2.

3-1

2.3 Bandpass Random Processes

[P4.1.4]

What if the bandpass and complex baseband signals are random processes? How are their statistics (autocorrelation, power density) related?

2.3.1 Complex Random Processes Consider the process v(t ) = x(t ) + j y (t ) , where x(t ) and y (t ) are real processes characterized by 1st and 2nd order statistics. o The mean is v (t ) = E [ v(t ) ] = x (t ) + j y (t ) , and the variance is defined
2 2 as v (t ) = E v(t ) v (t ) . For simplicity, make zero mean, so 2 2 v (t ) = E v(t ) .

o Also assume x(t ) and y (t ) are wide-sense stationary, so

E [ x(t ) x(t ) ] = Rx () and E [ y (t ) y (t ) ] = Ry ()

Also,
E [ x(t ) y (t ) ] = E [ y (t ) x(t + ) ] = Rxy () = Ryx ()

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2.3-2

Normally, we work with circularly complex processes:

E [ v(t )v(t ) ] 0

circularly complex

In detail,
E [ v(t )v(t ) ] = E ( x(t ) + j y (t ) )( x(t ) + j y (t ) ) = Rx () Ry () + j Rxy () + Ryx () 0

o So circularly complex means

Rx () = Ry ()

components have same stats, even autocorrn

Ryx () = Rxy () = Rxy () cross correlations are odd functions

o The autocorrelation function of a complex signal is defined as

Rv () = E v(t )v* (t ) = E ( x(t ) + j y (t ) )( x(t ) j y (t ) ) = Rx () + Ry () + j Ryx () Rxy ()

)
)
(Why?)

= 2 Rx ( ) + j Ryx () = 2 R y () + j Rxy ()

) (

* o Its conjugate symmetric Rv ( ) = Rv ( ) , since real part is even and

imaginary part is odd. Hence the power spectrum

Sv ( f ) = F[ Rv () ]

is real (as a power spectrum should be).

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2.3-3

Symmetries and asymmetries: o From Fourier relationships (Appendix A), the power spectrum Sv ( f ) is even if and only if the autocorrelation function Rv ( ) is real, which makes components x(t ) and y (t ) uncorrelated.

o If the mean frequency

f av =

f Sv ( f ) df

Sv ( f ) df

is not zero, then v(t ) has a net tendency to rotate in that direction and speed.

This is because discriminator output is proportional to

(t ) A2 (t ) = Im v(t )v* (t ) , where v(t ) = A(t )e j(t ) . Then relate the sign

of E (t ) A (t ) to
2

f Sv ( f ) df . An exercise.

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2.3-4

2.3.2 Statistics of Complex Baseband and Bandpass Signals

Consider quadrature modulation and demodulation:

How are the second order statistics of v(t ) related to those of v (t ) ?

Start with the power in a bandpass signal
Pv = E v 2 (t ) = E 2 Re v(t )e j 2 fct 2 Re v(t )e j 2 fc t 2 = E v(t ) + E Re v 2 (t )e j 4 fct
2 = E v(t ) = Pv

where the 2nd line comes from our useful identity and the 3rd line comes from (a) cases in which the real and imaginary components of v(t) are i.i.d. or (b) in all cases by time-averaging the 3rd line. In any case, the bandpass power equals the lowpass power.

Also note that the lowpass power is the sum of the powers in the real and imaginary parts. If v(t) is real, then its just the power in the real signal.

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2.3-5

We can extend this approach to autocorrelation functions and power

spectra:
2 Pv = E v(t )

Rv ( ) = E v(t ) v* (t )

Rvw ( ) = E v(t ) w* (t )
Rv ( ) = E [ v (t ) v (t ) ] = E 2 Re v(t )e j 2 fct 2 Re v(t )e j 2 fc (t ) = E Re v(t )v* (t )e j 2 fc + E Re v(t )v(t )e j 2 fc (2t ) = 2 Re
1 2

Rv ( ) e j 2 fc

Sv ( f ) = 1 Sv ( f f c ) + 1 Sv ( f + f c ) 2 2

So the complex baseband equivalent of the bandpass autocorrelation function is the lowpass autocorrelation function (divided by
2 ), and the

bandpass images are each half the height of the baseband image.

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2.3-6

The point?
o Autocorrelation function and power spectrum of bandpass signal are

related simply to complex baseband equivalents.

o Autocorrelation function and power spectrum of complex baseband

signals are defined like the equivalents for real lowpass signals just garnished with some conjugations and magnitudes.

o So power calculation gives same result at baseband or passband

autocorrelation at = 0 or area under power spectrum.

Unless each image of Sv ( f ) is symmetric about f c , the components x(t )

and y (t ) are correlated.

So choice of f c can determine whether x(t ) and y (t ) are correlated, and whether v(t ) tends to spin in one direction or the other.

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2.3.3 Special Case White Noise

White noise is a convenient fiction. If the actual noise PSD is flat across

the signal band, it will have the same effect as white noise, which can be specified with just one parameter.

Lets get the bandpass and complex lowpass relations right:

The bandpass power and the complex lowpass power are equal, at N 0W , but the real and imaginary parts have PSD N 0 2 , so power N 0W / 2 .
The real and imaginary components each have PSD with height N 0 2 , just

as for real lowpass systems. An easy link with the systems you analyzed as an undergraduate, where all signals were real.
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2.3.4 Special Case Serial Transmission

The power spectral density (PSD) of a digital signal is quite different from

that of an analog (noise-like) signal. Because digital signals have more structure, their autocorrelation functions and power spectra must be defined carefully. They are cyclostationary.
Why do we care? Because the PSD gives us the bandwidth of the signal,

and bandwidth is one of the two precious resources (the other is transmitter power).
This topic can get complicated and take us far astray, so well examine

only the simplest case a single pulse shape, amplitude modulated with multiple levels (M-PAM, but it also works for PSK and QAM). Shown below for 2PAM, with 2RC and with rectangular pulses.

Below, well obtain the PSD for general pulse shapes.

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2.3-9

The transmitted signal uses a basic pulse shape g (t )

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

where A is an amplitude scale factor, g (t nT ) is the delayed pulse for symbol number n , and I n is the data value for symbol n. The data values are assumed to be independent and identically distributed (iid) and to have zero mean, and are drawn from a finite set of values (like 16QAM).

This representation of the signal is not well normalized we havent specified (for example) unit energy pulses or unit variance data values but that doesnt matter for this discussion.
Lets start with an apparently simple question. What is the expected power

of the signal? (Expectation over the I n ensemble.) Written for complex, you can convert to real.
2 * P(t ) = E s (t ) = A2 E I n I m g (t nT ) g * (t mT ) n m
* = A2 E I n I m g (t nT ) g * (t mT ) n m A2 I2 n m

nm g (t nT ) g * (t mT )
2 n

= A2 I2 g (t nT ) It still depends on time.

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The power is periodic with period T. To see this, substitute t + kT for t, where k is any integer, and you get the same result.

o So power pulsates over a symbol:

P(t) for 2RC pulses
4 P ( t) 3 2 1

How did we get this graph?

1 t T

Great we can use this property for synchronizing the receiver to the incoming signal.

But does it pulsate for rectangular pulses?

o If the moments of a process, including power (the variance), are periodic,

then the signal is cyclostationary.

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For SNR calculations, we are interested in the time-averaged power over a symbol. That is,
T T A2 I2 1 2 Pav = P (t ) dt = g (t nT ) dt T0 T n 0 ( n +1)T A2 2 A2 I2 2 2 I = g (t ) dt g (t ) dt = T n nT T

A2 I2 = Eg T

Back to our original goal the PSD of the signal. Work through the autocorrelation function. As in the power calculation, we have
* Rs (t , t ) = E s(t ) s* (t ) = A2 E I n I m g (t nT ) g * (t mT ) n m

= A2 I2 g (t nT ) g * (t nT )
n

o The autocorrelation function depends on t as well as , so is not

stationary. Rs (t , t ) is periodic in t, though (test this), so s(t ) is cyclostationary.

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2.3-12

o We can get rid of the t dependence by time-averaging over one symbol.

Use mixed ensemble and time averages now.

Time average over a symbol:

A2 I2 Rs ( ) = T A2 I2 * g (t nT ) g (t nT ) dt = T n 0
T

( n +1)T

g (t ) g * (t ) dt

nT

A2 I2 = T

A2 I2 g (t ) g (t ) dt = T Rg ( )
*

o It was worth all the work to get this nice, simple result: the

autocorrelation function of the transmitted signal is proportional to the pulse autocorrelation function. Now the PSD is easy just Fourier transform:

A2 I2 A2 I2 2 S s ( f ) = F [ Rs ( ) ] = G( f ) F Rg ( ) = T T
Easy its proportional to the squared magnitude of the pulse transform! In Appendix C, we define some common pulse shapes: rectangular, sinc, raised cosine and root raised cosine.

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2.3-13

As an example, calculate the baseband and passband spectra for square root raised cosine signaling and a typical normalization: unit energy pulses and unit variance data.

o Area under G ( f ) is one, so height T:

o and 2 = 1. I

o The power Ps is the area under S s ( f ) , or A2 T . Symbol rate is 1 T , so

A2 = Es , the energy per symbol.

A2 I2 2 o Use these with S s ( f ) = G ( f ) to get the baseband, passband T

spectra:

2.3-13