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Analysis
ECE 5610/4610 Lecture Notes
r<0
r>0
r = 0
f ( x, y )
f ( x, y )
f ( x, y )
x ( t, 0 )
y ( t, i ), i = 0, 1,
t
h LP ( t )
1990 2004
Mark A. Wickert
Chapter
Course Introduction/Overview
Contents
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1-1
1-2
1-3
Formulate
Hypothesis
Define Experiment to
Test Hypothesis
Physical
or Simulation of
Process/System
Modify
Model
Observations
Predictions
Sufficient
Agreement?
No
No
All Aspects
of Interest
Investigated?
Stop
1 Alberto
Leon-Garcia, Probability and Random Processes for Electrical Engineering, Addison-Wesley, Reading,
MA, 1989
1-5
Signal
Processing
Estimation
and Filtering
Information
Theory
Communication
& Wireless
Reliability
Random Signals
and Systems
Linear
Systems
Others
Probability
Random
Variables
Statistics
Decision
Theory
Game
Theory
2 X.
1-6
Mathematics
Rong Li, Probability, Random Signals, and Statistics, CRC Press, Boca Raton, FL, 1999
Output
0
Binary
Channel
Model
1
1
= Error Probability
Binary
Information
Coder
Binary
Channel
Received
Information
Decoder
1-7
The decoder then decides which bit was sent by using a majority
vote decision rule
The system can tolerate one channel bit error without the decoder making an error
A symbol error occurs when either two or three channel bit errors occur
The probability of a symbol error is given by
Pe (symbol) = P(2 bit errors) + P(3 bit errors)
Assuming bit errors are statistically independent we can write
P(2 bit errors) = (1 ) + (1 )
+ (1 ) = 3 2(1 )
P(3 errors) = = 3
The symbol error probability is thus
Pe (symbol) = 3 2 2 3
Suppose Pe (bit) = = 103, then Pe (symbol) = 2.998 106
The error probability is reduced by three orders of magnitude,
but the coding reduces the throughput by a factor of three
We model x as a random variable with a probability density function dependent upon which hypothesis is present
fx ( x n )
fx ( x v + n )
Area = 1
vT
x
1
v1
v+1
fx ( x v + n )
PD = P ( x vT v + n )
vT
x
1
v1
v+1
Area corresponding to PD
1-9
In this example the carrier phase is modeled as a random variable and n(t) is modeled as an independent stationary random
process
We may be interested in how to recover the sinusoidal carrier
from the noisy signal x(t)
The power spectral density of a random process allows us to see
the spectral content of a signal
The power spectral density of a wide sense stationary random
process x(t) is given by the Fourier transform of the autocorrelation function
In this case the power spectrum is
A2
Sx x ( f ) =
[( f f c ) + ( f + f c )] + Snn ( f )
4
where Snn ( f ) is the power spectrum of the noise alone
S nn ( f )
S xx ( f )
fc
fc
To recover just the carrier from x(t) we may pass x(t) through
a filter
1-10
A cos ( 2f c t + )
y(t)
Filter
n(t)
fc
fc
S yy ( f )
fc
fc
1-11
d1 ( t )
d2 ( t )
Delay, 1
WGN: n ( t )
c1 ( t )
Delay, 2
y( t)
...
c2 ( t )
dK ( t )
Delay, K
Tb
0 ( . ) dt
cK( t )
d 1 ( t )
c1 ( t 1 )
K
Pk /2 dk (t k )ck (t k ) + n(t)
k=2
P1/2 d1(0)Tb +
K
Pk /2 Tb dk (0)1k + N g
k=2
where the first term is the desired signal, the second term constitutes multiple access noise, and the third term is a Gaussian
random variable due to the AWGN channel noise
The multiple access noise is controlled in part by the aperiodic
correlation coefficient from
1 to user k
user
k
dk (1)
c1(t)ck (t + Tb k ) dt
1k =
dk (0) 0
Tb
c1(t)ck (t k ) dt
+
k
1-13
where
1
K 1
N0
+
3N
2E b
K is the number of users and N is the number of spreading code
chips per bit, i.e., the processing gain; note here we assume perfect power control so all of the received signal powers are equal
SNR =
The term E b /N0 is the ratio of bit energy to noise power spectral
density, usually given in dB as 10 log10(E b /N0)
The function Q() is the Gaussian Q-function which is the area
under the tail of a zero mean unit variance Gaussian random
variable
1
2
eu /2 du
Q(x) =
2 x
A family of BEP performance curves is shown below
CDMA Bit Error Probability
0
log 10 [ BEP ]
K = 30 users
K = 20 users
3
K = 10 users
5
K=1
6
K = 5 users
10
15
20
25
30
E b N 0 dB
1-14
an g(t nTb )
xc (t) = 2Pc cos 2 f 0t + 2 f d
n=
where
t
2
1
1
BTb
g(t) =
erf
2
ln 2
Tb 2
t
2
1
BTb
+
+ erf
ln 2
Tb 2
The GMSK shaping factor is BTb = 0.3 and the bit rate is Rb =
1/Tb = 270.833 kbps
We can model the baseband GSM signal as a complex random
process
Suppose we would like to obtain the fraction of GSM signal
power contained in an RF bandwidth of B Hz centered about
the carrier frequency
There is no closed form expression for the power spectrum of a
GMSK signal
A simulation constructed in MATLAB can be used to produce a
complex baseband version of the GSM signal
ECE 5610/4610 Random Signals
1-15
10
0
-10
P fraction
-20
-30
-40
-50
-60
-400
-300
-200
-100
100
200
300
400
Frequency in kHz
Using averaged periodogram spectral estimation we can estimate SGMSK( f ) and then find the fractional power in any RF
bandwidth, B, centered on the carrier
B/2
Pfraction
B/2
=
SGMSK( f ) d f
SGMSK( f ) d f
Fractional Power
0.8
0.6
0.4
0.2
50
100
150
200
250
300
RF Bandwidth in kHz
An expected result is that most of the signal power (95%) is contained in a 200 kHz bandwidth, since the GSM channel spacing
is 200 kHz
Tanner, Practical Queuing Analysis, The IBM-McGraw-Hill Series, New York, 1995.
1-17
Customers
One
Queue
(waiting line)
1
2
Departing
Customers
...
Random
Arrivals at
per unit time
(exponentially
distributed)
Servers
Rate
T s = Average Service
Time
Customers
Separate
Queues
Servers
1
Random
Arrivals at
per unit time
(exponentially
distributed)
...
Departing
Customers
m
Rate
Assume customers
m
randomly pick queues
One long service-time customer
forces those behind into a long wait
T s = Average Service
Time
)
E c (m, u) + m(1 ) Ts
=
m(1 )
where
u m /m!
E c (m, u) =
m1 k
m
u /m! + (1 ) k=0 u /k!
is known as the Erlang-C formula
To keep this problem in terms of normalized time units, we will
plot TQ /Ts versus the traffic intensity u = Ts
The normalized queuing time is
TQCQ
Ts
E c (m, u) + (m u)
E c (m, u)
=
+1
mu
mu
Ts
mTs
Ts
=
=
s
1
m Ts
1 T
m
1-19
m
m
=
m Ts
mu
function Ec = erlang_c(m,u);
% Ec = erlangc(m,u)
%
% The Erlang-C formula
%
% Mark Wickert 2001
s = zeros(size(u));
for k=0,
s = s + u.k/factorial(k);
end
Ec = (u.m)/factorial(m)./(u.m/factorial(m) + (1 - u/m).*s);
% m = 2 case
u = 0:.05:1.9;
m = 2;
Tqsq = m./(m - u);
Tqcq = erlang_c(m,u)./(m-u) + 1;
% m = 4 case
u = 0:.05:3.9;
m = 4;
Tqsq = m./(m - u);
Tqcq = erlang_c(m,u)./(m-u) + 1;
TQ
------Ts
Separate
m=2
6
5
4
3
Common
2
1
0
0.2
0.4
0.6
0.8
1.2
1.4
1.6
1.8
Traffic Intensity = T s
m=4
Separate
TQ
------Ts
5
4
3
Common
2
1
0
0.5
1.5
2.5
3.5
Traffic Intensity = T s
1-21
1-22
...
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1-23
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ECE 5610/4610
Random Signals
Fall Semester 2004
Instructor:
Mark Wickert
Office: EB-226
wickert@eas.uccs.edu
http://eceweb.uccs.edu/wickert/ece5610/
Office Hrs:
Tue. 10:45 am12:00 pm, 3:154:15 pm and after 7:05 pm as needed, others by
appointment. Note: These hours may be adjusted if needed.
Required
Texts:
A. Papoulis and S. U. Pillai, Probability Random Variable, and Stochastic Processes, fourth edition, McGraw-Hill, New York, 2002.
Optional
Software:
MATLAB Student Version with Simulink with MATLAB 7.x, Simulink 5.x,
and Symbolic Math Toolbox (no matrix size limits). An interactive numerical
analysis, data analysis, and graphics package for Windows/Linux/Mac OSX
$99.95. The Signal Processing toolbox may be useful at $29.95. Order from
www.mathworks.com/student. Note: The ECE PC Lab has the full version of MATLAB and Simulink for windows (ver. 7.0) with many toolboxes.
Grading:
Phone: 262-3500
Fax: 262-3589
Text Sections
1. Introductory examples
Notes
2.12.3
3. Repeated Trials
3.13.4
4.14.4
5.15.5
6.16.7
7.17.5
8. Statistics
8.18.3
9.19.4
1-26
10.110.7
11.111.4
12.112.4
13.113.4