Modulation

( )
( ) signal. real passband : t s
signal, (complex) baseband : t s
sequence, n informatio the : } a {
ed, transmitt be to sequence data the : } b {
P
B
k
k
k
a
modulator
baseband
to passband
converter
) t ( s
B
) t ( s
P
data-to-symbol
k
b
Modulation
Linear Modulation: principle of superposition applies in the mapping of the
digital sequence into successive waveform.
Non-linear Modulation: Principle of superposition does not apply in the
mapping of the digital sequence into successive waveform.
Memoryless Modulation: Mapping from to waveforms without any
constraint on previous transmitted waveforms.
Modulation with Memory: No memoryless modulation.
( )

=
+
= n
c n P
) t f 2 cos( ) nT t ( p a t s
( )

+ =
+
= n
n c P
)) nT t ( p a t f 2 cos( A t s
{ }
n
a { } ) t ( s
m
( )

=
+
= n
c n P
) t f 2 cos( ) nT t ( p a t s
( )

+ =
+
=

n
c 2 1 n 1 n P
) t f 2 cos( ] T ) 1 n ( t ( p a ) nT t ( p a [ t s
Gray Mapping
Which mapping is better? Why?
Mapping I
Mapping II
000 001 011 010 110 111 101 100
-7 -5 -3 -1 +1 +3 +5 +7
data
symbol
000 001 010 011 100 101 110 111
-7 -5 -3 -1 +1 +3 +5 +7
data
symbol
Gray Mapping
Optimum Mapping Principle
0
0
0
0
0
1
1
1
1
1
11111
11110
11100
11101
01111
0
0
1
1
Linear Memoryless Modulation

=

= k
k B
) kT t ( p a ) t ( s
) f ( P ), t ( p

= k
k
) kT t ( a
rate baud :
T
1
duration symbol : T
pulse shaping amplitude : p(t)
sequence n informatio the : } a {
k
Power Spectrum

+ =
+ = +
+
=
+
=
+
=
+
=
n m aa
m
*
m n n
*
B B B
) nT t ( ) mT t ( ) m n (
] ) mT t ( p a ) nT t ( p a [ E
2
1

)] t ( s ) t ( s [ E
2
1
) t , t (

dt ) t ( p ) kT t ( p ) k (
T
1
dt ) t ( p ) kT t ( p ) k (
T
1
nT) - t (t dt ) nT t ( p ) kT nT t ( p ) k (
T
1
m) - n (k dt ) nT t ( p ) mT t ( p ) m n (
T
1
dt ) t , t (
T
1
) (
k
1 1 1 aa
k
1
n
2 / T nT
2 / T nT
1 1 aa
1
2 T
2 T
n
k
aa
2 T
2 T
n m aa
2 T
2 T
B B

+ + =


+ + =
=

+ =
=

+ =
+
=
+

+
=
+
=
+

+
=
+
=

+
=
+
=

Power Spectrum
( )
( )
2
aa
f

k 2 j
k
aa aa
* kTf 2 j
k
aa
* f 2 j
k
) kT ' ' t ( f 2 j
aa
1
k
1
) kT kT t ( f 2 j
1 aa
k
1
ft 2 j
1 aa
f 2 j
k
1
ft 2 j ' ft 2 j
1 aa
1
k
1
) t t ( f 2 j
1 1 aa
f 2 j
k
1 1 1 aa
f 2 j
B B
) f ( P fT
T
1
) e ) k ( f

( ) f ( P e ) k ( ) f ( P
T
1
)) f ( P ) d e ) ( P ) f ( P ( ' ' dt e ) ' ' t ( p ) k ( ) f ( P
T
1
) kT t ' (t' dt e ) kT t ( p ) k ( ) f ( P
T
1
dt ) f ( P e ) kT t ( p ) k (
T
1
) d e ) ( P ) f ( P ( dt ' dt e e ) ' t ( p ) kT t ( p ) k (
T
1
) t (t' dt d e ) t ( p ) kT t ( p ) k (
T
1
d e dt ) t ( p ) kT t ( p ) k (
T
1
d e ) ( ) f (
1
1
1
1 1
=

=
=

=
+ =

+ =

+ =

+ =
+ =

+ + =

+ + =

=

+
=

+
=
+


+
=
+


+
=
+

+
+
=
+

+


+
=
+

+


+
=
+

+

+
+


+
=
+

+


Power Spectrum
If are orthogonal, then
is usually band-limited.
From the discussion in a previous lecture
{ } [ ]
( )
2
2
a
B
2
a aa
2
n
2
a
2
a
*
n m n aa
) f ( P
T
) f (
f

a E , m a a E ] m [

=
=
= = =
+
{ }
n
a
( ) ( ) { }
( )
[ ] ) f f ( ) f f (
2
1
d e ) f (
e t Re
c B c B
f 2 j
P P
f 2 j
B P
c
c
+ =

=
=
+



{ }
n
a
Amplitude Shift Keying (ASK)
Amplitude shift keyed (ASK) signals transmit information in the amplitude of
the signals.
Two types of ASK signals
Pulse amplitude modulation (PAM)
Quadrature amplitude modulation (QAM)
For a PAM, or a QAM signal, the transmitted band-pass waveform is
where
duration symbol : T
frequency carrier : f
pulse shaping amplitude : p(t)
sequence n informatio the : } a {
c
k
( ) { }

=
=

=
k
c
i
k
c
r
k
t f 2 j
B P
k
k B
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a
e t s Re ) t ( s
) kT t ( p a ) t ( s
c
Pulse Amplitude Modulation (PAM)
For PAM,
During any given baud interval, the band-pass waveform s(t) can take on one
of M possible values, i.e.,
Usually,
Note that one M-ary symbol is transmitted every T seconds, and T is called
the symbol or baud duration.
The baud rate is R=1/T.
Since each M-ary symbol corresponds to k information bits, the bit rate is
M 1,..., m , t f 2 cos ) t ( p Aa ) t ( s
c m m
= =
. M log k i.e., k, integer some for 2 M
2
k
= =
. k / T T is duration bit the and kR R
b b
= =
)}. 1 M ( ,..., 3 , 1 { a
k

Pulse Amplitude Modulation (PAM)
Assuming that
Where is the energy in the pulse p(t).
The third equality uses the fact that
) dt ) t ( p E ( E
2
a A

dt ) t ( p
2
a A

dt ) t f 4 cos 1 )( t ( p
2
a A

dt ) t ( s E
T
0
2
p p
2
m
2
T
0
2
2
m
2
T
0
c
2
2
m
2
T
0
2
m m

= =

+ =

=
is ) t ( s signal n the i energy the , 1 T f
m c
>>
p
E
. 1 T f
c
>>
QAM, PAM, and PSK
Digital Modulation
Different Modulations: Linear & Non-linear, Memoryless & With Memory
Mapping from Data to Symbol: Gray Mapping
Linear Modulation:
Baud Rate: Number of Symbols Transmitted Per second =
Bit Rate: Number of Symbols Transmitted Per second =
Power Spectrum:
T
1
( ) { }

=
=

=
k
c
ks
c
kc
t f 2 j
B P
k
k B
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a
e t s Re ) t ( s
) kT t ( p a ) t ( s
c
T
M log
2
( )
[ ] { } ( ) [ ]

= =

=
=
+
=

+
+


m
m f

2 j
aa aa
*
n m n aa
ft 2 j
2
aa B
e m f

, a a E m
, dt e ) t ( p P(f)
, ) f ( P Tf
T
1
) f (
Amplitude Shift Keying (ASK)
Amplitude shift keying (ASK) signals transmit information in the amplitude of
the signals.There are two types of ASK signals
Pulse amplitude modulation (PAM)
Quadrature amplitude modulation (QAM)
Pulse Amplitude Modulation
The Signal Energy is
) 1 T f , dt ) t ( p E ( E
2
a
E
T
0
c
2
p p
2
m
m

>> = =
) t f 2 cos( ) t ( p a ) t ( s
} A ) 1 M ( ,..., A 3 , A { a
c m m
m
=

=
k
c
ks
c
kc
P
k
k B
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a ) t ( s
) kT t ( p a ) t ( s
PAM Average Energy
Assuming equally likely symbols, the average symbol energy is
Use the identities

+ + + =

=
=
=
=
=
M
1 m
2 2
p
2
M
1 m
2
p
M
1 m
2
m
p
M
1 m
m av
) ) 1 M ( m ) 1 M ( 4 m 4 (
2
E A
M
1

} A ) M 1 m 2 {(
2
E
M
1

a
2
E
M
1

E
M
1
E
6
) 1 n 2 )( 1 n ( n
k
2
) 1 n ( n
k
n
1 k
2
n
1 k
+ +
=

+
=

=
=
PAM Average Energy
The average symbol energy is
The average energy per bit is
The average transmitted power P is given by
6
) 1 M ( E A

3
) 1 M ( M
2
E A
M
1
E
2
p
2
2
p
2
av

=
M log
E
k
E
E
2
av av
av b
= =
PT E
av
=
PAM Base Function and Signal Vector
The PAM signals can be expressed in terms of signal vectors.
Since all the are linearly dependent (they just differ in a scale factor) there
is just one basis function. Using
We have
Then
Hence,
t f 2 cos ) t ( Ap ) t ( s
c 1
=
) t ( s
m
( )
t f 2 cos ) t ( p
E
2
2
E A
t f 2 cos ) t ( Ap
t s
) t ( s
) t (
c
p
p
2
c
1
1
0
=

= =
m
0
p
m
a ) t (
2
E
) t ( s =
m
p
m m
a
2
E
s ) t ( s =

PAM Signal Space Diagram
Signal space diagram for 8-PAM signals.
The minimum distance is
The normalized distance is
000 001 011 010 110 111 101 100
-7 -5 -3 -1 +1 +3 +5 +7
A
2
E
p

With M-ary PAM, the take one of M possible valus

}. A ) 1 M ( ,..., A 3 , A { a
k

k
a
1 M
E 12
A E 2 d
2
av
p min

= =
1 M
12
d d
2
1 E
min
min
av

= =
=
Quadrature amplitude modulated signals can be thought of as independent
amplitude modulation on the inphase and quadrature carrier components. The
QAM signal has the form
where
With QAM, the take on discrete values from the set
( )
ks kc k
k
t f 2 j
k
k
c s k c c k
ja a a } e ) kT t ( p a Re{
) t f 2 sin ) kT t ( p a t f 2 cos ) kT t ( p a ( ) t ( s
c
+ =

=
sequence n informatio quadrature } a {
sequence n informatio inphase } a {
s k
c k
=
=
s k c k
a and a
}. A ) 1 M

( ,..., A 3 , A { a , a
s k c k

Quadrature Amplitude Modulation (QAM)
QAM Base Function
The transmitted QAM bandpass waveforms are
The complex envelopes, or baseband signal
QAM signals can be expressed in terms of signal vectors. Since the functions
are orthogonal, we have two basis
functions
M 1,..., m , t f 2 sin ) t ( p a t f 2 cos ) t ( p a ) t ( s
c s m c c m m
= =
( ) M 1,..., m p(t), ja a ) t ( p a ) t ( s
ms mc m m
= + = =
1 T f with , t f 2 sin and t f 2 cos
c c c
>>
t f 2 sin ) t ( p
E
2
) t (
t f 2 cos ) t ( p
E
2
) t (
c
p
2
c
p
1
=
=
QAM Signal Vector
Then
Hence
For the case when the resulting signal space diagram has a square
constellation. In this case the QAM signal can be thought of as 2 PAM
signals in quadrature with one-half the average power in each of the quadrature
components.
T t 0 , M 1,..., m , ) t ( a
2
E
) t ( a
2
E
) t ( s
2 s m
p
1 c m
p
m
= + =
) a , a (
2
E
s ) t ( s
s m c m
p
m m
=

, M

M
2
=
QAM Signal Constellation
Example signal constellation for 16-QAM (M=16, =4).
The minimum distance between QAM signals is
M

A E 2 d
p min
=
0000

0100

1100

1000

0001

0101

1101

1001

0011

0111

1111

1011

0010

0110

1110

1010

QAM Minimum Distance

The energy in the waveform is
The average energy is
The minimum distance and the normalized minimum distance between signals
in terms of the average energy is
) a a (
2
E A
E
2
s m
2
c m
p
2
m
+ =
) t ( s
m
( )
2
p
2
2
p
2
M

1 m
2
s m
M

1 m
2
c m
p
2
M
1 m
m av
M

M
3
) 1 M ( E A

3
) 1 M

( M

2
2
E A
M
1

) a M

a M

(
2
E A
M
1
E
M
1
E
=

=
= = =
1 M
6
d d ,
1 M
E 6
A E 2 d
1 E
min min
av
p min
av

= =

= =
=
Phase Shift Keying (PSK)
Phase shift keyed (PSK) signals transmit information in the phase of the signals.
The transmitted band pass waveform is
The baseband signal/complex envolope
During any given baud interval, the waveform s(t) can take on one of M
possible values, i.e. ,
The PSK signals all have equal energy

+ =

= k
k c P
) t f 2 cos( ) kT t ( p A ) t ( s
M ,..., 1 m , t f 2 sin sin ) t ( Ap t f 2 cos cos ) t ( Ap
M ,..., 1 m , ) t f 2 cos( ) t ( Ap ) t ( s
c m c m
m c m
= =
= + =
} M 1,..., m ,
M
1 m
2 {
k
=

2
E A
E m all for
2
E A
E
p
2
av
p
2
m
= =

=

=

k
j
B
) kT t ( p e A ) t ( s
k
PSK Base Function and Vector Form
As in the case of QAM, we can express the in terms of the orthogonal basis
functions
and
m
s
t f 2 sin ) t ( p
E
2
) t (
t f 2 cos ) t ( p
E
2
) t (
c
p
2
c
p
1
=
=
) t ( sin A
2
E
) t ( cos A
2
E
) t ( s
2 m
p
1 m
p
m
+ =
) sin , (cos A
2
E
s
m m
p
m
=

PSK Minimum Distance

Example of 8-PSK signal constellation (M=8).
The minimum distance between any two signals is
,
M
sin 2 d ,
M
sin E 2
M
sin A
2
E
2 d
min av
P
min

A
2
E
p
000
001
011
010
110
111
101
100
) t (
2

) t (
1

Summary of PAM, QAM, and PSK

Baseband and Passband Signals
PAM
PSK
QAM

=
k
c
ks
c
kc
P
k
k B
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a ) t ( s
) kT t ( p a ) t ( s
0 a and a a is, that real, is a
ks , k kc k
= =
QAM of cases special are PSK and PAM
random, are a and a
ks kc
) sin( a
) cos( a
k ks
k kc
=
=
Summary of PAM, QAM, and PSK
Which is which? PAM, PSK, or QAM?
Other Digital Modulations
Summary of PAM, QAM, and PSK
Baseband and Passband Signals
PAM
QAM
PSK

=
k
c
ks
c
kc
P
k
k B
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a ) t ( s
) kT t ( p a ) t ( s
0 a and a a is, that real, is a
ks , k kc k
= =
random are a and a
ks kc
) sin( a
) cos( a
k ks
k kc
=
=
Frequency Shift Keying (FSK)
Phase shift keyed (PSK) signals transmit information in the phase of the signals.
The transmitted band pass waveform is
where
During any given baud interval, the transmitted signal is
A special case is orthogonal FSK, when is chosen so that
the s are orthogonal.
Question: What choice of yields orthogonal waveforms?

+ =

= k
k c
) t f 2 t f 2 cos( ) kT t ( p A ) t ( s
) t f 2 t f 2 cos( ) t ( Ap ) t ( s
m c m
+ =
M} 1,..., { m , f m f
k
=
f and (t) u p(t)
T
=
) t ( s
m
f
FSK Signal Constellation
Example of orthogonal 3-FSK signal constellation (M=3)

av
E
av
E
av
E
) t (
1

) t (
3

) t (
2

Biorthogonal Signals
A set of M biorthogonal signals can be easily constructed from a set of M/2
orthogonal signals by including the negatives of the orthogonal signals.
M-ary biorthogonal waveforms have the vector representation
where the vectors have length M/2.
The distance between any two biorthogonal signals is either
2 M av 2 M
2 av 2
1 av 1
e E s
e E s
e E s

o


=
=
=
2 M av M
2 av 2 2 M
1 av 1 2 M
e E s
e E s
e E s

o


=
=
=
+
+
i
e

. E 2 or E 2
av av
Biorthogonal Signals
Example of Biorthogonal signal constellation (M=6).

av
E
av
E
av
E
) t (
1

) t (
3

) t (
2

av
E
av
E
av
E
Equivalent Signal Sets
Consider a set of M signals, ,m=1,,M with energies ,m=1,,M and
transmission probabilities , m=1,,M .
The average signal energy is
The centroid of the signal set is
Fact 1: Any signal set can be rotated about its centroid without changing either
the average energy in the signal set or the Euclidean distances between the
signals.
m
s

m
E
m
p
{ }

= =
=
M
1 m
m m m av
E p E E E
] s E[ p s a
m
M
1 m
m m

=

=
=
Equivalent Signal Sets
Fact 2: Any signal set can be translated to yield a new set of signals such that
average energy is minimized and the Euclidean distances between the signals
is unchanged.
Let , Then for any ,
Any choice will increase . The average signal energy with the
translation is
Furthermore,
M 1,..., m , a s s

m m
= =

] s

[ E
b a ] a s [ E
] b a )} a ] s [ E ( ) b a Re{( 2 a s [ E
] ) b a ( ) a s ( [ E ] b s [ E
2
m
2
2
m
2
m
H
2
m
2
m
2
m

+ =
+ + =
+ =
a b

a b

av
E
a

2
av
2 2
m av
a E a ] s [ E E

= =
ij j i j i j i ij
d s s ) a s ( ) a s ( s

= = = =

Simplex Signals
Consider a set of equal energy equal probable M-ary orthogonal signals
A set of simplex signals
is formed by translating the centroid of the signal set to the origin, i.e. we use
the translation
to obtain
The average energy in the simplex signal set is
M 1,..., m , e E ) t ( s
m av m
= =

M 1,..., m s

m
=

=
=
M
1 m
m
s
M
1
a

M 1,..., m , a s s

m m
= =

av
av
av
2 2
m av
E
M
1 M
M
E
E a s E

= = =

Vertices of a Hypercube Definition
Suppose that a set of M binary codewords of length N are constructed as
follows
where
Now define the basis functions
Then generate the set of bandpass signals ,m=1,,M where
M 1,..., m ), c ,..., c , c ( c
mN 2 m 1 m m
= =

}. 1 , 1 { c
mi
+
M 1,..., m , t f 2 cos ) iT t ( u
T
2
) t (
c c T
c
i
c
= =
) t ( s
m

=
=
=
N
1 n
c c c T mn
c
N
1 n
n mn c m
) kT t ( f 2 cos ) nT t ( u c
T
E 2

) t ( c E ) t ( s
c
c av
m c m
NE E
to equal energy have all ) t ( s the and NT T is ) t ( s of duration The
=
=
Vertices of a Hypercube Vector Represent.
The singal set ,m=1,,M can be represented in vector form by
Since the lie on the vertices of an N-D hypercube.
There are 2
N
vertices. If M< 2
N
, then not all vertices are signal vectors.
The minimum possible distance between signal two vectors
occurs when the corresponding codewords differ in a single coordinate, i.e.
) c ,..., c , c (
N
E
s ) t ( s
mN 2 m 1 m
av
m m
=

m mi
s the }. 1 , 1 { c

+
) t ( s
m
) c ,..., c , c (
N
E
s
) c ,..., c , c (
N
E
s
kN 2 k 1 k k
jN 2 j 1 j j
=
=

N
2
d ,
N
E
2 s s min d
min
av
k j
k , j
min
=

Hadamard Matrix or Transform
Another type of orthogonal modulation starts with the rows of a Hadamard
matrix
For example,
Notice that the rows of the Hadamard matrix are mutually orthogonal.
[ ]

= =
m m
m m
m 2 1
H H
H H
H , 1 H

,
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
H H
H H
H
,
1 1
1 1
H H
H H
H

2 2
2 2
4
1 1
1 1
2

+

+
+ +
+
+ +
+
+ +
=

+
+ +
=

=
Hadamard Matrix based Modulation I
A set of equal energy M orthogonal wave forms can be constructed according
to
where is the kth co-ordinate in the mth row of the Hadamard Matrix,
is the symbol duration, and p(t) is a shaping pulse having duration
The energy in the waveform is
To construct signal vectors, the appropriate choice of basis function is
And once again

= =
=
M
1 k
c mk m
1 - M 0,..., m ), kT t ( p h A ) t ( s
~
mk
h
c
MT T =
c
T
) t ( s
~
m
p
2

2
2
av
E MA
2
1
dt ) t ( p
2
MA
E =

1 - M 0,..., m , e E 2 s
~
) t ( s
~
m av m m
= =

1 - M 0,..., m , ) kT t ( p h
E
2
) kT t ( p h
E
A
) t (
M
1 k
c ik
p
M
1 k
c ik
av
i
=

=
= =
Hadamard Matrix based Modulation II
With binary orthogonal codes only k=log
2
M bits are transmitted at each baud
epoch. A more bandwidth efficient scheme can be obtained by using the rows
of the Hadamard matrix H
N
to define N orthogonal amplitude shaping pulses
A block of N serial data symbols, each of duration T
c ,
is first converted into a
block of N parallel data symbols, The block of N parallel data symbols are
transmitted in parallel by using the N different orthogonal p
i
(t) defined above.
1 - N 1,..., i , ) kT t ( p h A ) t ( p
1 N
0 k
c ik i
=

=

=
Introduction to Receiver
& Coherent Detection
Digital Communication Systems
modulation channel demodulation
k
a ) t ( s ) t ( r
k
a
signal. detected and d demodulate : a
signal, received : r(t)
channels, over ed transmitt be to waveform : ) t ( s
ed, transmitt be to sequence n informatio : a
k
k
Digital Modulation
FSK & Other modulation based on waveform in Lecture 11

) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a ) t ( s
& sin a , cos a e a : PSK
) t f 2 cos( ) kT t ( p a ) t ( s
& real is a : PAM
) t f 2 sin( ) kT t ( p a ) t f 2 cos( ) kT t ( p a ) t ( s
& complex is a : QAM
) kT t ( p a ) t ( s
n n
c ks c kc p
k ks k kc
j
k
n
c k p
k
n n
c ks c kc p
k
n
k B
k

=
= = =

=

=

=
+
=
+
=

+
=
+
=
+
=
+
=
Channel Models
Additive white Gaussian noise channel (ANC) ECE6602
s(t)
n(t)
r(t)=s(t)+n(t)
+
Quadrature Demodulator
r(t)
LPF ) t ( r
I
t f 2 cos 2
c

LPF
) t ( r
Q
t f 2 sin 2
c

Q
jr ) t (
I
r ) t ( r
B
+ =
Baseband and Passband Signals
{ }
( )
( )

) t ( s ) t ( h )) t f 2 sin( )( t ( s
) t f 4 cos( ) t ( s ) t f 4 sin( ) t ( s ) t ( s )) t f 2 sin( 2 ( ) t ( s
) t ( s ) t ( h ) t f 2 cos( 2 ) t ( s
) t f 4 sin( ) t ( s ) t f 4 cos( ) t ( s ) t ( s
) t f 2 cos( ) t f 2 sin( ) t ( s 2 ) t f 2 ( cos ) t ( s 2 ) t f 2 cos( 2 ) t ( s
) t f 2 sin( ) t ( s ) t f 2 cos( ) t ( s e ) t ( s Re ) t ( s
) t ( js ) t ( s ) kT t ( p a ) t ( s
Q c p
components frequency high
c Q c I Q c p
I c p
components frequency high
c Q c I I
c c Q c
2
I c p
c Q c I
t f 2 j
B P
Q I
n
k B
c
=
=
=
+ =
=
= =
+ =

+
=


Noise
( )
( )
? stationary ) t ( n and ), t ( n ), t ( n Are
dt ) t f 2 sin( ) t ( n ) t t ( h 2 ) t ( h )) t f 2 sin( 2 ( ) t ( n ) t ( n
dt ) t f 2 cos( ) t ( n ) t t ( h 2 ) t ( h ) t f 2 cos( 2 ) t ( n ) t ( n
) t ( jn ) t ( n ) t ( n
) t ( n ) t ( s ) t ( r
) ( N
2
1
)} t ( n ) t ( n { E
) t ( n ) t ( s ) t ( r
B Q I
o o c o o c Q
o o c o o c I
Q I B
B B B
o
p

= =

= =
+ =
+ =
= +
+ =
+

+

Noise Lemma
0 dt e ) t t ( h ) t t ( h ) , t ( g
0 e ) ( H ) ( H
dt e ) t t ( h e ) ( H
dt e ) t t ( h e ) ( H
dt e ) t t ( h ] d e ) t t ( h [
d e dt e ) t t ( h ) t t ( h d e ) , t ( g : oof Pr
0 dt e ) t t ( h ) t t ( h ) , t ( g
, B 2 any for Then . B when 0 ) H( is that limed, - band be
dt h(t)e ) H( and system linear a of response impulse be h(t) Let : Lemma
o
t j
o o
t j
o
o
t j
o
) t t ( j
o
t j
o
) t t ( j
o
t j
o
j
o
j
o
t j
o o
j
o
t j
o o
o
-
t j -
o o
o
o o o
o o o
o o
o o
o o
=

+ =
= + =

=

+ =

+ =

+ =
> > =

=
+

+


+


+

+


+


+

+


+

Noise Lemma
( )
( )

+
=

+
=

+
=

+ =
+

+

+


+

0 dt t sin ) t t ( h ) t t ( h
0 dt t cos ) t t ( h ) t t ( h
0 dt e ) t t ( h ) t t ( h
0 dt e ) t t ( h ) t t ( h ) , t ( g
o o o o o
o o o o o
o
t j
o o
o
t j
o o
o o
o o

Noise Stationary?
{ }
{ }
0
dt ) t f 4 sin( ) t t ( h ) t t ( h N
dt ) t f 2 sin( ) t f 2 cos(
2
N
) t t ( h ) t t ( h 4
dt dt ) t f 2 sin( ) t f 2 cos( ) t t (
2
N
) t t ( h ) t t ( h 4
dt dt ) t f 2 sin( ) t f 2 cos( )} t ( n ) t ( n { E ) t t ( h ) t t ( h 4
dt )) t f 2 sin( 2 ( ) t ( n ) t t ( h dt ) t f 2 cos( 2 ) t ( n ) t t ( h E
) t ( n ) t ( n E
0 dt ) t f 2 cos( ) t ( n ) t t ( h E ) t ( n E
o o c o o o
o o c o c
o
o o
1 o 1 c o c 1 o
o
1 o
1 o 1 c o c 1 o 1 o
1 1 c 1 1 o o c o o
Q I
o o c o o I
=

+ =

+ =

+ =

+ =

+ =
+
=

=
+

+

+

+

+

+

+

+

+

Noise Stationary?
{ }

+ =

+ =

+ +

+ =

+ + =

+ =

+ =

+ =

+ =
+
+

+

+

+

+

+

+

+

+

+

+

+

dt ) t ( h ) t ( h N
dt ) t t ( h ) t t ( h N
dt ) t f 4 cos( ) t t ( h ) t t ( h
4
N
dt ) t t ( h ) t t ( h N
dt )) t f 4 cos( 1 )( t t ( h ) t t ( h N
dt ) t f 2 ( cos
2
N
) t t ( h ) t t ( h 4
dt dt ) t f 2 sin( ) t f 2 cos( ) t t (
2
N
) t t ( h ) t t ( h 4
dt dt ) t f 2 cos( ) t f 2 cos( )} t ( n ) t ( n { E ) t t ( h ) t t ( h 4
dt ) t f 2 cos( 2 ) t ( n ) t t ( h dt ) t f 2 cos( 2 ) t ( n ) t t ( h E
) t ( n ) t ( n E
o
o o o o
o o c o o
o
o o o o
o o c o o o
o o c
2
o
o o
1 o 1 c o c 1 o
o
1 o
1 o 1 c o c 1 o 1 o
1 1 c 1 1 o o c o o
I I
Noise Stationary?
{ } { }
{ } { }
{ }
( ) . N ) ( e., i. white, as regarded be can (t) n then
width, - band siganl with compared large is B If
. B | f | 0
B, | f | N
) f ( H N ) f ( then
, B | f | 0
B, | f | 1
H(f) is, that pass, - low ideal is ) f ( H If
) f ( H N ) f (
dt ) t ( h ) t ( h N )} t ( n ) t ( n { E
2
1
) (
stationary WWS is ) t ( jn ) t ( n ) t ( n
0 ) t ( n ) t ( n E
dt ) t ( h ) t ( h N ) t ( n ) t ( n E ) t ( n ) t ( n E
0 ) t ( n E ) t ( n E
o nn B
o
2
o nn
2
o nn
o
*
B B nn
Q I B
I Q
o I I Q Q
I Q

>

= =

>

=
=

+ = + =
+ =

= +

+ = + = +
= =
+

+

Optimum Coherent Detection
Suppose that we have a set of M bandpass signals with
complex envelopes that are defined over the time
interval
Transmit one of the M signals, say over an AWGN channel.
The received complex envelope is
Where . The ideal channel has impulse response
and just attenuates and delays the signal, but otherwise leaves it undistorted.
Problem: Suppose at the receiver we know g and exactly; getting these
parameters is another issue. By observing determine which signal was
transmitted.
)} t ( s ),..., t ( s ), t ( s {
1 M 1 0
) t ( n
~
) t t ( s
~
g ) t ( r
~
0 m
+ =
)} t ( s
~
),..., t ( s
~
), t ( s
~
{
1 M 1 0
. T t 0
), t ( s
~
m

=
j
e g ), t t ( g ) t ( h
~
0
=
0
t
) t ( r
~
Correlation Detector
We already seen that the signal set can be expressed in
terms of a set of orthonormal basis functions ,where N
is the dimension of the signal space.
The basis functions do not span the noise space, i.e., the noise cannot be
represented exactly in terms of the basis functions. However, we will show
later that the component of the noise process that falls outside of the signal
space is irrelevant to the detection of the signal. We have
Hence, the projection of the received signal onto the signal space yields the
vector
)} t ( ),..., t ( ), t ( {
1 N 1 0

k mk
T
0
*
k
T
0
*
k m
T
0
*
k k
n
~
s
~
g
dt ) t ( ) t ( n
~
dt ) t ( ) t ( s
~
g
dt ) t ( ) t ( r
~
r
~
+ =

=
)} t ( s
~
),..., t ( s
~
), t ( s
~
{
1 M 1 0
) t ( n
~
) r
~
,..., r
~
, r
~
( r
~
1 N 1 0
=

Correlation Detector
0
r
~
) t (
*
0

T
0
dt
1
r
~
) t (
*
1

T
0
dt

1 N
r
~

) t (
*
1 N

T
0
dt
) t ( r
~
r
~

Noise Statistics
The noise components have mean
and covariance
Therefore, the are independent complex Gaussian random variables with
mean
jk o
T
0
*
k
j
o
T
0
*
k
T
0 j
o
T
0
*
k
T
0 j
* *
k j jk
N
dt ) t ( ) t ( N
dtds ) s ( ) t ( ) s t ( N
dtds ) s ( ) t ( )] s ( n
~
) t ( n
~
[ E
2
1
] n
~
n
~
[ E
2
1
=

= =
. /2 N variance and s
~
o mk
k
n
~
k
r
~
0 dt ) t ( )] t ( n
~
[ E ] n
~
[ E
T
0
*
k k
=

=
Joint Conditional Density
The vector has the joint multivariate Gaussian density function
Hence, the vector has the joint conditional density function
Which is a multivariate Gaussian distribution with mean
n
~
r
~
( )
( )

=

=
2
o
N
o
2
1 N
0 k
k
o
N
o
n
~
N 2
1
exp
N 2
1

n
~
N 2
1
exp
N 2
1
) n
~
( p

( )

=
2
m
o
N
o
m
s
~
g r
~
N 2
1
exp
N 2
1
) s
~
g | r
~
( p

. s
~
g
2
m

Correlation Demodulator
& Matched Filter Demodulator
Channel Models
Additive white Gaussian noise channel (AWGN)
s(t)
n(t)
r(t)=s(t)+n(t)
+
Quadrature Demodulator
r(t)
LPF ) t ( r
I
t f 2 cos 2
c

LPF
) t ( r
Q
t f 2 sin 2
c

Q
jr ) t (
I
r ) t ( r
B
+ =
Correlation Detector
0
r
) t (
*
0

T
0
dt
1
r
) t (
*
1

T
0
dt

1 N
r

) t (
*
1 N

T
0
dt
) t (
B
r
r

Correlation Detector
Output after correlation detector:
The noise components have mean, and covariance:
The vector has the joint conditional density function
jk o
*
k j jk
N ] n n [ E
2
1
= =
k
n
0 dt ) t ( )] t ( n [ E ] n [ E
T
0
*
k k
=

=
k
mk
k
n gs r + =
( )

=
2
m
o
N
o
m
s g r
N 2
1
exp
N 2
1
) s g | r ( p

r

Matched Filter Receiver

Suppose that we filter the received signal with a bank of matched
filters having the impulse responses
and sample the filter outputs at time t=T.
The filter outputs are
Note that i.e. the matched filter outputs are identical to the
correlation detector outputs.

= =

+ =

=
T
0
*
i B i i
t
0
*
i B
t
0 i
B i
d ) ( ) ( r ) T ( y y
d ) t T ( ) ( r
d ) t ( h ) ( r ) t ( y
) t ( r
B
, r y
i i
=
T t 0 ), t T ( ) t ( h
*
i i
=
Matched Filter Receiver
0
r
) t T (
*
0

1
r
1 N
r

) t (
B
r
r

) t T (
*
1

) t T (
*
1 N


Sample
at time T
Matched Filter Properties
Consider a finite energy signal The filter matched to is
The output of the matched filter is
This is just the time-autocorrelation of the pulse .
The filter output at time t=T is
Fact: if is corrupted by AWGN, the matched filter maximizes the
signal-to-noise ratio at the sampling instant t=T.

+ =

=
t
0
*
t
0
d ) t T ( s ) ( s
d ) t ( h ) ( s ) t ( y
T. t 0 ), t ( s
) t T ( s ) t ( h
*
=
) t ( s
) t ( s

=
T
0
2
d ) ( s ) T ( y
) t ( s
Matched Filter Properties Proof
Let the impulse response of the filter be h(t), then the signal and noise
components of the the matched filter at t=T is
The power of noise is
The signal-to-noise power is
with equality only if
( ) ( )

= d ) ( h T n n , d ) ( h T s s
T
0
T
0
( ) ( ) ( )
o
T
0
2
T
0
2
o
T
0
2
T
0
2
T
0
2
o
2
T
0
N
d s
d ) ( h N
d ) ( h d T s
d ) ( h N
d ) ( h T s
SNR

= d ) ( h N } n { E
T
0
2
o
2
) t T ( s ) t ( h =
Frequency-Domain Property
Let the impulse response of the filter be h(t)=s(T-t), then its frequency response
is
If passing s(t) through the matched filter, then the output has the spectrum
The output at t=T is
The noise p.s.d. and the total noise power are

=
=

=


T
0
ft 2 j
fT 2 j *
T
0
ft 2 j
T
0
ft 2 j
dt e ) t ( s ) f ( S
e ) f ( S dt e ) t T ( s dt e ) t ( h ) f ( H
fT 2 j
2
e ) f ( S Y(f)

=

= =

=
+

+


+

df ) f ( S df e e ) f ( S df e ) f ( Y ) T ( y
2
fT 2 j fT 2 j
2
fT 2 j
{ }

= = =
+


df ) f ( S N | n | E , ) f ( S N e ) f ( S N ) f (
2
o
2
2
o
2
fT 2 j
o n
Noise Remainder Process
Note that
Where is the remainder process
The remainder process is outside the vector space spanned by the basis
functions .
Is important for the detection problem?
) t ( z ) t ( r ) t ( r
1 N
0 k
k k
+

=

=
) t ( z
~

=

=
1 N
0 k
k k
) t ( n ) t ( n ) t ( z
{ }
k

) t ( z
Irrelevance
We have
Hence, the vector is uncorrelated with and, therefore, is irrelevant
since it does not contain any information about .
[ ] [ ]
0 ) ( N ) ( N
) t ( n n E d ) ( ) ( n ) t ( n E
n ) t ( n ) t ( n E
] n ) t ( z [ E
] n ) t ( z [ E gs )] t ( z [ E ] r ) t ( z [ E
j 0 j 0
n
1 N
0 n
*
j n j
T
0
*
*
j
1 N
0 n
n n
*
j
*
j
*
mj
*
j
= =

=
(

|
.
|

\
|

=
=
+ =

=
r

) t ( z
) t ( z
r

Example - QAM
Recall that complex envelopes of the QAM signals can be expressed as
The QAM signal vectors are
where
At the output of the correlation detector, we have where
T t 0 1, - M 0,..., m , ) t ( p a ) t ( s
m m
= =
m p m m
a E 2 s ) t ( s =
dt (t) p
2
1
E
T
0
2
p

=
p(t)
E 2
1
) t (
p
0
=
, r r
0
=

0 0 m 0
n gs r + =
Correlation Detector
0
r
) t (
*
0

T
0
dt
1
r
) t (
*
1

T
0
dt

1 N
r

) t (
*
1 N

T
0
dt
) t (
B
r
r

Matched Filter Receiver

0
r
) t T (
*
0

1
r
1 N
r

) t (
B
r
r

) t T (
*
1

) t T (
*
1 N


Sample
at time T
Matched Filter Properties
Matched filter and correlation demodulator are equivalent. The output
of the i-th branch is
If s(t) is corrupted by AWGN, the matched filter maximizes the signal-
to-noise ratio at the sampling instant t=T.
The signal-to-noise power is
with equality only if .
( ) ( )
o
T
0
2
T
0
2
o
2
T
0
N
d s
d ) ( h N
d ) ( h T s
SNR

=
) t T ( * s ) t ( h =
( ) dt ) t ( t r
) t T ( ) t ( r r
i
T
0
B
i
B i

=
=
Noise Remainder Process
Let the transmitted baseband signal be . Then the received
signal can be expressed as
The remainder process is outside the vector space spanned
by the basis functions .

=

=
1 N
0 k
k k B
) t ( s ) t ( s
{ } ) t (
k

process remainder noise ) t ( n ) t ( n (t) n

~
dt ) t ( ) t ( n n
r demodulato the of output branch i dt ) t ( ) t ( r r
) t ( n ) t ( n ) t ( ) n gs (
) t ( n ) t ( gs ) t ( r
1 N
0 k
k k
T
0
k
k
th
T
0
k
B k
) t ( n
~
1 N
0 k
k k
1 N
0 k
k
r
k k
B B
k

+ =
+ =

=


Irrelevance
Is important for the detection problem?
We have
Hence, the vector is uncorrelated with and, therefore, is irrelevant
since it does not contain any information about .
[ ] [ ]
0 ) ( N ) ( N
) t ( n n E d ) ( ) ( n ) t ( n E
n ) t ( n ) t ( n E
] n ) t ( n
~
[ E gs )] t ( n
~
[ E ] r ) t ( n
~
[ E
j 0 j 0
n
1 N
0 n
*
j n j
T
0
*
*
j
1 N
0 k
k k
*
j
*
j
*
j
= =

=
(

|
.
|

\
|

=
+ =

=
r

) t ( n
~
r

) t ( n
~
) t ( n
~