Copula techniques in wireless communications

Abstract

Copula techniques were originally developed as a method for modelling data dependence in financial applications and are proving useful in many other fields. We show how the Copula concept may be exploited to model dependence in wireless communications problems. In particular we consider multipath correlation, with signal fading, in a wireless propagation medium. The Copula approach is also considered for the purpose of separating signals that have become dependent in such propagation scenarios and we investigate methods for Blind Source Separation that provide alternatives to the popular Independent Component Analysis approach. Our approach to the Blind Source Separation problem forms an objective function based on the copula parameter of the dependence structure, then a transformation is sought which inverts the function producing the dependence and which yields an independent copula. This approach has the potential to provide a robust and easily applied technique for isolating wireless communications signals in a wide range of propagation scenarios. References

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