1

6 :
,


2
The objectives of the current lecture
Last lecture we considered the following
detection problem
Given:
Find an optimal receiver in the sense of
minimum probability of error
: ( ) ( ) ( ), 0 , 1,...,
( ) are known to the reciever
n(t) is additive noise with a known statistic
i i
i
H r t s t n t t T i M
P H
= + =
3
The methodology
Representing the signal set by a finite set of base
functions
Representing the noise by a countable set of the
same functions
Using the theorem of Irrelevance for reducing the
infinity base function to finite set of base functions
Solving the problem using the result for finite
dimension problem
4
The Detection Problem
Given
n(t) is white Gaussian noise.
The signal energy is
Every signal has a prior probability
1/M
The signal set can be represented by
N orthonormal functions
: ( ) ( ) ( ), 0 , 1,...,
( ) are known to the reciever
n(t) is additive noise with a known statistic
i i
i
H r t s t n t t T i M
P H
= + =
* *
0
1
( , ) ( ) ( )
N
T
i i ik ik i i i
k
s s s t s t dt E
=
= = =

S S
5
We can write the waveforms ( ), ( ), and ( ) s t n t r t as follows:

1
( ) ( ) ( )
k k w
k
n t n t n t

=
= +

;
1
( ) ( )
N
i ik k
k
s t s t
=
=

and
1 1 1
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
N
k k w ik k k k k w
k k k N
r t r t n t s n t n t n t

= = = +
= + = + + +


2
( ) is the residue noise that is not measurable in L
w
n t

It can be proved that ( )
w
n t
1. Gaussian process
2. ( )
w
n t Independent of the signal
3. ( )
w
n t Independent from the noise components spanned by
the base functions
Therefore, by the irrelevance Theorem, we can ignore it.
6
The Optimal Receiver
Thus, from the previous lectures we know that the optimal receiver
has to choose j which is the solution to the Equation
2
2
2
2
{1,.., }
{ | , )
min
j j i
j i
i M
A for all i j
or

= <
=
R R S R S
R S R S

In order to use all the information we will use the representation of the
signal with orthonormal base functions
Thus

2 2 2
{1,.., }
min ( , ) ( , )
i i i i
i M
= + R S R R S S R S

7
Design 1: Receiver Based on N Base
Functions
( )
p
S t
w
a
v
e
f
o
r
m
s
v
e
c
t
o
r
s
s
y
m
b
o
l
s
M symbols/vectors
Synthesizer
N basis functions
v
e
c
t
o
r
s
s
y
m
b
o
l
s
N M
TX

1 k
s
( )
N
t
2 k
s
kN
s
1
( ) t
2
( ) t
( )
N
t
1 1 11 1
2 2 21 2
1
( ) ( ,..., )
( ) ( ,..., )
......................................
( ) ( ,..., )
N
N
M M M MN
H S t s s
H S t s s
H S t s s
= =
= =
= =
0
ln
2 2
i
i i
E N
c p =
r(t)
Analyzer
N basis functions
Vector
correlation (sub)-
receiver
RX

i
$
1
2
N
r
r
r
1
2
( , )
( , )
.
.
.
( , )
N
R
R
R

(1)
, S
(2)
, S
( )
,
M
S
1
c
2
c
M
c
8
The Optimal Receiver
2
2 *
0 0 {1,.., }
min | ( ) | 2Re ( ) ( )
T T
i i i
i M
r t dt r t s t dt E

= +

R S

The first term is not a function of i thus the decision rule is:
choose j that is the solution to the Equation

* *
0 0 {1,.., }
max Re ( ) ( ) Re ( ) ( )
2 2
T T
j
i
i j
i M
E
E
r t s t dt r t s t dt

=


where
*
0
( ) ( )
T
i i i
s t s t dt E =

9
Design 2:The Correlator Receiver -
1
2
E
2
j
E
2
M
E
*
( )
M
s t
*
( )
j
s t
*
1
( ) s t
1/
i
p M for all i =
10
The Matched Filter Receiver
Definition
A matched filter to a signal ( ), [0, ] s t t T , is a filter with an impulse
time response

*
( ) ( ) h t s T t =
Example:
T
( ) s t
T
*
( ) ( ) h t s T t =
T
( ) s t
T
*
( ) ( ) h t s T t =

1/
i
p M for all i =
11
Properties of a matched filter
The output response y(t) of the matched filter h(t) to an
input signal s(t) is

*
( ) ( ) ( ) ( ) ( ) y t s u h t u du s s u s T t u du


= = = +


The output response y(t) of the matched filter h(t) to an input
signal s(t) at time T is

2
*
( ) ( ) ( ) ( , ) y T s u s u du s s s

= = =

y(t) gets its maximum value at time T when there is no noise
T
T
( ) s T t u +
( ) s u
The output response y(t) is symmetric around T for real the
real part and anti symmetric to the Imaginary part.

*
* *
( ) ( ) ( )
( ) ( ) ( ) ( )
y T s u s u du
y T s u s u du y T

= +
+ = =

12
Nice feature of Matched Filter
Theorem
for an input
( ) ( ) ( ), ( ( ) r t s t n t n t = +
is white Gaussian noise), the
filter h(t) that maximizes the signal-to-noise ratio at sample time T is the
matched filter

Proof
Compute the SNR at sample time t=T as follows

2
2
2
| ( ) ( ) ( ) ( )
( ( ), ( ))
t T
Signal Energy s t h t s t h T t dt
s t h T t
=
= =
=


The sampled noise at the matched filter output has average energy
* *
*
0
2
0
( ) ( ) ( ) ( )
( ) ( ) ( )
2
|| ||
2
Noise Energy E n t h T t dt n u h T u du
N
u h T t h T u dtdu
N
h

=
=
=



13
The signal- to-noise, defined as the ratio of the signal power to the
noise power. Thus,
2
2
0
( ( ), ( ))
|| ||
2
s t h T t
SNR
N
h

=

The .Cauchy-Schwarz Inequality states that
2
2 2
( ( ), ( )) || ( ) || || ( ) || s t h T t s t h T t

with equality if and only if
*
( ) ( ) s t kh T t =
where k is some arbitrary
constant.
14
The matched filter receiver
We can use the matched filter for implemention of the optimal
receiver
We have to compute the integral

*
0
( ) ( )
T
j
r t s t dt

Let us construct a filter
*
( ) ( )
j j
h t s T t =

Then the response of the filter to an input R(t) is

*
( ) ( ) ( ) ( ) ( )
j j j
y t r u h t u du r u s T t u du


= = +


and
(
*
( ) ( ) ( ) ( ) ( ) ( , )
j j j j
y t T r u h t u du r u s u du r s


= = = =


Thus, the optimal receiver is given in the next figure
15
The Matched Filters Receiver
1
2
E
2
M
E
2
j
E
t T =
t T =
t T =
( ) ( )
j
r u h t u du

1
( ) ( ) r u h t u du

( ) ( )
M
r u h t u du

16
Example: Binary waveform case (revisit)
Assumptions:
1. M=2 (Binary decision problem)
1 1
2 2
: ( ) ( ) ( ), 0
: ( ) ( ) ( ), 0
H r t s t n t t T
H r t s t n t t T
= +
= +

2. The noise is white Gaussian additive noise.
3. Given: E
1
, E
2
, and P(H
1
)=P(H
2
)=1/2
4.
2 2
1 2
12 1 1 2 2
1 2
( , )
; ,
s s
s E s E
s s
= = =

17
Optimal receiver-binary case
1
2
E
*
1
( ) s t
*
2
( ) s t
2
2
E
18
Probability of Error
Note that

1 1 1 2 2 2
( ) ( | ) ( ) ( | )
c c
e
P P H P A H P H P A H = + R R
and

1
| 1 1 1 1 2 2 1
( | ) Pr [( , ) / 2 ( , ) / 2 | ]
c
e H
P P A H ob r s E r s E H = = < R

2
| 2 2 2 2 1 1 2
( | ) Pr [( , ) / 2 ( , ) / 2 | ]
c
e H
P P A H ob r s E r s E H = = < R
We know that
1
| 1 1 2 2 1
1 1 1 1 2 2
1 1 1 1 2 1 2 2
1 12 1 2 2 2 1
2
1 2
Pr [( , ) / 2 ( , ) / 2 | ]
r [( , ) / 2 ( , ) / 2]
r [( , ) ( , ) / 2 ( , ) ( , ) / 2]
r [ / 2 / 2 ( , )]
r [ ]
2
var
e H
P ob r s E r s E H
P ob s n s E s n s E
P ob n s s s E n s s s E
P ob E E E E n s s
s s
P ob z
number Gaussain random iable

= <
= + < +
= + < +
= + <

= <


19
And..
Define :
2 1
( , ) z n s s =
We can easily show that
2 1 2 1 2 1
0 0
( , ) ( )( ( ) ( )) ( ( ))( ( ) ( )) 0
T T
Ez E n s s E n t s t s t dt E n t s t s t dt = = = =


and
2 2
2 1 2 1
*
2 1 2 1
0 0
* *
2 1 2 1
0 0
*
0
2 1 2 1
0 0
2
0
2 1
0
[( , )( , )]
( )( ( ) ( )) ( )( ( ) ( ))
[ ( ) ( )]( ( ) ( ))( ( ) ( ))
( )( ( ) ( ))( ( ) ( ))
2
| ( ) ( ) |
2
z
T T
T T
T T
T
Ez E n s s n s s
E n t s t s t dt n u s u s u du
E n t n u s t s t s u s u dtdu
N
t u s t s t s u s u dtdu
N
s t s t

= =
| |
=
|
\
=
=
=

2
0
2 1
( ) ( )
2
N
dt s t s t =

20
And the error probability
We know that for a Gaussian r. v.

2
2
2
1
Pr ( ) exp( )
2
2
a
z
ob z a dz

> =

2
1
exp( ) ( )
2 2
a
z
x
x a
dx Q

=
= =

).
Thus,

2
1 2
1
2
0
1 2
1 2
0
Pr ( | ) ( )
2
2
( )
2
s s
ob E H Q
N
s s
s s
Q
N

=

and

1 2
1 2
0
1 1
Pr ( | ) Pr ( | ) ( ) ( )
2 2 2 2
E
s s
d
P ob E H ob E H Q Q
N

= + = =
P
e
is a function of the squared Euclidean distance between the
channel signals and not the shape of the waveform.

2
2
1 2 1 2 1 2
2Re( ) d s s E E E E = = +
Some special cases:
1 2 1 2
( ) ( ) 1/ 2 E E E and P H P H = = = =
Name

2
1 2
s s
P
e

Antipodal
case
-1 4E
Q(
2E

No
)
Orthogonal
case
0 2E
Q(
E

No
)
1 0 1/2
II. For the same P
e
the average transmitted power may be different.
21
Special case
22
2.5 5 7.5 10 12.5 15 17.5 20
EbNo in dB
1.10
6
0.00001
0.0001
0.001
0.01
b
P
Probability of Error
0 = 1 =
23
Typical modulation schemes over a white Gaussian
channel Base Band Signals
The transmitted waveform- s(t) is
0
( ) ( , )
k
k
s t p t kT a

=
=

where
k
a is the source symbol that was generated by the source at
time kT and get value in one of the M hypotheses.
( , ) p t a is the waveform associated with the symbol {1,.., } a M .
At this stage we shall assume that the
( ( , ), ( , )) 0 0, {1,.., } p t a p t kT b for all k a and b M = and therefore we
shall only deal with a single symbol that was transmitted at time 0.
There is no Inte -Symbol Interferences (ISI)
24
Binary On/Off Keying Modulation
Example: The sequence (1,0,1,1,0,1)
T 2T
3T
4T 5T 6T
2E
T
( ) s t
t
| |
0
1 2
2
: ( ) ( ) ( ( 1) ) ( ) ( ) ( )
{0,1}
( ) ( ) 1/ 2
i i
i
i
E
H r t a u t iT u t i T n t s t n t
T
a
P H P H
=
= + + = +

= =

n(t) is a white Gaussian noise,

2
0
2
N
=
25
Base Function
The base function is

1
0
1
( ) ( ( ) ( ))
0
t T
t u t u t T
T
T
outside

= =

,
1 2
2
( ) 2 ( ); ( ) 0
: ( ( )] 1/ 2*2 1/ 2*0
i
s t E t s t
Average Power E s t E E
= =
= + =

The signal space is:

( ) t
2E

( ) t
( ) r t
0
( ) ( )
T
r t t dt

/2 E
X
26
Probability of error for On/Off keying
2 d E = is the Euclidean distance between the two signal points
in the signal space,
2
0
2
N
= The error probability is:
1 2 1 2 1 1
0
0
( ) ( | ) ( ) ( | )
2
2
2
e
P P H P H H P H P H H
d E E
Q Q Q
N
N

= +
| |
| |
| |
= = =
|
|
|
|
\
\
\

( ) t
2E
d
27
Bi-Phase Modulation-Rectangular Pulse
1 2
1
: ( ) ( ) ( ), 0 ,
1 0
( )
0
{ 1,1}
( ) ( ) 1/ 2
i i
i
t
H r t a n t t T
T T
t T
t
otherwise T
a
P H P H
= +

= =
The signal space is:
( ) t
E
E
n(t) is a white Gaussian noise,
2
0
2
N
=
Let ( ) t be
1
( ) ( )
t
t
T T
=
28
Error Performance
2 d E = is the Euclidean distance between the two signal points
in the signal space,
2
0
2
N
= The error probability is:
1 2 1 2 1 1
0
0
( ) ( | ) ( ) ( | )
2 2
2
2
e
P P H P H H P H P H H
d E E
Q Q Q
N
N

= +
| |
| |
| |
= = =
|
|
|
|
\
\
\

The receiver can be implemented by a single correlation
29
Rectangular Pulse: Transmitter and Receiver
Data rate: 100Kbps
Binary Case
Set Eb_N0 prior to the run
In1 Out4
Signal Power Mete
Sign1
Scope
8
Sampler1
0.0001901
27
1.421e+005
SER_Q1
Repeat
8x
Repeat
Doubl e cl i ck
here for
references on
thi s demonstrati on
Horiz Cat
Integrate
and Dump
Integrate
and Dump
-1
Z
Integer Del ay2
[Data_E]
Goto9
[Noise]
Goto8
[RX_wave]
Goto4
[TX_Data]
Goto3
[MF]
Goto2
[TX_wave]
Goto1
Gaussian
Gaussian Noise
Generator1
[TX_wave]
From5
[MF]
From4
[RX_wave]
From3
[Data_E]
From19
[TX_Data]
From18
[Data_E]
From17
[Noise]
From14
[MF]
From13
[RX_wave]
From12
[TX_wave]
From10
[TX_Data]
From1
B-FFT
Freq Response1
f(u)
Fcn3
f(u)
Fcn1
Error Rate
Calculation
Tx
Rx
Error Rate
8.023
E/No dB
double
Conversion1
double
Conv2
Bernoulli
Binary
Bernoulli Binary
Generator
Data
TX
RX
MF
MF
TX
RX
Data_E
30
Other Base Functions
Instead of using rectangular pulse one can use other pulses, that
are band limited.
Examples:
1. Sinc signal:
sin
1
( ) ,
t
T
t t
t
T
T

= < < ,
note
1 0
( ( ), ( ))
0
k
t t kT
otherwise

=

31
Squared Root Raised Cosine Signal
A Square Root Raised Cosines signal is defined as
2
sin((1 ) )
cos((1 ) )
4
4
( ) ))
4
1
SRRC
t
T r
t
T
r
r
T rt
t
T
rt
T

+
+ +
=
| |

|
\
for 0 1, r t < < ,
2
cos( )
( ) ( ) sin ( ) ( )
2
1
SRRC SRRC RRC
t
r
t
T
t t c t
T
rt
T

=
| |

|
\
Raised Cosine Signal
Note that for
sin( )
1
0 ( )
t
T
r t
t
T
T

= =
32
SQRT Raised Cosine Pulse: Transmitter and Receiver
Data rate: 100 Kbps
April 2005
Binary Case
RX Wave
Data_E
In1 Out4
Signal Power Mete
Sign1
Scope1
8
Sampler1
0.0002295
6
2.614e+004
SER_Q1
Square root
Raised Cosine
Transmit Filter
Square root
Raised Cosine
Receive Filter
Double click
here for
referenceson
thisdemonstration
Horiz Cat
-8
Z
Integer Delay2
-32
Z
Integer Delay1
-8
Z
Integer Delay
[Data_E1]
Goto9
[Noise1]
Goto8
[RX1_wave]
Goto4 [TX_Data]
Goto3
[MF1]
Goto2 [TX1_wave]
Goto1
Gaussian
Gaussian Noise
Generator1
[MF1]
From9
[TX_Data]
From8
[RX1_wave]
From7
[TX1_wave]
From5
[MF1]
From4
[RX1_wave]
From3
[TX_Data]
From2
[Data_E1]
From19
[TX_Data]
From18
[Noise1]
From14
[Data_E1]
From1
B-FFT
Freq Response1
(2*u(1)-1)
Fcn1
Error Rate
Calculation
Tx
Rx
Error Rate
7.978
E/No dB
Discrete-Time
Eye Diagram
Scope1
Discrete-Time
Eye Diagram
Scope
double
Conversion1
double
Conv2
Bernoulli
Binary
Bernoulli Binary
Generator
TXWave
RXWave
MF Wave
TXData
MF
TXData
33
BPSK Modulation
1 2
2 2
: ( ) cos( ) ( ), 0 ,
{ 1,1}
( ) ( ) 1/ 2
i i
i
E k
H r t a t n t t T
T T
a
P H P H

= + =

= =

n(t) is a white Gaussian noise,
2
0
2
N
=
0
1 a =
1
1 a =
2
1 a =
3
1 a =
T
2T
3T
2E

34
Signal Space
Let ( ) t be

2
cos( ) 0
( )
0
t t T
t
T
outside

Then ( ) ( )
i i
s t a E t =
The signal space is:
( ) t
E
E

( ) t
( ) r t
0
( ) ( )
T
r t t dt

2
E
X
35
Probability of Error
2 d E = is the Euclidean distance between the two signal points
in the signal space,
2
0
2
N
= The error probability is:
1 2 1 2 1 1
0
0
( ) ( | ) ( ) ( | )
2 2
2 2
e
P P H P H H P H P H H
d E E
Q Q Q
N N
= +
| |
| |
| |
= = =
|
|
|
|
\
\
\

The receiver can be implemented by a single correlation
36
QPSK Modulation
0
1
2
3
2
: ( ) cos( ) ( ), 0
2
: ( ) sin( ) ( ), 0
2
: ( ) cos( ) ( ), 0
2
: ( ) sin( ) ( ), 0
2
( ) 1/ 4;
s
s
s
s
i
E
H r t t n t t T
T
E
H r t t n t t T
T
E
H r t t n t t T
T
E
H r t t n t t T
T
k
P H
T

= +
= +
= +
= +
= =
s
E

is the transmitted energy per symbol.
n(t) is a white Gaussian noise,
2
0
2
N
= .
37
Signal Space
The base functions are
1 2
2 2
cos( ) 0 sin( ) 0
( ) ; ( )
0 0
t t T t t T
t t
T T
outside outside




= =




Thus,
0 1 1 2
2 1 3 2
( ) ( ); ( ) ( )
( ) ( ); ( ) ( )
s s
s s
s t E t s t E t
s t E t s t E t


= =
= =

2 0 s
s E =
1 2 s
s E =
1
2
cos( ) t
T
=
2
2
sin( ) t
T
=
0 1 s
s E =
3 1 s
s E =
4, Theaverage Energyper Symbol
s
M E = =
Every symbol carries two bits of information (
2
(log ( ) 2) M =
Thus that average energy per bit of information is
2 2
log ( ) log (4) 2
s s s
b
E E E
E
M
= = =
38
Probability of symbol error
The probability of error is given by
3 3
0
0 1
0 0
( ) ( | ) ( | ) 1
( | )
e k i k i c
i k k i
c
P P H P H H P H H P
P P r A H
= =
= = =
=


2
2
2 2 2
0|
( )
1
exp( ) exp( )
2 2 2
x
s
c
x y x
x E
y
P dxdy

= =

=


Since the white Gaussian noise is circular symmetric noise we
can change the coordinates by shift them by 45 degrees along the
decision boundaries.
39
The signal coordinates are now ( ( , )
2 2
s s
E E

2 2
2 2 2
0| 0
2
2
2
2
0
( / 2) ( / 2)
1
exp( ) exp( )
2 2 2
( / 2)
1
exp( )
2
2
s s
c
u v
s
u
u E v E
P dudv
u E
du

= =

=

=
(

=
(
(

2
2
2
2
2
/ 2
2
0
var ( / 2) /
1
exp( ) (1 ( )
2 2 2
(1 ( )
s
s
s
c
E
s
Change iable z u E
z E
P du Q
E
Q
N

=
(
(
= =
(

=

2
0
2
0 0 0 0
1 1 (1 ( ))
2
2 ( ) ( ) 2 ( ) 2 ( )
s
e c
s s s b
E
P P Q
N
E E E E
Q Q Q Q
N N N N
= = =
= =

The last term is very small compare to the first term
40
Comments
0 0
2
2 2 ( )
s b
e
E E
P Q Q P BPSK
N N
| | | |
=
| |
| |
\ \
)

Note P
e
is the probability of a symbol error. Sometimes it is
desirable to get the equivalent probability of a binary error.
P
b
is the probability of error per information bit.
We use the following mapping from binery bits to symbol
0 1
2 3
(0, 0); (0,1);
(1,1); (1, 0);
s s
s s
= =
= =

In this case
For QPSK

0
2
( )
b
b
E
P Q P BPSK
N
| |
= =
|
\
P
b
= Q(
2E
b
N
o
) = P
b
of BPSK. !!!