Response of bank of correlators

to noisy input
Analyzer for generating the set of signal
vectors {s
i
}.
0
i=1,2,....,M
( ) ( ) , (5.6)
j=1,2,....,M
T
ij i j
s s t t dt |

=
`
)
}
3/45
Conversion of the Continuous AWGN
Channel into a Vector Channel
Suppose that the s
i
(t) is
not any signal, but
specifically the signal at
the receiver side,
defined in accordance
with an AWGN channel:
So the output of the
correlator can be
defined as:
( ) ( ) ( ),
0 t T
(5.28)
i=1,2,....,M
i
x t s t w t = +
s s

`
)
i
0
x ( ) ( )
= ,
j 1, 2,....., (5.29)
T
j
ij i
x t t dt
s w
N
| =
+
=
}
4/45
deterministic quantity
random quantity
contributed by the
transmitted signal s
i
(t)
sample value of the
variable W
i
due to noise

0
( ) ( ) (5.30)
T
ij i i
s s t t dt | =
}
0
( ) ( ) (5.31)
T
i i
w w t t dt | =
}
5/45
Now,
Consider a random
process x
1
(t), with x
1
(t), a
sample function which is
related to the received
signal x(t) as follows:
Here we get:
1
( ) ( ) ( ) (5.32)
N
j i
j
x t x t x t |
=
'
=

1
1
( ) ( ) ( ) ( )
= ( ) ( )
= ( ) (5.33)
N
ij j j
j
N
j j
j
x t x t s w t
w t w t
w t
|
|
=
=
'
= +

'

which means that the sample function x

1
(t) depends only on
the channel noise!
6/45
The received signal can be expressed as:

1
1
( ) ( ) ( )
( ) ( ) (5.34)
N
j i
j
N
j i
j
x t x t x t
x t w t
|
|
=
=
'
= +
'
= +

7/45
Statistical Characterization
The received signal (output of the correlator ) is a
random signal. To describe it we need to use
statistical methods mean and variance.
The assumption is :
We have assumed AWGN, so the noise is Gaussian, so
X(t) is a Gaussian process and being a Gaussian RV, X
j
is
described fully by its mean value and variance.
8/45
Mean Value
Let W
j,
denote a random variable, represented by
its sample value w
j
, produced by the j
th
correlator
in response to the Gaussian noise component w(t).
So it has zero mean (by definition of the AWGN
model)
=
= [ ]
= (5.35)
j
j
x j
ij j
ij j
x ij
E X
E s W
s E W
s

( =

( +

+
then the mean of
X
j
depends only on
s
ij
:
9/45
Variance
Starting from the definition,
we substitute using 5.29
and 5.31
2
2
2
var[ ]
= ( )
= (5.36)
i
x j
j ij
j
X
E X s
E W
o =
(

(

0
( ) ( ) (5.31)
T
i i
w w t t dt | =
}
2
0 0
0
= ( ) ( ) ( ) ( )
= ( ) ( ) ( ) ( ) (5.37)
i
T T
x j j
T T
j i
o
E W t t dt W u u du
E t u W t W u dtdu
o | |
| |
(
(

(
(

} }
} }
2
0
0
= ( ) ( ) [ ( ) ( )]
= ( ) ( ) ( , ) (5.38)
i
T T
x i j
o
T T
j i w
o
t u E W t W u dtdu
E t u R t u dtdu
o | |
| |
(
(

} }
} }
Autocorrelation function of
the noise process
10/45
It can be expressed as:
(because the noise is
stationary and with a
constant power
spectral density)
0
R ( , ) ( ) (5.39)
2
w
N
t u t u o =
After substitution for
the variance we get:
2
0
0
2
0
0
= ( ) ( ) ( )
2
= ( ) (5.40)
2
i
T T
x i j
o
T
j
N
t u t u dtdu
N
t dt
o | | o
|

} }
}
And since
j
(t) has
unit energy for the
variance we finally
have:
2
0
= for all j (5.41)
2
i
x
N
o
Correlator outputs, denoted by X
j
have variance
equal to the power spectral density N
0
/2 of the
noise process W(t).
11/45
Properties
X
j
are mutually uncorrelated
X
j
are statistically independent (follows from above
because X
j
are Gaussian) and for a memory less
channel the following equation is true:
1
( / ) ( / ), i=1,2,....,M (5.44)
j
N
x i x j i
j
f x m f x m
=
=
[
X
j
are mutually uncorrelated
13/45
Define (construct) a vector X of N random variables, X
1
, X
2
,
X
N
, whose elements are independent Gaussian RV with
mean values s
ij
, (output of the correlator, deterministic part
of the signal defined by the signal transmitted) and variance
equal to N
0
/2 (output of the correlator, random part,
calculated noise added by the channel).

then the X
1
, X
2
, X
N
, elements of X are statistically
independent
So, we can express the conditional probability of X, given
s
i
(t) (correspondingly symbol m
i
) as a product of the
conditional density functions (f
x
) of its individual elements
f
xj
.
NOTE: This is equal to finding an expression of the probability
of a received symbol given a specific symbol was sent,
assuming a memoryless channel
14/45
that is:
1
( / ) ( / ), i=1,2,....,M (5.44)
j
N
x i x j i
j
f x m f x m
=
=
[
where, the vector x and the scalar x
j
, are sample
values of the random vector X and the random
variable X
j.

15/45
Vector x and scalar x
j

are sample values of
the random vector X
and the random
variable X
j

Vector x is called
observation vector
Scalar x
j
is called
observable element

1
( / ) ( / ), i=1,2,....,M (5.44)
j
N
x i x j i
j
f x m f x m
=
=
[
16/45
Since, each X
j
is Gaussian with mean s
j
and
variance N
0
/2
/ 2 2
0
0
j=1,2,....,N
1
( / ) ( ) exp ( ) , (5.45)
i=1,2,....,M
j
N
x i j ij
f x m N x s
N
t

(
=
(

we can substitute in 5.44 to get 5.46:
/ 2 2
0
1
0
1
( / ) ( ) exp ( ) ,
i=1,2,....,M (5.46)
N
N
x i j ij
j
f x m N x s
N
t

=
(
=
(

17/45
If we go back to the formulation of the received
signal through a AWGN channel
1
1
( ) ( ) ( )
( ) ( ) (5.34)
N
j i
j
N
j i
j
x t x t x t
x t w t
|
|
=
=
' = +
' = +

The vector that we

have constructed fully
defines this part
Only projections of the noise onto
the basis functions of the signal set
{s
i
(t)
M
i=1
affect the significant
statistics of the detection problem
18/45
Finally,
The AWGN channel, is equivalent to an N-
dimensional vector channel, described by the
observation vector
, 1, 2,....., (5.48)
i
x s w i M = + =