EEM 306 Introduction To Communications: Department of Electrical and Electronics Engineering Anadolu University

EEM 306 Introduction to Communications
Lecture 9
Department of Electrical and Electronics Engineering

Anadolu University
May 20, 2014
Lecture 9 1/22
Last Time
I Random Processes
I Analytic Description
I Statistical Description
I Mean and Autocorrelation Function
I Stationary Processes
I Strictly Stationary
I Wide-Sense Stationary (WSS)
I Cyclostationary
I Ergodic Processes
I Power and Energy
I Multiple Random Processes
Lecture 9 2/22
Random Processes and Linear Systems
Let X(t) be a stationary process.

Theorem: If a stationary process X(t) with mean mX and auto-
correlation function RX (τ ) is passed through an LTI system with
impulse response h(t), the input and output processes X(t) and
Y (t) will be jointly stationary with
Z∞
mY = mX h(t)dt
−∞
RXY (τ ) = RX (τ ) ∗ h(−τ )
RY (τ ) = RX (τ ) ∗ h(τ ) ∗ h(−τ )
Lecture 9 3/22
Random Processes in the Frequency Domain
How can frequency-domain analysis techniques be applied to

the case of LTI systems with random inputs?
Look at the input-output power spectra!

Power Spectrum of Stochastic Processes: Let X(t) denote a ran-
dom process and x(t; wi ) denote a sample function of this process.
Truncate the sample function

x(t; wi ), |t| < T /2
xT (t; wi ) =
0, otherwise
The power spectrum:
|XT (f )|2 E[|XT (f )|2 ]

SX (f ) = E lim = lim
T →∞ T T →∞ T
Lecture 9 4/22
Example:
Let the random process X(t) be defined by X(t) = X, where
X is a random variable uniformly distributed on [−1, 1]. Find
SX (f ).
Solution: Consider the truncated random signal

t
XT (t) = Xrect
T
Taking the FT
XT (f ) = XT sinc(T f )
The power spectrum
E[|XT (f )|2 ]
SX (f ) = lim = lim E[X 2 ]T sinc2 (T f )
T →∞ T T →∞
Note that E[X 2 ] = 1/3 and lim T sinc2 (T f ) = δ(f ). Thus,

T →∞
1
SX (f ) = δ(f )
3
Lecture 9 5/22
Power Spectrum of Stochastic Processes
Theorem: If X(t) is a stationary process, then

SX (f ) = F{RX (τ )}
To find the total power in the process:
Z∞ " #
1 T /2 2
Z
PX = SX (f )df = E lim X (t)dt
T →∞ T −T /2
−∞
Previous Example:
Let the random process X(t) be defined by X(t) = X, where X
is a random variable uniformly distributed on [−1, 1].
1
RX (τ ) = E[X(t + τ )X(t)] = E[X 2 ] =
3
Hence,
1 1
SX (f ) = F = δ(f )
3 3
Lecture 9 6/22
Transmission over LTI Systems
We have seen that

Z∞
mY = mX h(t)dt
−∞
RXY (τ ) = RX (τ ) ∗ h(−τ )
RY (τ ) = RX (τ ) ∗ h(τ ) ∗ h(−τ )
Translation of these relations into the frequencyR domain is straight-
∞
forward. Noting that F{h(−τ )} = H ∗ (f ) and −∞ h(t)dt = H(0),
we have
mY = mX H(0)
SXY (f ) = SX (f )H ∗ (f )
SY (f ) = SX (f )|H(f )|2
Since RXY (τ ) = RY X (−τ ), we have
∗
SY X (f ) = SXY (f ) = SX (f )H(f )
Lecture 9 7/22
Example:
The random process X(t) is defined by X(t) = A cos(2πf0 t + θ),
where θ is a random variable uniformly distributed on [0, 2π).
X(t) passes through a differentiator, find SY (f ) and SXY (f )
Solution: Recall that H(f ) = j2πf and
A2
RX (τ ) = cos(2πf0 τ )
2
Taking the FT
A2
SX (f ) = [δ(f − f0 ) + δ(f + f0 )]
4
Hence,
SY (f ) = π 2 f 2 A2 [δ(f − f0 ) + δ(f + f0 )]
−jA2 πf
SXY (f ) = (−j2πf )SX (f ) = [δ(f − f0 ) + δ(f + f0 )]
2
Lecture 9 8/22
Power-Spectral Density of a Sum Process
In practice, we often encounter the sum of two random processes.

For example, in the case communication over a channel with
additive noise.
Assume that Z(t) = X(t) + Y (t) where X(t) and Y (t) are jointly
stationary random processes. Z(t) is a stationary process with
RZ (τ ) = RX (τ ) + RY (τ ) + RXY (τ ) + RY X (τ )
Taking the FT of both sides
SZ (f ) = SX (f ) + SY (f ) + SXY (f ) + SY X (f )
| {z }
∗ (f )
SXY
= SX (f ) + SY (f ) + 2Re[SXY (f )]
Lecture 9 9/22
Gaussian Processes
Gaussian processes play an important role in communication sys-

tems.
Gaussian Random Variable: The Gaussian random variable with
mean m and variance σ 2 has the following pdf
1 (x−m)2
fX (x) = √ e− 2σ2
2πσ
Lecture 9 10/22
Gaussian Processes cont’d
Jointly Gaussian Random Variables:

Define the random vector X = (X1 , X2 , ..., Xn ), and the vector
of means m = (m1 , m2 , ..., mn ), and the n × n covariance matrix
C such that
Ci,j = cov(Xi , Xj ),
then the random variables {Xi } are jointly Gaussian if

1 1 −1 T
f (x1 , x2 , ..., xn ) = p exp − (x − m)C (x − m)
(2π)n det(C) 2
Gaussian Processes:
A random process X(t) is a Gaussian process if for all n and
all (t1 , t2 , ..., tn ), the random variables {X(ti )}ni=1 have a jointly
Gaussian density function.
Lecture 9 11/22
Gaussian Processes cont’d
I For a Gaussian processes, knowledge of the mean and

autocorrelation; i.e, mX (t) and RX (t1 , t2 ) gives a complete
statistical description of the process.
I If the Gaussian process X(t) is passed through an LTI
system, then the output process Y (t) will also be Gaussian
process.
I For Gaussian processes, WSS and strict stationarity are
equivalent.
I For jointly Gaussian processes, uncorrelatedness and
independence are equivalent.
Lecture 9 12/22
White Processes
All frequency components appear with equal power!
A process X(t) is called a white process if it has a flat spectral

density, i.e., if SX (f ) is constant for all f .
Power spectral density of a white process:
I Thermal noise can be closely modeled as a white process

I Information sources are modeled as the output of LTI
systems driven by a white process
R∞
The power content of white process: PX = −∞ SX (f )df = ∞
Lecture 9 13/22
White Processes cont’d
Thermal Noise
k: Boltzmann’s constant,1.38 1023 Joules/Kelvin

T: temperature in degrees Kelvin
N0
The value kT is usually denoted by N0 , so Sn (f ) = 2
The autocorrelation function for a white process:

−1 N0 N0
Rn (τ ) = F = δ(τ )
2 2
I If we sample a white process at two points t1 and t2

(t1 6= t2 ), the resulting random variables will be
uncorrelated.
Lecture 9 14/22
Example:
Let X(t) be a white noise and
r ZT
2
Y (t) = X(t) cos(2πfc t)dt
T
0
Find the power of the modulated process Y (t).

" #
T RT
RY (t1 , t2 ) = E T2
R
X(t1 )X(t2 ) cos(2πfc t1 ) cos(2πfc t2 )dt1 dt2
0 0
2
RT RT
= T E [X(t1 )X(t2 )] cos(2πfc t1 ) cos(2πfc t2 )dt1 dt2
0 0
2
RT RT N0
= T 2 δ(t1 − t2 ) cos(2πfc t1 ) cos(2πfc t2 )dt1 dt2
0 0
2 N0
RT N0
= T 2 cos2 (2πfc t)dt = 2
0
Lecture 9 15/22
Noise-Equivalent Bandwidth
white Gaussian noise ⇒ F ilter ⇒ Gaussian, not white
The filter characteristics determine the spectral properties of the

output process.
N0
SY (f ) = SX (f )|H(f )|2 = |H(f )|2
2
The power content of the output process:
Z ∞
N0 ∞
Z
PY = SY (f )df = |H(f )|2 df
−∞ 2 −∞
Define Bneq , the noise-equivalent bandwidth of a filter with fre-
quency response H(f ) as
R∞
|H(f )|2 df
Bneq = −∞ 2
2Hmax
Hmax : the maximum of |H(f )| in the passband of the filter.
Lecture 9 16/22
Noise-Equivalent Bandwidth cont’d
For a typical filter:
Thus,
2
PY = N0 Bneq Hmax
The noise-equivalent bandwidth of filters and amplifiers is usually
provided by the manufacturer.
Lecture 9 17/22
Example:
Find the noise-equivalent bandwidth of a lowpass RC filter.
1
Recall the frequency response for this filter H(f ) = 1+j2πf RC
Define τ = RC
1
Answer: Bneq = 4RC
Lecture 9 18/22
Bandpass Processes
Bandpass random processes are the equivalents

of bandpass deterministic signals.
X(t) is a bandpass process,

if SX (f ) = 0 for |f − f0 | ≥ W , where W < f0
We have seen earlier that bandpass signals can be expressed in

terms of equivalent lowpass signals
⇒ Generalize those results to the case of random processes.
Lecture 9 19/22
Bandpass Processes cont’d
Let X(t) be a bandpass process. Then RX (τ ) is a deterministic

bandpass signal. If X(t) is passed through the Hilbert filter with
1
impulse response πt , the output process is the HT of the input
process with
Z∞
1
mY = mX dt
πt
−∞
1
RXY (τ ) = RX (τ ) ∗ = −R̂X (τ )
−πt
RY (τ ) = RX (τ ) Exercise!
Parallel to the deterministic case, define
Xc (t) = X(t) cos(2πf0 t) + X̂(t) sin(2πf0 t)

Xs (t) = X̂(t) cos(2πf0 t) − X(t) sin(2πf0 t)
Lecture 9 20/22
X(t) = Xc (t) cos(2πf0 t) − Xs (t) sin(2πf0 t)

Properties:
1. If X(t) is zero-mean, then Xc (t) and Xs (t) are also
zero-mean.
2. If X(t) is Gaussian, then Xc (t) and Xs (t) are jointly
Gaussian.
3. If X(t) is WSS, then Xc (t) and Xs (t) are jointly WSS with

RXc (τ ) = RXs (τ ) = RX (τ ) cos(2πf0 τ ) + R̂X (τ ) sin(2πf0 τ )
RXc Xs (τ ) = RX (τ ) sin(2πf0 τ ) − R̂X (τ ) cos(2πf0 τ )
Note the cross correlation function is an odd function,

RXc Xs (0) = 0. This means that at any time instant t0 , the
rvs Xc (t0 ) and Xs (t0 ) are uncorrelated.
Lecture 9 21/22
4. Power spectrum of the in-phase and quadrature

components

SX (f − f0 ) + SX (f + f0 ), |f | < f0
SXc (f ) = SXs (f ) =
0, otherwise
The cross spectral density
SXc Xs (f ) = F[R
Xc Xs (τ )]
j [SX (f + f0 ) − SX (f − f0 )] , |f | < f0
=
0, otherwise
5. The power contents
PXc = PXs = RXc (τ )|τ =0 = RX (0) = PX
Lecture 9 22/22

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EEM 306 Introduction to Communications

Department of Electrical and Electronics Engineering

May 20, 2014

Let X(t) be a stationary process.

How can frequency-domain analysis techniques be applied to

Look at the input-output power spectra!

The power spectrum:

|XT (f )|2 E[|XT (f )|2 ]

Note that E[X 2 ] = 1/3 and lim T sinc2 (T f ) = δ(f ). Thus,

Theorem: If X(t) is a stationary process, then

We have seen that

In practice, we often encounter the sum of two random processes.

Taking the FT of both sides

Gaussian processes play an important role in communication sys-

Jointly Gaussian Random Variables:

I For a Gaussian processes, knowledge of the mean and

All frequency components appear with equal power!

A process X(t) is called a white process if it has a flat spectral

I Thermal noise can be closely modeled as a white process

k: Boltzmann’s constant,1.38 1023 Joules/Kelvin

I If we sample a white process at two points t1 and t2

Find the power of the modulated process Y (t).

white Gaussian noise ⇒ F ilter ⇒ Gaussian, not white

The filter characteristics determine the spectral properties of the

For a typical filter:

Bandpass random processes are the equivalents

X(t) is a bandpass process,

We have seen earlier that bandpass signals can be expressed in

Let X(t) be a bandpass process. Then RX (τ ) is a deterministic

Xc (t) = X(t) cos(2πf0 t) + X̂(t) sin(2πf0 t)

X(t) = Xc (t) cos(2πf0 t) − Xs (t) sin(2πf0 t)

Note the cross correlation function is an odd function,

4. Power spectrum of the in-phase and quadrature

The cross spectral density

5. The power contents

PXc = PXs = RXc (τ )|τ =0 = RX (0) = PX

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