1-Signals and Spectra - Notes

CCE5200 - Digital Communications
Dr. Ing. Victor Buttigieg

Department of Communications and Computer Engineering
University of Malta
M.Sc. in ICT (Telecommunications) CCE5200 Digital Communications. 2011 Victor Buttigieg
2
Textbook
Digital Communications
Fundamentals and Applications (2
nd
Edition)
Bernard Sklar
Prentice Hall
3
Typical Digital Communication System
4
1. Signals and Spectra
5
Classification of Signals
- Deterministic
- Random
-1.5
-1
-0.5
0
0.5
1
1.5
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
sin(2*pi*1000*x)
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
rand(x)-0.5
6
- Periodic
x(t) = x(t + T)
- Non-periodic
-1.5
-1
-0.5
0
0.5
1
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
sin(2*pi*1000*x)+0.5*cos(2*pi*2000*x)
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
-40 -30 -20 -10 0 10 20 30 40
sin(x)/x
7
- Analogue Signals
x(t)
- Discrete Signals
x[nT
s
]
-1.5
-1
-0.5
0
0.5
1
1.5
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
sin(2*pi*1000*x)
-1.5
-1
-0.5
0
0.5
1
1.5
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
sin(2*pi*1000*x)
8
Power Signals
- The signal instantaneous power is given by
R t i
R
t v
t p ) (
) (
) (
2
2
= =
(1.1)
- In communications systems we normally take R = 1O, hence in general
) ( ) (
2
t x t p =
(1.2)
- The average power dissipated during the interval (-T/2, T/2) is given by
}
=
2 /
2 /
2
) (
1
T
T
T
x
dt t x
T
P
(1.3)
- A power signal is a signal with finite but nonzero power for all time,
i.e.
< <
}

2 /
2 /
2
) (
1
lim
0
T
T T
dt t x
T
(1.4)
9
Energy Signals
- The energy dissipated during the interval (-T/2, T/2) is given by
}
= =
2 /
2 /
2
) (
T
T
T
x
T
x
TP dt t x E
(1.5)
- while the total energy of the signal is given by
}

= dt t x E
x
) (
2
(1.6)
- The performance of a communication system depends on the detected
signal energy.
- An energy signal is a signal with finite but nonzero energy for all time,
< <
}

dt t x ) ( 0
2
(1.7)
- Note that as a general rule
o Periodic and random signals are classified as power signals.
o Signals that are both deterministic and non-periodic are classified as
energy signals.
10
The Unit Impulse Function
- This is also known as the Dirac Delta function or the Sampling
Function
=
=
= =
=
}
}

) ( ) ( ) (
0 at unbounded is ) (
0 for 0 ) (
1 ) (
o o
t x dt t t t x
t t
t t
dt t
(1.8)
-1.5
-1
-0.5
0
0.5
1
1.5
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
) (
o
t t
t
o
-1.5
-1
-0.5
0
0.5
1
1.5
0 0.0005 0.001 0.0015 0.002 0.0025 0.003 0.0035 0.004
) ( ) (
o o
t t t x
t
o
11
The Fourier Series
- Any periodic time waveform, with period T, may be expressed as a
summation of sinusoidal waveforms with frequencies a multiple of 1/T,
using the Fourier Series:

=
=
=
|
.
|
\
|
+ + =
n
t
T
n
j
n
n
n n
e c t
T
n
A a t x
2
1
0
2
cos ) (
(1.9)
|
|
.
|
\
|
=
+ + =
|
.
|
\
|
=
=
|
.
|
\
|
=
}
} }

n
n
n
n n n
T
T
n
T
T
T
T
n
a
b
b a A dt t
T
n
t x
T
b
dt t x
T
a dt t
T
n
t x
T
a
arctan
2
sin ) (
2
) (
1 2
cos ) (
2
2 2
2 /
2 /
2 /
2 /
0
2 /
2 /
(1.10)
}
=
2 /
2 /
2
) (
1
T
T
t j
n
dt e t x
T
c
T
n
(1.11)
where
12
Waveform Synthesis
+
13
+
Spectral Components of a Periodic Signal
Amplitude
t f
Fourier Transform
T
1
T
2
T
3
T
14
Spectral Components of a Periodic Waveform -
Using the Fourier Series
T
1
|X(f)|
f
1
t
f
ZX(f)
. .
x(t)
t
T
1
=
|
.
|
\
|
+
=
1
2
cos
sin
4
2
) (
n
t
T
n
T
n
T
n
T T
T
t x

15
Frequency Spectrum of a non Periodic Signal -
The Fourier Transform
- The spectrum of a periodic signal is discrete. It is composed of,
possibly, a d.c. component, a fundamental frequency and its harmonics.
- The spectrum of a non-periodic signal is continuous.
- The Fourier Transform generalises the Fourier Series to non-periodic
waveforms.
- The Fourier Transform is given by
}

= dt e t x f X
ft j 2
) ( ) (
(1.12)
- The Inverse Fourier Transform is given by
}

= df e f X t x
ft j 2
) ( ) (
(1.13)
16
Continuous Spectra
x(t)
t
f
X ( f )
x(t)
t
f
X ( f )
17
Linear Systems
18
Energy Spectral Density
- Using Parseval`s theorem Ior energy signals, we can extend equation
(1.6) as follows
} }

= = df f X dt t x E
x
2
2
) ( ) (
(1.14)
- The Energy Spectral Density (ESD) of an energy signal is defined by
2
| ) ( | f X
x
= +
(1.15)
- Hence,
}

+ = df f E
x x
) (
(1.16)
-
) ( f
x
+
gives the signal energy per unit bandwidth measured in
Joules/Hertz.
19
Power Spectral Density
- Using Parseval`s theorem Ior power (periodic) signals, we can extend
equation (1.3) as follows
}

=
= =
n
n
T
T
x
c dt t x
T
P
2
2 /
2 /
2
| | ) (
1
(1.17)
where c
n
is given by (1.11).
- The Power Spectral Density (PSD) of periodic signal is defined by
=
|
.
|
\
|
=
n
n x
T
n
f c f G
2
| | ) (
(1.18)
Hence,
}

= df f G P
x x
) (
(1.19)
- G
x
(f ) gives the signal power per unit bandwidth measured in
Watts/Hertz.
20
Autocorrelation of an Energy Signal
- The autocorrelation function of a real-valued energy signal is defined as
}

< < + = for ) ( ) ( ) ( dt t x t x R
x
(1.20)
- R
x
( ) provides a measure of how closely the signal matches a copy of
itself as the copy is shifted units in time.
- R
x
( ) for energy signals has the following properties
) ( ) ( =
x x
R R
symmetrical in about zero
all for ) 0 ( ) (
x x
R R s
maximum value occurs at the origin
) ( ) ( f R
x x
+
autocorrelation and ESD form a Fourier
transform pair
}

= dt t x R
x
) ( ) 0 (
2
value at the origin is equal to the energy
of the signal
21
Autocorrelation of a Periodic (Power) Signal
- The autocorrelation function of a real-valued power signal is defined as
}

< < + =
2 /
2 /
for ) ( ) (
1
lim ) (
T
T
T
x
dt t x t x
T
R
(1.21)
- For periodic signals, with period T this reduces to
}
< < + =
2 /
2 /
for ) ( ) (
1
) (
T
T
x
dt t x t x
T
R
(1.22)
- R
x
( ) for periodic signals has the following properties
) ( ) ( =
x x
R R
all for ) 0 ( ) (
x x
R R s
maximum value occurs at the origin
) ( ) ( f G R
x x

autocorrelation and PSD form a Fourier
transform pair
}
=
2 /
2 /
2
) (
1
) 0 (
T
T
x
dt t x
T
R
value at the origin is equal to the power
of the signal
22
Random Signals
- Most natural occurring signals (such as speech, music, images, video
etc.) appear to be random like.
- For example the above waveform is extracted from a piece of classical
music.
- In addition, natural noise is also random.
- For this reason it is important to be able to represent and analyse
random signals adequately.
23
Random Variables
- Let a random variable, X(A), represent the functional relationship
between a random event, A, and a real number. This will be simply
denoted by X.
o For example, consider the tossing coin experiment. The possible random
events for A are head (H) or tail (T) (this is termed the sample space).
o We can define a random variable X(A) as follows
=
=
=
) ( 1
) ( 1
) (
T A
H A
A X
(1.23)
- The random variable may be discrete or continuous.
- The distribution function of the random variable X is given by
) ( ) ( x X P x F
X
s =
(1.24)
where P(X s x) is the probability that the value taken by X is less than
or equal to a real number, x.
24
Properties of the Distribution Function
-
1 ) ( 0 s s x F
X
- 2 1 2 1
) ( ) ( x x if x F x F
X X
s s
-
0 ) ( =
X
F
-
1 ) ( =
X
F
25
Probability Density Function
- The probability density function (pdf ) is defined by
dx
x dF
x p
X
X
) (
) ( =
(1.25)
- The probability that the random variable X assumes a value between x
1
and x
2
(inclusive), is given by
}
=
=
s s = s s
2
1
) (
) ( ) (
) ( ) ( ) (
1 2
1 2 2 1
x
x
X
X X
dx x p
x F x F
x X P x X P x X x P
(1.26)
- The pdf has the following properties
o
0 ) ( > x p
X
o
1 ) ( ) ( ) ( = + =
}

X X X
F F x p
26
Ensemble Averages
- The mean value, m
X
, or expected value of a random variable, X, is
defined by
{ ;
}

= = dx x xp X m
X X
) ( E
(1.27)
where E{ } is called the expected value operator.
- The second moment of a probability distribution of a random variable,
X, is the mean-square value of X and is defined by
{ ;
}

= dx x p x X
X
) (
2 2
E
(1.28)
- The second central moment, called the variance of X, is defined as
, ) { ;
}

= = d x x p m x m X X
X X X
) ( ) ( ) v a r (
2
2
E
( 1 . 2 9 )
27
Variance and Standard Deviation
- The variance of X is also denoted by o
X
2
. Its square root, o
X
, is called
the standard deviation of X.
- The variance is a measure oI the 'randomness oI the random variable
X.
- The variance and the mean-square value are related by
{ ;
{ ; { ;
{ ;
2
2
2
2
2
2
2
2
2
X
X X
X X X
m X
m X m X
m X m X
=
+ =
+ =
E
E E
E
(1.30)
28
Random Processes
- A random process, X(A, t), can be
viewed as a function of two
variables, an event A, and time.
For simplicity this will be denoted
by X(t).
- For a specific event A
j
, we have a
single time function, X(A
j
, t)=
X
j
(t), called a sample function.
- The totality of all sample
functions is called an ensemble.
- For a specific time t
k
, X(A, t
k
) is a
random variable X(t
k
).
- For a specific event, A = A
j
and a
specific time t = t
k
, X(A
j
, t
k
) is
simply a number.
29
Statistical Averages of a Random Process
- The mean of the random process, X(t), is defined as
{ ; ) ( ) ( ) (
k X X k
t m dx x xp t X
k
= =
}

E
(1.31)
where X(t
k
) is the random variable obtained by observing the random
process at time t
k
, and ) (x p
k
X
is the pdf over the ensemble of events at
time t
k
of X(t).
- The autocorrelation function of the random process, X(t), is defined as
{ ; ) ( ) ( ) , (
2 1 2 1
t X t X t t R
X
E =
(1.32)
where X(t
1
) and X(t
2
) are random variables obtained by observing X(t)
at times t
1
and t
2
respectively.
30
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 its mean
and autocorrelation function do not vary with a shift in the time origin.
{ ;
) ( ) ( ) , (
constant a ) (
2 1 2 1

X X X
X
R t t R t t R
m t X
= =
= = E
(1.33)
where = t
1
- t
2
.
31
Autocorrelation of a WSS Random Process
- The autocorrelation of a WSS random process has a similar meaning to
that of the variance of a random variable and is given by
{ ; < < + = for ) ( ) ( ) ( t X t X R
X
E
(1.34)
- The autocorrelation gives an indication of the frequency response that
is associated with the random process -
o if R
X
() changes slowly with -more low frequency components are
present.
o if R
X
() changes fast with - more high frequency components are
present.
) ( ) ( =
X X
R R
all for ) 0 ( ) (
X X
R R s maximum value occurs at the origin
) ( ) ( f G R
X X

autocorrelation and PSD form a Fourier
transform pair
, ) { ; t X R
X
2
) 0 ( E =
value at the origin is equal to the power
of the signal
32
Time Averaging and Ergodicity
- It is not easy to compute the m
X
and R
X
() for a random process in
general.
- For an ergodic random process the time averages equal the ensemble
average and the statistical properties of the process can be determined
by time averaging over a single sample function of the process.
- For a random process to be ergodic it must be stationary in the strict
sense.
- For WSS random processes we can define:
o ergodic in the mean if
}

=
2 /
2 /
) (
1
lim
T
T T
X
dt t X
T
m
(1.35)
o ergodic in the autocorrelation function if
}

+ =
2 /
2 /
) ( ) (
1
lim ) (
T
T T
X
dt t X t X
T
R
(1.36)
33
Power Spectral Density of a Random Process
- A random process, X(t), can generally be classified as a power signal
having a PSD given by
2
| ) ( |
1
lim ) ( f X
T
f G
T
T
X

=
(1.37)
where X
T
(f ) is the Fourier transform of a truncated version, x
T
(t), of the
non-periodic random signal, X(t).
- The PSD enables us to evaluate the signal power that will pass through
a network having known frequency characteristics.
0 ) ( > f G
X
and is always real valued
) ( ) ( f G f G
X X
= for X(t) real-valued
) ( ) (
X X
R f G
PSD and autocorrelation form a Fourier
transform pair
}

= df f G P
X x
) (
relationship between average normalised
power and PSD
34
Power Spectral Density of a Random Bit Sequence
- Consider a sample function of a
random binary wave. It is
assumed that
o the symbols 1 and 0 are
represented by pulses of amplitude
+A and -A volts, respectively, and
duration T seconds, as shown here.
o the pulses are not synchronised, so
that the starting time t
d
of the first
complete pulse for positive time is
equally likely to lie anywhere
between 0 and T seconds, i.e.
s s
=
elsewhere , 0
0 ,
1
) (
T t
T
f
d
d
t T
d d
(1.38)
0
+A
-A
t
d
T
x(t)
35
o During any time interval (n-1)T < t - t
d
< nT, where n is an integer, the
presence of a 1 or a 0 is equi-probable and independent of all other
intervals.
- Since the amplitude levels -A and +A occur with equal probability, it
follows that E{X(t)} = 0 for all t, and the mean of the process is
therefore zero.
- To find the autocorrelation function we need to use equation (1.32),
i.e.
{ ; ) ( ) ( ) , (
2 1 2 1
t X t X t t R
X
E =
where X(t
1
) and X(t
2
) are random variables obtained by observing the
random process X(t) at times t
1
and t
2
respectively.
- Consider first the case when | t
1
- t
2
| > T. Then the random variables
X(t
1
) and X(t
2
) occur in different pulse intervals and are therefore
independent.
{ ; { ; { ; T t t t X t X t X t X > = = | | , 0 ) ( ) ( ) ( ) (
2 1 2 1 2 1
E E E
(1.39)
- Consider next the case when | t
1
- t
2
| < T, with t
1
= 0 and t
2
< t
1
.
o Then, the random variables X(t
1
) and X(t
2
) occur in the same pulse interval
iff the delay t
d
satisfies the condition t
d
< T | t
1
t
2
|.
36
i.e.
{ ;
<
=
elsewhere , 0
| | ,
| ) ( ) (
2 1
2
2 1
t t T t A
t t X t X
d
d
E
(1.40)
- Averaging this result over all possible values of t
d
, we get
t
1
+A
-A
t
d
T
x(t)
t
2
t
37
{ ;
T t t
T
t t
A
dt
T
A
dt t f A t X t X
t t T
d
t t T
d d T
d
<
|
.
|
\
|

=
=
=
}
}

| | ,
| |
1
) ( ) ( ) (
2 1
2 1
2
| |
0
2
| |
0
2
2 1
2 1
2 1
E
(1.41)
- By similar reasoning, equation (1.41) may be extended for any t
1
.
Therefore the autocorrelation function of a random binary wave, is
given by
>
<
|
.
|
\
|

=
T
T
T
A
R
X
| | , 0
| | ,
| |
1
) (
2
(1.42)
-T T
R
X
()
A
2
38
- Now,
) ( ) (
X X
R f G
. Therefore, taking the Fourier transform of
equation (1.42)
fT T A
fT
fT
T A
d e
T
A f G
T
T
f j
X
2 2
2
2
2 2
sinc
sin
| |
1 ) (
=
|
|
.
|
\
|
=
|
.
|
\
|
=
}

(1.43)
y
y
y
sin
sinc =
(1.44)
0 -1/T 1/T
G
X
(f )
f
39
Noise in Communication Systems
- Noise interferes with our communication system
- There are two main types of noise
o Man made - this noise could be deterministic
o Natural occurring (non-deterministic)
- Good engineering design could eliminate most types of noise or its
effects through
o filtering
o shielding
o modulation choice
o optimum signal detection
o optimum location of receiver
o better quality components
- One type of natural noise cannot be eliminated - thermal or Johnson
noise.
40
Thermal Noise
- Thermal noise can be modelled as a zero-mean Gaussian random
process.
- A Gaussian process, n(t), is a random function whose value, n, at any
arbitrary time, t, is statistically characterised by the Gaussian
probability density function p(n)
, )
2
2
1
2
1
) (

n
e n p

=
(1.45)
where
2
is the variance of n.
- The zero-mean normalised
Gaussian density function is
obtained by putting = 1.
p(n)
n
41
Central Limit Theorem
- In most cases, thermal noise is superimposed on some dc value, a. In
this case the random signal z is given by
and
, )
2
2
1
2
1
) (

a z
e z p
n a z
=
+ =
(1.46)
- In most communication systems, the channel noise is assumed to be
Gaussian because of the Central Limit Theorem.
- The central limit theorem states that the probability distribution of the
sum of j statistically independent random variables approaches the
Gaussian distribution as j , independent of the individual
distribution functions.
- The wireless channel, on the other hand, is normally modelled as a
Rayleigh Fading channel.
42
White Noise
- One characteristic of thermal noise is that the noise amplitude at time t
is independent of all previous noise amplitudes.
- A consequence of this fact is that the autocorrelation function for
thermal noise has a peak at = 0, but then as the noise waveform is
shifted, it becomes completely different from the unshifted version,
resulting in an autocorrelation value of zero for = 0, as shown below.
) (
2
) (
o
n
N
R =
(1.47)
where N
o
is the level of the single-sided
power spectral density of white noise in
Watts/Hertz.
R
n
()
2
o
N
0
43
- Now
{ ;
z Watts/Hert
2
) ( ) (
o
n n
N
R f G
=
=
(1.48)
- Hence the spectral power density
is constant throughout the
frequency range, hence the name
white noise.
- In practice this is true for all
frequencies in the range of dc to
about 10
12
Hz.
- In addition, using equation (1.3),
the total average power in white
noise is given by
} }

= = = df
N
df f G P
o
n n
2
) (
(1.49)
f
G
n
(f )
2
o
N
0
. .
44
Signal Transmission Through Linear Systems
- A linear time-invariant system (or network) is characterised in the time
domain by its impulse response, h(t)
where
) ( ) ( when ) ( ) ( t t x t y t h = =
(1.50)
- The response of the network to an arbitrary input x(t) is then found by
the convolution of x(t) by h(t)
}

= = d t h x t h t x t y ) ( ) ( ) ( * ) ( ) (
(1.51)
Linear
Network
Input Output
x(t)
X(f )
y(t)
Y(f ) h(t)
H(f )
45
Frequency Response of a Linear System
- Taking the Fourier Transform of equation (1.51), we obtain
) ( ) ( ) ( f H f X f Y =
(1.52)
- In general, the frequency response of the network, H(f ) (which is the
Fourier transform of h(t) ), is much easier to determine - either through
measurements, or through analysis.
- In general, H(f ) is complex and may therefore be expressed as
) (
| ) ( | ) (
f j
e f H f H

=
(1.53)
where |H(f )| is the magnitude response and (f ) is the phase response.
- If the input to a LTI system is a random process with PSD G
X
(f ), then
the output will also be a random process with PSD G
Y
(f ), where
2
| ) ( | ) ( ) ( f H f G f G
X Y
=
(1.54)

1-Signals and Spectra - Notes

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1-Signals and Spectra - Notes

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CCE5200 - Digital Communications

Dr. Ing. Victor Buttigieg

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