920 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 51, NO. 6, JUNE 2003
Simulation Models With Correct Statistical
Properties for Rayleigh Fading Channels
Yahong Rosa Zheng and Chengshan Xiao, Senior Member, IEEE
Abstract—In this paper, new sum-of-sinusoids statistical sim-
ulation models are proposed for Rayleigh fading channels. These
new models employ random path gain, random initial phase, and
conditional random Doppler frequency for all individual sinusoids.
It is shown that the autocorrelations and cross correlations of the
quadrature components, and the autocorrelation of the complex
envelope of the new simulators match the desired ones exactly, even
if the number of sinusoids is as small as asingle-digitinteger. More-
over, the probability density functions of the envelope and phase,
the level crossing rate, the average fade duration, and the auto-
correlation of the squared fading envelope which contains fourth-
order statistics of the new simulators, asymptotically approach the
correct ones as the number of sinusoids approaches infinity, while
good convergence is achieved even when the number of sinusoids is
as small as eight. The new simulators can be directly used to gen-
erate multiple uncorrelated fading waveforms for frequency selec-
tive fading channels, multiple-input multiple-output channels, and
diversity combining scenarios. Statistical properties of one of the
new simulators are evaluated by numerical results, finding good
agreements.
Index Terms—Channel models, fading channel simulator, fading
channels, high-order statistics, Rayleigh fading, second-order sta-
tistics.
I. INTRODUCTION
M
OBILE radio channel simulators are commonly used
in the laboratory because they allow system tests and
evaluations which are less expensive and more reproducible
than field trials. Many different approaches have been used for
the modeling and simulation of mobile radio channels [1]–[23],
[31], [32]. Among them, the well-known mathematical ref-
erence model due to Clarke [1] and its simplified simulation
model due to Jakes [6] have been widely used for Rayleigh
fading channels for about three decades. However, Jakes’ sim-
ulator is a deterministic model, and it has difficulty in creating
multiple uncorrelated fading waveforms for frequency-selective
fading channels and multiple-input multiple-output (MIMO)
channels, therefore, different modifications of Jakes’ simulator
have been reported in the literature [10], [16]–[19], [31].
Paper approved by R. A. Valenzuela, the Editor for Transmission Systems of
the IEEE Communications Society. Manuscript received April 1, 2002; revised
November 7, 2002. This work was supported in part by the University of Mis-
souri (UM)-Columbia Research Council under Grant URC-02-050 and in part
by the UM System Research Board under Grant URB-02-124. This paper was
presented in part at the IEEE Vehicular Technology Conference, Birmingham,
AL, May 6–9, 2002.
The authorsare with the Department of Electrical and Computer Engineering,
University of Missouri, Columbia, MO 65211 USA (e-mail: yzheng@ee.mis-
souri.edu; xiaoc@missouri.edu).
Digital Object Identifier 10.1109/TCOMM.2003.813259
Despite the extensive acceptance and application of Jakes’
simulator, some important limitations of the simulator were
determined and discussed in detail recently [22]. It was shown
in [22] that Jakes’ simulator is wide-sense nonstationary when
averaged across the physical ensemble of fading channels. Pop
and Beaulieu [22] proposed an improved simulator by intro-
ducing random phase shifts in the low-frequency oscillators to
remove the stationary problem. However, it was pointed out in
[22] that higher-order statistics of this improved simulator may
not match the desired ones. Consistent with Pop and Beaulieu’s
caution about higher-order statistics of the improved simulator,
it was further proved in [24] that second-order statistics of
the quadrature components and the envelope do not match the
desired ones. Moreover, even in the limit as the number of
sinusoids approaches infinity, the autocorrelations and cross
correlations of the quadrature components, and the autocorre-
lation of the squared envelope of the improved simulator, fail
to match the desired correlations. Jakes’ original simulator and
published modified versions of it, have similar problems with
these second-order statistics.
In this paper, new sum-of-sinusoids statistical simulation
models are proposed for Rayleigh fading channels. It is
shown that the autocorrelations and cross correlations of
the quadrature components, and the autocorrelation of the
complex envelope of the new simulators, match the desired
ones exactly even if the number of sinusoids is so small as
a single-digit integer. Furthermore, the autocorrelation of the
squared envelope which contains fourth-order statistics, the
probability density functions (PDFs) of the fading envelope
and the phase, the level-crossing rate, and the average fade
duration of our new simulators asymptotically approach the
desired ones as the number of sinusoids approaches infinity.
Moreover, convergence to the limiting (exact) values of these
properties, except for the fading phase’s PDF, is rapid and
close approximation is achieved even when the number of
sinusoids is as small an integer as eight, and the number of
random trials is only 50. Additionally, and importantly, the new
simulator can be directly used to generate multiple uncorrelated
fading waveforms, which are needed to simulate some realistic
frequency-selective fading channels, MIMO channels, and
diversity-combining scenarios.
The remainder of this paper is organized as follows. Section II
briefly reviews the mathematical reference model and the family
of Jakes’ simulators. Attention is given to the statistical proper-
ties of the reference model and an improved Jakes simulator.
Section III proposes a new sum-of-sinusoids simulation model
for Rayleigh fading channels, and the statistical properties of
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