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Random Process: Some Examples

• Quadrature Modulation Process Given two random variables
X1 (t) and X2 (t)

X1 (t) = X(t) cos(2ω0 t + Θ)

X2 (t) = X(t) sin(2ω0 t + Θ)

where ω0 is a constant, and Θ is a random variable that is

uniformly distributed over a range of 0 to 2π, that is,

1
fΘ (θ) = , 0 ≤ θ ≤ 2π
2π
= 0, elsewhere

The correlation function of X1 (t) and X2 (t) is

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R12 (τ ) = E[X1 (t)X2 (t + τ )]

= E[X(t) cos(ω0 t + Θ)X(t − τ ) sin(2ω0 (t − τ ) + Θ)]
Z 2π
1
= X(t)X(t − τ ) cos(ω0 t + Θ) sin(ω0 (t − τ ) + Θ) dΘ
0 2π
1
= RX (τ ) sin(ω0 τ )
2

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Random Process: Time vs. Ensemble Averages
Ensemble averages
• Difficult to generate a number of realisations of a random
process
• =⇒ use time averages
• Mean

Z +T
1
µx (T ) = x(t) dt
2T −T

• Autocorrelation

Z +T
1
Rx (τ, T ) = x(t)x(t + τ ) dt
2T
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−T
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• Ergodicity A random process is called ergodic if

1. it is ergodic in mean:

lim µx (T ) = µX
T →+∞
lim var[µx (T )] = 0
T →+∞

2. it is ergodic in autocorrelation:

lim Rx (τ, T ) = RX (τ )
T →+∞
lim var[Rx (τ, T )] = 0
T →+∞

where µX and RX (τ ) are the ensemble averages of the same

random process.
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Random Processes and Linear Shift Invariant
Systems(LSI)
• The communication channel can be thought of as a system
• The signal that is transmitted through the channel is a
realisation of the random process
• It is necessary to understand the behaviour of a signal that is
input to a system.
• For analysis purposes it is assumed that a system is LSI
• Linear Shift Invariant(LSI) Systems

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Figure 1: An LSI system
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In Figure 1 , h[n] is an LSI system if it satisfies the following
properties
– Linearity The system is called linear, if the following
equation holds for all signals x1 [n] and x2 [n] and any a and
b:

x1 [n] → y1 [n]
x2 [n] → y2 [n]
=⇒ a.x1 [n] + b.x2 [n] → a.y1 [n] + b.y2 [n]

– Shift Invariance The system is called Shift Invariant, if the

following equation holds for any signal x[n]

x[n] → y[n]

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=⇒ x[n − n0 ] → y[n − n0 ]
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∗ The assumption is that the output of the system is linear,

in that if the input scaled, the output is scaled by the
same factor.
∗ The system supports superposition
· When two signals are added in the time domain, the
output is equal to the sum of the individual responses
∗ If the input to the system is delayed by n0 , the output is
also delayed by n0 .

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