ArticlePDF Available

Performance Comparison of Three Different Estimators for the Nakagami m Parameter Using Monte Carlo Simulation

Authors:

Abstract

Nakagami distribution has proven useful for modeling the multipath faded envelope in wireless channels. The shape parameter of the Nakagami distribution, known as the m parameter, can be estimated in different ways. In this contribution, the performance of the inverse normalized variance, Tolparev-Polyakov, and the Lorenz estimators have been compared through Monte Carlo simulation, and it has been observed that the inverse normalized variance estimator is superior to the others over a broad range of m values.
PerformancecomparisonofthreedifferentestimatorsfortheNakagamim
parameterusingMonteCarlosimulation
AliAbdiandMostafaKaveh
ABSTRACT
Nakagamidistributionhasprovenusefulformodelingmultipathfadedenvelopeinwirelesschannels.Theshape
parameteroftheNakagamidistribution,knownasthemparameter,canbeestimatedindifferentways.Inthis
contribution,theperformanceoftheinversenormalizedvariance,Tolparev-Polyakov,andtheLorenzestimators
havebeencompared throughMonteCarlo simulation,andit hasbeenobservedthat theinversenormalized
varianceestimatorissuperiortotheothersoverabroadrangeofmvalues.
I.INTRODUCTION
The Nakagami distribution is a good candidate for modeling the fluctuations of the received signal
envelope )(tR ,propagatedthroughmultipathfadingwirelesschannels[1].TheNakagamiprobabilitydensity
function(PDF)hasthefollowingform:
0,
2
1
,0,exp
)(
2
)( 212
Γ
=mr
mr
mrm
rf m
mm
R, (1)
where (.)
Γ
isthegammafunctionandmand
aretheshapeandscaleparametersgivenby[2,p.4]:
(
)
][,
][ ][ 2
2
2
2RE
RVar
RE
m== . (2)
Intheaboveformulas,E[.]andVar[.]denoteexpectationandvariance,respectively.Notethatinasense,mis
theinverseofthenormalizedvarianceof 2
R
[2,p.4].
Asisgenerallywellaccepted,ausefulandreasonableestimatorfor
is =
=N
ii
RN 1
2
1
ˆ,whereNisthe
number of available samples i
R of the envelope. On the other hand, several different methods have been
proposedintheliteratureforestimatingm.Inthispaperwestudytheperformanceofthoseestimatorsusing
MonteCarlosimulationandshowthatonlyoneofthemhasthebestperformanceoverabroadrangeofvalues
ofm.
II.THREEESTIMATORSFORTHENAKAGAMImPARAMETER
Letusrepresentthekthsamplemomentby k
µ,i.e. =
=µ N
i
k
ik RN 1
1.Withthisnotation 2
ˆµ=.Forthe
kthordermomentoftheNakagamirandomvariableRwehave[2,p.10]:
2
2
)(
)2(
][ k
k
kmm
km
RE
Γ
+
Γ
=. (3)
So,ageneralmoment-basedestimator[3,pp.272-274], k
m
,formmaybewrittenas:
2
2
2
~
)
~
(
)2
~
(
k
k
k
kk
k
mm
km µ
µ
=
Γ
+
Γ
. (4)
Foroddk,wemustsolveatranscendentalequation(involvinggammafunction)toobtain k
m
,whileforevenk
wehaveanalgebricequationwhichisgenerallypreferred.Theoretically, k
m
~
mustbeclosetothetruevalueof
mforanyk.Butsinceintheprocessofmodelingempiricaldata(whichinevitablyhavefiniterange)usingan
infiniterangePDF,higherordersamplemomentsdeviatefromthetheoreticalmomentssignificantly[4],i.e. k
µ
differsfrom ][ k
RE drasticallyforlargekwhenRisarandomvariablewithinfiniterange,itisbettertousethe
lowestpossibleevenordersamplemoment.For 2
=
k,formula(4)reducestotheidentity
1
1
=
,whilefor 4
=
k
weobtaintheinversenormalizedvariance(INV)estimator, INV
m
ˆ:
2
24
2
2
ˆµµ µ
=
INV
m. (5)
Thenamecomesfromthefact thatbyreplacingthemomentsinthedefinitionofmin (2)withthesample
moments,wearriveat INV
m
ˆ.
TheTolparev-Polyakov(TP)estimator, TP
m
ˆ,hasbeenproposedin[5]:
)ln(4
)ln()3/4(11
ˆ
2
2
B
B
mTP µµ++
=, (6)
whereln(.)isthenaturallogarithmand
(
)
N
N
ii
RB 1
1
2
=
=.
ThethirdestimatoristheLorenz(L)estimator, L
m
ˆ[6]:
29.12
12
2
12 ])([ 4.17
)(
4.4
ˆdBdB
dBdB
L
mµµ
+
µµ
=, (7)
where dB
k
µisthekthsampledBmoment,i.e. =
=µ N
i
k
i
dB
kRN 1
1)log20( ,and log(.) isthelogarithmtothebase
10(noteaminortypoin[1, p. 154,eqn.(5.81)]whereformula(7)abovehasbeenreportedwith1.29asa
coefficientandnotintheexponent).
III.COMPARINGTHEPERFORMANCEOFESTIMATORSVIAMONTECARLOSIMULATION
InordertogenerateNakagamidistributedsamples,it is usefultonotethatifR isaNakagamirandom
variable,then 2
R
P
=
isagammarandomvariable[7,p.49]:
0,exp
)(
)( 1
Γ
=p
mp
m
pm
pf m
m
P. (8)
Forgeneratinggamma distributedsamples,we haveusedthe StatisticsToolboxof Matlab.Withoutloss of
generality,throughoutthesimulationswehavegenerateddatawith
1
=
.Foranyfixedmfromtheset{0.5,1,
1.5,…,19,19.5,20},broadenoughtocoverthepracticalrangeofmfordifferentpropagationenvironments,
andanyfixedNfromtheset{100,1000,10000},500sequencesoflengthNweregenerated.Letm
ˆdenoteany
ofthethreepreviouslydefinedestimators.Thesamplemeanof m
ˆ, =
500
1
1ˆ
500 jj
m,isplottedinFigs.1-3versus
m,togetherwiththesampleconfidenceregion,definedby
×
±
2
(samplestandarddeviationof m
ˆ),wherethe
samplestandarddeviationof m
ˆwascalculatedaccordingto 2
500
1
1
500
1
2
1)
ˆ
500(
ˆ
500 =
=
jj
jjmm .Thesample
confidenceregiondefinedhereisusefulforexaminingthevariationsofdifferentestimatorsintermsofmandN.
AccordingtoFig.1,forsmallN( 100
=
N), INV
m
ˆisunbiased,while L
m
ˆhasapositivebiaswhichincreases
asmincreases.Thesampleconfidenceregionsofboth INV
m
ˆand L
m
ˆaresimilar,whilethesampleconfidence
regionof TP
m
ˆistoobroadtomakethisestimatorusefulandreliableforsmallN.FormoderateN( 1000
=
N)in
Fig. 2, L
m
ˆ still has the same amount of increasing bias. The sample confidence regions of all the three
estimatorshavetightened.However,thesampleconfidenceregionfor TP
m
ˆismuchwiderthanthoseof INV
m
ˆ
and L
m
ˆ.ThesamebehaviorcanbeobservedinFig.3forlargeN( 10000
=
N).
IV.CONCLUSION
Accordingtotheabovediscussion,itisobviousthatforestimatingtheNakagamimparameter,theinverse
normalizedvarianceestimatorissuperiortotheothertwoestimators,becausecontrarytotheLorenzestimatorit
doesnotshowapositiveincreasingbiasversusm,andincontrastwiththeTolparev-Polyakovestimator,hasa
narrowsampleconfidenceregion.
REFERENCES
[1] J.D.Parsons,TheMobileRadioPropagationChannel.NewYork:Wiley,1992.
[2] M. Nakagami, “The m-distribution: A general formula of intensity distribution of rapid fading,” in
StatisticalMethodsinRadioWavePropagation.W.C.Hoffman,Ed.,NewYork:Pergamon,1960,pp.3-
36.
[3] B.W.Lindgren,StatisticalTheory,4thed.,NewYork:Chapman&Hall,1993.
[4] V.AnastassopoulosandG.A.Lampropoulos,“RadarcluttermodellingusingfinitePDFtail,”Electron.
Lett.,vol.32,pp.256-258,1996.
[5] R.G.TolparevandV.A.Polyakov,“EstimationoftheNakagamiprobabilitydensityparametersina
detectoremployingfalse-alarmprobabilitystabilization,”Telecommun.andRadioEng.,vol.43,pp.113-
115,1988.
[6] R. W. Lorenz, “Theoretical distribution functions of multipath propagationand their parameters for
mobileradiocommunicationinquasi-smoothterrain,”inNATOAGARDConf.Proc.TerrainProfilesand
ContoursinElectromagneticWavePropagation,no.269,Spatind,Norway,1979,pp.17.1-17.16.
[7] G.L.Stuber,PrinciplesofMobileCommunication.Boston,MA:Kluwer,1996.
... A fading channel with a parameter causes poor performance in a communication system that can be defined through a received signal. Moreover, various methods estimate the fading parameter using specific algorithms [1,3,5,8,14,15,28,39,43,46]. Researchers often need to estimate the fading parameter from the received signal's envelope, compare the fading channel graph with a lookup table, and select the closest parameter to obtain good parameter estimation. ...
... In papers [1,5,43], the authors used algorithms mainly used for higher-order moments of the Nakagami-m parameter. The authors in [1] used the inverse normalized variance, Tolparev-Polyakov, and the Lorenz estimators to estimate the Nakagamim parameter. ...
... In papers [1,5,43], the authors used algorithms mainly used for higher-order moments of the Nakagami-m parameter. The authors in [1] used the inverse normalized variance, Tolparev-Polyakov, and the Lorenz estimators to estimate the Nakagamim parameter. In [43], they used a lookup table by computing and storing the inverse function. ...
... Schwartz et al. (2013) estimated the shape parameter using the improved maximum likelihood estimation method [14]. However, the scale parameter of the Nakagami distribution is estimated by [15] using the Bayesian estimation method. Other Nakagami distribution estimators have been examined and contrasted by using Monte-Carlo simulation [16] and some general characteristics of Nakagami-m distribution are presented by [17]. ...
... The simulations' resulting estimates for the shape and scale parameters are denoted, respectively, by { and i . The mathematical formulas (12)(13)(14)(15)(16) below are used to simulate the mean, bias, mean square error (MSE), and deficiency (Def) values, which are used for comparing and evaluating the performance of the estimators. ...
Article
Full-text available
Nakagami dağılımı, radyo sinyallerinin sönümlenmesini modellemek için ortaya çıkmıştır ve çeşitli disiplinlerde yaygın olarak kullanılmaktadır. Bu çalışmada, dağılımın şekil ve ölçek parametrelerini tahmin etmek için en çok olabilirlik (ML) tahmin yöntemi kullanılmıştır. Ancak, bu dağılım için olabilirlik denklemlerinin açık çözümleri bulunmamaktadır. Bu nedenle, bu denklemlerin çözümü için, parçacık sürüsü optimizasyon (PSO), genetik algoritma (GA) ve quasi-newton (QN) algoritmaları olmak üzere üç temel algoritma kullanılmıştır. Bu algoritmaların performanslarının karşılaştırmaları, yan, hata kareler ortalaması (MSE) ve eksiklik (DEF) kriterleri dikkate alınarak, kapsamlı bir Monte-Carlo simülasyon çalışması ile yapılmıştır. Model, kullanışlılığını göstermek amacıyla dört gerçek veri setine uygulanmıştır.
... Let assume that R is a random variable, whose probability density function is Nakagami, is given by [7][8][9]: 1 11 1) Nevertheless, if we assume that such an algorithm will be in place from where we will be able to determine m > 0.5 and ω from the computed mean and variance we can utilize the unified multipath probability density function. We only illustrate the logic below. ...
Conference Paper
Full-text available
In this paper we present theoretical data in support of the unified indoor geolocation channel model namely (1) path loss and (2) multipath distribution models. First, the path loss model is currently accepted to be a function of the transmitter and receiver geometry and frequency of operation. Second, the most widely used and accepted indoor channel multipath distribution models are Nakagami with m degrees of freedom, Rayleigh, Rician, and lognormal. The purpose of this paper is two fold: (1) to provide a better interpretation of the sets of theoretical data for the indoor channel model and (2) to be able to explain the lack of fit of the well-known multipath distribution models from the previous measurement data sets reported in the literature; thus, providing support for the unified indoor channel model theory. The unified path loss model consists of an approach for linking together the path loss models of the three geolocation systems (macrocellular, microcellular, and indoor) with the distance between the transmitter and receiver, R, and the frequency of operation, f. The path loss caused by increase of the transmitter receiver distance is much more severe than the path loss caused by the path loss caused by increase of the frequency of operation. The bottom line here is that we need to design future receivers or propose a signal structure that will account for 40 to 80 dB of signal degradation indoors.
... www.videleaf.com Another significant feature is that the Nakagami-m distribution is a perfect statistical model to fit scintillating ionospheric radio links, indoor-mobile multipath propagation and land-mobile multipath propagation [4][5][6][7][8]. ...
Article
Objective: Nakagami imaging is an appealing monitoring and evaluation technique for high-intensity focused ultrasound treatment when bubbles are present in ultrasound images. This study aimed to investigate the accuracy of thermal lesion detection using Nakagami imaging. Methods: Simulations were conducted to explore and quantify the influence of the bubbles and the subresolvable effect at the boundary of the thermal lesion on thermal lesion detection. The thermal ablation experiments were conducted in phantom and porcine liver ex vivo. Results: In the simulation, the estimated lateral and axial size of the thermal lesion in the Nakagami image was 4.91 and 4.79 mm, close to the actual size (5 × 5 mm). The simulation results indicated that the subresolvable region in high-intensity focused ultrasound treatment thermal ablation mainly happened at the boundary between bubbles and the untreated region and does not affect the accuracy of thermal lesion detection. The accurate detection of the thermal lesion using Nakagami imaging mainly depends on bubbles and thermal lesion characterization. Our thermal ablation experiments confirmed that Nakagami imaging has the ability to accurately identify thermal lesions from bubbles. Conclusion: The subresolvable effect is helpful for thermal lesion identification, and precision is related to the Nakagami values chosen for boundary division in Nakagami imaging. Therefore, Nakagami imaging is a promising method for accurately evaluating thermal lesions. Further studies in vivo and in clinical settings will be needed to explore its potential applications.
Article
The Generalized Nakagami distribution is a popular distribution in wireless communication. This distribution includes the Nakagami distribution as a special case. Likelihood ratio, score, and two C(α) tests are developed to evaluate the fit of Nakagami distribution against Generalized Nakagami distribution. A Monte Carlo simulation study is performed in order to investigate the performance of these tests with regard to Type I errors and powers of tests. Finally, two data sets are analyzed using the proposed goodness of fit tests.
Article
Objective: Modelling ultrasound speckle to characterise tissue properties has generated considerable interest. As speckle is dependent on the underlying tissue architecture, modelling it may aid in tasks such as segmentation or disease detection. For the transplanted kidney, where ultrasound is used to investigate dysfunction, it is unknown which statistical distribution best characterises such speckle. This applies to the regions of the transplanted kidney: the cortex, the medulla and the central echogenic complex. Furthermore, it is unclear how these distributions vary by patient variables such as age, sex, body mass index, primary disease or donor type. These traits may influence speckle modelling given their influence on kidney anatomy. We investigate these two aims. Methods: B-mode images from n = 821 kidney transplant recipients (one image per recipient) were automatically segmented into the cortex, medulla and central echogenic complex using a neural network. Seven distinct probability distributions were fitted to each region's histogram, and statistical analysis was performed. Discussion: The Rayleigh and Nakagami distributions had model parameters that differed significantly between the three regions (p ≤ 0.05). Although both had excellent goodness of fit, the Nakagami had higher Kullbeck-Leibler divergence. Recipient age correlated weakly with scale in the cortex (Ω: ρ = 0.11, p = 0.004), while body mass index correlated weakly with shape in the medulla (m: ρ = 0.08, p = 0.04). Neither sex, primary disease nor donor type exhibited any correlation. Conclusion: We propose the Nakagami distribution be used to characterize transplanted kidneys regionally independent of disease etiology and most patient characteristics.
Article
Automatic and accurate segmentation of ultrasound (US) images plays a vital role in computer-aided diagnosis of many diseases. However, multiple degradations within US images, such as speckle noise, intensity inhomogeneity, shadows, low contrast, and low signal-to-noise ratio, often cover up the details of imaging tissues and blur the edges of lesions, resulting in limited accuracy for existing segmentation algorithms. To tackle these issues, a coarse-to-fine segmentation method combining deep learning with an active contour model (ACM) is proposed in this paper. At the first stage, a SegNet is trained and employed to predict the segmentation mask because it not only has a superior boundary delineation capability, but also has high efficiency in terms of memory and computational time during inference. Due to the multiple degradations of US images, the unavailability of large-scale US image datasets, and the loss of spatial information during downsampling, the SegNet may only infer the coarse object boundaries, especially for the tissue with blurred edges. At the second stage, the segmentation mask of the SegNet is refined to locate the accurate object boundaries by a novel ACM termed the local Nakagami distribution fitting (LNDF) model, which takes advantage of discrepancies between Nakagami distributions of different tissues around the boundaries within US images. Experimental results on two US image datasets demonstrate that, compared with some state-of-the-art segmentation methods, our proposed method achieves the highest segmentation accuracy at the cost of acceptable running time, and thereby adapts to the automatic segmentation of US images in clinical applications.
Chapter
This initial chapter shows how wireless channel modeling can be done when epistemic uncertainty may play a major role in the prediction of system performance. Although most of the tools described here can be adapted to different situations, we focus our attention on the derivation, based on incomplete knowledge available, of the probability density function of the random fading attenuation process affecting wireless communications. We proceed as follows: We first describe how a probability density function of a given family, whose form is known but whose parameters are unspecified, can be fitted to experimental data: Rayleigh, Rice, and Nakagami-m fading models. If only incomplete information about a random variable is available, and in particular its probability density function has an unknown form, we describe how the maximum-entropy method can be used to determine a probability density function consistent with what is known about the random variable. Assuming a given class of fading models in which the true model, or at least a good approximation to it, is believed to lie, we show how the Akaike Information Criterion can be used to make the best model choice.
Article
In this paper, the bit-error rate (BER) performance of equal gain transmission (EGT) has been analyzed in multiuser multiple-input multiple-output (MU-MIMO) systems. The multiuser interference (MUI), conditioned by the EGT precoding, is found highly correlated with the desired signal when the number of transmit antennas M is in moderate-scale (M⩽64). For such case, the common independent Gaussian assumption for MUI loses precision. In this paper, a translated Nakagami approximation is proposed to characterize the equivalent channel effect, including the channel fading of the desired user and the correlated MUI. The resulted analytical BER equation shows a satisfactory accuracy for both moderate-scale and large-scale MU-MIMO systems.
Article
Due to the superposition of many partial waves arriving from different directions, the field strength received by a mobile antenna is an intensely fluctuating function of space. For the planning of radio service areas, the statistical distribution of the amplitudes should be known to improve frequency efficiency. Three statistical distributions were considered: the Weibull distribution, the Nakagami-m-distribution and the mixture of Rayleigh and log-normal distributions. Formulas are given for the determination of the distribution parameters from measurements. For the choice of the best distribution, three different methods are discussed. Results from measurements in quasi-smooth terrain in the 450-mHz-range are presented.
Article
An expression for estimating the Nakagami-distribution parameters is obtained which simplifies the determination of the decision threshold stabilizing the given false-alarm probability under conditions of an unknown and changing noise background. An error analysis indicates that the proposed approach is quite accurate.
Article
Fundamentals of VHF and UHF propagation propagation over irregular terrain propagation in built-up areas area coverage and planning tools characterisation of multipath phenomena wideband channel characterisation other mobile radio channels and methods of characterisation sounding sampling and simulation man-made noise and interference multipath mitigation techniques.
Article
This paper summarizes the principal results of a series of statistical studies in the last seven years on the intensity distributions due to rapid fading.
Book
This chapter begins with a brief history of wireless systems and standards, including cellular systems, cordless telephone systems, and wireless local and personal area networks (LANs and PANs). The discussion of cellular standards includes GSM, IS-54/136, IS-95, PDC, cdma2000, UMTS, and WiMAX. The discussion of cordless phones includes DECT and PHS, and the discussion of IEEE802.11a/b/g, IEEE802.15 and Bluetooth. The chapter then introduces frequency reuse and the cellular concept, and discusses the propagation phenomenon that are found in land mobile radio environments along with additive impairments such as co-channel interference (CCI) and noise. Afterwards, the cellular land mobile radio link budget is considered, including the effects of interference loading, shadow margin and handoff gain that are peculiar to cellular frequency reuse systems. The chapter concludes with a discussion of coverage and capacity issues for cellular radio systems.
Article
The authors propose the truncation of the tail of theoretical PDFs used in clutter modelling. It is shown that the experimental moments deviate from their theoretical counterparts if this truncation is not incorporated into the theoretical PDFs. This is caused by the tail of experimental PDFs being finite as opposed to the theoretical ones. Spiky Weibull statistics are used to demonstrate the effectiveness of the proposed technique and validate our conclusion
  • V A Anastassopoulosandg
  • Lampropoulos
V.AnastassopoulosandG.A.Lampropoulos, " RadarcluttermodellingusingfinitePDFtail, " Electron. Lett.,vol.32,pp.256-258,1996.
Estimation of the Nakagami probability stabilization
  • R G Tolparev
  • V A Polyakov
Estimation of the Nakagami probability density parameters in a detector employing false-alarm probability stabilization
  • R G Tolparev
  • V A Polyakov
R. G. Tolparev and V. A. Polyakov, "Estimation of the Nakagami probability density parameters in a detector employing false-alarm probability stabilization," Telecommun. and Radio Eng., vol. 43, pp. 113-115, 1988.