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428 ADAPTIVE RESOURCE MANAGEMENT

and

Pmin Pi Pmax, Ri ri , i = 1, . . ., Q

(12.70)

where δi* is the minimum required SINR for user i, ri is the minimum rate limit for i. The problem presented in Equations (12.68)–(12.70) can be reduced to a system of linear equations. If the constraints Equations (12.69)–(12.70) cannot be achieved, then the problem is called infeasible. In this case either some user should be dropped from this link or some of the constraints should be relaxed. At the optimal solution, all QoS constraints are met with equality. Also, the optimal power vector is the one that achieves all rate constraints with equality. So, the optimum rate vector is R* = [r1, . . . , rQ ]T. The corresponding power vector can be obtained by solving the QoS equation. This is a system of linear equations in power. From Equation (12.69) we have

 

Rs

 

 

Pj Gk j

 

 

δiT,

 

 

i = 1, . . ., Q

(12.71)

 

ri Q

Pj Gk j + Ni

 

 

 

 

 

j=1

 

 

 

 

 

 

 

 

 

 

 

 

 

j =Q

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

where δiT is the target SINR for user i. Let r˜i

= δiTri /Rs and substitute it into Equation

(12.71), to obtain

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Pi = r˜i

Q

 

Gk j

 

Pj +

Ni

 

 

 

 

(12.72)

 

 

 

j=1

Gki

 

Gki

 

 

 

 

 

 

 

 

 

 

 

j =i

 

 

 

 

 

 

 

 

 

 

In matrix form

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

P = rHP + ru

 

 

 

(12.73)

where

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

i = j

Ni

 

 

Hi j =

 

Gk j

 

> 0

 

i

=

j ui =

 

 

 

(12.74)

 

 

 

G

ki

 

 

 

 

 

Gki

 

 

 

 

 

 

 

 

 

 

r = diag{r˜1. . . r˜Q }

 

 

 

 

 

 

 

 

(12.75)

Then the optimum power vector is

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

P* = [I rH]1ru

 

 

 

(12.76)

In order to obtain a nonnegative solution of Equation (12.77), the following condition should hold:

ρ(rH) < 1

where ρ(A) is the spectral radius of matrix A.

12.5.2 Maximum throughput power control (MTPC)

This algorithm has been suggested in Chawla and Qiu [85]. The algorithm is based on the maximization of the total throughput in a cellular system. There is no need to generate all solutions in this method. Since the gain links and the interference of other users are

JOINT DATA RATE AND POWER MANAGEMENT

429

needed to calculate the transmitted power of each user, the MTPC algorithm is a centralized algorithm. The throughput of user i can be approximated when M-QAM modulation is used by

Ti = + log2( i )

where Ti is the throughput of user i, is a constant, and i is the CIR of user i, and it is given in general by

ki =

 

Pi Gki

min, i = 1, . . . , Q, k = 1, . . . , M

j=1

Pj Gk j + Ni

 

j=

 

 

where Q = number of mobile stations, M = number of base stations and Gk j = channel gain between mobile station j and base-station k. The total throughput T is given by

Q

Q

 

T = Ti = Q + log2

i

(12.77)

i=1

i=1

 

where Q is the number of users.

Now the problem can be defined as follows: given the link gains Gi j of the users, what is the power vector P = [P1, P2, . . . , PQ ] which maximizes the total throughput? Since the first term in Equation (12.77) is constant and the logarithmic function is an increasing function, then maximizing the multiplicative term

Q

i

i=1

will lead to maximizing the total throughput T . The problem considered in Chawla and Qiu [85] is

 

Q

 

max

i (P) s.t. P

(12.77a)

P

 

i=1

 

where = { P| Pmin Pi Pmax, i = 1, . . . , Q} Q . The MTPC algorithm to solve Equation (12.77a) is given by

Pk (t + 1) = Q

1

t = 0, 1, . . . , k = 1, . . . , Q (12.78)

Grk

r =k

Q

Gr j Pj (t) + n

 

 

j =r

Pmin Pk (t + 1) Pmax

where Gi j is the channel gain between user j and base station i. Without loss of generality user i is assumed to be assigned to base station i. Starting from any initial vector P(0) , the iteration specified by Equation(12.78) converges to a unique point P* , which achieves the global maximum [85].

430 ADAPTIVE RESOURCE MANAGEMENT

12.5.3 Statistically distributed multirate power control (SDMPC)

A distributed solution of the optimization problem given by Equations (12.68)–(12.70) is proposed for one cell case in Morikawa et al. [80]. It is assumed that every user has two states, active ON or passive OFF. The transition probabilities of the ith user from idle to active state at any packet slot is υi , and from active to idle state is ζi . The durations of the active and idle periods are geometrically distributed with a mean of 1i and 1i (in packet slots), respectively. The optimization problem Equations (12.68)–(12.70) is slightly modified as

Find

 

 

 

 

 

 

Q

 

 

 

 

 

 

 

min

J [P(t)] =

 

βi (t)Pi (t)

(12.79)

 

 

 

 

P

i=1

 

 

 

 

 

 

 

 

 

subject to

 

 

 

 

 

 

 

Rs

 

 

Pi

Gki

*

i = 1, . . . , Q

(12.80)

 

Ri Q

Pj β j (t)Gk j + Ni

δi ,

 

 

 

j=1

 

 

 

 

 

 

 

j=Q

 

 

 

 

 

 

Pmin Pi Pmax, Ri = ri ,

i = 1, . . . , Q,

(12.81)

One parameter has been added to original optimization problem which is the indicator function β j (t). The indicator function is equal to one if the jth user is currently active,

and zero otherwise. It is assumed in Morikawa et al. [80] that the random process ˆ (t) has

β

Markovian property since geometric distribution is memoryless over the duration of traffic. The centralized solution (if the system is feasible) is given by

Pi (t) =

βi (t)γi

 

×

 

 

Ni

(12.82)

Gki

 

 

Q

β j (t)γ j

 

 

 

 

1

 

 

 

 

 

 

j=1

 

 

where

 

 

 

 

 

 

 

 

 

 

 

 

δT

 

 

 

γi =

 

 

 

i

 

 

(12.83)

 

δiτ + Rs/Ri

 

The main idea behind the SDMPC algorithm is to estimate the other users’ information part.

Q

Therefore the term ( j=1 β j (t)γ j ) is estimated. The Markovian property of the random process β j (t) has been exploited to obtain a good estimate of the other users’ information part. The SDMPC algorithm is given by

Pi (t) =

βi (t)γi

×

 

Ni

(12.84)

G

 

 

ˆ

 

 

 

ki

1

β(t)

 

Q

 

 

 

 

 

 

 

ˆ

 

 

 

 

 

 

 

where β(t) is the estimation of β j (t)γ j .

 

 

 

 

 

 

j=1

 

 

 

 

 

 

 

The estimated parameter ˆ (t) has been derived in Morikawa et al. [80] for two cases: (i)

β

there is no ‘collision’ at t; and (ii) a ‘collision’ occurs at t. There are at least three drawbacks of this algorithm. First of all in the cellular CDMA system there is a control channel always

JOINT DATA RATE AND POWER MANAGEMENT

431

active (when the mobile phone is ON). Then, in the SDMPC algorithm, the channel gain and the average power of the additive noise are assumed to be known. In reality they should be estimated as well. Good estimation of the channel gain and the noise variance is usually difficult. In practice it is easer to estimate CIR or SINR because they have direct impact on BER. Finally, it was assumed that the durations of active and idle periods are geometrically distributed. This assumption is oversimplified and far from reality.

12.5.4 Lagrangian multiplier power control (LRPC)

As mentioned previously, the data rates which can be achieved belong to a set of integers. In the formulation of the optimization problem, to maximize the data rate we assume that the date rate is continuous. This assumption can be relaxed in the simulation by rounding the optimum data rate to the nearest floor of the data rate set. It can be proven that the solution of the optimization problem with continuity assumption is not necessarily the same as the solution of the actual discrete problem. The advantage of the LRPC algorithm is that the optimization problem has been formulated without the continuity assumption of the data rates [81]. It has been assumed that each user has a set of m transmission rates M = {r1, r2, . . . ., rm } to choose from. Let the rates be ordered in as ascending way, i.e. r1 < r2 < . . . < rm . To properly receive messages at transmission rate rk , mobile i is

expected to attain i (P) iT,k , where iT,k

is the target CIR.

 

Define Y = yik to be a 0–1 matrix such that, for every mobile i and rate rk

 

k

1,

if mobile i is transmitting with rate rk

(12.85)

yi =

0,

otherwise

 

The combined rate and power control is formulated as the following optimization problem [81]

 

Q

m

 

max

k

(12.86)

R =

 

Y, P i=1 k=1 rk yi

 

subject to the following constraints

m

yik 1, yik {0, 1}, and 0 Pi Pmax

k=1

k

k

 

Pi T

 

i,k

Pi + (1 yi

)Bi

 

i (P)

where Bik is an arbitrary large number satisfying

 

 

 

Pi T

Bk

max

i,k

i (P)

i

P

(12.87)

(12.88)

(12.89)

The above optimization problem is solved using Lagrangian multiplier method. The main goal of LRPC algorithm is to maximize the total throughput of the system. Although the LRPC improves the system throughput, its power consumption for supported users as well as the outage probability is rather high. Therefore it is not recommended to be used in the systems where the fairness is an important issue.

432 ADAPTIVE RESOURCE MANAGEMENT

12.5.5 Selective power control (SPC)

The SPC algorithm has been suggested in Kim et al. [81]. The SPC algorithm is a logical extension of the DCPC algorithm [82]. The main idea of the SPC algorithm is to adapt the target CIR of each user to utilize any available resources. The suggested SPC algorithm is given by

 

 

 

Pi (t) T

Pi (t) T

 

P

 

max

i,k

 

i,k

Pmax

=

i (P) × χ

i (P)

i (t + 1)

k

t = 0, 1, . . . , i = 1, . . . , Q

where χ (E) is the indicator function of the event E. Although the SPC algorithm improves the outage probability compared with LRPC algorithm, its outage is still high.

J¨antti suggested an improved version of the SPC algorithm. It is called selective power control with active link protection (SPC-ALP) Algorithm [83]. The SPC-ALP algorithm has less outage probability and better performance than the SPC algorithm. The main idea of the SPC-ALP algorithm is to admit new users into the network with at least the minimum data rate and also if possible allow old users to choose higher data rates. This is done by defining three different modes of operation for each user:

Standard mode, where the user updates its power using SPC algorithm. In this mode the rate cannot be increased but it can be decreased if needed. If there are more resources to be utilized by increasing the rate, the used mode is changed to the transition mode.

Transition mode, where the user updates its power using ALP algorithm. Also the rate is adapted to the maximum rate that can be supported.

Passive mode, where the user stops its transmission. More details about the SPC-ALP algorithm can be found in J¨antti and Kim [83].

12.5.6 RRM in multiobjective (MO) framework

The QoS can be defined for a set of factors. In this Section we will consider only the BER and the user data rate in the uplink. The objectives of the RRS could be defined as

(1)Minimize the total transmitting power.

(2)Achieve the target SINR in order to achieve a certain BER level (depends on the application).

(3)Maximize the fairness between the users. In our definition, the system is fair as long as each user is supported by at least its minimum required QoS. In this sense, minimizing the outage probability leads to maximizing the fairness.

(4)Maximize the total transmitted data rate or at least achieve the minimum required data rate.

It is clear that objective (1) is totally conflicting with objective (4) and partially conflicting with objective (2). Objective (3) is totally incompatible with objective (4). Objective (2) is partially contradictory with objective (4).

JOINT DATA RATE AND POWER MANAGEMENT

433

So far, the RRM problem was formulated as a single objective (SO) optimization problem considering the other parameters as constraints. Solving the objectives (1)–(4) at the same time as using MO optimization technique, leads to a more general solution than the conventional methods. In this section we discuss an MO optimization method to solve the RRM problem. In subsequent subsections we will discuss some radio resource scheduler algorithms based on MO optimization. The field is very wide and many different algorithms and methods can be derived based on MO optimization. One formulation of the RRS optimization problem can be defined as:

 

Q

Q

 

min

 

Pi , ψ (Ri ), O P , i = 1, . . . , Q

(12.90)

Pi ,Ri

i=1

 

i=1

 

subject to

 

 

 

 

Pmin Pi Pmax, Ri,min Ri Ri,max

(12.91)

where O P is the outage probability. The outage probability is defined as the probability that a user cannot achieve at least the minimum required QoS. We can see that the O P reflects the fairness situation in the communication system. The minus sign associated with the sum of the rate function in Equation (12.90) refers to the maximization process of the total utility functions.

Defining the objectives and the constraints is the first step. Selecting the proper MO optimization method to solve the problem is the second step. Then the (weakly) Pareto optimal set of solutions is generated, where every solution is optimal in a different sense. Finally, the decision maker selects the optimum solution from the optimal set which best achieves the required specifications. In this section we discuss a framework to use the MO optimization techniques in RRM.

12.5.7 Multiobjective distributed power and rate control (MODPRC)

The algorithm is based on minimizing a multi-objective definition of an error function. In this algorithm we defined three objectives: (1) minimize the transmitted power; (2) achieve at least the minimum CIR, which is defined at the minimum data rate; and (3) achieve the maximum CIR, which is defined at maximum data rate. An optimized solution can be obtained using an MO optimization.

The derivations of the algorithms are based on a VSL-CDMA communication system. After the dispreading process at the receiver, the SINR is

δi (t) =

Rs

i (t), t = 0, 1, . . .

(12.92)

Ri (t)

where δi (t) is the SINR of user i at t, Rs is the fixed chip rate (= 3.84 Mb/s for UMTS), Ri (t) is the data rate for user i at t, and i (t) is the CIR of user i at t. In wireless and digital communication, it is well known that the BER is a decreasing function in the SINR. In case of coherent binary PSK, the BER can be approximated by (when the interference is assumed Gaussian)

BERPSK =

1

erfc

 

(12.93)

 

 

δ

2

434 ADAPTIVE RESOURCE MANAGEMENT

For example, if the BER should not be more than 104 then the target SINR is obtained from Equation (12.93) as δT 8.3 dB. In the case of fixed data rate power control there is one target CIR that corresponds to the target SINR, because we have only one spreading factor value. In a case of multirate services there are different target CIR values corresponding to the target SINR. From Equation (12.92) it is clear that, in case of constant target SINR, maximizing CIR leads to maximizing data rate as follows:

Ri (t) =

Rs

i (t), t = 0, 1, . . .

(12.94)

δiT

Trying to achieve the maximum CIR for all users will end up in high outage probability. If there is a reasonable dropping algorithm then only one or few users will be supported [84]. To reduce the outage probability, we will define the target CIR at the minimum transmitted rate as

i,min =

Ri,min T

(12.95)

Rs δi

Also we will define the maximum CIR which is defined at the maximum transmitted rate as

i,max =

Ri,max T

(12.96)

Rs δi

The target SINR, the minimum/maximum CIR, and the minimum/maximum data rate are time-dependent, but we dropped the time symbol (t) for simplicity. In UMTS specifications the power is updated on slot-by-slot basis. The data rate is updated on a frame-by-frame basis. To generalize the analysis, we use the same time symbol for power and rate.

To increase the fairness, the users should achieve at least the minimum target CIR, which corresponds to the minimum transmitted rate (e.g. 15 kb/s in UMTS). The multirate power control problem is defined as: given the target SINR vector δ = [δ1T, δ2T, . . . , δTQ ] , the minimum requested data rate vector Rmin = [R1,min, R2,min, . . . , RQ,min] , and without loss of generality, assuming the maximum allowed data rate Rmax to be the same for all users, find the optimum power vector P = [P1, P2, . . . , PQ ] and the optimum rate vector R = [R1, R2, . . . , RQ ] that minimize the following cost function

 

 

 

Q

N

γ N t e2

 

 

 

 

J (

P

)

=

 

(t) , t

=

1, . . . , N,

(12.97)

 

 

t=1

i

 

 

 

 

 

 

i=1

 

 

 

 

 

subject to

 

 

 

 

 

 

 

 

 

 

 

 

Pmin Pi

Pmax, i = 1, . . . , Q

(12.98)

N is the optimization time window, γ is a real-valued constant adaptation factor. The notation ( ) is used for transposed. The error ei (t) has been defined according to the weighted metrics method

ei (t) = λi,1| Pi (t) Pmin| + λi,2| i (t) i,min| + λi,3| i (t) i,max|

(12.99)

where 0 λi,1, λi,2, λi,3 1 are real-valued, constant tradeoff factors,

3

λi,k = 1. The

k=1

advantages of joining the weighting metrics method with the least square formula of

JOINT DATA RATE AND POWER MANAGEMENT

435

Equation (12.97) are:

The least squares method is well known and its derivation is straightforward.

A general solution is obtained using Equation (12.97), minimizing over all users and for time window N .

The error function Equation (12.100) is the mathematical interpretation of the RRM objectives given in (a)-(d). The first term of Equation (12.100) is to keep the transmitted power Pi (t) as close as possible to Pmin, so we try to achieve objective (1). Objectives (2) and (3) will be achieved in the second part of the error function. In this part, the transmitted power is selected to obtain CIR very close to the minimum required CIR. Achieving the minimum required QoS for every user maximizes the fairness in the cell. The third term in Equation (12.100) represents the objective (4), where the users will try to obtain the maximum allowed QoS if possible.

By solving Equations (12.97) and (12.100) (using same procedure of MODPC algorithm) for a one-dimensional (N = 1) case we obtain for i = 1, . . . , Q:

Pi (t + 1) =

and as before

λi,1 Pmin + λi,2 i,min + λi,3 i,max Pi (t), t = 0, 1, . . . ,

λi,1 Pi (t) + (λi,2 + λi,3) i (t)

Rs

Ri (t + 1) = δiT i (t)

Pmin Pi (t) Pmax; Ri,min Ri (t) Rmax

(12.100)

(12.101)

(12.102)

If the minimum solution places such demands on some users that they cannot be achieved, then dropping or the handoff process should be applied [84]. The multirate power control algorithm given by Equations (12.100)–(12.103) has some interesting characteristics. By changing the values of the tradeoff factors λi , different solutions with different meanings are obtained. For example, when λi,1 = 1, λi,2 = 0, and λi,3 = 0, it is clear that Equation (12.100) will be reduced to a fixed level (no) power control and user i will send at minimum power. For λi,1 = 0, λi,2 = 1 and λi,3 = 0, Equation (12.100) becomes the distributed power control (DPC) algorithm of Grandhi and Zander [82]. In this case, the fairness is maximized. When λi,1 = 0, λi,2 = 0, and λi,3 = 1, algorithm Equation (12.100) will maximize the average transmitted rate (with using reasonable dropping algorithm for nonsupported users). In this case one or a few users will be supported, so the outage probability will be high. From previous extreme conditions, one can make a tradeoff between these objectives to get the best performance according to the required specifications. The selection of the tradeoff values should be based on the communication link condition as well as the network and the user requirements. A wide range of different solutions can be obtained by changing the values of tradeoff factors. The selection of one solution is a job for the decision maker.

12.5.8 Multiobjective totally distributed power and rate control (MOTDPRC)

In this section, we discuss a slight modification of the MODPRC algorithm, the totally distributed algorithm. The MODPRC algorithm, Equations (12.100)–(12.103), assumes the availability of the actual CIR value. In the existing and near-future cellular systems,

436 ADAPTIVE RESOURCE MANAGEMENT

only an up–down command of the power is available at the MS. The estimated CIR is used with the MOTDPRC algorithm. The CIR (in dB) could be estimated as

˜

T

(t) dB e˜i (t), t = 0, 1, . . .

(12.103)

i (t) dB = i

T

 

˜

 

where e˜i (t) is power control error, i

(t) is the target CIR, and i (t) is the estimated CIR.

Using the estimated CIR in the MODPRC algorithm we obtain

P

(t)

=

λi,1 Pmin + λi,2 min + λi,3 max

P (t

1), t

=

0, 1, . . .

i

 

λi,1 Pi (t 1) +

˜

i

 

 

 

 

 

(λi,2 + λi,3) i (t)

 

 

 

 

 

Ri (t) =

Rs

˜

 

 

 

 

 

 

δT i (t)

 

 

 

 

 

 

Pmin Pi (t) Pmax; Ri,min Ri (t) Rmax

(12.104)

(12.105)

(12.106)

12.5.9 Throughput maximization/power minimization (MTMPC)

Another application of the MO optimization in the RRM can be achieved by modifying the maximum throughput power control algorithm. The algorithm was based on maximizing the throughput and ignoring the transmitted power levels. In practice, reducing the transmitted power is very desirable. In this section we will formulate the cost function with two objectives. The first objective is the maximization of the total throughput as in Chawla and Qiu [85]. The second objective is to minimize the total transmitted power. The approach is treating the total throughput maximization and the total power minimization simultaneously using multiobjective optimization techniques.

The problem is defined as follows: given the link gains of the users find the power vector which increases the total throughput as much as possible) and at the same time reduces the total transmitted power (as much as possible). The problem can be represented mathematically as

max{O1(P), O2(P)} s.t.P

(12.107)

where P = [P1, P2, . . . , PQ ]T is the power vector, the objective functions

O1(P) =

Q

Q

 

i=1 i , and O2(P) =

i=1

pi

and the admissible power set = {P| Pmin Pi Pmax, i = 1, . . . , Q}. The minus sign is used to minimize the second objective. We will use the weighting method to solve the multiobjective optimization problem. The idea of the weighting method is to associate each objective function with a tradeoff factor (weighting coefficient) and maximizes (or minimizes) the weighted sum of the objectives [86]. Applying the weighting method in our problem we obtain,

max

{O(P)} s.t. P ,

(12.108)

P

where

 

 

 

Q

 

O(P) = λ1 i (P) λ21 P

(12.109)

i=1

JOINT DATA RATE AND POWER MANAGEMENT

437

is the multiobjective function, 1 = [1, 1, . . . , 1] , and the tradeoff factors are real numbers, 0 λ1 1, and λ2 = 1 λ1.

Necessary conditions for solving the problem Equation (12.109) are

O(P) = 0

(12.110)

where O(P) = [O/∂ P1, ∂ O/∂ P2, · · · , ∂ O/∂ PQ ] is the gradient of O. Substituting the CIR expression into Equation (12.109) we obtain

Q

 

Pi (t)Gii

Q

 

O[P(t)] = λ1

 

λ2 Pi (t)

(12.111)

Q

 

i=1

j=1

Pj (t)Gi j + Ni

i=1

 

J =i

To maximize the reward functions, Equation (12.111), we find the power vector P which satisfies Equation (12.110). Since the obtained equations are nonlinear, it will be very complicated to get an analytical solution. An iterative solution for k = 1, . . . , Q will be formulated (we will drop the iteration argument t for simplicity)

O = Pk

 

Q

Q

 

Q

 

 

 

 

 

Q

 

 

Q

Q

Q

 

 

 

Gkk

Gii Pi

 

Gi j Pj + n Gii Pi

 

 

r =k

Grk

Gi j Pj + n

λ1

i =k

i=1 j =i

 

 

 

 

i=1

 

 

i =r

j =i

 

 

 

 

 

 

 

 

Q

 

Q

 

 

 

 

2

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

i=1

 

 

Gi j Pj + n

 

 

 

 

 

 

 

 

 

λ2 = 0

 

 

 

 

j =i

 

 

 

 

 

 

 

 

 

 

(12.112)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

After simplification,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Q

 

 

Q

 

 

Q

 

Grk

 

 

 

 

 

 

 

 

 

 

 

 

Gkk Gii Pi

 

Gii Pi

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

r =k

 

Q

 

n

 

 

 

 

 

 

 

 

 

 

i =k

 

 

i=1

 

 

 

Gr j Pj

+

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

j=r

 

 

 

λ2 = 0

 

(12.113)

 

λ1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Q

Q

+ n

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Gi j Pj

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

i=1 j =r

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

which can be rewritten as

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Q

 

 

 

Q

Q

 

 

 

 

 

Grk

 

 

 

 

 

Q

Q

 

 

λ1Gkk

Gii Pi λ1

 

Gii pi

 

 

 

 

 

 

 

= λ2

Gi j Pj + n

 

 

 

Q

 

 

 

 

 

 

i =k

 

 

i=1

r =k

 

 

 

 

Gr j Pj + n

 

 

 

 

i=1

j =i

 

 

 

 

 

 

 

 

 

 

 

 

j =r

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(12.114)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

or

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Q

 

 

Grk

 

 

 

 

 

λ2

 

Q

 

 

 

Q

 

 

 

λ1Gkk λ1Gkk Pk

 

 

 

 

 

=

 

 

 

 

 

 

 

Gi j Pj

+ n

(12.115)

 

 

Q

 

 

 

 

Q

 

 

 

 

 

 

 

 

r =k

j

Gr j Pj + n

 

 

i

 

k Gii Pi i=1

 

 

j =i

 

 

 

 

 

 

 

 

r

 

 

 

 

 

=

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

=