Cours 05 Statistical Channel Model
Cours 05 Statistical Channel Model
1 Introduction
In many practical scenarios, it is neither feasible nor necessary to explicitly model all individual propaga-
tion phenomena such as reflections, diffractions, and scatterings that give rise to the various Multi-Path
Components (MPCs). The complexity and computational cost of deterministic modeling make it im-
practical, especially in dynamic or large-scale environments.
Instead, it is often more effective to adopt a statistical approach, in which the propagation channel
is characterized by the probability distributions of its parameters. These parameters can include delay,
angle of arrival, power, or Doppler shift. Rather than assigning specific values to specific locations,
statistical models aim to capture the likelihood of a channel characteristic assuming certain values,
averaged over space, time, or an ensemble of environments.
This abstraction enables the design and analysis of communication systems without requiring precise
knowledge of the environment, and is particularly useful for performance evaluation, protocol develop-
ment, and capacity analysis.
• Small-scale fading: On the scale of a wavelength, received power exhibits rapid fluctuations due
to interference between multiple propagation paths (MPCs). These variations are statistical in
nature and are typically described using a local mean power and the distribution of fluctuations
around that mean.
• Large-scale fading (shadowing): When power is averaged over about 10 wavelengths, the
resulting local mean shows variations over much larger distances (on the order of hundreds of
wavelengths). These fluctuations are caused by shadowing from large obstacles and can also be
described statistically.
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Figure 2: Types of received power variations.
• Path loss: The overall trend of the received power decreases monotonically with the distance
from the transmitter. This deterministic behavior is described by path loss models that reflect the
average attenuation due to propagation in space.
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Figure 3: Geometry of the time-invariant two-path model.
Figure 4: Interference of two planewaves with E1 = E2 = 1 and arg (k1, k2) = 30°.
3
Figure 5: Projection of velocity vector |⃗v | onto the direction of propagation k.
Figure 6: Instantaneous value of the field strength at time t = 0 – i.e., Re{E}. Superposition of the
eight constituting waves in the area 0 < x < 5λ, 0 < y < 5λ.
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Figure 7: Histogram of the field strength of Figure 6 A Gaussian pdf is shown for comparison
sum (or average) of a large number of i.i.d random variables approaches a normal distribution). The
conditions for the central limit theorem are met, as the eight constituting waves have random angles of
incidence and phases, and no amplitude is dominant. Figure 7 shows that the imaginary part of the
field strength, Im(E), is also normally distributed.
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rections (IOs) and the transmitter (TX) do not move, and the receiver (RX) moves with a velocity v.
The real part of the received field strength due to the ℓth MPC is thus aℓ cos(ϕℓ ), and the imaginary
part is aℓ sin(ϕℓ ). With absolute amplitudes aℓ and phase ϕℓ .
As before, we assume that the absolute amplitudes of the MPCs do not change over the region of
observation. The sum of the squared amplitudes is thus:
N
X
|aℓ |2 = CP (5.9)
ℓ=1
where CP is a constant. However, the phases φℓ vary strongly and are thus approximated as random
variables uniformly distributed in the range [0, 2π].
The phases at different times (or equivalently, locations) are interpreted as different realizations
of uniformly distributed random variables. This can be justified by considering the Doppler shift for
computation of the total field strength E(t). For an unmodulated carrier, we get the expression in real
passband notation:
N
X
E(t) = |aℓ | cos (2πfc t − 2πνmax cos(γℓ )t + φ0,ℓ ) (5.10)
ℓ=1
where φ0,ℓ is the phase of the ℓth MPC at time 0. Rewriting this in terms of in-phase and quadrature-
phase components in real passband notation, we obtain:
with
N
X
I(t) = |aℓ | cos (−2πνmax cos(γℓ )t + φ0,ℓ ) (5.12)
ℓ=1
N
X
Q(t) = |aℓ | sin (−2πνmax cos(γℓ )t + φ0,ℓ ) (5.13)
ℓ=1
The arguments of the cos and sin functions can thus be interpreted as random variables that take
on different values at different times. For sufficiently large time intervals, these realizations can be
considered independent.
Based on the above assumptions, both the in-phase and quadrature-phase components are sums of
many random variables, none of which dominate. It follows from the central limit theorem that the
probability density function (pdf) of the amplitude distribution is Rayleigh, regardless of the exact pdf
of the constituent amplitudes. A zero-mean Gaussian random variable has the pdf:
x2
1
pdf(x) = √ exp − 2 (5.14)
2πσ 2 2σ
r2
r
pdf(r) = 2 exp − 2 for r ≥ 0 (5.16)
σ 2σ
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Figure 10: Pdf of a Rayleigh distribution
r2
CDF(r) = 1 − exp − 2 (5.19)
2σ
For small values of r, this can be approximated as:
r2
CDF(r) ≈ (5.20)
2σ 2
The Rayleigh distribution is widely used in wireless communications for its accuracy, simplicity, and
ability to model worst-case fading. It relies on one parameter (mean power) and offers mathematical
convenience but may not apply in LOS or ultra-wideband scenarios. Verification uses Weibull paper,
where exponential distributions appear as straight lines.
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This implies that to meet an outage probability of x, the required average power must satisfy:
Pmin
P̄ =
x
Example 5.1
For a signal with Rayleigh-distributed amplitude, what is the probability that the received signal power
is at least 20, 6, or 3 dB below the mean power? Compare the exact result and the result from the
approximate formulation of Eq. (5.20).
A power level 20 dB below the mean power corresponds to:
Pmin 1
=
P̄ 100
Then the probability that the received power is below this threshold is:
1
P(P < Pmin ) = 1 − exp − ≈ 9.95 × 10−3 (5.23)
100
Similarly, the exact results for power levels 6 dB and 3 dB below the mean are:
(
0.221 for 6 dB
P(P < Pmin ) =
0.393 for 3 dB
Thus, the approximation is reasonably accurate for power levels 6 dB below the mean, but breaks
down for higher values of Pmin .
θ̃
cdf(r) = 1 − , r≥0
θ̃ + r2
We can also derive the pdf and cdf of the signal-to-interference power ratio θ as:
θ̃
pdf(θ) = , θ≥0
(θ̃ + θ)2
θ̃
cdf(θ) = 1 − , θ≥0
θ̃ + θ
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Figure 11: Magnitude of the electric field strength, |E|, in the presence of a dominant MPC.
E[r2 ] = 2σ 2 + A2
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Figure 13: Rice distribution for three different values of Kr – i.e., the ratio between the power of the
LOS
A2
Kr =
2σ 2
For Kr = 0, the Rice distribution reduces to the Rayleigh distribution. For large Kr , it approximates
a Gaussian with mean A, (See figure 13).
This formulation is particularly useful for analyzing and computing reuse distances in cellular systems.
r !
1 (1 + Kr )P Kr (1 + Kr )P
pdfP (P ) = (1 + Kr ) exp −Kr − I0 2 , P ≥0 (5.34)
P P P
From a mathematical point of view, this is equivalent to the problem of a deterministic phasor
(resulting in a non-zero mean) added to a zero-mean complex Gaussian distribution.
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Figure 14: Probability density function (PDF) of the phase of a non-zero-mean complex Gaussian dis-
tribution with standard deviation σ = 1 and mean amplitude A = 0, 1, 3, 10.
which reduces to Γ(x) = (x − 1)! for integer x, - P̄ = E[r2 ] is the mean square value of the amplitude,
and - m is the fading parameter, defined as:
P̄ 2
m= (5.36)
E[(r2 − P̄ )2 ]
If the amplitude follows the Nakagami distribution, the corresponding power P = r2 follows a Gamma
distribution:
m mP m−1 mP
pdfP (P ) = ( ) exp − , P ≥0 (5.37)
P Γ(m) P P
The Nakagami and Rice distributions are similar in shape, and one can approximate the other. For
m > 1, the Nakagami fading parameter m can be related to the Rice factor Kr using:
(Kr + 1)2
m= (5.38)
2Kr + 1
and conversely: p
(m2 − m)
Kr = √ (5.39)
m − m2 + m
4.4.1 Remarks
• While both distributions show similar behavior for general values, they differ significantly near
r = 0, which influences the achievable diversity order.
• The Rice distribution gives the exact amplitude PDF for a non-zero-mean complex Gaussian pro-
cess—corresponding to a dominant LOS component and many weak scatterers.
• The Nakagami distribution provides an approximate amplitude distribution for scenarios where the
central limit theorem may not apply, such as ultrawideband (UWB) channels.
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Figure 15: Superposition of two carriers with different frequencies (beating).
However, this situation only occurs if there is a single MPC. In reality, different MPCs typically arrive
from different directions and experience different Doppler shifts. This leads to Doppler spreading, or
frequency dispersion, which has a much more significant influence on system performance.
– Doppler spread measures the rate of change of the channel over time.
– The superposition of multiple slightly Doppler-shifted signals results in phase shifts of the
total received signal. These shifts can impair the reception of angle-modulated signals, leading
to random frequency modulation (FM) of the received signal. This effect is particularly
important for signals with low bit rates.
– In Orthogonal Frequency Division Multiplexing (OFDM) systems, which use many
closely spaced subcarriers, Doppler spread can lead to inter-carrier interference. This
effect becomes especially pronounced at high carrier frequencies such as in millimeter-wave
(mmWave) systems.
When a user equipment (UE) moves, the multipath components (MPCs) arriving from different
directions experience different Doppler shifts, leading to a broadening of the received signal spectrum.
This section derives the Doppler spectrum under the narrowband assumption.
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Figure 16: Jakes Doppler spectrum.
Let γ be the angle between the UE’s velocity vector ⃗v and the wave direction at the UE. The received
frequency f is shifted from the carrier frequency fc by:
v
f = fc 1 − cos γ = fc + ν (1)
c0
fc v
where v = |⃗v |, c0 is the speed of light, and ν is the Doppler shift. The maximum shift is νmax = c0 ,
giving a frequency range [fc − νmax , fc + νmax ].
To analyze statistically, let pdfγ (γ) be the angular power density function of incident waves.
For a uniform angular distribution:
1
pdfγ (γ) = , −π < γ ≤ π
2π
and for an ideal vertical dipole antenna with G(γ) = 1.5, the Doppler spectrum becomes:
1.5 Ω̄
SD (ν) = p , |ν| ≤ νmax (2)
π 2
νmax − ν2
This is known as the Jakes spectrum, with singularities at ν = ±νmax corresponding to for-
ward/backward movement (See figure 16).
Temporal Correlation: The autocorrelation function of fading describes how similar the fading states
at two times separated by ∆t are. The autocorrelation of the in-phase component is:
E[I(t)I(t + ∆t)]
= J0 (2πνmax ∆t) (3)
E[I(t)2 ]
and the normalized envelope covariance is approximately:
Remarks:
• The Doppler spectrum describes frequency dispersion and temporal channel variation.
• It is central in modeling fading for both narrowband and wideband systems.
• Alternative models include the Aulin spectrum, Gaussian, and uniform Doppler spectra.
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Figure 17: Amplitude correlation as a function of displacement
Example 5.3 Assume that a UE is located in a fading dip. On average, what minimum distance
should the UE move so that it is no longer influenced by this fading dip?
The temporal correlation function when traveling at a speed v through a static environment is equiv-
alent to the spatial autocorrelation function with spatial displacement v∆t. As a first step, we consider
the envelope correlation function, which is plotted in Figure 17.
If we define “no longer influenced” as having an envelope correlation coefficient equal to 0.5, then (on
average) the receiver must move a distance of approximately 0.18 λ. For complete decorrelation from the
fading dip, a movement of approximately 0.38 λ is required.
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Figure 18: LCR for a Rayleigh-fading amplitude and Jakes spectrum.
In Jakes’ original model, (which models multipath fading due to relative motion), the phases ϕi were
all set to zero, i.e., ϕi = 0. However, this approach leads to a non-stationary fading process. To achieve
statistical stationarity, it is necessary to use random phases. More specifically, both ϕi and θi should be
independently and uniformly distributed random variables.
An alternative approach involves placing interacting objects (IOs) in a geometric environment and
simulating the resulting accumulated signal via simple ray tracing techniques.
cdf(r)
ADF(r) = , for r ≥ 0 (5)
NR (r)
This represents the average time the signal remains below a certain level (i.e., a fade), scaled by the
maximum Doppler frequency fD .
Knowing the AFD is useful for designing interleaving and error correction schemes, selecting channel
estimation intervals, and evaluating how long fades may disrupt communication.
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Instantaneous frequency spans the full real line—unbounded by the maximum Doppler shift. Impor-
tantly, strong frequency modulation is more probable during fading dips, where signal levels
are low.
Fading dips cause increased noise susceptibility and stronger FM, leading to possible phase errors in
modulation schemes and contributing to intersymbol interference.
7 Large-Scale Fading
7.1 Large-Scale Fading Distribution
Large-scale fading refers to the slow variations in received signal strength caused by the shadowing of
multipath components (MPCs) by large objects such as buildings. Unlike small-scale fading, which varies
over a few wavelengths, large-scale fading occurs over much longer distances.
To isolate large-scale fading, the received signal is first averaged over a small area (e.g., 10 by 10
wavelengths), yielding the Small Scale Averaged (SSA) field strength. Experimental studies show that
the SSA field strength F , when expressed in dB, follows a Gaussian distribution. Consequently, the field
strength in linear scale follows a lognormal distribution, with the following probability density function
(pdf):
(20 log10 F − µF,dB )2
20/ ln(10)
pdfF (F ) = √ exp − , F ≥0
F σF 2π 2σF2
where σF is the standard deviation and µF,dB is the mean value in dB.
Similarly, the received power is also lognormally distributed. For Rayleigh small-scale fading, the
median power in dB is related to the median field strength as:
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µP,dB = µF,dB + 10 log10
π
where xc is the decorrelation distance, typically between 5 and 50 meters depending on the environment.
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