196.

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Error Probabilities for Equicorrelated A4 ary Signals Under Phase-Coherent and Phase-Incoherent Reception*
ALBERT H. NUTTALLt,
MEMBER, IRE

Summary-Formulas for the error probabilities of equicorrelated n/I-ary signals under optimum phase-coherent and phase-incoherent reception are derived in the form of previously untabulated single and double integrals. These integrals are amenable to computer evaluation for arbitrary M. Two modes of reception are considered. In the first, one of M equal energy equiprobable signals is known to be transmitted during a symbol interval of 2 seconds through a nonfading channel with additive white Gaussian noise. The receiver is assumed to be synchronized in time and frequency with the incoming signal, and reception is on a per-symbol basis. Furthermore, the crosscorrelation coefficients between all the signals are equal. The probability of correct decision in both phase-coherent and phaseincoherent reception is derived exactly, as a function of the signalto-noise ratio, the common cross-correlation coefficient, and the size of the signal set M. In the second mode of reception, the only difference is that a threshold is incorporated in the receiver. The probability of false detection and the probability of detection and correct decision are derived exactly for both phase-coherent and phase-incoherent reception as a function of the threshold level, the signal-to-noise ratio, the common cross-correlation coefficient, and the size of the signal set M. The method of reduction of multiple integrals presented here can be generalized, and may find application in other statistical studies in which the Gaussian density form is encountered under an integral.

I .INTRODU~TI~N HE PERFORMANCE of communications systems M-ary signaling alphabets in a noisy T environment is of paramount importance. Their high capability for information transfer-one of M possibilities-makes them attractive to any potential user of such a communication link. At the same time, however, the immunity to noise and the required bandwidth and symbol duration of the signals of the M-ary communication system must be answered before a decision on its desirability can be made. To complicate the situation, the equipment complexity, and the sensitivity of the M-ary system to network tolerances and to unexpected changes in noise statistics must be ascertained. The results of this paper constitute a step towards a solution of these problems, as reflected in the nonorthogonality of the signal set. In the past, analysis of binary communication and detection, both phase-coherent and phase-incoherent,
employing * Received September 1, 1961; revised manuscript received October 12, 1961. This paper is based on a Technical Report (No. TR-Al-l-BF) by the author entitled Error Probabilities for NonOrthogonal M-ary Signals under Phase-Coherent and Phase-Incoherent Reception, which was supported by the Office of Naval Research under Contract No. Konr-3320(00). i Litton Systems, Inc., Communication Sciences Laboratory, Waltham, Mass.

has received wide attention [l]-[22], including derivations of error probabilities under fading conditions, random multipath, and nonwhite noise. For M-ary communication, a number of results for orthogonal signals are available 131, [23]-[32], whereas for the case of M equal to 4, and special nonorthogonality conditions on the signals, another group of results exists [33]-[36]. And for phase-coherent M -ary communication with the optimum cross-correlation coefficient [37], [38], some approximate results for the error probabilities have been derived [39]-[41]. However, nowhere has the exact derivation of the error probability for M-ary communication with nonorthogonal signals and all SNR s appeared in a tract)able form. A cursory review of the main problems in this field is given in [42]. Although the various sections of this paper are titled Error Probability etc., the derivations and equations are actually for the probability of correct decision PC. These two probabilities are used indiscriminately, and are related by the fact that their sum is always unity. In using the results of these sections, then, the fact must be kept in mind that the error probability is obtained by taking one minus the equation given, which is the probability of correct decision. II. ERROR PROBABILITY
FOR PHASE-COHERENT RECEPTION

The situation is as follows: during a symbol interval of T seconds, one of M equal energy equiprobable signals is known to be transmitted. Before reception, the transmitted signal is subjected to additive white Gaussian noise. There is no fading (or at least little change in the signal strength during the time T; then the present results hold if the SNR is interpreted as the local or current signal strength to noise ratio). There is no multipat h, and the receiver is synchronized in time and frequency. In fact, the synchronization is so exact that one of the receiver s M stored replicas of the transmitted signal set is precisely like the incoming signal component of the received waveform, except for amplitude. Even the carrier phases of the received signal and one of the stored replicas are equal. (This may be achieved by using a phase-locked loop in the receiver.) We restrict the receiver to make a decision at the end of the symbol interval, based only on the received waveform over t he past interval (the past T seconds) ; t,hat is, we consider only per-symbol operation. The optimum receiver [43]-[48] in this symmetric situation makes its decision about which signal was t#ransmitted by cross-correlating the received

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waveform w&h all 111stored references, and choosing that signal corresponding to the largest cross-correlation value. Mathematically, if (sk(t) ), IC = 1, 2, . . . , M, is the set of signals used for transmission, and n(t) is the additive noise, the received waveform is Sk(t) + n(t) (1)

if the kth signal of the set were sent. Let us assume that signal number 1 was sent. The receiver then computes the quantities xg = s Sk(Oh(4 + 401 (-4

The upper limit is unity. This lower limit is in fact the optimum value [37], [38], for the set of coefficients (kik] to have for minimum average error probability, and given M. For general X (still satisfying (S), however) (2) becomes, upon use of (5) and (6),
X1

=E+Y,,
yk, k = 2,3, -.* ) M, (9)

k = 1,2, . .. ) M.

(2)

xk = EX f where we have defined

(The attenuation of the transmission path has not been neglected in the above formulation. If the stored replicas do not have the same amplitude factor as the received signals, the quantity xk will be scaled by the same amount for all lc. Since, however, we shall only compare the xkr the scaling does not matter. The attenuation of the transmission path enters the problem through the SNR of the incoming waveform.) The optimum receiver decides that signal k was sent if xk = max (2,) x2, . . . , x,~). (3)

dt, yn = s dt)n(t)
Substituting P, = Pr W - X) +

k = 1, 2, . . . , M.

WV

(9) into (4), we have

~1 >

yz, . . . , yw).

(11)

In terms of the joint probability density function (pdf) P(Yl, Y21 . .* , Y.~) of the variables ( yk j when signal number 1 is sent, E(I-h)+vl P, = 1; dy, 1 ... 1 dy, ..a dy, -cc -P(Y1, Ya, . . . ,

Since we have assumed that signal number 1 was transmitted, the probability of correct decision P, is the probability that x1 > zZ, . . . , x~. Mathematically, we express this as P, = Pr(x, > 22, ... ,x&f), (4)

YMI.

(12)

Since the input noise is (zero mean) Gaussian, and (10) constitutes a linear operation, the variables ( ykJ are also (zero mean) Gaussian. Therefore, p(y,, y2, ... , yjM) = (27r) lM[- . exp (- $y M- y) , (13)

where Pr ( ) denotes the probability of ( ). Now we shall assume that the signal set has equal cross-correlation coefficients:

dt sSi(t)Sk(t)
E = Xik = A, s s:(t) dt, k = 1,2, ...

where y is a column matrix, and M is the matrix of crosscorrelation coefficients

j # k,

(5)

M = [Y~YJ.

(14)

where E is the common received signal energy, E= ,M. (6)

(The superscript bar denotes a statistical average over the noise.) Using (IO), (5), and (6), we have

(If X = 0, we have an orthogonal signal set.) Due to the nonpreferential character of the correlation matrix (error probability when signal number k is sent is independent of k), P, of (4) is also the average probability of correct decision when the entire signaling set is considered. We immediately have a restriction on the value of X: since

Here we have assumed that n(t) is white Gaussian noise with double-sided2 spectrum level Nd watts/cps. It then follows that JM/ = (NdE)(l - Q- [l + (M 1)X], (16)

and the cofackors of M are given by Mf, = = ME + (M - M)EX 2 0, (7) (NeV- (l -(N,E)- (l - A)-[1 + (M - 3x1, j = k . (17) jfk

- X)-X,

1 All integrals without range of nonzero integrand.

limits

are understood

to be over the

2 See 1491,pp. 104-105. This quantity is related to the single-sided spectrum level N or No used by other authors by 2Na = N = No. See, for example, [7], (12); or [21], p. 50, (4.10); or [29], (4), et seq.

1966 Substituting regrouping, (16) and (17) into

Nuttall:

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Signals

307

(13), we obtain,

uk, all Ic, in t he exponent, we have

dR(l-X)/Nd+nl

P(Yl, Yz, . . . , y>w) = [2rN,E(l

- X)]- 2

P, = l;du,

J 0 . /
-m

duz e-0 du,

.(2i?-2 (18)

VT-X

m s -m dy +g

.exp [-$y(l Substituting (18) into (12), and defining (19) we obtain --03 *s -co . (2+/ [ &+ du, -&=

- X)] fiexp
k=l

[-+(uk

z/j; y)].

(25)

We have temporarily backtracked t#o M + 1 integrals instead of M [(20)], but upon rearrangement of these integrals, (25) becomes --_ q exp [-+y2(1 exp [-$(ul ~ 4X - X)] y) ] fi y)] du,

1
l/2

exp [-G(u2

Al-1

(26) and M At t,his point in the derivation, the usual method of completing the square, say in uM, and integrating, leads us to intractable integrals on ul, ur, . . . , uMml. Our tack instead is to notice that the bad feature of (20) is the presence of the cross-product terms in the exponent, and attempt to eliminate them immediately. The crossproduct terms come from the factor (21) in the exponent. But the square in (21) may be eliminated by an integral transform. For example, exp (&I&) = srn dy exp (+y) exp (-r~*/2~~) --m tiiL7 (22) 1 of these integrals can immediately be per-

formed define 44 and [50] W Eq. (26) then becomes P, = lrn dy 41 - X 4(y& -m VCG(I--X)/N;+U -[S -m = s -m 4~) dy. cm = -&== exp (-x2/2), n(27)

AM--l 1 d(u2 1
di y) du, . (29) , dx = du,, (30)

- X) /.- du,+(u, -02

v ,i y).

and the # in the exponent on the left becomes I+Q in the exponent on the right. (This identity holds even if + is imaginary.) Identifying

Allowing for the fact that 4 may be imaginary, we manipulate the integrals on u1 and u2 by defining a new variable of integration x=uzv5y

to bring them into the form

, u2 = [I + (M - 1)X1-
I:, du,$(u, (23) in (22), the exponential terms of (20), along with factor [I + (M - 1)X]- , become the But it may be shown that the lower limit on the integral on x may be changed to - ~0 without any change in the value of the integral. This is due to the fact that 4(x) decays to zero rapidly enough as x -+ t ~0. Eq. (31) then becomes du,#(u, - kG exp [-fu k Utilizing f z/x zc,y]. (24) * d- V X y) ____ E(l - X) +u, (J N i z/xy . (32) I& y)[ /m~~;~+yIyjv #I(X) dx] ? (31)

m s
-m dy -& exp I-3(1 + (Al -

lP}y21

(24) in (20), and now completing

the square in

>

308 Letting x = 261(32) becomes

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V X y,

dx = dul,

(33)

in agreement with Helstrom, for X = 0. For the optimum cross-correlation coefficient, (8), (40) agrees with Lerner.7 For M = 3, (35) may be related to a well-tabulated function:

where once again it may be shown that the decay of 4(z) to zero for large x is sufficient to allow the change in where the L function is defined by limits. Utilizing (30)-(34) in (29), interchanging integrals, and noticing that, the integral on y is unity, there results m + p( , ) dx. (35). P, = em c#,(+P(z

From (35), we notice the very interesting feature that the performance of an M-ary signal set with cross-cor- and is tabulated in [57]. relation coefhcient x and signal energy E is equal to the The method of reduction of multiple integrals developed performance of an orthogonal M-ary signal set with in this section is used repeatedly in the remainder of this energy E(1 - X). The nonzero cross-correlation coefficient paper, although the details are not expressly indicated. appears merely as a scaling by 1 - X. This has been This method may find application in other problems, known to be true for binary communication, and it is where the solution can be set up as an integral of a Gausnow shown to be true for M-ary communication. (For X sian form. It is interesting to note in passing that Lawson and equal to the absolute minimum, (8), Cahn [51] has noted Uhlenbeck derive an approximate expression for the this scale factor.) probability of correct decision for orthogonal signals Eq. (35) is true for X < 0 providing we satisfy (8); and phase-incoherent reception, and arrive at a form thus identical with our (35). In Section III, we shall derive of correct dePJmax) = [ +(.z)@- (Z + -\ig &) &. (36) an exact expression for this probability cision in phase-incoherent operation with nonorthogonal signals. Tables of the integral s c$(z)@- (x + a) dz (37) III.
ERROR PROBABILITY FOR PHASE-INCOHERENT RECEPTION

for various values of M and a are given in [26], [52]-[55]. As checks on (35), we have the following : for M = 2, we have a binary situation. Eq. (35) then reduces to (using more explicit notation) Pe2 = @(-,i &# ) )

in agreement with Helstrom. If X = 0 in (35), the result agrees with Birdsall Peterson [26], and Viterbi. Also, if in (35),

and

The only difference between the situation to be considered here and that in Section II is that the carrier phase of the narrow-band incoming signal is not known, or no attempt is made to track the carrier phase. Except for this carrier phase, however, the exact shape of the signal component of the incoming wave is known (except of course, for amplitude, which is not important, as in Section II). Again, one of M equal energy equiprobable messages is known to be transmitted for a time duration of T seconds; the receiver, on the basis of the received waveform for the past T seconds (synchronized) is required t o make a decision as to which signal was transmitted.

we find P, s 1 - (M 1)+(-&j+)) , (40)

6 See [30], (19). 7 See [41], (15). (It appears that in M In Lerner s (15) should be log, M.) * A shorter derivation of the results of this section, utilizing a linear transformation which circumvents the multiple integral above, has since been obtained by T. Birdsall [58], and P. Bello of Adcom, Inc. The lengthier solution has been given here to indicate a useful mathematical artifice which may be readily generalized to more complex Gaussian integral forms. 9 See [24], p. 173, (5%).

3 In Appendix I of [53] several methods are given for extending the tables, including use of a related tabulated function of Tippett

WY.

4 See [7], (13). 6 See [32], (9).

1962

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Signals

309 this is

Before getting into the optimum receiver structure, we introduce complex not ation [45], [al], which will prove to be extremely useful. A complex narrow-band signal +(t) is constructed from a real narrow-band deterministic signal s(t) by deleting the negative frequency components of s(t) and doubling the positive frequency components. ThenlO 44 = Re ~tW)l, (43)

that x1 > xB, . . . , z~. Mathematically

P, = Pr (2, > x2, . . . , z,) = L-dqj . ;. jdzz ... dxjwpI(x1,xz, ..+ ,x,,,), (50)

where pl is the pdf of the set of random variables (x,] when signal number 1 is transmitted. At this point, we make an assumption about the signal set, namely that

where Re ( ] denotes the real part of ( ]. Since 6(t) has a single-sided spectrum (by construction) centered, say, at fo, we express

&(t)c;:(t) dt = 2EX, h

j # k, real and non-negative. (51)

#(t) = t(t)ef,

(44)

where t(t) then has a spectrum centered at zero frequency. Substitution of (44) in (43) yields s(t) = Re (.$(t)ei2* ot). (45)

(If X = 0, we have an orthogonal signal set. Notice that this definition of X for the phase-incoherent mode differs from that in the phase-coherent mode, (5).) Eq. (51) is rat,her a restrictive assumption since it tacitly assumes that the angles of the complex quantities

In a similar way, it is possible to construct a complex noise process T(t) from the real noise process n(t) such that the power density spectrum of q(t) is confined to positive frequencies. Again, if the spectrum of T(t) is centered at fO, we express a(t) = v(t>eizT to obtain a power density spectrum centered at zero frequency. Then n(t) = Re (v(t)e]. for v(t) which (46) is (47)

are all equal to zero. However, it is believed that this assumption about the angles is a most reasonable one to make in that it leads to a minimum of the error probability for a given E/N,, X, and M, over all possible angles, and should be studied first. Again due to the nonpreferential character of the correlation matrix, [(51)], P, of (50) is also the average probability of correct decision when the entire signaling set is considered. In (51), x I Also, 1. (53)

Now let us assume that signal number 1 was transmitted. The received waveform in the absence of noise is then Re (.$l(t)ei(z7f0 +e) 1, (48)

I2dt = I I &c(t)

2E,

k = 1,2,

...

,fl/l.

(54)

where 0 is an unknown angle (carrier phase), with a pdf uniformly distributed over a 2~ interval. The optimum receiver [47] in this symmetric situation is then one which computes the quantities

is

.9Xt)El(0dt + 1 8X04&~'" dt ,
k = 1,2, . . . , M, (49)

In order to evaluate the probability P,, we note from (49) that the complex Gaussian noise v(t) undergoes a linear transformation. (The factor eVie may be absorbed by v(t) with no change in statistics.)j Therefore the real and imaginary parts of the transformed quantities must be Gaussian, and it remains to evaluate the matrix of correlation coefficients of these transformed quantities to determine their pdf, and relate it to p, of (50). If n(t) is white Gaussian noise of level N, watts/cps for all frequencies, we haveI v(t) = 0, v(t)v(t - T) = 0, v(t)v*(t - T) = 4N, 6(~).

and decides on that signal corresponding to the largest xk as having been sent. The quantity zk is proportional to a sample of the envelope of the output of a filter matched to the kth signal, at the end of the symbol interva1.13 Since we have assumed signal number 1 transmitted, the probability of correct decision P, is the
10 See factor of I1 See I2 See I3 See [al], p. 12, (3.2) and (3.4). 2 is used here. [59], (4). [21], p. 52, (5.7). [21], p. 149, (2.18), et seq. A definition differing by a

(55)

r4 This contention has not been proven. In the report [60] from which this paper is drawn, a heuristic argument is presented which indicates such is the case. Also, in Sec. 4 of the report, the maximum error probability is derived, for a given magnitude of the quantities in (52), and further relevant comments are made. The $t!;prn here is related to one encountered by Turin, [II], pp. 15 See [21], p. 12, (3.5) and p. 15, (3.9). l6 See [22], (9.26). I7 See [21], p. 55.

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Then in (49), expressing the transformed s t:(t)v(t)e- dt = xk + iyk,

noise process as ) M, (56)

li = I, 2, ...

lc 2 2 denotes a double integral in uk, gk space within a circle of radius 2/u-+ centered at the origin. Using (62), we may write (64) as m P, = SI du,dy,j.i
-m

where (xk] and ( yk) are real Gaussian variables, and using (55), (51), and (54), we obtain Xk = yk = 0, = 4N,E, Xk = y/c X/:Yk = 0, k = 1,2, ... ,M, j # k,
j # k.

...

[-cdu,dy,

. ..du.dy,.

p,(u, - 2E, u2 - 2EX, . . . , u.tf - 2EX)

.PS(Yl, Ya, . . . , YM),

(65)

(57)

xixk = yjyk = 4N,EX,

1J,Xk = Xjyk = 0,

where pj is given by (60). Substituting simplifying the exponent, we obtain P, = 1+2&y [2r4NdE(l

(60) in (65) and

(58)

- X)1- exp (-E/2N,)

But (57) and (58) indicate that all t,he xk s are independent of all the yk s, and have identical statistics. Therefore the joint pdf p, of the variables (2,) and {yk} is PdX1, x2, . . . I XM, !/I, yz, . . . , Yd = p&1, x2, . * . , xM)p3(y,, y2, . . . , YM), (59)

where p, is the joint pdf of the random variables (2,) or ( yk) . A comparison of (57) and (58) with (15) indicates that the pdf p, can be written down immediately, using (18) as a guide p&1, x2, . . . , xd = [2n4NdE(I ew 1 _~--~ 2.4N,,E(l - X)]- 2

f exp (uJ21VJ.

(66)

l/2 1
. (60)

Using the method of Section II, this multiple integral is readily reduced to the following double integral:

P, = (1 - X) exp ( -E/2Nd)

- X)

m co - X) + $))I, CdE(1 -iv, x> .I 0 s0 w exp( - $(x2

-I,( 6 &[l - Q( 4 y, x)1- dx dy, modified (67) Bessel function

Sow we are prepared to relate (59) and (60) to pl of (50). From (49), (51), (54), and (56), xf = (2E + xl)* + y;, 2: = (2I0 + xJ2 + YE, Defining
U 1 = 2E-tx,, 1; = 2,3, . . . ,M.

where I, is the zeroth-order of the first kind, and

))~,(CU)dx Qb, P> = s, ; x exp ( -+(cc + CX

(@3)

( 30

uI, = 2EX -I- xk, we have 2; = u; + y;,

lc = 2, 3, . . . , M,

(62)

k = 1, 2, . . . , ill.

(63)

Therefore since the { uli) are independent (50) becomes P, = Pr (x, > xz, . . . , x,) m

of the ( yk},

is the Q function [I], [2] and is tabulated [Bl], [62]. Eq. (67) is the desired result. (It is interesting to compare the form of (67) with one obtained by Rice [25] for a different problem.) Before checking (67) against known cases, it would perhaps be well to discuss the utility of this form of solution. Although (67) has a menacing appearance and apparently has not been tabulated,l it is fairly well suited to numerical computations. Given values of X and E/Nd, it is possible to compute simultaneously by means of a double sum, the values of P, for M = 2, 3, 4, 5, etc.l@ Since [I - Q( 4X y, x)] must be computed for M = 2, the other powers of [I - Q( dx y, z)] can easily be computed, and simultaneous sums carried for all
18 Tabulation of this double integral has recently been undertaken by the AFCRL, Electronics Research Directorate, Bedford, Mass., under the supervision of D. Shnidman. I9 The answer for nf = 2 and any X and E/:V,J is known [see [7], (37)]. !. the reason for adding it to the list is as a check on the computations.

= /j- du, dy, J:T, . . /-Jz. duuzdyz . . . du, dy,

-m q&h, uz, . . . , u&dy~, yz, . . . JJC duk dy,

where p4 is the joint

pdf of (uk}, and

for

1962

Nuttall:

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311 of a signal. Some detection problem present conditions [47] ... ,M, (71)

desired M = 2, 3, 4, 5, etc. The appearance of M only as a power in the expression makes this simplification possible. Since no numerical computation of the double integral of (67) can extend all the way to infinity, it is desirable to know the error realized by integrating only over a finite portion of the 2, y plane. A bound on this error has been derived. One further advantage of (67) merits comment: from this equation we are able to derive t,he limiting behavior of M-ary phase-incoherent communication systems under a constant information rate constraint. This limiting behavior is discussed in Section VI. Whereas the analogous result in Section II, (35), for phase-coherent reception was a function only of the combination E(1 - X)/N,, such is not the case here. This is most easily seen with reference to M = 2, which is discussed below. As checks on (67), we have the following: for M = 2, the integral on y can be effected, * yielding (using more explicit notation)

simply in the presence or absence approximate results on this interval are given elsewhere [66], [67]. The optimum receiver under the is one which computes the quantities Xk = s dM0 dt,

k = 1,2,

where y(t) is the received waveform and decides max (zk) = xi > A: signal number j present k max {zk) = xi < A: no signal present k 1.

(72)

d is a threshold, the value of which may be adjusted to minimize the combined cost of the two types of errors: false detection when a signal is not present, and false signal selection or dismissal when a signal is present. To make this choice, the costs of each type of error and the a priori probability of signal presence or absence must be known. We shall not attempt to relate the optimum choice of A to these quantities; rather, we will evaluate Iorn x exp (-$r (l - X )) PC2 = (1 - X) exp (-E/2N,) the probability of false detection P, and the probability of detection and correct decision P, as a function of A, E(l - x, and leave it to the reader to eliminate A in his particular --__ z [l - Q&r, Li?)]dz, (6% > Nd application. From the present results, for example, could be drawn up a set of Receiver Operating Characteristics which agrees with Helstrom.22 [6], in which A would not appear. Of course, in addition If X = 0 in (67), the integral on y is unity. A series to the parameter E/N,, there are now two additional expansion of the bracketed term then leads to parameters, X and M. For the sake of brevity, we shall not give the detailed p = em (-E/2Nd) exp (EPnNJ , (70) e M derivation of the probabilities P, and P, here. The method of derivation is basically the same as that of which agrees with Turin23 and Reiger.2 Section II. The results are

.I

IV. ERROR PKOBABILITYFORPHASE-COHEREKT

RECEPTION WITH A THRESHOLD

The mode of operation to be considered here is identical to that of Section II except that the receiver is not certain that a signal was transmitted at all. However, if a signal was transmitted, it was one of M equal energy equiprobable signals. The receiver is prepared to declare one of two situations: either there was no signal transmitted, or signal number lc was transmitted. Thus the receiver is required not only to detect that a signal was transmitted, but also to decide which one it was. There is another important mode of operation, which we shall not investigate here, namely, where the receiver is not interested in which signal was t,ransmitted, but

and P,(p, x, r> = / 4(Vw- (U + l/PO)

.,-v-r+4 ( 4

dv > ,

(74)

where p z E/N*, and I = A/ % &@ is a new threshold. The integral of (74) has been tabulatedZ5 for p = 0, 1, 4, 9, 16, 25, 32; X = 0(0.2)0.8; r = 0(0.5)5.5 (in selected cases); and M = 1, 2, .. . , 9, 10, 16, 32, . . . , 512. (No values for X < 0 have been tabulated.) Values of P, may be obtained from this tabulation sinceZ6

2o See [60], Appendix B. 21 See [60], (A. 12)-(A. 17). Some related expressions can be found in [63] and [64]. *2 See [7], (49). Helstrom later integrates this expression culminating in his (37), which is seen to be not merely a function of E(1 - X)/Nd. 13 See [65], (18). 24 See [28], (9).

P&, r) = MP,(o,x, r).

25 See [60], Appendix D. 26 See [SO], (5.28)-(5.35). Also, a number and (74) may be found in Sec. 5.

(75)

of special cases of (73)

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V. ERROR PROBABILITY FOR PHASE-INCOHERENT RECEPTION WITH A THRESHOLD

Conditions here are identical to those of Section IV except that the receiver makes no attempt to use the carrier phase (see Section III). The optimum procedure, if signal number 1 is transmitted, is computation of the quantities Zk =

js

mo[me"8

+ dQ1 at

,
lc = 1,2, ... ,M, (76)

and decide just as in (72). Again, as in Section IV, there are two probabilities of interest, the probability of false detection, and t,he probability of detection and correct decision. They are, following the met hod of Section III, given by 1 - P&, I?) = Ia r exp (4/2) .[l and PAP, A, 0 = (1 - N ew (-PP) m cc ds I ,di--hdr r.3 exp (- W .I 0 s. .I,( X&l - X) r)l,( 4 - Q(J&, +)]-Ylr, (77)

+ s2)) s, r)]- , (78)

rs)[l - Q( 4x

which is a slight generalization

of (67). Again we have 0%

P,(X, r) = MP,(O, A, r).

We know of no tabulation of (77) or (78). However, it is worth commenting that tabulation of (78) is obtained as an immediate by-product of the tabulation of (67). Kamely, as computation of (67) proceeds, partial sums on x may be printed out; this yields (78) directly. (Several digital computer programs for the Q function are given in [68].) VI. DISCUSSION In actual practice, a signal set with identically equal cross-correlation coefficients is never met. However if an arbitrary set of cross-correlation coefficients is replaced by a single coefficient equal to the maximum of the original set, an upper bound on the average error probability is attained, at least for phase-coherent reception. The present results can then be used as bounds on performance of arbitrary signal set.s. For signal sets with almost equal correlation coefficients, the present results furnish approximations to the actual performance.
27 This is exactly the way the tabulation 18 is being conducted. 28See [381 and [@I]. mentioned in footnote

An example of the application of the present results comes with respect to the effect of network tolerances on M-ary system performance. Although an orthogonal signal set is desirable for low error probability (apparently optimum for phase-incoherent reception), in practice this is difficult to attain for large M. However, if all the correlation coefficients are approximately equal, perhaps through judicious adjustment of the experimental equipment, we may approximate the error probability by using the average correlation coefficient in the equations given earlier, or put an upper bound on the error probability by using the maximum correlation coefficient. Thus the sensitivity of system performance to network tolerances shows up in the variation of the error probability with the correlation coefficient. By means of (35) and (67), it is possible to generalize results obtained by Golay [23], Turin [29], and Viterbi [32]. Specifically, it had been shown that for both optimum phase-coherent, and phase-incoherent reception, where one of M equal energy equiprobable orthogonal signals is transmitted each symbol interval through a channel perturbed by stationary white additive Gaussian noise, the message error probability approaches zero as iii approaches infinity, provided the source information rate is less than the capacity of the infinite continuous channel.* We may now generalize this result, for both phasecoherent and phase-incoherent reception modes (without null zone), to the case where the signals are not pairwise orthogonal, but are pairwise correlated to a degree which does not vanish as M approaches infinity. Specifically, it can be shown,3o for both reception modes, that the error probability approaches zero as M approaches infinity provided that the ratio of source information rate to the infinite continuous channel capacity is less than 1 - X, where X is the common correlation coefficient between the M signal waveforms (appropriately defined in each mode of reception). For X equal zero, we have the earlier results. The importance of this result is that if the signal set cannot be kept orthogonal as M increases, due perhaps to limited bandwidth, network tolerances, or equipment complexity, the performance of the system does not deteriorate completely. Rather, the source information rate need simply be slowed down by the factor 1 - X in order to get ideal performance in the limit M --f = [70]. All the results above have been consistently phrased in communication language. However, they are applicable, either exactly or approximately, to a wider class of problems. As an example, consider a radar (or sonar) which is echo ranging; that is, the radar is transmitting a signal towards a (stationary) target known to be present, and estimating the range of the target by measuring the delay of the echo. In particular, measurement of the delay

~3 See [22], (6.95). 3o See [GO], Sec. 7.

1962

N&tall:

Error Probabilities for M-Ary

Signals

313

is accomplished by cross correlating the echo waveform with several (M) delayed stored replicas of the transmitted signal, and picking the largest correlation value as corresponding t o the range of the target [45]. The total range uncertainty is divided into M cells of equal size, and the ll-th stored replica corresponds to the signal which would have been reflected from the j%th cell if the target had been in that position. (This is not exactly true; however, if the individual cell size is chosen small enough that the time taken for the signal wavefront to traverse a cell is less than the reciprocal signal bandwidth, the approximation is a good one. In effect, all signals returned from anywhere in one particular cell are almost identical.) If reception is phase-coherent, and the autocorrelation function of the transmitted signal is deliberately shaped so as to have (approximately) uniform height away from the origin [71], [72], X times as large as the peak, (35) then represents the probability of correctly determining the target range on one echo. X measures the relative height of the sidelobes t,o the peak of the autocorrelation function of the sounding signal. Generalizations to moving target s, phase-incoherent reception, search, and nonwhite and nonstationary noise are possible. However, only approximations, not exact results, are obtained.31
REFERENCES A Statistical Theory of Target Detection by Pulsed Radar, RAND Corp., Santa Monica, Calif., Rept. RM-754, December 1, 1947; also IRE TRANS. ON INFORMATION THEORP, vol. IT-6, pp. 59-144, April, 1960. PI J. I. Marcum, iA Statistical Theory of Target Detection by Pulsed Radar: Mathematical Appendix, RAND Corp., Santa Monica, Calif., Rept. RM-753, July 1, 1948, reissued April 25, 1952; also IRE TRANS. ON INFORMATION THEORY, vol. IT-6, pp. 145-267, April, 1960. in the presence of additive I31 R. M. Fano, Communication Gaussian noise, Communication Theory, W. Jackson, Ed., Academic Press, Inc., New York, N. Y., pp. 169-183; 1953. I41 S. Reiger, Error probabilities of binary data transmission systems in the presence of random noise, 1953 IRE NATIONAL CONVENTION RECORD, pt. 8, pp. 72-79. A comparison of amplitude and angle [51 G. F. Montgomery, modulation for narrow-band communication of binary-coded messages in fluctuation noise, PROC. IRE, vol. 42, pp. 447454; February, 1954. El W. W. Peterson, T. G. Birdsall, and W. C. Fox, The theory of sianal detectabilitv. IRE TRANS. ON INFORMATION THEORY, vol. iT-4, pp. 171-2?!Z; September, 1954. [71 C. W. Helstrom, The resolution of signals in white, Gaussian noise, PROC. IRE, vol. 43,,pp. 1111-1118; September, 1955. PI R. Price, Error Probablhties for the Ideal Detection of Signals Perturbed by Scatter and Noise, MIT Lincoln Lab., Lexington, Mass., Group Rept. 34-40; October 3, 1955, reissued March 20, 1959. Optimum sequential WI J. J. Bussgang and D. Middleton, detection of signals in noise, IRE TRANS. ON INFORMATION THEORY, vol. IT-l, pp. 5-18,; December, 1955. through noisy, random-multi1101G. L. Turin, Communication uath channels, 1956 IRE NATIONAL CONVENTION RECORD, $01. 4. Dtj. 4,. pp. 154-166. Through Noisy, RandomP11 G. I;. _ Tl Inn, Communication Mass., Multipat,h Channels, MIT Lincoln Lab., Lexington, Group 34, TR No. 116; May 14, 1956. WI C. W. Helstrom, The Resolution of Pulsed Signals, Westinghouse Res. Labs., Pittsburgh, Pa., Res. Rept. 8-1259-RG; July 19, 1957. P31 G. Barry and A. Gornbedian, Performance of Predicted Wave

Systems in the Presence of Additive, White, Gaussian Noise, Collins Radio Co., Cedar Rapids, Iowa, Rept. No. CER-W592; pIll$ar$y2~L 1958. Alternate Derivation of the Error Rate of a u41 X%ffeientiall$ Coherent PSK System, Cornell Aero. Lab., Ithaca, N. Y., Tech. Memo.: June 9, 1958. fThe,oretical diversity improvement in fre[I51 J. N. Pierce, y;uecy-shift keymg, PROC. IRE, vol. 46, pp. 903-910; May,

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Use of TR97 Tables of d of M-OrthoeonalSignals for the M-Symmetric-Case, Cooley Electronics-Lab., University of Michigan, Ann Arbor, Internal Memo. No. 50; May 31, 1961. [591 M. Zakai, Second-order properties of the pre-envelope and envelone orocesses. IRE TRANS. ON INFORMATION THEORY. vol. IT-6, pp. 556-557; December, 1960. fil-ary [W A. H. Nuttall, Error Probabilities for Non-Orthogonal Signals under Phase-Coherent and Phase-Incoherent Reception, Litton Systems, Inc., Waltham, Mass., Tech. Rept. TR-61-l-BF; June 15, 1961. RAND Corp., Santa [611 J. I. Marcum, Table of &-Functions, Monica, Calif., Rept. RM-339; January 1, 1950. Bell 1621J. A. Vitalis, Table of Circular Normal Probabilities, Aircraft Corp., Buffalo, N. Y., Rept,. No. 02-949-106; June, 1956. of Indefinite Inteb31 L. Cl. Maximon, On the Representation grals Containing Bessel Functions by Simple Neumann Series, MIT Lincoln Lab., Lexington, Mass., Group Rept. 34-37; March 22, 1955. b41 E. H. Smith and D. E. Stone, A note on the expected coverage of one circle by another, the case of offset aim, SIAM Rev., vol. 3, pp. 51-53; January, 1961. of Error in NOMAC Systems, 1651 G. L. Turin, Probability MIT Lincoln Lab., Lexington, Mass., Tech. Rept. 57; January 18, 1954. (Classified Rept.) Pw A. H. Benner and R. F. Drenick, On the problem of optimum detection of pulsed signals in noise, RCA Rev., vol. 16, pp. 461-479; September, 1955. K71 S. M. Sussman, D. Van Meter, and W. B. Floyd, Sonar System Criteria Study, Melpar, Inc., Watertown, Mass., Final Rept. on ONR Contract No. Nonr-2154(00), pp. 74-85; August 31, 1957. Computer Evaluation of the &w31 D. E. Johansen, Digital Function, Sylvania Electronic Systems, Waltham, Mass., Applied Res. Memo. No. 251; June 5, 1961. N-J1 A. J. Viterbi, Upper Bounds for Error Probabilities of Arbitrary Signal Sets in Gaussian Channels, Jet Propulsion Lab., California Institute of Technology, Pasadena, Calif., Internal Memo.; October 4, 1961. Theory of Communication, [701 C. E. Shannon, A Mathematical University of Illinois Press, Urbana, Ill.; 1949. [711 R. N. Barker, Group Synchronizing of Binary Digital Systems, in Communication Theory, W. Jackson, Ed., Butterworths Scientific Publications, London, Eng.; 1953. finite code groups, [721 J. E. Storer and R. Turyn, Optimum PROC. IRE (Correspondence), vol. 46, p. 1649; September, 1958.