched
Filter 1
Matched
Filter K
Iterative
Receiver/
Decoder

y
t
(1)
y
t
(K)
b
t
(1)
^
b
t
(K)
^
Figure 0-1: Convolutional coded synchronous multiuser channel
is the bank of spreading codes, one spreading code for each user. The matched
lter (MF) output y
t
at time t is then
y
t
= A
T
t
A
t
d
t
+A
T
t
n
t
C
K
= H
t
d
t
+ z
t
C
K
(37)
where
d
t
= (d
(1)
t
, . . . , d
(K)
t
)
T
+1, 1
K
(38)
is the data vector, H
t
= A
T
t
A
t
R
KK
is the crosscorrelation matrix of the
spreading sequences, and z
t
and n
t
are the correlated and uncorrelated noise vectors,
respectively.
13
Decomposing the Receiver
The receiver takes the matched lter channel output and generates the conditional
channel probabilities p(y
t
[d
t
) (multivariate Gaussian conditional probabilities). The
metric generator then calculates the marginal probabilities p(y
t
[d
(k)
t
) for the kth de-
coder. The single user soft-in/soft-out FEC decoders then generate the a posteriori
coded bit probabilities Prd
(k)
t
= d[y
(k)
for user k for coded block size 0 to L 1.
The a posteriori coded bit probabilities are then used as a priori information for the
metric generator on the next iteration. This information ow is shown in gure 0-2.
The output from the single users decoder can be taken as the systems bit estimates
after a suitable number of iterations. Probabilities related to the coded bits d
(k)
t
are
iterated around the receiver, while the information bits b
(k)
j
are only generated when
a decision by the receiver is nally required.
Encoder
(K users)
Multiuser
Channel
Likelihood
Calculation
Metric
Generator
K Single
User
Decoders
b
t
d
t
y
t p(y
t
| d
t
)

p(y
t
| d
t
(K)
) Pr(d
t
(K)

=d | y
(K)
)
b
t
^
Figure 0-2: A decomposition of an iterative convolutional coded multiuser receiver
From the matched lter, we know that the conditional probability of y
t
is
p(y
t
[d
t
) =
1
(2)
K
2
[H
t

2
[
1
2
exp
1
2
2

y
T
t
H
1
t
y
t
2y
T
t
d
t
+ d
T
t
H
t
d
t

(39)
The MAP decision rule for the metric generator sets
14

d
t
= arg max
dt
Prd
t
[y
t
(40)
= arg max
dt
p(y
t
[d
t
)Prd
t
. (41)
Since there are K users using binary symbol alphabets, there are 2
K
hypotheses
of the coded bits sent at time t. If each user encodes their coded bit sequence with
a code with memory then there will be 2

possible states. When the DS/CDMA

channel and the FEC code are jointly detected, the total complexity will be O(2
K+K
).
When we partition the receiver into a separate decoder for the FEC decoder and the
DS/CDMA channel decoder, the complexity is reduced to 2
K
+ 2

.
APP Inputs to the FEC Decoder
Say there are n coded bits d
(k)
t
, . . . , d
(k)
t+n1
for every information bit b
j
, denoted as
d
(k)
j
. We want to calculate the a posteriori probability
Prd
(k)
t

= d[y
(k)
=

d
(k)
j
PrS
j1
= m

; d
(k)
j
[y
(k)
(42)
where S
j
is the state at time j and m

ranges over all code states. Vector d

(k)
j
is the hypothesized channel bit vector for a particular user k for a particular FEC
code trellis transition at time j, where t t

t + n 1. One way that t his can

be calculated is by using the MAP algorithm. The FEC decoder takes as input the
state transition probability.
APP Inputs to the Metric Generator
The a posteriori probabilities p(d
t
= d[y
t
) are the outputs of the FEC decoder. We
assign them as the a-priori input probabilities to the metric generator.
Prd
(k)
t
= Prd
(k)
t
[y
(k)
. (43)
15
This is okay since there are no correlations between the single user convolutional
codes and the spreading codes. On the rst iteration, these probabilities are set to
1
2
for all k.
Computational Complexity Reduction
The computational complexity of this iterative receiver includes exponential com-
plexity in the number of users just like the optimum decoder. The complexity is
dominated by a 2
K
term in the likelihood generation and the metric generation.
First we try to reduce the complexity of the likelihood generator. Since the rst
term in the exponential of equation 39 is independent of the variable d we can simplify
it to
p(y
t
[d
t
) =
h
exp
1
2
2

2y
T
t
d
t
d
T
t
H
t
d
t

. (44)
Even so there are 2
K
hypotheses that need to be tested by the likelihood generator
and these likelihoods are then passed to the metric generator. This is the source of
the complexity in these modules. Further methods, however, can be used to reduce
the complexity, for example, by only computing an update of the least signicant bit
to the likelihoods in each iteration. A full discussion of such methods are beyond the
scope of this review which only aims to bring together ideas from turbo decoding,
factor graphs and message passing with the problem of multiuser detection.
When comparing this iterated multiuser detector against the performance of a
decorrelator detector concatenated with the same turbo FEC that was used in the
iterative decoder, we see that the iterative decoder performs at least 3dB better even
with the complexity reduction techniques.
16
Bibliography
[Abend 1970] Abend, K. and Fritchman, B. D. (May 1970). Statistical detection for
communication channels with intersymbol interference. Proc. IEEE, vol. 58, pp.
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