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efficient, but is capable of producing correlated shadow fading at points laid out on
any arbitrary geographical grid.
It has been widely reported in the literature [ 5 ] that the spatial correlation of the
shadow fading at two nearly locations r i and r j is known to be of the form,
xx
cov(
xx
)
|
r r
-
|
D
d
æ
ö
æ
ö
i
j
i
j
i
j
ij
ρ
=
=
=
exp
-
ln 2
=
exp
-
ln 2
ç
÷
ç
÷
ij
2
2
σ
σ
d
d
è
ø
è
ø
50%
50%
where
= σ , we have taken advantage that the mean value of the shadow
fading is by definition zero and we are using the 50% correlation distance,
x xr
()
i
i
,
d
50%
e - correlation distance d which would result in the omission of the
ln 2 factor as we saw earlier.
If we consider a grid consisting of n receiver points arbitrary positioned in space
around a transmitter, generating a vector, ˜ , of n i.i.d. Gaussian random variables
to produce an instance of the shadow fading at all the receivers would fail to cap-
ture the fact that elements of ˜ that are spatially separated by distances smaller than
50 d are correlated and thus their values should not be independent but correlated
when ensemble averaged. The desirable spatial correlation properties can be
captured using a mathematical transformation that converts a vector ˜, of n i.i.d.
Gaussian random variables with a unit standard deviation to a suitably correlated
vector of Gaussian variables with the correct standard deviation d σ .
We can use the two-point correlation equation given above to construct the nn
1
rather than the
´
c =σρ . The Cholesky decomposition [ 9 ] of
C = LU , where C = LU , yields the transformation matrix L that can be used to trans-
form x to X ,
2
covariance matrix, C , such that
ij
dB ij
x
L =
The desirable correlation properties the
n ´ vector of Gaussian deviates, X , can
1
be shown by considering
xx
T
=
Lxx L

TT
=
L xx

T T
L
and since by definition x is an i.i.d. Gaussian process of unit variance and zero mean,

T
xx
=
I
where I is the unit n ´ matrix, we have,
xx
T
=
LIL
T
=
LL
T
=
C
which shows that the vector X has the desired covariance structure. Note that the
Cholesky decomposition into the form used above is possible by virtue of the fact
that all the matrix elements of C are real and positive. An example grid and the
corresponding correlated shadow fading field are shown in Fig. 7.3 .
 
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