Power Allocation in Multi-Antenna Wireless Systems Subject to Simultaneous Power Constraints

We address the problem of power allocation to maximize ergodic capacity subject to multiple power constraints assuming that perfect causal channel state information (CSI) is available at both the transmitter and the receiver. We characterize the optimal power allocation subject to both long-term and short-term power constraints, which depends upon the ratio of the two power levels. Additionally, we find a suboptimal power allocation if the input power is subject to long-term and per-antenna power constraints. We characterize the conditions for which one power constraint dominates and the other can be ignored. Numerical results suggest that, for the Rayleigh fading case, a short-term power constraint that is larger than a long-term power constraint does not significantly impact the ergodic capacity of the channel. The effect of per-antenna power constraints is also explored for the case of Rayleigh fading through our numerical results.