EEM 306 Introduction To Communications: Department of Electrical and Electronics Engineering Anadolu University
EEM 306 Introduction To Communications: Department of Electrical and Electronics Engineering Anadolu University
Lecture 9
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
RXY (τ ) = RX (τ ) ∗ h(−τ )
RY (τ ) = RX (τ ) ∗ h(τ ) ∗ h(−τ )
Lecture 9 3/22
Random Processes in the Frequency Domain
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 →∞
1
SX (f ) = δ(f )
3
Lecture 9 5/22
Power Spectrum of Stochastic Processes
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
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
RZ (τ ) = RX (τ ) + RY (τ ) + RXY (τ ) + RY X (τ )
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
Lecture 9 10/22
Gaussian Processes cont’d
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
Lecture 9 12/22
White Processes
Thermal Noise
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
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
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
1
RXY (τ ) = RX (τ ) ∗ = −R̂X (τ )
−πt
RY (τ ) = RX (τ ) Exercise!
Parallel to the deterministic case, define
Lecture 9 20/22
Bandpass Processes cont’d
SXc Xs (f ) = F[R
Xc Xs (τ )]
j [SX (f + f0 ) − SX (f − f0 )] , |f | < f0
=
0, otherwise
Lecture 9 22/22