EE321B Communications Engineering (Entropy, Energy and Systems) June 15, 2006

KAIST, Spring 2006

Final Exam Solutions
Grading will be based on your level of understanding. Therefore, clearly state all your reasoning.
1. (Cross-spectral density - 20 points) There are three jointly stationary real random
processes X(t), Y (t), and Z(t). Y (t) is generated from X(t) by Y (t) = X(t) h(t) and Z(t) is
generated from Y (t) by Z(t) = Y (t) g(t), where h(t) and g(t) are real lters.
(a) (10 points) Find the cross-correlation function R
Y Z
(t) between Y (t) and Z(t) in terms of
the cross-correlation function R
XY
(t) between X(t) and Y (t).
Using the relation R
CD
(t) = h
1
(t)h
2
(t)R
AB
(t) in Solution Set #8 assuming A(t) = X(t),
B(t) = C(t) = Y (t), D(t) = Z(t), h
1
(t) = h(t), and h
2
(t) = g(t), we get
R
Y Z
(t) = h(t) g(t) R
XY
(t), (1)
where g(t) = g(t).
(b) (5 points) Find the cross-spectral density S
Y Z
(f) between Y (t) and Z(t) in terms of the
cross-spectral density S
XY
(f) between X(t) and Y (t).
By taking the Fourier transform of each side in (1), we get
S
Y Z
(f) = H(f)G

(f)S
XY
(t).
(c) (5 points) Find the cross-correlation function R
XY
(t) between X(t) and Y (t) in terms of
the auto-correlation function R
X
(t) of X(t).
By assuming A(t) = B(t) = C(t) = X(t), D(t) = Y (t), h
1
(t) = (t), and h
2
(t) = h(t) in
R
CD
(t) = h
1
(t) h
2
(t)R
AB
(t), we get
R
XY
(t) = h(t) R
X
(t),
where h(t) = h(t).
2. (Complex random processes - 10 points) There are two jointly stationary complex
random processes A(t) and B(t). Design a scheme that can estimate the real and the imaginary
parts of the cross-spectral density S
AB
(f) between A(t) and B(t) for any frequency < f < .
Note that the cross-correlation function R
AB
(t) of A(t) and B(t) is dened as R
AB
(t) = E[A(t+
)B

()] when A(t) and B(t) are complex. You can use complex lters.
It is easy to show that Equation (1) in Solution Set #8 is still true when A(t), B(t), C(t), D(t),
h
1
(t), and h
2
(t) are complex, which can be seen by using R
CD
(t) = E[{h
1
(t) A(t)}{h
2
(0)
B(0)}

]. Note that R
CD
(0) can be estimated as follows assuming {h
1
(t) A(t)}{h
2
(t) B(t)}

is ergodic:
R
CD
(0) = E[{h
1
(t) A(t)}{h
2
(t) B(t)}

]
= lim
T
1
2T
_
T
T
{h
1
(t) A(t)}{h
2
(t) B(t)}

dt
1
Assuming H
1
(f) = H
2
(f) = H(f), we get S
CD
(f) = |H(f)|
2
S
AB
(f). If H(f) = 1 when
|f f
c
| f/2 and H(f) = 0 otherwise, then S
AB
(f) can be estimated from R
CD
(0) as follows.
Note that h(t) is complex since it is one-sided in frequency. Since H(f) passes frequencies around
f
c
only, we get
R
CD
(0) =
_

S
CD
(f) df
=
_

|H(f)|
2
S
AB
(f) df
S
AB
(f
c
)f.
Figure 1 shows a device estimating S
AB
(f).
Figure 1: Estimation of S
AB
(f)
3. (Parsevals theorem - 10 points) Prove the following
N1

k=0
|f
k
|
2
=
N1

n=0
|F
n
|
2
,
where the complex sequences f
k
and F
n
are a DFT pair, i.e., F
n
=
1

N1
k=0
f
k
e
2jnk/N
and
f
k
=
1

N1
n=0
F
n
e
2jnk/N
.
Note that [n] =
_
1

N
e
2jnk/N
|k = 0, 1, . . . , N 1
_
for n = 0, 1, . . . , N 1 are orthonormal,
i.e., when n = m, we get
[n] [m] =
1
N
N1

k=0
e
2jnk/N
e
2jmk/N
=
1
N
N1

k=0
_
e
2j(nm)/N
_
k
=
1
N
1 e
2j(nm)
1 e
2j(nm)/N
= 0.
If n = m, we get
[n] [m] =
1
N
N1

k=0
1 = 1.
2
Using this, we get
N1

k=0
|f
k
|
2
=
N1

k=0
1

N
N1

n=0
F
n
e
2jnk/N
1

N
N1

m=0
F

m
e
2jmk/N
=
N1

n=0
N1

m=0
F
n
F

m
1
N
N1

k=0
e
2j(nm)k/N
=
N1

n=0
N1

m=0
F
n
F

n,m
=
N1

n=0
F
n
F

n
=
N1

n=0
|F
n
|
2
.
4. (Orthonormal basis - 30 points)
(a) (20 points) Show the following set of continuous-time functions form an orthonormal basis
p
n,k
(t) =

2 sinc(t n) cos(2(t n)(k + 1/2))

q
n,k
(t) =

2 sinc(t n) sin(2(t n)(k + 1/2)),

where n is an integer and k is a non-negative integer. In other words, show
_

p
n,k
(t)p
n

,k
(t) dt =
n,n

k,k

q
n,k
(t)q
n

,k
(t) dt =
n,n

k,k

p
n,k
(t)q
n

,k
(t) dt = 0
for all n, n

, k 0, k

0, where
i,j
= 1 if i = j and 0 otherwise.
The Fourier transforms P
n,k
(f) and Q
n,k
(f) of p
n,k
(t) and q
n,k
(t) are given by
P
n,k
(f) = e
j2fn
_
1

2
I
|f|1/2
{(f (k + 1/2)) +(f + (k + 1/2))}
_
= e
j2fn
1

2
_
I
|f(k+1/2)|1/2
+I
|f+(k+1/2)|1/2

= e
j2fn
1

2
I
||f|(k+1/2)|1/2
and
Q
n,k
(f) = e
j2fn
_
1

2j
I
|f|1/2
{(f (k + 1/2)) (f + (k + 1/2))}
_
= e
j2fn
1

2j
_
I
|f(k+1/2)|1/2
I
|f+(k+1/2)|1/2

= e
j2fn
1

2j
sgn(f)I
||f|(k+1/2)|1/2
,
3
where I
c(f)
is 1 if the condition c(f) is true and is 0 otherwise and sgn(f) = 1 if f 0 and
1 otherwise. Since the Fourier transform preserves the inner product, we get
_

p
n,k
(t)p

,k
(t) dt =
_

P
n,k
(f)P

,k
(f) df.
Since p
n,k
(t) is real, we get
_

p
n,k
(t)p
n

,k
(t) dt =
_

P
n,k
(f)P

,k
(f) df
=
_

e
j2f(nn

)
1
2
I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
df (2)
I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
= 0 if k = k

since there is no overlap between {f| ||f|

(k + 1/2)| 1/2} and {f| ||f| (k

+ 1/2)| 1/2} if k = k

. When k = k

, we get
_

p
n,k
(t)p
n

,k
(t) dt =
1
2
_
k
k1
e
j2f(nn

)
df +
1
2
_
k+1
k
e
j2f(nn

)
df,
which is 1 if n = n

and 0 otherwise. Therefore, we conclude

_

p
n,k
(t)p
n

,k
(t) dt =

n,n

k,k
. Similarly, we get
_

q
n,k
(t)q
n

,k
(t) dt =
_

Q
n,k
(f)Q

,k
(f) df
=
_

e
j2f(nn

)
1

2j
1

2(j)
sgn(f)
2
I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
df
=
_

e
j2f(nn

)
1
2
I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
df,
which is the same as (2). Therefore, we conclude
_

q
n,k
(t)q
n

,k
(t) dt =
n,n

k,k
. Between
p
n,k
(t) and q
n,k
(t), we get
_

p
n,k
(t)q
n

,k
(t) dt =
_

P
n,k
(f)Q

,k
(f) df
=
_

e
j2f(nn

)
1

2
1

2(j)
sgn(f)I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
df
=
_

e
j2f(nn

)
j
2
sgn(f)I
||f|(k+1/2)|1/2
I
||f|(k

+1/2)|1/2
df,
which is 0 if k = k

. If k = k

, then the above becomes

j
2
_
k+1
k
e
j2f(nn

)
df
j
2
_
k
k1
e
j2f(nn

)
df. (3)
If n = n

, then each integral in (3) is zero. If n = n

, then (3) is 0. Therefore, we conclude

_

p
n,k
(t)q
n

,k
(t) dt = 0.
(b) (10 points) Find the Hilbert transform of p
n,k
(t).
The Hilbert transform of p
n,k
(t) in the frequency domain is given by
P
n,k
(f)
sgn(f)
j
= e
j2fn
1

2j
sgn(f)I
||f|(k+1/2)|1/2
,
which is the same as Q
n,k
(f). Therefore, the Hilbert transform of p
n,k
(t) is q
n,k
(t).
4
5. (Frequency modulation - 10 points) Discuss how you can demodulate a FM signal s(t) =
A
c
cos
_
2f
c
t + 2k
f
_
t
0
m() d
_
using a dierentiator
d
dt
, where f
c
is the carrier frequency, k
f
is the frequency sensitivity, and m(t) is the message signal.
If we dierentiate s(t), we get
ds(t)
dt
= A
c
(2f
c
+ 2k
f
m(t)) sin
_
2f
c
t + 2k
f
_
t
0
m() d +
_
.
If we use the envelop detector for the dierentiated signal, we get
ds(t)
dt
= A
c
(2f
c
+ 2k
f
m(t))
assuming f
c
k
f
max |m(t)|, which would normally be the case. After removing the DC bias
2f
c
A
c
, we get the desired signal.
6. (Pass band modulation - 20 points) A pass-band signal x(t) is generated by
x(t) =
_

k=
m[k]

2p(t k) exp(j2f
c
t)
_
=

k=

2p(t k){m
r
[k] cos 2f
c
t m
i
[k] sin 2f
c
t},
where m[k] = m
r
[k] + jm
i
[k] is the k-th complex symbol to be transmitted, p(t) = sinc(t), and
f
c
> 1/2 is the carrier frequency. The received signal at a receiver is given by y(t) = x(t) +z(t),
where z(t) is the white Gaussian noise with the two-sided noise power spectral density of N
0
/2,
i.e., E[z(t)z(0)] =
N
0
2
(t). Note that the matched lter outputs a[n] and b[n] for m
r
[n] and m
i
[n]
are given by
a[n] =
_

y(t)

2p(t n) cos 2f
c
t dt
and
b[n] =
_

y(t)

2p(t n) sin 2f
c
t dt.
The above two can be combined as
c[n] =
_

y(t)

2p(t n) exp(j2f
c
t) dt
whose real and imaginary parts correspond to a[n] and b[n], respectively.
(a) (10 points) Prove c[n] = m[n] +z[n], where z[n] is given by
z[n] =
_

z(t)

2p(t n) exp(j2f
c
t) dt.
5
Using [x] =
x+x

2
, we get
c[n] =
_

[x(t) +z(t)]

2p(t n) exp(j2f
c
t) dt
=
_

_
1
2

k=
m[k]

2p(t k) exp(j2f
c
t) +
1
2

k=
m

[k]

2p(t k) exp(j2f
c
t) +z(t)
_

2p(t n) exp(j2f
c
t) dt
=

k=
_

{m[k] +m

[k] exp(j4f
c
t)} p(t k)p(t n) dt +z[n].
Since the sinc functions sinc(t k)s are orthonormal, we get
_

p(t k)p(t n) dt =
k,n
.
Thus, we get
c[n] = m[n] +z[n] +

k=
m

[k]
_

exp(j4f
c
t)p(t k)p(t n) dt.
The last term is zero since each integral in the sum is equal to the Fourier transform of
p(t k)p(t n) evalulated at 2f
c
that is equal to
e
j2fk
I
|f|1/2
e
j2fn
I
|f|1/2

f=2fc
= 0
since e
j2fk
I
|f|1/2
e
j2fn
I
|f|1/2
is zero if |f| > 1 and 2f
c
> 1.
(b) (10 points) Find the variance E[|z[n]|
2
] of z[n].
E[|z[n]|
2
] = E
__

z(t
1
)

2p(t
1
n) exp(j2f
c
t
1
) dt
1
_

z(t
2
)

2p(t
2
n) exp(j2f
c
t
2
) dt
2
_
= 2
_

E[z(t
1
)z(t
2
)]p(t
1
n)p(t
2
n) exp(j2f
c
(t
1
t
2
)) dt
1
dt
2
= 2
_

N
0
2
(t
2
t
1
)p(t
1
n)p(t
2
n) exp(j2f
c
(t
1
t
2
)) dt
1
dt
2
= N
0
_

p
2
(t
1
n) dt
1
= N
0
6