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Modelling and channel Modelling and channel borrowing in mobile borrowing in mobile communications networks communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University of Twente - Stochastic Operations Research ochastic network analysis for the design of self optimising cellular mobile communications networks 30

Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

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Page 1: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Modelling and channel borrowing in Modelling and channel borrowing in mobile communications networksmobile communications networks

Richard J. BoucherieUniversity of Twente

Faculty of Mathematical Sciences

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

30

Page 2: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Aim : dynamic channel allocationAim : dynamic channel allocation

Initial capacity C channels Not sufficient for required QoS (blocking probabilities)

Traffic jam peak requires T > C channels

How do we provide capacity?

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

29

C channels C channelsC channelsC channels

Borrowingbut from which neighbour?

Interaction road traffic and teletraffic (shape of traffic jam, ...)

Page 3: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Plan : Plan : issues relevant to solve problemissues relevant to solve problem1 Telecommunications model for QoS

Single cell : Erlang loss model - equilibrium exact results - transient : Modified Offered Load Network : Handovers - equilibrium approximate results - transient : MOL

2 Highway traffic modelFluid model for unidirectional road

3 Relation road traffic and teletrafficImplementation MOL approximation to characterise required capacity

4 Self optimising networkOn-line capacity borrowing on the basis of shape traffic jam

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

28

Page 4: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

GSM : GSM : terminologyterminology • Base stations, mobile terminals, subscribers, …• Call = microwave connection (base - mobile)• Limited bandwidth• Channels:

FDMA / TDMA : Frequency / Time Division Multiple Access ~ 100 frequencies of 200 kHz (carriers) 7 or 8 channels per frequency

• Calls use single channel call arrival process call length mobility of calls

• Call blocking probabilities

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

27

Page 5: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Basic model: single cell Basic model: single cell • Assign all frequencies to single base station

• Establish connection upon request

• Base station C=100 x 7,5 = 750 channels

• With mean time 2 mins/hour, 30.000 subscribers

blocking probability E(1000,750) = 25 %

• 3.5 milj. Subscribers (KPN Mobile, medio 2000)

180 mins / year blocking probability 1%

busy hour 100 %

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

26

Page 6: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Blocking probability: Erlang loss formula (1917)

Telecommunications model: single cellTelecommunications model: single cellPoisson arrivals rate call length L mean number of channels C

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

25

1

0 !

)(

!

)(),(

kC

CEkC

k

C

blocked call

GSM and UMTS (single cell model)

C

Page 7: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Erlang loss queueErlang loss queueMarkov chain (birth-death process) for exponential call length• State space S={0,1,…,C}• Markov chain

• birth rate q(n,n+1)= • death rate q(n,n-1)=n/ • Equilibrium distribution

• Blocking probability

determined by offered load =

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

24

1

0 !

)(

!

)(),(

kC

CEkC

k

C

1

0 !

)(

!

)())((lim

kn

ntNPkC

k

nC

t

)0),(( ttNN CC

Insenstive!

Page 8: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Proof: (exponential case)Proof: (exponential case) n n+1

n/ (n+1)/

equilibrium distribution

solution global balance

detailed balance

insert distribution and rates, and normalize

Markov chain (birth-death process) for exponential call length

State space S={0,1,…,C}

Markov chain N=(N(t), t0)

birth rate q(n,n+1)= death rate q(n,n-1)=n/ Equilibrium distribution

Blocking probability

determined by offered load =

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

23

0)},'()'()',()({'

nnqnnnqnSn

1

0 !

)(

!

)())((lim)(

kn

ntNPnkC

k

nC

t

nnnqnnnqn ),1()1()1,()(

Page 9: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Erlang loss queue: offered loadErlang loss queue: offered load

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

22

e

nntNP

n

t !))((limunlimited capacity C=

1

0 !!))((lim

kn

ntNPkC

k

nC

t

ee ))(|)((lim CtNntNPt

Time dependent arrival process )(t

t

Lt

duut )()(

)(

!

)())(( t

n

en

tntNP

Modified Offered Load approximation ))(|)(())(( CtNntNPntNP C

1

0 !!))((lim

kn

ntNPkC

k

nC

t

Capacity C

L

Offered load

Page 10: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunication model: single cellTelecommunication model: single cell

So know we know

how to compute blocking probabilities

in a single cell with static users

(assuming that the network consists of a single cell)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

21

C channels

Page 11: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network modelGSM - divide channels (F/TDMA) over cells

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

20

Capacity = number of available channels

- fixed channel assignment (FCA)- dynamic channel assignment (DCA)- cells not regular- interference constraints - capacity known in advance

Page 12: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network modelmultiple cells i=1,…,D

Poisson arrivals rate (i)call length mean (i)number of channels C(i)

number of calls in cell i n(i)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

19

Basic networkn(i) C(i)

Layered network:n(i) C(i)+C(0)n(i)+n(j) C(i)+C(j)+C(0)n(i)+n(j)+n(k) C(i)+C(j)+C(k)+C(0)

i

j

k

}:{ CAnnS State space

C(0)

Page 13: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network modelMarkov chain (loss network) for exponential call length• State space

• Markov chain (i) • birth rate q(n,n+e(i))= (i)• death rate q(n,n-e(i))=n(i)/(i) n(i)/(i)

• Equilibrium distribution

• offered load (i)= (i) (i)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

18

)!(

)()!(

)())((lim

)(

1

)(

1 ini

ini

ntNPinD

iSn

inD

i

C

t

}:{ CAnnS

Loss network

)0),(( ttNN CC

Page 14: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network model• Equilibrium distribution

• Blocking or loss probabilities

• Computation: - recursive methods, inversion Laplace transforms (exact) - asymptotic methods (normal approx, large deviations) - Monte Carlo summation

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

17

)!(

)()!(

)())((lim

)(

1

)(

1 ini

ini

ntNPinD

iSn

inD

i

C

t

)!(

)()!(

)())((lim

)(

1

)(

1 ini

ini

TtNPEinD

iSn

inD

iTni

C

ti

i

Page 15: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network modelTypical capacity allocation problems

• Dimensioning problem:

For given offered load (i), there are C(i) channels required at cell i for loss probability < 1%Find colouring with C(i) colours at edge i

• Call admission problem:For given colouring, find load such that loss <1 %

When load changes then a new colouring is required

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

16

Page 16: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunications network modelTelecommunications network model

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

15

)!(

)()!(

)()),,()((lim

)(

1

)(

11 inin

nntNPinD

iSn

inD

iD

C

t

equilibrium distribution

Truncation of infinite capacity case Infinite capacity Poisson distribution remains valid for time-dependent load (i,t)

Modified Offered Load approximation

Depends only on load (i)= (i) (i)

(i) (i)

e

inntNP

inD

i )!(

)())((

)(

1

(i,t)(i,t) (i,t)(i,t)

e

in

inD

iSn )!()( )(

1

=C

Page 17: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

i

j

(i)

p(i,j)

(i)p(i,0)Telecommunications network modelTelecommunications network model

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

14

handovers

Infinite capacity Poisson distribution for time-dependent load (i,t)

exponential holding times

Poisson arrivals rate (i )time in cell mean (i )call termination rate (i ) p(i,0 )handover rate (i ) p(i,j )

-1

-1

Offered load

,t

,t

1

1

1 )()(),()()()(

iiijpjjiD

j

0 ,tdt

id )(,t ,t ,t ,t

,t,t

,t,t,t,t

e

ine

inntNP

inD

iSn

inD

i

C

)!()(

)!()(

))(()(

1

)(

1

(i,t)(i,t) (i,t)(i,t)

Modified Offered Load approximation

Page 18: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

0

1

2

3

4

5

6

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

0

0,002

0,004

0,006

0,008

0,01

0,012

0,014

0,016

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

0

0,02

0,04

0,06

0,08

0,1

0,12

0,14

0,16

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

0

0,002

0,004

0,006

0,008

0,01

0,012

0,014

0,016

0,018

0,02

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 200

0,001

0,002

0,003

0,004

0,005

0,006

0,007

0,008

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

0

0,5

1

1,5

2

2,5

3

3,5

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

13

Poisson arrivals rate (i+1,t+1 )= (i, t)time in cell mean (i )call termination probaility p(i,0)=0.8 resp. 0.2handover probability p(i,i+1)=1-p(i,0)

load cell 1 cell 3

load cell 1 cell 3

Page 19: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Telecommunication model: networkTelecommunication model: network

So know we know

how to compute blocking probabilities

in a network with users moving among the cells

(assuming that users move according to a Markov chain)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

12

C channelsC channels

Page 20: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Highway traffic model

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

11

0),(),(),(

t

txvtx

t

tx

x

tx

T

vvtxv

Tx

txvtxv

t

txv ee

),(

2)(),(

1),(),(

),(

Travelling with speed v

(x,t)Cell 0 Cell 1 Cell 2

Density of traffic (x,t)

speed of traffic v(x,t)

System of differential equations (fluid model)

Location xtime t

Page 21: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Relation road traffic and teletraffic

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

10

Travelling with speed v

(x,t)

Cell 0 Cell 1 Cell 2

Density of traffic (x,t)

density of calls in cell i (i,t)

Location xtime t

Mean call length (extends over the cells!)

arrival rate per unit traffic mass

Page 22: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Relation road traffic and teletraffic

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

9

Travelling with speed v

(x,t)Cell 0 Cell 1 Cell 2

Density of traffic (x,t)

density of calls in cell i (i,t)

Theorem: Offered Load model where

Depends on call length only through its mean

Location xtime t

dxtxtiicellx

),(),(

),()(

1 )!(

),())(( ti

inD

i

ein

tintNP

Page 23: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

8

Travelling with speed v

(x,t)Cell 0 Cell 1 Cell 2 Cell 0 Cell 1 Cell 2

C

C(0,t) C(2,t)

C(1,t)

Modified Offered Load approximation:

Under FCA distribution factorises over the cells

blocking probability in cell i

To guarantee QoS: solve C(i,t) such that E < 1%

1

0 !

)),((

!

)),(()),,((

k

tititiE

k

k

C

C(i,t)C(i,t)

C(i,t)

C(i,t)C

C

C

But where do we get the capacity

Page 24: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

7

Travelling with speed v

(x,t)Cell 0 Cell 1 Cell 2 Cell 0 Cell 1 Cell 2

C

C(0,t) C(2,t)

C(1,t)

Borrowing from the left neighbour:

Let be the capacity that cell s+1 borrows from cell s at time t.

The family of functions is borrowing from the left if

at most 2 cells are borrowing at each time, and

Borrowing from the right neighbour: similar

tstsCththC ss ),,()()( 1

)(ths,...2,1),( sths

Page 25: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

6

Travelling with speed v

(x,t)Cell 0 Cell 1 Cell 2 Cell 0 Cell 1 Cell 2

C

C(0,t) C(2,t)

C(1,t)

We can completely characterise on the basis of C(i,t)

i.e. on the basis of the road traffic information (x,t)

borrow from the left if (x,t) steeper on the left right if (x,t) steeper on the right

road traffic prediction 10 mins ahead of timesufficient for channel re-allocation

)(ths

Page 26: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

5

0

5

-11 -10 -9 -8 -7 -6 -5 -4 -3 -2 -1 0 1

a)cells

traffic k(x ,0)

0

0.5

1

1.5

2

0 4 8 12 16 20

b)time

Diagonal traffic jam moving along road with constant speed

Estimated blocking probabilitiesin cell 1 over time reach 1.87%above 1% for considerable time

Page 27: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

4

0

20

0 2 4 6 8 10 12 14 16 18 20

b)time

d 1.2 (t )

0

20

0 2 4 6 8 10 12 14 16 18 20

a)time

d1.0 (t )

Demand for capacity in cell 1for blocking probabilities of 1% and 1.2%obtained from MOL approximation

C(1,t) C(1,t)

Page 28: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

3

0

1.2

3 5 7 9 11

b)%

cal

ls b

lock

ed

.

time

n+i (t )-i (t+2)20

blocking

0

1

2 4 6 8 10

a)

% c

alls

blo

cked

.

time

n+h(t )-h(t-2)

blocking

chan

nels

.

20

chan

nels

.

borrowing from right borrowing from left

Estimated blocking probabilities

Page 29: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Self optimising network (GSM - FCA)Self optimising network (GSM - FCA)

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

2

0

0.5

1

1.5

2

2.5 3.5 4.5 5.5 6.5 7.5 8.5 9.5 10.5time

% c

alls

lost

No

Left

Right

Estimation from discrete event simulation

Page 30: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

We have realised: dynamic channel allocationWe have realised: dynamic channel allocation

Initial capacity C channels Not sufficient for required QoS (blocking probabilities)

Traffic jam peak requires T > C channels

How do we provide capacity?

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

29

C channels C channelsC channelsC channels

Borrowingbut from which neighbour?

Interaction road traffic and teletraffic (shape of traffic jam, ...)

Page 31: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

Concluding remarksConcluding remarks

• QoS constraints require sufficient capacity

• estimation of QoS (blocking probabilities)

• borrowing based on road traffic information

• shape of traffic density determines strategy

• feasible solution: 10 mins ahead of time prediction

sufficient for modern networks

University of Twente - Stochastic Operations Research

Stochastic network analysis for the design of self optimising cellular mobile communications networks

1

Page 32: Modelling and channel borrowing in mobile communications networks Richard J. Boucherie University of Twente Faculty of Mathematical Sciences University

0