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Hard-Limiting

of Two Signals in Random Noise*

J. J. JONESt,
MEMBER, IRE

Summary--Two sinusoidal signals and Gaussian noise lying in a narrow band are passed through an ideal band-pass limiter that confines the output spectrum to the vicinity of the input frequencies. The output spectrum, consisting of both discrete and continuous components, is studied in terms of its corresponding autocorrelation function. The discrete output components are identified with the output signals and intermodulation products due to interference between the two input signals. The continuous part of the spectrum is associated with the output noise. The effects of limiting are expressed by ratios among the average powers of the output spectral components. Performance curves are given that show signal suppression, the ratio of output to input SNR and the relative s, strength of the intermodulation terms. I. INTRODUCTION SING THE characteristic function method of Rice,l DavenportZV3 studied a power-law, band-u pass limiter fed by a sinusoid and a narrow band of Gaussian noise. In particular, he gave numerical results for the ratio of the output SNR to the input SNR that is produced by an ideal or hard limiter and showed that this ratio lies between 7r/4 and 2. B1achman,4 using a Fourier expansion approach, studied this same problem and obtained the result for the hard limiter in a more concise form than the formulation of Davenport. The noiseless case of two sinusoids passed through an ideal band-pass limiter was investigated by Granlund and later, Baghdady. Again using a Fourier representation, they obtained the amplitude relations among the output signals and the intermodulation terms that result from interference between the two input sine waves. In this paper, we study the effects of ideal band-pass limiting upon two sinusoids lying in a narrow band of Gaussian noise. This problem becomes important, for example, in the study of the effects of limiters in long-pulse (e.g., pulse compression) radars, where close lying echoing
* Received March 30, 1962. i Applied Research Laboratory, Sylvania Electronic Systems, Waltham, Mass. (A Division of Sylvania Electric Products, Inc.) 1 S. 0. Rice, Mathematical analysis of random norset Bell i3.w. Tech. J., vol. 23, pp. 282-332, Julv, 1944: vol. 24, pp. 46-156, . _January, 1945. ^^ ratios in band-nass 2 W. B. Davennort. Jr.. Sianal-to-noise limiters, J. Appl. Phyk., vol. 24;~~. 720-727. June, 1953. ) 3 W. B. Davenport, Jr. and W. L. Root, An Introduction to t,he Theory of Random Signals and Noise, McGraw-Hill Book Co., Inc., New York, N. Y., pp. 277311; 1958. 4 N. M. Blachman, The output signal-to-noise ratio of a powerlaw device, J. Appl. Phys., vol. 24, pp. 783-785; June, 1953. 5 J. Granlund. Interference in Freauencv-Modulation Recention, M.I.T. Res. Lab. of Elect,ronics,& Cambridge, Mass., Tech. Rept. No. 42; January, 1949. 6 E. J. Baghdady, Interference Rejection in FM Receivers, M.I.T. Res. Lab. of Electronics, Cambridge, Mass., Tech. Rept. No. 252; September, 1956. J. J. Jones. Hard-Limiting i of Two Signals in Noise. Svlvania Electronic Systems Appl. R&. Lab., Watham, Mass., ARM No. 277; November 30, 1961.

objects result in substantial to an interference problem.

pulse overlaps, giving

rise

II. STATEMENT OFTHE PROBLEM The essentials of the system to be studied are shown in Fig. 1. The input process to the limiter d4 = s,(t) + s,(t) + 77(t) (1)

consists of two signals and a narrow noise. Each signal is of the form s,(t) = x4& cos (CL&t 4,) +

band of random (P = 172) (2)

whereas o(t) is a sample function of zero-mean, stationary, Gaussian noise. The random phase angles 9, are considered to be statistically independent with a uniform distribution over the interval (0, 2~). It is assumed that the input signals and noise, prior to limiting, pass through a symmetrical band-pass filter (center frequency w,) that determines a symmetrical narrow-band spectrum for the noise. As indicated in Fig. 1, the ideal limiter is described by its amplitude characteristic g(z), with which the limiter output y(t) can be expressed uniquely in terms of the input as y(t) = g[x(t)] ={ !I if x(L)[:i. (3)

The limiter is followed by a band-pass filter (also centered on w,) that confines the output spectrum to the fundamental band.

BAND-PASS
Fig. I-An

FILTER
composed

ideal band-pass limiter showing an input of two signals in random noise.

Using Davenport technique derived from Rice, it is s shown in Appendix I that the autocorrelation function R,(T) of the limiter output is given by

where co = 1 and E, = 2 (m > 0). The coefficients hkmn in (4) are defined by the relation

m (k+m+n-l)/z xf2S,) s0 vk-l Jm(v

h kmn = dv for for

Jones: Hard-Limiting J&J 42X,)

of Two Signals in Random Noise for k odd and m + n even, and is given by

35

k + m + n k + m + n

odd (5) even

R,(T) c c c %&ALPk(T) =
k=O.2. m=O n=O n+TL=1.t3..*.

where J,( ) is the mth-order Bessel function of the first kind. The condition that the hkmn are nonzero only for odd integral values of the sum k + m + n is a consequence of the odd symmetry of the limiter amplitude s characteristic. This forces the limiter output to have spectral components lying only in the vicinity of odd harmonics of the input frequencies. However, besides their functional dependence on the indices k, m, and n, these coefficients are also functions of the input power ratios through their dependence on the input powers S,, X,, and N. Also in (4), the factor R,,(T), which is the autocorrelation function of the input noise, may be written as R,(T) = NP(T) cosw,r (6)

*cos m&r

cosnw~r

@b)

for k even and m + n odd where we have introduced the relation

because of the assumed symmetry of the narrow-band noise spectrum about w,. The envelope function p(7) in (6) is considered to be normalized to unit power; i.e., p(O) = 1. III.
AUTOCORRELATION
THE FILTERED

By reduction of the cosine products in (8), a complete expansion of R,(T) is achieved, but the resulting expression is too ponderous to be given here. It remains for one to separate out of this expansion those terms with frequencies lying within the first harmonic band. Examination of (8), under the assumption that both w1 and wa differ by only a small amount from w,, shows that the only combinations of Ic, m, and n which shift spectral components into the vicinity of w, are the following: (m&n 1= 072J4J . .. k + 1 for 1 1,3,5, f+* k + 1 for k k odd even (10)

FUNCTION OF
OUTPUT

The first step to be taken in determining the autocorrelation function of the filtered output is to further expand (4). Upon introduction of (6) into (4)) the resulting expression contains the factor cask W,T for which it is appropriate to employ the identities9

Values of k, m, and n which satisfy (10) also satisfy the requirement that their sum is an odd positive integer. For each value of j m f n 1 given in (lo), it is possible to write down as a subtotal the sum, over even or odd values of k, of all terms that contribute to the filtered output for those particular values of m and n. For example, for j m f n j = 0, these terms are given by ,=$ . . ,g 2 * ( z! > P(T) cos [(Z - 1)WZZwJ]r

(11)

- cos (k - 2i)w,7 + COSkW,T = g Ikg * (k J)! i! cos (k - 22]w,r for k odd

(7)

and for 1 m f

n 1 = i (i > 0) we have

Following the insertion of (6) and subsequently (7) into (4), the autocorrelation function of the unfiltered output becomes

qL
+ Gz,

II-ii-11cos
IZ-i-11

Liwc

(I

1)~~

ZWJT

(159 The totality of all such terms may be written in a single compact form as the autocorrelation function R,(7) of the Jiltered output z(t). This form is given by

cos [iw

(I

i -

1)~~ -

lwJ7}

(k-1)/2 ~ (k _li)! i! OS (k -

2i)w,~
@a>

R,(T) i=-m z=-~ ~=I~I.I~I+z. 2 = 2 5 2

.cos[Iijw, -

~~IZIIZ-li+lll
(k ; Ii!>! (k ; Iii)! ( )

cos mwlr

cos nu2r

8 Davenport and Root, op. cit., p. 169. 9 G. Chrystal, Algebra, Vol. II, Chelsea Publishing
New York, N. Y., p. 278; 1959. See also Davenport op. cit., p. 298.

Co., and Root,

(13) From (13) the spectrum of the filtered output is seen to contain both discrete components (due to periodic terms in R,(r) for which k = 0) and continuous com-

I i + 1 I % + Z(wz - Wl)]T.

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bkrnn

January

ponents (corresponding to nonzero values of k). Perhaps the clearest way to indicate the spectral content of z(t) is to write in the notation of Davenport R,(T) = %,xs,(d + %x,(-r) + %,X,(T) + %,X,(T) + %xszxd7?). (14)

IV. FUNCTIONAL

In this notation, all of the periodic terms contained in (13) are represented by the factor R,,X,,(~). These components include terms at both of the signal frequencies w1 and w2 and at all of the interference frequencies mw, - nw, 1 where m - n = f 1. The complete set of periodic terms is obtained from (13) by setting k = 0. This set is given by

Since the coefficients hkmn appear squared in the autocorrelation function, the sign controlling factor (k+nz+n-1) in (5) is of no consequence; therefore, it 2 C-1) will be dropped. Furthermore, the hkmn were redefined by (9) in terms of the bkmn. Thus, it is appropriate to study the latter quantities defined by vk-J,(v v%$ b
kmn =

J,(v w%S,, 0%

dv for k + m + n odd for k + m + n even A solution to this integral has been given as

where, in particular, and

the terms at the signal frequencies are 2&, 2?,&

COS WIT COS WQT.

bkmn

(16)

The remaining four sets of terms in (14) for which k > 0 correspond to the continuous part of R,(T) and are associated with the output noise. For example, the factor R,,,(T) represents the autocorrelation function of the direct feed-through noise. This set of components is obtained from (13) under the condition m = n = 0 and is given by

.,F,

-i,

-i

-m;n

+ 1; 2

1>

for k +

+ n odd (20)

where 2Fl(a, b; c; x) is the Gaussian hypergeometric functionll** defined by

... The factor R,,,, (T) denotes the autocorrelation function of those noise components that result from interaction of signal No. 1 with the input noise and a corresponding remark applies to the factor R,2X11(~) signal for No. 2. These terms are obtained from (13) by setting n = 0 for the first set (m = 0 for the second set) and the sum of the remaining two indices takes on all odd positive integers except 1 (i.e., neither index may be 0). The first set is given by

(21)

and I?( ) is the Gamma function. This form of the solution is useful for numerical computations because the hypergeometric function in (20) terminates aft the i + 1st er term due to the parameter a = -i. Another form of the solution to (19) can be obtained by replacing J,(v 6) by its power series expansion and interchanging the order of summation and integration. This results in the form

&,x&d i#O,-1 = 2
i---m

k-lil.li+Z!,

k + ;k,s+uoPkb) i 1 ( 2 z )!(c-2
Ii+ 1 jWl]T

1 1 z )! (18)

km,

(+l)i+m 2 i! (i jf m)!
2 v2i+k+m-1

*COS[IilW,

[S
a 0

J,,(vv %%$ exp (-: in brackets

u dv] )

(22) to

and a similar expression holds for the second set. The factor RslXsnXI(~) is the autocorrelation function of those noise components that are produced by both signals interacting together with the input noise. For these terms the sum k + m + n takes on all odd-positive integers except 1 and all three indices are nonzero. Since (13) with appropriate conditions is the most convenient form of expressing this set of components, it will not be repeated here.

where the integral

has been attributed

10 Staff of the Bateman Manuscript Project, Higher Transcendental Fund tions, Vo!. II, McGraw-Hill Book Co., Inc., New York, N. Y., p. 49; 1953. 11 Staff of the Bateman Manuscrint Project, Higher Transcendental Functi ons, Vol. I, M&raw-Hill Book Co.. Inc.. New York, N. Y., p. 56; 1953. 12W. Magnus and F. Oberhettinger, Formulas and Theorems for the Functions of Mathematical Physics, Chelsea Publishing Co., New York, N. Y., p. 7; 1954.

1963

Jones: Hard-Limiting

of Two Signals in Random Noise

37

Weber and Sonine. The solution 3 written as

to (22) may now be

Another important term in (25) is the spectral contribution at the frequency 2w, - w2. The power contained in this term is

. 2

(-l,i($g

ri+lc+m+n

i=o z!

(i + m)!

( ;n+l;-$ for Ic +
m

) ,(i + i),,(-i,-i - 2;2;g )/ . (28)

+ n

odd

(23) func-

where lFl(a; c; x) is the confluent hypergeometric tion14 defined by

When the ratio contained in The output tained in the given by 0%

(LQ S,)~ I 1, this quantity is the power the strongest intermodulation product. noise power (N)O is the total power concontinuous part of the spectrum and is

= 1+;++

a(a + 1) 2 c(C+l) y+

***.

(24)

= R,,,(O) + %x&O)

+ &x,(O)

+ Rs,x,,x&X.

(29)

This form of the solution is convenient for theoretical manipulations as in the computation of limiting conditions. Notice that the only difference between the two solutions (20) and (23) is in the type and the parameters of the hypergeometric function that is involved. V. SOME NUMERICAL
RESULTS

The spectrum of the filtered output was shown to contain discrete components corresponding to the output signals and intermodulation terms, and to have a host of continuous components that collectively make up the output noise spectrum. The total power contained in these discrete components is given by (15) evaluated at T = 0. Thus, the noiseless output power is

However, the output noise power may also be expressed as the difference between the total power in the fundamental band and the noiseless power as given by (25). In general, the total power contained in the kth harmonic band of the limiter output is a constant regardless of how the power is distributed within the band. This power is equal to the power of the kth harmonic in a Fourier series expansion of a rectangular waveform which has its peak-to-peak amplitude determined by the limiter (vix., 2). Thus, the total power in the l&h-odd harmonic band is 8/(&) In place Iof (29) we have . WI, = $ - R,,x,,(O). (30)

and, by application given by

of (20), the output signal powers are

and

2 1

(261

)I
.
13 Bateman Manuscript Magnus and Oberhettinger, 14 Bateman Manuscript Magnus and Oberhettinger,

(27)

Project, op. cit., Vol. I, p. 56. See also op. cit., p. 35. Project, op. cit., Vol. I, p. 248. See also op. cit., pp. 86-87.

The output signal and noise powers including the intermodulation term of (28) were evaluated for a wide range of input power ratios by computation on a Recomp II digital computer. The data thus obtained was used to plot the performance curves given in Figs. 2, 3, and 4. The first set of curves, Fig. 2, shows the effect on signalto-noise power ratio produced by the ideal band-pass limiter. The ratio of the output SNR (&IN), to the input SNR (L&/N); is plotted as a function of the latter. The input signal-to-signal power ratio (S,/SJi is a parameter for these curves. Although the curves were plotted for signal No. 1, they apply to signal No. 2 as well. To obtain the ratio (X,/N),/(&/N>, for given values of the input ratios (S1/N)i and (SZ/S1)i, multiply these two numbers to obtain the ratio (X2/N)i and then enter Fig. 2 at this abcissa value. The normalized SNR for signal No. 2 lies at the intersection of this abcissa value with the curve plotted for the reciprocal of the given value of (X,/X,)i. From Fig. 2 it is seen that the ratio of output SNR to input SNR lies in the range 0 to 2 for two signals in noise as compared with the range rr/4 to 2 for one signal in noise. The uppermost curve in Fig. 2, which is plotted for the condition that signal No. 2 is much weaker than

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Fig. 2-The

ratio of the output SNR to the input SNR as a function of the latter for the ideal band-pass limiter.

signal No. 1, is the same performance curve as given by Davenport for one signal in noise. Under the condition of strong noise dominating the limiter, the SNR of s both signals are decreased by the factor ?r/4 which is a loss of about 1 db. But, when one signal is much stronger than both the noise and the other signal, the SNR of the strong signal increases by the factor 2 for a gain of 3 db whereas the SNR of the weak signal decreases by the factor l/2 for a loss of 3 db. However, when the two signals are of equal strength and the noise is weak, the normalized SNR tends to zero for both signals. That is, the equal output SNR are large compared with unity, s but are much smaller than the large and equal input SNR such that the output over input ratio is a small s number. This point is considered in more detail in Section VI. The second set of performance curves, given in Fig. 3, shows the relative suppression of one signal by the other as influenced by the noise level. The ratio of the output signal-to-signal power ratio (S,/S,)O to the input signalto-signal power ratio (AS ,/S,)~ is plotted as a function of the input SNR (AS ,/N)~ with (L $/X,)~ as a parameter. It can be seen from these curves that when the signals are buried in noise, the limiter is essentially a linear device in the sense that little or no suppression of one signal by another takes place (i.e., the relative signal strengths are preserved). This condition is approximately in effect when the larger of the two input SNR is - 10 db s or smaller. On the other hand, the maximum degree of suppression of a weak signal by a strong signal occurs at large input SNR and is seen to be 6 db. Thus, the s smallest possible signal-to-signal power ratio at the output of an ideal band-pass limiter is l/4 of the corresponding input ratio. The asymptotic values approached by the curves of Fig. 3 at large input SNR are equivalent to a s portion of the Granlund-Baghdady results. The set of curves given in Fig. 4 expresses in power the relationship of the strongest intermodulation product to the weakest output signal. The output power ratio (L!& &),, is plotted against the input SNR (S,/N)i with the ratio (X,/AS as a parameter. Under the condition ,)~ (S,/S,)i 5 1, the quantity (S,,)0 is the power of the strongest intermodulation term, which occurs at the ,), frequency 2wl - w2, and (A is output power of the weakest signal. These two output components are of equal strength when the strong signal dominates both the noise and the weak signal, but when the input signal strengths are equal and much stronger than the noise, the strongest intermodulation term is only l/9 of either of the equal output signal powers. However, the strengths of all intermodulation products fall off rapidly with decreasing SNR. For example, when the larger of the two input SNR is unity, the strongest intermodulation term s is more than 12 db below the weakest signal and decreases at a rate of about 2 to 1 db for smaller SNR s.

I l1 .o 0.81 \ I'

I I
Il.0

I-

1-1

.-

,- --- 3

(Sl/N)i
Fig. a--The ratio of the the input signal-to-signal input SNR. output signal-to-signal power ratio to power ratio as a function of the larger

s2/Sl)

INPUT SIGNAL-

(S1/N) i
Fig. 4-The power ratio of the strongest intermodulation product to weakest output signal as a function of the larger input SNR.

196.3
IN WEAK

Jones: Hard-Limiting VI. ASYMPTOTIC FORMS FOR Two SIGNALS

NOISE

of Two Xignals in Random Noise

39

When one or both of t,he input signals rise substantially above the input noise level, computation of the bkmncoefficients based on either (20) or (23) breaks down and it becomes necessary to employ asymptotic forms. In Appendix II, asymptotic forms are derived for the b kmn for use in the presence of weak noise. The first of these results is given as
rk+m+n 2 (

As an interesting application of the above results, consider the situation which occurs when both input signals are of equal strength and are much stronger than the input noise. Eq. (33) applies when X, = X, -+ 0~ such that (LS ,/N)~ = (&IN)< -+ m . From (33) it is seen that the equal output signal powers t ake on the limiting value (SJO = (SJO = 2G,, = 5 & for ($ = $ = ($ -+ m (34)

bkmn

and the equal powers of the strongest intermodulation components approach the value m-j-n k-i-m-n 2 ;m+l;$ Ic=O,l and a complementary result is 2 (31) for (S,,), = (S,,), = 2b2,,1 = -$ r2 g r2 3 0 0 (J$); = ($)i = $

-+ co.

(35)

F k-l-m-l-n 1 2 2 ( for Note the restrictions signal-to-signal ratio are imposed by the function. Finally, for strengths we have

k-i-n-m 2

;n + l;$

1>

Under these conditions, the entire discrete spectrum of the limiter output is symmetrical about the frequency (a1 + wZ)/2 and the power of each intermodulation component is proportional to the reciprocal of a squared odd interger.16 Thus, the total power contained in all the a1 X s2 terms is given by

stated in (31) and (32) on the input and on the index k. These conditions convergence properties of the zFI the special case of equal input signal

for

($);

= ($),

QJ

(36)

b kmn= - 52

+ l)r(y

l)rtT

1)

as expected. Unfortunately, the behavior of the output noise power for the case of equal input signal strengths and weak noise cannot be obtained directly, since (33) does not hold for k = 1. However, a computer study of (32) for input signal-to-signal ratios close to unity shows that the output noise power behaves as

,,J(i!Ji = (&
Ik=O

co

(33) o,ia($)i-o
The proportionality large as (S2/S1)i than (S,/N)i, so zero. Under these to the input SNR we have

for (+($Ji*

me (37)

The further restriction on k stated in (33) is due to the special conditions under which (31) and (32) may be evaluated for S, = S,. In essence, the above three results with k = 0 were given by Davenport and Root? for the interference study of two signals in the absence of noise. For k = 0 these results are also equivalent to the Granlund-Baghdady results. However, (31) and (32) are shown here to hold also for k = 1 and as such are useful in determining the behavior of the output noise when one or both strong signals control the limiter.
15 Davenport and Root, op. cit., pp. 308-309.

quantity a! is a number which grows -+ 1, but is always considerably less that the output noise power tends to conditions, the ratio of the output SNR tends to zero; i.e., from (34) and (37)

because a! is a large number. Some simple physical reasoning may serve to explain
16 Note that this result was not given by either Granlund Baghdady since it was unattainable through their analyses. or

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this phenomenon. When the input contains two strong signals of equal strength that are close in frequency, the combination may be thought of as a double-sideband, suppressed carrier signal with sine wave modulation at one half of the difference frequency, and a carrier frequency at one half of the sum frequency. The first deleterous effect is due to the sine wave envelope function of the combined signals which crosses the time axis at the difference frequency. In the vicinity of each zero crossing of the envelope the noise, which is momentarily stronger that the signals, controls the limiter and contributes heavily to the output noise. Thus, while the input signals are beating destructively toegther, the noise has an opportunity to slip t hrough the limiter. This explains why at large input SNR the output noise, s though small in value, is much larger for signals of equal strength than for a situation where a considerable imbalance exists between the signals. The second effect is that the limiter fixes the equal output signal powers at about 40 per cent of the total output power with the remainder distributed among the intermodulation products. The net result under these conditions is that the output SNR are constrained to nonzero equal values s which are large relative to unity, but are necessarily much smaller than the large input SNR Consequently, s. the normalized SNR tends to zero for this situat ion. VII.
CONCLUSION

a limiter such that the detectability of a signal is essentially unchanged even though the SNR decreases.
APPENDIX AUTOCORRELATION FUNCTION

I
OF THE LIMITER OUTPUT

The autocorrelation function of the limiter output y(t) is defined as the statistical average

G/(4 t = Ez~d~(~)lsL4Ul) >

(39)

where we have written t for t + T. It has been shown that the amplitude characteristic as described in (3) for the ideal limiter may be represented as a sum of contour integrals in the complex w plane (w = u + jv). This representation is given by exp d4= & s,, (WX) g + 1 27v

sc-exp (wx) g.

(40)

The contour of integration c, always encloses the origin of the w plane to the left whereas the contour c- always encloses the origin to the right. Both contours include the entire w = jv axis except for appropriate avoidances of the origin due to a pole there. For brevity and since the integrands of (40) are identical, let g(x) be momentarily represented by a single contour integral over the contour c. Introducing this representation for g(x) into (39), the autocorrelation function of the limiter output may be writt#en as R,(t,t ) = & dw sc $

The effect of ideal band-pass limiting upon two signals in random noise has been demonstrated in terms of power relations among the output spectral components. One important conclusion to be noted from these results is that under certain conditions the SNR with two signals present may be degraded well below that which is encountered with only one signal. The worst case in which such degradation takes place is when two equally strong signals are present in relative weak noise. For this situation the output SNR tends to a very small fraction of the input SNR. A secondary point to not is the absence of e signal suppression at small input SNR and the maximum s suppression of 6 db (in power) that occurs at large SNR s when a substantial imbalance exists between the signals. The emphasis placed here on SNR may or may not be justified depending on the intended application of the limiter. It has been pointed outI that SNR is important where fidelity of transmission is of concern, but when the presence of the signal is not a foregone conclusion, then signal detectability is of primary concern. The fact that an SNR enhancement by a factor as large as 2 occurs at high SNR does not imply that a band-pass limiter s can improve signal detectability. A loss in signal detectability is always experienced with a limiter but the loss can be made to approach a small value at low input SNR s. Manasse et aZ.17have shown that it is possible to operate
I7 R. Manasse, R. Price,, and R. Lerner, Loss of signal detectIRE TRANS. ON INFORMATION ability in band-pass limlters, THEORY, vol. IT-4, pp. 34-38; March, 1958.

-s x(t)

E%Ez

expvi[w,x(t) + wt4t')l].

(41)

The statistical average indicated in (41) is definedIg as a two-dimensional joint characteristic function and is written

M,(w,w~) = E,iexp [wdt> + w,x(t'>l).

(42)

Since is the sum of zero-mean, statistically independent random processes, the joint characteristic function Mz may be written as the product of the individual joint characteristic functions M,<; i.e., MAW, w,,> = fi Mz<(wt, wt,> i=l

= a E,,{exp [wx,(t> + wt4'II.

(43)

The xi may be identified with the individual terms in (1). It can be shown that the joint characteristic function for stationary Gaussian noise is M,,(wt, w,,) = exp
I8 Davenport I9 Davenport 2o Davenport

;(w: + ~9,) + R~(dw~wr.]

(44)

and Root, op. cit., pp. 277-282. and Root, op. cit., pp. 52-54. and Root, op. cit., pp. 149, 289.

1963

Jones: Hard-Limiting

of Two Signals in Random Noise

41

where R,(T) is the autocorrelation function of the input noise and r = t - t. Further, it can be shown21 that for each of the sine waves the joint characteristic function has the form

reduces to a single integral. Passing to a real integral, the definition of the hkmnbecomes h kmn = i C-1) (k+m+n-l)/z vkel J,(vv %f$J,(v&!?$ exp (49)

M,,(wt, w,,) = 2 GJ,(wt~~~ n=O

.I,(w,,/2xi) cos muiT. (45) Here I,( ) is the mth-order modified Bessel function of the first kind and the E, are the Neumann numbers defined above. Using the series expansion for the exponential

It may be of interest to note that had a smooth limiter been used with its amplitude characteristic described by an error function curve

exp [Ru(4wtwt,l= g $ [%(dwtwt~lk

exp (-x2) dx in (44) and inserting the result into (41), the autocorrelation function of the limiter output takes the form -9+(-x) for for x > 0 (50) x < 0 the only effect this change would have on the end result would be to augment N in (49) by a The quantity a is . a number which determines how fast saturation is approached in the smooth limiter and, when a = 0, the smooth limiter reduces to the hard limiter. Returning now to (49), the integration along the negative portion of the jv axis may be expressed (after a change of variable) in the form

In order to simplify (46) after insertion of the expression for MS;, we make the following definition. Let h - --1 kmn- 27d k-l~,(w~)II,(~~) .sc w Eq. (46) may now be written exp compactly as (47)

s
Applying m s o

a [ ] dv = -m

(-l)k+m+n /- [ ] dv. 0

(50

(51) to (49), the hkmllbecome

h kmn = ; (- 1) (k+m+fi--1)/2[1_ (- l)k+m+y f cos mw,r cos m2i-. (4%

As pointed out above, the integral in (47) is actually the sum of two contour integrals, where the contours of integration avoid the origin of the w plane because of a possible pole at that point. However, the occurrence of a pole there may be prevented if either k, m, or n is nonzero. It is clear from (47) that the condition k > 1 eliminates a pole at the origin. However, if 1~ = 0, the condition m or n > 1 also prevents a pole there because of the limiting behavior of the Bessel function for small values of the argument; vz x.,
P

vkmlJ,(v a)

J,(v 4%)

exp

dv

(52)

where the bracketed quantity 2 1 (-l)ki-m+n = 0 for for

in (52) has the value k + m + n k + m + n odd even (53)

Thus, the final defining form for the hkmnis

I,(w) -3 -?2pp!

for

11) 0. -+ h kmn =

m Ii 0
vk-l J,(v a) J,(v 4%) dv for for L + m + n lc $ m f n odd * (541 even Note that the condition for a nonzero hkmn; viz., k + mfn = 1,3,5 e-e, includes the condition under which the occurrence of a pole at the origin is prevented.

Thus, no pole will occur at the origin if at least one of k, m, or n is nonzero. By this restriction, the dc or zerofrequency term is eliminated from the autocorrelation function, but this is no loss since the inputs to the limiter have been assumed to have zero mean. The advantage gained by this restriction is that both contours of integration may now use the jv axis in its entirety and (47)
21 Davenport and Root, op. cit., p. 290.

42

IEEE
APPENDIX WEAK

TRANSACTIONS II

ON INFORMATION l?(m + l)r $ s -A i ( s2 > *i! r(i+ mf

THEORY ( i +
i)r

January >( lc+m-n 2 rlc+m-n 2 )( > )

NOISE ASYMPTOTIC FORMS FOR THE hmn COEFFICIENTS

k+Y+nri+ k-km-l-n 2 (

Consider the case of two very strong signals in weak noise. Let S, and S, -+ *, such that (S,/N)i and (S2/N); + 03, but for the moment place no restriction on the ratio (S,/S,)i. For very large values of the variable 2, 1F, assumes the limiting form

@O> Thus, we may

2 C; - X>--+ rcc da;

Thus, the hypergeometric the form ;n+l;-%

r(+-a
4 function c

but the sum in (60) defines a ,F, function. write (60) as

for

x-+

a.

(55) bkmn

in (23) approaches

r
> k-l-m-n . 81 1; I=+O,ll! (61)

>
-i-(k+m+n)/2

*-

(S./N)i-m r In terms of (56), we may rewrite (23) as

(56)

[:j,2<

The restrictions stated in (61) on the input signal-tosignal ratio and the index k are imposed by the convergence properties of 2FI. By interchanging m with n and S, with S,, (61) becomes rk+m+n ( > r(m _ i t n + 1)

.~

(-lji(JL) r(i

+ lc + T + ,) k-j-m-n Q
Y

bkma= ik (57) )
I

($)k 2(f$T2

i=o . t!(i+

m)!r c 1 - i \

. s2 1 n TIOl,? (53) When the variable x is unity, identity d ,(a, b;c; 1) = r(~(62)

From (10) it can be seen that the factor k + m takes on only the values
. I

k+m-n=

Al,

+ 3, + 5, *** .

,F, is eva1uatedz3 by the

It can be further shown that, under these conditions on the indices, the identity

r(c)r(c -

a - b) u>rcc _ b) for a+b-c<O. (63)

Thus, by application of (63) to either (61) or (62), we have

(-uir(i

+ it + T - )
(59)
2 + 4 for ($ji lc=O = (%ii + co. (64)

rk+m-nrn-lc-m 2 >( (

must hold also. After inserting the relation (59) into (57), the bkmnmay be expressed as

bkm,,= 5 (~) @)~

m,r;r-+kl;i 2

1>

The further restriction on k in (64) is because of the conditions under which (63) holds.
Magnus

22 Bateman

Manuscript

Project,

op. cit., Vol. I, p. 278.

23Bateman Manuscript Project, op. cit., Vol. I, p. 104. See aIs0

and Oberhettinger, op. cit., p. 8.