S-AMP for Non-linear Observation Models

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP) algorithm as the special case when the measurement matrix has zero-mean iid Gaussian entries. Our derivation is based upon 1) deriving expectation propagation (EP) like algorithms from the stationary-points equations of the Gibbs free energy under first- and second-moment constraints and 2) applying additive free convolution in free probability theory to get low-complexity updates for the second moment quantities.Comment: 6 page

S-AMP: Approximate Message Passing for General Matrix Ensembles

In this work we propose a novel iterative estimation algorithm for linear observation systems called S-AMP whose fixed points are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints in the large system limit. S-AMP extends the approximate message-passing (AMP) algorithm to general matrix ensembles. The generalization is based on the S-transform (in free probability) of the spectrum of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its design rather than from solving a separate optimization problem as done for AMP.Comment: 5 pages, 1 figur

Capacity Scaling in MIMO Systems with General Unitarily Invariant Random Matrices

We investigate the capacity scaling of MIMO systems with the system dimensions. To that end, we quantify how the mutual information varies when the number of antennas (at either the receiver or transmitter side) is altered. For a system comprising $R$ receive and $T$ transmit antennas with $R>T$, we find the following: By removing as many receive antennas as needed to obtain a square system (provided the channel matrices before and after the removal have full rank) the maximum resulting loss of mutual information over all signal-to-noise ratios (SNRs) depends only on $R$, $T$ and the matrix of left-singular vectors of the initial channel matrix, but not on its singular values. In particular, if the latter matrix is Haar distributed the ergodic rate loss is given by $\sum_{t=1}^{T}\sum_{r=T+1}^{R}\frac{1}{r-t}$ nats. Under the same assumption, if $T,R\to \infty$ with the ratio $\phi\triangleq T/R$ fixed, the rate loss normalized by $R$ converges almost surely to $H(\phi)$ bits with $H(\cdot)$ denoting the binary entropy function. We also quantify and study how the mutual information as a function of the system dimensions deviates from the traditionally assumed linear growth in the minimum of the system dimensions at high SNR.Comment: Accepted for publication in the IEEE Transactions on Information Theor

Dynamical Functional Theory for Compressed Sensing

We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, the fixed points of the algorithm obey the Thouless-Anderson-Palmer (TAP) equations corresponding to the ensemble. Using a dynamical functional approach we are able to derive an effective stochastic process for the marginal statistics of a single component of the dynamics. This allows us to design memory terms in the algorithm in such a way that the resulting fields become Gaussian random variables allowing for an explicit analysis. The asymptotic statistics of these fields are consistent with the replica ansatz of the compressed sensing problem.Comment: 5 pages, accepted for ISIT 201

Tunneling through magnetic molecules with arbitrary angle between easy axis and magnetic field

Inelastic tunneling through magnetically anisotropic molecules is studied theoretically in the presence of a strong magnetic field. Since the molecular orientation is not well controlled in tunneling experiments, we consider arbitrary angles between easy axis and field. This destroys all conservation laws except that of charge, leading to a rich fine structure in the differential conductance. Besides single molecules we also study monolayers of molecules with either aligned or random easy axes. We show that detailed information on the molecular transitions and orientations can be obtained from the differential conductance for varying magnetic field. For random easy axes, averaging over orientations leads to van Hove singularities in the differential conductance. Rate equations in the sequential-tunneling approximation are employed. An efficient approximation for their solution for complex molecules is presented. The results are applied to Mn12-based magnetic molecules.Comment: 10 pages, 10 figures include

An Iterative Receiver for OFDM With Sparsity-Based Parametric Channel Estimation

In this work we design a receiver that iteratively passes soft information between the channel estimation and data decoding stages. The receiver incorporates sparsity-based parametric channel estimation. State-of-the-art sparsity-based iterative receivers simplify the channel estimation problem by restricting the multipath delays to a grid. Our receiver does not impose such a restriction. As a result it does not suffer from the leakage effect, which destroys sparsity. Communication at near capacity rates in high SNR requires a large modulation order. Due to the close proximity of modulation symbols in such systems, the grid-based approximation is of insufficient accuracy. We show numerically that a state-of-the-art iterative receiver with grid-based sparse channel estimation exhibits a bit-error-rate floor in the high SNR regime. On the contrary, our receiver performs very close to the perfect channel state information bound for all SNR values. We also demonstrate both theoretically and numerically that parametric channel estimation works well in dense channels, i.e., when the number of multipath components is large and each individual component cannot be resolved.Comment: Major revision, accepted for IEEE Transactions on Signal Processin

Receiver Architectures for MIMO-OFDM Based on a Combined VMP-SP Algorithm

Iterative information processing, either based on heuristics or analytical frameworks, has been shown to be a very powerful tool for the design of efficient, yet feasible, wireless receiver architectures. Within this context, algorithms performing message-passing on a probabilistic graph, such as the sum-product (SP) and variational message passing (VMP) algorithms, have become increasingly popular. In this contribution, we apply a combined VMP-SP message-passing technique to the design of receivers for MIMO-ODFM systems. The message-passing equations of the combined scheme can be obtained from the equations of the stationary points of a constrained region-based free energy approximation. When applied to a MIMO-OFDM probabilistic model, we obtain a generic receiver architecture performing iterative channel weight and noise precision estimation, equalization and data decoding. We show that this generic scheme can be particularized to a variety of different receiver structures, ranging from high-performance iterative structures to low complexity receivers. This allows for a flexible design of the signal processing specially tailored for the requirements of each specific application. The numerical assessment of our solutions, based on Monte Carlo simulations, corroborates the high performance of the proposed algorithms and their superiority to heuristic approaches

Application of the Evidence Procedure to the Estimation of Wireless Channels

We address the application of the Bayesian evidence procedure to the estimation of wireless channels. The proposed scheme is based on relevance vector machines (RVM) originally proposed by M. Tipping. RVMs allow to estimate channel parameters as well as to assess the number of multipath components constituting the channel within the Bayesian framework by locally maximizing the evidence integral. We show that, in the case of channel sounding using pulse-compression techniques, it is possible to cast the channel model as a general linear model, thus allowing RVM methods to be applied. We extend the original RVM algorithm to the multiple-observation/multiple-sensor scenario by proposing a new graphical model to represent multipath components. Through the analysis of the evidence procedure we develop a thresholding algorithm that is used in estimating the number of components. We also discuss the relationship of the evidence procedure to the standard minimum description length (MDL) criterion. We show that the maximum of the evidence corresponds to the minimum of the MDL criterion. The applicability of the proposed scheme is demonstrated with synthetic as well as real-world channel measurements, and a performance increase over the conventional MDL criterion applied to maximum-likelihood estimates of the channel parameters is observed

Modeling of Reverberant Radio Channels Using Propagation Graphs

In measurements of in-room radio channel responses an avalanche effect can be observed: earliest signal components, which appear well separated in delay, are followed by an avalanche of components arriving with increasing rate of occurrence, gradually merging into a diffuse tail with exponentially decaying power. We model the channel as a propagation graph in which vertices represent transmitters, receivers, and scatterers, while edges represent propagation conditions between vertices. The recursive structure of the graph accounts for the exponential power decay and the avalanche effect. We derive a closed form expression for the graph's transfer matrix. This expression is valid for any number of interactions and is straightforward to use in numerical simulations. We discuss an example where time dispersion occurs only due to propagation in between vertices. Numerical experiments reveal that the graph's recursive structure yields both an exponential power decay and an avalanche effect.Comment: 11 pages, Submitted to IEEE Transactions on Antennas and Propagatio