Noise in Square Law Detectors

On the Theory of Noise in Radio Receivers with Square Law Detectors
Mark Kac and A. J. F. Siegert

Citation: Journal of Applied Physics 18, 383 (1947); doi: 10.1063/1.1697662
View online: http://dx.doi.org/10.1063/1.1697662
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On: Sat, 10 Dec 2016 20:40:46
of !J; and 8 in a homogeneous manner. Accordingly, the time scale is irrelevant and the angle
of twist U may be taken as measure for the time.
Thus,
a [ a ( 1 a!J;)]
ax Aau A ax
a (1
a!J;)] =
+-a [ A--
ay au
ay
-2G o (33)
Considered as an equation for !J;(x,;v, e), Eq.

(33) is non-linear. It is worth noting, however,
that this equation is linear in a!J;/8U with coefficients which depend on !J;. This remark suggests the possibility of integrating (33) approximately by solving a number of linear problems
for a!J; / au with coefficients which depend on the
function !J; built up from the previously obtained

values of a~/a.u. Physically speaking, this procedure amounts to producing the desired angle
of twist in a series of small steps, and assuming
that during each step the tangent modulus at
any point of the cross section retains the value
which corresponds to the stress intensity existing at the beginning of this step at the point
under consideration.
For perfectly plastic materials, the theories of
plastic deformation and of plastic flow furnished
the same solution of the torsion problem; except
for the circular cross section these theories will
yield different results, however, when strainhardening is taken into account. Torsion of a'
cylindrical bat: of non-circular cross section may
therefore afford an opportunity of deciding experimentally between these two theories.
On the Theory of Noise in Radio Receivers with Square Law Detectors*

MARK KAC
Department of Mathematics, Cornell University, Ithaca, New York

AND
A. J. F.
SIEGERT**
Radiation Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts

(Received September 13, 1946)
For the video output Vof a receiver, consisting of an i-f stage, a quadratic detector, and a
video amplifier, the probability density P(V) has been obtained for noise alone and for noise
and signal. The results are expressed in terms of eigenvalues and eigenfunctions of the integral
equation
i"'K(t)p(s-t)f(t)dt =A/Cs),
where peT) is the i-f correlation function (i.e., the Fourier transform of the i-f power spectrum)
and KCt) is the response function of the video amplifier (i.e., the Fourier transform of the video
amplitude spectrum). Two special cases are discussed in which the integral equation can be
solved explicitly. Approximations for general amplifiers are given in the limiting cases of wide
and narroW videos. Some applications of the method to other problems are shown in Sections
7B and 9.
I. THE RECEIVER MODEL
HE response of a linear circuit to noise has

T
been investigated by several authors. The
----
*. The major part of this paper is based on work done

for the Office of Scientific Research and Development under
contract OEMsr-429 with Cornell University and contract
OEMsr-262 with Massachusetts Institute of Technology.
Now at the Physics Department, Syracuse University,
Syracuse, New York.
*.
VOLUME 18, APRIL, 1947
probability densities and correlation coefficients'

of the noise outputs of some types of detectors
are also known. l To find the probability density
of the noise voltage output of the next stage
1 References to the work in this field can be found in the
articles by S. O. Rice, Bell Sys. Tech. J. 23, 282 (1944) j
24, 46 (1945), and M. C. Wang and G. E. Uhlenbeck,
Rev. Mod. Phys. 17, 323 (1946).
383
On: Sat, 10 Dec 2016 20:40:46
SQUARE I-AW
OETECTOR
NOISE
SOURCE
GI.F
.
AMP
T ef)
Q (t)
:I
I:
VIOEO
AMP
:p
cef)
djC(f)e21rift
i:
dt'e-21ri/t'U(t')e21ri/ot'}
=Re{ ehifoti: dt'u(t')
xi:
djehiU-fo) (t-t')'Y(f) }
= Re { U(t)e27rifot I
where
U(t)
L:
dt'Q(t-t')u(t'),
and
Q( 1') = i :djehi(f-fO)T'Y(f)
i:
dj' ehif'T'Y(f'
+jo).
We shall normalize 'Y and Q by demanding that
(1.11)
then we have
00
where
K(1') = i : djC(f)e hifT .
(1.12)
Since Vet) can depend only on the values. which

vet') assumes at times t''2t, it follows that K(1')
=0 for 1'<0, which means that all poles of C(f)
lie above the real axis. Since K must be real,
we have C( -1) = C*(j). Both conditions are fulfilled for passive networks. We shall normalize
.fXl
K(t)dt= 1.
In writing i-f voltages VI.F. (i) and VI.F. (0) for

input and output it is generally convenient to
consider them as modulated carriers, i.e., we
write
V I F (i) = Re {u(t)e 2ri/ ot I
= x(t) cos2'/I}ot+y(t) sin 2'/I}ot ,
384
xi:
dt' e-hi/I'V(t')
= i : dt'K(t-t')v(t')
Kby
and fo is the carrier frequency. The i-f output

voltage is then
VLF. (0) =Re{i: dfe2rift'Y(f)
(video or audio amplifier) is a problem of a different type, since after the detector, the noise
voltage is no longer Gaussianly distributed.
In this paper we have, therefore, calculated
the probability density P( V) of the noise voltage
V at the end~terminals of a receiver consisting
of an intermediate-frequency amplifier, a quadratic detector and a video (or audio) amplifier
(Fig. 1). The response of both amplifiers is assumed to be linear and characterized by the
steady-state response function 'Y(J) ~and C(f),
respectively, or the response functions Q(t) and
K(t), such that the output voltages of the amplifiers are 'Y(f)e2-.:i/ t and C(f)e2ri/ t , respectively, if
the input voltage is e2"ift. If, therefore, the video
input voltage is vet), the'video output voltage V
is given by
,f:
u(t) = x(t) -iy(t),
Kit)
FIG. 1. The receiver model.
Vet) =
where
i : Q2(r)d1'= f f fd1'df'df"ehi<f'+!")T'Y(f'+fo)
or
i:
-00
df''Y (fo
X'Y(f"+fo)=l,
+f'h(fo- f') = 1.
The calculations are appreciably simplified by

assuming a symmetrical pass band* for the i-I
amplifier, i.e., .
'Y(fo+f') ='Y*(/O-f') .
(1.20)
We also put \'Y(fo+f) I =B(j). Inserting this in

the normalization equation we have
Le., the powet spectrum is normalized. The sym-
* See, however, footnote 3, Section IV.

JOURNAL OF APPLIED PHYSICS
On: Sat, 10 Dec 2016 20:40:46
metry of 'Y implies that Q is real and Vl. F (0) can

now be written as
V LF. (ol = X(t) cos211Jot+ y(t) sin21fJot
with
X(t) =
yet) =
i:
i:
(1.21)
According to (1.31) and (1.32), the detector

output voltage arising from this i-f input voltage
is given by
where
dt'Q(t-t')x(t')
(1.22)
dt'Q(t-t')y(t').
Q( T) must of course vanish for T < O.

The detector is assumed to yield the output
X2(t) + pet),
if the input voltage is
X(t) cos211-Jot+ yet) sinhfot.
+Y
(1.31)
(1.32)
k'
cos27r(N - fo)t].
Making use of (1.20) and the fact that the band

width of the i-f amplifier is small compared to
the intermediate frequency fo, we may write
In order that this be a reasonable model of an

actual detector it is necessary to assume
Ix'(t)
1
I x(t)
!fo
-y'(t) !fo,
and
!
yet)
which implies that the width of the pass band of

the i-f amplifier is small compared to the intermediate frequency fo.
n.
where
REPRESENTATION OF NOISE
(2.14)
The i-f output noise voltage (omitting the irrelevant d.c. component) is represented 2 as
y'N
VJ.F. (ol
=-
with ko = Tjo, assumed to be an integer.

The video output voltage vet) is given by
(1.11) as
00
L I'YCN) I
y'T k=l
X (X k ' cos211J/t+Y/ sin211J/t)
(2.11)
with
Vet) =
N=k/T,
where Xl', Y/, X2" Y 2' 'are independent normally distributed random variables each having
the probability density
7r-!exp( -u2).
The representation holds only for the time interval 0 <t< T, but this is adequate if Tis chosen
large compared to the time during ~hich observations are made. We shall later let T ~ 00.
The properties of ,,(f) were discussed above and
N denotes the input noise power per unit
frequency.
2 S. O. Rice, "Mathematical analysis of random noise,"
Bell Sys. Tech. J. 23, 282 (1944), see p. 328.
VOLUME 18. APRIL. 1947
i:
i'"
K(t-t') [X2(t')
+ Y2(t') Jdt'
(2.15)
K(U)[X2(t-U)+P(t-u)Jdu.
In the derivation of Chapter 3 we shall consider'

the probability distribution of the slightly modified quantity
VT(t) =
iT
K(U)[X2(t-U)
+ P(t-u)Jdu,
(2.16)
and then pass to the limit as T ~ 00
m.
"WHITE NOISE"
The i-f output X(t) cos27rfot+ yet) sin27rfot

with X(t), yet) given by (2.13) can be described
385
On: Sat, 10 Dec 2016 20:40:46
as caused by the "white noise"
For sufficiently large L
x(t) cos21rfot+y(t) sin21rfot.

where x(t) and yet) are given by
y'N
x(t) = -
-L
- L cos21rj,,(s-t)
can be replaced by o(s-t) and, therefore,
2: (X" coshfkt+ y" sin21rj"t)
y'Tk~L
y'N
(3.4)
L
'V(t) = - 2: (-X" sinhj"t+ Y" cos21rj"t) ,

y'T "=-L
where L is a number so large that the frequencies
joLjT lie outside of the pass band of the i-f
amplifier. This "white noise" is the input thermal
and shot noise which actually is known to have
a constant power spectrum up to very high
frequencies.
In the derivation of the next section it will be
advantageous to represent x(t) and yet) in a different orthogonal system. and we will now show
that the expansion coefficients in any other complete orthogonal system are Gaussianly distributed and independent of each other, if L is
sufficiently large, i.e., if the power spectrum is
constant up to sufficiently high frequencies.
Let cf>i(t) be an orthonormal, complete set in
the interval (0. T). Expanding x(t) in this system
we have
In the same way we can show, for the coefficients Vj of yet), that
N
(VZVj)AV-Olj
(3.5)
<U"VZ)Av~O.
(3.6)
and
IV. DERIVATION OF PROBABILITY DENSITY

FOR NOISE ALONE
To derive the probability density PC V) we

use the above representation for the incoming
"white noise" writing the i-f input voltage 3 as
VLF. (i) =x(t) coshjot+y(t) sin21rjot,
(4.11)
with
x(t) = Li u,'cf>;(t)
and
yet) = Li v,'cf>j(t).
(4.12)
Choosing N as unit of power we have
00
xCt) = 2: u,.cf>iCt),
(3.1)
(u"uzh. = (VkVZ)AV = talk.
(4.13)
The i-f output voltate VI.F. (0) is given by

VI.F. (0) =X(t) coshjot+ Yet) sin21rjot,
+ y"
iT
where
cf>j(t) sin21rj "tdt).
(3.2)
X(t) = i:.Q(t-T)X(T)dT,
The coefficients <u; are thus linear combinations

ot the Gaussian variables X", Y k and 'are, therefore, Gaussianly distributed. To prove independence of linear combinations of independent
Gaussian variables, it is necessary only to show
that (UZUj) = 0 for 1~j. Using. the statistical
. properties of X" and Y", we have
Xl;: COS21rjk(S-t).
386
(4.14)
(3.3)
Y(t)=
i:
(4.15)
Q(t-T)y(T)dT.
8 The authors are aware that the results of this section

can be obtained in a more elegant way by using the
representation (4.12) for VI.F.(l) rather than for the
components :t(t) and y(t), and by defining the quadratic
detector by
rather than by Eq. (4.31), provided that the I.F. and

video band widths are small compared with 10 [d. Phys.
Rev. 70, 449, C6 (1946)1. The simplifying assumption of
symmetrical I.F. pass band can then be easily dispensed
with. The method presented here was chosen to keep the
continuity with the existing literature.
On: Sat, 10 Dec 2016 20:40:46
and the output of the video amplifier
The correlation coefficient

per) = (X(t)X(t+rAv/(X2(tAv
(4.21)
Vet)
can be expressed in terms of the function Q as

follows:
ff
== i :K (t-fJ)[X2(8) + Y2(8)]d8
ff
<Xl
= i:K(t-fJ)dfJ
00
(X(t)X(t+ rA'=
Q(8- Tl)Q(fJ- T2)
-<Xl
Q(t-rl)Q(t+r-r2)
-<Xl
Changing variables to
we have
(4.22)
Vet) = i!(8')d8'
ff
Q( T l ' - 8')Q( T2' - 8')
-00
x [x(t- n')X(t-'Y2')
(4.23)
+y(t- T/)y(t- T2')Jdn'dTl.
and therefore
per)
= i : Q(fJ)Q(fJ+r)dfJ.
(4.24)
If the i-I input noise voltage is a homogeneous

random function X(t-T) and y(t-T) are given by
x(t- T) = Lj u/j( r),
We note that
y(t- r)
i : e2ri/ T p(r)dr
ffff
00
df' df"'YU'
+fohU" +fo)
Vet)
= i : K(8)dfJ
-00
ff
= L; v/;( T),
(4.35)
where u/ and v/ are random variables with the

same properties as Uj and Vj, and we haveomitting the primes-
= i : i :Q (8)Q(8+T)e 2rilTd8dT
(4.34)
If
Q(Tl-8)Q(T2-8)
-00
00
df'df"'YU' + fohU" + fo)
-00
x aU' +f")aU" +f)

= 'YU+ fohUo- f) = I'Y2U+ fo) I
ff
Q(t-rl)Q(t- r 2)
-<Xl
(4.25)
which is a special case of the Wiener-Khintchine

relation.
The detector output voltage V D (0) is, therefore,
<Xl
ff
00
A(rl' r2)t/>.(Tl)t/>;(T2)dr 1d T2 (4.37)
-00
with
A(TI' 1"2)= i : K(8)d8Q(rl"':"'fJ)Q(r2-8).
(4.38)
We note that t does not appear anymore on the

r.h.s., that means that Vet) is a homogeneous
random function. This is caused by the fact that
the input noise is itself a homogeneous random
function.
387
On: Sat, 10 Dec 2016 20:40:46
The essential step in our calculation is now to

choose as the function c/>i( T) the normalized eigenfunctions of the integral equation
fOOA(Tl, T2)c/>(T2)dT2=Ac/>(Tl).
(4.41)
integral equation. The quantities

(4.43)
are independent and their probability densities

W(Zi) are given by
_00
W(Zi) =
Then Vet) is expressed as
V=
(4.42)
Li(Ui2+Vi2)Ai,
where the quantities Ai are the eigenvalues of the
{e-o
Zi
~f Z.>O,
If Z.<O,
(4.44)
because Ui and Vi are independent Gaussian variables o(spread !. The probability: distribution
of the sum representing V is therefore
(4.45)
For V>O the path of integration is closed in the lower half plane and contracted around all poles
~.= -ifA. with A.>O and vice versa. We thus obtain
. 1
P(V)=-L+
2'11"
f(l/iX"~)
d~
e-iV~
e(-V/X,)
----L + - - - - for V>O

. (
1 ) II'(l-iAk~).
(-~A.) ~--:- k7".
A. II' 1 - ~A8
k7".
A.
(Ak)
(4.46)
where L+ means summation over all values of s for which A.>O. For V<O we obtain
e(-V/X n )
:E(-)----An II'(l-
k7""
where Ln H indicates summation over all n for

which An <0. The product is extended always
over all k with exception of k = n.
It is sometimes more convenient to have the
integral equation in a different form, involving
the functions K and p rather than K and Q. This
form is obtained by introducing the new unknown
tegrating over
Tl
Ak)
(4.47)
An
we obtain
i:K(J)d(J i:dT1Q(Tl-(J')
= Af(J').
(4.53)
= i:dTQ(T)Q(r+(J'-(J) = p(J'-(J),
(4.54)
XQ( T l - (J)f(J)
We can now write

i :Q( Tl - (J')Q( Tl - (J)dTl
(4.51)
so that
and have the integral equation in the form

Multiplying both sides with Q(Tl-(J') and in-
388
L:K(J)p(J' - (J)f(J)d(J = Af(J') ,

On: Sat, 10 Dec 2016 20:40:46
or, since K(O) =0 for 0<0,
(V)AV= L Aj(Zj)AV= L Aj=
"'K(O)p(O' -O)!(O)dO=A!(O').
(4.55)
.'" K(s)ds= 1, (4.62)
(V2)AV= L A8Zj)A.+ L AjAk(Z;Zk)AV
.
=:L Aj+(:L Aj)2
j'1'k
Finally, by writing (K(0iJ(8) =4>(0) we can

bring the equation:into,the form which will_be
derived directly in Section 6:
i '"
[K(O') Jlp(O' - 0) [K(O)Jl4>(O)dO = A<P(O').

o
(4.56)
By means of the expression
(4.63)
=l+L AI
For the fluctuation
0- 2 =
(V2)Av-(V)A.2
(4.64)
We thus obtain
V= L A;Z;,
(4.61)
0-
we can easily verify formulas for the moments.

For the first two moments we have for instance
2= L Aj=
i'"
i"'K(S)K(t)p2(S-t)dsdt,
(4.65)
this being the trace of the first iterated kernel.
V. DERIVATION QF THE PROBABILITY DENSITY FOR SIGNAL AND NOISE
For the case of signal and noise only one derivation will be given here, since the direct derivation
runs parallel to the analogous derivation for noise alone. The i-f input voltage VI.F. (i) is in this case
given by
VI.F. (i) = [x(t) +a(t) J cos211'fot+ [yet) +,B(t) ] sin211'fot,
(5.11)
where x(t), yet) are the input white noise amplitudes, and aCt), ,B(t) are the input signal amplitudes.
The i-f output voltage is then given by
VI F (0) = [X(t) +p(t) ] cosh!ot+ [Y(t) +q(t) J sin211'!ot,
(5.12)
where X and Yare defined as above and

p(t)=
i:
Q(t-r)a(r)dr
and
q(t) = i:Q(t-r){j(r)dr
(5.13)
are the signal amplitudes after the i-f amplifier. The detector output voltage is then
(5.14)
and the output of the video amplifier is

V('t) =
i:
i:
K(t- O)dO {[X(0)+P(0)J2+[Y(0+q(0)J2}
K(t-O)dO
f f Q(O- rl)Q(O- r2) {[X( rl) +a(rl)J[x(r2)+a( r2)J

-00
Changing variables to
(5.16)
389
On: Sat, 10 Dec 2016 20:40:46
i:
we obtain
Vet) =
K(O')dO'
fj
Q( Tl' - O')Q( T2' - 0') ! [x(t- TI') +OI(t- T/)J[X(t- T2') +OI(t- T2') J
-00
+[y(t- Tl') +.6(t- Tl') J[y(t- 72') +f3(t- T2')J )dTl'dT2'
L:A(
Tl, T2)dT 1d T2! [x(t- Tl) +OI(t- n)J[x(t- T2) +OI(t- T2) J
+[y(t- Tl) +.6(t- Tl)][y(t- T2) +.6(t- T2) J}.
(5.17)
We now expand noise and signal amplitudes in terms of the eigen functions cf>i of A, writing
x(t - T) = Li U;<Pi( T),
0I(t - T) = L; OI;(t)cf>;( T),
y(t- T) = Li V;cf>j(T) ,
.6(t - T) = Li .6i(t)cf>;( T),
(5.18)
and obtain
(5.19)
The probability density of the variables Uj and '/lj are 11"-1 exp( -ul) and 11"-1 exPl-vi), respectively,
and the characteristic function for Vet) is, therefore, given by
-00.
=II-1
i
ff'" du,dvjexp {( -ui(l-i~Xi)i-
11"
-00
i~X;O/
.J'.
(1-z~X;)1
) 2-
( vi(l-i~X;)i
i~X."..6 .
2}
(1-z~X;)t
(5.21)
(e'EV)A.= II exp[i~Xj(OIi+.6i)/(1-i~~j)J.
i
(5.22)
l-i~Xi
The Fourier inversion integral of this expression which represents the probability density cannot be
evaluated in closed form.
We shall check this expression by deriving the known 4 probability density for the voltage after a
quadratic detector. This distribution is obtained in the limit of iJ?finitely wide video band width,
which implies that
J:'"
(5.31)
K(O)if;(O)dO = if; (0)
for any function if;(0). Then A(TIT2) becomes simply the product Q(Tl)Q(T2) and the integral equation
~~~
(5.32)
The only eigenfunction of this integral equation is of the form CQ(n) where C is a constant, and from
'S. A. Goudsmit, RL 43-21; K. A. Norton and V. D. Landon, Proc. I.R.E. 30, 425, Sept. 42;]. C. Slater, RL V-23;
D. G. Fink, Report T8; D. O. North, RCA Tech. Rep. PTR6C.
390
JOURNAL OF ApPLmD (PHYSICS
On: Sat, 10 Dec 2016 20:40:46
f_":"Q2(T)dT= 1 we have C= 1 and
~= 1.
The characteristic function, therefore, reduces to
expi~(a2+,82)/(1-i~)
l-i~
where
a= i : a(t-T)Q(T)dT= i:a(r')Q(T-T')dr'=p(t),
(5.33)
(3= i:{3(t-T)Q(r)dr= i:,8(T')Q(t-T')dT'=q(t).
Calling the signal after the detector S2 = S2(t) we have

S2(t) = p2(t) +q2(t) = a 2+,82,
and
foo exp( -i~V+i~s2/(i-m)
1
P( V) = 211'
(l-i~)
-00
f-i.- exp(
=-
d~
-i~V+i~S2/(1-i~)')
1-i~
271'
for V>O and zero otherwise. With u =
(5.34)
1-i~
(5.35)
this becomes
1
P(V) =exp( - V -S2)_.

271'~
0.+
exp[Vu+s 2 /uJdu/u
=exp( - V -s2)Jo(2isy'V) for V>O and
(5.36)
zero otherwise, where J o is the Bessel function of order O. This result is in agreement with the earlier
results.
VI. DIRECT DERIVATION FOR NOISE ALONE
In order to give a direct derivation of the results obtained in Section 4, we investigate the
probability density of the function
Vet) =
iT
The characteristic function of the joint probability density of

Xl =X(t-Ul),
X2 =x(t -U2),
defined as the average

K(u) [X2(t-U) +y2(t-u)Jdu
(6.11)*
and let, at an appropriate instant, T approach

infinity. For the sake of simplicity, we shall restrict ourselves to the case K(u) > O. We divide
the interval (0, T) into a large number n of
equal subintervals and consider the expression
T
;=1
- L [X 2(t- Ui)+y2(t-U;)JK(u;);
j-l
(6.12)
is easily found to be
(6.13)
where the correlation coefficients PT for the finite

interval T are defined as
--T<Uj<-T.
n
n
* For convenience, x and yare used in this section to
denote the quantities formerly denoted by X and Y.
(6.14)
and
A (J) =B2(J) = I')'2(JJO) ,.
(6.15)
391
On: Sat, 10 Dec 2016 20:40:46
where
Thus the joint probability density of
(6.24)
is given by the formula
Let 1.11 (n), ~2(n>, , ~n (n) be the eigenvalues of

the matrix [~jkJ; then changing the coordinates
in the last integral to "principal axes" of the
" ellipsoid"
~ foo ... foo exp { -i i ~jXj}

(211")
-00
xex p {
-00
-l ~ PT(Uj-Uk)~i~k }d~l .. d~n
= (;11")" ;D
exp { -
~ aikXjXk} ,
(6.25)
(6.16)
where the matrix [aik] is the inverse of the correlation matrix [PT(Ui-Uk)] and D the determinant of the correlation matrix.
We next find the characteristic function of
Tn
- L
n
and noting that LX/2 remains invariant under

the transformation, we get easily
i~T n
}~
exp ---.;; ~ K(Uj)x 2(t-Uj) lAY
<
i~T)!"
y'D IICK(Uj)Ji II ~/n) __
K(Ui)X 2(t- Ui),
n (
i.e., the average
L: K(Uj)X2(t-Uj) and L: K(Ui)y2(t-Uj)
<{
i~T n
})
exp ---.;; ~ K(Uj)X2(t- Ui) AY
f'"
1 -- 1
=(y'1I")n y'D
. . . {OO
-00
are independent in the statistical sense of the

word: Thus the characteristic function of
exp {i~T
- Ln K(uj)xl }
-00
xexp{ -
ex p {~:T
IS
aikXixk }dXI . . dxn
K(Uj)X2(t-Uj) })AY
= (y'1I") " y'
(6.21)
n
D II
K(uj)
n (
II
~;<n)
i~T)
__
n
we now observe that the matrix [~jk] is the inverse of the matrix
ll[K(Ui)]!
foo exp {i~T

n x /2 }
- L:
-00
(6.28)
and that the determinant 9f (6.28) is
OO . . .
-CO>
(6.27)
[(K(Ui) )ipT(Uj-Uk) (K(Uk) )i]
Tn
- L: K(uj){x 2(t-Uj)+y2(t-Uj)}
Since K(uj) >0 we can introduce the new

variables
(6.22)
X/ = [K(uj)]!Xj.
Obtaining
Since we have assumed that AU) is an even

function we can show withou( much difficulty
that
We have
<
(6.26)
II K(uj).
Denoting by hI (n), h2(n>, , hll (n), the eigenvalues of matrix (6.28) we see that the ~'s are
the inverses of the h'S and that
n
II K(Ui) = Al (n). A2(n) ... An
(n).
392
On: Sat, 10 Dec 2016 20:40:46
These facts-imply that the characteristic function of (6.27) is
for large 121. 5 However, it can be considerably

simplified if one assumes that for some p(O <p< 1)
the series
'"
(6.29)
It follows from Hilbert's treatment of integral

equations that the eigenvalues of matrix (6.28)
when multiplied by Tin approach, as n approaches infinity, the eigenvalues of the integral
equation
1:
converges. On the other hand it is easy to see

that the exact probability density P( V) is the
limit, as n approaches infinity! of P n( V) where
n
Pn(V) =
L
B=1
T[K(s) JtPT(S-t) [K(t) Jif(t)dt = Af(s) ,
exp( - VIA.)
V>O.
(6.36)
A. II'(l-Ai/A,)
(6.31)
P,.(V) =0; V <0 since with the assumption
provided these eigenvalues are simple. Since the

distribution of (6.27) approaches that of Vet) we
deduce that the characteristic function of Vet)
is given by the formula
K(u) >0 negative eigenvalues cannot occur. In
fact, the characteristic function corresponding

to P n ( V) which is seen to be
n
II 1
1
(6.32)
where Al \T\ A2(T), " ' , are the eigenvalues of
the integral equation (6.31). For large T we can
replace the integral equation (6.31) by
fa'" [K(s)J1p(s-t) [K(t) Jlf(t)dt = Af(s) ,
(6.34)
where AI, A2, A3, .. , are now the eigenvalues of
the integral equation (6.34) which we g.gain assume to be simple. The probability density P( V)
of V can now be expressed by means of the "inversion formula
i'"
'"
= II(1-iA jZ)
approaches the characteristic function associatE'd

with P(V) thus P lI (V) approaches peV).
VIT. EXPLICIT SOLUTIONS IN SOME
SPECIAL CASES
For the special case of a single tuned i-f

amplifier with the video amplifier acting as a
simple low pass filter the integral equation can
be solved explicitly and the eigenvalues can be
expressed in terms of roots of Bessel functions.
For one special ratio of video band width to i-f
band width it is even possible to obtain P( V)
in closed form. For other ratios it is not too
difficult to sum the series for P( V) numerically.
The correlation function p(t) is in this case
pet) =e a1tl
in
(6.35)
At the end of Section 4, the integration has been

carried out by the method of residues. The justification of the formal integration is not quite
simple since one must investigate the behavior
of the entire function
c/>(Z)
-t~Ai
1. Single-Tuned I.F. with Simple Low Pass Video
(6.33)
and the characteristic function of Vet) by
1
eP(V)=d~.
211" _'" II(1-iAi~)
1
.
(7.11)
which is equivalent to writing

A(f)
Canst.
(7.12)
6 We note that <t>(Z) =D(iZ) where D(IL) is the Fredholm

Determinant of the above integral equation. It is noteworthy that this relationship between the characteristic
function of P(V) and the Fredholm Determinant persists,
even in the general case in which K (t) is not assumed
positive (in which case the simple product representation
need not hold, since 2:x need not converge) In the general
case one must take the Fredholm Determinant of the
kernel K(t)p(s-t).
393
On: Sat, 10 Dec 2016 20:40:46
For the video we assume
K( ) .
It can be shown quite easily that
{O
, 1t> 0
u = .I3"exp( -{Ju) , u<O
II'(l- S~) = _ COS71'S
(7.13)
i.e.,
(7.14)
The integral equation (6.33) now assumes the

form
(3,f'" e-
al s-tl e
-(fJ/ 2 )
(8+tlfCt)dt =}..j(s).
)2
(7.25)
and therefore,
Introducing the theta-function notation

8(q; 0) = 1- 2q+2q4- 2q9+ . . .
(7.15)
(7.27)
we have
Putting
00
q8'(q; 0)
= -2 L (_1)8+lS2q8 2
(7.16)
and finally
we have
oo
exp( -aJs-tJ) exp( -j3t)y;(t)dt=-Y;(s). (7.17)
P( V) = -
~ exp(1I':V) 8'(e- r ' V / 6 ; 0).
{3
(7.18)
1J = O.
For other values of he ratio a/{3 we can calculate values of P( V) and plot the corresponding
graphs.
2. The Noise Power, Averaged over a

Finite Time Interval
and the eigenvalues are determined by

J(2a/fJ)-1[2 (2a/ j3X)
(7.19)
Thus the eigenvalues of our integral equation

are expressible in terms of roots of Bessel functions and are seen to be simple. It is interesting
to note that if 2a/ j3 =! we can express P( V) in
terms of one of the theta functions. In fact, if
2a/{3=J, Eq. (7.19) assumes the form
In some problems it is of interest to know the

distribution of the average
M
2)t sinx
-
yx
P(V)
=6.~
J2(t)dt.
(7.31)
(7.22)
The probability density is given by (4.46) replacing V by M except that the X's are now eigenvalues of the integral equation
and formula (6.36) for V> 0 becomes

exp( _1I' 2S2 V/6)
II'(l- (S2/P .
iT
K(U;={l/r,o<u<r
o elsewhere.
(7.23)
00
(7.21)
we see that
11'2
1
=-
The derivation of Section 4 is clearly applicable

to this case if we put
and since
Jt(x)= ( 11'
(7.29)
it
This integral equation is solved by 6
-1
iT
p(s-t)f(t)dt=Xf(s).
(7.32)
(7.33)
In the simple case

pet) =e-"\t\
S2
(7.24)
6 For the solution and discussion of the integral equation

see M. L. Juncosa "An integral equation related to Bessel
functions," Duke Math. J. 12,465-471 (1945).
394
(7.28)
.=1
(7.34)
the eigenvalues can be shown to be given by

the formula
(7.35)
JOURNAL OF APPLmD PHYSICS
On: Sat, 10 Dec 2016 20:40:46
where ')',;; is the mth (positive) root of the equation

tan g')'= -2')'/(1-')'2)
(7.36)
etc. Expanding c(Ev-fo/b) in a poWer series

aroundfo/b we shall write
c(Ev-fo/b) = 1 +CI EV+C2 b
and g=OlT.
vm.
At the end of Section 5, it was shown that, for

infinitely wide video, P( V) becomes identical
with the well-known probability density of the
output voltage of a quadratic detector. We will
derive now an approximation for the case 'that
the video band width is very large compared
with the i-f band width.
It can be shown that in this case one of the
eigenvalues say hl, tends to unity while all others
approach zero. In order to obtain the dependence
of the eigenvalues on the band width ratio we
shaIl write
(f')
and
CU) =c(f~fo),
i:
where~
and
Sa"'1+30lE2/2+0(E4),
where
S4~1
i:
(8.12)
cUo/b) = 1
(8.13)
(8.14)
0l=2(2C2-Ct2)
a(v)v 2dv
(8.25)
and essential use has been made of the fact that

a(v) =a( - v). Noticing that
(8.26)
(since S" = LfA/c", and Al is by defintion the

largest eigenvalue) we obtain
(8.27)
Therefore, L;'A/c2 is of order E4 or higher, and

LfA/c' is of order ~ or higher. Now we notice
that
(8.28)
(S4)1=AI+0(E8)
so that
(8.29)
Al = 1 +aE 2/2+0(E4).
Making use of the expression
00
(8.31)
(8.32)
and traces Sk are, therefore,
with
Sl=1,
(8.33)
ff
and
00
00
V=Lhlc(Z/c-1).
dllldv2G-(lIl) a (V2)
X c( E[V2 - PI] - fo/b )c( E[VI - V2] - fo/b),
(8.22)
JJJ
00
(8.34)
-00
Sa =
(8.24)
+20lE 2 +O(E4),
A12> S4/ S2 = 1 +Ole+0(E4).
a(v)dv= 1
(8.23)
is finite we obtain the following approximations:

S2"'1 +OlE 2+O(E4),
(8.11)
in conformity with our original normalization for

ACJ) and K(t), The limiting process is carried
through for B/b=E-tD, while the functions a(v)
and C(II) remain unchanged. In terms of A and C
our integral equation becomes
S2=
+....
Assuming that
APPROXIMATIONS FOR P( V)
1 B
ACJI)=J?
..
dv ldv 2d vaa(vl)a(v2)a(va)
-00
X c( E[V2 -
VI] -
fo/b )c( E[VI - va] - fo/b)

XC(E[Va- V2]- fo/b),
If Pl(VI ) is the probability density of Vt.

given by
PI(Vl ) =0 for V 1 < 1-Al
(8.35)
and
Vl-(l-hl)
Pl(Vl ) = Al- l exp
for Vi> (I-AI),
hI
and w(v) is the probability density of v, we have

395
On: Sat, 10 Dec 2016 20:40:46
proximation except for terms of order e4 and

higher.
If, in addition, the existence of
for P( V) the exact expression

P(V)=
foo dvPl(V-v)w(v)
_00
V- H
(8.41)
).l
dvPl(V-v)w(v).
(8.36)
-00
Since the width of w(v) is of order e2 we can use

P1(V) as the first approximation of P(V). To
discuss the reliability of this appproximation we
expand P( V) in the form
P(V) =P 1 (V) -P/(V)
V-H).l
-00
O<~<lvl
For any fixed value of V> 0, the integrals in the

first and second term can be replaced by v= 0
and (v2) = L:;Ak2 with an error of order E4 or
smaller. because
Substituting these values we obtain an approximation for PC V) valid up to terms of order E4

inclusive. In the neighborhood of V =0, no approximation which utilizes only the traces of a
limited number of iterated kernels, can be ex
pected to hold, since there-as can be seen from
the general solution-the eigenvalues individually determine the shape.
The considerations of this section cannot be
expected to be applicable to the case treated
exactly in Section 7 since there not even
i~ a("),,2d,,
vdvw(v)
V-(l-).l)
. raJ
<)0
r'"
(8.42)
(8.43)
where, in the last term,
J:
tP l " ( V)(V2)AV
where
and Al [which occurs in P l ( V) ] is calculated from
vdvw(v)
(8.37)
""
is assumed the approximation can be improved

by including the term
v4
[V_(1_Al)J3W(v)dv=O(~),
(8.38)
exists. In that case one sees directly that the

eigenvalues are such that
00
Al=1-0(e),
v 2dvw (v)
L:Ak2=0(e2).
2
)V-O-).l)
The last term in (8.37) can be shown to be of

order E6 or higher. Thus we have
P( V) =P1( V)+!P 1"( V)(V2)AV+O(E 6) (8.39)
In order to be able to obtain a general approximation for wide videos one must demand that
the i-f spectrum falls off sufficiently rapidly at
infinity.
In the opposite limit, b/ B-tO, similar considerations show that P( V) becomes Gaussian
with mean (V)AV = 1 and spread proportional to
(b/B)i.
for any fixed V> O. Substituting

and
Al = 1 +ae 2/2 +O( e4)

00
(V 2)AV
=:E Ak2 = O(e4) ,
IX. APPLICATION TO A DISCRETE CASE
For some applications of noise theory it

desirable to have the characteristic function
IS
k=2
(9.11)
we see that for fixed V>O, P 1(V) is a good ap-
396
On: Sat, 10 Dec 2016 20:40:46
of the joint probability of n successive values

It. 1 2"" I .. ; I k =x2(tk)+y2(tk) of the detector
output, from which the averages of products
<ITdk"''')AY (mk integer) can be derived. q,(~l' .. ~n)
can be obtained by carrying through the idea of
transformation to principal axes for the discrete
case, that is, by a.slight modification of Section
6. However, we shall derive q,(h' .. ~n) from the
results of Section 4 since this seems the quicker
way.
We simply chose for K(t) the function
1 n
K(t) =- :E h6(t-tk)
~
To obtain q" it is not necessary actually to determine the eigenvalues since the product
ITi(l-iAj) can be expressed in terms of the determinan t det ! ~kPkm + ic5km! as follows:
We note that
n
II (iu -
iA i) is a polynomial in u which has zeros
at u = Ai and stilrts with i"u". The determinant

det ! ~kPkm - U6km I is a polynomial in u, which has
the same roots and starts with (- )nu". We therefore have
n
(9.12)
where ~ = :E~~k for the sake of normalization,

and the time variable t is chosen in such a way
that all tk <0. For this choice of K(t) we have
v=i K(t)[X2(t)+y2(t)Jdt=~ i ~dk

~
"
IT(l-iA j) =i-n det! ~kPkm+ic5km!.7

1
OO
and, specially, for u = -i
(9.13)
The characteristic function is thus obtained
a~
and, provided that the Ik are normalized so that

(Ik )Ay=l, we have
1
q,(h" '~n)=eil:Eklk=(eiEV)AY=
. ' (9.14)
ITj(I-~Aj~)
The integral equation, whose eigenvalues are Aj

degenerates in this case into a systemof linear
equations for n discrete variables !Ctk) =!k:
(9.15)
where
with
(eil:Eklk)Av =
in
det I ~kPkm +ic5km I
(9.18)
While it has not been possible to evaluate the

joint probability
W .. (I 1 1..) =
(2~)n f f d~l" d~"

Xq,(~l'
.. ~,,)e-il:EkIk, . (9.19)
explicitly (except for n=l and n=2, in which

cases they are well known) one can obtain averages of the form
<IT" I"m")AY for integer values of mh,
A= ~A.
by expanding both sides of (9.18) in power series

in the variables ~k and by comparing coefficients.
We write these equations as
"
:E hPkm!k=A!m'
k=l
(9.16)
7 For the general kernel a corresponding relation can be

derived between the above product and the Fredholm
determinant of the kernel.
397
On: Sat, 10 Dec 2016 20:40:46

Noise in Square Law Detectors

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Noise in Square Law Detectors

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On the Theory of Noise in Radio Receivers with Square Law Detectors

Mark Kac and A. J. F. Siegert

Considered as an equation for !J;(x,;v, e), Eq.

function !J; built up from the previously obtained

On the Theory of Noise in Radio Receivers with Square Law Detectors*

Department of Mathematics, Cornell University, Ithaca, New York

Radiation Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts

I. THE RECEIVER MODEL

HE response of a linear circuit to noise has

*. The major part of this paper is based on work done

VOLUME 18, APRIL, 1947

probability densities and correlation coefficients'

=Re{ ehifoti: dt'u(t')

We shall normalize 'Y and Q by demanding that

Since Vet) can depend only on the values. which

In writing i-f voltages VI.F. (i) and VI.F. (0) for

and fo is the carrier frequency. The i-f output

u(t) = x(t) -iy(t),

FIG. 1. The receiver model.

The calculations are appreciably simplified by

We also put \'Y(fo+f) I =B(j). Inserting this in

Le., the powet spectrum is normalized. The sym-

* See, however, footnote 3, Section IV.

metry of 'Y implies that Q is real and Vl. F (0) can

According to (1.31) and (1.32), the detector

Q( T) must of course vanish for T < O.

Making use of (1.20) and the fact that the band

In order that this be a reasonable model of an

which implies that the width of the pass band of

with ko = Tjo, assumed to be an integer.

X (X k ' cos211J/t+Y/ sin211J/t)

VOLUME 18. APRIL. 1947

In the derivation of Chapter 3 we shall consider'

and then pass to the limit as T ~ 00

The i-f output X(t) cos27rfot+ yet) sin27rfot

as caused by the "white noise"

For sufficiently large L

x(t) cos21rfot+y(t) sin21rfot.

2: (X" coshfkt+ y" sin21rj"t)

'V(t) = - 2: (-X" sinhj"t+ Y" cos21rj"t) ,

IV. DERIVATION OF PROBABILITY DENSITY

To derive the probability density PC V) we

Choosing N as unit of power we have

(u"uzh. = (VkVZ)AV = talk.

The i-f output voltate VI.F. (0) is given by

cf>j(t) sin21rj "tdt).

The coefficients <u; are thus linear combinations

8 The authors are aware that the results of this section

rather than by Eq. (4.31), provided that the I.F. and

JOURNAL OF APPLIED PHYSICS

and the output of the video amplifier

The correlation coefficient

can be expressed in terms of the function Q as

Q(8- Tl)Q(fJ- T2)

Q( T l ' - 8')Q( T2' - 8')

+y(t- T/)y(t- T2')Jdn'dTl.

If the i-I input noise voltage is a homogeneous

where u/ and v/ are random variables with the

df'df"'YU' + fohU" + fo)

x aU' +f")aU" +f)

VOLUME 18, APRIL, 1947

which is a special case of the Wiener-Khintchine

A(rl' r2)t/>.(Tl)t/>;(T2)dr 1d T2 (4.37)

We note that t does not appear anymore on the