The MIMO Iterative Waterfilling Algorithm

DOI10.1109/TSP.2009.2013894MaRDI QIDQ4571690zbMATH OpenDBLPWikidataFDO

Authors Gesualdo Scutari, Sergio Barbarossa, D. P. Palomar

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0812.2324

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

Abstract: This paper considers the non-cooperative maximization of mutual information in the vector Gaussian interference channel in a fully distributed fashion via game theory. This problem has been widely studied in a number of works during the past decade for frequency-selective channels, and recently for the more general MIMO case, for which the state-of-the art results are valid only for nonsingular square channel matrices. Surprisingly, these results do not hold true when the channel matrices are rectangular and/or rank deficient matrices. The goal of this paper is to provide a complete characterization of the MIMO game for arbitrary channel matrices, in terms of conditions guaranteeing both the uniqueness of the Nash equilibrium and the convergence of asynchronous distributed iterative waterfilling algorithms. Our analysis hinges on new technical intermediate results, such as a new expression for the MIMO waterfilling projection valid (also) for singular matrices, a mean-value theorem for complex matrix-valued functions, and a general contraction theorem for the multiuser MIMO watefilling mapping valid for arbitrary channel matrices. The quite surprising result is that uniqueness/convergence conditions in the case of tall (possibly singular) channel matrices are more restrictive than those required in the case of (full rank) fat channel matrices. We also propose a modified game and algorithm with milder conditions for the uniqueness of the equilibrium and convergence, and virtually the same performance (in terms of Nash equilibria) of the original game.

Cited in

(9)

• Convex potentials and optimal shift generated oblique duals in shift invariant spaces
• Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity
• Computation of correlated equilibrium with global-optimal expected social welfare
• Robust power modulation for channel state information exchange
• Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
• On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
• Correction of Convergence Proof for Iterative Water-Filling in Gaussian MIMO Broadcast Channels
• A stochastic approximation algorithm for stochastic semidefinite programming
• A distributed iterative Tikhonov method for networked monotone stochastic and hierarchical aggregative games

This page was built for publication: The MIMO Iterative Waterfilling Algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4571690)