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Chapter 5: Carrier & Symbol Synchronization

Graduate Program
Department of Electrical and Computer Engineering

Overview
Signal parameter estimation
Likelihood function
Carrier recovery & symbol synchronization in demodulation

Carrier phase estimation


Symbol timing estimation
Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

Sem. I, 2012/13

Digital Communications Chapter 5: Carrier and Symbol Synchronization

Signal Parameter Estimation


Propagation delay from the transmitter is generally
unknown at the receiver
How to synchronously sample the output of the
demodulator?
Symbol timing must be derived or extracted from the received
signal
Moreover, frequency offset must be estimated at the receiver
for phase-coherent detection, which results from
Propagation delay
Frequency drift at the local oscillator

What are methods for carrier and symbol synchronization?

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

Signal Parameter Estimation


Assume the channel delays the transmitted signal and also
adds noise to it
Thus the received signal will be

r(t) = s(t ) + n(t)

s(t) = Re sl (t) e j 2 f ct

where

Where is propagation delay and sl(t) is the equivalent low pass


signal

We can also express r(t) as

r(t) = Re (sl (t ) e j + z(t) e j 2 f ct


Where =-2fc is the phase shift due to delay

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

Signal Parameter Estimation


Note that is a function of fc and
I.e., we need to estimate both fc and to know

The carrier signal generated at the receiver may in general


not be in synchronous with the transmitter
Over time the two oscillators may be drifting slowly in opposite
directions

Furthermore, the precision with which one may


synchronize in time depends on signal interval T
Estimation error in must be a small fraction of T
Usually 1% of T

But this level of precision may not be adequate in the


estimation of since fc is generally large and small
estimation error results in significant phase error
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Digital Communications Chapter 5: Carrier and Symbol Synchronization

Signal Parameter Estimation


We have to estimate both and to demodulate and detect
the signal
Express the received signal as
r(t) = s(t; , ) + n(t)
And denote the parameter vector {,} by such that
s(t; , ) = s(t; )
Two criteria widely used in signal parameter estimation
1.

Maximum Likelihood (ML) criterion: is treated as deterministic


but unknown

2.

Maximum a posteriori Probability (MAP) criterion: is modeled as


random & characterized by a priori probability density function
p()

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

Carrier and Symbol Synchronization


Orthonormal expansion of r(t): Using N orthogonal
functions {fn(t)} we may represent r(t) by vector of
coefficients r [r1, r2, r3,.. rN]
In ML, the estimate of is the value that maximizes p(r)
In MAP the value of that maximizes the a posteriori probability
density function is sought

p( r ) =

p( r ) p( )
p( r )

In the absence of any prior knowledge of the properties of


, we can assume p() is uniform over a range of values of
the parameter
In such a case, the value of that maximizes p(r) also
maximizes p(r), i.e., MAP and ML are identical
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Digital Communications Chapter 5: Carrier and Symbol Synchronization

Overview
Signal parameter estimation
Likelihood function
Carrier recovery and symbol synchronization in signal
Demodulation

Carrier phase estimation


Symbol timing estimation
Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

Sem. I, 2012/13

Digital Communications Chapter 5: Carrier and Symbol Synchronization

The Likelihood Function


In what follows, we view the parameters and unknown
but deterministic
Hence, adopt the ML criterion in estimating them

Also the observation interval T0 T, also called one-shot


observation, is used as a basis for continuously updating the
estimate (tracking)
Since the additive noise n(t) is WG with zero mean
N

[rn sn ( )] 2
1

exp
2

2
2
n =1

p( r ) =

Where
rn =

r(t) f

T0

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(t) dt

and

s n ( ) =

s(t; ) f

(t) dt

T0

Digital Communications Chapter 5: Carrier and Symbol Synchronization

The Likelihood Function


1
lim
N 2 2

[rn sn (t; )] 2
n =1

1
N0

2
[
]

r(t)
s(t;
)
dt

T0

( Show this?)

The maximization of p(r) with respect to the signal


parameter is equivalent to the maximization of the
likelihood function

2
( ) = exp [r(t) s(t; )] dt
N 0 T0

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Overview
Signal parameter estimation
Likelihood function
Carrier recovery & symbol synchronization in demodulation

Carrier phase estimation


Symbol timing estimation
Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

Sem. I, 2012/13

Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Carrier Recovery & Symbol Synchronization


Consider the binary PSK (or binary PAM) signal
demodulator and detector block diagram shown below

Carrier phase
estimate for
reference signal
generation for
correlator

Block diagram of a binary PSK receiver

Controls the sampler


and the digital pulse
generator
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Carrier and Symbol Synchronization


Carrier phase estimate is used in generating the phase

reference signal g (t ) cos(2f c t + ) for the correlator


Symbol synchronizer controls the sampler and the output
of the signal pulse generator
If g(t) is rectangular the signal generator can be omitted
The block diagram of an M-ary PSK demodulator is shown
in the next slide
Two correlators (or matched filters) are used to correlate
the received signal with the two quadrature carrier signals
Phase detector is used (compares the received signal
phases with the possible transmitted signal phases)
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Carrier and Symbol Synchronization

Block diagram of an M -ary PSK receiver


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Carrier and Symbol Synchronization


The same arrangement can be used for M-ary PAM by
introducing an automatic gain control at the front end and
making the detector an amplitude detector

Block diagram of an M-ary PAM receiver


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Carrier and Symbol Synchronization


The block diagram of a QAM demodulator is shown below

Block diagram of a QAM receiver


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Overview
Signal parameter estimation
Carrier phase estimation

Maximum-Likelihood carrier phase estimation


Phase-locked loop
Effect of Additive noise on phase estimate
Decision-directed loops

Symbol timing estimation


Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Carrier Phase Estimation


There are two methods:
1. Use of pilot signal that allows the receiver to extract the
carrier frequency and phase of the received signal
Pilot signal is unmodulated carrier component that is tracked by a
Phase Locked Loop (PLL) which is designed to be narrow band

2. Derive the carrier phase estimate directly from the


modulated signal
Total transmitter power is used to transmit the information bearing
signal only
This is widely used in practice and in our analysis we assume the
signal is transmitted via suppressed carrier

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Carrier Phase Estimation


As an illustration of the effect of phase error, consider the
demodulation of DSB/SC AM signal
s(t) = A(t) cos(2 f c t + )

Demodulate the signal using a carrier reference signal

c(t) = cos(2 f c t + )

such that

1
1
c(t) s(t) = A(t) cos( ) + A(t) cos(4 f c t + + )
2
2

The double frequency term is removed by the low pass filter


(integrator) such that the output is

1
y(t) = A(t) cos( )
2

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Carrier Phase Estimation

Note that the effect of the error ( ) is to reduce the

amplitude by the factor cos( ) and power by the square


of this factor
Note 10o error 0.13dB and 30o 1.25 dB

The effect of phase error is much more severe in QAM and


multiphase PSK which are usually represented by

s(t) = A(t) cos(2 f c t + ) B(t) sin(2 f c t + )


This is demodulated using two quadrature carriers

c c ( t ) = cos( 2f c t + )

c s ( t ) = sin( 2f c t + )
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Carrier Phase Estimation


Multiplying S(t) by cc(t) followed by low-pass filtering yields
the phase component

1
1
y I (t) = A(t) cos( ) + B(t) sin( )
2
2

And multiplying s(t) by cs(t) and low pass filtering yields the
quadrature component

1
1
y Q (t) = B(t) cos( ) + A(t) sin( )
2
2
Results:

Power reduction by a factor of cos ( )


Cross-talk interference from the in-phase and quadrature
components causing a higher degradation in performance
2

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Overview
Signal parameter estimation
Carrier phase estimation

Maximum-Likelihood carrier phase estimation


Phase-locked loop
Effect of Additive noise on phase estimate
Decision-directed loops

Symbol timing estimation


Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Maximum Likelihood Carrier Phase Estimation


Assume the delay is constant and = 0
The likelihood function will be a function of and not of

1
2
(r(t) s(t, )) dt
( ) = exp

N 0 T0

1
2
1 2
2

r
(t)
dt
r(t)
s(t,
)
dt
s
(t,
)
= C exp
+

N 0 T
N
N
0
0
T
T
0
0
0

1st term is independent of and 3rd term is a constant and


equal to the energy over the observation time T0

r(t)
s(t,

)
dt
Hence, ( ) = C exp

N 0 T
0

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Maximum Likelihood Carrier Phase Estimation


C is a constant independent of
Equivalently, we can seek the value of that maximizes
log () such that
ln ( ) = L ( ) =

2
r(t) s(t, ) dt + lnC

N 0 T0

The ML estimate ML is the value of that maximizes ()

2
2
L ( ) =
r(t) s(t, ) dt + lnC
r(t) s(t, ) dt

N 0 T0
N 0 T0

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Maximum Likelihood Carrier Phase Estimation


Example: Consider the transmission of unmodulated signal
Acos2fct. The received signal is r(t)= Acos(2fct+)+n(t)
Then the log likelihood function will be
2A
L ( ) =
r(t) cos( 2 f c t + ) dt

N 0 T0

Differentiating L() and equating to zero we can find the


value of that maximizes the likelihood function

dL ( )
= r(t) sin(2 f c t + ML ) dt = 0; yields
d
T0

ML

r(t) sin 2 f c t dt

= tan 1 0
r(t) cos 2 f c t dt

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Maximum Likelihood Carrier Phase Estimation

Note that: r(t) sin(2 f c t + ML ) dt = 0 implies the use of a


T0

loop to extract the estimate as illustrated below


The loop filter is an integrator whose bandwidth is
proportional to the reciprocal of the integration interval To

A PLL for obtaining the ML estimate of the phase of an unmodulated carrier


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Carrier and Symbol Synchronization

Observe ML

= tan r(t) sin 2 f c t dt


T
0
1

T r(t) cos 2 f ct dt
0

A (one-shot) ML estimate of the phase of an unmodulated carrier


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Overview
Signal parameter estimation
Carrier phase estimation

Maximum-likelihood carrier phase estimation


Phase-locked loop
Effect of additive noise on phase estimate
Decision-directed loops

Symbol timing estimation


Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Phase-locked Loop
Phase-locked loop (PLL) consists of a multiplier, a loop filter,
and a voltage-controlled oscillator (VCO)
Assume that the input to thePLL is a cos(2fct+) and the
output of the VCO sin(2 f c t + )

Then

e(t) = cos(2 f c t + ) sin(2 f c t + )

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1
1
= sin( ) + sin( 4 f c t + + )
2
2

Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Phase-locked Loop
The loop filter is a low-pass filter with transfer function
1 + 2s
G(s) =
1 + 1s
1 and 2 are design parameters (1 >> 2 ) that control the
bandwidth of the loop
Output of the loop filter gives control voltage (t) for VCO
The VCO is basically a sinusoidal signal generator with an
instantaneous phase given by

2 f c t + (t ) = 2 f c t + k v( ) d

where K is a gain constant in rad/V


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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Phase-locked Loop
Neglecting the double-frequency term, the PLL may be
implemented as shown below

It is a non-linear system for sin( )

The linearized PLL is characterized by the closed-loop


transfer function (see pages 342-343 of the text)
1 + 2s
H(s) =
1 + ( 2 + 1 /K) s + ( 1 /K) s 2
Where K is the gain parameter

Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Phase-locked Loop
Frequency response of the closed-loop transfer function

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Overview
Signal parameter estimation
Carrier phase estimation

Maximum-Likelihood carrier phase estimation


Phase-locked loop
Effect of additive noise on phase estimate
Decision-directed loops

Symbol timing estimation


Joint estimation of Carrier phase & symbol timing
Performance characteristics of ML estimators

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Effect of Additive Noise on Phase Estimate


Assume narrowband noise at the input of the PLL and that
the PLL is tracking a sinusoidal signal of the form

s(t) = Ac cos(2 f c t + (t))


That is corrupted by additive narrowband noise

n(t) = x(t) cos 2 f c t y(t) sin 2 f c t


Where x(t) and y(t) are assumed to be statistically
independent, stationary and Gaussian with power spectral
density N0/2 W/Hz
Using trigonometric identities n(t) can be expressed as

n(t) = nc (t) cos(2 f c t + (t)) ns (t) sin(2 f c t + (t))


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Effect of Additive Noise on Phase Estimate


Where

nc (t) = x(t) cos (t) + y(t) sin (t)


ns (t) = x(t) sin (t) + y(t) cos (t)
Note that

nc (t) + jns (t) = ( x(t) + jY(t)) e j (t)


Such that nc(t) and ns(t) have the same statistical
properties as x(t) and y(t)

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Effect of Additive Noise on Phase Estimate


If s(t)+n(t) is multiplied by the output of VCO and the
double frequency terms are ignored, the input to the loop
filter is a noise corrupted signal

e(t) = Ac sin + nc (t) sin ns (t) cos


= Ac sin + n1 (t)

Where = - is the phase error

Equivalent PLL model with additive noise

36

Effect of Additive Noise on Phase Estimate


If the power of the incoming signal Pc= Ac2 is larger than
the noise power, the PLL may be linearized by making
sin(t) (t)

Linearized PLL model with additive noise


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Effect of Additive Noise on Phase Estimate


The variance of the phase error (t), which is also the
variance of the VCO output phase, is given by

=
2

N o Beq
Ac2

N0 2
= 2 Beq
Ac 2

Beq One side equivalent noise bandwidth of the loop


N0Beq Total noise power within the bandwidth
Ac2 signal power
Note that since
1
Ac2
2
SNR L =
We have =

N 0 Beq
L

(Applies to cases where the SNR is large)


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Effect of Additive Noise on Phase Estimate


For the non-linear case (using sin(t)), the analysis is
mathematically tractable when the loop is 1st order (G(s)=1)
For this case, the probability density function of the phase
error has the form

exp(L cos )
p( ) =
2 I 0 (L )
Where I0(.) is the modified Bessel function of order zero
Exact values of the variance can be obtained from the
above for the 1st order PLL
The figure in the next slide shows this for 1/
The linear approximation is exact for > 3

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Effect of Additive Noise on Phase Estimate


If the SNR drops below a given level deterioration in the
performance results and the PLL looses lock (click effect)

Comparison of VCO
phase variance for exact
and approximate (linear
model) first-order PLL.

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Overview
Signal parameter estimation
Carrier phase estimation

Maximum-likelihood carrier phase estimation


Phase-locked loop
Effect of additive noise on phase estimate
Decision-directed loops

Symbol timing estimation


Joint estimation of carrier phase & symbol timing
Performance characteristics of ML estimators

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Decision-directed Loops
How to maximize () or L() when the signal s(t; )
carries the information sequence {In}
Carrier recovery when the signal is modulated uses
decision-directed loops
In such cases, one can use one of two approaches
1. Assume {In} is known or
2. Treat {In} as a random sequence and average it over its statistics

In decision-directed parameter estimation, we assume the


information sequence {In} over the observation interval has
been estimated
~
In the absence of demodulation error I n = I n

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Decision-directed Loops
In this case s(t; ) is completely known except for the
carrier phase
Consider decision-directed phase estimate for linear
modulation technique for which the received equivalent low
pass may be expressed as
rl (t) = e j I n g(t nT)+ z(t) = sl (t) e j + z(t)

Where sl(t) is a known signal if the sequence {In} is


assumed known

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Decision-directed Loops
The likelihood and log-likelihood functions for the equivalent
low pass signal are
1

j
( ) = Cexp Re
r
(t)
s
(t)
e
dt
l
l

N 0 T0
1

L ( ) = Re
r
(t)
s
l
l (t) dt

N 0 T0

j
e

Substituting for sl(t) and observation interval of T0=KT

j 1 K 1 (n +1)T

I n rl (t) g (t nT) dt
L ( ) = Re e

N 0 n =0
nT

j 1 K 1
= Re e
I n yn

N 0 n =0

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Decision-directed Loops
Where

(n +1}T

yn =

r(t) g (t nT) dt is the output of a matched

nT

filter in the nth interval

Then, L ( ) = Re 1
N
0

I yn cos Im

n =0

N0

K 1

I yn sin

n =0

K 1

Differentiating L() with respect to and equating to zero,


we obtain the phase estimate as

ML

K 1
= tan Im I n yn

n =0
1

K 1
Re I n yn
n =0

This is called decision-directed (or decision feedback) carrier


phase estimate
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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Decision-directed Loops

Here E{ ML } = and the estimate is unbiased


Block diagram of double-sideband PAM signal receiver with
decision-directed carrier phase estimation

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Decision-directed Loops
For a DSB PAM signal of A(t)cos(2fct+), where A(t)=Amg(t)
and g(t) is assumed rectangular pulse of duration T
Carrier recovery with a decision-feedback PLL is shown
below

Quadrature
carriers
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Decision-directed Loops
Output of the first multiplier and input to the integrator is
given by

r(t) cos(2 f c t + ) = s (t) =

1
[A(t) + nc (t)]cos
2
1
ns (t) sin + double frequency terms
2

s(t) is used to recover information carried by A(t)=Amg(t)


Detector makes decision on received symbols every T sec.
In the absence of error it reconstructs A(t) free of any noise

Reconstructed signal multiplied by 2nd quadrature carrier


1
A(t){[A(t) + nc (t)] sin ns (t) cos }+ Double frequency terms
2
1
1
= A2 (t) sin + A(t)[nc (t) sin ns (t) cos ] + ...
2
2

e(t) =

Then:

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Decision-directed Loops
The desired component
A2(t)sin , which
contains the phase
error, drives the loop
filter
Carrier recovery system
for M-ary PSK using
decision feedback PLL
is shown in the figure

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Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Decision-directed Loops
For the case of M-ary PSK (DF PLL), the received signal is
demodulated to yield the phase estimate

2
m =
(m 1) m = 1,2,...... M
M

Which, in the absence of decision error is phase of the


transmitted signal m
The two outputs of quadrature multipliers are delayed by
symbol duration T & multiplied by cosm and sinm to yield

1.

1
r(t) cos(2 f c t + ) sinm = [Acosm + nc (t)] sinm cos( )
2

1
[Asinm + ns (t)] sinm sin( ) + double freq. terms
2

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Decision-directed Loops

2.

1
r(t) sin(2 f c t + ) cosm = [Acosm + nc (t)]cosm sin( )
2

1
[Asinm + ns (t)]cosm cos( ) + double freq. terms
2

The error signal is the sum of these two which reduces to

1
1
e(t) = Asin( ) + nc (t) sin( m )
2
2

1
+ ns (t) cos( m ) + Double frequency terms
2

The error signal drives the loop filter that provides the control
signal to the VCO
Note that the two quadrature noise components are additive
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Decision-directed Loops
There are no product of the noise terms and thus no
additional power loss associated with decision-feedback PLL
The ML estimate of given by the earlier equation is also
appropriate QAM
(Readings on non-decision directed loops such as the
squaring loop, Costas loop etc pages 352-358 of text)

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Overview
Signal parameter estimation
Carrier phase estimation
Symbol timing estimation
ML timing estimation

Joint estimation of Carrier phase & symbol timing


Performance characteristics of ML estimators

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Symbol Timing Estimation


Modulator output must be sampled periodically at the
symbol rate, i.e., at precise sampling time instants
tm = mT+
Where T is the symbol interval and is the nominal delay

Periodic sampling requires clock signal at the receiver


Extraction of clock signal called symbol synchronization or
timing recovery
Is critical for a synchronous digital communication system

The receiver must know:


The frequency 1/ T and
Where to take the samples within each symbol interval

The choice of sampling instant within the symbol interval of


duration T is called the timing phase
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Symbol Timing Estimation


Symbol synchronization can be accomplished in one of the
following ways:
1. Tx and Rx clocks are synchronized to a master clock
which provides precise timing signal (VLF < 30 KHz)
2. Tx transmits the clock frequency (1/T) or (n/T) along with
the information symbol

Rx employs narrowband filter to extract the clock signal for


sampling (simple but power inefficient)

3. Clock signal is extracted from the received data symbol (our


focus is on this)

Will cover a decision-directed method next

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Symbol Timing Estimation - ML Timing Estimation


Consider the problem of estimating the time delay for a
baseband PAM waveform

r(t; ) = s(t; ) + n(t)


where

s(t; ) = I n g(t nT )

Assume the information symbols from the output of the demodulator are known transmitted sequences
Then the log-likelihood function has the form

L ( ) = C L

r(t) s(t; ) dt

T0

= C L I n r(t) g(t nT ) dt = C L I n yn ( )
n

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T0

Digital Communications Chapter 5: Carrier and Symbol Synchronization

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Symbol Timing Estimation - ML Timing Estimation


Where yn(t) is defined as

yn ( ) = r(t) g(t nT ) dt
T0

A necessary and sufficient condition for to be the ML


estimate of is that

dL ( )
d
r(t) g(t nT ) dt
= In

d
d T0
n
d
= I n [ yn ( )] = 0
d
n
The above result suggests the implementation of the
tracking loop shown in next slide
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Symbol Timing Estimation - ML Timing Estimation


The summation in the loop serves as the loop filter whose
bandwidth is controlled by the length of the sliding window
in the summation
Output of the loop filter drives the voltage controlled clock
(VCC) or VCO which in turn controls the sampling times for
the input to the loop

Decision-directed ML estimation of timing for baseband PAM


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Symbol Timing Estimation - ML Timing Estimation


Note that since the information sequence {In} is assumed
known and used in the estimation of , the estimate is
decision-directed
This method can be extended to signal formats such as
QAM and PSK by using the equivalent low pass form of
these signals

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Overview

Signal parameter estimation


Carrier phase estimation
Symbol timing estimation
Joint estimation of carrier phase and symbol timing
Performance characteristics of ML estimators

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Joint Estimation of Carrier Phase and Symbol Timing


Joint ML estimation of two or more signal parameters
yields estimates that are good and usually better than
estimates from separate maximization of the likelihood
functions; i.e.,
2
2joint sep

The log-likelihood function for the phase and symbol timing


in equivalent low-pass signal is
1

*
L ( , ) = Re r(t) sl (t; , ) dt
N0 T

j
sl (t; , ) = e I n g(t nT ) + j J n w(t nT )
n
n

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Joint Estimation of Carrier Phase and Symbol

Where {In} and {Jn} are the two information sequences


For PAM Jn =0, n and In is real
For QAM and PSK, we set Jn = 0, n and In is complex
For decision-directed ML estimation, the log-likelihood
function becomes
e j
L ( , ) = Re
N0

*
+

I
y
(
)
jJ
x
(
)
n n n
n n

Where

yn ( ) = r(t) g * (t nT ) dt
T

xn ( ) = r(t) w* (t nT ) dt
T

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Joint Estimation of Carrier Phase and Symbol


The ML estimate of and must simultaneously satisfy the
following two conditions
L ( , )
L ( , )
= 0 and
=0

Define

A( ) + jB( ) =

Such that

1
N0

(I

yn ( ) + jJ n* xn ( )

L ( , ) = A( ) cos B( ) sin
The condition for the joint ML becomes
L ( , )
= A( ) sin B( ) cos = 0

L ( , ) A( )
B( )
cos
sin = 0
=

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Joint Estimation of Carrier Phase and Symbol


The solution to the above equation results in

ML

And

B(
)

ML

= tan 1
A( ML )

A( )
B( )

+ B( )
=0
A( )

= ML

The decision directed tracking loop for QAM (or PSK)


obtained from the above equations is illustrated in the
figure in next slide
Note also that one can also combine the estimation
problem with demodulation of the information sequence {In}
Thus, one needs to consider the ML estimation of {In},
carrier phase , and symbol timing parameter
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Joint Estimation of Carrier Phase and Symbol

Decision-directed joint tracking loop for carrier phase and


symbol timing in QAM and PSK
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Digital Communications Chapter 5: Carrier and Symbol Synchronization

65

Overview

Signal parameter estimation


Carrier phase estimation
Symbol timing estimation
Joint estimation of carrier phase & symbol timing
Performance characteristics of ML estimators

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66

Performance Characteristics of ML Estimators


Measures for quality of parameter estimate: bias and variance
Consider the sequence of observations x =[x1, x2, x3,.xn]
with PDF p(x|) from which we extract
The bias of an estimate of is defined as

bias = E{ }
Where is the true value. If the bias is zero, then the
estimate is unbiased and the variance of the estimate is

= E{[ ] } = {E[ ]}2 ( Difficult to compute)


2

Usually a bound is sought for the mean square error


One possible lower bound is given by Cramer-Roa bound as follows
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Performance Characteristics of ML Estimators

E{[ ] }
E{[ ] 2 }


E [
ln p(x )] 2

When the estimate is unbiased the numerator is unity and the


lower bound on the variance of the estimate becomes

E{[ ] 2 }

1

2
E [ lnp( x )]

And since ln p(x/) differs from L() by only a constant


factor
2

2
2
E [ ln p(x )] = E [ ln ( )] = E 2 ln ( )

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Performance Characteristics of ML Estimators


Thus for unbiased estimators, the lower bound on variance is

1
2
E
2 ln (

The lower bound is very useful since it provides a benchmark for comparing any practical estimates
Any unbiased estimate whose variance achieves the lower
bound is called an efficient estimate
Such efficient estimates are rare

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Performance Characteristics of ML Estimators


Example: ML estimate of the phase of unmodulated carrier is
satisfies

r(t) sin(2 f

+ ML ) dt = 0

T0

Where

r(t) = s(t; ) + n(t)


= Acos(2 f c + ) + n(t)

After some manipulation this reduces to


2

N0
N 0 2 T0
1
=
=
;
2
2
A T0 1 / 2 A
L

A2
where L =
is the loop SNR
2 N o Beq
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Performance Characteristics of ML Estimators


Recall this is also the same variance obtained for the phase
estimate from the decision-directed PLL estimation
In addition to the dependence on SNR, the quality of symbol
timing estimate is also a function of the pulse shape
The most commonly used pulse shape is the raised cosine
spectrum. (See performance graph on page 370 of text)

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