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Signal pace Analysis

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You are on page 1of 45

CHAPTER 5

1/45

R.Sokullu

Chapter 5: Signal Space Analysis

Outline

5.1 Introduction

5.2 Geometric Representation of Signals

Gram-Schmidt Orthogonalization Procedure

5.3 Conversion of the AWGN into a Vector Channel

5.4 Maximum Likelihood Decoding

5.5 Correlation Receiver

5.6 Probability of Error

Chapter 5: Signal Space Analysis

We consider the following model of a generic

transmission system (digital source):

A message source transmits 1 symbol every T sec

Symbols belong to an alphabet M (m1, m2, mM)

Binary symbols are 0s and 1s

Quaternary PCM symbols are 00, 01, 10, 11

Chapter 5: Signal Space Analysis

Transmitter Side

Symbol generation (message) is probabilistic, with

a priori probabilities p1, p2, .. pM. or

Symbols are equally likely

So, probability that symbol mi will be emitted:

i P (mi )

1

= for i=1,2,....,M (5.1)

M

Chapter 5: Signal Space Analysis

message source output) and encodes it into a

distinct signal si(t).

The signal si(t) occupies the whole slot T allotted

to symbol mi.

si(t) is a real valued energy signal (???)

T

E i si2 (t )dt , i=1,2,....,M (5.2)

0

Chapter 5: Signal Space Analysis

message source output) and encodes it into a

distinct signal si(t).

The signal si(t) occupies the whole slot T allotted

to symbol mi.

si(t) is a real valued energy signal (signal with

finite energy)

T

E i si2 (t )dt , i=1,2,....,M (5.2)

0

Chapter 5: Signal Space Analysis

Channel Assumptions:

Linear, wide enough to accommodate the signal si(t)

with no or negligible distortion

Channel noise is w(t) is a zero-mean white Gaussian

noise process AWGN

additive noise

received signal may be expressed as:

0tT

x(t ) si (t ) w(t ), (5.3)

i=1,2,....,M

Chapter 5: Signal Space Analysis

Receiver Side

Observes the received signal x(t) for a duration of time T sec

Makes an estimate of the transmitted signal si(t) (eq. symbol mi).

Process is statistical

presence of noise

errors

So, receiver has to be designed for minimizing the average

probability of error (Pe)

What is this?

M

Pe = p P(m m

i 1

i i / mi ) (5.4)

Symbol sent

cond. error probability

given ith symbol was

sent Digital Communication Systems 2012 R.Sokullu 8/45

Chapter 5: Signal Space Analysis

Outline

5.1 Introduction

5.2 Geometric Representation of Signals

Gram-Schmidt Orthogonalization Procedure

5.3 Conversion of the AWGN into a Vector Channel

5.4 Maximum Likelihood Decoding

5.5 Correlation Receiver

5.6 Probability of Error

Chapter 5: Signal Space Analysis

Signals

Objective: To represent any set of M energy signals

{si(t)} as linear combinations of N orthogonal

basis functions, where N M

Real value energy signals s1(t), s2(t),..sM(t), each of

duration T sec Orthogonal basis

function

N

0tT

si (t ) sij j (t ), (5.5)

j 1 i==1,2,....,M

coefficient

Energy signal

Digital Communication Systems 2012 R.Sokullu 10/45

Chapter 5: Signal Space Analysis

Coefficients:

T i=1,2,....,M

sij si (t ) j (t )dt , (5.6)

0

j=1,2,....,M

Real-valued basis functions:

T

1 if i j

0 i (t ) j (t )dt ij 0 if i j (5.7)

Chapter 5: Signal Space Analysis

dimensional vector, denoted by si

Bears a one-to-one relationship with the

transmitted signal si(t)

Chapter 5: Signal Space Analysis

Figure 5.3

(a) Synthesizer for generating the signal si(t). (b) Analyzer

for generating the set of signal vectors si .

Chapter 5: Signal Space Analysis

So,

Each signal in the set si(t) is completely

determined by the vector of its coefficients

si1

s

i 2

.

si , i 1,2,....,M (5.8)

.

.

siN

Chapter 5: Signal Space Analysis

Finally,

The signal vector si concept can be extended to 2D, 3D etc. N-

dimensional Euclidian space

Provides mathematical basis for the geometric representation of

energy signals that is used in noise analysis

Allows definition of

Length of vectors (absolute value)

Angles between vectors

Squared value (inner product of s i with itself)

2 Matrix

si siT s i Transposition

N

= sij2 , i 1,2,....,M (5.9)

j 1

Chapter 5: Signal Space Analysis

Figure 5.4

Illustrating the geometric

representation of signals

for the case when N 2

and M 3.

(two dimensional space,

three signals)

Chapter 5: Signal Space Analysis

Also,

What is the relation between the vector representation

of a signal and its energy value?

0

signal(5.10)

N

Where si(t) is as in (5.5): si (t ) sij j (t ), (5.5)

j 1

Chapter 5: Signal Space Analysis

T

N N

After substitution: E i sij j (t ) s (t )

ik k dt

0 j 1 k 1

N N T

ij ik j k (5.11)

j 1 k 1 0

j(t) is orthogonal, so N

Ei s 2 2

= si (5.12)

finally we have: j 1

ij

is equal to the squared

length of its vector

Digital Communication Systems 2012 R.Sokullu 18/45

Chapter 5: Signal Space Analysis

Assume we have a pair of signals: si(t) and sj(t), each

represented by its vector,

Then:

T

sij si (t ) sk (t )dt s s T

i k (5.13)

0

to the selection of basis

Inner product of the signals functions

is equal to the inner product

of their vector

representations [0,T]

Digital Communication Systems 2012 R.Sokullu 19/45

Chapter 5: Signal Space Analysis

Euclidian Distance

The Euclidean distance between two points

represented by vectors (signal vectors) is equal to

||si-sk|| and the squared value is given by:

N

= (sij -skj ) 2

2

si s k (5.14)

j 1

T

= ( si (t ) sk (t )) 2 dt

0

Chapter 5: Signal Space Analysis

The cosine of the angle ik between two signal vectors si and

sk is equal to the inner product of these two vectors, divided

by the product of their norms:

T

s s

cosik i k

(5.15)

si sk

siTsk is zero (cos ik = 0)

Chapter 5: Signal Space Analysis

Schwartz Inequality

Defined as:

2

s1 (t )s2 (t )dt 2

s (t )dt s22 (t )dt (5.16)

1

Chapter 5: Signal Space Analysis

Outline

5.1 Introduction

5.2 Geometric Representation of Signals

Gram-Schmidt Orthogonalization Procedure

5.3 Conversion of the AWGN into a Vector Channel

5.4 Maximum Likelihood Decoding

5.5 Correlation Receiver

5.6 Probability of Error

Chapter 5: Signal Space Analysis

Gram-Schmidt Orthogonalization

Procedure

Assume a set of M energy signals denoted by s1(t), s2(t), .. , sM(t).

starting with s1 as: (where E is the 1 (t ) (5.19)

energy of the signal) (based on E1

5.12)

2. Then express s1(t) using the basis

function and an energy related s1 (t ) E11 (t ) = s111 (t ) (5.20)

coefficient s11 as:

coefficient s21 as: s21 s2 (t )1 (t )dt (5.21)

0

Chapter 5: Signal Space Analysis

intermediate function g2 as:

Orthogonal to 1(t)

g 2 (t )

5. We can define the second 2 (t ) (5.23)

T

basis function 2(t) as:

0

g 22 (t )dt

2 (t ) (5.24)

g2(t) using s1(t) and s2(t) it E2 s212

becomes:

T

Note that 1(t) and 2(t) are 0

22 (t )dt 1 (Look at 5.23)

orthogonal that means:

T

0

1 (t )2 (t )dt 0

Digital Communication Systems 2012 R.Sokullu 25/45

Chapter 5: Signal Space Analysis

In general a basis function can be defined using the

following formula:

i 1

g i (t ) si (t ) sij - j (t) (5.25)

j 1

T

sij si (t ) j (t )dt , j 1, 2,....., i 1 (5.26)

0

Chapter 5: Signal Space Analysis

Special case:

For the special case of i = 1 gi(t) reduces to si(t).

General case:

functions, which form an orthogonal set, as:

gi (t )

i (t ) , i 1, 2,....., N (5.27)

T

0

gi2 (t )dt

Chapter 5: Signal Space Analysis

Outline

5.2 Geometric Representation of Signals

Gram-Schmidt Orthogonalization Procedure

5.3 Conversion of the AWGN into a Vector Channel

5.4 Maximum Likelihood Decoding

5.5 Correlation Receiver

5.6 Probability of Error

Chapter 5: Signal Space Analysis

Channel into a Vector Channel

Suppose that the si(t) is

x(t ) si (t ) w(t ),

not any signal, but

specifically the signal at 0tT

(5.28)

the receiver side, defined i=1,2,....,M

in accordance with an

AWGN channel: T

x i x(t ) j (t ) dt

So the output of the 0

be defined as: j 1, 2,....., N (5.29)

Digital Communication Systems 2012 R.Sokullu 29/45

Chapter 5: Signal Space Analysis

T T

0 0

transmitted signal si(t) variable Wi due to noise

Chapter 5: Signal Space Analysis

Now,

Consider a random

N

process X1(t), with x1(t), a

x(t ) x(t ) x ji (t ) (5.32)

sample function which is j 1

related to the received N

signal x(t) as follows: x(t ) x(t ) ( sij w j ) j (t )

Using 5.28, 5.29 and 5.30 j 1

get: =w(t ) w j j (t )

j 1

=w(t ) (5.33)

which means that the sample function x1(t) depends only on

the channel noise!

Digital Communication Systems 2012 R.Sokullu 31/45

Chapter 5: Signal Space Analysis

be expressed as:

N

x(t ) x ji (t ) x(t )

j 1

N

x ji (t ) w(t ) (5.34)

j 1

in 5.5 but it is random, due to the additive

noise.

Chapter 5: Signal Space Analysis

Statistical Characterization

The received signal (output of the correlator of

Fig.5.3b) is a random signal. To describe it we need

to use statistical methods mean and variance.

The assumptions are:

X(t) denotes a random process, a sample function of which

is represented by the received signal x(t).

Xj(t) denotes a random variable whose sample value is

represented by the correlator output xj(t), j = 1, 2, N.

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.

Chapter 5: Signal Space Analysis

Mean Value

Let Wj, denote a random variable, represented by its

sample value wj, produced by the jth correlator in

response to the Gaussian noise component w(t).

So it has zero mean (by definition of the AWGN

model)

x j E X j

then the mean of

=E sij W j

Xj depends only on

=sij E[W j ]

sij:

x j = sij (5.35)

Chapter 5: Signal Space Analysis

Variance

x2i var[ X j ]

Starting from the definition,

we substitute using 5.29 and =E ( X j sij ) 2

5.31

T =E W j2 (5.36)

wi w(t )i (t )dt (5.31)

0

T T

=E W (t ) j (t )dt W (u ) j (u )du

2

xi

0 0

T T

T T =E j (t )i (u )W (t )W (u )dtdu (5.37)

x2i = o 0

o

i (t ) j (u) E[W (t )W (u)]dtdu

0

T T

=E

0 j (t )i (u) Rw (t , u )dtdu (5.38) Autocorrelation function of

o the noise process

Digital Communication Systems 2012 R.Sokullu 35/45

Chapter 5: Signal Space Analysis

It can be expressed as:

(because the noise is N0

stationary and with a R w (t , u ) (t u ) (5.39)

2

constant power spectral

density) N T T

After substitution for

x2i = 0

2 (t ) (u) (t u)dtdu

o 0

i j

=

2 0 j (t )dt (5.40)

And since j(t) has unit N0

energy for the variance x = 2

2

i

for all j (5.41)

we finally have:

Correlator outputs, denoted by Xj have variance

equal to the power spectral density N0/2 of the noise

process W(t). Digital Communication Systems 2012 R.Sokullu 36/45

Chapter 5: Signal Space Analysis

Xj are mutually uncorrelated

Xj are statistically independent (follows from above

because Xj are Gaussian)

and for a memoryless channel the following equation

is true:

N

f x ( x / mi ) f x j ( x j / mi ), i=1,2,....,M (5.44)

j 1

Chapter 5: Signal Space Analysis

XN, whose elements are independent Gaussian RV with

mean values sij, (output of the correlator, deterministic part of

the signal defined by the signal transmitted) and variance

equal to N0/2 (output of the correlator, random part,

calculated noise added by the channel).

then the X1, X2, XN , elements of X are statistically

independent.

So, we can express the conditional probability of X, given si(t)

(correspondingly symbol mi) as a product of the conditional

density functions (fx) of its individual elements fxj.

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

Chapter 5: Signal Space Analysis

that is:

N

f x ( x / mi ) f x j ( x j / mi ), i=1,2,....,M (5.44)

j 1

values of the random vector X and the random

variable Xj.

Chapter 5: Signal Space Analysis

N

f x ( x / mi ) f x j ( x j / mi ), i=1,2,....,M (5.44)

j 1

Vector x is called

observation vector

Vector x and scalar xj Scalar xj is called

are sample values of observable element

the random vector X

and the random

variable Xj

Chapter 5: Signal Space Analysis

N0/2

1 2 j=1,2,....,N

f x j ( x / mi ) ( N 0 ) N /2

exp ( x j sij ) , (5.45)

N0 i=1,2,....,M

1 N 2

f x ( x / mi ) ( N 0 ) exp ( x j sij ) ,

N /2

N 0 j 1 i=1,2,....,M (5.46)

Chapter 5: Signal Space Analysis

signal through a AWGN channel 5.34

N

x(t ) x ji (t ) x(t )

j 1

N

x ji (t ) w(t ) (5.34)

j 1

the basis functions of the signal set

The vector that we

{si(t)Mi=1 affect the significant

have constructed fully statistics of the detection problem

defines this part

Chapter 5: Signal Space Analysis

Finally,

The AWGN channel, is equivalent to an N-

dimensional vector channel, described by the

observation vector

x si w, i 1, 2,....., M (5.48)

Chapter 5: Signal Space Analysis

Outline

5.2 Geometric Representation of Signals

Gram-Schmidt Orthogonalization Procedure

5.3 Conversion of the AWGN into a Vector Channel

5.4 Maximum Likelihood Decoding

5.5 Correlation Receiver

5.6 Probability of Error

Chapter 5: Signal Space Analysis

to be continued.

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