Lecture 16

Statistic characterization of Random
Variables
The cdf or pdf are sufficient to fully characterize a random
COMMUNICATION SYSTEMS variable. However, random variable can be PARTIALLY
characterized by other measures.
Lecture # 16 Expected value or mean (1st moment): E [ X ] X xf X ( x )dx
Mean-square value (2nd moment): E [ X 2 ] x 2 f X ( x )dx

31st Mar 2007 Central Moments
Variance E [( X X )2 ] var[ X ] 2
X (x X ) 2 f X ( x )dx
Instructor
WASEEM KHAN var[ X ] = E[ X2 ] E [ X ]2
Standard deviation STD [ X ] X var[ X ]

Centre for Advanced Studies in Engineering
3rd, 4th and Nth moments can be calculated but first two are the most useful.
Some Important Distributions Gaussian Distribution in Matlab
Rayleigh distribution Gaussian distribution* x = -4:0.01:4;

g = exp(-x.^2/2)/sqrt(2*pi);
N = 1000000; % number of random values
y = randn(1,N);
h = hist(y,x);
plot(x,g);
hold
plot(x,h/10000,'r');
legend('Gaussian distribution', 'pdf of random numbers');
fX(x) =
*Gaussian distribution is also called normal distribution
Autocorrelation Autocorrelation
Correlation is a matching process; autocorrelation refers
to the matching of a signal with a delayed version of A plot showing 100
itself. random numbers
Autocorrelation function of a real-valued signal x(t) is with a "hidden"
defined as: sine function, and
an autocorrelation
of the series on the
bottom.
The autocorrelation function Rx( ) provides a measure of

how closely the signal matches a copy of itself shifted by
units in time.
Rx( ) is not a function of time; it is only a function of the
shift in time i.e. .
1
Random Processes Statistical Averages of a Random Process
A random process X(A,t) can be viewed as a function of Statistical averages for a random process are calculated
for particular instant in time.
two variables: an event A and time.
First moment or mean of a random process X(t) is
For a random variable, the outcome of a random
experiment is mapped into a number. E [ X ( t i )] X (ti ) x ( t i ) f X ( t i ) ( x )dx
For a random process, the outcome of a random
Autocorrelation function of the random process X(t) is
experiment is mapped into a waveform that is a function
of time.
R X ( t1 , t 2 ) E [ X ( t1 ) X ( t 2 )] x1 x 2 f X ( t1 ), X ( t 2 ) ( x1 , x 2 ) dx 1 dx 2
Here fX(t1),X(t2)(x1, x2) is the joint probability distribution of

X(t1) and X(t2).
A Typical Random Process Stationarity

A random process X(t) is said to be stationary in the
strict sense if none of its statistics are affected by a shift
in the time origin.
A random process is said to be wide-sense stationary

(WSS) if two of its statistics, its mean and autocorrelation
function, do not vary with a shift in the time origin.
E[ X (ti )] X (t i ) X for all ti
R X (t1 , t 2 ) R X (t 2 t1 ) for all t1 and t 2
Energy and Power of Signals Noise in Communication Systems

Energy is calculated usually for a finite-duration signal,
which is called energy signal. It is given by Noise is the unwanted signal added to the original signal.
Ex Noise can be generated by galactic objects such as sun,

stars, etc., switching transients in electrical equipments,
Power is the rate of energy delivered per unit time. Power thermal motion of electrons in electronic components,
is generally calculated for an infinite-duration signal. It is such as resistors, wires, etc.
given by
Out of them thermal noise is the most prominent.
Thermal noise is a zero-mean Gaussian random
An energy signal has finite energy but zero average power. process.
Power signal has finite average power but infinite energy.
2
Noise in Communication Systems White Noise
A zero-mean Gaussian random process n(t) is described A characteristic spectral feature of thermal noise is that its
by its density function given by power spectral density is the same for all frequencies of interest
in most communication systems.
It is called white in the sense that it contains
all frequencies; same as white light contains
all frequencies in the visible band.
Power spectral density of thermal or
Gaussian noise is
N0
Gn ( f ) watts/ Hz
2
Here the factor of 2 is included to indicate that the Gn(f) is a
two-sided power spectral density.
The average power of white noise is infinite.
AWGN channel Effect of Noise

Noise when added to the information signal, may cause
A channel which adds Gaussian distributed white noise errors in the received information bits.
to the signal is called Additive White Gaussian Noise Bit-error rate (BER) is the basic criteria to check the
performance of a communication system.
(AWGN) channel.
The term additive means that the noise is simply Usually BER is plotted
against Eb/N0.
superimposed or added to the signal.
Eb is the bit energy
This channel affects each transmitted symbol (Eb = S . Tb)
independently. where S = signal power
Such a channel is called memoryless channel. and Tb = bit duration
3
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Lecture 16

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Statistic characterization of Random

Mean-square value (2nd moment): E [ X 2 ] x 2 f X ( x )dx

Standard deviation STD [ X ] X var[ X ]

Some Important Distributions Gaussian Distribution in Matlab

Rayleigh distribution Gaussian distribution* x = -4:0.01:4;

*Gaussian distribution is also called normal distribution

The autocorrelation function Rx( ) provides a measure of

Here fX(t1),X(t2)(x1, x2) is the joint probability distribution of

A Typical Random Process Stationarity

A random process is said to be wide-sense stationary

E[ X (ti )] X (t i ) X for all ti

R X (t1 , t 2 ) R X (t 2 t1 ) for all t1 and t 2

Energy and Power of Signals Noise in Communication Systems

Ex Noise can be generated by galactic objects such as sun,

AWGN channel Effect of Noise

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