Gaussian Belief Propagation Based Multiuser Detection
In this work, we present a novel construction for solving the linear multiuser detection problem using the Gaussian Belief Propagation algorithm. Our algorithm yields an efficient, iterative and distributed implementation of the MMSE detector. We com…
Authors: Danny Bickson, Danny Dolev, Ori Shental
Gaussian Belief Propagation Based Multiuser Detection Danny Bickson 1 and Da nny Dolev School of Computer Science and E ngineer ing Hebrew Univ ersity of Jerusalem Jerusalem 91904, Israel { daniel51 ,dolev } @cs.huji.ac.il Ori Sh ental 1 , Paul H. Siegel and J ack K. W olf Center f or Magnetic Recording Research University of California - San Diego La Jolla, CA 920 93 { oshental,p siegel,jwolf } @ucsd.edu Abstract — In this work, we present a nov el constru ction fo r solving the linear multiuser detection problem using the Gaussian Beli ef Propagation algorithm. Ou r algorithm yield s an efficient, iterativ e and distributed i mplementation of the MMSE detector . Compared t o our pre vious formulation, the new algorithm offers a reduction in memory requirements, the number of computational steps, and t he number of messages passed. W e prov e that a d etection method recently proposed by Montanari et al. is an in stance of ours, and we provide new con ve rgence results app licable to both. I . I N T R O D U C T I O N Belief propaga tion (BP), also known as the sum-pro duct algorithm , is a powerful and effi cient tool in solvin g, exactly or approximately , inference problems in probabilistic grap hical models. The underlying essence of estimation theory is to detect a hidden input to a channel from its observed outp ut. The chan nel can be represented as a c ertain gr aphical mode l, while the detection of the channel input is equiv alent to perfor ming in ference in th e co rrespon ding grap h. The use of BP [ 1] for detection p urposes has been pr oven to be very bene ficial in se veral app lications in co mmun ications. For ra ndomly -spread code -division multiple-access (CDMA) in the large-system limit, Kabashima has introduc ed a tractable BP-based multiu ser d etection (M UD) scheme, whic h exh ibits near-optimal error perf ormanc e for binary- input additi ve white Gaussian noise (BI-A WGN) chann els [2]. This message- passing scheme h as recently been exten ded to the case where the ambient noise le vel is unknown [3], [4]. As for sub-optimal detection, the nonlinear soft para llel inter ference c ancellation (PIC) detector was refor mulated b y T anaka and Okad a as an approx imate BP solution [5] to the MUD pro blem. In contr ast to the dense, fully-co nnected nature of th e graphica l model o f the non-o rthogo nal C DMA channe l, a o ne- dimensiona l (1-D) intersymbol interf erence (ISI) chann el can be interpreted as a cycle-fr ee tree grap h [6] . Thus, detectio n in 1- D ISI ch annels (term ed equ alization) can be perfo rmed in an optimal maximu m a-posterior i (MAP) mann er via BP , also known in th is context as the forward/bac kward, or BCJR, algorithm [ 7]. Also, Kurkoski et al. [8], [9] h av e propo sed an 1 Contrib uted equally to this work. Supported in part by NSF Grant N o. CCR-0514 859 and EVERGR O W , IP 1935 of the EU Sixth Frame wo rk. iterativ e BP-like d etection algo rithm for 1-D ISI channels that uses a parallel message-pa ssing schedule an d ac hieves near- optimal p erforma nce. For th e intermediate regime of non-den se graph s but with many r elativ ely short loops, extensio ns o f BP to two- dimensiona l ISI channels have been co nsidered by Mar row and W olf [10], and recen tly Shental et a l. [11]– [13] ha ve demonstra ted the near-optimality of a g eneralized version of BP for such cha nnels. Recently , BP has b een proved to asymptotically achieve optimal MAP detection f or sp arse linear systems with Gaussian no ise [1 4], [ 15], for example, in CDMA with sparse spread ing codes. An important class of practical sub-optimal detectors is based on linear detection. This class includes, for instance, the con ventional single-u ser m atched filter (MF), deco rre- lator (a.k.a. zero- forcing equalizer), linear minimum mean- square error (MMSE) detecto r and many other detectors with widespread app licability [16], [1 7]. In ge neral, linear d etection can be viewed as the solution to a (deter ministic) set o f linear eq uations d escribing the orig inal (pr obabilistic) estima- tion prob lem. Note that the math ematical o peration behind linear detection extends to other tasks in com municatio n, e.g. , channel pre coding at th e tran smitter [18]. Recently , linear detection has been explicitly linked to BP [ 19], using a Gaussian belief prop agation (GaBP) algo- rithm. T his allo ws for a distributed implementation of the linear detector [2 0], circumventing the need of, potentially cumberso me, direct matrix inv ersion (via, e.g. , Gaussian elim- ination). The derived iterati ve fram ew ork was compar ed quan - titati vely with ‘cla ssical’ iterative method s for solving systems of linear equ ations, such as those in vestigated in th e co ntext of linear implementatio n of CDMA demo dulation [2 1]–[2 3]. GaBP is shown to yield faster co n vergence than these stan dard methods. Another imp ortant work is the BP-based MUD, recently derived and analy zed by Mon tanari et al. [24] for Gaussian inpu t symbols. There a re se veral drawbacks to the linear detection tech- nique of [ 19]. First, th e input matrix R n × n = S T n × k S k × n (the chip cor relation matrix) needs to be computed pr ior to runn ing the algorithm . This compu tation require s n 2 k operation s. In case where the m atrix S is spa rse [15], the m atrix R might not no long er b e sparse. Second, GaBP uses 2 n 2 memory to store the messages. For a large n this could be prohib iti ve. In this pape r , we prop ose a new con struction that addresses those two dr awbacks. I n o ur improved con struction, given a non-r ectangular CDMA matrix S n × k , we compute the MMSE detector x = ( S T S + Ψ) − 1 S T y where Ψ is the A WGN diagona l covariance ma trix. W e utilize the GaBP algor ithm which is an efficient iterative distributed algo rithm. The new construction uses only 2 nk memor y for storing the message s. When k ≪ n this represents significant saving r elativ e to the 2 n 2 in our previously proposed algorithm . Furthermore, we d o not explicitly co mpute S T S , saving an extra n 2 k overhead. W e show that Montan ari’ s algorith m [ 24] is an in stance of our me thod. By showing th is, we are ab le to prove new con- vergence results fo r Montan ari’ s algo rithm. Montan ari proves that his method con verges on norm alized ran dom-sp reading CDMA seque nces, assuming Gau ssian signaling. Using binar y signaling, he conjectures conver gence to the large system limit. Here, we extend M ontanari’ s result, to show that his algorithm conv erges also for non -rando m CDMA sequenc es when binary signaling is used, und er weaker co nditions. Anoth er advantage of our work is that we allow different noise levels p er bit transmitted. The paper is organized as follows. Sectio n II fo rmulates the problem of linear detection an d p resents the distributed GaBP- based lin ear d etection scheme. Section III describes a novel construction for efficiently computing the MMSE detector . The relation to a factor graph co nstruction is explored in Section IV. New conv ergence resu lts for Montanari’ s work are presented in Section V. W e con clude in Section VI. I n the Append ix we further explo re the relation to M ontanar i’ s work. W e shall use th e following notations. T he oper ator {·} T stands f or a vector or matr ix tr anspose, the matrix I N is a N × N identity matrix, while the symbols {·} i and {·} ij denote entries of a vecto r an d matrix, respectively . N( i ) is the set o f graph no de con nected to nod e i . I I . L I N E A R D E T E C T I O N V I A B E L I E F P RO PAG A T I O N Consider a discrete-time channel w ith a real input vec- tor x = { x 1 , . . . , x K } T governed by an arbitrary p rior distribution, P x , and a correspo nding real outpu t vector y = { y 1 , . . . , y K } T = f { x T } ∈ R K . Here, th e fu nction f {·} denotes the c hannel transfo rmation. By defin ition, linear de- tection com pels the d ecision rule to be ˆ x = ∆ { x ∗ } = ∆ { A − 1 b } , (1) where b = y is th e K × 1 observation vector and the K × K matrix A is a positiv e-definite symmetric matr ix approx imating the chann el transformatio n. T he vector x ∗ is the solution (over R ) to Ax = b . Estimation is completed by adjusting the (inverse) m atrix-vector produ ct to the input alphabet, dictated by P x , acc omplished by using a proper clipping fu nction ∆ {·} ( e.g. , for binary signaling ∆ {·} is the sign fun ction). For example, linear channels, which app ear extensively in many applications in communication and data storage systems, are chara cterized by th e linear r elation y = f { x } = Rx + n , where n is a K × 1 additi ve noise vector and R = S T S is a positive-definite symmetric matrix, often known as the correlation ma trix. The N × K matrix S d escribes th e p hysical channel medium wh ile the vector y co rrespon ds to th e outp ut of a bank of filters match ed to th e phy sical channel S . Assuming linear chan nels with A WGN with variance σ 2 as the ambient noise, the g eneral linear detection rule (1) can describe known linear detectors. For example [1 6], [17] : • The conventional matche d filter (MF) detector is o btained by taking A , I K and b = y . This detector is optimal, in the MA P-sense, for the case of zero cross-cor relations, i.e. , R = I K , as happe ns fo r orthog onal CDMA or wh en there is no ISI effect. • The decorrelato r (zero forcin g eq ualizer) is achieved by substituting A , R and b = y . It is optimal in the noiseless case. • The lin ear minim um mean-square err or (MMSE) d etector can also be de scribed by using A = R + σ 2 I K . This de- tector is k nown to be optim al when the input distribution P x is Gaussian. In gen eral, line ar detectio n is suboptimal becau se of its deterministic und erlying mechanism ( i.e. , solving a given set of linear equation s), in co ntrast to other estimatio n scheme s, such as MAP or maxim um likelihood , tha t e merge from an optimization criter ion. In [19], linear detection, in its g eneral form (1), was implemented using an efficient message-passing algorithm. The linea r detectio n problem was shifted from an algebraic to a probab ilistic d omain. Instead o f solving a de terministic vector-matrix line ar equation, an in ference problem is so lved in a graph ical mode l describing a certain Gaussian d istribution function . Gi ven the overall channel m atrix R and the o bser- vation vector y , on e knows how to write explicitly p ( x ) and the correspon ding graph G with edg e potentials (‘comp atibility function s’) ψ ij and self-potentials (‘evidence’) φ i . These grap h potentials are dete rmined accordin g to th e f ollowing pair wise factorization of th e Gaussian distribution p ( x ) p ( x ) ∝ K Y i =1 φ i ( x i ) Y { i,j } ψ ij ( x i , x j ) , resulting in ψ ij ( x i , x j ) , ex p( − x i R ij x j ) and φ i ( x i ) = ex p b i x i − R ii x 2 i / 2 . The set of edges { i, j } correspo nds to the set of all non-zero entries of A for which i > j . Hence, we would like to calcu late the marginal densities, which must also be Gaussian, p ( x i ) ∼ N ( µ i = { R − 1 y } i , P − 1 i = { R − 1 } ii ) , where µ i and P i are the marginal mean a nd inv erse variance (a.k.a. precision), respectively . It is shown that the infer red mean µ is identical to the desired so lution x ∗ = R − 1 y . T able I lists the GaBP algorithm up date rules. T ABLE I C O M P U T I N G A − 1 b V I A G A B P. O N L I N E M ATL A B I M P L E M E N TA T I O N I S P R OV I D E D I N [ 2 5 ] . # Stage Operation 1. Initialize Compute P ii = A ii and µ ii = b i / A ii . Set P ki = 0 a nd µ ki = 0 , ∀ k 6 = i . 2. Iterate Propagate P ki and µ ki , ∀ k 6 = i such that A ki 6 = 0 . Compute P i \ j = P ii + P k ∈ N ( i ) \ j P ki and µ i \ j = P − 1 i \ j ( P ii µ ii + P k ∈ N( i ) \ j P ki µ ki ) . Compute P ij = − A ij P − 1 i \ j A j i and µ ij = − P − 1 ij A ij µ i \ j . 3. Check If P ij and µ ij did no t converge, retur n to # 2. Else, co ntinue to #4. 4. Infer P i = P ii + P k ∈ N( i ) P ki , µ i = P − 1 i ( P ii µ ii + P k ∈ N( i ) P ki µ ki ) . 5. Decide ˆ x i = ∆ { µ i } I I I . D I S T R I B U T E D I T E R AT I V E C O M P U TA T I O N O F T H E M M S E D E T E C T O R In this section, we efficiently extend the a pplicability of th e propo sed GaBP-based solver fo r sy stems with symm etric ma- trices [19] to systems with any sq uare ( i.e. , also nonsymme t- ric) or rectang ular matrix. W e first co nstruct a new symmetric data matrix ˜ R b ased on an arbitrary ( non-r ectangular ) matrix S ∈ R k × n ˜ R , I k S T S − Ψ ∈ R ( k + n ) × ( k + n ) . (2) Additionally , we define a new vector of variables ˜ x , { ˆ x T , z T } T ∈ R ( k + n ) × 1 , whe re ˆ x ∈ R k × 1 is th e (to b e shown) solution vector and z ∈ R n × 1 is an aux iliary hidden vector , and a new ob servation vector ˜ y , { 0 T , y T } T ∈ R ( k + n ) × 1 . Now , we would like to show that so lving the symmetric linear system ˜ R ˜ x = ˜ y and ta king the first k entries of the correspo nding solution vector ˜ x is equivalent to solving the original (not necessarily symmetric) system Rx = y . Note that in th e new construc tion the ma trix ˜ R is sparse again, and has only 2 nk off-diagonal nonzer o elements. When run ning the Ga BP a lgorithm we have o nly 2 nk messages, instead of n 2 in th e previous c onstruction . Writing explicitly the sym metric linear system’ s equation s, we ge t ˆ x + S T z = 0 , S ˆ x − Ψ z = y . Thus, ˆ x = Ψ − 1 S T ( y − S ˆ x ) , and extracting ˆ x we hav e ˆ x = ( S T S + Ψ) − 1 S T y . Note, that wh en the n oise level is zero, Ψ = 0 m × m , we get the Mo ore-Pen rose pseudo in verse solution ˆ x = ( S T S ) − 1 S T y = S † y . I V . R E L A T I O N T O FAC T O R G R A P H In this section we g iv e a n alternate proo f of th e corr ectness of our con struction. Given the in verse covariance m atrix ˜ R defined in (2), and the shift vector ˜ x we can deriv e the matching self and edg e poten tials ψ ij ( x i , x j ) , ex p( − x i R ij x j ) φ i ( x i ) , ex p( − 1 / 2 x i R 2 ii x i − x i y i ) which is a factorization o f the Gaussian system distribution p ( x ) ∝ Y i φ i ( x i ) Y i,j ψ ij ( x i , x j ) = = Y i ≤ k φ i ( x i ) Y i>k φ i ( x i ) Y i,j ψ ij ( x i , x j ) = = Y i ≤ k prior on x z }| { exp( − 1 2 x 2 i ) Y i>k exp( − 1 2 Ψ i x 2 i − x i y i ) Y i,j exp( − x i R ij z}|{ S ij x j ) Next, we show the relation of o ur co nstruction to a factor graph. W e will use a factor gr aph with k nodes to the left ( the bits tr ansmitted) an d n n odes to the r ight ( the sign al received), shown in Fig. 1 . Usin g the defin ition ˜ x , { ˆ x T , z T } T ∈ R ( k + n ) × 1 the vector ˆ x represents the k input bits and th e vector z represents the signal received. Now we can wr ite the system prob ability as: p ( ˜ x ) ∝ Z ˆ x N ( ˆ x ; 0 , I ) N ( z ; S ˆ x , Ψ) d ˆ x It is known that the marginal distribution over z is: = N ( z ; 0 , S T S + Ψ) This distribution is G aussian, with the f ollowing parame ters: E ( z | ˆ x ) = ( S T S + Ψ) − 1 S T y C ov ( z | ˆ x ) = ( S T S + Ψ) − 1 It is interesting to note that a similar co nstruction was u sed by Frey [26] in his seminal 1999 work when discussing the factor analysis learning p roblem. While his work is beyond the scope of this paper, it can be shown that h is alg orithm can be mod elled using the GaBP alg orithm. V . N E W C O N V E R G E N C E R E S U LT S One of the benefits of using our new con struction is th at we prop ose a new mechanism to provide future con vergence results. I n the Appe ndix we prove that M ontanari’ s algorithm is an instance of ou r algorithm , th us our co n vergence r esults apply to Montanari’ s algor ithm as well. W e know that if the matrix ˜ R is strictly diag onally do mi- nant, then Ga BP co n verges and the marginal mean s conv erge K bits sent n bits received CDMA channel linear transformation K bits sent n bits received CDMA channel linear transformation Fig. 1. Fact or graph describing the linear channel to the tru e m eans [ 27, Claim 4]. No ting that the matrix ˜ R is symmetric, we can determine the applicability of this condition by examining its c olumns. Ref erring to (4) we see tha t in the first k co lumns, we h av e the k CDMA sequences. W e assume rando m-spread ing binary CDMA seq uences which are normalized to o ne. In other word s, the absolute sum of each column is √ n . In that case, the matrix ˜ R is n ot diagon ally dominan t ( DD). W e can add a regularization ter m o f √ n + ǫ to force the m atrix ˜ R to b e DD, but we pa y in ch anging the problem . In the next n column s o f th e matrix ˜ R , we h av e the diagona l covariance matrix Ψ with different no ise le vels per bit in the main diagon al, and z ero elsewhere. Th e ab solute sum of each column of S is k / √ n , thus when the noise level of each bit satisfies Ψ i > k / √ n , we have a conver gence g uarantee. Note, that the convergence con dition is a sufficient c ondition . Based on Montan ari’ s work, we also know th at in the large system limit, th e algorithm conver ges for bin ary signaling, ev en in th e ab sence of noise. An area of f uture work is to utilize this observation to identify CDMA sch emes with matr ices S that wh en fitted into the m atrix ˜ R are eith er DD, or c omply to the spectral radius conv ergence cond ition of [28]. V I . C O N C L U S I O N W e pr esented a novel distributed algo rithm for co mput- ing the MMSE d etector for the CDMA multiuser d etection problem . Our work utilizes the Gaussian Belief Propaga tion algorithm while imp roving two existing constru ctions [ 19], [24] in this field. Althou gh we describ ed our a lgorithm in the c ontext of m ultiuser de tection, it h as wider applicability . For example, it p rovides an efficient iterative method fo r computin g the M oore-Pen rose pseu doinv erse, and it can also be applied to th e factor analy sis learning problem [26]. A P P E N D I X : M O N TA NA R I ’ S A L G O R I T H M I S A N I N S TA N C E O F O U R A L G O R I T H M In this section we show that Montanari’ s alg orithm is an instance of o ur alg orithm. Our a lgorithm is more general. First, we allo w different noise le vel f or each recei ved bit, unlike his work which u ses a single fixed noise fo r the whole system. I n p ractice, the bits are tran smitted using different frequen cies, thus suffering from d ifferent noise lev els. Seco nd, the upda te ru les in his paper are fitted o nly to the rand oml- spreading CDMA cod es, wh ere the matrix A contains on ly values which ar e drawn uniform ly from { − 1 , 1 } . Assuming binary sign alling, h e co njectures convergence to the large system limit. Our new con vergence proof holds for an y CDMA matrices pr ovided th at the absolu te sum of the ch ip sequ ences is one, und er weaker c ondition s on the n oise level. Third , we pro pose in [ 19] an e fficient br oadcast version for saving messages in a bro adcast suppor ting network . The pr obability distribution of the factor graph used by Montanar i is: dµ N ,K y = 1 Z N ,K y N Y a =1 exp( − 1 2 σ 2 ω 2 a + j y a ω a ) K Y i =1 exp( − 1 2 x 2 i ) · Y i,a exp( − j √ N s ai ω a x i ) dω Extracting the self and edge potentials from the ab ove probab ility distribution: ψ ii ( x i ) , ex p( − 1 2 x 2 i ) ∝ N ( x ; 0 , 1) ψ aa ( ω a ) , ex p( − 1 2 σ 2 ω 2 a + j y a ω a ) ∝ N ( ω a ; j y a , σ 2 ) ψ ia ( x i , ω a ) , ex p( − j √ N s ai ω a x i ) ∝ N ( x ; j √ N s ai , 0) For conv enience, T able I I p rovides a translation b etween the notations used in th is paper (taken fro m [ 19]) and that u sed by Mon tanari et a l. in [24] : T ABLE II S U M M A R Y O F N O TA T I O N S This work [19] Montanari el al. [24] Descripti on P ij λ ( t +1) i → a precisio n msg from left to right ˆ λ ( t +1) a → i precisio n msg from right to left µ ij γ ( t +1) i → a mean m sg from left to right ˆ γ ( t +1) a → i mean m sg from right to left µ ii y i prior mean of left node 0 prior m ean of right node P ii 1 prior precision of left node Ψ i σ 2 prior precision of right node µ i G i L i posterior m ean of node P i L i posterior precision of node A ij − j s ia √ N cov ariance A j i − j s ai √ N cov ariance j j = √ − 1 Now we derive Mon tanari’ s up date rules. W e star t with the precision message from left to right: P ij z }| { λ ( t +1) i → a = 1 + 1 N Σ b 6 = a s 2 ib λ ( t ) b → i = = P ii z}|{ 1 +Σ b 6 = a P ki z }| { 1 N s 2 ib λ ( t ) b → i = P ii z}|{ 1 − Σ b 6 = a − A ij z }| { − j s ib √ N ( P j \ i ) − 1 z }| { 1 λ ( t ) b → i A ji z }| { − j s ib √ N . By lookin g at T able 1 , it is easy to verif y th at this precision update rule is equ iv alen t to that in #2 of T able I. Using the same logic w e get th e precision message from right to left: P ji z }| { ˆ λ ( t +1) i → a = P ii z}|{ σ 2 + − A 2 ij P − 1 j \ i z }| { 1 N Σ k 6 = i s 2 ka λ ( t ) k → a The mean message fro m left to right is given by γ ( t +1) i → a = 1 N Σ b 6 = a s ib λ ( t ) b → i ˆ γ ( t ) b → i = = µ ii z}|{ 0 − Σ b 6 = a − A ij z }| { − j s ib √ N P − 1 j \ i z }| { 1 ˆ λ ( t ) b → i µ j \ i z }| { ˆ γ ( t ) b → i . The same ca lculation is done for the mean fro m r ight to lef t: ˆ γ ( t +1) i → a = y a − 1 N Σ k 6 = i s ka λ ( t ) k → a γ ( t ) k → a Finally , the lef t no des calculated th e pr ecision and m ean by G ( t +1) i = 1 √ N Σ b s ib λ ( t ) b → i ˆ γ ( t ) b → i , J i = G − 1 i L ( t +1) i = 1 + 1 N Σ b s 2 ib λ ( t ) b → i , µ i = L i G − 1 i . The ke y dif ference be tween the two construction s is th at Montanar i u ses a directed factor gr aph while we use an und i- rected g raphical model. 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