Foundations in Signal Processing, Communications and Networking – serie

The fifth volume of Rudolf Ahlswede’s lectures on Information Theory focuses on several problems that were at the heart of a lot of his research. One of the highlights of the entire lecture note series is surely Part I of this volume on arbitrarily varying channels (AVC), a subject in which Ahlswede was probably the world's leading expert. Appended to Part I is a survey by Holger Boche and Ahmed Mansour on recent results concerning AVC and arbitrarily varying wiretap channels (AVWC). After a short Part II on continuous data compression, Part III, the longest part of the book, is devoted to distributed information. This Part includes discussions on a variety of related topics; among them let us emphasize two which are famously associated with Ahlswede: "multiple descriptions", on which he produced some of the best research worldwide, and "network coding", which had Ahlswede among the authors of its pioneering paper. The final Part IV on "Statistical Inference under Communication constraints" is mainly based on Ahlswede’s joint paper with Imre Csiszar, which received the Best Paper Award of the IEEE Information Theory Society. The lectures presented in this work, which consists of 10 volumes, are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used either as the basis for courses or to supplement them in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.

This book investigates adaptive physical-layer beamforming and resource allocation that ensure reliable data transmission in the multi-antenna broadcast channel. The book provides an overview of robust optimization techniques and modelling approximations to deal with stochastic performance metrics. One key contribution of the book is a closed-form description of the achievable rates with unlimited transmit power for a rank-one channel error model. Additionally, the book provides a concise duality framework to transform mean square error (MSE) based beamformer designs, e.g., quality of service and balancing optimizations, into equivalent uplink filter designs. For the algorithmic solution, the book analyses the following paradigm: transmission to receivers with large MSE targets (low demands) is switched off if the transmit power is low. The book also studies chance constrained optimizations for limiting the outage probability. In this context, the book provides two novel conservative outage probability approximations, that result in convex beamformer optimizations. To compensate for the remaining inaccuracy, the book introduces a post-processing power allocation. Finally, the book applies the introduced beamformer designs for SatCom, where interference from neighboring spotbeams and channel fading are the main limitations.

This book investigates adaptive physical-layer beamforming and resource allocation that ensure reliable data transmission in the multi-antenna broadcast channel. The book provides an overview of robust optimization techniques and modelling approximations to deal with stochastic performance metrics. One key contribution of the book is a closed-form description of the achievable rates with unlimited transmit power for a rank-one channel error model. Additionally, the book provides a concise duality framework to transform mean square error (MSE) based beamformer designs, e.g., quality of service and balancing optimizations, into equivalent uplink filter designs. For the algorithmic solution, the book analyses the following paradigm: transmission to receivers with large MSE targets (low demands) is switched off if the transmit power is low. The book also studies chance constrained optimizations for limiting the outage probability. In this context, the book provides two novel conservative outage probability approximations, that result in convex beamformer optimizations. To compensate for the remaining inaccuracy, the book introduces a post-processing power allocation. Finally, the book applies the introduced beamformer designs for SatCom, where interference from neighboring spotbeams and channel fading are the main limitations.

This book provides a tutorial on quantum communication networks. The authors discuss current paradigm shifts in communication networks that are needed to add computing and storage to the simple transport ideas of prevailing networks. They show how these ‘softwarized’ solutions break new grounds to reduce latency and increase resilience. The authors discuss how even though these solutions have inherent problems due to introduced computing latency and energy consumption, the problems can be solved by hybrid classical-quantum communication networks. The book brings together quantum networking, quantum information theory, quantum computing, and quantum simulation.

This book provides a tutorial on quantum communication networks. The authors discuss current paradigm shifts in communication networks that are needed to add computing and storage to the simple transport ideas of prevailing networks. They show how these ‘softwarized’ solutions break new grounds to reduce latency and increase resilience. The authors discuss how even though these solutions have inherent problems due to introduced computing latency and energy consumption, the problems can be solved by hybrid classical-quantum communication networks. The book brings together quantum networking, quantum information theory, quantum computing, and quantum simulation.

The sixth volume of Rudolf Ahlswede's lectures on Information Theory is focused on Identification Theory. In contrast to Shannon's classical coding scheme for the transmission of a message over a noisy channel, in the theory of identification the decoder is not really interested in what the received message is, but only in deciding whether a message, which is of special interest to him, has been sent or not. There are also algorithmic problems where it is not necessary to calculate the solution, but only to check whether a certain given answer is correct. Depending on the problem, this answer might be much easier to give than finding the solution. ``Easier'' in this context means using fewer resources like channel usage, computing time or storage space.Ahlswede and Dueck's main result was that, in contrast to transmission problems, where the possible code sizes grow exponentially fast with block length, the size of identification codes will grow doubly exponentially fast. The theory of identification has now developed into a sophisticated mathematical discipline with many branches and facets, forming part of the Post Shannon theory in which Ahlswede was one of the leading experts. New discoveries in this theory are motivated both by concrete engineering problems and by explorations of the inherent properties of the mathematical structures. Rudolf Ahlswede wrote:It seems that the whole body of present day Information Theory will undergo serious revisions and some dramatic expansions. In this book we will open several directions of future research and start the mathematical description of communication models in great generality. For some specific problems we provide solutions or ideas for their solutions.The lectures presented in this work, which consists of 10 volumes, are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with abackground in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.The book also contains an afterword by Gunter Dueck.

Dieses Buch bietet ein Tutorial über Quantenkommunikationsnetze. Die Autoren erörtern aktuelle Paradigmenwechsel in Kommunikationsnetzen, die erforderlich sind, um die einfachen Transportkonzepte der vorherrschenden Netze um Rechen- und Speicherfunktionen zu ergänzen. Sie zeigen, wie diese "softwarisierten" Lösungen neue Wege beschreiten, um Latenzzeiten zu reduzieren und die Ausfallsicherheit zu erhöhen. Die Autoren erörtern, wie diese Lösungen trotz der ihnen innewohnenden Probleme aufgrund der eingeführten Rechenlatenz und des Energieverbrauchs durch hybride klassisch-quantische Kommunikationsnetze gelöst werden können. Das Buch bringt Quantennetzwerke, Quanteninformationstheorie, Quantencomputer und Quantensimulation zusammen.

The volume “Storing and Transmitting Data” is based on Rudolf Ahlswede's introductory course on "Information Theory I" and presents an introduction to Shannon Theory. Readers, familiar or unfamiliar with the technical intricacies of Information Theory, will benefit considerably from working through the book; especially Chapter VI with its lively comments and uncensored insider views from the world of science and research offers informative and revealing insights. This is the first of several volumes that will serve as a collected research documentation of Rudolf Ahlswede’s lectures on information theory. Each volume includes comments from an invited well-known expert. Holger Boche contributed his insights in the supplement of the present volume.Classical information processing concerns the main tasks of gaining knowledge, storage, transmitting and hiding data. The first task is the prime goal of Statistics. For the two next, Shannon presented an impressive mathematical theorycalled Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presented in this work are suitable for graduate students in Mathematics, and also in Theoretical Computer Science, Physics, and Electrical Engineering with background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find the basis of entire research programs.

The calculation of channel capacities was one of Rudolf Ahlswede's specialties and is the main topic of this second volume of his Lectures on Information Theory. Here we find a detailed account of some very classical material from the early days of Information Theory, including developments from the USA, Russia, Hungary and (which Ahlswede was probably in a unique position to describe) the German school centered around his supervisor Konrad Jacobs. These lectures made an approach to a rigorous justification of the foundations of Information Theory. This is the second of several volumes documenting Rudolf Ahlswede's lectures on Information Theory. Each volume includes comments from an invited well-known expert. In the supplement to the present volume, Gerhard Kramer contributes his insights. Classical information processing concerns the main tasks of gaining knowledge and the storage, transmission and hiding of data. The first task is the prime goal of Statistics. For transmission and hiding data, Shannon developed an impressive mathematical theory called Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presented in this work are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.

Devoted to information security, this volume begins with a short course on cryptography, mainly basedon lectures given by Rudolf Ahlswede at the University of Bielefeld in the mid1990s. It was the second of his cycle of lectures on information theory whichopened with an introductory course on basic coding theorems, as covered inVolume 1 of this series. In this third volume, Shannon’s historical work onsecrecy systems is detailed, followed by an introduction to aninformation-theoretic model of wiretap channels, and such important concepts ashomophonic coding and authentication. Once the theoretical arguments have beenpresented, comprehensive technical details of AES are given. Furthermore, ashort introduction to the history of public-key cryptology, RSA and El Gamalcryptosystems is provided, followed by a look at the basic theory of ellipticcurves, and algorithms for efficient addition in elliptic curves. Lastly, theimportant topic of “oblivious transfer” is discussed, which is stronglyconnected to the privacy problem in communication. Today, the importance ofthis problem is rapidly increasing, and further research and practical realizationsare greatly anticipated.This is the third of several volumes serving as thecollected documentation of Rudolf Ahlswede’s lectures on information theory.Each volume includes comments from an invited well-known expert. In thesupplement to the present volume, Rüdiger Reischuk contributes his insights.Classicalinformation processing concerns the main tasks of gaining knowledge and thestorage, transmission and hiding of data. The first task is the prime goal ofStatistics. For transmission and hiding data, Shannon developed an impressivemathematical theory called Information Theory, which he based on probabilisticmodels. The theory largely involves the concept of codes with small errorprobabilities in spite of noise in the transmission, which is modeled bychannels. The lectures presentedin this work are suitable for graduatestudents in Mathematics, and also for those working in Theoretical ComputerScience, Physics, and Electrical Engineering with a background in basicMathematics. The lectures can be used as the basis for courses or to supplementcourses in many ways. Ph.D. students will also find research problems, oftenwith conjectures, that offer potential subjects for a thesis. More advancedresearchers may find questions which form the basis of entire researchprograms.

The volume “Storing and Transmitting Data” is based on Rudolf Ahlswede's introductory course on "Information Theory I" and presents an introduction to Shannon Theory. Readers, familiar or unfamiliar with the technical intricacies of Information Theory, will benefit considerably from working through the book; especially Chapter VI with its lively comments and uncensored insider views from the world of science and research offers informative and revealing insights. This is the first of several volumes that will serve as a collected research documentation of Rudolf Ahlswede’s lectures on information theory. Each volume includes comments from an invited well-known expert. Holger Boche contributed his insights in the supplement of the present volume.Classical information processing concerns the main tasks of gaining knowledge, storage, transmitting and hiding data. The first task is the prime goal of Statistics. For the two next, Shannon presented an impressive mathematical theorycalled Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presented in this work are suitable for graduate students in Mathematics, and also in Theoretical Computer Science, Physics, and Electrical Engineering with background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find the basis of entire research programs.

The calculation of channel capacities was one of Rudolf Ahlswede's specialties and is the main topic of this second volume of his Lectures on Information Theory. Here we find a detailed account of some very classical material from the early days of Information Theory, including developments from the USA, Russia, Hungary and (which Ahlswede was probably in a unique position to describe) the German school centered around his supervisor Konrad Jacobs. These lectures made an approach to a rigorous justification of the foundations of Information Theory. This is the second of several volumes documenting Rudolf Ahlswede's lectures on Information Theory. Each volume includes comments from an invited well-known expert. In the supplement to the present volume, Gerhard Kramer contributes his insights. Classical information processing concerns the main tasks of gaining knowledge and the storage, transmission and hiding of data. The first task is the prime goal of Statistics. For transmission and hiding data, Shannon developed an impressive mathematical theory called Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presented in this work are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.

The fourth volume of Rudolf Ahlswede’s lectures on Information Theory is focused on Combinatorics. Ahlswede was originally motivated to study combinatorial aspects of Information Theory via zero-error codes: in this case the structure of the coding problems usually drastically changes from probabilistic to combinatorial. The best example is Shannon’s zero error capacity, where independent sets in graphs have to be examined. The extension to multiple access channels leads to the Zarankiewicz problem.A code can be regarded combinatorially as a hypergraph; and many coding theorems can be obtained by appropriate colourings or coverings of the underlying hypergraphs. Several such colouring and covering techniques and their applications are introduced in this book. Furthermore, codes produced by permutations and one of Ahlswede’s favourite research fields -- extremal problems in Combinatorics -- are presented.   Whereas the first part of the book concentrateson combinatorial methods in order to analyse classical codes as prefix codes or codes in the Hamming metric, the second is devoted to combinatorial models in Information Theory. Here the code concept already relies on a rather combinatorial structure, as in several concrete models of multiple access channels or more refined distortions. An analytical tool coming into play, especially during the analysis of perfect codes, is the use of orthogonal polynomials.Classical information processing concerns the main tasks of gaining knowledge and the storage, transmission and hiding of data. The first task is the prime goal of Statistics. For transmission and hiding data, Shannon developed an impressive mathematical theory called Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presentedin this work are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.

​This book proposes representations of multicast rate regions in wireless networks based on the mathematical concept of submodular functions, e.g., the submodular cut model and the polymatroid broadcast model. These models subsume and generalize the graph and hypergraph models. The submodular structure facilitates a dual decomposition approach to network utility maximization problems, which exploits the greedy algorithm for linear programming on submodular polyhedra. This approach yields computationally efficient characterizations of inner and outer bounds on the multicast capacity regions for various classes of wireless networks.

Devoted to information security, this volume begins with a short course on cryptography, mainly basedon lectures given by Rudolf Ahlswede at the University of Bielefeld in the mid1990s. It was the second of his cycle of lectures on information theory whichopened with an introductory course on basic coding theorems, as covered inVolume 1 of this series. In this third volume, Shannon’s historical work onsecrecy systems is detailed, followed by an introduction to aninformation-theoretic model of wiretap channels, and such important concepts ashomophonic coding and authentication. Once the theoretical arguments have beenpresented, comprehensive technical details of AES are given. Furthermore, ashort introduction to the history of public-key cryptology, RSA and El Gamalcryptosystems is provided, followed by a look at the basic theory of ellipticcurves, and algorithms for efficient addition in elliptic curves. Lastly, theimportant topic of “oblivious transfer” is discussed, which is stronglyconnected to the privacy problem in communication. Today, the importance ofthis problem is rapidly increasing, and further research and practical realizationsare greatly anticipated.This is the third of several volumes serving as thecollected documentation of Rudolf Ahlswede’s lectures on information theory.Each volume includes comments from an invited well-known expert. In thesupplement to the present volume, Rüdiger Reischuk contributes his insights.Classicalinformation processing concerns the main tasks of gaining knowledge and thestorage, transmission and hiding of data. The first task is the prime goal ofStatistics. For transmission and hiding data, Shannon developed an impressivemathematical theory called Information Theory, which he based on probabilisticmodels. The theory largely involves the concept of codes with small errorprobabilities in spite of noise in the transmission, which is modeled bychannels. The lectures presentedin this work are suitable for graduatestudents in Mathematics, and also for those working in Theoretical ComputerScience, Physics, and Electrical Engineering with a background in basicMathematics. The lectures can be used as the basis for courses or to supplementcourses in many ways. Ph.D. students will also find research problems, oftenwith conjectures, that offer potential subjects for a thesis. More advancedresearchers may find questions which form the basis of entire researchprograms.

The fourth volume of Rudolf Ahlswede’s lectures on Information Theory is focused on Combinatorics. Ahlswede was originally motivated to study combinatorial aspects of Information Theory via zero-error codes: in this case the structure of the coding problems usually drastically changes from probabilistic to combinatorial. The best example is Shannon’s zero error capacity, where independent sets in graphs have to be examined. The extension to multiple access channels leads to the Zarankiewicz problem.A code can be regarded combinatorially as a hypergraph; and many coding theorems can be obtained by appropriate colourings or coverings of the underlying hypergraphs. Several such colouring and covering techniques and their applications are introduced in this book. Furthermore, codes produced by permutations and one of Ahlswede’s favourite research fields -- extremal problems in Combinatorics -- are presented.   Whereas the first part of the book concentrateson combinatorial methods in order to analyse classical codes as prefix codes or codes in the Hamming metric, the second is devoted to combinatorial models in Information Theory. Here the code concept already relies on a rather combinatorial structure, as in several concrete models of multiple access channels or more refined distortions. An analytical tool coming into play, especially during the analysis of perfect codes, is the use of orthogonal polynomials.Classical information processing concerns the main tasks of gaining knowledge and the storage, transmission and hiding of data. The first task is the prime goal of Statistics. For transmission and hiding data, Shannon developed an impressive mathematical theory called Information Theory, which he based on probabilistic models. The theory largely involves the concept of codes with small error probabilities in spite of noise in the transmission, which is modeled by channels. The lectures presentedin this work are suitable for graduate students in Mathematics, and also for those working in Theoretical Computer Science, Physics, and Electrical Engineering with a background in basic Mathematics. The lectures can be used as the basis for courses or to supplement courses in many ways. Ph.D. students will also find research problems, often with conjectures, that offer potential subjects for a thesis. More advanced researchers may find questions which form the basis of entire research programs.

​This book proposes representations of multicast rate regions in wireless networks based on the mathematical concept of submodular functions, e.g., the submodular cut model and the polymatroid broadcast model. These models subsume and generalize the graph and hypergraph models. The submodular structure facilitates a dual decomposition approach to network utility maximization problems, which exploits the greedy algorithm for linear programming on submodular polyhedra. This approach yields computationally efficient characterizations of inner and outer bounds on the multicast capacity regions for various classes of wireless networks.

One major area in the theory of statistical signal processing is reduced-rank - timation where optimal linear estimators are approximated in low-dimensional subspaces, e.g., in order to reduce the noise in overmodeled problems, - hance the performance in case of estimated statistics, and/or save compu- tional complexity in the design of the estimator which requires the solution of linear equation systems. This book provides a comprehensive overview over reduced-rank ?lters where the main emphasis is put on matrix-valued ?lters whose design requires the solution of linear systems with multiple right-hand sides. In particular, the multistage matrix Wiener ?lter, i.e., a reduced-rank Wiener ?lter based on the multistage decomposition, is derived in its most general form. In numerical mathematics, iterative block Krylov methods are very po- lar techniques for solving systems of linear equations with multiple right-hand sides, especially if the systems are large and sparse. Besides presenting a - tailed overview of the most important block Krylov methods in Chapter 3, which may also serve as an introduction to the topic, their connection to the multistage matrix Wiener ?lter is revealed in this book. Especially, the reader will learn the restrictions of the multistage matrix Wiener ?lter which are necessary in order to end up in a block Krylov method. This relationship is of great theoretical importance because it connects two di?erent ?elds of mathematics, viz., statistical signal processing and numerical linear algebra.

Optimization of adaptive signal processing algorithms for wireless communications is based on a model of the underlying propagation channel. In practice, this model is never known perfectly. For example, its parameters have to be estimated and are only known with significant errors.In this book, a systematic treatment of this practical design problem is provided for signal processing in the physical layer with multiple antennas. The design of robust signal processing algorithms is based on a description of the errors and the uncertainties in the system's model. It applies principles of modern estimation, optimization, and information theory. Tutorial introductions to relevant literature and mathematical foundations give the necessary background and context to the reader.The book provides detailed derivations and enlightening insights into the related technical problems covering the following topics in detail: An overview of the principles of training-based multiple-input multiple-output (MIMO) channel estimation. Robust minimax estimation of the wireless communication channel. Robust minimax prediction of the wireless communication channel based on the maximum Doppler frequency. Identification of channel and noise correlations (power delay profile, spatial and temporal correlations, spatial correlations of interference). Interpolation of band-limited autocovariance sequences. Robust linear and nonlinear precoding for the multi-user downlink with multiple antennas which is based on incomplete channel state information or channel correlations (performance measures, duality, robust Tomlinson-Harashima precoding, robust vector precoding, nonlinear beamforming).

The purpose of this book is to provide tools for a better understanding of the fundamental tradeo?s and interdependencies in wireless networks, with the goal of designing resource allocation strategies that exploit these int- dependencies to achieve signi?cant performance gains. Two facts prompted us to write it: First, future wireless applications will require a fundamental understanding of the design principles and control mechanisms in wireless networks. Second, the complexity of the network problems simply precludes the use of engineering common sense alone to identify good solutions, and so mathematics becomes the key avenue to cope with central technical problems in the design of wireless networks. In this book, two ?elds of mathematics play a central role: Perron-Frobenius theory for non-negative matrices and optimization theory. This book is a revised and expanded version of the research monograph “Resource Allocation in Wireless Networks” that was published as Lecture Notes in Computer Sciences (LNCS 4000) in 2006. Although the general structure has remained unchanged to a large extent, the book contains - merous additional results and more detailed discussion. For instance, there is a more extensive treatment of general nonnegative matrices and interf- ence functions that are described by an axiomatic model. Additional material on max-min fairness, proportional fairness, utility-based power control with QoS (quality of service) support and stochastic power control has been added.

The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion,theHilberttransform,andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences [88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?),where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P ,?? (??,?] . + [? ] (?) [? ] (?) xx + xx? Here [? ] and [? ] represent the so called spectral factors of ? ,and xx + xx? xx P is the so called Riesz projection. Thus, compared to the non-causal ?lter, + two additional operations are necessary for the determination of the causal ?lter, namely the spectral factorization mapping ? ? ([? ] ,[? ] ),and xx xx + xx? the Riesz projection P .

One major area in the theory of statistical signal processing is reduced-rank - timation where optimal linear estimators are approximated in low-dimensional subspaces, e.g., in order to reduce the noise in overmodeled problems, - hance the performance in case of estimated statistics, and/or save compu- tional complexity in the design of the estimator which requires the solution of linear equation systems. This book provides a comprehensive overview over reduced-rank ?lters where the main emphasis is put on matrix-valued ?lters whose design requires the solution of linear systems with multiple right-hand sides. In particular, the multistage matrix Wiener ?lter, i.e., a reduced-rank Wiener ?lter based on the multistage decomposition, is derived in its most general form. In numerical mathematics, iterative block Krylov methods are very po- lar techniques for solving systems of linear equations with multiple right-hand sides, especially if the systems are large and sparse. Besides presenting a - tailed overview of the most important block Krylov methods in Chapter 3, which may also serve as an introduction to the topic, their connection to the multistage matrix Wiener ?lter is revealed in this book. Especially, the reader will learn the restrictions of the multistage matrix Wiener ?lter which are necessary in order to end up in a block Krylov method. This relationship is of great theoretical importance because it connects two di?erent ?elds of mathematics, viz., statistical signal processing and numerical linear algebra.

Optimization of adaptive signal processing algorithms for wireless communications is based on a model of the underlying propagation channel. In practice, this model is never known perfectly. For example, its parameters have to be estimated and are only known with significant errors.In this book, a systematic treatment of this practical design problem is provided for signal processing in the physical layer with multiple antennas. The design of robust signal processing algorithms is based on a description of the errors and the uncertainties in the system's model. It applies principles of modern estimation, optimization, and information theory. Tutorial introductions to relevant literature and mathematical foundations give the necessary background and context to the reader.The book provides detailed derivations and enlightening insights into the related technical problems covering the following topics in detail: An overview of the principles of training-based multiple-input multiple-output (MIMO) channel estimation. Robust minimax estimation of the wireless communication channel. Robust minimax prediction of the wireless communication channel based on the maximum Doppler frequency. Identification of channel and noise correlations (power delay profile, spatial and temporal correlations, spatial correlations of interference). Interpolation of band-limited autocovariance sequences. Robust linear and nonlinear precoding for the multi-user downlink with multiple antennas which is based on incomplete channel state information or channel correlations (performance measures, duality, robust Tomlinson-Harashima precoding, robust vector precoding, nonlinear beamforming).

This monograph develops a framework for modeling and solving utility maximization problems in nonconvex wireless systems. The first part develops a model for utility optimization in wireless systems. The model is general enough to encompass a wide array of system configurations and performance objectives. Based on the general model, a set of methods for solving utility maximization problems is developed in the second part of the book. The development is based on a careful examination of the properties that are required for the application of each method. This part focuses on problems whose initial formulation does not allow for a solution by standard methods and discusses alternative approaches. The last part presents two case studies to demonstrate the application of the proposed framework. In both cases, utility maximization in multi-antenna broadcast channels is investigated.

This volumes discusses various aspects regarding the capacity/achievable data rate of stationary Rayleigh fading channels. First, it analyses bounds on the achievable data rate with zero-mean proper Gaussian input symbols, which are capacity achieving in the coherent case, i.e., in case of perfect channel knowledge at the receiver. These bounds are tight in the sense that the difference between the upper and the lower bound is bounded for all SNRs. The lower bound converges to the coherent capacity for asymptotically small channel dynamics. Furthermore, these bounds are extended to the case of multiple-input multiple-output (MIMO) channels and to the case of frequency selective channels. In a further part, the present work studies the achievable rate with receivers based on synchronized detection and a code-aided channel estimation. For a specific type of such a receiver an approximate upper bound on the achievable rate is derived. The comparison of this approximate upper bound and the achievable data rate with receivers using synchronized detection based on a solely pilot based channel estimation gives an approximate upper bound on the possible gain by using this kind of code-aided channel estimation in comparison to the conventional receiver using a solely pilot based channel estimation. In addition, the achievable data rate with an optimal joint processing of pilot and data symbols is studied and a lower bound on the achievable rate for this case is derived. In this context, it is also shown which part of the mutual information of the transmitter and the receiver is discarded when using the conventional receiver with synchronized detection based on a solely pilot based channel estimation.

The purpose of this book is to provide tools for a better understanding of the fundamental tradeo?s and interdependencies in wireless networks, with the goal of designing resource allocation strategies that exploit these int- dependencies to achieve signi?cant performance gains. Two facts prompted us to write it: First, future wireless applications will require a fundamental understanding of the design principles and control mechanisms in wireless networks. Second, the complexity of the network problems simply precludes the use of engineering common sense alone to identify good solutions, and so mathematics becomes the key avenue to cope with central technical problems in the design of wireless networks. In this book, two ?elds of mathematics play a central role: Perron-Frobenius theory for non-negative matrices and optimization theory. This book is a revised and expanded version of the research monograph “Resource Allocation in Wireless Networks” that was published as Lecture Notes in Computer Sciences (LNCS 4000) in 2006. Although the general structure has remained unchanged to a large extent, the book contains - merous additional results and more detailed discussion. For instance, there is a more extensive treatment of general nonnegative matrices and interf- ence functions that are described by an axiomatic model. Additional material on max-min fairness, proportional fairness, utility-based power control with QoS (quality of service) support and stochastic power control has been added.

This book develops a mathematical framework for modeling and optimizing interference-coupled multiuser systems. At the core of this framework is the concept of general interference functions, which provides a simple means of characterizing interdependencies between users. The entire analysis builds on the two core axioms scale-invariance and monotonicity. The proposed network calculus has its roots in power control theory and wireless communications. It adds theoretical tools for analyzing the typical behavior of interference-coupled networks. In this way it complements existing game-theoretic approaches. The framework should also be viewed in conjunction with optimization theory. There is a fruitful interplay between the theory of interference functions and convex optimization theory. By jointly exploiting the properties of interference functions, it is possible to design algorithms that outperform general-purpose techniques that only exploit convexity. The title “network calculus” refers to the fact that the theory of interference functions constitutes a generic theoretical framework for the analysis of interference coupled systems. Certain operations within the framework are “closed”, that is, combinations of interference functions are interference functions again. Also, certain properties are preserved under such operations. This, provides a methodology for analyzing different multiuser performance measures that can be expressed as interference functions or combinations of interference functions.

The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion,theHilberttransform,andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences [88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?),where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P ,?? (??,?] . + [? ] (?) [? ] (?) xx + xx? Here [? ] and [? ] represent the so called spectral factors of ? ,and xx + xx? xx P is the so called Riesz projection. Thus, compared to the non-causal ?lter, + two additional operations are necessary for the determination of the causal ?lter, namely the spectral factorization mapping ? ? ([? ] ,[? ] ),and xx xx + xx? the Riesz projection P .

This volumes discusses various aspects regarding the capacity/achievable data rate of stationary Rayleigh fading channels. First, it analyses bounds on the achievable data rate with zero-mean proper Gaussian input symbols, which are capacity achieving in the coherent case, i.e., in case of perfect channel knowledge at the receiver. These bounds are tight in the sense that the difference between the upper and the lower bound is bounded for all SNRs. The lower bound converges to the coherent capacity for asymptotically small channel dynamics. Furthermore, these bounds are extended to the case of multiple-input multiple-output (MIMO) channels and to the case of frequency selective channels. In a further part, the present work studies the achievable rate with receivers based on synchronized detection and a code-aided channel estimation. For a specific type of such a receiver an approximate upper bound on the achievable rate is derived. The comparison of this approximate upper bound and the achievable data rate with receivers using synchronized detection based on a solely pilot based channel estimation gives an approximate upper bound on the possible gain by using this kind of code-aided channel estimation in comparison to the conventional receiver using a solely pilot based channel estimation. In addition, the achievable data rate with an optimal joint processing of pilot and data symbols is studied and a lower bound on the achievable rate for this case is derived. In this context, it is also shown which part of the mutual information of the transmitter and the receiver is discarded when using the conventional receiver with synchronized detection based on a solely pilot based channel estimation.