Probability Density Functions of Logarithmic

Likelihood Ratios in Rectangular QAM

Mustapha Benjillali, Leszek Szczeci nski, Sonia Assa
INRS-EMT, Montreal, Canada
{jillali,leszek,aissa}@emt.inrs.ca
AbstractClosed-form expressions for the probability density
function (PDF) of logarithmic likelihood ratios (LLR) in rec-
tangular quadrature amplitude modulations are derived. Taking
advantage of assumed Gray mapping, the problem is solved in
one dimension corresponding to the real or imaginary part of the
symbol. The results show that sought PDFs are linear combinations
of truncated Gaussian functions. This simple result stands in
contrast with often assumed Gaussian distribution for the LLRs.
Histograms of LLRs obtained via simulations conrm our analysis.
Index terms- Logarithmic Likelihood Ratio, Probability Density
Function, QAM, PAM, BICM, Gray mapping.
I. INTRODUCTION
Quadrature amplitude modulation (QAM) is widely used in
communication systems. When applied in increasingly popular
bit interleaved coded modulation (BICM) [1], the calculation
of soft bits metrics under the form of logarithmic likelihood
ratios (LLR) is required [1]. The probabilistic description of
LLRs denes then the properties of resulting effective BICM
channel. In particular, since LLRs are the input to the soft-input
decoder, knowledge of their probability density function (PDF)
is required to evaluate the performance of the latter, e.g. [2, 3].
Gaussian modeling of LLR is known to be exact for binary and
quaternary phase shift keying (BPSK and QPSK), but is not
for higher order QAM, which is evident even from a bare-eye
inspection of histograms of LLRs.
Despite the importance of such probabilistic description of
the LLRs, to the best of our knowledge, no work has gone
beyond the simplistic Gaussian assumption. The objective of
this paper and its main contribution is, therefore, to present
exact expressions for the PDF of LLRs in rectangular M-ary
QAM for M = 4, 8, 16, 32, 64. Covering such wide family
of modulation is possible thanks to assumed Gray mapping,
which allow us to decompose the complex QAM into two pulse
amplitude modulations (PAM) corresponding to the real and
imaginary parts of the QAM. Assumption of Gray mapping is
well justied thanks to its enormous popularity and theoretical
justication as the one which maximizes the capacity of the
BICM channel [1].
The paper is organized as follows. In Section II, we introduce
the system model and notations. The expressions of the bit
LLRs are presented in Section III and the PDF forms are
derived in Section IV where a comparison between analytical
and simulation results is also shown. Conclusions are drawn in
Section V.
II. SYSTEM MODEL
We consider the following baseband system model. Let c(k)
be the sequence of bits to be transmitted, for time k =
, . . . , +. The bits are grouped into codewords c
QAM
(n) =
[c
BQAM
(n), . . . , c
1
(n)] of length B
QAM
, transformed into sym-
bols s
QAM
(n) = M
QAM
[c
QAM
(n)], and transmitted over
additive white Gaussian noise (AWGN) channel. The received
signal r
QAM
(n) = s
QAM
(n) +
QAM
(n) is corrupted by the
complex noise
QAM
(n) with variance given by N
0
= 1/.
With Gray mapping, each QAM symbol may be treated as
a superposition of independently modulated real and imaginary
parts [4], each being a PAM symbol. Thus, in the following
we analyze 2
B
-ary PAM, which may correspond to the real
or imaginary part of the symbol. By combining PAM constel-
lations, we can get different rectangular QAM constellations
(e.g. 32-QAM = 8-PAM4-PAM ...). We keep the introduced
notations but we take away the sub-indexing note QAM to
refer to the signals and operations in the PAM context. Then
s(n) belongs to S = {a
0
, . . . , a
M1
} where a
m
= (2m + 1
M) and denotes half the minimum distance between the
constellation symbols.
To alleviate the notation we abandon the time index n, which
should not lead to any confusion as all considerations are static
with respect to n due to the memoryless nature of the modulation
and the channel.
At the receiver, LLR for the k-th bit in codeword c (k =
1, . . . , B) is obtained as [5]

B,k
(r) = ln
Pr{c
k
= 1|r}
Pr{c
k
= 0|r}
= ln

bC
k
1
exp
_

|rM[b]|
2
N0
_

bC
k
0
exp
_

|rM[b]|
2
N0
_
[ min
bC
k
0
|r M[b]|
2
min
bC
k
1
|r M[b]|
2
], (1)
where C
k
x
is the set of codewords b = [b
B
, . . . , b
1
] with the
k-th bit equal to x {0, 1} and (1) is obtained using the known
max-log approximation: ln (

i
exp(X
i
)) min
i
(X
i
) [6].
III. DERIVATION OF LLRS EXPRESSIONS
The LLR in (1) can now be simplied to

B,k
(r) = [(r s
k
0
)
2
(r s
k
1
)
2
]
= 2 r[ s
k
1
s
k
0
] + [( s
k
0
)
2
( s
k
1
)
2
], (2)
where s
k
x
is the symbol with the k-th labelling bit equal to x,
closest to the received signal r, i.e.
s
k
x
= M[arg min
bC
k
x
|r M[b]|
2
]. (3)
23rd Biennial Symposium on Communications
283 0-7803-9528-X/06/$20.00 2006 IEEE
In the following, we provide the explicit expressions of the
LLRs when B = 1, 2, 3, using for normalization purpose the
coefcient =
1
4
.
Case B = 1:
Given that k 1 in this case, for every received r we have
s
1
0
= and s
1
1
= +. Hence, using (2), the LLR expression
is given by

1,1
(r) =
1

r. (4)
Case B = 2:
The mapping of least signicant bit (LSB) and most signicant
bit (MSB) is presented in Fig. 1 and the correspondence between
the observation r and s
k
1
and s
k
0
is given in Table I. Accordingly,
the LLR expressions for the LSB and MSB are respectively
given by

2,1
(r) =
_

r
2

if r 0,
+
1

r
2

if r 0.
(5)

2,2
(r) =
_

r
2

if r 2,

r if 2 r 2,

r +
2

if r 2.
(6)
A normalized representation of these functions ((5) and (6)) is
shown in Fig. 2.
1 1 0 0
1 0 0 1
3
3

+
+
+3
+3
LSB, k = 1
MSB, k = 2
Fig. 1. Bit mapping and decision regions for LSB and MSB, case of four
symbols in the real dimension (B = 2).
r LSB MSB
s
2
1
s
2
0
s
4
1
s
4
0
r 2 3 3
2 r 0 3
0 r 2 3
r 2 3 3
TABLE I
SYMBOLS CLOSEST TO r IN THE 4-PAM CASE (B = 2), CF. (3).
Case B = 3:
Gray mapping for 8-PAM with the corresponding borders of
the decision regions on s
k
1
and s
k
0
is presented in Fig. 3. Table II
describes the decision regions for the three bit positions and sub-
intervals of r. LLRs of LSB (k = 1), middle (signicant) bit
(MiSB), i.e. k = 2 and MSB (k = 3) are provided respectively
in (7), (8) and (9) and their plots shown in Fig. 4.
4 3 2 1 0 1 2 3 4
20
15
10
5
0
5
10
15
20
MSB
LSB

2
,
k
(
r
)

2
r

Fig. 2. LLR as a function of r for LSB and MSB in the case of four symbols
in the real dimension (B = 2) with = 5dB.
7
7
7
5
5
5
3
3
3

+
+
+
+3
+3
+3
+5
+5
+5
+7
+7
+7
LSB, k = 1
MiSB, k = 2
MSB, k = 3
0 0 0 0
0
0 0 0 0
0 0 0
1 1
1
1 1
1 1 1
1 1 1 1
Fig. 3. Bit mapping and decision regions for LSB, MiSB and MSB, case of
eight symbols in the real dimension (B = 3).

3,1
(r) =
_

r
6

if r 4,
+
1

r +
2

if 4 r 0,

r +
2

if 0 r 4,
+
1

r
6

if r 4.
(7)

3,2
(r) =
_

r
10

if r 6,

r
4

if 6 r 2,

r
6

if 2 r 0,
+
2

r
6

if 0 r 2,
+
1

r
4

if 2 r 6,
+
2

r
10

if r 6.
(8)

3,3
(r) =
_

r
12

if r 6,

r
6

if 6 r 4,

r
2

if 4 r 2,

r if 2 r 2,

r +
2

if 2 r 4,

r +
6

if 4 r 6,

r +
12

if r 6.
(9)
IV. PROBABILITY DENSITY FUNCTIONS
Now, for each of the three cases presented in the previous
section, our aim is to derive an expression of the conditional
PDF of the LLR
p
B,k
(|s) =
d
d
P
B,k
(|s), (10)
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23rd Biennial Symposium on Communications
r LSB MiSB MSB
s
2
1
s
2
0
s
4
1
s
4
0
s
6
1
s
6
0
r 6 7 5 7 3 7 +
6 r 4 7 5 5 3 5 +
4 r 2 3 5 3 3 +
2 r 0 3 5 +
0 r +2 + +3 +5 + +
+2 r +4 + +3 +5 +3 +3
+4 r +6 +7 +5 +5 +3 +5
r +6 +7 +5 +7 +3 +7
TABLE II
SYMBOLS CLOSEST TO r IN THE 8-PAM CASE (B = 3), CF. (3).
8 6 4 2 0 2 4 6 8
60
40
20
0
20
40
60
LSB
MiSB
MSB

3
,
k
(
r
)

2
r

Fig. 4. LLR as a function of r for LSB, MiSB and MSB in the case of eight
symbols per real dimension (B = 3), with = 5dB.
as a derivative of the cumulative distribution function (CDF) for
each variable
P
B,k
(|s) = Pr{
B,k
(r) |s} = Pr{r I

|s}, (11)
where I

= {r :
B,k
(r) } is the interval (or union
of intervals) in which
B,k
(r) . The latter may be easily
obtained from equations (4)-(9) (or Fig. 2 and Fig. 4).
According to our system model (i.e., r N(s,
1
2
)), we can
write
P
B,k
(|s) =
1
_
/
_
rI
exp
_
|r s|
2
_
dr, (12)
and change the variable r in the integration with its in-
verse expression
1
B,k
() in the sub-intervals of I

from (4)-
(9). Though straightforward, the mathematical derivations are
lengthy. Hence, in what follows, we only present the nal results
for the three cases of B.
Case B = 1:
Applying (10) and considering (12) and (4), we obtain
p
1,1
(|s) =
1
4

exp
_
| s|
2
_
, (13)
which is exactly a Gaussian PDF in this case.
Case B = 2:
Similarly, it is easy to show in this case that the PDF for
80 60 40 20 0 20 40 60
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1

Analytical
Simulated
LSB
MSB
/(
2
)
p
2
,
k
(

|
s
3
)
Fig. 5. The PDF of LSB and MSB conditioned on the transmission of s
3
= +
in the case of B = 2; = 5dB.
120 100 80 60 40 20 0 20 40 60
0
0.1
0.2
0.3
0.4
0.5
0.6

Analytical
Simulated
LSB
MSB
/(
2
)
p
2
,
k
(

|
s
4
)
Fig. 6. The PDF of LSB and MSB conditioned on the transmission of s
4
=
+3 in the case of B = 2; = 5dB.
LSB and MSB is respectively given by (14) and (15) which
demonstrate that each distribution is a piecewise Gaussian.
p
2,1
(|s) =
_

_
1
4

_
exp
_
| + 2s|
2
_
+ exp
_
| + 2 + s|
2
_
if
2

,
0 if
2

.
(14)
p
2,2
(|s) =
_

_
1
8

exp
_
|

2
+ + s|
2
_
if
2

,
1
4

exp
_
| + s|
2
_
if
2

,
1
8

exp
_
|

2
+ s|
2
_
if
2

.
(15)
Note that the PDFs dened in (15) for the MSBs are sym-
metric, i.e. p
2,2
(|s) = p
2,2
(| s). This is not the case for
the LSBs (14).
Figures 5 and 6 show the comparison between the histograms
of the LLRs, obtained from simulated data, and the analytical
formulas when the PDF is conditioned on the transmission of
s = and s = 3 respectively, and considering = 5dB. It
is clear that the PDFs are not Gaussian and the match is perfect
between the analytical and simulated results.
Case B = 3:
Using the same derivations as for the previous cases, we obtain
the piecewise Gaussian PDFs for LSB, MiSB and MSB, shown
respectively in (16), (17) and (18) where we use the notation
=
1
4

.
23rd Biennial Symposium on Communications
285
p
3,1
(|s) =
_

u{1,1}
exp
_
| + 6 + u s|
2
_
if
2

u{1,1}
_
exp
_
| + 6 + u s|
2
_
+ exp
_
| 2 + u s|
2
_
if
2

,
0 if
2

.
(16)
p
3,2
(|s) =
_

u{1,1}
exp
_
|

2
+ 5 + u s|
2
_
if
2

u{1,1}
exp
_
| + 4 + u s|
2
_
if
2

u{1,1}
exp
_
|

2
+ 3 + u s|
2
_
if
6

,
0 if
6

.
(17)
40 20 0 20 40 60 80 100
0
0.5
1
1.5
2
2.5
3
Analytical
Simulated
/(
2
)
p
3
,
1
(

|
s
7
)
Fig. 7. The PDF of LSB conditioned on the transmission of s
7
= +5 in
the case of B = 3; = 5dB.
p
3,3
(|s) =
_

4
exp
_
|

4
3 + s|
2
_
if
12

3
exp
_
|

3
2 + s|
2
_
if
6

12

2
exp
_
|

2
+ s|
2
_
if
2

,
exp
_
| + s|
2
_
if
2

2
exp
_
|

2
+ + s|
2
_
if
6

3
exp
_
|

3
+ 2 + s|
2
_
if
12

4
exp
_
|

4
+ 3 + s|
2
_
if
12

.
(18)
The remark about symmetry made in the previous section still
holds for MSB in equation (18). Similar to the previous case, the
simulated histograms conrm again our analytical expressions,
cf. Fig. 7, Fig. 8 and Fig. 9. Due to lack of space we show
just three examples of the PDFs for LSB, MiSB and MSB
conditioned on different transmitted symbols. It is clear that the
PDF cannot be well approximated as a Gaussian which is also
conrmed for higher values of B.
V. CONCLUSION
In this paper, we presented the closed-form expressions for the
probability density functions (PDF) of the logarithmic likelihood
ratios in rectangular QAM. Our results show that this PDF
is piecewise Gaussian and simulation results conrmed our
formulas. The new expressions that we advanced provide a tool
necessary for the analysis of Bit-Interleaved Coded Modulation
(BICM) transmissions.
60 40 20 0 20 40 60 80 100 120 140
0
0.5
1
1.5
2
Analytical
Simulated
/(
2
)
p
3
,
2
(

|
s
4
)
Fig. 8. The PDF of MiSB conditioned on the transmission of s
4
= in
the case of B = 3; = 5dB.
150 100 50 0 50 100 150 200 250 300 350
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Analytical
Simulated
/(
2
)
p
3
,
3
(

|
s
1
)
Fig. 9. The PDF of MSB conditioned on the transmission of s
1
= 7 in
the case of B = 3; = 5dB.
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23rd Biennial Symposium on Communications