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Pairwise error probability

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Part of a series on statistics
Probability theory

Pairwise error probability is the error probability that for a transmitted signal ( X {\displaystyle X} ) its corresponding but distorted version ( X ^ {\displaystyle {\widehat {X}}} ) will be received. This type of probability is called ″pair-wise error probability″ because the probability exists with a pair of signal vectors in a signal constellation. It's mainly used in communication systems.

Expansion of the definition

In general, the received signal is a distorted version of the transmitted signal. Thus, we introduce the symbol error probability, which is the probability P ( e ) {\displaystyle P(e)} that the demodulator will make a wrong estimation ( X ^ ) {\displaystyle ({\widehat {X}})} of the transmitted symbol ( X ) {\displaystyle (X)} based on the received symbol, which is defined as follows:

P ( e ) 1 M x P ( X X ^ | X ) {\displaystyle P(e)\triangleq {\frac {1}{M}}\sum _{x}\mathbb {P} (X\neq {\widehat {X}}|X)}

where M is the size of signal constellation.

The pairwise error probability P ( X X ^ ) {\displaystyle P(X\to {\widehat {X}})} is defined as the probability that, when X {\displaystyle X} is transmitted, X ^ {\displaystyle {\widehat {X}}} is received.

P ( e | X ) {\displaystyle P(e|X)} can be expressed as the probability that at least one X ^ X {\displaystyle {\widehat {X}}\neq X} is closer than X {\displaystyle X} to Y {\displaystyle Y} .

Using the upper bound to the probability of a union of events, it can be written:

P ( e | X ) X ^ X P ( X X ^ ) {\displaystyle P(e|X)\leq \sum _{{\widehat {X}}\neq X}P(X\to {\widehat {X}})}

Finally:

P ( e ) = 1 M X S P ( e | X ) 1 M X S X ^ X P ( X X ^ ) {\displaystyle P(e)={\tfrac {1}{M}}\sum _{X\in S}P(e|X)\leq {\tfrac {1}{M}}\sum _{X\in S}\sum _{{\widehat {X}}\neq X}P(X\to {\widehat {X}})}

Closed form computation

For the simple case of the additive white Gaussian noise (AWGN) channel:

Y = X + Z , Z i N ( 0 , N 0 2 I n ) {\displaystyle Y=X+Z,Z_{i}\sim {\mathcal {N}}(0,{\tfrac {N_{0}}{2}}I_{n})\,\!}

The PEP can be computed in closed form as follows:

P ( X X ^ ) = P ( | | Y X ^ | | 2 < | | Y X | | 2 | X ) = P ( | | ( X + Z ) X ^ | | 2 < | | ( X + Z ) X | | 2 ) = P ( | | ( X X ^ ) + Z | | 2 < | | Z | | 2 ) = P ( | | X X ^ | | 2 + | | Z | | 2 + 2 ( Z , X X ^ ) < | | Z | | 2 ) = P ( 2 ( Z , X X ^ ) < | | X X ^ | | 2 ) = P ( ( Z , X X ^ ) < | | X X ^ | | 2 / 2 ) {\displaystyle {\begin{aligned}P(X\to {\widehat {X}})&=\mathbb {P} (||Y-{\widehat {X}}||^{2}<||Y-X||^{2}|X)\\&=\mathbb {P} (||(X+Z)-{\widehat {X}}||^{2}<||(X+Z)-X||^{2})\\&=\mathbb {P} (||(X-{\widehat {X}})+Z||^{2}<||Z||^{2})\\&=\mathbb {P} (||X-{\widehat {X}}||^{2}+||Z||^{2}+2(Z,X-{\widehat {X}})<||Z||^{2})\\&=\mathbb {P} (2(Z,X-{\widehat {X}})<-||X-{\widehat {X}}||^{2})\\&=\mathbb {P} ((Z,X-{\widehat {X}})<-||X-{\widehat {X}}||^{2}/2)\end{aligned}}}

( Z , X X ^ ) {\displaystyle (Z,X-{\widehat {X}})} is a Gaussian random variable with mean 0 and variance N 0 | | X X ^ | | 2 / 2 {\displaystyle N_{0}||X-{\widehat {X}}||^{2}/2} .

For a zero mean, variance σ 2 = 1 {\displaystyle \sigma ^{2}=1} Gaussian random variable:

P ( X > x ) = Q ( x ) = 1 2 π x + e t 2 2 d t {\displaystyle P(X>x)=Q(x)={\frac {1}{\sqrt {2\pi }}}\int _{x}^{+\infty }e^{-}{\tfrac {t^{2}}{2}}dt}

Hence,

P ( X X ^ ) = Q ( | | X X ^ | | 2 2 N 0 | | X X ^ | | 2 2 ) = Q ( | | X X ^ | | 2 2 . 2 N 0 | | X X ^ | | 2 ) = Q ( | | X X ^ | | 2 N 0 ) {\displaystyle {\begin{aligned}P(X\to {\widehat {X}})&=Q{\bigg (}{\tfrac {\tfrac {||X-{\widehat {X}}||^{2}}{2}}{\sqrt {\tfrac {N_{0}||X-{\widehat {X}}||^{2}}{2}}}}{\bigg )}=Q{\bigg (}{\tfrac {||X-{\widehat {X}}||^{2}}{2}}.{\sqrt {\tfrac {2}{N_{0}||X-{\widehat {X}}||^{2}}}}{\bigg )}\\&=Q{\bigg (}{\tfrac {||X-{\widehat {X}}||}{\sqrt {2N_{0}}}}{\bigg )}\end{aligned}}}

See also

References

  1. ^ Stüber, Gordon L. (8 September 2011). Principles of mobile communication (3rd ed.). New York: Springer. p. 281. ISBN 978-1461403647.

Further reading

  • Simon, Marvin K.; Alouini, Mohamed-Slim (2005). Digital Communication over Fading Channels (2. ed.). Hoboken: John Wiley & Sons. ISBN 0471715239.
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