Dr. P. S. Neelakanta EEL 4541: STOCHASTIC PROCESSES & RANDOM SIGNALS 6" April 2013 Topics: Types of Random Processes, Spectral Representation of Signals and ig “Aart rndom segue: (0) acon random varie X (8, (a discrete rondom variable. Deterministic and non-deterministic processes ‘the random character ofthe signal given by (6.1 is due tothe fot that we cannot predic Tae ete parameters Vand in ance, prior to the experiment. The fue values of ample fontion canst be predicted cx tom te observed pst ves and suck poss is called non-deterministc. romain proces, onthe hand, ions foc which he utr values of ny sample unsicn can be predicted from th past values. The random process whose realisations depends on a finite umber of parameters are sully called quasi-determinstic random process,Figure @ depicts the plots ofthe atoconelation ? rae Sat te ee eee XN aad Y[f] are obteined by tho ex- prssion Rorto)= XUN ol whose X[j] and Yj] are the two sequences, Rx) i oh pa Autocorrelation fncton ofthe sequance = {2,1,1,~hy—ln1y~I}= 2x2=48 Ostyyed 0 otherwise Example Anetgodic random process has an autocomélation function of the form 1? +36, Rx (0) og ‘ind the mean-square value, mean value, and variance: of this process, Solution:- 1 ‘Mean-square Value = X?, =Rx(0) =9 Mean Value X= Til) 25+ im 7 62544 sWer2 Variance’ of = x « (xy? H9-4=5 Example 6. 2 =o, we have shown that the random prosess X(t Bislnwt is wide sense slationary if = B = 0,04 =o and BAB] = 0, Lt Y¢ Asin wt be another realisation, Show ‘that X(t) and Y(¢) axe jointly wide-sense ‘stationery. Solution To show this we need to show that the eross-corelation function Rev (tt +7) is ‘dependent only on the time difference 7 = [fg ~t| and independent of the individual times ty == ¢ and ty = t +7 themselves, Now, Rav (ht-+7) = BIX (OY (t+ 7)] = Bl(Acoswt + Beinut)(B cosut ~ Astnet)] = BIAB coswtcos(ut + wr) + B sinut cos(ut + wr) A? coswtsin(wut + wr) — ABsinwt sin(wt + wr)] = BAB cos(2ut +-w7) + BY sinutein( it + wr) — AP eoautein(et-+ wr)] = BLAB] cos(2ut + w7) + E{B")sinwt coo(ut + wr) — BLA costutsin(.t-+ wr), As A and B have zero means and are uncomelated, B[AB| = 0. Also, BLA] = B{B"] = 0?. Then, Ray(ht-+1) = +07 sinus cos(ut + wr) — 0 coswtsin(ut +r) sinwr, ‘hich depends on 7 only, Hence, X(t) and Y(t) are jointly wide-sense stationary,13 Discrete Correlation Function Recall that the autooorslation fimetion of the signal X(t) is given by Rxx(e) [ * a(tatt — rat. ‘The discrete counterpart of this expression can readily be obiained by replacing the integration ‘with summation, the time shift r being replaced with an integer n. The appropriate expression for ‘the discrete autocorrelation function is given by Bxx(2) = Dj alileli~n) ‘where 2s] gives the sequence of digits and n indicates the munber of shifts relative tothe original sequence, Among the several propetties of the diserete autocoreation function, two important ‘ones are as follows: (@ Bven symmeny + Recxl = Rxx{[-n] @ Rxxlt}= So XY] =toey 0 Example . Considr the 7-digitdisoreto signal ¢ = {1,1,1,~1,~1,1,~1), Find the auto- ccorelation funotion and plot the result. Solution We wite the sequence by stulling empty positious with zeros, along wil the sequence shifted by one, two, ..., seven digits in the following columas. aj] ili --t 1-1 0 00 0000 n=l O11 1-1-1 1-1 0 0 0 0 0 0 efj-1) oor it iarttiatooooo n=8 000 1 1 1-1-1 1-1 0 0 0 0 ooa @itiead&st tat Bae 000 60 011 4-2-2 1-1 0 0 006 0 0 01 11-12-12 1-1 6 n OUR RDO RTL aed [Note thatthe product 2[jlo[j—] redueee to zero ato > 7. By taking the sus, we have, Axx()=14 1414141411157 Rux[l] =0+141-141-1-14+0=0 Ryx(]0+041-1-1-141404 Rxx[3] =0+0+0-1-1+14+140+04+0=0 Rxx{d) =0+0+0+0-141-14+04040+0=-1 Ryxl5] =0+0+0+0+0+1- 140404040400 Rxx!6]-=-2close together! because ths Time Ringo cannot change rapidly’ enoligh 1 be ely diferent Cn the other hand,e would expéct-to'find véry litle comelation betweetthé-values of the randon ‘Variables when the two time instants are widely sepatted, becouse almost any chat’ can take place, Because the correlation does depend on Kiow rapidly the values ofthe random variable can change with respect to time, we expect that this correlation may also be related to the manner in Which the enciay conten of randbi piGBeSs is siibited with respect (0 feduoncy. This ig because atthe instion inthe lippreciable- enény’at high fkegudiies in ofder tote able to random variables come from the same agin process, this funtion be known asthe auto conelation finétion. If they come from different random processes, it will be called the ‘rosscorreation function, Correlation Function and Its Properties ‘The correlation function of two random processes determine the extent to which they are statistically related to each other. We first explore here the propeties ofthe autocorrelation function. Autocovariance function Fora random process X(t), the auto covariauce of two random variables Xj = a(t) and Xo = ‘2(t2) defined by the processes at times t and fa, is given a5 EX (ta) ~ rm(ta)H{X (ta) ~ m(to)}]- Cxx(tyta) = If the covariance function depends only on the time difference + = [tz ~ ti], then for the time assignments f = ¢ and tg = ty +1, we have, Oxx (th, ta) = Oxx (t+ 7) = EIEX() — mh HAC +7) —m(t +7)}]. ‘The right side of (6.26) can be expanded to yield ELX (1) X (ta) ~ (tr) X (ta ~ ta) X(t) + (ta }mn(ta)) = E[X (ti) X(ta)] — (ts )ELX ta)] — (ta) BX (t)] + mlts)m(ta) = BIX(t) X(t) - m(ts)mltn). ‘We define the autocorrelation function Rex(tryta) = B[X(6)X(t2)) and thus with the time assigaments t = ¢ and tg = t) +7, Rex(t,t-+7) = BIX(OX(t +7). ‘The covariance function then takes the form Oxx (tayta) = Oxx(tyt +7) = Rex(tt+7) —m(tm(t-+7).For the requitement of the wide-sense stationarity, the autocorrelation function Ryx(tt+7) sould depend on the time difference 7 = [fg — ta|, and then Ryx(tt-+7) = Rex(s) = XOXE+ ‘Various properties of the eutocorrelation fiction are as follows. @ [Rxx(o)| $ Rxx(0) = Blol@a(0)] = BPO) = ‘of this function at aay 7 does not exceed ‘the value Gi) Rx(r) = Rex (-7), that is, BIXOXE + 7) = E|X()X(¢— 1); the autocorrelation Train shows even symmetry. This stems ftom the definition of tho stationary random process. power in the process. That is, the value atr=0, Bei Cross-covariance function Totlowing equation (626), we can define the cross-ovaranse faction of two processes, x@) and Y(t) as Goer (tata) = BKC) — meOHY (a) ~ mal ‘or steratively, Gry (tute) = BLK (H)¥ (ta) ~ mary — MyM + mary = BX (t)¥ ta) — BRIE a) ‘We desine the orss-conelation fiction of two random processes, X(t) and Y(t) as Racy (tata) = BIX(H)¥ Ct). For the time assignment fy = 1 é2 = th +7) We have, Rey (t+r) = BIXOY (+7) “The eross-covariauce function (6.34) then takes the form Cuv(t-+7) = Revitst +7) - BXOEN E+) ‘Again, forthe Jon wideseso stationary, Fc (t¢-+7) mut be independent of he nes ary ath it mst depend only on the te dlience + = [tat] The, a in the eres notation, (636) takes the form Ryy(r) = Rxv(ht +7) = BIKE) Yet)Suppose thatthe random processes X(t) and Y(t) are statistically indspendat in the sense that X(t) and ¥ (¢-+7) have the two-dimensional PDF given by Lxylolt)),ve+7)] = fx @O)A oe +7). invespective of the real number 7. Then, the covariance finction (el) —mmatateyae [" e741) ~n gett Mle +2)= ‘hich means thatthe two processes are uncorrelated, X(t) and ¥ (1) being wide-sense stationary, soot Rxy(r) = matty. 59 Properties of cross-correlation function @ Rxv(-7) = Ryx(r) (oymmotty of Rxv(7) Ray (-7) = BOY (t= 2)) = Xe +7) C= BOX +N) Ryx(r) = BY OX(t+7)] @ Rav < Rex ORO ‘From the above inequality, E[Y(t +7) - X(t)"] 2 0, or, B[Y%(t-+7) + X%(¢t)— 24+] 20 or, BIY%(t +-7)] + BXV(O] -2HIXWY(t+7)] 20 or, Rxy(0)+ Rxx(0) ~2Rxy(r) 20 which implies that Gi) xr S 3 iRxx(0) + Rv (0) Example 4.6.1: ‘A random process has sample functions of the forin X= A ostst 0 elsewhere where A is @ random variable that is-unifommly distibited form - 12° to 12, Find the ‘autocorrelation function ofthis process. Solutios:- “sas 12 otherwise “2s mas 12 otherwise faa) = -nsXi, X2<12 otherwiseProblem ‘A sample function of the random process is defined by: X(t) = A cos(at + @) where A. ‘and o are constants and 0 is an RV in time with a specified probability distribution. That is, O has different values at different t, Suppose the sample function as above is observed at three different time instants and found to have the following values: X(0) ~ 0, X(1) = 18and X(2) = 0 and there are no ‘eros between t= 0 and t= 2. Find (a) values of A-w and fs (0) X(2.5) =? Solution: HOO SA Cost HO. ae KO) = ‘ACos8 =0 (2) = ACos@w + 8) =0 XC) = ACostw +0) =10 Dr ACos w Cos ® -ASinWw SinO=10 viene 0 “-ASinvy Sin 0 10 ‘ X(2) =A CosQw + 0) =A Cos 2w Cos} - A'Sin2w Sin? =O -A.Sin2w Sind =0 easing = 100+t Hs) me “7 - — gs) jy xn) =: to Xy.9) 2st) te ‘An ensemble of realisations of random process Stationarity and Statistical Independence Jn veiw of obtaining the statistical properties of the stochastic process, a deep knowledge of the distribution function Fx (21, 2a, --+» wi tts tas sty) is required for every ai ty and NV. For trany practicl applications three momert functions of lowest oder ar of prin moran ‘Those are the expected vale, the variance and the sutocorelation fonction of X(t, Expectation or mean ‘The moan m() of X(t) isthe expected value of the random variable and given Py te formula (p= 21x(9) =e =f 2hx(esnes the averaging being performed over the entre process of realisation. Variance ‘The variance o2() meanores he spread ofthe individ eaitios ina fixed seston out hie sean and is given as fe) = BUX) — Ub) = RO = MOP = iB [X(@)—mOPfx(@, ee. %Statistical independence ‘Tworandom processes, Xi() aud (2) axe sei tobe statistialy independent ifthe rx? menbers ie enoumble of X(0), thats, X(t), X a) X (ty), ae independent ofthe grosp members ¥(E), Y(t), --+s¥ hy) of VE) for all us and fs this case, the joint density Function is Soy (ayes Yayo dnb g ts Hy oorth fly oss tity esos tw) Fy (tyes Ua thoe ath Stationary random processes ‘The tenn stationarity refers to the foot that the staticalcharcteratcs of « rom ces remain imo, We now distinguish the two clases of stationary, namely stit- venae statonary ($88) (also called narrow-sease stationary) and wide-sensestationaity (WSS) « sX random process is said to be narov-sease stationarity if its statistical properis re invariant aaa the tne acate. This means that X() and X(¢ +) have the same stasis for any 7 ito proves follow narow-sease (Src-seas) stains. In this ease the fst arder density ‘function satisfies the condition dx(eisth) = fx(@ith +7) for any ty and any real suber 7. Since fx (euth) is independes of, he mean values ofthe poses is constant hat B[X()] =X = constant. 'A random proces i sid tobe stationary of exer 2 if is second-order density function satisfies the condition farlorajtayta) = fx (easaais +r +) for any 1. In particular, if we set 7, = —ta, We have, Jalon, saith, ta) = x(@rsait)» T= tee ‘random viable si obo sina to order its Nth order density funtion be vant ‘under a time shift 7. freltry..y2nithy stn) = fxr wetuih + t)-ote +7) 7 forall an Correlation Theory Autocorrelation function “The axtoconelation fimetion Rocx (sta) of te mndom process X(t) isthe expected value of [X(ta) — ruts) (Ca) — mbt). That is, tits) = J [lets) melts) (atom zit ender ‘The autocorrelation function is a function ofthe time diference [tz dn the abslute times f, and fa, Ths gives the measures of how X'(@) hat at time ty inthe statistical sense, A comparison of equations = th] and does not depend (69) end (6.10) reveals that the da a function it numeral equal he variance of te random process when ‘he ine sections coincide. That is, AQ) = Rxxltrsta)|a) Wide-sense stationarity ‘A stochastic process X(#) is said to be wide-sense stationary ifts mean m and the variance -mtopendet of tine but the avocomelstion fasion only dependent on th dine trace r= [ty ~ tah That a, EX (0)) = Xe) = m = constant BU) — m(e) constant Ryxltyta) = Rxx@), T= lal Example 1 Let the random proctssX(¢) be wide-songe stationary, Show tat ok = Rxx(0) = Rxx(7). Solution We can write the inequality {R= aP=TE)—a} 0 or x(t) = me ~ AR = TRE FA) + TXT) m2 0 or 0% —BRxx(r) +020 (Xt) —mP? =[ktF7)—7) (because of wide-sense stationarity) 0% 0% 2 Rxx(7)- Now, Rxcx(0) = 1 Om] = K- ml = ok $0, o% = Rxx(0) 2 Fexx(7)- Hence the proof. Example. 2A random process X (2) i formed by realisations ofthe fom alt ayn hated ve fied suber and Xo random varele tiotedin an ay fasion. Show thatthe random process is non-steionary. Solution ‘The expectation or mean of the process ie = K=Focos(uot +40) ana tis will be indopendent of time when To = 0. So the process is non-stationary. Example {3 Tn Example 2 if Xp and up are constants but the phase angle i «random ears wiermly disnbuted over the ntervel —7 S go < Jus the sitions. Solution ‘The PDF of the phase angle is ‘and the expectation of the process is + - 7 X = Ko coal Fo) = ifs Xo co8 uot + Go) edd = 0. ‘Similarly, the variance is (i) = FAW = XG cost ek + 40) = X}.The autocortelation function Rexx (tas ta) = BlXo cos(uot + do) Xo coolant + wor + He) = 28 sheonupr + cnstnt + aor +24) - Lag emu + 92 jon Qunt + or +0 = PG cosuyr. ‘Thus the random process salitie all the conditions of wide-sense stationarity, Example 4 Let X(t) be a wide-sease stationary proccss with the autoconelation function Rxx(r) = Aew*l"|, Find the second moment of the random variable X(t-+5) ~ X(¢+3). Solution Clearly, B{[X (b+ 5) ~X(t+3)P} = E[X(¢+8)] + BLX(6+3)) - 2BLX E+) C+) = Ryx(0) + Rxx(0)—2Rxx(2) = 2A ~2Ae7* =2A(1—e%), since Rxcx(0) =A. Example 5 Consider the random process with realisation 2(t) = Acoswt + Bsinut. For the process X(t) to satisfy the conditions of wide-sense stationarity, the necessary and suflicient ‘condition forthe random variables A and B are: e) A= B =0, (6)c4=o}, (0) AB =0. Prove these, Solution ‘The mean ofthe process should be independent of time, Now, EIX(1)] = BlAcoswt + Bsinut] = BlA coswt + HIB) sinwt. For time invarianey, B{A] =A = 0 and BB] = B = 0. This proves (9). Since X(t) is wide-sense stationary, E[X?(0)] = E[X?(n/2u)] = ROO). But 2(0) =A, o(r/2u) = Bs hence B[4?| = B{B%| or, 0% = of. That proves (b). Also, EIX(t+7)X()] = Bl(Acosut + Bsinut){Acosw(t +1) + Bsinwlt-+)}] = E{A*cosut cosu(t +r) + Bsinutsinu(t +7) + ABsinust cosu{t+ 1) + AB cosutsinu(t +7)] 2 2 2 ert omnuthoorur Fen aut enor B Psion P +7 (L~ cos2ut) easier + F-sindutsinur + ABsin(Qut +27) B cosur + coswr + BAB snl 2t+7) = oF coswr + BIAB|sinu(2t-+7). This must bo independent oft, and hence 13/4] =0, This proves (0).Time Average and Ergodicity ‘A stationary random process X(t) is said to be ergodic ifits ensemble average and time averages are the same. Most of the random process in telecommunicetion system applications are ergodic, “Time averaging is performed over a single realisation 2(t) whose duration tens to intinity. This means that the sample functions of the processes are presumed to exist for alltime, For a specific ¢, and a given real stationary process X(t), we wish to esimate its mean m= B[X(Q)] The time everage is given by m= (ot) = X= md Epatna — (%) (:) implies time-averaging, ‘The variance of the process is (X(t) -m)) = (2) —m? Since (c(t) gives the mean power in the realisation 2(t) and m? is the power ia the constant term, the variance shows the power in the pulsating component ofthe ergodic process, ‘Another averaging quantity of interest is the autocorelation function given by (Rexx (r)) = ([o(t) ~ mllX(b +7) ~ ml) = (o(t)a(¢-+1) — m{X(¢ +7) + Xe} +m?) = {a(t)x(t-+7)) — 2m? +m? See le amet ie = jim af, (tat + rat — mk Equations ( he +) aod (1) above yield two numbers fr fixed value of + for anyone sample function 2(t) ofthe process 2). However, considering all the sarape functions, the time average {e() and (Rxcx(r)) sre both random variables. By taking the expected valne of Bq, (6x80), we have the results, i a xoa| BAR] = Bllo(t)) = B [ene 2 iP = fin ge [x= pie zp [Re And BilRxxtNI= 55 iE FBX it- mt = Rxx(r) ‘The time averages then equal the statistical averages, Wide-sence stationarity is the prerequisite of the random process to be ergodic. A sufficient con- ition for ergodicity is thatthe autocorrelation function should tend to zero as the time translation ‘increases without bound. That means, Bm Rxx(r)=0.Mean ergodic processes Given a real stationarity process X(t), oie ‘We wish to etimate its moan m = [X(t]. We fast find m= (X(0) = iL : X (Ode Clearly, me is the random variable of mean ‘Then m; is an estimator of m calculated ftom a single realisation of X(t). The proves is said to bbe mean-ergodic fits ime average re tends tothe ensemble average m as ‘7 — oo. The sufficient condition for this i that the variance o 0.28 T +00. Example . > ‘A random process has sample functions ofthe form X) =A ‘where Ais a zero-ncan, Gaussian random variable having a vasiance of 4 ()Isthis process stationary in the.wide sense? (b)Is the process ergodic? Solution; Bue it EX] = EIA} = 0 Eexnyxcey] = BAY) o = + [ELXCOF Hence it is widesense stationary. ¥. ” ea og LP Ho #4 a nies Ltn 3 im 12 f v"nde = hima” = a . edie per ph ‘Therefore, itis:not ergodic.Spectral Representation of Random Process Since a single realisations 2(¢) of the random process X(t) is deterministic fiction, is spectral ‘ropertis are contained in is Fourie transform Su) given by Seto) = [aera {Note that Fourier transform of X(t) is represented by Sy (w) instead ofthe conventional notation X(w) to avoid the confusion with the random ‘process nomenclature X(t). Given 8x (ww), the individual realisations «() can be recovered by the inverse Fourier transfor- mation as : 2) = t Sloot taw = fa Spe". ‘Tao entre ensemble of the realisation X(t) can be obtained by knowing the (ts. We stress ‘here that the relation (7.1) gives the spectral representation of the random process. Note that one ‘ealisetion in time domain is related to another realisstion inthe frequency domain Power Spectrum of Random Processes Jn order to find the power spectrum of a random process X(t), lt us consider & small section of the realisation «r(t) of z(t) over the time limit ~T' and . That is, a(t), -T aden Po) = e [t= z [ . a as ‘The above expression does not represents the power in the entire sample,To obtain the average power Pxx for the entire process, we must consider the entire tims span that is, the duration 2° — co. Considering the entire duration for a given realisation, the expected value of that power gives the average power, Thus, Lf tn ap [, PPO sim, PP) Px; 1 tin, USO, on ee ee ee a ‘We now define the power spectral density (PSD) Sy-x() ofthe random process X(t) by = tim Ele? Sxx(o) = fin, AO ‘The equation (7.7) then can be waten as fe Pex axe [ Sxx(oe, which shows that the mean power in the stationary random process is the sum of the contributions from all frequencies. Example For the random process X(t) = Asin(ust+8), where A and up are real constants and ¢ is @ random variable distributed uniformly in the interval 0 < ¢ < 7/2, find the average power Px in X (0), Solution There are two ways to find Px in X(t). One way isto ealoulste B[X2()] and then take the time average. The ofherapproech isto find the power spectrom density and integrate it ‘overall frequencies. First approach EXO] = Beate + 9] = 5 & cont +26) 7 4-4 4° appeal 20 A AP [oin(Quot +29)]"! Ecc laearea irae oo _¢ = FF pancaunt +2) —sin2ant| = 2-H ainda. Since B[X?(t)] is time dependent, X(t) is nota wide-sons stationery process, Finally, we perforas ‘the time average: maf. EUX*(0)] = im aa. es 2 sna at B Px: 16Second approach le We find 4 sree [i aaneasoemiena sect eam Ae | giro Ase [7 = Get if tote. fet if * eee oy? Aes teeny? A = Aw [e 3° Leo) ara 2 3 ES ay o | rm e ss ie) = ATE sino -w)T _ AT sgsinlon tu) 7 wor 7° wre 0% Sp(w) = 5AT [reese set! ‘Thus, (Sr(w)|? = (GAT)(—3. 8in(e—uo)T | ggsin(w + o0)T" Isr)? = GATI sat) |e aoa sentie te nse Sin(o— wo)T sgsin(a + oo) 4 [ ena)? oer | z ‘Autocorrelation and Power Spectrum Relationship Ite consider a stationary random process X(t) of zero mean, that is, K(é) =0, thea i satisfied for all ¢. Thus 3() vere sttioary random process must have a zero mean at all fequenc x= % [_Hoeae=0 = 0, This mons that the spectrum of individual realisations In order to derive the ooo ane tween he etocneiaion function and power specu, wo fit Gd he conde Fv tecoelation function Recx(r) depends solely on the tine shit r between the sections of the realisations. For a complex process, the seal and {imaginary parts must be considzred seperatoly. Since the realisation 2(t) is areal signal, . a=20= z £ Swede - ‘The autocorrelation function is Rexx(s) = BX (OX +7) = BONE 1) -8ly fe stud [sone]af i EIS(w)S*(w"Jeh*"e8 Made! ay. = ip [ee [ato ent au ‘The term E[S(w)S*(w')] represents the autocorrelation function of the random spectrum. Since Rxx(r) be independent of time and we must have AS)" ()) = eS o)6lo 0. “The factor Sy-x (is) was termed easier asthe power spectrum ofthe process X(¢). Thus, Rexlo) = ap [obra f” artex(uitu— whole! “a [ Sxx(u)e"dw, So, the autocorrelation function and power spectrum of a random process (satiooery) form a Fourier transform pait: Rax(r) > Sxx(w) fe Ruxlrle™"dr, ‘The expressions (713) and (7.1%? are usually refered to as the Wiener—Khinchin (W-K) theorem after the great mathematicians Wiener and A. Khicchen. ‘The power spectrum of a stationary random provess is always real and oes not provide aay phase information between individuel realisations. Thus, i is impossible to reconstruct any reali- sation of a random process from its power spectrum and Sxx(v) Properties of power spectrum ( The power spectrum is real end non-negative, That is, Sxx(w) 20. “The power spectrum is even function (symmetris) of w. Sxx(—w) = Syex(w) for X(0) real. So the Fourier transform pair, "0 1 (7.15), ean be written as Sxx(u) coswrdesand lq Sxx(w) =2 f ” Rax(r)ooswrdr. ‘Tho change of limits of integration includes the multiplying factor 2. We now introduce here the one-sided power spectrum, G3xx(w), ofa random process (X(t) by Sax) for w>0 Gxx(w) = ° for w <0. ‘This also defines the mean power in the process per unit frequency interval. Tho one-sided power spectrum makes it possible to express the variance of a stationary random process es an integral ‘over the positive frequencies: Pm [cxxtoyae Its now expedient to introduce the bandwidth of the power spectrum. Effective bandwidth Suppose that the random process X(t) in question is a lowpass process and has the spoctal ‘components decreasing in magnitude at higher frequencies, shown in Fig. 6.1(a), in which case the spectral components are clustered near «= 0, The general shape is also shown in Fig. ®1(b), ‘where the spectrum atiains peak at w 70. In either case one can find Gna (he maximum value of the spectral components. ! Gyfo) @ Fig. @1 Power spectral density: (4) low-pass process whare the spectral component ae clustered ear w = 0, (0) general process.20 For mathenoatical simplicity, one can relate this rendom process with another random process that has a constant power spectrum, Gnaxs Within the frequency band Awe such thatthe mean power is the same in both the process. That is, Gmucier =” Grad, om, Aue = fi Gxx(u)d ‘The expression is frequently used in engineering calculations for finding the bandwidth, The bandwidth can be defined in more than one way, RMS bandwidth Since Sy-x(u) is not a density function in general, the area under the curve in not waity, By dividing 5.x (w) by its area, one can define a new function (normalised power spectral density) analogous to the density fiction, Example 7.2 A random process X(t) has the exponential autoconelation function given by ire, Rxx(r) = ‘here aris some rel and positive parmneter and o° isthe standard deviation. Find the power specttum of the proces. Solution The power spectrum is given by [ EE Ryx(ree"dr =o? f. ede 0? [ * prerever Sxx PIMP | gertortr afi ot, aft 1_] tao? a= jo | Ora ‘The one-sided power spectrum is thus (by (7.20)), Gxx(w) Sx) 2 ee. ‘The autocorrelation function and the corresponding power spectrum are shown in Fig, {Rao es) re 20% 0 tT 0 ee @ © The autocorrelation function (a) and power spectrum (b) of Example”2i C2: NOISE Receiver Threshold Carrier-to-noise (CIN) is. probably the most important parameter considered when evaluating the performance of a microwave communications system. The minimum ‘wideband carrier power (Cpjx) at the input to a receiver that will provide a usable baseband output is called the receiver threshold or, sometimes, receiver sensitivity. The receiver threshold is dependent on the wideband noise power present at the input of a receiver, the noise introduced within the receiver, and the noise sensitivity of the baseband detector, Before Cy, can be calculated, the input noise power must be determined. The input noise power is expressed mathematically as N=KTB whore N= noise power (W) K = Boltzmann's constant (1.38 X 10°? /K) ‘T= equivalent noise temperature of the receiver (K) (room temperature 290K) .B = noise bandwidth (Hz) Exprossed in dBm, Naam = 10g ST = oiog AE + ing 8 For a I-Hz bandwidth at room temperature, N= 10 tog 1222 174 Bm. =174 dBm + 100g ‘Thus, Nesom Example FFor an equivalent noise bandwidth of 10 MHz, determine the noise power. Solution Substituting into Pauation 17-5 yields N= ~174 dBm + 10 og (10 x 108) = =174dBm + 7045 = ~10¢¢Bm IF the minimum CIN requirement fora ressiver with « 10-Mile nese bandwidth i 24 4B, the ‘minimum receive carrier power is . ‘his nda that ¢ minimum watt power of 2395 dBm 216 Wj ‘ 216 W) i ried to achieve & catia of 4a wih sem gin of 11395 an bai of 1Carrier-to-Noise Versus Signalto-Noise Carrier-o-noise (CIN) isthe ratio of the wideband “carrier” (actually, not just the cartier, ‘but rather the carrie and its associated sidebands) tothe wideband noise power (the noise bandwidth ofthe receiver). C/N can be determined at an RF or an IF point in the receiver. Essentially, CAN is a predetection (before the FM demodulator) signal-to-noise ratio. ‘Signal-to-noise (SIN) is e postdetection (after the FM demodulator) ratio. At baseband point in the receiver, a single voice-band channel can be separated from the rest of the ‘baseband and measured independently. At an RF ot IF point in the receiver, it is inpossible to separate a single voice-band channel from the composite FM signal. For example, atypical bandwidth for a single microwave channel is 30 MHz. The bandwidth ‘of a voice-band channel is 4 kHz. C/N is the ratio of the power of the composite RF signal to the total noise power in the 30-MHa bandwidth. S/N is the ratio of the signal power of a single voice-band channel to the noise power in a 4-KFlz bandwidth. Noise Factor and Noise Figure [Noise fctor F) and noise figure (NF) ace figures of mect used to indicate how much the signal-o-nose ratio deteriorates asa signal pases Grough a circuit or suis of cious Noise facor is simply e ratio of input signal-to-noise ratio to output signal-to-noise ratio In other words, a ratio of ratios. Mathematically, noise factor is input signal-to-noise ratio. antput ignal-o-nlse ratio est sto) [Noise igure is simply the noise factor stated in dB and is a parameter commonly used to indicate the quality of receiver. Mathematically, noise figure is = toto inp sina-to-oise ratio, NF = 10105 stip signal-to-noise rao? or NF = 100g F Tn essenee, noise figure indicates how much the signal-to-noise ratio deteriorates as 4 wavetorm propagates from the input to the output of a circuit. For example, an fxoplifr with anole figure of 6 dB means thatthe signal-to-noise ratio at de ouput is 6a les than it was atthe input If circuit is perfectly noisless and as no additonal noise tothe signal, the signa-o-aciso ratio atthe outpt wil equal the signal-to-noise ratio the inpot, For a perfec, noiseless circuit the noie factors 1 andthe noise figure ae FIGURE (2398 Tote! noise figure Zh ‘An electronic citeuit amplifies signals and noise within its passband equally well ‘Therefore, if the amplifier is ideal and noiseless, the input signal and noise are amplifed the same, and the signel-tornoise ratio at the output will equal the tignal-to-noise ratio at the input. In reality, however, amplifiers are not ideal. Therefore; the amplifier adds internally generated noise 10 the waveform, reducing the overall signal-to-noise ratio. The most predominant noise is thermal nose, which is generated Jnall electrical components. Therefore, all networks, amplifiers, and systems add noise to the signal and, thus, reduce the overall signl-o-noise ratio as the signal passes through them.23 A ‘When two or more amps are cpscaded as shown in Figure ¥58%, the toa noise factor is the accumulation of the individual noise factors. Friiss' formula is used to calculate the total noise factor of several cascaded amplifiers. Mathematically, Pee formalais RoI Penn apeaaaas ae total noise factor for eascaded amplifiers aise factor, amplifier 1 noise factor, ampli 2 noise factor, amplifier 3 nose factor amplifier n power gui, amplifier 1 power gain, ampier 2 power gein, amplifier n ‘Note that (0 use Friiss’ formula, the noise figures must be converted to noise factors. The toa noise figure is simply NF) = 100g Fy Ian be seen thatthe noise factor ofthe frst amplifier (NF) contibuts the most ‘oward the overall noise figure. The noise introduced in the first stage is amplified by each ofthe succceding amplifiers, Therefore, when compared to the nse inttoduced In the frst stage, the noise added by each succeeding amplifier is effectively reduced bya factor ‘equal to the product of the power gains of the preceding amplifiers. ‘When precise nose calculation (0.1 dB or less) are necessay it is generally more convenient to express noise figure in terms of noise temperate ot equivalent noes temperature rather than a8 an absolute power (Chapter 19). Because noise power (WY) i Proportional to temperature, the noise present tthe input to a devie ca be exprsaed ag 4 fimetion of the device's environmental temperate (7) and is equivalent noe temperature (7). Noise factor can be converted toa term dependent on temperature only Sloe et ge Bm) Let b&b N= mie power abled yang plier efaed wap ‘Then Na= KIB car a : FIGURE 42538 Noiee figure asa tn oes where 7, is the equivalent noise temperature. Let LN, = total output noise power of an amplifier ‘N, = total input noise power of an amplifier A= power gain of an amplifier ‘Therefore, N, may be expressed as Nom AN + AN, and N,= AKTB + AKT Simplifying yields N,=AKB (T+ 1) and the overall noise factor (F,) equalsExample . A Jn gue Me NP, = NE, = NF, re gy Solution Substitng io Equation MS (Ve Al ga and mise factor are given in bole vas) ite dB and A, = Ay = A; = 10dR, Solve forthe total noise Rat, p-1 BOR tare eae =1,2-1 Not siya et NFp* 10log2.11 =3.24aB ‘An overall noise figure of 3.24 dB indieates thatthe SIN ratio at the ouput of Ay is 3.24 Bless than the S/N ratio atthe input to Ay Feat The noise figme of « receiver must be considered when determining Cyigs The noise figure is included inthe system gain equation as an equivalent loss. Fsscntaly, a sain in the total noise power is equivalent to a corresponding loss in the signal power) | Exemplo Refer to Figure 17-16. Fora system gain of 112 dB, a total nose figue of 6 dB, sn input nose Pover of -10$ dBm, and» miniown (S/N)au of the FM demodulator of 32 €B, detenine the Iminirum receive carer power and the minimum transmit power Solution To achieve a SMV ratio of 32 dB out of the FM demos, an input CIN of 15 dB is required (17 dB of improvement due to FM quieting) Solving forthe receiver input cairo noise ratio gives See Cae = 15.48 +6548 = 21.548 106 in 4 FIGURE 22535 System gain for Example 17-6 (aN so en am ffm woe [eel iy me ae a amp Pi f=8GHr Crninl) NF «4.26 dB al a sear aay sre, Soe D> FIGURE 3 Systom gain for Example Uy. 209 -~z_) Aes} Merwe | owe] ng Bxsebandout rer ‘oie recover i amp FY Coot nt seo ee( eG (e)| Por od is numa The frocess HUH 15. Ergodic Poe(2) L. 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