Proakis Forth Ed Lecture PDF

(96)
J ohn G. Proakis, Digital Communications, 4

rd
edition, McGraw-Hill
International Editions, 2001.

831
(03) 5731670
E-mail: qponing@mail.nctu.edu.tw

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Chapter 1
1.1 Elements of a digital communication system
1.2 Communication channels and their characteristics
1.3 Mathematical models for communication channels
1.4 A historical respective in the development of digital communications
1.5 Overview of the Book
Chapter 4
4.1 Representation of bandpass signals and systems
: Fourier Transform
2.2 Stochastic processes (2.2.1, 2.2.2 & 2.2.4)
4.2 Signal space representation
4.3 Representation of digitally modulated signals
4.4 Spectral characteristics of digitally modulated signals
2.2.6 Cyclostationary processes
4.5 Bibliographical notes and references
Chapter 5
5.1 Optimal receiver for signals corrupted by additive white Gaussian noise
5.2 Performance of the optimumreceiver for memoryless modulation
: White Noise & 7.1.2 Channel capacity & 7.1.3 Achieving Channel
capacity with orthogonal signals

Chapter 13
13.1 Model of spread spectrumdigital communications system
13.2 Direct sequence spread spectrumsignals
(exclude 13.2.4 Excision of narrow band inference in DS spread spectrum
systems)
Chapter 14
14.1: Characterization of fading multipath channels
2.1.4 Some useful probability distributions (Rayleigh, Rice and Nakagami
m-distributions)
14.2 The effect of signal characteristics on the choice of a channel model
14.3 Frequency-nonselective, slowly fading channel
14.4 Diversity techniques for fading multipath channels
14.5 Digital signaling over a frequency-selective, slowly fading channel
(exclude 14.5.4 Receiver structures for channels with intersymbol interference)

Chapter 6
6.1 Signal parameter estimation
6.2 Carrier phase estimation
(exclude 6.2.5: Non-decision-directed loops, such as Costas loop)
6.3 Symbol timing estimation
(exclude the early-late gate synchronizers in subsection 6.3.2)
6.4 J oint estimation of carrier phase and symbol timing
6.5 Performance characteristics of ML estimators
Chapter 15
15.1 Introduction to multiple access techniques
15.2 Capacity of multiple access methods
15.3 Code-division multiple access
(exclude 15.3.4 Successive interference cancellation)

--- Po-Ning Chen --- NCTU/CM
1 1- -1 1
Digital Communications
Chapter 1 : Introduction
1-2
Digital communications
What we study in this course is:
Theories on transmission of information in digital form
fromone or more sourcesto one or more destinations.
1-3
1.1 Elements of a digital communication
system
Functional diagramof a digital communication
system
Channel
Information
source and
input transducer
Source
encoder
Channel
encoder
Digital
modulator
Digital
demodulator
Channel
decoder
Source
decoder
Output
transducer
Output
signal
Basic elements of a digital communication system
1-4
1.2 Communication channels and their
characteristics
Physical channel media
magnetic-electrical signaled wire channel
modulated light beamoptical (fiber) channel
antenna radiated wireless channel
acoustical signaled water channel
Virtual channel
magnetic storage media
1-5
1.2 Communication channels and their
characteristics
Noise characteristic
thermal noise (additive noise)
signal attenuation
amplitude and phase distortion
multi-path distortion
Limitation of channel usage
transmitter power
receiver sensitivity
channel capacity (such as bandwidth)
1-6
1.3 Mathematical models for
communication channels
Additive noise channel (with attenuation)
where is the attenuation factor, s(t) is the
transmitted signal, and n(t) is the additive random
noise process.
Additive Gaussian noise channel
If n(t) is a Gaussian noise process.
) ( ) ( ) ( t n t s t r + =
n(t)
Channel
s(t) r(t)
+
1-7
The linear filter channel with additive noise
to ensure the specified bandwidth limitations.
Channel
n(t)
s(t)
r(t) +

+ =
+ =
) ( ) ( ) (
) ( ) ( * ) ( ) (
t n d t s c
t n t c t s t r
Linear
time-invariant filter
c(t)
1-8

+ =
+ =
) ( ) ( ) ; (
) ( ) ; ( * ) ( ) (
t n d t s t c
t n t c t s t r
The linear time-variant filter channel with additive
noise
Linear
time-variant
filter c( ;t)
Channel
n(t)
s(t)
r(t)
+
c( ;t) : is the argument for filtering;
t is the argument for time-dependence.
(The time-invariant filter can be viewed as a special
case of the time-variant filter. Cf. the next slide.)
1-9
= 0 1 2 3
c()
s(1)
= 0 1 2 3
c()
s(2)
= 0 1 2 3
c()
s(3)
r(1)
r(2)
r(3)
= 0 1 2 3
s(1)
= 0 1 2 3
s(2)
= 0 1 2 3
c(;1)
c(;2)
c(;3)
s(3)
Assume that n(t) = 0.
1-10
noise
c( ;t) usually has the form
where {a
k
(t)}represents the possibly time-variant
attenuation factor for the L multipath propagation
paths, and {
k
}are the corresponding time delays.
Hence,
=
+ =
L
k
k k
t n t s t a t r
1
) ( ) ( ) ( ) (
=
=
L
k
k k
t a t c
1
) ( ) ( ) ; (
1-11
noise
Transmitter
Receiver
( )
1 1
), ( t a
( )
2 2
), ( t a
( )
3 3
), ( t a
) (
) ( ) (
) ( ) (
) ( ) ( ) (
3 3
2 2
1 1
t n
t s t a
t s t a
t s t a t r
+
+
+
=
1-12
1.4 A historical respective in the
development of digital communications
1830s : Morse code
variable-length code
1875 : Baudot code
fixed-length binary code with length 5
1924 : Nyquist
Determine the maximumsignaling rate without
intersymbol interference over a, e.g., telegraph channel
1-13
Nyquist
define basic pulse shape g(t) which is bandlimited to W
) (t g
one wants to transmit {1,1}signals in terms of g(t),
or equivalently, one wants to transmit a
0
, a
1
, a
2
, in {
1,1}in terms of s(t) defined as
L + + + = ) 2 ( ) ( ) ( ) (
2 1 0
T t g a T t g a t g a t s
1-14
) (
0
t g a
) (
1
T t g a
) 2 (
2
T t g a
) , 1 , 1 , 1 ( ) , , , ( Example.
2 1 0
K K + + = a a a
L + +
+ =
) 2 ( ) (
) ( ) (
2 1
0
T t g a T t g a
t g a t s
No interference
1-15
Question that Nyquist shoots for:
What is the maximumrate that the data can be
transmitted under the constraint that g(t) causes no
intersymbol interference? Answer : 2W pulses/second.
What is one of the g(t)sthat achieves this rate ?
Answer :
Wt
Wt
t g
=
2
) 2 sin(
) (
Conclusion :
A bandlimited-to-W basic pulse shape signal (or symbol) can
convey at most 2W pulses/second (or symbols/second)
without introducing inter-pulse (or inter-symbol) interference.
1-16
1948 : Shannon
sampling theorem
A signal of bandwidth W can be reconstructed fromsamples
taken at the Nyquist rate (= 2W samples/second) using the
interpolation formula
( )
=
n
W n t W
W n t W
W n s t s
) 2 / ( 2
)] 2 / ( 2 sin[
2 / ) (
channel capacity of additive white Gaussian noise

where W is the bandwidth of the bandlimited channel, P
is the average transmitted power, and N
0
is single-sided
noise power per hertz.
+ =
0
2
1 log
WN
P
W C bits/second
1-17
Conclusion of Shannons channel coding theorem
Let R be the information rate of the source. Then
if R < C, it is theoretically possible to achieve reliable
(asymptotically error-free) transmission by appropriate
coding;
if R > C, reliable transmission is impossible.
This gives birth to the new field named I nformation Theory.
1-18
Other important contributions
Harvey (1928), based on Nyquists result, conclude that
A maximumreliably transmitted data rate exists for a
bandlimited channel under maximumtransmitted signal
amplitude constraint and minimumtransmitted signal
amplitude resolution constraint.
Kolmogorov (1939) and Wiener (1942)
optimumlinear (Kolmogorov-Wiener) filter whose output is the
best mean-square approximation to the desired signal s(t) in
presence of additive noise.
Hamming (1950)
Hamming codes
1-19
Muller (1954), Reed(1954), Reed and Solomon (1960),
Bose and Ray-Chaudhuri (1960), and Goppa
(1970,1971)
new block codes, such as Reed-Solomon codes, Bose-
Chaudhuri-Hocquenghem(BCH) codes and Goppa codes.
Forney (1966)
concatenated codes
Chien (1964), Berlekamp (1968)
Berlekamp-Massey BCH-code decoding algorithm
1-20
Wozencraft and Reiffen (1961), Fano (1963),
Zigangirov (1966), J elinek (1969), Forney (1970,1972,
1974) and Viterbi (1967, 1971)
convolusional code and its decoding
Ungerboeck (1982), Forney et al. (1984), Wei (1987)
trellis-coded modulation
Ziv and Lempel (1977, 1978) and Linde et al (1980)
source encoding and decoding algorithms, such as Lempel-Ziv
code
Berrou et al (1993)
turbo codes and iterative decoding
1-21
1.5 Overview of the book
We will not cover
Chapter 3 Source Coding
Chapter 7 Channel Capacity and Coding (mostly)
Chapter 8 Block and Convolutional Channel Codes
Chapter 9 Signal Design for Band-Limited Channels
Chapter 10 Communication Through Band-Limited
Linear Filter Channels (Self-Study)
Chapter 11 Adaptive Equalization
Chapter 12 Multichannel and Multicarrier Systems
Chapter 15 Multiuser Communications
1-22
We will cover
Chapter 1 I ntroduction
Quick and brief
Chapter 4 Characterization of Communication
Signals and Systems
I n great details
Chapter 5 Optimum Receivers for the Additive White
Gaussian Noise Channel
Only optimal receivers for memoryless modulations,
including matched filter and the Viterbi demodulator, are
covered.
Chapter 6 Carrier and Symbol Synchronization
Almost all
1-23
We will cover
Chapter 13 Spread Spectrum Signals for Digital
Communications
Only direct sequence spreading spectrum is covered; further
performance enhancement of DSSS system suffering
narrowband interference in subsection 13.2.4 is excluded.
Chapter 14 Digital Communications through Fading
Multipath Channels
14.6 Coded waveforms for fading channelsis not covered,
since it is related to channel coding that we did not cover in
this lecture.)(14.7 Multiple-antenna systemsis excluded.
1-24
We will cover
Chapter 15Multiuser Communications (if time
permitted)
15.4 Random access methodsis not covered, since it is the
main subject in courses regarding networking.
1-25
We will cover
Some selective content fromChapter 2 Probability
and Stochastic Processes will be introduced whenever
they are necessary.
1-26
What you learn from Chapter 1
Mathematical models of
time-variant and time-invariant additive noise channels
multipath channels
Nyquist rates and Sampling theorem
4-1
Chapter 4 : Characterization of
Communication Signals and Systems
4-2
4.1 Representation of bandpass signals
and systems
Carrier modulation : carrier = A
c
cos(
c
t+
c
)
signal. baseband the is ) ( where
modulation Phase : ) (
modulation Frequency : ) (
modulation Amplitude : ) (
c
t m
t m
t m
t m A
c
c
The transmitted signal (after carrier modulation)

is usually a real-valued bandpass signal.
Mathematical model of a real-valued narrowband
bandpass signal
.
| | ) (
B c
B c B c
f f
f f f f f f S
>>
+
and
for 0
4-3
c
f
c
f
4.1.1 Representation of bandpass signals
) ( ) ( ) (
2
1
f S f u f S =
+
) (
2
1
f S
Symmetric, if s(t) is real-valued.

) ( f S
For analytical convenience, the real-valued
transmitted bandpass signal is usually analyzed in
terms of its complex-valued equivalent lowpass
signal.
Hence, we need to realize the relation between them.
* u(f) gives 0, 0.5 or 1 depending on whether f is negative, zero, or positive.
4-4
| |

+ +
= + =
+ =
+ =
=
=
=
d
t
s
t s
t
t s t s j t s
t s
t
j t s
t s
t
j
t
f S F f u F
df e f S f u
df e f S t s
ft j
ft j
) ( 1
) (
1
) ( ), ( ) (
) (
1
) (
) ( ) (
)] ( [ )] ( 2 [
) ( ) ( 2
) ( ) (
1 1
2
2
where
Goal : to develop a mathematical representation (in
time domain) of S
+
(f) and S
(f)
Analytic signal (or pre-envelope) of a bandpass
input signal
Transform Fourier Inverse
] [
1
F
4-5
On Fourier transform
Inverse Fourier transform
] 1 [ )] [sgn( )] ( 2 [
1 1 1
+ = F f F f u F
)]. ( [ lim )] ( [
| ) ( | ) ( and ) ( lim ) (
i.e., sense, the in ansform Fourier tr
inverse its derive therefore We sense. the in exist not does
) sgn( of ransform Fourier t inverse the , | ) sgn( | Since
1 1
n
f S F f S F
df f S n f S f S
f df f
n
n
n
n

=
< =
=
extended
standard
* sgn(f) gives 1, 0 or 1 depending on whether f is negative, zero, or positive.
4-6
|
|
|
.
|
\
|
=
=
=
(
+

=
(

+
+
=
(
+ =

+

+

.
0 ,
0 0
4
4
lim
2
1
2
1
lim
lim ) sgn( lim
). sgn( ) sgn(
2 2 2
0
0
0
) 2 (
0
) 2 (
0
2 | |
0
0 | |
t
t
j
t ,
t
j
t a
t j
t j a t j a
df e df e df e f e
f f e
a
a
t j a f t j a f
a
ft j f a
a
a f a
|
|
|
.
|
\
|
=
= + =
.
0 ,
0 ), (
) ( )] ( 2 [
1
t
t
j
t t
t
t
j
f u F

4-7
= + = d
t
s
t s
t
t s t s j t s t s
) ( 1
) (
1
) ( ), ( ) ( ) ( where
t
t h
1
) ( =
) (t s ) ( t s
Hilbert transform
,
0 ,
0 , 0
0 ,
) sgn( ] / 1 [ ) (
<
=
>
= = =
f j
f
f j
f j t F f H
Hilbert transform is basically a 90-degree phase shifter.
Analytic signal (pre-envelope) of a bandpass input
signal
< = > =
=
; 0 for 2 / ) ( ; 0 for 2 / ) (
0 for 1 | ) ( |
f f f f
f f H

4-8
Fourier transform of a Hilbert Filter
). sgn( ) sgn( ) / 1 ( ] / 1 [ ) sgn( ] / [ f j f j t F f t j F = = =
= =

analysis. - real by , undefined
symmetry; by , 0
1
) 0 ( dt
t
H
function. indicator set } { where

} 0 ) ( { | ) ( | } 0 ) ( { | ) ( | ) ( analysis, real In

< =

1
1 1 dx x f x f dx x f x f dx x f
4-9
Some useful Fourier transforms
). sgn( ] / 1 [ ) (
). /( )] [sgn( ) (
] [ ) (
1 4
2
] [ ) (
1 | | |, | 1
1 | | , 0
) ( )] ( sinc [ ) (
5 . 0 | | , 1
5 . 0 | | , 0
) ( )] ( sinc [ ) (
1 )] ( [ ) (
2 2
2 2
| |
2
f j t F odd
f j t F odd
e e F even
f
e F even
f f
f
f t F even
f
f
f t F even
t F even
f t
t
=
=
=
+
=

<

= =
<
= =
=

4-10
Some useful properties
( )
| |
) ( 2 )] ( ' [ ) (
) ( ) (
2
1
)] 2 cos( ) ( [ ) (
)] ( [ ) (
) / (
| |
1
)] ( [ ) (
2
f H f j t h F derivative
f f H f f H t f t h F odulation m
e f H a t h F shift
a f H
a
at h F similarity
c c c
af j
=
+ + =
=
=

4-11
t
t h
1
) ( =
) (t s ) ( t s
Hilbert transform
) (t s
+
Pre-envelope
) ( ) ( 2 ) ( f S f u f S =
+
c
f
) ( ) (
c l
f f S f S + =
+
Lowpass representation
of pre-envelope
| |
+ =
=
+ = +
+ = = + =

+
) 2 cos( ) ( ) 2 sin( ) ( ) (
) 2 sin( ) ( ) 2 cos( ) ( ) (
)] ( ) ( [ ) ( ) (
) ( ) ( ) ( ) ( ) ( ) (
2
2 2
t f t y t f t x t s
t f t y t f t x t s
e t jy t x t s j t s
e t s j t s e t s t jy t x t s
c c
c c
t f j
t f j t f j
l
c
c c

j
4-12
To summarize the notations,
) ( signal bandpass t s
) ( ) ( ) ( envelope - pre t s j t s t s + =
+
) ( ) ( ) (
signal lowpass equivalent
t jy t x t s
l
+ =
). 4 / 1 ( ) ( then ), 4 / 1 ( ) ( and ) 4 / 1 ( ) ( If
c c c
f t s t s f t y t y f t x t x = = =
Shift-by-90-degree =Shift-by-1/4-signal-period
4-13
{ }
{ }
| |
). ( signal bandpass
the of and the called ly respective are ) ( and ) (
. ) ( / ) ( tan ) ( and )] ( [ )] ( [ ) ( where
) ( Re ) (
). ( signal bandpass a of expression Third (3)
). ( signal
bandpass the of the called is ) ( ) ( ) (
) ( Re ) (
). ( signal bandpass a of expression Second (2)
). ( signal bandpass the of
the called are and signal, baseband fact the in are ) ( and ) (
) 2 sin( ) ( - ) cos(2 ) ( ) (
. t) counterpar pass low its of terms (in ) ( signal bandpass a of expression First ) 1 (
1 2 2
2 ) (
2
t s
phase envelope t t a
t x t y t t y t x t a
e e t a t s
t s
t s
envelope complex t jy t x t s
e t s t s
t s
t s components
quadrature t y t x
t f t y t f t x t s
t s
t f j t j
l
t f j
l
c c
c
c
= + =
=
+ =
=
=
4-14
) (t s
) (t x
) (t y
) ( ) ( ) ( t jy t x t s
l
+ =
{ }
t f j
l
c c
c
e t s
t f t y t f t x t s
=
=
2
) ( Re
) 2 sin( ) ( ) 2 cos( ) ( ) (
4-15
| | { }
( ) | |
| | ) ( ) (
2
1
) (
2
1
) (
2
1
) ( ) (
2
1
) ( Re
) ( ) (
*
) ( 2 * ) ( 2
2
*
2 2
2 2
2
c l c l
t f f j
l
t f f j
l
ft j t f j
l
t f j
l
ft j t f j
l
ft j
f f S f f S
dt e t s dt e t s
dt e e t s e t s
dt e e t s
dt e t s f S
c c
c c
c
+ =
+ =
)
`
+ =
=
=

Relation between the spectrum of the real
bandpass signal S(f) and that of the equivalent
lowpass signal S
l
(f)

= = dt e t f dt e t f f F
ft j t f j 2 * * ) ( 2 *
) ( ] ) ( [ ) (
| | ( )
( ) ( )
( )( ) ( ) ( ) | |
| |
| |
| |. ) ( 4 cos to relative slowly varies ) ( since , | ) ( |
2
1
) ( ) (
) ( ) ( 2
tan ) ( , ) ( 4 cos ) (
2
1
) (
2
1
) 4 sin( ) ( ) ( 2 ) 4 cos( )) ( ) ( (
2
1
) (
2
1
) (
4
1
) (
4
1
) ( ) (
2
1
) (
2
1
) (
2
1
) ( Re
) ( Energy
2
2
2 2
1
2 2
2 2
2
2
*
2
2
2
*
2 2
2
*
2 2
2
2
2
t t f t s dt t s
t y t x
t y t x
t dt t t f t s dt t s
dt t f t y t x t f t y t x dt t s
dt e t s e t s e t s e t s
dt e t s e t s
dt e t s
dt t s
c l l
c l l
c c l
t f j
l
t f j
l
t f j
l
t f j
l
t f j
l
t f j
l
t f j
l
c c c c
c c
c

= + + =
+ =
(
+ + =
(
+ =
=
=

| | ) ( 4 cos ) (
2
t t f t s
c l
+
Energy of a bandpass signal s(t)
0
2
| ) ( | t s
l
| | ) ( 4 cos t t f
c
+
4-16
4-17
4.1.2 Representation of linear bandpass
systems
) (t h
| |
<
=
>
=
<
=
> =
= =
<
=
>
= =
+ = =
= = =
+
+
+ +

0 ), (
0 ), 0 ( ) 2 / 1 (
0 , 0
0 , 0
0 ), 0 ( ) 2 / 1 (
0 ), ( ) (
) ( ) (
0 , 0
0 ), 0 ( ) 2 / 1 (
0 ), (
) ( ) (
). ( ) ( and ) ( ) ( ) ( I.e.,
constants. different but with , ) ( similar to ) ( Define ) 2 (
). ( ) ( ) ( ) (
real, is ) ( Since ) 1 (
*
* *
2
*
) ( 2 *
f f H
f H
f
f
f H
f f H f H
f H f f H
f
f H
f f H
f H f f H
f f H f H f H f u f H
t s t h
f H dt e t h dt e t h f H
t h
c l
c l
c l
l l
ft j t f j
| |
| |
t f j
l
c l c l
c c c l
c
e t s t s
f f S f f S f S
f f S f f u f f S f S
f S f u f S
2
*
) ( Re ) (
) ( ) ( ) 2 / 1 ( ) (
) ( ) ( 2 ) ( ) (
) ( ) ( 2 ) (
=
+ =
+ + = + =
=
+
+
Why no 1/2 factor?
See the next subsection.
4-18
4.1.2 Representation of linear bandpass
systems
| |
t f j
l
t f j
l
t f j
l
c l c l
c c c
e t h e t h e t h t h
f f H f f H f H
2 2 * 2
*
) ( Re 2 ) ( ) ( ) (
) ( ) ( ) (
= + =
+ =
| |
| |
t f j
l
c l c l
c c c l
c
e t s t s
f f S f f S f S
f f S f f u f f S f S
f S f u f S
2
*
) ( Re ) (
) ( ) ( ) 2 / 1 ( ) (
) ( ) ( 2 ) ( ) (
) ( ) ( 2 ) (
=
+ =
+ + = + =
=
+
+
| |
t f j
l
c l c l
c c c l
c
e t h t h
f f H f f H f H
f f H f f u f f H f H
f H f u f H
2
*
) ( Re 2 ) (
) ( ) ( ) (
) ( ) ( ) ( ) (
) ( ) ( ) (
=
+ =
+ + = + =
=
+
+
Summary
add 2 here
so as to
no 2 here
no 2 here
so as to
add 2 here
4-19
4.1.3 Response of a bandpass system to a
bandpass signal
| |
t f j
l
c
e t h t h

=
2
) ( Re 2 ) (
{ }
t f j
l
c
e t s t s

=
2
) ( Re ) (
) (t r
{ }
| || |
).) ( ) ( ) ( Hence, ( ). ( ) ( ) ( where
)] ( ) ( [
2
1

)] ( ) ( ) ( ) ( [
2
1

slide) next (cf. )] ( ) ( ) ( ) (
) ( ) ( ) ( ) ( [
2
1

) ( ) ( ) ( ) (
2
1

) ( ) ( ) (
) ( ) ( ) ( Re ) (
*
* *
* * *
*
* *
2
t h t s t r f H f S f R
f f R f f R
f f H f f S f f H f f S
f f H f f H f f S f f S
f H f S f R
d t h s e t r t r
l l l l l l
c l c l
c l c l c l c l
c l c l c l c l
c l c l c l c l
c l c l c l c l
t f j
l
c
= =
+ =
+ =
+ +
+ =
+ + =
=
= =

4-20
4.1.3 Response of a bandpass system to a
bandpass signal
) (
c l
f f S ) (
*
c l
f f S
) (
*
c l
f f H ) (
c l
f f H
4-21
4.1.4 Representation of bandpass
stationary stochastic processes
) (t s ) (t r
) (t h
In the previous subsections,
we discussed the
representations
of deterministicsignals.
t
S
t
R
) ( or t h H
t
We now turn to the
representations
of stochastically modeled
signals,
i.e., stochastic processes.
4-22
2.2 Stochastic processes
Random process
Engineers : A random process is a collection of random
variables that arise in the same probability experiment.
Mathematicians : A random process is a collection of
random variables that are defined on a common
probability space.
It is usually denoted by
{ }
{ } { } { }. , or ,... 3 , 2 , 1 ,
example, For
set. index any be could , ,

t X t X
I I t X
t t
t
4-23
2.2 Stochastic processes
Stationary in the strict sense or strictly stationary
) , , , ( ) , , , ( ) , (
2 1 2 1
t t t t t t t t t
n n
x x x f x x x f n t
+ + +
= K K
Stationary in the weak (wide) sense or weakly
stationary or wide-sense stationary
] E[ ] E[ and ] [ ] E[ ) (
2 1 2 1
t t t t t t t
X X X X X E X t
+ +
= =
Important property of a Gaussian random process
A wide-sense stationary Gaussian random process is
also strictly stationary.
4-24
2.2.1 Statistical average
Ensemble average
Sample average or time average or Cesaro mean
] [
n
t
X E
=
T
t
n
i
n
t
dt X
T
X
n
i
0
1
1
or
1
Correlation matrix and the (auto-)correlation
function
| |
process) random the of function ation autocorrel ), , ( (
] [ ) , ( or ] [
2 1
2 1
t t
X X E t t X X E a
j i
t t X j i ij
= =
For (wide-sense) stationary random process,
process.
random the of power average the is (0) ) 0 (
1
] [
1
(2)
) ( ) ( ) , ( ] [ ] [ ) , ( (1)
0 0
2
1 2 2 1 2 1
2 1 2 1
X
T
X
T
t
X X X t t t t t t X
dt
T
dt X E
T
t t t t t t X X E X X E t t

= =
= = + + = = =

+ +
4-25
Covariance matrix and (auto-)covariance function
For a (wide-sense) stationary random process,
2
) ( )] )( [( ) ( m m X m X E
X t t X
= =
+
| |
) process random the of function ance autocovari ), , ( (
)] )( [( ) , ( or )] )( [(
2 1
2 1
X t t
m X m X E t t m X m X E a
X
t t t t X j j i i ij
j j i i
= =
4-26
Cross-correlation function and cross-covariance
function of two random processes
2 1
2 2 1 1
2 1
) , (
)]
)( [( ) , (
]
[ ) , (
2 1
2 1
2 1
t t
X X
t t t t
X X
t t
X X
m m t t
m X m X E t t
X X E t t
=
=
=
If are all (weakly) stationary, )}
, {( },
{ }, {
t t t t
X X X X
( )
( ) m m t t t t
t t X X E t t
X X X X X X X X
X X X X
t t
X X
) ( ) ( ) , (
) ( ]
[ ) , (
2 1 2 1
2 1 2 1
2 1
= = =
= = =
4-27
Independence of two random processes
) , , ( ) , , ( ) , , , , , ( ) ,
, (

1 1 1 1 n n n n
t t t t t t t t j i
x x f x x f x x x x f n t t K K K K =
Uncorrelated of two random process
. 0 ) , ( ]
[ ] [ ]
[ ) , (
2 1 2 1
2 1 2 1 2 1
= = = = t t m m X E X E X X E t t
X X
t t t t t t
X X
or
4-28
Complex-valued random processes
auto-correlation function for a complex-valued random
process
| | | | ( ) ) , ( ) , ( ) , ( ) , (
2
1
)] )( [(
2
1
] [
2
1
) , (
2 1 2 1 2 1 2 1
*
2 1
2 2 1 1
2 1
t t t t j t t t t
jY X jY X E
Z Z E t t
XY YX Y X
t t t t
t t Z
+ + =
+ =
=
cross-correlation function for two complex-valued
random processes
| | | | ( ) ) , ( ) , ( ) , ( ) , (
2
1
)]

)( [(
2
1
]
[
2
1
) , (
2 1 2 1 2 1 2 1
*
2 1
2 2 1 1
2 1
t t t t j t t t t
Y j X jY X E
Z Z E t t
Y X X Y Y Y X X
t t t t
t t
Z Z
+ + =
+ =
=
4-29
Note that (1/2) is an arbitrary but mathematically convenient
normalization factor.
The definition is not backward compatible to the auto- and
crosscorrelation definitions for real-valued random
processes. I remark that the definition here is only applied to
represent a real-valued narrowband bandpass process in
terms of its equivalent complex-valued lowposs process, whose
real-part and imaginary-part have almost equivalent energy;
and hence, (1/2) is employed to maintain the energy-
equivalence between the real-valued bandpass process and
its complex-valued equivalent lowpass process. Consequently,
the definition is not in general use.
If (wide-sense) pair-wise stationary,
| | | | ( )
| | | | ( ) ) ( ) ( ) ( ) (
2
1
) (
) ( ) ( ) ( ) (
2
1
) (

+ + =
+ + =
Y X X Y Y Y X X Z Z
XY YX Y X Z
j
j
4-30
In summary, for WSS processes,
] [ ) , ( ) ( ) real (
] [
2
1
) , ( ) ( ) complex (
1 1
1 1
1 1
*
1 1
t t N N t
t t Z Z t
N N E t t N
Z Z E t t Z

+
+
= + =
= + =
{ } signals bandpass real
signals equivalent lowpass complex
=

) Re (
) (
2 t f j
t t
t
c
e Z N
Z
When mapping to communication systems,
{ }
{ }
t f j
Z N
t
c t c t
t f j
t t
c
c
e
N
t f Y t f X e Z N

2
2
) ( Re ) (
WSS
) 2 sin( ) 2 cos( Re
=
= =
* This explains why the constant 1/2 is adopted.
4-31
2.2.2 Power density spectrum
Autocorrelation function
process. random stationary
sense - wide the of power average the is ] [ ) 0 (
2
t X
X E =
process. random stationary sense - wide the of
difference at time ation power vari the is ] [ ) (
+
=
t t X
X X E
) (
X
4-32
Fourier transform : a measure on degree of
variation
) ( 1 ) ( = f
1 ) ( =
| |
= =
=
=

2
2
2
) ( ) 0 (
) ( ) (
) ( ) (
t
f j
f j
X E df f
df e f
d e f

Power density spectrum : Fourier transform of the
auto-correlation function
) ( ) ( f f =
4-33
Since (0) is the average power of the random
process, which is the area under (f), (f) is
called the power density spectrum of the stochastic
process.
4-34
Variations of definition of power density
spectrum
Power density spectrum : Fourier transform of
auto-covariance function (e.g., Robert M. Gray
and Lee D. Davisson, Random Processes: A
Mathematical Approach for Engineers, pp. 193)
I remark that from the viewpoint of digital
communications, the Proakiss definition is more
appropriate since
the auto-covariance function is independent of a mean-
shift;however, random signals with different means
consume different powers.
4-35
2.2.4 Sampling theorem for band-limited
stochastic processes
Band-limited
A deterministicsignal (or waveform) s(t) is said to be
(absolutely) band-limited if
. | | for 0 ) ( W f f S > =
Sampling Theorem
A band-limited signal can be reconstructed by its
samples if the sampling rate is greater than 2W
(Nyquist rate). One of the reconstruction formula is
( ) | |
=
=
n
W n t W W n s t s ) 2 /( 2 sinc )) 2 /( ( ) (
4-36
Band-limited random process
Definition : A (WSS) random process X
t
is said to be
band-limited if
)) 2 /( 1 ( )), 2 /( 2 ( , )), 2 /( ( , W s W s W n s K K
) (t s
. | | for 0 ) ( W f f
X
> =
( ) ( ) | |
=
=
n
X X
W n t W W n 2 / 2 sinc 2 / ) (
Hence,
) 2 ( sinc ) ( W h =
4-37
Sampling representation of a random process
If X
t
is a band-limited stationary stochastic process,
then

2
2
2
2 sin
2 /
=
|
.
|
\
|

(
|
.
|
\
|

=
n
W n t
W
n
t W
W
n
t W
X X
The above equation is the implication of band-

limitedness of a random process. One cannot use it as
the definition of a band-limited random process.
Again, Band-limited of a random process is defined
through its power density spectrum.
4-38
Example. A band-limited white Gaussian process
means: (see page 483, Digital and Analog
Communication Systems, 3rd edition, Leon W. Couch
II)
.
otherwise , 0
| | , 2 /
) (
0

=
W f N
f PSD
(Prob. 2-17) If |, | for 0 ) ( W f f
X
> =
then
( ) | | square. mean the in 2 / 2 sinc
2 /
=
=
n
W n t
W n t W X X
| | . 0 ) 2 / ( 2 sinc I.e.,
2
2 /
=
(
(
|
.
|
\
|

= n
W n t
W n t W X X E
4-39
Definition for a narrowband bandpass random
process N
t
. and | | for 0 ) (
B c B c B c N
f f f f f f f f >> +
Mathematical model of a narrowband bandpass
random process
{ }
. of envelope complex the is
and , of components quadrature (random) the
are and and ly, respective phase (random)
and envelope (random) the are and where
Re
) 2 sin( ) 2 cos(
] 2 cos[
2
t t
t
t t
t t
t f j
t
c t c t
t c t t
N Z
N
Y X
A
e Z
t f Y t f X
t f A N
c
=
=
+ =
4-40
mean. zero and mean zero
. and
, and WSS joint some for ) 2 sin( ) 2 cos( and
WSS, Suppose
t t t
t t t
t t c t c t t
t
Y X N
jY X Z
Y X t f Y t f X N
N
+ =
=
(1)

Properties of a (not necessarily bandpass) WSS
stochastic process
). ( ) ( ) ( ) ( = =
YX XY Y X
and (2)
( )( ) | |
) 2 cos( )) ( 2 sin( ) ( ) 2 sin( )) ( 2 cos( ) (
) 2 sin( )) ( 2 sin( ) ( ) 2 cos( )) ( 2 cos( ) (
) 2 sin( ) 2 cos( )) ( 2 sin( )) ( 2 cos( (
] [ ) (
t f t f t f t f
t f t f t f t f
t f Y t f X t f Y t f X E
N N E
c c YX c c XY
c c Y c c X
c t c t c t c t
t t N

+ +
+ + + =
+ + =
=
+ +
+
Proof: . of t independen is ) ( WSS is t N
N t

4-41
0.] be must term [This )) 2 ( 2 sin( )] ( ) ( )[ 2 / 1 (
) 2 sin( )] ( ) ( )[ 2 / 1 (
0.] be must term [This )) 2 ( 2 cos( )] ( ) ( )[ 2 / 1 (
) 2 cos( )] ( ) ( )[ 2 / 1 (
2
) 2 sin( )) 2 ( 2 sin(
) (
2
) 2 sin( )) 2 ( 2 sin(
) (
2
)) 2 ( 2 cos( ) 2 cos(
) (
2
)) 2 ( 2 cos( ) 2 cos(
) (

+ +
+
+ +
+ =
+ +
+
+
+ +
=
t f
f
t f
f
f t f
f t f
t f f
t f f
c YX XY
c YX XY
c Y X
c Y X
c c
YX
c c
XY
c c
Y
c c
X
Therefore,
). ( ) ( and ) ( ) (
YX XY Y X
= =
4-42
| |
| |
| |

f j
Z N
YX X
YX XY Y X
t t t t
t t Z
t t Z
YX X Z
c YX c X N
e
j
j
j j
jY X jY X E
Z Z E
Z Z E
j
f f
2
components quadrature of lation crosscorre components quadrature of ation autocorrel envelope complex
*
*
) ( Re ) (
) (
). ( ) (
) ( ) ( ) ( ) (
2
1

) )( (
2
1

] [
2
1
) (
]. [
2
1
) ( defines text why the reason the you to shows it Now
). ( ) ( ) (
) 2 sin( ) ( ) 2 cos( ) ( ) (
=
+ =
+ =
+ + =
+ =
=
=
+ =
=
+ +
+
+
(5)
(4)
(3)
An immediate consequence of (3) and (4).
4-43
| | | |. ) ( ) (
2
1
) ( ) (
2
1
) (
). ( ) ( since valued, - real is ) (
*
*
c Z c Z c Z c Z N
Z Z Z
f f f f f f f f f
f
+ = + =
=
(7)
(6)
From (5), (6) and slide 4-15.
Observation
For deterministic signals, (7) holds for their spectrums;
however, for stochastic signals (modeled as a WSS
random process), (7) holds for their power spectrums.
4-44
.
) 0 ( 2
1
) , (
Gaussian, - joint mean - zero are ) , ( If
ed. uncorrelat are and
] [ ] [ 0 ] [
. 0 ) 0 (
) ( ) ( ) (
) ( ] [ ] [ ) (
) 40 - 4 slide in (2) (by ) ( ) (

ed. uncorrelat are and
) 0 ( 2 / ) (
2 2
1 1 1 1
X
t t
y x
X
Y X
t t
t t
t t t t
XY
XY YX XY
YX t t t t XY
YX XY
t t
e y x p
Y X
Y X
Y E X E Y X E
X Y E Y X E
Y X

+
+ +
=
= =
=
= =
= = =
=
(2)
(1)
Properties of random quadrature components of a
zero-mean WSS process
No multiplicative
constant because X
t
and Y
t
are both real.
4-45
Bandpass white noise N
t
Definition : Pass the white noise through an ideal
bandpassfilter.
slide.] next the in proved as
0 ) ( [since ) ( ) ( ) 2 ( sinc ) (
.
| | , 0
| | , 2 /
) (
0
0
= = = =

>
=

YX Y X Z
Z
W WN
W f
W f N
f
] Re[
) 2 sin( ) 2 cos(
] 2 cos[
2 t f j
t
c t c t
t c t t
c
e Z
t f Y t f X
t f A N
=
=
+ =
10.) - 4 and 9 - 4 slides (See
2 2

)] ( [ ) (
0 1
1
(
|
.
|
\
|
=
=
W
f N
F
f F
Z Z

4-46
The quadratic components x(t) and y(t) of a
bandpass zero-mean white noise are uncorrelated
for all time shifts.
Proof:
result. desired the implies
), ( ) ( ) ( with together which, real, is
) ( ), ( ) ( and real, is ) ( Since

YX X Z
Z Z Z Z
j
f f f
+ =
=
). ( ) ( if, only and if, real is ) (
*
f H f H t h =
4-47
What you should learn from Section
4.1
Relation between a bandpass signal and its
lowpass equivalently signal.
Same question on their spectrum
Relation between a WSS bandpass random
process and its lowpass equivalently random
process.
Same questions on their autocorrelation function and
power spectrum.
4-48
4.2 Signal space representation
The low-pass equivalent representationreduces
the dependence of the system performance
analysis on carrier frequency.
Vectorizationof the (discrete or continuous)
signals further removes the redundancy in the
signals, and provides a compact representation
for them.
4-49
4.2.1 Vector space concepts
Gram-Schmidt procedure (to find orthonormal
basis based on given vectors)
( ). , , , basis l orthonorma ) (
.
|| ||
, ) ( ) ( ) ( ) (
|| ||
, ) ( ) (
.
|| ||
) (
, , , , Given
2 1
'
'
1 1 2 2 1 1
'
'
2
'
2
2 1 1 2 2
'
2
1
1
1
2 1
k
i
i
i i i i i i i i i i
k
u u u iv
u
u
u u u v u u v u u v v u iii
u
u
u u u v v u ii
v
v
u i
v v v
r
L
r r
r
r
r r r r
L
r r r r r r r r
r
r
r r r r r r
r
r
r
r
K
r r
=
= =
= =
=

4-50
. || || || || || ||
: inequality triangle (vii)
others. of n combinatio linear a as d represente be
can one no if t vectors, independen linearly (vi)
1. norm indivual
and 0, product inner if vectors, l orthonorma v) (
|| || : norm (iv)
0. product inner if vectors, orthogonal (iii)
: product inner (ii)
) ( : vector (i)
2 1 2 1
2 2
1
1
2 1 2 1
1
v v v v
v v v
v v v v
,v , v v
n
n
i
i i
n
r r r r
L
r
r r
K
r
+ +
=
=
+ + =
=
=
=
=
4-51
.
: A matrix w.r.t. on ansformati Matrix tr xi) (
. || || || || || ||
, orthogonal If : property an Pythagore x) (
. 2 || || || || || ||
: square norm xi) (
. if equality ith w
|| || || || | |
: inequality Schwartz - Cauchy viii) (
2 1
2
2
2
1
2
2 1
2 1
2
2
2
1
2
2 1
2 1
2 1 2 1
v A v
v v v v
v v v v v v
v a v
v v v v
r r
r r r r
r r r r r r
r r
r r r r
=
+ = +
+ + = +
=

4-52
| |
. A of solution
: eigenvalue w.r.t. rs eigenvecto xiii) (
. 0 I - A det of solution
: A matrix w.r.t. s eigenvalue xii) (
v v v
r r r

=
=
4-53
4.2.2 Signal space concept
. || ) ( || || ) ( || ) ( ) (
: inequality triangle (vii)
others. of n combinatio linear a as d represente be
can one no if t vectors, independen linearly (vi)
1. norm indivual
and 0, product inner if vectors, l orthonorma v) (
| ) ( | ) ( : norm (iv)
0. product inner if vectors, orthogonal (iii)
. ) ( ) ( ) ( ), ( : product inner (ii)
) ( : signal valued) - (complex (i)
2
*
t z t z t z t z
dt t z t z
dt t z t z t z t z
t z
b
a
b
a
+ +
=
=
=
=
>= <
4-54
.) (Recall ) ( ) , ( ) (
: ) ( function a w.r.t. tion Transforma xi) (
. || ) ( || || ) ( || || ) ( ) ( ||
, orthogonal If : property an Pythagore x) (
. ) ( ), ( ) ( ), ( || ) ( || || ) ( || || ) ( ) ( ||
: square norm xi) (
number.) complex a is ( ). ( ) ( if equality ith w
|| ) ( || || ) ( || ) ( ), (
: inequality Schwartz - Cauchy viii) (
2
1
1
2 2 2
2 2 2
i
n
i
jn j
b
a
v a v d z t C t z
t, C
t z t z t z t z
t z t z t z t z t z t z t z t z
a t z a t z
t z t z t z t z
=
= =
+ = +
> < + > < + + = +
=
> <

4-55
. ) ( ) ( ) , (
as d represente be can ) , ( and
d ) ( ) , ( ) ( of )} ( { and solutions
: ) ( function continuous real a w.r.t. ions eigenfunct and s eigenvalue (xii.a)
1
1

k k
k
k
k
b
a
k k k k k
t t C
t C
t C t t
t, C
=
=
=
4-56

l.) orthonorma are )} ( { that (Note ). , (
of ions eigenfunct the are )} ( { and
, ) ( , ) ( by given is variable random the here w
, 0 , ) ( as written be can Then
. ] , 0 [ over ) , ( function ation autocorrel continuous a with process
random WSS mean - zero a be ]} , 0 [ , { Let theorem) s (Mercer' (xii.b)
1
1
0
*
0
2
<
<
=
= =
=
k k Z
k k
k t
T
k t k
k
k k t t
Z
t
t t C
t
t Z dt t Z A
T t t A Z Z
T t C
T t Z

d. ed/whitene uncorrelat are } { resulting The : Advantage
0 k k
A
4-57
. } { of choices all for ) ( ) ( ) ( that possible is it
then space, the span not does )} ( { set l orthonorma If (xii.d)
. ) ( ), ( ) ( ) ( here w
, 0 , ) ( ) ( as written be can ) (
, )} ( { basis l orthonorma
of set a and ]} , 0 [ ), ( { function tic determinis a Given (xii.c)
1
0
1
*
0
0
1
K k k
K
k
k k
K k k
k k
T
k
k
k k
k k
a t s t a t s
t
t t s dt t t s a
T t t a t s t s
t
T t t s
<
=
<
=
<
=
= =
=

4-58
Question : How to minimize the energy of ? ) ( ) ( ) ( t s t s t e =
| |
. ) ( ) (
. 0 2 ) ( ) ( 2
) ( ) ( 2 ) ( ) ( 2
) ( ) ( ) ( 2
] ) ( ) ( [
) (

, ) ( minimize that } { ts coefficien select the To
1
1
2
1
2
2

=
= + =
+ =
=
|
.
|
\
|

=
|
.
|
\
|
dt t t s a
a dt t t s
dt t t a dt t t s
dt t t a t s
da
dt t a t s d
da
dt t e d
dt t e a
j j
j j
K
k
j k k j
j
K
k
k k
j
K
k
k k
j
k
(For simplicity, we assume real-valued functions in the sequel.)

4-59
| |
). ( ) ( since , 0 ) ( ), ( ) ( ) (
. ) ( ), ( 2 ) ( ) ( 2
) ( ) ( ) ( 2
] ) ( ) ( [
) (
0
1
1
2
1
2
t a t s t s t e dt t s t e
t t e dt t t e
dt t t a t s
da
dt t a t s d
da
dt t e d
j
K
j
j
j j
j
K
k
k k
j
K
k
k k
j

= = =
= =
=
|
.
|
\
|

=
|
.
|
\
|
=
Observation: The optimal approximator of s(t) is
orthogonal to e(t).
4-60
Interpretations
axis. - ) ( the onto ) ( of projection the is t t s a
j j

axis. - ) ( the onto ) ( of projection - energy the is
2
t t s a
j j

. 0 ) ( ) ( =

dt t s t e

=
=
=
=
=
K
k
k
K
k
k k
a
a dt t s
dt t s t a dt t s
dt t s t s t s
dt t s t e
dt t s t s t e dt t e
k
1
2 2
1
2
2
} {
) (
) ( ) ( ) (
) ( )] ( ) ( [
) ( ) (
)] ( ) ( )[ ( ) ( min

4-61
Complete : If every finite energy signal satisfies
set. l orthonorma complete a called is )} ( {
, ) (
1
1
2 2
K k k
K
k
k
t
a dt t s

Example. Fourier series.

ities. discontinu of number finite with ] , 0 [ over
defined signals for set l orthonorma complete a is

2
sin
2
,
2
cos
2

0
T
T
kt
T T
kt
T
k
)
`
|
.
|
\
|
|
.
|
\
|

4-62
Gram-Schmidt procedure (finding orthonormal
basis based on given signals)
( ). ) ( , ), ( ), ( basis l orthonorma ) (
|| ) ( ||
) (
) ( ), ( ) ( ), ( ) ( ) ( ), (
) ( ) ( ), ( ) ( ) ( ) (
|| ) ( ||
) (
) ( ), ( ) ( ), ( ) ( ) ( ) (
.
|| ) ( ||
) (
) ( ) (
), ( , ), ( ), ( Given
2 1
'
'
1 1 2 2
1 1
'
'
2
'
2
2 1 1 2 2
'
2
1
1
1
2 1
t u t u t u iv
t u
t u
t u t u t u t v t u t u t v
t u t u t v t v t u iii
t u
t u
t u t u t u t v t v t u ii
t v
t v
t u i
t v t v t v
k
i
i
i i i i i
i i i i i
k
L
L
K
=
= > < > <
> < =
= > < =
=

4.2.3 Orthogonal expansions of signals
4-63
-1
0
1
0.5 1 1.5 2 2.5 3 3.5
-1
0
1
0.5 1 1.5 2 2.5 3 3.5
-1
0
1
0.5 1 1.5 2 2.5 3 3.5
-1
0
1
0.5 1 1.5 2 2.5 3 3.5
) (
1
t v
) (
4
t v
) (
2
t v
) (
3
t v
Example 4.2-2 : Find a Gram-Schmidt
orthonormal basis of the following signals.
4-64
) (
|| ) ( ||
) (
) (
) (otherwise , 0
) 3 2 ( , 1
) ( ) ( ) ( 2 ) ( 0 ) (
) (
2
) (
) ( ) (
2
) (
) ( ) (
) ( ) ( ), ( ) ( ) ( ), ( ) ( ) ( ) (
2
) (
|| ) ( ||
) (
) ( ), ( ) ( 0 ) (
) ( ) ( ) ( ) (
) ( ) ( ), ( ) ( ) ( ) (
2
) (
|| ) ( ||
) (
) ( ) (
'
3 '
3
'
3
3
1 3 1 2 3
1
3
0
1
3 2
3
0
2
3 3
1 1 3 2 2 3 3
'
3
2
'
2
'
2
2 2 1 2
1
3
0
1 2 2
1 1 2 2
'
2
1
1
1
1
t u
t u
t u
t u
t
t v t v t u t u t v
t u dt
t v
t v t u dt
t v
t v t v
t u t u t v t u t u t v t v t u iii
t v
t u
t u
t u t v t u t v
t u dt t u t v t v
t u t u t v t v t u ii
t v
t v
t v
t u i
= =
<
= = =
|
.
|
\
|
|
.
|
\
|
=
> < > < =
= = = =
|
.
|
\
|
=
> < =
= =

4-65
( ) ( ) ( )
. 0 ) ( 2 ) ( ) (
) ( 2 ) ( ) (
) ( 2 ) ( 0 ) ( 1 ) (
) ( ) ( ) ( ) ( ) ( ) (
) ( )] ( ) ( )[ ( ) (
) ( ) ( ), (
) ( ) ( ), ( ) ( ) ( ), ( ) ( ) ( ) (
1 3 4
1 3 4
1 2 3 4
1
3
0
1 4 2
3
0
2 4
3
3
0
1 3 4 4
1 1 4
2 2 4 3 3 4 4
'
4
= + =
+ =
=
|
.
|
\
|
|
.
|
\
|
|
.
|
\
|
=
> <
> < > < =

t v t v t v
t u t u t v
t u t u t u t v
t u dt t u t v t u dt t u t v
t u dt t v t v t v t v
t u t u t v
t u t u t v t u t u t v t v t u iv
( ). ) ( ), ( ), ( basis l orthonorma ) (
3 2 1
t u t u t u v =
4-66
Example 4.2.3: Representing the signals in
Example 4.2-2 in terms of the orthonormal basis
obtained in the same example.
) 1 , 0 , 2 ( ) (
) 1 , 0 , 2 (
) ) ( ) ( , ) ( ) ( , ) ( ) ( ( ) (
) 0 , 2 , 0 ( ) (
) 0 , 0 , 2 ( ) ( 0 ) ( 0 ) ( 2 ) (
4
3
0
3 3
3
0
2 3
3
0
1 3 3
2
3 2 1 1
=
=
=
=
= + + =

t v
dt t u t v dt t u t v dt t u t v t v
t v
t u t u t u t v
4-67
The orthonormal basis is not unique.
) 1 , 1 , 1 ( ) (
) 1 , 1 , 1 ( ) (
) 0 , 1 , 1 ( ) (
) 0 , 1 , 1 ( ) (
. otherwise , 0
1 , 1
) ( ) 3 1 (for
4
3
2
1
=
+ + =
+ =
+ + =

<
=
t v
t v
t v
t v
i t i
t u i
i
4-68
(usual) Orthonormal basis for digitally modulated
signals
=
=
) 2 sin(
2
) (
) 2 cos(
2
) (
2
1
t f
T
t u
t f
T
t u
c
c
Apply the basis to a bandpass signal.
). ( ) (
2
) ( ) (
2
) 2 sin( ) ( ) 2 cos( ) ( ) (
2 1
t u t y
T
t u t x
T
t f t y t f t x t s
c c
=
=
4-69
Applications of orthogonal expansions
(dis-)similarity
> < + =
+ =
+ + =
=

= = =
) ( ), ( 2 || ) ( || || ) ( ||
2
) ( ... ) (
) ( and ) ( of distance Euclean similarity
basis. same for the ) ,..., , ( ) (
basis. some for ) ,..., , ( ) (
2 1
2
2
2
1
1 1
2
1
2
2 2
1 1
2 1 12
2 1 2
2 1 1
t s t s t s t s
b a b a
b a b a
t s t s d
b b b t s
a a a t s
n
i
i i
n
i
i
n
i
i
n n
n
n
4-70
Alternative definition of similarityof two signals
(measured by normalized crosscorrelation)
Definition
.
|| ) ( ||
) (
|| ) ( ||
) (
|| ) ( || || ) ( ||
) ( ), (

by defined is
similarity their ), ( and ) ( signals two Given
2
2
-
1
1
2 1
2 1
12
2 1
dt
t s
t s
t s
t s
t s t s
t s t s
t s t s
> <
=
12 2 1
2
2
2
1
2
12
) ( ) ( 2 ) ( ) ( + = t s t s t s t s d
4-71
0
0.5
1
1.5
2
2.5
3
3.5
4
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
2
12
d
12
1 ) ( ) (
2
2
2
1
= = t s t s
4-72
Recall that the energy of a bandpass signal can be
approximated by the energy of its equivalent
lowpass counterpart.
| |
| |. ) ( 4 cos to relative slowly varies ) ( since , | ) ( |
2
1
) ( 4 cos ) (
2
1
) (
2
1
) ( Energy
2
2
2 2
2
t t f t s dt t s
dt t t f t s dt t s
dt t s
c l l
c l l

+
+ + =
=

E
| | ) ( 4 cos ) (
2
t t f t s
c l
+
0
) (
2
t s
l
| | ) ( 4 cos t t f
c
+
This result can be extended to the inner product!
4-73
| || |
| | ) ( ), ( Re
2
1
] )) ( )( ( [ Re
2
1
] )) ( )( ( Re[
2
1
)] ( ) ( ) ( ) ( [
2
1
) 4 sin(
2
) ( ) ( ) ( ) (
) 4 cos(
2
) ( ) ( ) ( ) (
)] ( ) ( ) ( ) ( [
2
1
)] 2 cos( ) 2 sin( ) ( ) ( ) 2 cos( ) 2 sin( ) ( ) (
) 2 ( sin ) ( ) ( ) 2 ( cos ) ( ) ( [
) 2 sin( ) ( ) 2 cos( ) ( ) 2 sin( ) ( ) 2 cos( ) (
) ( ) ( ) ( ), (
2 , 1 ,
*
2 , 1 ,
*
2 , 1 ,
2 1 2 1
1 2 2 1 2 1 2 1
2 1 2 1
1 2 2 1
2
2 1
2
2 1
2 2 1 1
2 1 2 1
t s t s dt t s t s
dt t s t s
dt t y t y t x t x
dt t f
t y t x t y t x
dt t f
t y t y t x t x
dt t y t y t x t x
dt t f t f t y t x t f t f t y t x
t f t y t y t f t x t x
dt t f t y t f t x t f t y t f t x
dt t s t s t s t s
l l l l
l l
c c
c c c c
c c
c c c c
=
(
=
=
+
+
+
+ =

+ =
=
=

4-74
Similarityof two signals (measured by normalized
crosscorrelation)
{ }
)
`
dt
t s
t s
t s
t s
t s t s
dt t s t s
dt
t s
t s
t s
t s
l
l
l
l
l l
l l
-
2 ,
*
2 ,
1 ,
1 ,
2 , 1 ,
-
*
2 , 1 ,
-
2
2
1
1
|| ) ( |
) (
|| ) ( ||
) (
Re
|| ) ( || ) 2 / 1 ( || ) ( || ) 2 / 1 (
)] ( )[ ( Re ) 2 / 1 (
|| ) ( ||
) (
|| ) ( ||
) (
Complex-valued cross-correlation coefficient of
two signals
Definition
. 45) - (4.2 text ,
|| ) ( || || ) ( || 2
) ( ) (
|| ) ( || || ) ( ||
) ( ) (
2 1
-
*
2 , 1 ,
2 , 1 ,
-
*
2 , 1 ,
12 ,
|
|
|
.
|
\
|
t s t s
dt t s t s
t s t s
dt t s t s
l l
l l
l l
l

4-75
{ }. Re
|| ) ( ||
) (
|| ) ( ||
) (
similarity Hence,
12 ,
2
2
-
1
1
12 l
dt
t s
t s
t s
t s
=
4-76
What you should learn from Section
4.2
Vectorization of signals
How to find a basis?
Vectorization of random processes
How to find a basis?
Basic properties of vector operations
4-77
4.3 Representation of digitally
modulated signals
] , 0 ( ), (
] , 0 ( ), (
] , 0 ( ), (
7
1
0
T t t s
T t t s
T t t s
M
{ { { { {
000 , 100 , 110 , 011 , 011
Channel
Channel symbols
Digital information
Modulation
selector
) ( ), ( ,
0 1
t s t s K
Note that the channel symbols are usually bandpass signals.
4-78
4.3 Representation of digitally
modulated signals
] , 0 ( ), (
] , 0 ( ), (
] , 0 ( ), (
1
1
0
T t t s
T t t s
T t t s
M

M
Channel
Channel symbols
Digital information
Modulation
selector
) ( ), ( ,
0 1
t s t s K
43 42 1
48 47 6
L
3 2 1
8 7 6
L K
1
2
2
2
Block
bits log
] , 0 (
Block
bits log
] , 0 (
00 00 , 00 10 ,
M
T
M
T
0 T 2T
Memoryless modulation
Modulation with memory ) , Block , Block ( function ), (
) Block ( function ), (
1
K
=
=
i i i
i i
i t s
i t s
4-79
4.3.1 Memoryless modulation methods
Example studies of memoryless modulation
Digital pulse amplitude modulated (PAM) signals
(Amplitude-Shift Keying or ASK)
Digital phase-modulated (PM) signals (Phase Shift
Keying or PSK)
Quadrature amplitude modulated (QAM) signals
Multidimensional modulated signals
general
orthogonal
mutidimensional
biorthogonal
Simplex signals
4-80
(M-level) pulse amplitude modulated (M-PAM) signals
| | ( ) ( )
( )
( )
( )
( )
.
2 cos ) ( 3 ) (
2 cos ) ( ) (
2 cos ) ( ) (
2 cos ) ( 3 ) (

. 4 .
. ,..., 2 , 1 and , ) 1 2 ( re whe
2 cos ) ( Re ) ( : symbol channel
4
3
2
1
2
+ =
+ =
=
=
=
= =
= =
t f t g d t s
t f t g d t s
t f t g d t s
t f t g d t s
M Example
M m d M m A
t f t g A e t g A t s
c
c
c
c
m
c m
t f j
m m
c
The distance between two adjacent signal amplitude = 2d.

Bit interval = T
b
= 1/R, symbol interval = T and k =
log
2
M. Then symbol rate = symbol / sec = 1 / T = R / k
(Note T = k T
b
= k / R).
4-81
(M-level) pulse amplitude modulated (M-PAM) signals
T is usually assumed to be a multiple of 1/f
c
.
Vectorization of M-PAM signals (Gram-Schmidt)
( ) vector l dimensiona - one a , 2 || ) ( ||
) 2 cos( 2
|| ) ( ||
) (
) (
1
t g A s
t f
t g
t g
t u
m m
c
=
=
r
. 1 ) (
|| ) ( ||
1

) 4 cos( ) (
|| ) ( ||
1
) (
|| ) ( ||
1

2
) 4 cos( 1
) (
|| ) ( ||
2
) 2 ( cos ) (
|| ) ( ||
2
|| ) ( ||
0
2
2
0
2
2
0
2
2
0
2
2
0
2 2
2
2
1
=
+ =
+
= =

T
T
c
T
T
c
T
c
dt t g
t g
dt t f t g
t g
dt t g
t g
dt
t f
t g
t g
dt t f t g
t g
t u
4-82
g m
m
T
m m
A
t g A
dt t s
E
E
2
2 2
0
2
2
1
2 / || ) ( ||
) (
=
=
=
Transmitted energy of M-PAM signals

Error consideration
The most possible error is the erroneous selection of an
adjacent amplitudeto the transmitted signal amplitude.
Therefore, the mapping (from bit pattern to channel symbol) is
assigned to result in that the adjacent signal amplitudes differ
by exactly one bit. (Gray encoding)
In such a way, the most possible bit error patterncaused by
the noise is a single bit error.
4-83
Gray code (Signal space diagram : one dimension)
000 001 011 010 110 111 101 100
00 01 11 10
0 1
M = 2
M = 4
M = 8
Euclidean distance
( ) ( ) | |
( ) ( )
n m t g d
d M n d M m
t g
A A
t g
t g A t g A
t g A t g A t s t s
n m
n m
n m n m
=
=
=
=
=
|| ) ( || 2
) 1 2 ( ) 1 2 (
2
|| ) ( ||

2
|| ) ( ||

2 / || || 2 / || ||
2 / || || 2 / || || || ) ( ) ( ||
2
4-84
SSB PAM
). ( of ransform Hilbert t the is ) ( where
), ( ) ( )] ( ) ( 2 [ Recall ) 3 (
bandwidth. the twice requires h whic
ion transmiss DSB on based is PAM previous the ly, Consequent ) 2 (
symmetric. is ) ( real is ) ( ) 1 (
1
t g t g
t g j t g f G f u F
f G t g
+ =
) ( f G Symmetric
) ( ) ( 2 f G f u
(DSB = double side band)
4-85
| | | | 2 )] ( ) ( [ Re 2 ) ( Re ) (
2 2
,
t f j
m
t f j
m SSB m
c c
e t g j t g A e t g A t s

+ = =
+
{ }
( ) vector l dimentiona - one a , 2 ) (
) ( ) ( 2 Re ) (
,
2
1
t g A s
t g e t g t u
m SSB m
t f j
c
+
+ +
=
=
r
| |
( ) ( ) | |
| |
| |
2
2
2
2 2
1
2 2
2
*
2 2
2
2 2
1
2
) (
) ( 4 cos to relative slowly varies ) ( since , | ) ( |
) ( ) (
) ( ) ( 2
tan ) ( , ) ( 4 cos ) ( ) (
) ( ) (
2
1
) ( Re 2 ) ( ) (
t g
t t f t g dt t g
t g t g
t g t g
t dt t t f t g dt t g
dt e t g e t g
dt e t g dt t u t g
c
c
t f j t f j
t f j
c c
c
+
+

+ +

+
=
+

= + + =
+ =
=
4-86
g m g m
m
T
SSB m SSB m
A A
t g A
dt t s
E E
E
2 2
2 2
0
2
, ,
2
1
4
1
4 / || ) ( ||
) (
= =
=
=
+
+
Transmitted energy of M-PAM

SSB
signals
g m
m
T
m DSB m
A
t g A
dt t s
E
E
2
2 2
0
2
,
2
1
2 / || ) ( ||
) (
=
=
=
Recall from slide 4-82 that transmitted energy of M-

PAM
DSB
signals
g
g
dt t g dt t g
dt t g
t g t g t g
E
E
2 ) ( ) (
) (
) ( ) ( ) (
2 2
2
2 2
2
= + =
=
+ =

+
+
+
4-87
Partial summary
The choice of constants in the formulas of
is to equate the transmitted powersof M-PAM
DSB
and
M-PAM
SSB
signals (for a fair comparison).
Under the condition that M-PAM
DSB
and M-PAM
SSB
signals require the same transmitted energy, the latter
consumes only half of the bandwidth of the former by
the cost of an additional Hilbert transformer.
( )
( ) 2 ) (
2 || ) ( ||
,
,
t g A s
t g A s
m SSB m
m DSB m
+
=
=
r
r
4-88
| |
) 2 sin( ) (
2
) 2 cos( ) (
2
2 )] ( ) ( [ Re ) (
2
,
t f t g
A
t f t g
A
e t g j t g A t s
c
m
c
m
t f j
m SSB m
c
=
=

m
) (t g
) (t g
) ( t g
) (t g
) 2 cos( t f
c
) 2 sin( t f
c
2
m
A
) (
,
t s
SSB m
4-89
To summarize,
( )
[ ]
( ) ( )
= =
=
=
=
+
2 || ) ( || 2 || ) ( ||
) 2 sin( ) ( ) 2 cos( ) (
|| ) ( ||
1
) (
2 || ) ( ||
) 2 cos( 2
|| ) ( ||
) (
) (
,
, 1
,
, 1
t g A t g A s
t f t g t f t g
t g
t u
t g A s
t f
t g
t g
t u
m m SSB m
c c SSB
m DSB m
c DSB
r
r

|| ) ( || 2 || ) ( || t g t g =
+
4-90
Applications of PAM
-3
-2
-1
0
1
2
3
0 T 2T 3T 4T 5T 6T
-3
-2
-1
0
1
2
3
0 T 2T 3T 4T 5T 6T
Baseband PAM signal
Bandpass PAM signal
Data 11 10 00 01 11 00
4-91
More on PAM
2-level PAM signals are called antipodal. ( {1, 1}signals.)
4-92
Phase-modulated (PM) signals
[ ]
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
.
2 / 3 2 cos ) ( ) (
2 cos ) ( ) (
2 / 2 cos ) ( ) (
2 cos ) ( ) (

. 4 .
. ,..., 2 , 1 and / ) 1 ( 2 re whe
2 sin sin 2 cos cos
2 cos
) ( Re ) ( : symbol channel
4
3
2
1
2 / ) 1 ( 2
+ =
+ =
+ =
=
=
= =
=
+ =
=

t f t g t s
t f t g t s
t f t g t s
t f t g t s
M Example
M m M m
t f t g t f t g
t f t g
e e t g t s
c
c
c
c
m
c m c m
m c
t f j M m j
m
c
4-93
Vectorization of PM signals
( )
( )
=
=
) sin( || ) ( ||
2
1
), cos( || ) ( ||
2
1
.) 0 4 cos ) ( that condition Under the (
) 2 sin( 2
|| ) ( ||
) (
) (
2 cos 2
|| ) ( ||
) (
) (
0
2
2
1
m m m
T
c
c
c
t g t g s
dt t f t g
t f
t g
t g
t u
t f
t g
t g
t u

r
4-94
g m m
T
m m
t g t g dt t s E E
2
1
) ( sin || ) ( ||
2
1
) ( cos || ) ( ||
2
1
) (
2 2 2 2
0
2
= + = =

Transmission energy of PM signals
Advantages of PM signals : equal energy for every channel
symbol.
Error consideration
The most possible error is the erroneous selection of an
adjacent phaseof the transmitted signal.
Therefore, we assign the mapping frombit pattern to channel
symbol as the adjacent signal phase differs by one bit. (Gray
encoding)
In such a way, the most possible bit error patterncaused by
the noise is a single-bit error.
4-95
(Two dimensional) signal space diagramfor Gray code
0 1
M =2
00 11
M =4
01
10
M =8
111
110
011
101
000
010 001
100
4-96
Euclidean distance
( ) ( ) [ ] ( ) ( ) [ ]
[ ] [ ]

) cos( 1 || ) ( ||
) sin( ) sin( ) cos( ) cos(
2
|| ) ( ||
2 / ) sin( || || 2 / ) sin( || || 2 / ) cos( || || 2 / ) cos( || ||
|| ) ( ) ( ||
2 2
2 2
n m
n m n m
n m n m
n m
t g
t g
t g t g t g t g
t s t s
=
+ =
+ =

SSB ?
PAM. to compared being when , a tradeoff as considered be can This (2)
for PM. on versi
SSB no is there So, spectrum.) in symmetric - non (Hence,
number. real a not is ) ( signal baseband that the Note (1)
m
j
e t g

4-97
A variant of 4-phase PSK (QPSK), named /4-
QPSK, is obtained by introducing an additional
/4phase shift in the carrier phase in each symbol
interval.
4-98
Quadrature Amplitude Modulated (QAM) signals
= quadrature PAM
( ) ( ) ( ) ( ) ( ) ( ) t f t g t f t g t s
c m c m m
2 sin sin 2 cos cos ) ( : symbol channel PM =
[ ] ( ) ( )
[ ]
) 2 sin( ) ( ) 2 cos( ) (
)} ( ) ( { Re ) (
2 cos ) ( Re ) ( : symbol channel PAM
2
,
2
,
t f t g A t f t g A
e t g j t g A t s
c m c m
t f j
m SSB m
c m
t f j
m DSB m
c
c

m =
=
= =
Observations : In SSB, both quadrature components
carrying the same digital information. How about
using each quadrature component to carry different
information to result in an increasing in data
transmission rate?
4-99
( ) ( )
( ) ( ) t f t g A t f t g A t s
t g A t y t g A t x
t y t x
t f t y t f t x t s
c ms c mc m
ms mc
c c m

2 sin ) ( 2 cos ) ( ) ( : symbol channel PAM - Q
). ( ) ( and ) ( ) ( Let
. components quadrature are ) ( and ) ( re whe
2 sin ) ( 2 cos ) ( ) ( : symbol channel
=
= =
=
Advantage : transmit more digital information by using
both quadrature components as information carriers. As
a result, the digital data transfer rate can be doubled.
4-100
( )
( )
=
=
|| ) ( ||
2
||, ) ( ||
2
.) 0 4 cos ) ( that condition Under the (
) 2 sin( 2
|| ) ( ||
) (
) (
2 cos 2
|| ) ( ||
) (
) (
0
2
2
1
t g
A
t g
A
s
dt t f t g
t f
t g
t g
t u
t f
t g
t g
t u
ms mc
m
T
c
c
c
r
Vectorization of QAM signals

4-101
( )
2 2 2
2 2 2 2
0
2
|| ) ( ||
2
1
|| ) ( ||
2
1
|| ) ( ||
2
1
) (
ms mc
ms mc
T
m m
A A t g
A t g A t g
dt t s
+ =
+ =
=
E
Transmitted energy of QAM signals
4-102
Signal space diagramfor Rectangular QAM
4-103
Example of applications of QAM
16-symbol Rectangular QAM
CCITT V.22 bis modem
Serial binary, Asynchronous or Synchronous, Full duplex,
Dial-up
2400 bps or 600 baud (symbols/sec)
QAM, 16-point rectangular-type signal constellation
4-104
Euclidean distance
( ) ( ) [ ] ( ) ( ) [ ]
[ ] [ ]
[ ] [ ]

2 2
2 2
2 2
2
|| ) ( ||
2
|| ) ( ||
2 / || || 2 / || || 2 / || || 2 / || ||
|| ) ( ) ( ||
ns ms nc mc
ns ms nc mc
ns ms nc mc
n m
A A A A
t g
A A A A
t g
A t g A t g A t g A t g
t s t s
+ =
+ =
+ =

4-105
(alternative viewpoint on QAM) =combination of PM
(PSK) and PAM (ASK)
Use both Amplitude and Phase as digital information carries.
[ ]
( ). 2 cos ) (
) ( Re ) ( : symbol channel QAM
2 1
2
1
2
m c m
t f j j
m m
t f t g V
e t g e V t s
c m

+ =
=
Comparison with the previous viewpoint
( ) ( )
( )
domain. ) , ( to domain ) , ( from
mapping ence correspond one - to - one a is There
]. / [ tan and where
2 cos ) (
2 sin ) ( 2 cos ) ( ) (
2 1
1
2
2 2
1
2 1
m m ms mc
mc ms m ms mc m
m c m
c ms c mc m
V A A
A A A A V
t f t g V
t f t g A t f t g A t s
= + =
+ =
=
4-106
Signal space diagramfor non-rectangular QAM
(combined PAM-PSK)
4-107
Multidimensional Signals
PAM : one-dimensional
PM : two-dimensional
QAM : two-dimensional
How to create three or more dimensional signal?
Answer one : Subdivision of time
Example. N time slots can be used to form2N vector
bases (each one has two quadrature carries.)
Answer two : Subdivision of frequency
Example. N frequency subbands can be used to form2N
vector bases (each one has two quadrature carries.)
Answer three : Subdivision of both time and frequency
4-108
Subdivision of frequency : Orthogonal
multidimensional signals (Frequency Shift Keying
or FSK)
( ) t f m t f
T
e e
T
t s
c
t f j t f m j
m
c
) ( 2 2 cos
2
2
Re ) (
2 ) ( 2
+ =
=

E
E
Vectorization of FSK signals
110). - 4 slide (cf. conditions ity orthogonal under ) (
1
) ( t s t u
m m
E
=
4-109
E E E = = =

T
m
T
m m
dt t u dt t s
0
2
0
2
) ( ) (
Transmitted energy of FSK signals
Equal transmit power for each channel symbol.
4-110
Crosscorrelation of baseband FSK signals (cf. slide 4-74)
( )
[ ] [ ] .
) )( ( 2
)] )( ( 2 sin[
) )( ( cos
) )( (
)] )( ( sin[
Re
)] )( ( sinc[
1
|| ) ( || || ) ( || 2
)] ( )[ (
2
) (
) )( (
0
) ( -
*
, ,
) ( 2
,
f n m T
f n m T
f n m T
f n m T
f n m T
e f n m T
dt e
T t s t s
dt t s t s
e
T
t s
mn
f n m T j
T
t f n m j
n m
n l m l
mn
t f m j
m l

=

=
=
=
=
=

2
E
Observation : When f = 1/(2T), Re[
mn
] = 0 for mnot equal
to n. In other words, the minimumfrequency separation
between adjacent signals for orthogonality is f = 1/(2T).
4-111
) (
1
t u
) (
2
t u
) (
3
t u
Signal space diagramfor FSK
Euclidean distance : equal distance between signals.
E
E
E
E
2 || ||
0 0 0 0
0 0 0 0
0 0 0 0
2
1
=

n m
M
s s
s
s
s
r r
L
M M O M M M
L
L
r
M
r
r
4-112
Biorthogonal multidimensional FSK signals
) (
1
t u
) (
2
t u
) (
3
t u
) (
1
t u
) (
2
t u
) (
3
t u
4-113
E E E = = =

T
m
T
m m
dt t u dt t s
0
2
0
2
) ( ) (
Transmitted energy of biorthogonal FSK signals
Equal transmit power for each channel symbol.
Crosscorrelationof baseband biorthogonal FSK
signals
( ) [ ]
( )

=
=
=
=

2
otherwise , sinc ) sgn(

, 1
, 1
1
) sgn(
0
) |)( | | (|
f T n m j
T
t f n m j
mn
e f T n m mn
n m
n m
dt e
T
mn
M m e
T
m t s
t f m j
m l
= =

,..., 2 , 1 ,
2
) sgn( ) (
) ( | | 2
,

E
4-114
Euclidean distance between signals.
E E
E
E
E
E
2 or 2 || ||
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
1
1
=

n m
M
M
s s
s
s
s
s
r r
L
M M O M M M
L
L
M M O M M M
L
r
M
r
r
M
r
4-115
Simplex signals
signal. simplex the called is } ,..., , {
Then . as symbols channel new Define
.
1
,...,
1
,
1

is center its , ,..., 1 for ] ,..., , [
FSK) as (such symbols channel power - equal and orthogonal
of tions representa vector the Given
' '
2
'
1
'
1 1
2
1
1
2 1
M
m m
M
m
mk
M
m
m
M
m
m
mk m m m
s s s
c s s
a
M
a
M
a
M
c
M m a a a s
r r r
r r r
r
r
=
=
= =

= = =
4-116
2
2 2 2
1 '
'
2 2
2 2
2
0
2 ' '
|| ||
1
1
|| ||
2
|| ||
1
|| ||
) (
2
|| || || ||
) ( 2 || || || ||
|| ||
)] ( [
m
m m m
M
m
m m m
m m
m
T
m m
s
M
s
M
s
M
s
s s
M
c s
c s c s
c s
dt t s
r
r r r
r r r r
r r r r
r r
=
+ =
+ =
+ =
=
=
=
E
Transmitted energy of simplex signals
Observation : The transmitted energy of simplex signals is reduced.
Question: Is orthogonal important in the above derivation?
Question: Is equal-power important in the above derivation?
=
=
M
m
m
s
M
c
1
1 r r
4-117
Crosscorrelation of simplex signals
( )
.
, 1
,
1
1
|| || ) / 1 1 (
|| || ) / 1 ( || || / 2 || || ) (
|| || ) / 1 1 (
|| || ) / 1 1 (
) ( ) (
|| || || ||
2
2 2 2
2
2
' '
' '
+
=
+
=
=
n m
n m
M
s M
s M s M s n m
s M
c c s c c s s s
s M
c s c s
s s
s s
m
m m m
m
n m n m
m
n m
n m
n m
mn
r
r r r
r
r r r r r r r r
r
r r r r
r r
r r
Observation : Simplex signals are equally correlated.

4-118
E
E
E
0 0 0 0
0 0 0 0
0 0 0 0
2
1
L
M M O M M M
L
L
r
M
r
r
M
s
s
s
E E E E E
E E E E E
E E E E E
) / 1 1 ( ) / 1 ( ) / 1 ( ) / 1 ( ) / 1 (
) / 1 ( ) / 1 ( ) / 1 ( ) / 1 1 ( ) / 1 (
) / 1 ( ) / 1 ( ) / 1 ( ) / 1 ( ) / 1 1 (
'
'
2
'
1
M M M M M
M M M M M
M M M M M
s
s
s
M
L
M M O M M M
L
L
r
M
r
r
Example of Simplex signals
FSK
4-119
Subdivision of time : K time slots.
Channel symbols (BPSK for each dimension)
] , 0 ( ), 2 cos(
2
) (
] , 0 ( ), 2 cos(
2
) (
2
1
c c
c
c
c c
c
c
T t t f
T
t g
T t t f
T
t g
=
+ =
E
E
and
, slot time during ed transmitt is ) ( that represents 0
, slot time during ed transmitt is ) ( that represents 1
, where
. 1 ], ,..., , [
2
1
2 1
j t g c
j t g c
T KT
M m c c c s
mj
mj
c
mK m m m
=
=
=
=
r
4-120
The vector representation of the channel symbol is exactly the
binary block codes with block length K.
Transmission energy of multidimensional BPSK signals
c
T
T
m m
K dt t g K
t g K dt t s
c
E
E
= =
= =
0
2
1
2
1
0
2
) (
|| ) ( || )] ( [
Largest number of channel symbols.
. 2
K
M
4-121
Crosscorrelation coefficient of adjacent signals (with
only one distinct component)
.
2
1
) 1 (
|| || || ||
Hence,
) ( ) ( : component distinct single For the
. ) ( ) ( : components identical For those
0
2 1
0
2
2
0
2
1
K K
K
s s
s s
dt t g t g
dt t g dt t g
c
c c
n m
n m
mn
c
T
T
c
T
c
c c
=

=
=
=
= =

E
E E
E
E
r r
r r
MinimumEuclidean distance for adjacent codewords.

c
c c c
n m n m n m
K K K K K
s s s s s s
E
E E E
4
] / ) 2 )[( ( 2
2 || || || || || ||
2 2
=
+ =
+ =
r r r r r r
4-122
Memoryless modulation
Modulation with memory
4.3.2 Linear modulation with memory
Linear modulation
Non-linear modulation
) , block , lock function(b ,
) lock function(b ,
1
K
=
=
i i i
i i
i s
i s
ormation) (block_inf ,
ormation) (block_inf ,
function nonlinear_
ction linear_fun
=
=
i s
i s
i
i
] , 0 ( ), (
] , 0 ( ), (
] , 0 ( ), (
1
1
0
T t t s
T t t s
T t t s
M

M
Channel
Channel symbols
Digital information
Modulation
selector
) ( ), ( ,
0 1
t s t s K
43 42 1
48 47 6
L
3 2 1
8 7 6
L K
1 2
Block
bits
Block
bits M
T
M
T
2 2
log
] , 0 (
log
] , 0 (
00 00 , 00 10 ,
0 T 2T
4-123
Why with memory?
The signal dependence is introduced for the purpose of
shaping the spectrumof the transmitted signal so that
it matches the spectral characteristics of the channel.
E.g., Line Code
Linearity
Linearity of a modulation method requires that the
principle of superposition applies in the mapping of
the digital sequence into successive waveforms.
4-124
] , 0 ( ), (
] , 0 ( ), (
1
0
T t t s
T t t s
Channel
Channel symbols
Input bits
Modulation
selector
) ( ), ( ,
0 0
t s t s K
00000 0110111101
] , 0 ( ), (
] , 0 ( ), (
1
0
T t t s
T t t s
Channel
Channel symbols
Input bits
Modulation
selector
) ( ), ( ,
0 0
t s t s K
00000 0110111101 modulation
encoder
00000 1101101011
I ntroduce signal dependence
4-125
Example study of linear modulation with memory
NRZ encoding (binary PAM or binary PSK) : memoryless
channel code bit = input bit
NRZI (Non-returned-to-zero-inverted) encoding
(differential encoding) : with memory
(Linear) modulation encoding rule
.
1 bit input when , bit code channel bit code channel
., .
bit code channel bit input bit code channel
1
1
1
= =
= =
=
k k k
k k k
k k k
e i
4-126
Memoryless NRZ family
* NRZ-M =Bipolar NRZ
: M =Inversion on Mark
0 =0 and 1 =+A or A
* NRZ-S =Negative-logic Bipolar NRZ
: S =Inversion on Space
0 =+A or A and 1 =0
=RZ-AMI : AMI =alternative mark inversion
4-127
Application of modulation
with memory
DBPSK/DQPSK
in Wireless LAN
4-127
4-128
Advantage of modulation with memory
Why add DE before BPSK ?
For PSK modulations, digital information resides in
the carrier phase
Synchronization is often achieved by either adding a small
pilot signal or using some self-synchronization scheme.
Still, the demodulator needs to detect the phase, which may
have a phase ambiguity due to noise and other constraints.
4-129
Example of phase ambiguity (due to frequency shift).
. ] ) ( 2 [
) ] ) ( 2 [ 2 cos(
) 2 cos(
) 2 cos(
+ =

+ +
+
t f f
f
t f f t f
f
t f
f
t f
c
c
c
c
c
wrong
wrong
wrong wrong
wrong
estimate
on based it estimate
receive

receive
case) ambiguous
estimate
receive
case) ideal
4-130
Advantage with DE for BPSK (under coherent
demodulation)
The phase or signs of the received waveforms are not
important for detection.
What is important is the changein signs of successive
pulses.
The sign changes can be correctly detected even if the
demodulating carrier has a sign ambiguity.
4-131
Advantage for DBPSK (under noncoherent
demodulation)
Avoid the need to generate a local carrier.
Use the received signal itself as a carrier
= = =
= = + =
=
) ( ) ( if ,
2
1
) 4 cos(
2
1
2
1
) 2 ( cos
) ( ) ( if ,
2
1
) 4 cos(
2
1
2
1
) 2 ( cos
) (
0
2
Low Pass
2 2 2
0
2
Low Pass
2 2 2
T t y t y A t f A t f A
T t y t y A t f A t f A
t z
c c c c c
c c c c c

4-132
Representations of linear modulation with
memory
Markov state diagram
State transition matrix
Trellis diagram
4-133
Markov state diagramof differential encoding (DE)
.
., .
bit code channel bit input bit code channel
1
1
1
= =
= =
=
k k k
k k k
k k k
e i
#of state =#of possible
output channel symbols
+ =
=
=
). ( 1 bit channel output
); ( 0 bit channel output

. is bit channel output State *
symbol channel bit / input *
t s
t s
j S
j
4-134
State transition matrix of DE
S
0
S
1
S
0
S
1
S
0
S
1
S
0
S
1
j S
j
=
State transition
for input 0
State transition
for input 1
4-135
State transition matrix of
DE (cond)
[ ] [ ]

=
1 0
0 1
) 1 ( ) 1 ( ) ( ) (
1 0 1 0
t S t S t S t S
j S
j
=
for input 0
for input 1
S
0
S
1
S
0
S
1
S
0
S
1
S
0
S
1
[ ] [ ]

=
0 1
1 0
) 1 ( ) 1 ( ) ( ) (
1 0 1 0
t S t S t S t S
S
0
(t) equals 1
indicating the state
is active, and 0,
inactive.
4-136
j S
j
=
State transition matrix of DE (cond)

=
1 0
0 1
0
T

=
0 1
1 0
1
T
for input 0
for input 1
Question: Does non-linear modulation has state transition matrix
representation?
4-137
Trellis diagramof DE
j S
j
=
4-138
Second example of linear modulation with
memory
Delay modulation = encode data by Miller code (a
run-length- limited code) using NRZI transmission.
* run-length-limited code =code with restriction
on the number of consecutive 1s and 0s.
4-139
(1, 3) Miller code
(d, ) respectively represent
d = minimumlength of 0s runlength
= maximumlength of 0s runlength
Encoding rule
D = 1implies A data bit 1is presented.
D = 0implies A data bit 0is presented.
The first zero in a sequence of zero burst implies C = 0, and
the remaining zero in that sequence implies C = 1.
4-140
Example of delay modulation
01
1 Data 0 1 1 0 0 0 1
Miller code 00010100101001
CDCDCDCDCDCDCDCD
10 Miller code+NRZI 00011000110001 1
Four channel symbols :
) ( ) ( ), ( ) ( ), ( ), (
1 4 2 3 2 1
t s t s t s t s t s t s = =
s
1
(t) s
2
(t) s
4
(t) s
3
(t)
4-141
Applications of delay modulation : magnetic recording,
such as 2DD/2HD floppy disk (= MFM or modified
frequency modulation)
4-142
Markov state diagramof
delay modulation (refer to
Chapter 9 for its
construction)
1 Data 0 1 1 0 0 0 1
State
Delay modulation
S
1
S
2
S
4
S
3
S
2
S
4
S
1
S
4
S
3
s
2
(t) s
4
(t)s
3
(t)s
2
(t)s
4
(t)s
1
(t)s
4
(t) s
3
(t) Channel symbol
s
1
(t) s
2
(t) s
4
(t) s
3
(t)
4-143
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
) 1 (
) 1 (
) 1 (
) 1 (
) (
) (
) (
) (
4
3
2
1
4
3
2
1
T T
t S
t S
t S
t S
t S
t S
t S
t S
s
4
s
3
s
2
s
1
) ( / 0
1
t s
) ( / 0
1
t s
) ( / 0
4
t s
) ( / 0
4
t s
=
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
0
T
=
0 1 0 0
0 0 1 0
0 1 0 0
0 0 1 0
1
T Similarly,
* T = matrix transpose
4-144
= = = =
= = = =
= = = =
= = = =
=
=
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
4 4 4 3 4 2 4 1
3 4 3 3 3 2 3 1
2 4 2 3 2 2 2 1
1 4 1 3 1 2 1 1
0
I S S p I S S p I S S p I S S p
T
Equivalent statistical representation of state transition
matrix
4-145
(State or channel symbol) transition probability matrix
), modulation (delay example
previous for the s, other word In matrix. y probabilit n transitio the
called is ] [ matrix Then the ] Pr[ Let
ij i j ij
p . |S S p = = P
=
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
4 4 4 3 4 2 4 1
3 4 3 3 3 2 3 1
2 4 2 3 2 2 2 1
1 4 1 3 1 2 1 1
44 43 42 41
34 33 32 31
24 23 22 21
14 13 12 11
S S p S S p S S p S S p
p p p p
p p p p
p p p p
p p p p
P
1 0
) 1 Pr( ) 0 Pr( T T P = + = = I I
4-146
Examples of transition probability matrix under equal
prior
NRZI
Delay modulation
=
2 / 1 2 / 1
2 / 1 2 / 1
0 1
1 0
2
1
1 0
0 1
2
1
P
=
0 2 / 1 0 2 / 1
0 0 2 / 1 2 / 1
2 / 1 2 / 1 0 0
2 / 1 0 2 / 1 0
0 1 0 0
0 0 1 0
0 1 0 0
0 0 1 0
2
1
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
2
1
P
4-147
4.3.3 Nonlinear modulation methods
with memory - CPFSK and CPM
(Linear) Frequency Shift Keying or FSK
( )
). 1 ( ,..., 2 , 1 where
) ( 2 2 cos
2 2
Re ) (
2 ) ( 2
=
+ =
=

M m
t f m t f
T
e e
T
t s
c
t f j t f m j
m
c

E E
Channel
Channel symbols
Input bits
Modulation
selector
) ( ), ( ,
0 0
t s t s K
00000 0110111101
Modulation
encoder
00000 1101101011
] , 0 ( ), (
] , 0 ( ), (
] , 0 ( ), (
1
) 2 (
) 1 (
T t t s
T t t s
T t t s
M
M
M

M
4-148
Potential obstacles of multidimensional FSK with
(M1) oscillators for each desired frequency
Abrupt switching fromone oscillator to another will
result in relatively large spectral side lobes outside of
the main spectral band of the signal.
Alternative implementation of multidimensional
FSK - Continuous-Phase FSK or CPFSK
A single carrier whose frequency is changed
continuously.
This is considered as a modulated signal with memory
(we will explain this point in the next few slides).
4-149
Ideal FSK signals
{ }
). ( signal bandpass the of the called are ) ( ) ( ) (
) ( Re ) (
). ( signal bandpass a of expression Second (2)
2
t s envelope complex t jy t x t s
e t s t s
t s
l
t f j
l
c
+ =
=

{ } [ ]
( )
{ }
)}. 1 ( ), 3 ( ),..., 3 ( ), 1 ( { where
otherwise , 0
] , 0 ( for , ) ( 2 exp / 2

) ( 2 exp / 2 Re ) (
,
2

=
=
M M M M m
T t t mf j T
t s
e t mf j T t s
d
m l
t f j
d m
c

E
E
4-150
Example of Ideal FSK signals (resulting in non-continuous phases)
=
=
=
+ =
= = = =
1 ), 2 cos(
1 ), 4 cos(

) ) 1 ( , [ for , ] ) ( Re[ ) (
. 5 . 1 and } 1 , 1 { , 5 . 0 , 25 . 0 , 5 . 0 Let
2
n
n
t f j
l
c n d
I t
I t
T n nT t e t s t s
f I f T
c
E
-1
0
1
0 0.5 1 1.5 2
-1
0
1
0 0.5 1 1.5 2
-1
0
1
0 0.5 1 1.5 2
) 4 cos( t
0 1/2 1 3/2 2
1
0
= I
1
1
= I 1
2
= I
1
3
= I
) 2 cos( t
) (t s
4-151
-4.71239
-3.14159
-1.5708
0
1.5708
3.14159
4.71239
6.28319
0 0.5 1 1.5 2
). ) 1 ( , [ for ,
1 ,
1 ,
) ( of Phase ) continuous - (non T n nT t
I t
I t
t s
n
n
l
+
=
=
=
1
0
= I
1
1
= I
1
2
= I
1
3
= I
( ) { } }. 1 , 1 { where , exp / 2
,
+ = m t jm T t s
m l
E
Phase of s
l
(t)
t
t
t
4-152
)] 4 ( ) 3 ( )[ 1 (
) 3 ( 3 )] 3 ( ) 2 ( )[ 1 (
)] 2 ( ) ( )[ 1 (
) ( )] ( ) ( )[ 1 (
2
) ( of change phase
) (
L + + +
+ +
+
+ =
=
T t u T t u
T t T t u T t u
T t u T t u
T t T t u t u
f
t s
t d
d
l
0 0.5 1 1.5 2
1
1
0
Phase changeis the derivative of the phase of s
l
(t).
4-153
) 4 ( 4 2 / )] sgn( 1 [ )] 4 ( ) 3 ( [
) 3 ( 3 2 / )] sgn( 1 [ )] 3 ( ) 2 ( [
) 2 ( 2 2 / )] sgn( 1 [ )] 2 ( ) ( [
) ( 1 2 / )] sgn( 1 [ )] ( ) ( [
2
) ( of change phase
) (
4 3 4 3
3 2 3 2
2 1 2 1
1 0 1 0
L + + +
+ +
+ +
+ =
=
T t I I I T t u T t u I
T t I I I T t u t u I
f
t s
t d
d
l
0 0.5 1 1.5 2
1
1
0
4-154
) 4 ( 4 2 / ))] ? )( 1 sgn(( 1 )[ ? ( )] 4 ( ) 3 ( )[ 1 (
) 3 ( 3 2 / ))] 1 )( 1 sgn(( 1 )[ 1 ( )] 3 ( ) 2 ( )[ 1 (
) 2 ( 2 2 / ))] 1 )( 1 sgn(( 1 )[ 1 ( )] 2 ( ) ( )[ 1 (
) ( 1 2 / ))] 1 )( 1 sgn(( 1 )[ 1 ( )] ( ) ( )[ 1 (
2
) ( of change phase
) (
L + + + + +
+ + + +
+ +
+ + + =
=
T t T t u T t u
T t T t u T t u
T t T t u T t u
T t T t u t u
f
t s
t d
d
l
0 0.5 1 1.5 2
1
1
0
4-155
. ) 1 ( at time
) ) ) 1 ( ( ) 1 ( /2 )] sgn( [1
adding (by amount desired the to frequency current the tune
abruptly can carrier single (ideal) that the means formula above The (ii)
carrier. single the of e the represents ) ( that Note (i)
1 1
T n t
T n t n I I I
t d
n n n
+ =
+ +
+ +

chang frequency
[ ]
=
+
+
+ +
+ + =
0
1
1
) ) 1 ( ( ) 1 (
2
)] sgn( 1 [
) ) 1 ( ( ) ( ) (
n
n n
n n
T n t n
I I
I T n t u nT t u I t d
Delta functionsin the frequency change formula, however,
will result in discontinuities; and hence, a more practical
signal should not contain any delta functionin its
frequency change formula.
[ ] { }
=
+ =
0
practical
. ) ) 1 ( ( ) ( ) (
n
n
T n t u nT t u I t d
4-156
[ ]
n. informatio of block bit - of amplitude
the denotes )} 1 ( ),..., 3 ( ), 1 ( { and
.
2
) ) 1 ( ( ) (
) (
2
1
) (
where
) ( 2 2 exp
E 2
) (
by ] ) 1 ( , ( at waveform lowpass ) (practical a Represent
k n
M M M I
T
T n u nT u
I d
T
d
d d T f j
T
t s
T n nT t
th
n
n
n
t
d l

+
= =
=
+
=

4-157
(practical) FSK signals
Phase shift for single carrier generator cannot change
abruptly (should be continuous).
function. ) ( of consist not shall ) ( means which
of consist not shall ) ( function The

d
d d
t
jumps,
{ }
blocks. bit - of amplitude the denotes
) 1 ( ),..., 3 ( ), 1 ( where
, ) ( ) (
k n
M M M I
nT t I t d
th
n
n
n

=

=

memory. with signal
modulated a is output channel the Therefore, . memoryless - non shift
phase resultant the make will ) ( function - - non a result, a As t
function. shape pulse amplitude for
used generally been has
) ( because text in used as
) ( of stead in ) ( use I Here

g
g
4-158
For simplicity,
carrier. the of phase initial the is where
) ( 4 exp
2
) (
0
0
+ =

t
d l
d d Tf j
T
t s
E
The resultant lowpass signal
. ] , 0 ( at ) 2 /( 1 amplitude of a be ) ( Let T T pulse r rectangula t
4-159
+ =

0
) ( 4 exp
2
) (
t
d l
d d Tf j
T
t s
E
{ } [ ]
0
2
) ; ( 2 cos
2
) ( Re ) (
+ + = = I t t f
T
e t s t s
c
t f j
l
c
E
. ) ( 2 2
] ) 1 ( , ( , ) 2 /( ) ( )] 2 /( 1 [ 4
) ( 4
) ( 4 ) ; ( where
1
1
n d
n
k
k d
n
n
k
k d
t
n
n d
t
d
I nT t f I T f
T n nT t T nT t I T T I Tf
d nT I Tf
d d Tf t
+
=
+
+ =
=
=

I
4-160
, ) ( 2 ) ( 2 ) ( 2 2 ) ; (
1

=
=
= + = +
=
n
k
k n n n d
n
k
k d
kT t q I h nT t q hI I nT t f I T f t I
0 T
2 / 1
.
>

<
=
=
=
, ) 1 ( time to up (memory) on accumulati the represents
, 2 / 1
0 ), 2 /(
0 , 0
) (
the is 2
where
1
T n I h
T t
T t T t
t
t q
T f h
n
k
k n
d

index, modulation
4-161
Continuous-Phase Modulation (CPM)
. ) 1 ( , ) ( 2 ) ; ( T n t nT kT t q h I t
n
k
k k
+ =

=
I
When h
k
is not fixed, the CPM signal is called multi-h.
In multi-h CPM, {h
k
} is usually made to vary in a
cyclic manner through a set of indices.
q(t) is in general an integral, i.e.,
. ) ( ) (

=
t
d t q
. some for 0 ) ( if , called is signal CPM (ii)
. for 0 ) ( if , called is signal CPM (i)
T t t sponse CPM partial re
T t t CPM response full
>
> =
4-162
0
1/2T
0 T
0
1/T
0 T
Examples of full response CPM
0
1/2
0 T
0
1/2
0 T
) (t q ) (t
T
t
T
t
t q

=
2
sin
4
1
2
) (

=
T
t
T
t
2
cos 1
2
1
) (
4-163
0
1/4T
0 T 2T
Examples of partial response CPM
) (t
0
1/2T
0 T 2T
0
1/2
0 T 2T
0
1/2
0 T 2T

=
T
t
T
t cos 1
4
1
) (
) (t q
T
t
T
t
t q

= sin
4
1
4
) (
4-164
CPM signal has memory that is introduced
through the phase continuity. For L > 1,
additional memory is introduced in the CPM
signal by the pulse (t).
4-165
Some commonly used CPM pulse shapes
LREC
LREC with L=1is CPFSK
LRC
GMSK
<
=
otherwise , 0
0 ,
2
1
) (
LT t
LT
t
<

=
otherwise , 0
0 ,
2
cos 1
2
1
) (
LT t
LT
t
LT
t

[ ] [ ]

=
+ =
t
x
dx e t Q
T t B Q T t B Q t
2 /
2 / 1 2 / 1
2
2
1
) (
)) 2 /(log( ) 2 / ( 2 )) 2 /(log( ) 2 / ( 2 ) (

B=3dB bandwidth
4-166
GMSK with BT = 0.3 is used in the European
digital cellular communication system, called
GSM.
At BT = 0.3, the GMSK pulse may be truncated at |t| =
1.5T with a relatively small error incurred for t > 1.5T.
4-167
Representations of Continuous-Phase
Phase trajectory or phase tree
Phase trellis
Phase cylinder
Phase state trellis
Phase state diagram
4-168
Phase trajectory or Phase tree
Example 1. Binary CPFSK with I
n
{1,+1}and (t) is a full
response rectangular function.
) ( 2 ) ; (
1
nT t q hI I h t
n
n
k
k
+ =

=
I
.
4-169
Example 2. Quaternary CPFSK with I
n
{3,1,+1,+3}and (t) is a full response

rectangular function.
) ( 2 ) ; (
1
nT t q hI I h t
n
n
k
k
+ =

=
I
We observe that the phase trees for
CPFSK are piecewise linear as a
consequence of the fact that the pulse g(t)
is rectangular.
Smoother phase trajectories and phase
trees are obtained by using pulses that do
not contain discontinuities.
4-170
If (t) is continuous (especially at boundaries), phase
trajectory becomes smooth.
Example 3.
). , 1 , 1 , 1 , 1 , 1 , 1 , 1 , 1 (
. 3 length of cosine raised
3
2
cos 1
6
1
) (
L + + + + =
=
=
n
I
T
T
t
T
t

* solid line = partial response CPM based on raised cosine pulse of length 3T.
* dashed line = binary CPFSK.
4-171
Phase trellis = Phase trajectory is plotted with modulo
2
Example 1. Binary CPFSK with h = 1/2and (t) is a full
response rectangular function.
0
2 /

2 /
1
1
=
=
n
n
I
I
T T 2 T 3 T 4 T 5 T 6 T 7 T 8 T 9 0
4-172
Example 2(Alternative) Binary CPFSK with h = 1/2and (t)
is a full response rectangular function.
0
2 /
2 /
1
1
=
=
n
n
I
I
T T 2 T 3 T 4 T 5 T 6 T 7 T 8 T 9 0
4-173
Phase cylinder
) ; ( ) ; (
) ; ( sin ) ; ( cos
) ; (
I I
I I
I
t jx t x
t j t e
s c
t j
+ =
+ =
Example. h=1/2and (t) is a raised cosine of length 3T.

4-174
Phase state trellis
Only concern those phase values at t = nT (named, terminal
phase states)
{ } . states phase of set a , ,... 4 , 3 , 2 , , 0 ) ; ( h h h h nT
s
= I
Example 1. For a full response CPM and h = i/p with
gcd(i,p)=1,
states.) phase terminal 2 are (There
odd. is if ,
) 1 2 (
,...,
2
, , 0
states.) phase terminal are (There
even. is if ,
) 1 (
,...,
2
, , 0
p
i
p
i p
p
i
p
i
p
i
p
i p
p
i
p
i
s
s

=

4-175
Example 2. Binary CPFSK with h = 1/2and a full response (t).
(Notably, only full- or partial- response matters in state trellis)
4-176
Example 3. For a partial response CPM, say (t) extends over LT,
[ ]
. 1 ) , gcd( and / where
) ( ) ) 1 (( 2
) 0 ( ) ( ) ) 1 (( ) ( 2
) ( 2
) ( 4 ) ; (
1 1
1 1
= =
+ + + =
+ + + + =
=
+
=
+

p i p i h
T q I T L q I h I h
q I T q I T L q I LT q I h
d kT I h
d kT I Tf nT
n L n
L n
k
k
n n L n
L n
k
k
k
nT
k
nT
k
k d
L
L

I
4-177
[ ]
states.
) (odd 2
) (even
most) (at
increments (rational) most) (at
) ( ) ) 1 (( 2
states beginning 2 or either
1
1
1
1 1

+ +
i pM
i pM
M
T q I T L q I h
p p
I h
L
L
L
n L n
L n
k
k
L
Difference between phase statetrellis and phase trellis

For phase state trellis, the connections between states are
made by drawing straight lines. However, this is not the true
phase trajectoriesfromone state to another.
size. alphabet n informaito the is where M
4-178
Phase state diagram
Only concern those phase values at t = nT.
Time does not appear explicitly as a variable.
Example. Binary CPFSK with h=1/2and a full response (t).

2
3
2
1
0
3
2
1
0
=
=
=
=
4-179
A linear representation of CPM (1986 Laurent)
CPM can also be represented as a linear superposition
of AM signal waveforms, although it is non-linear in
nature.
Such a representation provides an alternative method
for generating CPM signal at the transmitter and for
demodulating the signal at the receiver.
4-180
Low-pass equivalent representation of CPM
. ) ) ' ( ( 2
) ( 2 ) ; ( where
1
0 '
'
1

=
+ =
=
+ =
+ =
L
k
k n
L n
k
k
n
L n k
k
L n
k
k
T k n t q I h I h
kT t q I h I h t

I
{ } . ) 1 ( for ) ; ( exp
2
) ( T n t nT t j
T
t s
l
+ < = I
E
)}. ) ( ( 2 exp{ exp )} ; ( exp{
1
0
T k n t q hI j I h j t j
k n
L
k
L n
k
k

=

I
4-181
Observe that for I in {1,+1},
). sin( } exp{ ) sin(
) sin( ) sin( ) sin( ) cos( ) sin(
) sin( ) sin( ) sin( ) cos( ) sin(
) sin( ) sin( ) cos( ) sin(
)] sin( ) )[cos( sin(
)] sin( ) )[cos( sin( } exp{ ) sin(
A jBI A B
A BI j A BI A B
A B jI A B A B
A B jI A B
A jI A B
AI j AI B jAI B
+ =
+ + =
+ + =
+ =
+ =
+ =
.
) sin(
) sin(
} exp{
) sin(
) sin(
} exp{
B
A
jBI
B
A B
jAI +
=
4-182

=
1
0
1
0
) sin(
)) ) ( ( 2 sin(
} exp{
) sin(
)) ) ( ( 2 sin(
exp
)} ) ( ( 2 exp{ exp
)} ; ( exp{
L
k
k n
L n
k
k
k n
L
k
L n
k
k
B
T k n t hq
jBI
B
T k n t hq B
I h j
T k n t q hI j I h j
t j

<

<
=
) (otherwise 0
) 2 (
) sin(
)) ( 2 sin(
) 0 (
) sin(
)) ( 2 sin(
) (
0
LT t LT
B
LT t hq B
LT t
B
t hq
t s

Define s
0
(t) as follows, and let B = h so that
s
0
(t) is continuous.
4-183
[ ]

=
+ + +

+
+ +
=
1
0
0 0
1
0
1
0
) ) ( ( } exp{ ) ) ( ( exp
) sin(
)) ( 2 sin(
} exp{
) sin(
)) ( 2 sin(
exp
) sin(
)) ) ( ( 2 sin(
} exp{
) sin(
)) ) ( ( 2 sin(
exp
)} ; ( exp{
L
k
k n
L n
k
k
L
k
k n
L n
k
k
L
k
k n
L n
k
k
T k n t s hI j T n L k t s I h j
h
hq
hI j
h
LT hq h
I h j
B
T k n t hq
jBI
B
T k n t hq B
I h j
t j

k)T (n t
n)T L (k t
I
Note that implies that 1 0 ) 1 ( + < L k T n t nT and
. ) ( 0 2 ) ( LT T k n t LT T n L k t LT < < + + and
Take B=h
4-184
[ ]

=
+ + + +
=
L n
k
k
L
k
k n
L n
k
k
I h j
kT nT t s hI j T L k nT t s I h j
t j
exp
) ( } exp{ ) ) ( ( exp
)} ; ( exp{
1
0
0 0
I
[ ]
[ ]
[ ]
[ ] ) ) 1 ( ( } exp{ ) ) 1 ( (
) 2 ( } exp{ ) 2 (
) 1 ( } exp{ ) 1 (
) 0 ( } exp{ ) 0 (
0 1 0
0 2 0
0 1 0
0 0
T L nT t s hI j LT T L nT t s
T nT t s hI j LT T nT t s
L n
n
n
n
+ + + +
+ + + +
+ + + +
+ + + +
+
M
.
) , , , (
) ( ) 1 ( exp exp
, 0 , 1 , 1 , 0
1 2
0
1
0
, 0
1
0
,
bit t significan most
the being with number the of tion representa binary the is where
i i L i i
i
L
k
i k
L
k
k n i k
L n
k
k
a i a a a
LT a kT nT t s I a h j I h j
L
=

+ +
=
L

i
a
, 0
i
a
, 1
i
a
, 2
i L
a
, 1
1
,
=
i k
a 0
,
=
i k
a
4-185
{ }
=

=
=
+ +
=
1 2
0
,
1 2
0
1
0
, 0
1
0
,
) ( exp
) ( exp
L
L
i
i n i
i
L
k
i k
L
k
k n i k
n
k
k
nT t g hA j
LT a kT nT t s I a I h j
. ) ( ) (
1
0
, 0
1
0
, ,

=
=

=
+ + = =
L
k
i k i
L
k
k n i k
n
k
k n i
LT a kT t s t g I a I A and where
Thus, the binary CPM signal is expressed as a
weighted sumof 2
L
real-valued pulses {g
i
(t)},
where the complex amplitudes depend on the
information (AM).
4-186
). 2 0 ( 0 ) ( ) ( ) (
0
1
0
, 0
LT , t s LT a kT t s t g
L
k
i k i
outside and = + + =
=
Observations on g
i
(t).
) (
, 0
LT a kT t s
j k
+ +
LT a kT
i k,

LT a kT LT
i k,
2
Hence, the duration of g
i
(t) is:
LT LT a kT t LT a kT
i k
L k
i k
L k
2 ] [ min ] [ max
,
1 0
,
1 0
+

T k k L T k L t T k ) ' ' ' ( duration ) ' ' ( ' + =
where k is the first k (from0to L1) such that a
k,i
= 0(if no such k
exists, set k = L), and k is the last k (from0to L1) such that a
k,i
= 1
(if no such k exists, set k = 1).
4-187
It can be shown that . 1 ' ' ' k k
11...110.100...00
' k ' ' k
This upper bound can be achieved by i = 0. (k=0and k=1)
Since the component for i = 0 also contains all the information,
it is therefore the most important component in the superposition.
Consequently, a simple approximationto a CPM signal is partial
response PAM signal having g
0
(t) as the basic pulse shape.
. ) ( ) (
1
0
0 0 , 0

= =
+ = =
L
k
n
k
k n
kT t s t g I A and where
{ } { } ) ( exp ) ( exp )} ; ( exp{
0 , 0
1 2
0
,
nT t g hA j nT t g hA j t j
n
i
i n i
L
=

=
I
4-188
Example 1: Linear representation of CPM signals:
h = 0.5and (t) is a rectangular pulse of duration T.
<

<
=
=
) (otherwise 0
) 2 (
2
sin
2
sin ) (
2
sin
) 0 (
2
sin )) ( sin(
) (
0
T t T
T
t
T
t
T t q
T t
T
t
t q
t s
<
<
=
) (otherwise 2 / 1
) 0 ( ) 2 /(
) 0 ( 0
) ( T t T t
t
t q
4-189
) 1 (
2
) 1 (
1
, n
n
n
n
k
k n
n
k
k n i
I i I i I I i I A + = + = =

= =

that Observe
= <
= <
=
<
+
= + =
) 1 ( }, { 1
2
cos
) 0 ( }, 2 0 { 1
2
sin
} ) 2 ( { 1
2
sin ) ( ) (
0
i T t T
T
t
i T t
T
t
T i t iT
T
iT t
iT t s t g
i
and
4-190
{ }
{ }
=

=
+ <
+ =
+ <
+ +
+ <
+ =
+ <

+
+ <
+ =
+ < =
m
m m
n n
n n
n
n n
i
i n i
T m t mT
T
mT t
I j
T n t T n
T
T n t
I j
T n t nT
T
nT t
I j
T n t T n
T
nT t
j
T n t nT
T
nT t
I j
T n t nT nT t g A j t j
} ) 2 ( { 1
2
sin )
2
( exp
} ) 2 ) 1 (( ) 1 {( 1
2
) 1 (
sin )
2
( exp
} ) 2 ( { 1
2
sin )
2
( exp
} ) 1 ( ) 1 {( 1
2
cos exp
} ) 2 ( { 1
2
sin )
2
( exp
) 1 ( ) ( 2 / exp )} ; ( exp{
1 1
1
0
,
for Hence, I
for nTt<(n+1)T
4-191
In the last expression, given that nT t <(n+1)T, there
are two ms that lead to an overlapped range mT t <
(m+2)T with nT t <(n+1)T.
One is m= n,
and the other is m= n 1.
4-192
This finished the transformation of the CPM signal
with the specified parameters to a weighted sumof two
real-valued pulses.
Observe that in the superposition formula, there are 2
L
products; however, since the new pulse shape s
0
(t)
now has duration 2LT instead of LT, and half of the 2
L
terms are shift-version of the other 2
L1
terms, the
CPM superposition formula can be simplified to a
linear combination of 2
L1
terms only.
4-193
Example 2: Linear representation of CPM
signals : h = 0.5 and (t) is a rectangular pulse of
duration 2T.
<

<
=
=
) (otherwise 0
) 4 2 (
4
sin
4
sin ) 2 (
2
sin
) 2 0 (
4
sin )) ( sin(
) (
0
T t T
T
t
T
t
T t q
T t
T
t
t q
t s
<
<
=
) (otherwise 2 / 1
) 2 0 ( ) 4 /(
) 0 ( 0
) ( T t T t
t
t q
Observe
1 , 1 , 0
1
0
, ,
=
=

=
= =
n i n i
n
k
k
L
k
k n i k
n
k
k n i
I a I a I I a I A
4-194
= + = <
+
= + = <
+
= + = <
= + = <
=
< +
<
+ +
+
=
+ + + =
+ + =
=
)] 3 | 1 , 2 | 1 , 1 ( ) ' ' ' | ' ' , ' | , ( ; 3 [ }, 2 { 1
4
3
sin
4
2
sin
)] 3 | 0 , 1 | 0 , 1 ( ) ' ' ' | ' ' , ' | , ( ; 2 [ }, 2 { 1
4
sin
4
2
sin
)] 1 | 1 , 0 | 1 , 0 ( ) ' ' ' | ' ' , ' | , ( ; 1 [ }, 0 { 1
4
3
sin
4
sin
)] 3 | 1 , 0 | 0 , 0 ( ) ' ' ' | ' ' , ' | , ( ; 0 [ }, 3 0 { 1
4
sin
4
sin
} ) 2 3 ( ) 2 1 ( { 1
} ) 2 4 ( 2 { 1
4
2
sin
4
2
sin
) 2 ( ) 2 (
) ( ) (
3 , 1 3 , 0
2 , 1 2 , 0
1 , 1 1 , 0
0 , 1 0 , 0
, 1 , 1
, 0 , 0
, 0 , 0
, 1 0 , 0 0
1
0
, 0
k k L k k a a i T t T
T
T t
T
T t
k k L k k a a i T t T
T
T t
T
T t
k k L k k a a i T t
T
T t
T
t
k k L k k a a i T t
T
T t
T
t
T a t T a
T a t T a
T
T a T t
T
T a t
T a T t s T a t s
LT a kT t s t g
i i
i i
i i
i i
L
k
i k i

4-195
{ }
{ }
{ }
{ } } ) 1 ( ) 2 {( 1
4
3
sin
4
2
sin exp
} ) 2 ( ) 1 {( 1
4
sin
4
2
sin exp
} ) 1 ( { 1
4
3
sin
4
sin )
2
( exp
} ) 3 ( { 1
4
sin
4
sin exp
) 1 ( ) ( 2 / exp )} ; ( exp{
1
1
1
3
0
,
T n t T n
T
T nT t
T
T nT t
j
T n t T n
T
T nT t
T
T nT t
j
T n t nT
T
T nT t
T
nT t
I j
T n t nT
T
T nT t
T
nT t
j
n
n
n n
n
i
i n i
+ <
+
+
+ <
+
+
+ <
+ +
+ <

=
+ < =
+
=

for I
Since the third termis equal to the first termwith n replacing
by (n1), and the fourth termis equal to the first termwith n
replacing by (n2), we can combine themtogether to obtain:
4-196
{ }
{ }
+ <
+ +
+ <

=
+ < =
=
+
=
} ) 1 ( { 1
4
3
sin
4
sin )
2
( exp
} ) 3 ( { 1
4
sin
4
sin exp
) 1 ( ) ( 2 / exp )} ; ( exp{
1
1
3
0
,
T m t mT
T
T mT t
T
mT t
I j
T m t mT
T
T mT t
T
mT t
j
m m
m
m
i
i n i

for I
In the last expression, given that nT t <(n+1)T,
there are threems that lead to an overlapped range
mT t <(m+3)T with nT t <(n+1)T.
Together with the fourth term, these four terms
constitute the original 2
2
=4product terms.
4-197
Minimum-Shift Keying (MSK)
A special case of binary CPFSK with h = 1/2.
[ ]
+ =

+ + =
=
n n n c
n n c
t f j t j
I
n
t I
T
f A
I
T
nT t
t f A
e e A t s
c

2 4
1
2 cos
2
) (
2 cos
Re ) ( Then
2 ) ; ( I
. ) 1 ( ,
2
) (
2
) ; (
1
T n t nT
T
nT t
I nT t q I I t
n n n
n
k
k
+

+ = +
=
I
4-198
. ) 1 (
4
1
where
. 2 , 1 , ) 1 (
2
2 cos
1 ,
2 4
1
2 cos
1 ,
2 4
1
2 cos
) (
i
c i
n
i
i
n n c
n n c
T
f f
i
n
t f A
I
n
t
T
f A
I
n
t
T
f A
t s
+ =
=
+ =
+ =
+
=
+ +
.
2
1
Shift Frequency
T
=
4-199
Recall : Subdivision of frequency : Orthogonal
multidimensional signals (Frequency Shift Keying
or FSK) [slide 4-110]
Crosscorrelation of baseband FSK signals
Observation : When f = 1/(2T), Re[
mn
] = 0 for any
mnot equal to n. In other words, the minimum
frequency shift between adjacent signals for
orthogonality is f = 1/(2T).
[ ] .
) ( 2
] ) ( 2 sin[
Re
2
) (
) ( 2
,
f T n m
f T n m
e t s
mn
t f m j
m l

= =

E
4-200
The name MinimumShift Keying comes fromthat its
frequency shift is equal to the minimumto ensure the
orthogonality of the channel symbols.
MSK may be viewed as a four-phase PSK. Why ?
). ( ) (
2
) (
sin
2
) (
cos
) (
. ) 1 ( ,
2
) (
2 2
) ; (
) ; (
,
1
t jy t x
I
T
nT t
j I
T
nT t
e t s
T n t nT I
T
nT t
T
nT t
I I t
n n n n
t j
l MSK
n n n
n
k
k
+ =

+ +

+ =
=
+
+ =

+ =

I
I
4-201
), ) 1 2 ( , 2 [ for Then
. 2 / 3 ) 2 mod ( with 0 some from Starting
. modulo by
2
3
, ,
2
, 0 where , ) 1 ( for
2
) (
cos ) (
0
T k kT t
n
T n t nT I
T
nT t
t x
n n n
+
= =
2
+ <

+ =

+ + + + + + =

+ + + + + + + =

+ + + + + =
T
kT t
I I I I I
I
T
kT t
I I I I I I
I
T
kT t
I I I
I
T
kT t
I I I
I
T
kT t
I I I t x
k k
k
k k k
k k
k k
k k
2
) 2 (
sin ) 1 (
2
) 2 (
sin ) ( ) )( )( 1 (
2
) 2 (
2 2 2 2 2
sin
2
) 2 (
2 2 2 2 2 2
cos
2
) 2 (
2 2 2 2
3
cos ) (
2 1 2 2 1 0
2 1 2 2 2 3 2 1 0
2 1 2 1 0
2 1 2 1 0
2 1 2 1 0

L
L
L
L
L
) sin(
~ ~
2 2
sin

=
+ + I I I I
) sin(
2
cos
+ I I
4-202
), ) 2 2 ( , ) 1 2 [( For T k T k t + +

+ + + + + + + =
+
+ + + + + =
+ +
+ +
+
T
kT t
I I I I I
I
T
kT t
I I I I I I I I
I
T
kT t
I I I I
I
T
T k t
I I I t x
k k
k
k k k k k
k k k
k k
2
) 2 (
sin ) 1 (
2
) 2 (
sin ) )( ( ) )( )( 1 (
2
) 2 (
2 2 2 2 2 2 2
cos
2
) ) 1 2 ( (
2 2 2 2
3
cos ) (
2 1 2 2 1 0
1 2 1 2 2 1 2 2 2 3 2 1 0
1 2 1 2 2 1 0
1 2 2 1 0

L
L
L
L
) sin(
~ ~
2 2
sin

=
+ + I I I I
) sin(
2
cos
+ I I
), ) 2 2 ( , 2 [ for Hence, T k kT t +
( )

=

=
T
kT t
I t x
k
j
j
k
2
) 2 (
sin ) 1 ( ) (
2
0

4-203
4.3.3 Nonlinear modulation method with
memory
similarly. ) ( derive can We t y

+ + + + + + + =

+ + + + + =
+

T
T k t
I I I I
I
T
T k t
I I I I I
I
T
T k t
I I I
I
T
T k t
I I I t y
k
k
k k k
k k
k k
2
) ) 1 2 ( (
sin ) 1 (
2
) ) 1 2 ( (
sin ) ( ) )( )( 1 (
2
) ) 1 2 ( (
2 2 2 2 2 2
sin
2
) ) 1 2 ( (
2 2 2 2
3
sin ) (
1 2 2 1 0
1
1 2 2 2 1 2 2 1 0
1 2 2 2 1 0
1 2 2 2 1 0

L
L
L
L
), 2 , ) 1 2 [( For kT T k t
4-204
memory

+ + + + + + + =

+ + + + + =
T
T k t
I I I I
T
T k t
I I I I I I I I
I
T
T k t
I I I I
I
T
kT t
I I I t y
k
k
k k k k k
k k k
k k
2
) ) 1 2 ( (
sin ) 1 (
2
) ) 1 2 ( (
sin ) )( ( ) )( )( 1 (
2
) ) 1 2 ( (
2 2 2 2 2 2 2
sin
2
) 2 (
2 2 2 2
3
sin ) (
1 2 2 1 0
1
2 2 1 2 2 2 1 2 2 1 0
2 2 1 2 1 0
2 1 2 1 0

L
L
L
L
), ) 1 2 ( , 2 [ For T k kT t +
), ) 1 2 ( , ) 1 2 [( for Hence, T k T k t +
( )

=

=
+
T
T k t
I t y
k
j
j
k
2
) ) 1 2 ( (
sin ) 1 ( ) (
1 2
0
1

4-205
.
otherwise , 0
2 0 )], 2 /( sin[
) ( where
<
=
T t T t
t g

+ + + +
=
= =

=
+
=
=
0
1 2
0
2 ,
0
2 /
0
) ) 1 2 ( ( ) ( ) 2 ( ) (
, ) 1 ( and 2 / 3 for up, sum To
k
k
k
k l MSK
n
j
j
n
n
T k t g J T t g j kT t g J t s
I J
memory
+
=
+
=
+
+ + + =
+ =
T
T t
I
T
T t
I
I
T
T t
I I
T
t
t y
2
) (
sin
2
) (
sin ) )( 1 (
2
) (
2 2 2 2
sin
2 2
3
sin ) (
0 0
0 0 0

), , 0 [ for Notably, T t
4-206

=
=
=
+

+
=
1
1
1
1
0
2 /
) 1 (
) 1 (
) 1 ( that Observe
n n
n
n
n n
n
n
n
j
j
n
n
J I J
J J I
I J
memory
}. { i.i.d. uniform } { i.i.d. uniform Hence,
n n
J I
2
1
2
1
) Pr(
) | Pr( ) Pr( ) Pr(
Also,
i.i.d. uniform } { if of t independen is
2
1
) ) 1 ( Pr( ) | Pr( ) | Pr(
} 1 , 1 {
1 1
} 1 , 1 {
1 1 1 1
1
0
1
1
1 1
1
0
1
0
1
1
= = =
= = = = =
= = = = = = = =
+

+

n
n
j
n n
j
n n n n n n n n
n
n
n
n n
n
n n n n n
n n
n n
j J
j J j J j J j J
I J J
j j I j J j J j J j J
4-207
( ) [ ]
=
+
=
+
+ =
+ +
=
=
k
c k c k MSK
k
k
k
k l MSK
-
t f T k t g J t f kT t g J t s
T k t g J j kT t g J t s
) 2 sin( ) ) 1 2 ( ( ) 2 cos( 2 ) (
that implies which
, ) ) 1 2 ( ( ) 2 ( ) (
, 2 / 3 setting If
1 2 2
1 2 2 ,

memory
Recall that our question is Why MSK can be viewed
as a four-phase PSK signals?
Since {J
n
}and {I
n
}have the same statistics, and are one-to-
one correspondence mapping, we will use {I
n
}in the MSK
formula in the sequel (for consistence with the text).
4-208
( )
.
) 2 sin( 2
2

) 2 cos( ) 2 (
2
) (
.
otherwise , 0
) 2 , 0 [ , 0
) ( and ,
) ( )) 1 , 1 ( ; ( ) (
) ( )) 1 , 1 ( ; ( ) (
) ( )) 1 , 1 ( ; ( ) (
) ( )) 1 , 1 ( ; ( ) (

. 4 .
2 1 2
2 1 2
4 ,
3 ,
2 ,
1 ,
=
+
+
+
=
= + =
= =
+ = + =
+ = + + =
=
k
c
k k
c
k k
l l
l l
l l
l l
t f kT t g
I I
t f kT t g
I I
t s
T t
t g
t jg t s t s
t g t s t s
t jg t s t s
t g t s t s
M Example
[ ]
2 / ) 1 (
,
2 4 / ) 1 ( 2
) ( ) (
4 , 3 , 2 , 1 , ) ( Re ) ( QPSK of symbols Channel
=
= =
m j
m l
t f j m j
m
e t g t s
m e e t g t s
c

memory
4-209
QPSK signal constellations
memory
) 1 , 1 ( ) 1 , 1 ( +
) 1 , 1 ( + + ) 1 , 1 ( +
Another type of QPSK!!!
4-210
( ) [ ]. ) 2 sin( 2 ) 2 cos( ) 2 ( ) (
). ( ) ( ) (
.
otherwise , 0
) 2 , 0 [ , 0
) ( and ,
) ( ) ( )) 1 , 1 ( ; (
) ( ) ( )) 1 , 1 ( ; (
) ( ) ( )) 1 , 1 ( ; (
) ( ) ( )) 1 , 1 ( ; (

. 4 for QPSK of pe Another ty .
1 2 2
1 2 2
=
+
+
=
+ =
+ = +
+ + = + +
+ = +
=
=
k
c k c k
k k l
l
l
l
l
t f kT t g I t f kT t g I t s
t g jI t g I t s
T t
t g
t jg t g t s
t jg t g t s
t jg t g t s
t jg t g t s
M Example

Therefore, MSK, in some sense, may be viewed as a
four-phase PSK.
memory
4-211
Any modulation scheme with the following formis
called the offset quadrature PSK (OQPSK) or
staggered quadrature PSK (SQPSK) (I.e., to offset or
stagger in time by T seconds)
( ) [ ]
=
+
+ =
k
c k c k
t f T k t g I t f kT t g I t s ) 2 sin( ) ) 1 2 ( ( ) 2 cos( 2 ) (
1 2 2

<
=
<
= =
otherwise , 0
2 0 , 1
) (
otherwise , 0
2 0 ,
2
sin
) (
T t
t g
T t
T
t
g t g
gularOQPSK tan rec
PSK usoildalOQ sin MSK

memory
where
Text uses + here instead of
. However, may be more
consistent with Section 4.1.
4-212
MSK is called the offset quadrature PSK (OQPSK)
with the pulse shapebeing 1/2 cycle of a sinusoid.
memory
) 1 , 1 ( ) 1 , 1 ( +
) 1 , 1 ( + + ) 1 , 1 ( +
4-213
MSK = sumof two staggered quadrature-modulated BPSK
signals, each with a sinusoidal envelope.
The corresponding sumof the two quadrature signals
becomes a constant amplitude, frequency-modulated signal.
4.3.3 Nonlinear modulation method
with memory
4-214
4.3.3 Nonlinear modulation method
with memory
( ) [ ] [ ]
( )
+ + + + =
+ +
+ =

= =
=
+
=
1
0
1
0
1
0
1 2
1
0
2
) ) 1 2 ( ( ) ( ) 2 sin( 2 ) 2 cos(
) ) 1 2 ( ( ) 2 sin( 2 ) 2 cos(
) 2 sin( ) ( ) (
k
c
k
c
k
k c
k
k c
c
T k t g T t g t f kT t g t f
T k t g I t f kT t g I t f
t f T t g t s

), 1 , 1 , 1 , 1 ( ) , , , ( and 4 0 For
3 2 1 0
+ + = < I I I I T t
+ + + + +
=
=

=
+
= 0
1 2
0
2 ,
0
) ) 1 2 ( ( ) ( ) 2 ( ) (
, 2 / 3 for 205, - 4 slide to According
k
k
k
k l MSK
T k n t g I T t g j kT t g I t s

4-215
) 2 ( ) 2 cos(
1
0

= k
k t g t
+ + +

=
1
0
)) 1 2 ( ( ) 1 ( ) 2 sin(
k
k t g t g t
(In-phase signal component)
(Quadrature signal component)
signal modulated - frequency
amplitude, constant a ), (t s
memory
AssumeT =1 and f
c
=1.25.
1
0
+ = I 1
1
= I 1
2
+ = I 1
3
= I
0 T 2T 3T
* Frequency at [nT,(n+1)T) =f
c
+(1/(4T))I
n
4-216
Comparison among MSK, OQPSK with
rectangular pulse, and conventional QPSK(no
offset)
MSK=OQPSK with one-half cycle sinusoid pulse
continuous phase.
Offset QPSK with rectangular pulse (= two BPSK)
possibly 90 degree phase jump in every
T seconds.
conventional QPSK
possibly 90 degree or 180 degree phase jump in every 2T
seconds.
memory
4-217
( ) [ ]
( )
( ) [ ]
( )
.
otherwise , 0
) 2 , 0 [ , 1
) (
) 2 sin( 2
2

) 2 cos( ) 2 (
2
) ( :
.
otherwise , 0
) 2 , 0 [ , 1
) ( shape) pulse r rectangula OQPSK with (
) 2 sin( ) 1 2 ( ) 2 cos( ) 2 ( ) ( :
.
otherwise , 0
) 2 , 0 [ , 2 / sin
) ( shape) pulse sinusoidal of cycle 1/2 OQPSK with (
) 2 sin( ) 1 2 ( ) 2 cos( ) 2 ( ) ( :
2 1 2
2 1 2
1 2 2
1 2 2
+
=

= =
+ =

= =
+ =
=
+
+
=
+
=
+
T t
t g
t f kT t g
I I
t f kT t g
I I
t s
T t
t g
t f T k t g I t f kT t g I t s
T t T t
t g
t f T k t g I t f kT t g I t s
k
c
k k
c
k k
k
c k c k
k
c k c k

QPSK nal) (conventio
QPSK Offset
MSK
memory
4-218
( ) [ ]
( )
( ) [ ]
( )
.
otherwise , 0
) 2 , 0 [ , 1
) ( where ,
) 2 sin( 2
2

) 2 cos( ) 2 (
2
) (
.
otherwise , 0
) 2 , 0 [ , 1
) ( ere wh
) 2 sin( ) 1 2 ( ) 2 cos( ) 2 (
) 2 sin( ) ( ) (
.
otherwise , 0
) 2 , 0 [ , 2 / sin
) ( here w
) 2 sin( ) 1 2 ( ) 2 cos( ) 2 ( ) 2 sin( ) ( ) (
1
0
2 1 2
2 1 2
1
0
1 2 2
1
0
1 2 2
+
=

=
+ +
+ =

=
+ + + =
=
+
+
=
+
=
+
T t
t g
t f kT t g
I I
t f kT t g
I I
t s
T t
t g
t f T k t g I t f kT t g I
t f T t g t s
T t T t
t g
t f T k t g I t f kT t g I t f T t g t s
k
c
k k
c
k k
QPSK
k
c k c k
c OQPSK r rectangula
k
c k c k c MSK

memory
4-219
memory
Example. T = 1
= = =
+ + =
) 5 . 1 ; 1 ( 25 . 1
) 1 , 1 , 1 , 1 ( ) , , , (
:
2 1
3 2 1 0
f f f
I I I I
MSK
c
=
+ + =
5 . 1
) 1 , 1 , 1 , 1 ( ) , , , (
:
3 2 1 0
c
f
I I I I
OQPSK
T T 2 T 3 0
t
n
q p
r
o
90
o
phase shift 90
o
phase shift
90
o
phase shift
90
o
phase shift
90
o
phase shift
s
90
o
phase shift 180
o
phase shift
T 2 T 3 T 4 T
(I
0
, I
1
, I
2
, I
3
, I
4
, I
5
) =(1,1,+1,+1,+1,1)
f
c
=1.5
QPSK:
4-220
memory
.
2
) ; ( ) ; 2 (

= I I T T
n
.
2
) 1 (
2 2
2 2
) 2 , [ for ,
2
) ; (
0 0
1 0 0
1 1

+ + = + =

+ + =

+ =
t t
T
T t
I I
T T t
T
T t
I t I
.
2
) 2 (
2 2 2
2
2
1
2 2
) 3 , 2 [ for ,
2
2
1
) ; (
0 0
2 1 0 0
2 2

+ = + + =

+ + + =

+ =
t t
T
T t
I I I
T T t
T
T t
I t I
o
.
2
) ; 2 ( ) ; 3 (

= I I T T
= = =
+ + =
) 5 . 1 ; 1 ( 25 . 1
) 1 , 1 , 1 , 1 ( ) , , , (
:
2 1
3 2 1 0
f f f
I I I I
MSK
c
n o
Interpretations
90
o
phase shift 90
o
phase shift
T 2T 3T 0
4-221
memory
p90degree phase shift of the signal that continues fromthe
previous signal at t = T. In other words, at t = T, it should
be cos(3t), but it becomes cos(3t+/2).
q90degree phase shift of the signal that continues fromthe
previous signal at t = 2T. cos(3t+/2) > cos(3t+)
r90degree phase shift of the signal that continues fromthe
previous signal at t = 3T. cos(3t+) > cos(3t+3/2)
s180degree phase shift of the signal that continues fromthe
previous signal at t = T. cos(3t) > cos(3t+)
t90degree phase shift of the signal that continues fromthe
previous signal at t = 3T. cos(3t+) > cos(3t+/2)
Interpretations
4-222
[ ]
( ) [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ] [ ] [ ] { }
signal. l dimensiona - 4 a is which
2 sin , 2 cos , 2 sin , 2 cos
2 sin , 2 sin
2 cos , 2 cos
2 sin , 2 sin
2 cos , 2 cos
2 / 3 2 cos , 2 / 3 2 cos
2 / 2 2 cos , 2 / 2 2 cos
2 / 1 2 cos , 2 / 1 2 cos
2 / 0 2 cos , 2 / 0 2 cos
) 1 ( for 2 / ) 4 /( 2 cos
) 1 ( for ) 2 /( ) ( 2 cos ) (
t f t f t f t f
t f t f
t f t f
t f t f
t f t f
t f t f
t f t f
t f t f
t f t f
T n t nT I n t T I f
T n t nT T nT t I t f t s
n n n c
n n c
+ +
+
+
+
+
+
+
+
+
+ +

+ +
=
+ +
+ +
+ +
+ +
=
+ < + + =
+ < + + =

Vectorization of MSK signals
memory
4-223
). ) 1 ( ( 2 ) ( where
, ) ( ) ( ) (
) ( 2 ) ) 1 ( ( 2
) ) 1 ( ( 2 ) ( 2
) 1 ( , ) ( 2 ) ; (
1
1 1 2 1 1
1 1
1 1
T i n t q h t a
t a I t a I t a I
LT q h I T L n t q h I
T n t q h I nT t q h I
T n t nT kT t q h I t
i n i
L n L L n n n
L n
k
k k L n L n
n n n n
n
k
k k
+ =
+ + + + =
+ + +
+ + =
+ < =
+
+ +
=
+ +

=

L
L
I
size. alphabet n informaito the is where
|, } { | most at is bases of number the Hence,
M
M
n
L

memory
Vectorization of general CPM signals
[ ] [ ] ) ; ( 2 cos Re ) (
2 ) ; (
I
I
t t f e e t s
c
t f j t j
c

+ = =
4-224
memory
Multi-amplitude CPM
CPM (as a constant-amplitude signal) carries
information in terms of its frequency/continuous-
phase change.
As instructed by QAM to PM, can we put information
on the amplitude of CPM, such as a two-amplitude
CPFSK?
[ ] [ ], ) ; ( 2 cos ) ; ( 2 cos 2 ) (
1 2
J I t t f A t t f A t s
c c
+ + + =
.
)] 2 /( ) [( 2 ) ; (
)] 2 /( ) [( 2 ) ; (
where
1
1
1
2
+ =
+ =
=
T nT t hJ J h t
T nT t hI I h t
n
n
k
k
n
n
k
k

J
I
4-225
memory
Different fromQAM, which basically places
information on two orthogonal quadrature components,
the two amplitude-modulated components are not
statistically independent.
For example: 2-component MSK
+
) 2 sin(
) 2 sin(
) 2 cos(
) 2 cos(
) 2 sin(
) 2 sin(
) 2 cos(
) 2 cos(
2 ) (
t f
t f
t f
t f
A
t f
t f
t f
t f
A t s
4-226
), ) 1 ( , [ For T n nT t +
[ ] [ ]
[ ] [ ]
[ ] [ ]
[ ] [ ] ] 2 / ) [( ) ( 2 cos ] 2 / ) [( ) ( 2 cos 2 ) 1 , 1 (
] 2 / ) [( ) ( 2 cos ] 2 / ) [( ) ( 2 cos 2 ) 1 , 1 (
] 2 / ) [( ) ( 2 cos ] 2 / ) [( ) ( 2 cos 2 ) 1 , 1 (
] 2 / ) [( ) ( 2 cos ] 2 / ) [( ) ( 2 cos 2 ) 1 , 1 (
) ( ) , (
1 1
1 1
1 1
1 1
T nT t t f A T nT t t f A
t s J I
n c n c
n c n c
n c n c
n c n c
n n
+ + + + + + +
+ + + + +
+ + + + +
+ + +

J I
J I
J I
J I

memory
[ ]
[ ] ] / ) [( ) ( 2 cos
] / ) [( ) ( 2 cos 2 ) (
T nT t hJ t f
T nT t hI t f t s
n n c
n n c
+ + +
+ + =

J
I
. ) ( and ) ( where
1 1

=
=
= =
n
k
k n
n
k
k n
J h I h J I
4-227
[ ]
[ ] [ ]
[ ] [ ]
[ ]
+ + +
+ + +
+ + +

= = =

.
.
2 / 2 cos 3 ) 1 , 1 (
2 / 2 cos 2 / 2 cos 2 ) 1 , 1 (
2 / 2 cos 2 / 2 cos 2 ) 1 , 1 (
2 / 2 cos 3 ) 1 , 1 (
) ( ) , (
] 0 ) ( ) ( and 0 [
0 0
0 0
Phase
const
chnage
change
const
Amplitude
T t t f A
T t t f A T t t f A
T t t f A T t t f A
T t t f A
t s J I
n
c
c c
c c
c

J I
memory
At the first glance, one can demodulate the transmitted
information by determining the amplitude change (change versus
no-change) and phase change (increase versus decrease). But this
may not be easy in its implementation.
Another approach is to elaborately define a dependent {I ,J }
sequence so as to facilitate the determination of the transmitted
information.
4-228
memory
Multi-amplitude CPFSK
[ ] [ ]
( ) . 1
2
1
1
and
] / ) [(

)
; (
] / ) [( ) ; (
where
. ) 1 ( , )
; ( 2 cos 2 ) ; ( 2 cos 2 ) (
, ,
,
1
,
1
1
1
1 1
+ + =
+ =
+ =
+ + + + =
=

k m k k m
n m
n
k
k m m m
n
n
k
k N
N
m
m m c
m
N c
N
J
h
I J
T nT t J h J h t
T nT t hI I h t
T n t nT t t f t t f t s

J
I
J I
Sampling at time (n+1)T yields:
( )
( )

=
=
= =
+ =
+ + =
= + +
n
k
k m k
n
k
k m k
n
k
k m
n
k
k m m N
J I
J
h
I h
J h I h T n T n
1
2
1
2
1
1 1
; ) 1 (( ) ; ) 1 ((
,
,
,
J I
dependent. lly statistica are
and that Note
,k m k
J I
4-229
memory
Observe that
( )
[ ] ( ) } , 0 { ) 2 mod( 1
2
) 2 mod( )
; ) 1 (( ) ; ) 1 ((
} 2 , 0 , 2 { 1 } 1 , 1 { ,
,
, ,

+ = + +
+ + +
=
n
k
k m k m m N
k m k k m k
J I T n T n
J I J I
J I
( ) ), 2 cos( 2 2 2 ) ) 1 ((
1 0
1
1
2
2
1
1 +
+ + + + + = +
n c
N
N
N
N
t f a a a a T n s L
. ) ; ) 1 (( and 0, or is
)
; ) 1 (( ) ; ) 1 (( whether on depends } 1 , 1 { each where

1
=
+
= + =
+ + +
n
k
k N n
m m N i
I h T n
T n T n a

I
J I
{ }
{ }
= +
= +
. ,... 2 , , 0 ) 2 mod( ) ) 1 (( of Phase

. 1 2 , , 5 , 3 , 1 ) ) 1 (( of Amplitude
h h T n s
T n s
Phase
N
Amplitude
S
S L
I t is elaborately designed that at the symbol transition points, the
amplitude components are either in phase or 180 degree out of phase.
4-230
memory
{ }
=
=
.
2
3
, ,
2
1
, 0
. 3 , 1

Phase
Amplitude
S
S
{ }
=
=
.
4
7
,...,
4
2
,
4
1
, 0
. 3 , 1

Phase
Amplitude
S
S
{ }
=
=
.
3
5
,...,
3
2
,
3
1
, 0
. 3 , 1

Phase
Amplitude
S
S
{ }
=
=
.
3
4
,
3
2
, 0
. 3 , 1

Phase
Amplitude
S
S
Signal space (phase trajectory) diagramfor 2-component
(2-amplitude) CPFSK
4-231
memory
Signal space diagramfor 3-component CPFSK
{ }
=
=
.
2
3
, ,
2
1
, 0
. 7 , 5 , 3 , 1

Phase
Amplitude
S
S { }
=
=
.
4
7
,...,
4
2
,
4
1
, 0
. 7 , 5 , 3 , 1

Phase
Amplitude
S
S
{ }
=
=
.
3
4
,
3
2
, 0
. 7 , 5 , 3 , 1

Phase
Amplitude
S
S { }
=
=
.
3
5
,...,
3
2
,
3
1
, 0
. 7 , 5 , 3 , 1

Phase
Amplitude
S
S
4-232
memory
Demodulation of multi-amplitude CPM can be
performed by determining the trace of previous
state/node and the current state/node (on the
signal space diagram).
4-233
4.4 Spectral characteristics of digitally
modulated signals
Why spectral characteristics?
Channel bandwidth limitation for real channel.
Randomprocess > Power spectral density
PAM
(Nonlinear) CPM (CPFSK)
4-234
4.4.1 Power spectra of linearly
modulated signals
Power spectral density
In notations, s
l
(t) and s(t) become randomprocess
which are denoted by S
l
(t) and S(t), instead of S
l,t
and S
t
,
to avoid multiple subscripts.
[ ]
[ ]
[ ] ) ( ) (
2
1
) (
WSS. is ) ( process random the if , ) ( Re ) (
) ( Re ) (
2
2
c s c s s
f j
s s
t f j
l
f f f f f
t S e
e t S t S
l l
c
l
c
+ =
=
=

4-235
How to model a source that carries digital
information (in terms of communication symbols) ?
In terms of some well-defined pulse shape functions !!!
n. informatio digital the is } , , , , { where
, ) (
1 0 1
K K A A A
nT t g A X
n
n t
=
Note that {A
n
}is a discrete-time randomprocess, and
g( ) is a deterministic (channel-symbol) pulse function.
4-236

=
=
= =
n
a
n
n t
nT t g m nT t g A E X E ) ( ) ( ] [ ] [
Given that {A
n
}is WSS, what is the statistical
property of X
t
?
X
t
is not (necessarily) stationary !! (Its mean could be
time-varying.)
Its autocorrelation function becomes periodic with period T.
) , (
) ( ) ( ) (
) ( ) ( ] [
2
1
] [
2
1
) , (
*
*
kT t kT t
mT g nT t g m n
mT g nT t g A A E
X X E t t
X
n m
a
n m
m n
t t X
+ + + =
+ =
+ =
= +

=
+

4-237
Cyclostationary processes
Definition : A randomprocess is said to be
cyclostationaryor periodically stationaryin the wise
senseif its mean and autocorrelation function are both
periodic.
Power density spectrumof a cyclostationary random
process
Two dimensional Fourier transformof
Average power density spectrumof a cyclostationary
randomprocess
Fourier transformof time-average autocorrelation function
). , ( t
X

+
= + =
2 /
2 /
*
2 /
2 /
] [
2
1 1
) , (
1
) (
T
T
t t
T
T
X X
dt X X E
T
dt t t
T

4-238
[ ] ( ) ( )
( ) [ ]
) ( ) ( ) (
) ( ) ( ] [
2
1

) ( ) (
2
1
) , (
) ( ) (
. ,..., 2 , 1 and , ) 1 2 ( re whe
*
* *
*
2
nT t g kT t g n k
nT t g kT t g I I E
t S t S E t t
nT t g I t S
M m d M m A
n k
I
n k
n k
l l s
n
n l
m
c m
t f j
m m
l
c
+ =
+ =
+ = +
=
= =
= =

PAM : Assume I
n
WSS.
modulated signals
4-239
. ) ( ) ( ) , , ( where , ) , , ( ) (
) ( ) ( ) (
letting by ), ( ) ( ) ( ) , (
*
*
*

=
+ = =
+ =
= + = +
n j
I
j n
I
j n
I s
nT t g jT nT t g j t j t j
nT t g jT nT t g j
n k j nT t g jT nT t g j t t
l

. a is it hence, ; period with
function ation autocorrel periodic and mean periodic has ) ( PAM
process onary cyclostati T
t S
l
. ) ( ) ( ] [ )] ( [ addition, In
). , ( ) , ( ), , , ( ) , , ( Since

=
=
= =
+ = + + + = +
n n
n l
s s
nT t g nT t g I E t S E
t t T t T t j t j T t
l l

modulated signals
4-240
modulated signals
Time-average autocorrelation function for cyclostationary
processes
[ ]
. ) ( ) ( ) ( where
, ) ( ) (
1
) ( ) ( ) (
1
) ( ) (
1
) (
) ( ) (
1
) (
) , , (
1
) (
, ) , , ( ) (
1
) , (
1
) (
*
*
2 /
2 /
*
2 /
2 /
*
2 /
2 /
2 /
2 /
2 /
2 /
+ =
=
+ =
+ =
+ =
=
=
+ =
dt t g t g
jT j
T
dt t g jT t g j
T
dt t g jT t g
T
j
dt nT t g jT nT t g
T
j
dt j t
T
j
dt j t j
T
dt t t
T
g
j
g I
j
I
j n
nT T
nT T
I
j
T
T
n
I
j
T
T
I
T
T
j
I
T
T
s s
l l

4-241
[ ]
( )
density. spectrum power average , | ) ( | ) (
1

' ) ( ' ) (
1

' ) ' ( ) (
1

) ( ) (
1

) ( ) (
) ( ) (
1
) (
2
' 2 * 2
' 2 2
2
2
f G f
T
d e dt t g t g e j
T
d e e j
T
d e jT j
T
dt e f
jT j
T
I
f j
j
fjT j
I
j
f j
g
T fj j
I
j
f j
g I
f j
s s
j
g I s
l l
l
=
=
=
=

=

modulated signals
=
=
T
T
fjT j
I I
j
fjT j
I I
df e f T j
e j f
2 / 1
2 / 1
2
2
) ( ) (
) ( ) (
: series Fourier
The average power spectrumdensity of PAM signals is

determined by the pulse shape, as well as the input
information.
4-242
modulated signals
Example. Input information is real and mutually uncorrelated
) . ) / (
1
yield will period with
1 function the of Sampling ). ( ] 1 nsform[ fourierTra that (Note

) (
0 ,
0 ,
) (
2
2
2 2 2
2
2 2
+ =
+ =
= +
=
k
k
i
i
k
fkT j
i i I
i
i i
I
T k f
T
T
f
T
k
f
T
e f
k
k
k
( ) . | ) ( | ) ( Hence,
2
2
2
2
2
+ =
k
i i
s
f G
T
k
f
T
f G
T
f
l

4-243
modulated signals
. | ) ( | ) / ( | ) ( | ) (
2
2
2
2
2
f G T k f
T
f G
T
f
k
i i
s
l

=
+ =

Continuous spectrum Discrete spectrum
Observation 1: Discrete spectrumvanishes when the input
information has zero mean, which is often desirable for
digital modulation techniques under consideration.
Observation 2: With a zero-mean input information, the
average power spectrumdensity is determined by G(f).
Comment on the previous example.
4-244
modulated signals
Example. The average power spectrumdensity for
rectangular pulses.
( ) ( )
( ) ( )
) ( ) ( sinc
| ) ( | ) / ( | ) ( | ) (
sinc | |
sinc
.
otherwise , 0
0 ,
) (
2 2 2 2 2
2
2
2
2
2
2 2 2 2
f A fT T A
f G T k f
T
f G
T
f
fT T A f G
e fT AT f G
T t A
t g
i i
k
i i
s
fT j
l

+ =
+ =
=
=

<
=
) (t g
0
A
T / 1 T / 2 T / 3 0 T / 1 T / 2 T / 3
2
) (AT
2
| ) ( | f G
( )
) ( )] ( [ ) ( )] ( [
)] ( [
) / (
| |
1
)] ( [
2
f h t H F f H t h F
e f H a t h F
a f H
a
at h F
af j
= =
=
=

<
= =
5 . 0 | | , 1
5 . 0 | | , 0
) ( )] ( sinc [
f
f
f t F
T
4-245
modulated signals
Example. The average power spectrumdensity for
raised cosine pulse.
( ) ( )
) / 1 (
16
) / 1 (
16
) (
4

) 1 ( 4
) ( sinc

| ) ( | ) / ( | ) ( | ) (
1
1
sinc
2
.
otherwise , 0
0 ,
2
2
cos 1
2
) (
2 2 2 2 2 2
2 2 2
2 2 2
2
2
2
2
2
2 2
T f
A
T f
A
f
A
T f
fT T A
f G T k f
T
f G
T
f
e
T f
fT
AT
f G
T t
T
t
T
A
t g
i i i
i
k
i i
s
fT j
l
+ + + +
=
+ =
<
+
=
4-246
modulated signals
Comparison of the previous two examples
* Broader side lobe
* Faster decay in tail (f
6
< f
2
)
4-247
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
-8 -6 -4 -2 0 2 4 6 8
f
rectangular
raised-cosine
) 0 ( ) (
l l
s s
f
. 0 and 1 Assume
2 2
= = = =
i i
T A
modulated signals
Rectangular
Raised-cosine
4-248
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0.1
1
-8 -6 -4 -2 0 2 4 6 8
f
rectangular
raised-cosine
[ ] ) 0 ( ) ( log
10
l l
s s
f
. 0 and 1 Assume
2 2
= = = =
i i
T A
modulated signals
The smoother (meaning, continuity of derivatives) the pulse shape, the
greater the bandwidth efficiency (lower bandwidth occupancy).
For example, the raised cosine pulse shape will result in higher
bandwidth efficiency than the rectangular pulse shape.
Rectangular
Raised-cosine
4-249
modulated signals
Example. Influence of input informationon average
power spectrumdensity of PAM signals.
{ }
. | ) ( |
1
) ( | ) ( |
1
) (
. 1 ) (
otherwise , 0
0 , 1
) (
nce. unit varia and mean zero with ed uncorrelat mutually
2 2
f G
T
f f G
T
f
f
k
k
I
I s
I
I
n
l
= =
=

=
=
4-250
modulated signals
Example. Influence of input informationon average
power spectrumdensity of PAM signals.
{ }
. cos | ) ( |
4

) ( | ) ( |
1
) (
. cos 4 ) 2 cos 1 ( 2 2 ) (
otherwise , 0
1 , 1
0 , 2
) (
nce. unit varia and mean zero
with ed uncorrelat mutually where
2 2
2
2 2 2
, 1
fT f G
T
f f G
T
f
fT fT e e f
k
k
k
b b b I
I s
fT j fT j
I
I
n n n n
l

=
=
= + = + + =
=
=
=
+ =

4-251
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
-10 -5 0 5 10
f
dependent
independent
modulated signals
. 1 with shape pulse r rectangula Assume = = T A
) 0 ( ) (
l l
s s
f
dependent
independent
4-252
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0.1
1
-10 -5 0 5 10
f
dependent
independent
modulated signals
[ ] ) 0 ( ) ( log
l l
s s
f
. 1 with shape pulse r rectangula Assume = = T A
Dependence in transmitted information (not the original
information) can improve the bandwidth efficiency.
dependent
independent
4-253
4.4.2 Power spectra of CPFSK and CPM
signals
[ ]
( ) [ ]
[ ]
[ ]
[ ]

+ =
=
=
+ = +
=

<
= = (
+ =
=
+
+
=
k
k
t t j
t j t j
l l s
t j
l
k
k
c
kT t q kT t q I h j E
e E
e e E
t S t S E t t
e t S
t
LT t
t q kT t q I h t
t t f A t S
l
) ( ) ( 2 exp
2
1

2
1

2
1

) ( ) (
2
1
) , (
) (
.
0 , 0
, 2 / 1
) ( and ) ( 2 ) ; where
) ; ( 2 cos ) (
)] ; ( ) ; ( [
) ; ( ) ; (
*
) ; (

I I
I I
I
I
I
CPM: Assume I
n
i.i.d.
4-254
[ ] ( ) { }
[ ] ( ) [ ]
[ ]

=
+
=
+ =
+ = +
k I m
kT t q kT t q hm j
m
k
k
k
k
k s
k
l
e p
kT t q kT t q hI j E
I kT t q kT t q hI j E t t
} {
) ( ) ( 2
2
1
) ( ) ( 2 exp
2
1
i.i.d. , ) ( ) ( 2 exp
2
1
) , (

[ ]
=
+
=
+ =
T
k I m
kT t q kT t q hm j
m
T
s s
dt e p
T
dt t t
T
k
l l
0
} {
) ( ) ( 2
0
2
1
) , (
1
) (

signals
4-255
) ) 1 ,( ) 1 [( ) 1 (
) ) 1 ( (
T L T L T L t
T L t q
+ + +
+ +

, n) integratio of (range 0 and ) 1 ( For T t T T < + <
signals
) ( kT t q
) ( kT t q +
L 1
L + 1
) , ) 1 [( ) 1 (
) ) 1 ( (
LT T L T L t
T L t q

0
1 +
) , 0 [
) (
T t
t q

region. for this
0 2 / 1 2 / 1 =
k
k
) , [ ) 1 (
) ) 1 ( (
T T T t
T t q
+ +
+ +

[ ]
[ ]
). 0 ly equivalent (or 0 if ,
2
1
2
1
) (
0
1
1 } {
) ( ) ( 2
0
) 0 , 1 max(
) 1 , 1 min( } {
) ( ) ( 2

+
=
+
+
+ =
+

T
L k I m
kT t q kT t q hm j
m
T
L L k I m
kT t q kT t q hm j
m s
dt e p
T
dt e p
T
k
k
l
integer.] an is [
4-256
signals
) ( kT t q
) ( kT t q +
L 1
0
L +1 1 +
Consider the case of ). (or 0 1 L L > +
[ ]
[ ]
dt e p e p
e p
T
dt e p
T
L k I m
kT t hmq j
m
L
k I m
hm j
m
T
L k I m
kT t q hm j
m
T
L k I m
kT t q kT t q hm j
m s
k k
k
k
l

+
+ =
+
=

+
=
+
=
1
1 } {
) ( 2
1 } {
] 0 2 / 1 [ 2
0
0
1 } {
) ( 2 / 1 2
0
1
1 } {
) ( ) ( 2
2
1
2
1
) (

4-257
[ ]
[ ]
.
2
1
) (
) (
where
), ( )] ( [
)] ( [
2
1
) (
1
1 } {
) ( 2
0
0
1 } {
) ( 2 / 1 2
1
1 ' } {
) ) ' ( ( 2
0
0
1 } {
) ( 2 / 1 2
=
=
=

=
+
=

=
+ +
=

dt e p e p
T
e p jh
T jh
dt e p
jh e p
T
L k I m
kT t hmq j
m
T
L k I m
kT t q hm j
m
m
hm j
m
L
L k I m
T k t hmq j
m
L
T
L k I m
kT t q hm j
m s
k k
k
k
l

signals
? 0 for ) ( about How . ] [ for slide this in
obtained also is ) ( for formula simplified further A 255. - 4 slide
in 0 for ) ( for expression e y tractabl numericall a have Now we
< =

l
l
l
s
s
s
L /T
where k = k
4-258
signals
Answer to the previous question: Symmetry of the time-
average autocorrelation function
[ ]
). (
' )] ' ( ) ' ( [ 2 exp
2
1
' , ' )] ' ( ) ' ( [ 2 exp
2
1
)] ( ) ( [ 2 exp
2
1
)] ( ) ( [ 2 exp
2
1
)] ( ) ( [ 2 exp
2
1
) (
0
0
0
*
0
*

=
+ =
+ =
+ =

+ =
=
+
=
=
l
l
s
T
k
k
T
k
k
T
k
k
T
k
k
T
k
k s
dt kT t q kT t q I h j E
T
t t dt kT t q kT t q I h j E
T
T
T
T
4-259
Average power spectral density of CPM signal
signals
[ ] { }
=
+ =
+ =
+ =
=

0
2
0
2
*
2
0
2
0
2
0
2
0
2
2
) ( Re 2
) ( ) (
) ( ) (
) ( ) (
) ( ) (

d e
d e e
d e d e
d e d e
d e f
f j
s
f j
s
f j
s
f j
s
f j
s
f j
s
f j
s
f j
s s
l
l l
l l
l l
l l
=
+

+ =
+ =
L
T
T
f j
s
LT
f j
s
LT
f j
s
LT
f j
s
f j
s
d e d e
d e d e d e
l l
l l l

) 1 (
2
0
2
2
0
2
0
2
) ( ) (
) ( ) ( ) (
4-260
=
<

+
=
+ =
=
+ =
=
+ =
+ =
=
+
=
+

=
+

.
1 | ) ( | if later, derived be will
1 | ) ( | if , ) (
) ( 1
1
) (
. ) ( )] ( [ ) (
. Let
. ) ( )] ( [ ) (
. Let
) ( )] ( [ ) (
) ( ) ( ) (
0
) ( 2
2
0
2
0
) ( 2
0
2
0
2
0
) ( 2
0
2
) 1 (
2
0
2
) 1 (
2
0
2
0
2
jh
jh d e
e jh
d e
d e e jh d e
L n
d e jh d e
T
d e T jh d e
d e d e d e
T
LT f j
fT j
LT
f j
s
T
LT f j
n
fnT j n
LT
f j
s
L
T
T f j L
LT
f j
s
L
T
T
f j L
LT
f j
s
L
T
T
f j
s
LT
f j
s
f j
s
l
l
l
l
l l l

signals
4-261
signals
Finally, we have a numerically computable formula for
the average power spectrumdensity of CPM signals.
[ ]
. ) 1 ( 0 for
2
1
) (
through computed y numericall be can integral first the where
. 1 | ) ( | if , ) (
) ( 1
1

) ( Re 2
) ( Re 2 ) (
0
1
1 } {
) ( ) ( 2
0
) ( 2
2
0
2
0
2
T T dt e p
T
jh d e
e jh
d e
d e f
T
L k I m
kT t q kT t q hm j
m s
T
LT f j
fT j
LT
f j
s
f j
s s
k
l
l
l l
+ <
=
<
+
=
+
+

] / [ T =
4-262
signals
It remains to discuss the case of
. 1 | ) ( | = jh
Without loss of generality, we may assume
. 1 | ) ( | since ) (
2 ) ( 2
= = =

jh e e jh
j h j
. ) ( ) (
) ( ) (
0
) ( 2
0
2
0
2
0
2
+
=

T
LT f j
n
fnT j n
LT
f j
s
f j
s
d e e jh
d e d e
l l

. integer if , 1 ) (
is 1 | ) ( | for example quick A
,...} 3 , 1 , 1 , 3 {..., ,...} 3 , 1 , 1 , 3 {...
= = = =
=

h p e p jh
jh
m
m
m
hm j
m

(See the next slide.)
4-263
signals
( ) 264) - 4 slide (cf. , ) / ( cot
2
1
) / / (
2
1
2
1
) / / (
1
2
1
) / / (
2
1
2
1
function.) step unit sampling of ransform (Fourier t
) (
2
1

) (
0
) / ( 2
0
) / ( 2
0
2 2
0
2 2
0
2
T f T j T n T f
T
T n T f T
j T n T f
T
e nT u
e
e e
e e e jh
n
n n
n
n T f T j
n
n T f T j
n
fnT j n j
n
fnT j n j
n
fnT j n

+ =

+ =
+ =
=
=
=
4-264
signals

=
=
= =

=
=
>
=
<
=
=
=
n n
n
t f j
T n f T
j T n f
T
T n f U
T
T
f U
f
j f t u
f
f
j
f f
dt e t u
f
f
f
f u
t
t
j
t t
f u F
) / (
1
2
1
) / (
2
1

) / (
1
] period sampling with pling nsform[sam FourierTra
) (
2
1
) (
2
1
) ( of nsform FourierTra
) 0 ( ,
2
); 0 ( ), (
2
1
) (
.
0 , 1
0 , 2 / 1
0 , 0
) ( where ,
0 ,
0 ), (
)] ( 2 [ 6, - 4 slide From
) ( 2
1

4-265
signals
=

=
n
n x
x
) (
1
) cot(
-10
-5
0
5
10
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
) 2 (
1
) 1 (
1 1
) 1 (
1
) 2 (
1
line thin
) cot( line thick
+ +
+
+
+
=
=
x x x x x
x

4-266
signals
Therefore, the average power spectrumdensity of CPM
signals (in case | (jh)|=1) contains impulses located
at
,... 2 , 1 , 0 , =
+
= n
T
n
f
n

As a consequence, the average power density spectrum
includes a continuous spectrumcomponent and a
discrete spectrumcomponent.
4-267
signals
A special caseon the average power spectrumdensity
of CPM signals
. 2 and ) / 1 ( probable equal is that Assume k M M p I
m n
= =
number! real a is which
,
) sin(
) sin( 1
) sin(
) 2 sin(
2
1
2
1
) 1 (
) 1 (
2
1
2
1
) (
) 2 ( ) 2 (
2
) 2 ( 2 ) 1 2 (
)} 1 2 ( ,..., 3 , 1 {
h
h M
M h
h k
k
e e
e e
k
e
e e
k
e
k
jh
h j h j
k h j k h j
h j
k h j h k j
k m
hm j
= =

=
=

4-268
[ ]
[ ] ( )
[ ] ( )
number! real a also is which
,
) ( ) ( 2 sin
) ( ) ( 2 sin 1
2
1
0 ] / [ if ,
2
1
) (
0
1
1
0
1
1 } {
) ( ) ( 2

+
=
+
=
+
+
+
=
=
=
T
L k
T
L k I m
m kT t q kT t q h j
m s
dt
kT t q kT t q h
kT t q kT t q hM
M T
T dt e p
T
k
l

. 1 ) ( that so chosen is Now, < jh h
signals
addition, In
4-269
signals

+ =

+ =

+

+

T L
LT
f j
fT j
LT
s
LT T
LT f j
fT j
f j
s s
d e LT
e jh
d f
d e
e jh
d e f
l
l l
) 1 (
2
2
0
0 0
) ( 2
2
2
) (
) ( 1
1
Re 2 ) 2 cos( ) ( 2
) (
) ( 1
1
) ( Re 2 ) (
). (by taking ) 1 ( for ) ( ) ( that
implies ) 1 ( for ) ( )] ( [ ) ( That
L T L LT LT
T T T jh
l
l
s
L
s
= + < =
+ < =

+ =

+ =

+
T L
LT
fT j
f j
s
LT
s
T L
LT
f j
s fT j
LT
s s
d
e jh
e
d f
d e
e jh
d f f
l l
l l l
) 1 (
2
2
0
) 1 (
2
2
0
) ( 1
Re ) ( 2 ) 2 cos( ) ( 2
) (
) ( 1
1
Re 2 ) 2 cos( ) ( 2 ) (

4-270
signals

+
+
+
+
+
+

+

+ =
+

+
=

+

+
=
+

+ =
T L
LT
s
T L
LT
s
LT
s
T L
LT
s
LT
s
T L
LT
s
LT
s
T L
LT
s
LT
s
d f
fT jh jh
fT jh
d f
fT jh jh
fT jh
d f
d
fT jh jh
f fT jh fT jh f
d f
d
fT jh j fT jh
fT jh j fT jh
fT jh j fT jh
f j f
d f
d
fT jh j fT jh
f j f
d f
l
l l
l
l
l
l
l l
) 1 (
2
) 1 (
2
0
) 1 (
2
0
) 1 (
0
) 1 (
0
) 2 sin( ) (
) 2 cos( ) ( 2 ) ( 1
) 2 sin( ) (
2
) 2 cos( ) (
) 2 cos( ) ( 2 ) ( 1
) 2 cos( ) ( 1
2 ) 2 cos( ) ( 2
) 2 cos( ) ( 2 ) ( 1
) 2 sin( ) 2 sin( ) ( )] 2 cos( ) ( 1 )[ 2 cos(
) ( 2
) 2 cos( ) ( 2
) 2 sin( ) ( ) 2 cos( ) ( 1
) 2 sin( ) ( ) 2 cos( ) ( 1
) 2 sin( ) ( ) 2 cos( ) ( 1
) 2 sin( ) 2 cos(
Re ) ( 2
) 2 cos( ) ( 2
) 2 sin( ) ( ) 2 cos( ) ( 1
) 2 sin( ) 2 cos(
Re ) ( 2 ) 2 cos( ) ( 2

In such case, we only need to derive the integration, regarding the time-average
autocorrelation function, over [0, LT) and [LT,(L+1)T). This will be useful in the
example study on slide 4-272.
4-271
signals
Sufficient condition for the previous derivation is
holds. condition desired the , 1 0 taking if Therefore,
. 0 mod mod
0 ) sin( ) sin( 1
sin
sin
that Note
. 1
sin
sin
| ) ( |
< <
= =
= = =
< =
h
h h M
h h M
h M
h M
h M
h M
jh

-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
0 0.2 0.4 0.6 0.8 1
h
) ( jh
6
5
4
=
=
=
M
M
M
4-272
signals
Further assume that a rectangular full-response
g(t) (i.e., L=1) is employed.
[ ]
[ ]
[ ]

+
= =
+
+
=
+
+
=
+
=
+ <
=
T
k
M
n
kT t q kT t q M n h j
T
k I m
kT t q kT t q hm j
T
L k I m
kT t q kT t q hm j
s
dt e
M T
dt e
M T
T T dt e
M T
k
k
l
0
1
0 1
) ( ) ( ) 1 2 ( 2
0
1
0 } {
) ( ) ( 2
0
1
1 } {
) ( ) ( 2
1
2
1
1
2
1
. ) 1 ( for ,
1
2
1
) (

4-273
[ ]
[ ] ( )
[ ] ( )
[ ]
[ ] ( )
[ ] ( )
: ) ( of formula the into results above the Take
) ( ) ( 2 sin
) ( ) ( 2 sin 1
2
1

1
2
1
) (
) 2 ( . 1 B)
) ( ) ( 2 sin
) ( ) ( 2 sin 1
2
1

1
2
1
) (
) (0 0. A)
0
2
0
0
2
0 1
) ( ) ( ) 1 2 ( 2
0
1
0
0
1
0 1
) ( ) ( ) 1 2 ( 2
f
dt
kT t q kT t q h
kT t q kT t q hM
M T
dt e
M T
T T Case
dt
kT t q kT t q h
kT t q kT t q hM
M T
dt e
M T
T Case
l
l
l
s
T
k
T
k
M
n
s
T
k
T
k
M
n
s
+
+
=
=
< =

+
+
=
=
< =

=
= =
+
=
= =
+

signals
Cf. slide 4-267
Cf. slide 4-267
4-274
signals
[ ]
.
sin
sin
) (
) 1 (
) 2 cos( 2 1
) cos( ) 2 cos(
) (
, ) 2 )( 1 2 ( sinc ) (
where
) ( ) ( ) (
2
) (
1
) (
2
1 1 1
2
2
= =
+ =
+

=
=
+ =

= = =
h M
h M
jh
M n m h
fT
fT
f B
h/ M n fT f A
f A f A f B
M
f A
M
T f
nm
nm nm
nm
n
M
n
M
n
M
m
m n nm n s
l

(We did not have time to derive it in class. You may try by
yourself, if you are interested in it.)
We finally obtain
4-275
signals
Numerically plotted average power spectrumdensity of the
equivalent lowpass CPFSK signal
Fromthe symmetry of its average power spectrumdensity, one
only needs to draw the upper side band of it.
M = 2
T f h
T
d
2
5 . 0
=
=
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 0.5 1 1.5 2 2.5 3
S
p
e
c
t
r
a
l

d
e
n
s
i
t
y
Normalized freq. fT
h=0.5
h=0.6
h=0.7
h h=0.5 =0.5
h h=0.7 =0.7
h h=0.6 =0.6
4-276
signals
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
0 0.4 0.8 1.2 1.6
S
p
e
c
t
r
a
l

d
e
n
s
i
t
y
Normalized freq. fT
h=0.8
h=0.9
h=0.95
h h=0.8 =0.8
h h=0.95 =0.95
h h=0.9 =0.9
M = 2
T f h
T
d
2
5 . 0
=
=
4-277
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
0 0.4 0.8 1.2 1.6
S
p
e
c
t
r
a
l

d
e
n
s
i
t
y
Normalized freq. fT
h=1.05
h=1.1
h=1.2
signals
h h=1.05 =1.05
h h=1.2 =1.2
h h=1.1 =1.1
M = 2
T f h
T
d
2
5 . 0
=
=
4-278
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
0 0.4 0.8 1.2 1.6
S
p
e
c
t
r
a
l

d
e
n
s
i
t
y
Normalized freq. fT
h=1.3
h=1.4
signals
h h=1.3 =1.3
h h=1.4 =1.4
M = 2
T f h
T
d
2
5 . 0
=
=
4-279
signals
Observation 1: for h< 1,
Its average spectrumis relatively smooth and well confined.
In other words, all the power seems to be confined within
T
f fT
6 . 0
or 6 . 0 < <
Observation 2: for h>1,
Its average spectrumbecomes broader and hence, the
bandwidth is safely taken to be.
This is the main reason why in communication systems, where
CPFSK is used, the modulation index his (usually) taken to be
less than 1.
. symbols channel the of width the is T where
T
f fT
2 . 1
or 2 . 1 < <
4-280
signals
Example. Bluetooth RF specification
GFSK (Gaussian FSK) with BT = 0.5
B = Bandwidth (for baseband symbol) = 0.5MHz. Hence, T =
1s.
1= positive frequency deviation;
0= negative frequency deviation
modulation index 0.28 ~0.35
Modulation index = 2f
d
T, where f
d
is the peak frequency
deviation.
Hence, 0.28< h < 0.35==> 140KHz < f
d
< 175KHz (peak
frequency deviation)
symbol timing 20ppm
4-281
signals
Observation 3:
Although the spectrumformula of the CPFSK signal is derived
under the condition that
1 | ) ( | < jh
i.e,
1 h
one can still imagine its behavior at
By letting 1 h
1 = h
we can observe M impulses in the average power
spectrumdensity of the equivalent lowpass CPFSK signal.
4-282
4impulses appear
when his close to1.
The bandwidth
becomes broader
than, almost twice of,
that of M = 2. This is
because 4-level
CPFSK carries twice
the digital
information than 2-
level CPFSK does
under the same
symbol width T.
M=4
signals
4-282
4-283
8impulses can be observed when his close to1.
The bandwidth becomes broader than, almost four times of that of M
= 2. This is because 8-level CPFSK carries four times the digital
information than 2-level CPFSK does under the same symbol width T.
M = 8
signals
4-284
signals
Numerically plotted average power spectrum
density of the (lowpass) MSK signal
Fromthe symmetry of its average power spectrum
density, one only needs to draw the upper side band of
it.
) 2 and 2 / 1 ( = = M h
. 0
2 / sin 2
sin
sin
sin
) ( = = =
h M
h M
jh
[ ]
.
) 16 1 (
) 2 ( cos 16

) ( ) ( ) (
2
) (
2
) (
2 / ) 3 (
) 2 cos( ) (
4 / 3 2 sinc ) (
2 2 2 2
2
2
1
2
1
2
1
2
T f
fT T
f A f A f B
T
f A
T
f
n m
fT f B
) n ( fT f A
n m
m n nm
n
n s
nm
nm nm
n
l
=
+ =
+ =
=
=

= = =

4-285
[ ]
[ ]
) 16 / 1 ( 2
2 cos
) 4 / 1 )( 4 / 1 (
) 4 / 1 ( sin ) 4 / 1 ( sin
) ( ) (
) 4 / 1 ( 2
) 2 sin( 1
) 4 / 1 ( 2
)] 4 / 1 ( 2 cos[ 1
4 / 1 sinc ) (
) 4 / 1 ( 2
) 2 sin( 1
) 4 / 1 ( 2
)] 4 / 1 ( 2 cos[ 1
4 / 1 sinc ) (
2 2 2 2 2 1
2 2 2 2
2 2
2
2 2 2 2
2 2
1
=
+
+
=

= =
+
+
=
+
+
= + =
T f
fT
fT fT
fT fT
f A f A
fT
fT
fT
fT
fT f A
fT
fT
fT
fT
fT f A

For your information,
signals
4-286
signals.) MSK of density spectrum power average the is This (
) 16 1 (
) 2 ( cos 16
16 1
8
4
) 2 ( cos

) 16 / 1 (
2
) 4 / 1 (
1
) 4 / 1 (
1
4
) 2 ( cos

) 16 / 1 ( 2
) 2 ( cos
) 4 / 1 ( 4
) 2 ( cos
) 4 / 1 ( 4
) 2 ( cos

) 16 / 1 ( 2
) 2 ( cos
) 4 / 1 ( 4
)] 2 ( sin 1 [
) 4 / 1 ( 4
)] 2 ( sin 1 [
) ( ) ( ) 2 cos(
2
) ( )] 2 sin( 1 [
2
) ( )] 2 sin( 1 [

) ( ) ( ) (
2
) ( )] ( 1 [
2
) ( )] ( 1 [
) (
2 2 2 2
2
2
2 2 2
2
2 2 2 2 2
2
2 2 2
2
2 2
2
2 2
2
2 2 2
2
2 2
2
2 2
2
2 2
2
2
2
1
2 2 12
2
2 22
2
1 11
T f
fT T
T f
fT T
T f fT fT
fT T
T f
fT T
fT
fT T
fT
fT T
T f
fT T
fT
fT T
fT
fT T
f A f A fT T
f A fT T f A fT T
f A f A f TB
f A f B T f A f B T
f
l
s
+
+
=
+
+
=
+
+
=
+
+
+
=
+
+
+
+
=

signals
4-287
signals
In comparison with offset QPSK with rectangular
pulse shape
( ) [ ]
.
otherwise , 0
) 2 , 0 [ , 1
) ( shape) pulse r rectangula OQPSK with (
2 ) 2 ( ) ( :
1 2 2

= =
=

=
+
T t
t g
T kT t g jI kT t g I t S
k
k k l
QPSK Offset

=
+
=
+
=
+ +
=
+
+
+ +
+ = +
k k
k k
k k
k k
k k
k k
k k
k k s
T T k t g kT t g I I E j
T k t g T kT t g I I E j
T T k t g T kT t g I I E
T k t g kT t g I I E t t
l
'
1 ' 2 2
'
' 2 1 2
'
1 ' 2 1 2
'
' 2 2
) ' 2 ( ) 2 ( ] [
2
1
) ' 2 ( ) 2 ( ] [
2
1
) ' 2 ( ) 2 ( ] [
2
1
) ' 2 ( ) 2 ( ] [
2
1
) , (

4-288
{ }
=
+ =
+ + + + + = +
k
k k
s
n
kT t g kT t g
T k t g T k t g kT t g kT t g t t
I
l
) ( ) (
2
1

) ) 1 2 ( ( ) ) 1 2 ( (
2
1
) 2 ( ) 2 (
2
1
) , (
on, distributi marginal uniform with i.i.d. are if

2
2
2
2
} 0 , max{
} , min{
0 0
2
0 0
) 2 (
) 2 ( sin
) 0 (
) (
) 2 (
) 2 ( sin 2
2
) (
otherwise , 0
| | ,
2
| | 2
2
1 1
2
1 1
)] ( ) ( [
2
1 1
2 | | ,
2
| | 2
2
1 1
or
2
1 1
)] ( ) ( [
2
1 1
) (
fT
fT
f
fT
fT T
T
f
Fourier f
T
T
T
dt
T
dt
T
dt t g T t g
T
T T
T
T
dt
T
dt
T
dt t g T t g
T
l
l
l
l
s
s
s
T T T T
T T
T
T
s
<
= + = + + + +
<
= = + + + +
=

signals
2 2 2
2
2 2 2
2
) 16 1 (
) 2 ( cos
) 0 (
) (
) 16 1 (
) 2 ( cos 16
) (
T f
fT
f
T f
fT T
f
l
l
l
s
s
b
b
s

MSK
. 0 , 1 for only 1 ) ( , 0 For = = < k kT t g T t
0 > 0 <
0 > 0 <
4-289
signals
-80
-70
-60
-50
-40
-30
-20
-10
0
0 1 2 3 4 5 6 7 8 9 10
rOQPSK rectangula
OQPSK sinusoidal MSK=
) 0 (
) (
log 10
10
l
l
s
s
f
fT
4-290
signals
Observations
Main lobe : MSK is 50% wider than rectangular OQPSK, i.e.,
MSK = 1.5* rectangular OQPSK.
Tail :
Compare the bandwidth that contains 99% of the total
power: MSK = 1.2/T and rectangularOQPSK = 8/T. In
other words, MSK decreases faster than offset QPSK.
Hence, MSK is significantly more bandwidth-efficient than
rectangularOQPSK. (See the next slide.)
Note that by further decreasing the modulation index h,
the bandwidth-efficiency of MSKs can be increased.
However, in such case MSK signals are no longer
orthogonal. Therefore, its error probability will be
increased as well.
2
1
2
4
1
= = = T f h
T
f
d d
4-291
Fractional out-of-band power
Fractional in-band power
). 2 (and , ) ( where
) ( ) (
1
) (
2 /
2 /
2 /
2 /

+

+
= =
+ =
W B df f P
df f df f
P
B P
Total
B f
B f
B f
B f
Total
band In
c
c
c
c
)] ( 1 [ ) ( B P B P
band In band of Out
=
This quantity is often used to measure the bandwidth efficiency
of a modulation scheme. For example, finding the bandwidth B
under some acceptable condition, say fractional-out-of-band
power is no greater than 0.01.
4-292
signals
4-293
signals
Spectral characteristics of CPFSK (or CPM) signals
modulation index h
In general, the lower the modulation index h, the higher the
bandwidth efficiency.
pulse shape(t)
The smoother (meaning, continuity of derivatives) (t), the greater
the bandwidth efficiency.
For example, the raised cosine (t) will result in higher bandwidth
efficiency than the rectangular (t).
For example, LRC (raised cosine (t) with duration LT) with
larger L (i.e., smoother) will result in greater bandwidth efficiency.
4-294
signals
4-295
signals
4-296
signals
4-297
4.4.3 Power spectra of modulated
signals with memory
4.4.1 Power spectra of linearly modulated signals
PAM, memoryless
4.4.2 Power spectra of CPFSK and CPM signals
Nonlinear with memory
4.4.3 Power spectra of modulated signals with
memory
Linear with memory, such as Differential Encoding
4-298
(Recall) Example study of linear modulation with
memory
Delay modulation (run-length-limited code or Miller
code)
Channel symbols : ) ( ) ( ), ( ) ( ), ( ), (
1 4 2 3 2 1
t s t s t s t s t s t s = =
signals with memory
s
1
(t) s
2
(t) s
4
(t) s
3
(t)
4-299
Markov state diagram
signals with memory
4-300
signals with memory
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
) 1 (
) 1 (
) 1 (
) 1 (
) (
) (
) (
) (
4
3
2
1
4
3
2
1
T T
t S
t S
t S
t S
t S
t S
t S
t S
s
4
s
3
s
2
s
1
) ( / 0
1
t s
) ( / 0
1
t s
) ( / 0
4
t s
) ( / 0
4
t s
=
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
0
T
=
0 1 0 0
0 0 1 0
0 1 0 0
0 0 1 0
1
T Similarly,
4-301
= = = =
= = = =
= = = =
= = = =
=
=
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
) 0 , | ( ) 0 , | ( ) 0 , | ( ) 0 , | (
0 0 0 1
0 0 0 1
1 0 0 0
1 0 0 0
4 4 4 3 4 2 4 1
3 4 3 3 3 2 3 1
2 4 2 3 2 2 2 1
1 4 1 3 1 2 1 1
0
T
Equivalent statistical representation of state transition
matrix
signals with memory
4-302
signals with memory
State transition probability matrix
), modulation (delay example
previous for the s, other word In matrix. y probabilit n transitio the
called is ] [ matrix Then the ] Pr[ Let
ij i j ij
p . |S S p = = P
=
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
) | ( ) | ( ) | ( ) | (
4 4 4 3 4 2 4 1
3 4 3 3 3 2 3 1
2 4 2 3 2 2 2 1
1 4 1 3 1 2 1 1
44 43 42 41
34 33 32 31
24 23 22 21
14 13 12 11
p p p p
p p p p
p p p p
p p p p
P
1 0
) 1 Pr( ) 0 Pr( T T P = + = = I I
4-303
signals with memory
Spectra characteristic of linear modulated signals with memory in
terms of Markov state transition probability matrix (Titsworth and
Welch, 1961) (No derivation will be provided.)
( )
[ ]
[ ] . ) ( ) ( Fourier ) (
column, and row at located of element the ) (
symbols), (input states of number
symbol, channel or state each on y probabilit initial
, ) ( ) ( Fourier ) (
~

, ) ( Fourier ) ( where
formula) memory - (with , ) ( ) (
~
)] (
~
[ Re
2

| ) (
~
|
1 1
) (
1
2
1
, , ,
, ,
1 1
,
*
,
1
2
,
2
1
, 2
=
= =
=
= =
= =
=
=
=

=
=

+
+
=
n
nfT j
ij ij ij
th th n
ij
m
M
i
i l i m l m l
m l m l
M
i
ij
M
j
j l i l i
M
m
m l m
n
M
m
m l m s
e n p n p f P
j i n p
M
p
t s p t s f S
t s f S
f P f S f S p
T
f S p
T T
n
f f S p
T
f
P
4-304
signals with memory
Special case 1. Linear modulated signals without memory.
The current channel symbol is independent of the previous channel
symbol.
.
2 1
2 1
2 1
1
P P T P =
= =

=
n
M
M
M
M
m
m m
p p p
p p p
p p p
p and
L
M O M M
L
L

0 1 0
0 1 0
0 1 0
) , | ( ) , | ( ) , | (
) , | ( ) , | ( ) , | (
) , | ( ) , | ( ) , | (
column
4 2 1
2 2 2 2 1
1 1 2 1 1
th
i
M M M
M
M
i I S S p i I S S p i I S S p
= = =
= = =
= = =
L L
M L M L M
L L
L L
L
M O M M
L
L
T
i
=
[ ]
( )
( )
( ) ( )
( ) ( )
( )

= =
= =
= =
= =
= =
=
=
=
= =
= =
=
= =
+ +
+ +
+
+
+
+
=
= =
M
m
m l m
n
M
m
m l m
n
nfT j
M
m
m l m
M
m
m l m
n
M
m
m l m
n
nfT j
M
m
m l m
M
m
m l m
n
M
m
m l m
M
i n
nfT j
M
j
j l i l j i
M
m
m l m
n
M
m
m l m
M
i
ij
M
j
j l i l i
M
m
m l m
n
M
m
m l m s
n
nfT j
j ij ij
f S p
T T
n
f f S p
T
e f S p
T
f S p
T T
n
f f S p
T
e f S p
T
f S p
T T
n
f f S p
T
e f S f S p p
T
f S p
T T
n
f f S p
T
f P f S f S p
T
f S p
T T
n
f f S p
T
f
e p n p f P
1
2
,
2
1
, 2
1
2
2
1
,
1
2
,
2
1
, 2
1
2
2
1
,
1
2
,
2
1
, 2
1 1
2
1
,
*
,
1
2
,
2
1
, 2
1 1
,
*
,
1
2
,
2
1
, 2
1
2
| ) (
~
|
1 1

Re
~ 2
| ) (
~
|
1 1

Re
~ 2
| ) (
~
|
1 1

) (
~
)] (
~
[ Re
2

| ) (
~
|
1 1

) ( ) (
~
)] (
~
[ Re
2

| ) (
~
|
1 1
) (
) ( Fourier ) (
. 0 ) (
~
, definition By
1
,
=
=
M
m
m l m
f S p
4-305
( )
( )
( )
( )
( )
( )

= = =
= =
= = = = = =
=
= =
= = = = =
= =
= = =
= =
= =
= =
=
= =
+
=
+
+
+ +
=
+
=
+
=
M
m
M
i
m l i l m i
M
m
m l m
n
M
m
m l m
M
i
j l
M
j
i l j i
M
m
M
i
m l i l m i
M
m
M
i
m l i l m i
M
m
m l m
n
M
m
m l m
M
m
M
i
j l
M
j
i l j i
M
i
m l i l i
M
i
m l i l i m l m
n
M
m
m l m
M
m
M
i
i l i m l
M
i
i l i m l m
n
M
m
m l m
M
m
M
i
i l i m l m
n
M
m
m l m
M
m
m l m
n
M
m
m l m s
S f S p p
T
f S p
T T
n
f f S p
T
f S f S p p
T
f S f S p p
T
S f S p p
T
f S p
T T
n
f f S p
T
f S f S p p f S f S p S f S p f S p
T
T
n
f f S p
T
f S p f S f S p f S p
T T
n
f f S p
T
f S p f S p
T T
n
f f S p
T
f S p
T T
n
f f S p
T
f
1 1
,
*
,
1
2
,
2
1
, 2
1
*
,
1
,
1 1
*
, ,
1 1
,
*
,
1
2
,
2
1
, 2
1 1
*
,
1
,
1
*
, ,
1
,
*
,
2
,
2
1
, 2
1 1
, ,
1
*
,
*
,
2
1
, 2
1
2
1
, ,
2
1
, 2
1
2
,
2
1
, 2
) (
1
| ) ( |
1 1
) ( ) (
1
) ( ) (
1
) (
1
| ) ( |
1 1
) ( ) ( ) ( ) ( ) ( | ) ( |
1
1
) ( ) ( ) ( ) (
1 1
) ( ) (
1 1
| ) (
~
|
1 1
) (
4-306
4-307
( )
[ ]

= + = =
= =
+
=
M
i
M
i j
j l i l j i
M
m
m l m m
n
M
m
m l m s
f S f S p p
T
f S p p
T
T
n
f f S p
T
f
1 1
*
, ,
1
2
,
2
1
, 2
. ) ( ) ( Re
2
| ) ( | ) 1 (
1

1
) (
signals with memory
Special case 2. Linear modulated PAM signals without
memory and with real input information
. | ) ( | ) / ( | ) ( | ) ( that Recall
2
2
2
2
2
f G T k f
T
f G
T
f
k
i i
s
l

=
+ =

4-308
[ ]
2
2
2
2
2
2 2 2
2
2
2
1 1 1
2 2
1
2 2
2
2
2
1 1
2
1
2 2
2
1
2
2 *
, , ,
,
| ) ( | ) (
] [ ] [
1
| ) ( | ) (
2
1
| ) ( | ) (
| ) ( |
2
| ) ( | ) 1 (
1

) (
1
) (
. | ) ( | ) ( ) ( ) ( ) (
. ,..., 2 , 1 and , ) 1 2 ( re whe
) ( ) ( : symbol channel
f G
T T
n
f f G
T
A E A E
T
f G
T
n
f f G
T
A A p p A p A p
T
f G
T
n
f f G
T
f G A A p p
T
f G A p p
T
T
n
f A p f G
T
f
f G A A f S f S f G A f S
M m d M m A
t g A t s
i
n
i
n
i
M
i
M
i j
j i j i
M
i
i i
M
i
i i
n
i
M
i
M
i j
j i j i
M
m
m m m
n
M
m
m m s
j i j l i l m m l
m
m m l
l
=
+
+ +
=
+
=
= =
= =
=
=
= + = = =
=
= + = =
= =
signals with memory
4-309
signals with memory
Observations on
( )
[ ]

= + = =
= =
+
=
M
i
M
i j
j l i l j i
M
i
i l i i
n
M
i
i l i s
f S f S p p
T
f S p p
T
T
n
f f S p
T
f
l
1 1
*
, ,
1
2
,
2
1
, 2
) ( ) ( Re
2
| ) ( | ) 1 (
1

1
) (
The power spectrumdensity consists of a discrete term,
i.e., the 1st termof the above formula.
The discrete termvanishes if
0
1
,
=
=
M
i
i l i
T
n
S p
which is usually imposed on the design of practical digital
communication systems.
Is this also a necessary condition?
Problem4.33.
4-310
signals with memory
Special case 3. Linear modulated PAM/NRZsignals
without memory and with real binaryinput information
( )
[ ]

= + = =
= =
+
=
= =
= = =
=
= =
2
1
2
1
*
, ,
2
1
2
,
2
2
1
, 2
2 1
2 , 1 ,
2 , 1 ,
) ( ) ( Re
2
| ) ( | ) 1 (
1

1
) (
. 1 and Let
). ( ) ( and
sin
) ( ) (
. amplitude of pulse r rectangula ) ( where
), ( ) ( and ) ( ) ( : symbols channel
i i j
j l i l j i
i
i l i i
n i
i l i s
l l
l l
f S f S p p
T
f S p p
T
T
n
f f S p
T
f
p p p p
f G f S
fT
fT AT
f G f S
A t g
t g t s t g t s
l

4-311
[ ] [ ]
( ) ( ) f G
T
p p
T
n
f f G
T
p
f G p p
T
f pG p f G p p
T
T
n
f f G p f pG
T
f
n
n
s
l
2 2
2
2
2 2 2
2
2
) 1 ( 4 ) 1 2 (

) ( ) 1 (
2
) ( ) 1 ( ) ( ) 1 (
1

) ( ) 1 ( ) (
1
) (
=
+ +
Special case 4. Linear modulated PAM/NRZsignals

without memory and with zero-meanreal binaryinput
information
( ) ( )
2
2 2
2
2
| ) ( |
1

) 1 ( 4 ) 1 2 (
) (
. 2 / 1 Let
f G
T
f G
T
p p
T
n
f f G
T
p
f
p
n
s
l
=
=
=
=

signals with memory
4-312
signals with memory
Special case 5. Linear modulated NRZI (DE) signals
withmemory and with zero-meanreal binaryinput
information
: obtain and omitted) (detailed PSD averaged its derive to 1 case
special in formula the use can we Hence, . of form the in is which
2 / 1 2 / 1
2 / 1 2 / 1

0 1
1 0
2
1
1 0
0 1
2
1

2
1
2
1
. 2 / 1 mean - zero
2 1
2 1
2 1
= + =
=
p p
p p
T T
p
P
( )
[ ]
signals. NRZ for that as same the is which , | ) ( |
1

) ( ) ( Re
2
| ) ( | ) 1 (
1

1
) (
2
1 1
*
, ,
1
2
,
2
1
, 2
f G
T
f S f S p p
T
f S p p
T
T
n
f f S p
T
f
M
i
M
i j
j l i l j i
M
i
i l i i
n
M
i
i l i s
l
=
+
=

= + = =
= =

4-313
signals with memory
Special case 6. Delay modulation signals withmemory
and with zero-meanequal-probable input information
omitted), (details Hence
1 for
4
1
any vector for that Observe
.
0 2 / 1 0 2 / 1
0 0 2 / 1 2 / 1
2 / 1 2 / 1 0 0
2 / 1 0 2 / 1 0
4
. k
k k
> =
=
+
, P P
P
[
]
. where
, 8 cos 2 7 cos 8 6 cos 2 5 cos 12
4 cos 5 3 cos 12 2 cos 22 cos 2 23
) cos 8 17 ( 2
1
) (
2
fT
f
l
s
=
+ + +
+
+
=
4-314
signals with memory
In comparison with NRZ/NRZI (cf. the next slide),
NRZ/NRZI peaks at f =0. ([f =0] =dc power)
DM has significantly smaller bandwidth occupancy, and a
relatively small zero-frequency content.
Hence, DM can be applied to those channels that do not
pass dc, e.g., magnetic recording media (that is to say, in
such channel, dc is somewhat filtered out.)
4-315
signals with memory
0
0.4
0.8
1.2
1.6
2
2.4
2.8
3.2
3.6
4
4.4
4.8
5.2
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
S
p
e
c
t
r
a
l

d
e
n
s
i
t
y
Normalized freq. fT
NRZ
Delay modulation
Delay modulation Delay modulation
NRZ NRZ
2
,
2 2 ,
) / (sin 2 ) (
) cos 8 17 (
8 cos 2 7 cos 8 6 cos 2 5 cos 12 4 cos 5 3 cos 12 2 cos 22 cos 2 23
) (
x x x
x x
x x x x x x x x
x
NRZ s
DM s
l
l
=
+
+ + + +
=
Smaller bandwidth occupancy
4-316
MSK, invented by Doelz and Heald in 1961
Power spectral characteristics of CPFSK and
CPM,
Bennett and Rice, 1963
Anderson and Salz, 1965
Bennett and Davey, 1965
Multi-amplitude MSK, Weber et al, 1978
Multi-amplitude CPM, Mulligan, 1988
4-317
Linear representation of CPM
Binary, Laurent 1986
M-ary, Morelli 1995
5-1
Chapter 5 : OptimumReceivers for the
Additive White Gaussian Noise Channel
5-2
Overview
Additive white Gaussian noise assumption
process. Gaussian a is ) ( where ), ( ) ( ) (
,
t n t n t s t r
l l m l l
+ =
Question: How to design a receiver to compensate
such kind of noise ?
5.1 Simple analysis for memoryless modulated signals
and modulated signals with memory
5.2 Probability of error (receiver side)
5-3
n
l
(t)
Channel
s
l,m
(t)
r
l
(t)=s
l,m
(t)+n
l
(t) +
Systemview
Transmitted
signal
Received
signal
5.1 Optimal receiver for signals corrupted
by additive white Gaussian noise
AWGN : Additive White Gaussian Noise
W/Hz.
2
1
) (
0
N f
n
=
5-4
Assumption
For simplicity, assume that the baseband signal is real-
valued.
Definition of optimality
To estimate min order to minimize the error
probability
) ( ) ( ) (
,
t n t s t r
l m l l
+ =
5-5
Model for analysis
Signal demodulator
Vectorization
[ ]
N l
r r r t r ,..., , ) (
2 1
Detector : minimize the probability of error in the

above functional block
[ ] m r r r
N
,..., , estimator
2 1
=
Signal
demodulator
Detector
Received
signal r
l
(t)
Output
decision
Receiver
5-6
Realization of Signal demodulator
Signal correlators
Matched filters
5-7
5.1.1 Correlation demodulator
Correlation demodulator
( )
T
dt
0
) (
1
t f
( )
T
dt
0
) (
2
t f
( )
T
dt
0
) (t f
N
1
r
2
r
N
r
) ( signal Received t r
l
T t = at Sample
detector To
{ } l orthonorma
1
N
n n
f
=
5-8
Vectorization of the received signal
{ }
. ) ( ) ( and ) ( ) ( where
), ( ) ( ) ( ) (
, basis the Given
0 0
,
'
1 1
1

= =
+ + =
= =
=
T
k l k
T
k m l mk
l
N
k
k k
N
k
k mk l
N
n n
dt t f t n n dt t f t s s
t n t f n t f s t r
f
{f
1
(t) f
2
(t),,f
N
(t)}span the channel symbol space.
Note that {f
k
(t)}may not span the noise space, and
hence, there may exist an extra term, n
l
(t). This term,
however, is irrelevant to the decision error of the
transmitted signal.
Alternative explanation is that n
l
(t) is irrelevant to decision error
since decision is made only based on {r
1
,r
2
,,r
N
}.
5-9
{ }
. where
), ( ) ( ) ( ) ( ) ( ) (
, basis the Given
'
1
'
1 1
1
k mk k
l
N
k
k k l
N
k
k k
N
k
k mk l
N
n n
n s r
t n t f r t n t f n t f s t r
f
+ =
+ = + + =

= = =
=
( )
T
dt
0
) (
1
t f
( )
T
dt
0
) (
2
t f
( )
T
dt
0
) (t f
N
1 1 1
n s r
m
+ =
2 2 2
n s r
m
+ =
N mN N
n s r + =
) ( signal Received t r
l
T t = at Sample
detector To
5-10
Statistical property of noise {n
1
,n
2
,,n
N
}.
Suppose n
l
(t) is a zero-mean white Gaussian process.
[ ]
). (
2
1

) ( ) (
2
1

) ( ) ( ) (
2
1

) ( ) ( ) ( ) ( ] [ : ation autocorrel
. 0 ) ( )] ( [ ] [ : mean
0
0
0
0 0
0
0 0
0
m k N
dt t f t f N
dtd f t f t N
dtd f t f n t n E n n E
dt t f t n E n E
T
m k
T T
m k
T T
m k l l m k
T
k l k
=
=
=
=
= =

Hence, {n
1
,n
2
,,n
N
}are zero-mean uncorrelated
Gaussian randomvectors.
{ } l. orthonorma being requires
why we explains step This
1
N
n n
f
=
5-11
Notes
If {f
n
}are not orthonormal, {n
1
,n
2
,,n
N
}become zero-mean
dependent Gaussian noise.
5-12
Statistical property of received signals {r
1
,r
2
,,r
N
}.
{ } { } . mean ector with Gaussian v ed uncorrelat is
1 1
N
k mk
N
k k k mk k
s r n s r
= =
+ =
M
N MN M M M
N N
N N
s
r r r s s s s
s
r r r s s s s
s
r r r s s s s
r
r
M
r
r
r
r
vector mean with Gaussian ed uncorrelat
] ,..., , [ ] ,..., , [

] ,..., , [ ] ,..., , [
] ,..., , [ ] ,..., , [
2 1 2 1
2
2 1 2 22 21 2
1
2 1 1 12 11 1
=
=
=
5-13
Maximum-likelihood decision maker based on
Correlation Demodulator
{ }
{ }
( )
{ }. ] ,..., , [ Pr
] ,..., , [ Pr
Pr
max arg
] ,..., , [ Pr max arg decision MAP
2 1
2 1
1
2 1
1
j N
N
j
M j
N j
M j
s r r r
r r r
s
r r r s
r
r
r

=
=
{ }
maker. decision ML becomes maker decision MAP and
, every for / 1 Pr then prior, equal If j M s
j
=
r
{ }. ] ,..., , [ Pr max arg decision ML
2 1
1
j N
M j
s r r r
r

=
5-14
[ ] ( ) ( )
). ( ) (
. ,..., 2 , 1 and , ) 1 2 ( re whe
,
2
t g A t s
M m d M m A
m m l
m
c m
t f j
m m
c
=
= =
= =
.
, 0
0 ,
1
) ( basis

=
otherwise
T t
T
t f
, 2 / variance with Gaussian mean - zero is where ,
0 ,
N n n s r
l m l l
+ =
. ) (
1
and ) (
1
and
0
, ,
0

= =
T
m l m l
T
l l
dt t s
T
s dt t r
T
r
Correlation demodulator becomes a pure integrator.
Example 5.1-1. BasebandPAM signal with rectangular pulse
shape.
0 T
t
g(t)
a
5-15
.
) (
exp
1
) | Pr(
0
2
,
0
,

=
N
s r
N
s r
m l l
m l l
{ }
. ) ( min arg
] ,..., , [ Pr max arg decision ML
2
,
1
2 1
1
j l l
M j
j N
M j
s r
s r r r
=
=

r
. ) (
1
0
,
T aA dt t g A
T
s
m
T
m m l
= =
.) 0 for ) ( ( T t a t g < =
5-16
In the following slides, we will assume the lowpass
signals are always employed except otherwise
stated. Hence, the lengthy subscript l will be
omitted as the text did.
To simplify the analysis, we will also assume the
lowpass equivalent noise n
l
(t) (now denoted by n(t)
following the previous remark) is a white
Gaussian noise, instead of a more practical
bandlimitedwhite Gaussian noise.
5-17
5.1.2 Matched-filter demodulator
Linear filter demodulation (replacing the
correlators)
5-18
Difference between correlatorsand filters
= =
=

). ( i.e., e, proper tim at sampling Then
) ( ) ( ) ( ) ( ) (
: filter
) ( ) ( : correlator
0
0
T r
d t h r d t h r t r
d f r r
k
t
k
t
k k
T
k k

Correlation-type demodulation is a special case of filter-type
demodulation
! ! ) ( ) ( ) (
. at sampling , ) ( ) ( ) (
) ( ) ( ) ( : filter Then
). ( ) ( Let
0
0
0
= =
= + =
=
=
T
k k k
T
k k
t
k k
k k
d f r T r r
T t d T T f r T r
d t h r t r
t T f t h

. 0 for 0 ) ( < = t t r
5-19
Difference between correlators and filters
=
=
.
) ( i.e, e, proper tim at sampling Then
. ) ( ) ( ) (
: filter
) ( ) ( : correlator
0
0
T r
d t h r t r
d f r r
k
t
k k
T
k k

Yet, correlation demodulator requires that {f
k
(t)}be pairwise
orthogonal.
5-20
A correlation-type demodulator is a filter-type
demodulator with each filter defined by
). ( ) ( t T f t h
k k
=
A filter-type demodulator is a correlation-type
demodulator defined over the basis {h
k
(T t)}.
Note that {h
k
(T t)}may not forma basis.
A filter-type demodulator with filter
). ( ) ( t T s t h
k k
=
is called the matched-filter demodulator to the signal
s(t).
5-21
Example of matched filters
5-22
< +
<
=
< +
< +
=
=
=
otherwise
T t T
T A
t
T
A
t
T
A
T t t
T
A
t
T
A
otherwise
T t T d t T s s
T t d t T s s
d t T s s
d t h s t y
T
T t
t
t
t
, 0
2 ,
3
2
2 6
0 ,
6 2
, 0
2 , )] ( [ ) (
0 , )] ( [ ) (
)) ( ( ) (
) ( ) ( ) (
2
2
2
3
2
2
3
2
2
2
2
0
0
0

5.1.2 Matched-filter
demodulator
0
0 T 2T
3 /
2
T A
In the above example, the autocorrelation
function of filter output peaks at t = T.
0 t
tT
T
T
A
) ( T t
T
A
+
0 t tT T
T
A
) ( T t
T
A
+
5-23
Properties of matched filters
Matched filter maximizes SNR
0
(output signal-to-noise
ratio) under AWGN.
Proof.
[ ]

= =
+ =
= =
=
T
T
T T
T
n
s
T
n
T
s
n
s
d T h N
d T h s
dt d t T h T h n t n E
d T h s
T y E
T y
SNR
n s r
d T h n T y d T h s T y
T y E
T y
SNR
0
2
0
2
0
0 0
2
0
2
2
0
0 0
2
2
0
) ( ) 2 / (
) ( ) (

) ( ) ( ) ( ) (
) ( ) (
)] ( [
) (
(ii)
) ). ( ) ( ) ( that (Note
. ) ( ) ( ) ( and ) ( ) ( ) ( where
,
)] ( [
) (
Define (i)

5-24
). ( ) ( setting by achieved is bound upper the e wher
, ) (
2
) ( ) 2 / (
) ( ) (
Hence, (iv)
). ( ) ( if holds equality with
) ( ) ( ) ( ) (
, inequality Schwarz - Cauchy By (iii)
0
2
0
0
2
0
2
0
0
0
2
0
2
2
0

s C T h
d s
N
d T h N
d T h s
SNR
s C T h
d T h d s d T h s
T
T
T
T T T
=

=
=

5-25
Frequency-domain interpretation of the matched
filter

= =
=
= =
= = =
= =
=
= =
dt t s
N
df f S
N
df f S
N
df f S
df f
df e f Y
df f
T y
SNR
f S N f H f H N f
e f S e f S f S f H f S f Y
t s e f S e f S
d e s e
dt e t T s f H t s C t T h
n
fT j
s
n
s
n
fT j fT j
s
fT j fT j
T
f j fT j
T
ft j
2
0
2
0
2 0
2
2
2
2
2
0
2
0 0
2 2 2
2 * 2
0
) ( 2 2
0
2
| ) ( |
2
| ) ( |
2
| ) ( |
2
| ) ( |

) (
) (
) (
) (
| ) ( |
2
1
) ( ) (
2
1
) (
| ) ( | ) ( ) ( ) ( ) ( ) (
real. is ) ( if , ) ( ) (
) (
) ( ) ( ) ( ) (

Parsevals relation
5-26
Example. Biorthogonal signals with basis
The matched filter to the above signals are:
5-27
Channel symbols
] 2 / , 0 [ ) ( 2 / ) (
] 0 , 2 / [ ) ( 2 / ) (
] 2 / , 0 [ ) ( 2 / ) (
] 0 , 2 / [ ) ( 2 / ) (
2 4
1 3
2 2
1 1
T A t f T A t s
T A t f T A t s
T A t f T A t s
T A t f T A t s
= =
= =
+ = + =
+ = + =
SNR
0
under AWGN
0
2
0
2
0
2 /
|| ) ( ||
N
T A
N
t s
SNR
m
= =
5-28
Noise-free outputs for s
1
(t) respectively due to h
1
(t) and
h
2
(t).
Sampling outputs with noise.
+
+
+
+
=
ed. transmitt is if ], 2 / , [
ed; transmitt is if ], , 2 / [
ed; transmitt is if ], 2 / , [
ed; transmitt is if ], , 2 / [
4 2 1
3 2 1
2 2 1
1 2 1
s n T A n
s n n T A
s n T A n
s n n T A
r
r
r
r
r
r
5-29
5.1.3 The optimum detector
The optimumdetector for memoryless
modulated signals
Optimal = minimization of probability of error.
MAP (maximuma posterior probability) criterion
{ } r s r d
m M m MAP
r r r
| Pr max arg ) (
1
=
{ }
{ } r s
s
r
s r r d
m
m
M m
m M m ML
r r
r
r
r r r
| Pr
) Pr(
) Pr(
max arg
| Pr max arg ) (
1
1

=
=
Maximum-likelihood criterion
Maximum-likelihood criterion = MAP criterion, if equal prior
} | Pr{
m
s r
r r
is usually called the likelihood function.
5-30
MAP is optimal in probability of error.
Proof. { }
{ } breaker). tie uniform (with disjoint wise - pair are
. ) | Pr( max arg ) ( : Let
1
1
M
m m
i
M i
MAP m
R
m r s r d r R
=

= = =
r r r r
=
=
=
=
=
=
M
m
R
m
M
m
R
m m
M
m
m m
m
m
r d r s P r P
r d s r P s P
s P s P
1
1
1
) | ( ) (
) | ( ) (
) | correct ( ) ( ) correct Pr(
r r r r
r r r r
r r
). correct (
increase not will sets other to ) to belongs formerly (which
of assignment - re any that observing by completed is proof The
' ',
P
R R
r
m m m m
r
5-31
Maximum-likelihood criterion under AWGN
M
K MK M M M M
K K
K K
s
r r r s s s s t s
s
r r r s s s s t s
s
r r r s s s s t s
r
r
M
r
r
r
r
] ,..., , [ ] ,..., , [ ) (

] ,..., , [ ] ,..., , [ ) (
] ,..., , [ ] ,..., , [ ) (
2 1 2 1
2
2 1 2 22 21 2 2
1
2 1 1 12 11 1 1
= =
= =
= =

=

=
K
k
mk k
K m
N
s r
N
s r P
1 0
2
2 /
0
) (
exp
) (
1
) | (
r r
5-32
{ }
{ }
2
1
1
2
1
1
2
0
0 1
1
1
|| || min arg
) ( min arg
) (
1
) log(
2
max arg
Pr log max arg
Pr max arg ) (
Euclidean m M m
K
k
mk k M m
K
k
mk k M m
m M m
m M m ML
s r
s r
s r
N
N
K
s | r
s | r r d
r r
r r
r r r
=
=
=
=
=

=

=


5-33
Example of signal space diagram for ML decision maker
for one kind of signal assignment
1
s
r
2
s
r
3
s
r
4
s
r
5
s
r
6
s
r
7
s
r
8
s
r
9
s
r
10
s
r
11
s
r
5-34
Erroneous decision region for the 5th signal
1
s
r
2
s
r
3
s
r
4
s
r
5
s
r
6
s
r
7
s
r
8
s
r
9
s
r
10
s
r
11
s
r
5-35
1
s
r
2
s
r
3
s
r
4
s
r
5
s
r
6
s
r
7
s
r
8
s
r
9
s
r
10
s
r
12
s
r
11
s
r
Example of alternative signal space assignment
5-36
1
s
r
2
s
r
3
s
r
4
s
r
5
s
r
6
s
r
7
s
r
8
s
r
9
s
r
10
s
r
12
s
r
11
s
r
Erroneous decision region for the 5th signal
5-37
Observations
There are two factors that determine the error probability.
1. The Euclidean distances among signal vectors.
Generally speaking, the larger the Euclidean distances
among signal vectors, the smaller the error probability.
2. The positions of the signal vectors.
The former two exemplified signal space diagrams have the
same pair-wise Euclidean distance among signal vectors.
Minimizing the Euclidean distance = Maximum-
likelihood (ML) criterion, (only) if the noise is AWGN.
If the noise is not AWGN, could we define a proper
distance function so that the minimization of the
distance = ML criterion?
5-38
MinimumDistance (MD) criterion
). , ( min arg ) (
) , ( metric a Define
1 m M m MD
m
s r metric r d
s r metric
r r r
r r

=
Minimumdistance criterion = maximumlikelihood
criterion under AWGN, if Euclidean metric is
considered.
( )
> < =
+ > < =
= =

2
|| ||
, max arg
|| || , 2 || || min arg ) (
) ( || || min arg ) (
2
1
2 2
1
2
1
m
m M m
m m M m MD
ML m M m MD
s
s r
s s r r r d
r d s r r d
r
v r
r v r r r
r r r r
Also,
5-39
Realization of the optimumAWGN receiver
> < =

2
|| ||
, max arg ) (
2
1
m
m M m
s
s r r d
r
v r r
The 1st term= Projection of received signal onto each channel
symbols.
The 2nd term= Compensation for channel symbols with
unequal powers, such as PAM.
> < =

2
) ( ) ( max arg
2
|| ||
, max arg ) (
0
1
2
1
m
T
m M m
m
m M m
dt t s t r
s
s r r d
E
r
v r r
5-40
Note that the front-end part is not necessarily a correlation-type
demodulation, since channel symbols may not forma basis.
The metric is named the correlationmetric.
Realization of
Optimal Detector
5-41
Terminology: Correlation metric (metric =distance
function)
It is named the correlation metric because it is a measure of
the correlation between the received vector and the m-th signal.
.
2
|| ||
, ) , (
2
m
m m
s
s r s r C
r
v r v r
> =<
Under AWGN, maximumdistance criterion with correlation
metric = ML criterion.
Terminology: PM metric
). ( ) | ( ) ( ) | ( ) , ( r p r s p s p s r p s r PM
m m m m
r r v v v r v r
= =
Maximumdistance criterion with PM metric = MAP criterion
5-42
Example. Binary PAM with
Problem: Determine the optimumMAP detector under
AWGN with two-sided power spectrumdensity N
0
/2.
= =
= =
. ) ( 1 ) (
.
2 1
2 1
p s P s P
s s E
Solution.
. 2 / variance and mean with d distribute Gaussian is
. 2 / variance
with d distribute Gaussian mean - zero is where ,
0
0
N r
N
n n r
E
E

+ =
5-43
{ }
{ }
{ }
{ }

=
=
=
=
=
=
+
+

otherwise s
p
p N
r s
otherwise s
e p pe s
e p pe
s r PM
s P s r P
r P r s P
r s P r d
N r N r
N r N r
m m
m m m
m m
m m MAP
,
1
ln
4
if ,
,
) 1 ( ,

) 1 ( , max arg
) , ( max arg
) ( | max arg
) ( | max arg
| max arg ) (
2
0
1
2
/ ) ( / ) (
1
/ ) ( / ) (
2 1
2 1
2 1
2 1
0
2
0
2
0
2
0
2
E
E E
E E
5-44
Observations.
The threshold depends not only on the prior but also on the
noise power.
With equal prior, the noise power becomesirrelevant.
=
otherwise s
p
p N
r s
r d
MAP
,
1
ln
4
if ,
) (
2
0
1
E
5-45
5.1.4 The maximum-likelihood sequence
detector
Optimal detector for signalswith memory(not
channel-with-memory or noise-with-memory, i.e,
still, the noise is AWGN)
It is implicitly assumed that the order of the signal memoryis
known.
Maximum-likelihood sequence detector
Maximuma posteriori probability based on a sequence
of received signal vectors.
5-46
detector
Maximum-likelihood sequence detector
Example study : NRZI
=
=
A t s
A t s
) (
) (
for time. index the is and , 2 / variance
with d distribute Guassian mean - zero is where
,
, discussion previous the From
0
k N
n
n A r
k
k k
+ =
5-47
detector
PDF of a sequence of demodulation outputs

=

=
K
k
k k
K K K
N
s r
N
s s r r P
1 0
2
2 /
0
1 1
) (
exp
) (
1
) ,..., | ,..., (
s
1
, , s
K
have memory, so it is advantageous to detect
the original signals based on a sequence of outputs.
If ML rule is employed, the resultant detector is called
the maximum-likelihood sequence detector.
5-48
detector
ML sequence detector for NRZI signals
ies. possibilit 2 of consist which ), ,..., ( of
ns combinatio possible all for search to needs therefore We
distance Euclidean , ) ( min arg
) (
exp
) (
1
max arg
) ,..., | ...., ( max arg ) ,..., (
1
1
2
} , { ) ,..., (
1 0
2
2 /
0
} , { ) ,..., (
1 1
} , { ) ,..., (
1
1
1
1
K
K
K
k
k k
A A s s
K
k
k k
K A A s s
K K
A A s s
K ML
s s
s r
N
s r
N
s s r r P r r d
K
K
K
K
K
K
=

=

=

=
=

5-49
detector
ML sequence detector for multi-dimensional
signals with memory
ies. possibilit 2 of consist which ), ,..., ( of
ns combinatio possible all for search to needs therefore We where
distance, Euclidean , ) ( min arg
) (
exp
) (
1
max arg
) ,..., | ,..., ( max arg ) ,..., (
1
1 1
2
) ,..., (
1 1 0
2
2 /
0
) ,..., (
1 1
) ,..., (
1
1
1
1
KN
K
K
k
N
j
kj kj
s s
K
k
N
j
kj kj
KN s s
K K
s s
K ML
s s
N. | |
s r
N
s r
N
s s r r P r r d
K
K
K
K
K
K
r r
r r r r r r
r r
r r
r r
=
=

=
=
= =
= =
S
S
S
S
The complexity of searching the optimal solution

becomes a burden.
5-50
Viterbi (demodulation) Algorithm
A sequential trellis searchalgorithmthat performs ML
sequence detection
Transforming a searchover 2
K
vector points into a sequential
searchover a (vector) trellis
sequential = break the vectors into components and perform
the search based on each component (in sequence) of the
vectors
(Also, it is a decoding algorithmfor convolutional
codes.)
=
=
A t s
A t s
) (
) (
detector
5-51
detector
The number of sequences in the trellis search may be
reduced by using the Viterbi algorithm.
=

=
K
i
i i
A A s s
K ML
s r r r d
K
K
1
2
} , { ) ,..., (
1
) ( min arg ) ,..., (
1
memory. have not does which input, digital the is } 1 0 {
memory. has which symbol, channel the is } { ) 2 1 (
1 if ,
0 if ,
: Notations
1
1
1
, I
A,A s I
I s
I s
s
k
k k
k k
k k
k
=
=
=

5-51
5-52
detector
The signal memory order of NRZI signals is 1(L=1).
The current channel symbol only depends on the previous
channel symbol.
Assume the initial state is S
0
. Then the trellis will reach its
regular formafter the reception of the first two signals.
5-53
Explaining the Viterbi Algorithm(fromS
0
at t = 0).
There are two paths entering each node at t =2T.
detector
). 2 ( by denoted
, 2 at node
) 1 , 1 ( or ) 0 , 0 ( ) , ( path
0
0
2 1
T S
T t S
I I
=
=
). 2 ( by denoted
, 2 at node
) 0 , 1 ( or ) 1 , 0 ( ) , ( path
1
1
2 1
T S
T t S
I I
=
=
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s
) ( / 0 t s
) ( / 1 t s
) ( / 1 t s
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s ) ( / 0 t s
) ( / 1 t s ) ( / 1 t s
) ( / 0 t s
5-54
detector
Euclidean distance for each path
2
2
2
1 0 0
2
2
2
1 0 0
)) ( ( ) ( ) 1 , 1 ( ) 2 ( node entering ) 1 , 1 ( path for distance Euclidean
)) ( ( )) ( ( ) 0 , 0 ( ) 2 ( node entering ) 0 , 0 ( path for distance Euclidean
A r A r D T S
A r A r D T S
+ = =
+ = =
Viterbi algorithm.
Discard, among the above two paths, the one with larger
Euclidean distance.
The remaining path is called survivor at t =2T.
Now, you should sense (at least, roughly) the key of the Viterbi
algorithm.
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s ) ( / 0 t s
) ( / 1 t s ) ( / 1 t s
) ( / 0 t s
5-55
2
2
2
1 1
2
2
2
1 1
) ( ) ( ) 0 , 1 (
) ( )) ( ( ) 1 , 0 (
A r A r D
A r A r D
+ =
+ =
Viterbi algorithm.
Euclidean distance.
We therefore have two survivor pathsafter observing r
2
.
detector
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s
) ( / 0 t s
) ( / 1 t s
) ( / 1 t s
5-56
detector
Suppose the two survivor pathsare (0,0) and (0,1)
Then, there are twopossible paths entering S
0
at t = 3T, i.e.,
(0,0,0) and (0,1,1).
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s ) ( / 0 t s
) ( / 1 t s
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s ) ( / 0 t s
) ( / 0 t s
) ( / 1 t s
) ( / 1 t s
T t 3 =
5-57
2
3 1 0
2
3 0 0
)) ( ( ) 1 , 0 ( ) 1 , 1 , 0 (
)) ( ( ) 0 , 0 ( ) 0 , 0 , 0 (
A r D D
A r D D
+ =
+ =
Viterbi algorithm.
Euclidean distance.
detector
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s
) ( / 1 t s
T t 3 =
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
5-58
2
3 1 1
2
3 0 1
) ( ) 1 , 0 ( ) 0 , 1 , 0 (
) ( ) 0 , 0 ( ) 1 , 0 , 0 (
A r D D
A r D D
+ =
+ =
Viterbi algorithm.
Euclidean distance.
detector
0 = t T t = T t 2 =
0
S
1
S
) ( / 0 t s ) ( / 0 t s
) ( / 0 t s
) ( / 1 t s ) ( / 1 t s
T t 3 =
5-59
detector
Viterbi algorithm
Compute two metrics for the two signal paths entering
a node at each stage of the trellis search
Remove the one with larger Euclidean distance
The survivor path for each node is then extended to the
next state.
The elimination of one of the two paths is done
without compromising the optimalityof the trellis
search, because any extension of the path with the
larger distance will always have a larger metric
than the survivor that is extended along the same
path.
5-60
detector
The number of paths searched reduced by a factor
of two at each stage (cf. the next slide).
The Viterbi algorithmdoes not reduce the
computational complexity (still, 2K metric
computations are required).
What the Viterbi algorithmminimizes is the
number of trellis paths searched in performing ML
sequence detection.
=

=
K
i
i i
A A s s
K ML
s r r r d
K
K
1
2
} , { ) ,..., (
1
) ( min arg ) ,..., (
1
5-61
detector
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
1
0
S
S
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
) ( / 0 t s
) ( / 1 t s
survivor
paths=(0,0)
and(0,1)
These dotted
Paths are
removed.
5-62
detector
Apply the Viterbi algorithmto Delay modulation
2entering paths for each node
L = memory order = 1
4survivor paths at each stage
5-63
In the previous discussion, we only discussed how to remove the
paths?, but did not touch the issue of how to make decision?.
Definition of decision delay for Viterbi decoding
delay= k means that the transmitted bits corresponding to
channel symbol at time instant i should be estimated after the
reception of r
k+i
.
=

= =

1
2
} , { ) ,..., (
1 1
) ( min arg ) ,..., ( )
, ,
(
is decision optimal The
1
i
i i
A A s s
ML ML
s r r r d I I L
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i i
s s of estimate ML =
detector
5-64
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
detector
Under the premise that the Viterbi algorithmyields the
ML decision, what is the maximumdecision delay
possibly encountered?
=

= =

1
2
} , { ) ,..., (
1 1
) ( min arg ) ,..., ( )
, ,
(
is decision optimal The
1
i
i i
A A s s
ML ML
s r r r d I I L
5-65
detector
Lets borrow an example fromExample 14.3-1 of
Digital and Analog Communications by J . D. Gibson.
A code with L =2
Assume the received codeword is(10,10,00,00,00,)
5-66
At time instant 2, one still does not know what the first
two transmitted bits are. (There are two possibilities for
time period 1; hence, decision delay > 1.)(If decision
were made now, the decision delay = T.)
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2
,r r
1
estimator s ML = k =1 ?
minimum (Hamming)
distance associated
with each path
1
r
2
r
5-67
Hence, we get r
3
and compute the accumulated metrics
for each path.
minimum (Hamming)
distance associated
with each path
1
r
2
r
3
r
5-68
two transmitted bits are. (Still, there are two
possibilities for time period 1; hence, decision delay >
2.)(If decision were made now, the decision delay = 2T.)
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3
, , r r r
1
1
r
2
r
3
r
5-69
Hence, we get r
4
for each path.
1
r
2
r
3
r
4
r
5-70
were made now, the decision delay = 3T.)
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3 4
, , , r r r r
1
1
r
2
r
3
r
4
r
5-71
Hence, we get r
5
for each path.
1
r
2
r
3
r
4
r
5
r
5-72
Time instant :
State
0
1
2
3
00
01
10
11
Codeword Received : 10 10 00 00 00
0 1 2 3 4 5
2
3
3
3
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3 4 5
, , , , r r r r r
1
1
r
2
r
3
r
4
r
5
r
5-73
Hence, we get r
6
for each path.
Time instant :
State
0
1
2
3
00
01
10
11
0 1 2 3 4 5 6
00
2
3
3
3
2
3
4
4
1
r
2
r
3
r
4
r
5
r
6
r
5-74
Time instant :
State
0
1
2
3
00
01
10
11
0 1 2 3 4 5 6
00
2
3
4
4
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3 4 5 6
, , , , , r r r r r r
1
1
r
2
r
3
r
4
r
5
r
6
r
5-75
Hence, we get r
7
for each path.
Time instant :
State
0
1
2
3
00
01
10
11
0 1 2 3 4 5 6
00
2
3
4
4
00
7
2
4
4
4
1
r
2
r
3
r
4
r
5
r
6
r
7
r
5-76
10 10 00 00 00
0 1 2 3 4 5 6
00 00
7
2
4
4
4
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3 4 5 6 7
, , , , , , r r r r r r r
1
1
r
2
r
3
r
4
r
5
r
6
r
7
r
5-77
Hence, we get r
8
for each path.
10 10 00 00 00
0 1 2 3 4 5 6
00 00
7
2
4
4
4
00
8
2
4
5
5
1
r
2
r
3
r
4
r
5
r
6
r
7
r
8
r
5-78
At time instant 8, one finally knows what the first two
transmitted bits are, which is 00. Hence, the decision
delay = 7T.
10 10 00 00 00
0 1 2 3 4 5 6
00 00
7
2
4
00
8
2
4
5
5
Viterbi
path remover
(after k delays)
1
,...,r r
i k+ i
s ML estimator =
1 2 3 4 5 6 7 8
, , , , , , , r r r r r r r r
1
estimator s ML = k =7 !
5-79
detector
Optimal Viterbi ML-decision maker : To wait until
there is only one possibility for the transmitted symbol.
(The decision delay could be as large as the transmitted
codeword length.)
Suboptimal Viterbi ML-decision maker : Set a limit to
the decision delay.
1
identical. are paths survivor all of
symbols ed transmitt 5 previous The
Pr
L i
Viterbi
path remover
(after 5L delays)
1
,...,r r
i
L i L i
s s
5 5
of estimate ML

=
5-80
Suboptimal Viterbi algorithm= If there are more than one survivor
paths (which results in more than one possible decoding results)
remain for time period i5L, just select the one with smaller metric,
and forcefully remove the others.
For example, NRZI codes with L=1.
detector
. state for ) , , , , , ( and state for ) , , , , , ( on base will
decision next the I.e., results. decision following the changing it without drop can we
paths, both for same the is 1 bit before metric d accumulate to on contributi the Since
. state for ) , , , , , (
and state for ) , , , , , ( become paths survivor new two the Then,
former. say the smaller, is )) , , , , , ( and
) , , , , , ( (between metric whose ), , ( from one select , If
. state for ) , , , , , ( and
state for ) , , , , , ( are paths survivor that two Suppose
1 7 6 5 4 3 2 0 7 6 5 4 3 2
1 6 5 4 3 2 1
0 6 5 4 3 2 1
6 5 4 3 2 1 1
6 5 4 3 2 1 0 1 1 1 1
1 6 5 4 3 2 1
0 6 5 4 3 2 1
S b b b b b b S b b b b b b
S b b b b b b
S b b b b b b
b b b b b b D
b b b b b b D b b b b
S b b b b b b
S b b b b b b

5-81
detector
The suboptimal Viterbi algorithmmay still yield a
bad decision (but with a very small probability);
As far as the decision delay is concerned (with
practical constraint), how about to minimize the
probability of decision error based on a fixed
delay D.
Apparently, this will result in a smaller error
probability than the suboptimal Viterbi algorithm.
The example in the previous slide is actually a symbol-
by-symbol detector withsymbol length =6information
bits.
5-82
5.1.5 A symbol-by-symbol detector for
signals with memory
Abend and Fritchman (1970) algorithm
Optimal in the sense of minimizing the symbol error for
a given delay D
. delay with decision the is where
), ,..., , | ( max arg
1 1 )} 1 ),...,( 3 ( ), 1 ( {
L D D
r r r s P s
D k D k k M M M s k
k
=
+ +
. ) | ,..., , ( ) ( max arg
,
) ,..., , (
) | ,..., , ( ) (
max arg
) ,..., , | ( max arg
1 1 )} 1 ),...,( 3 ( ), 1 ( {
1 1
1 1
)} 1 ),...,( 3 ( ), 1 ( {
1 1 )} 1 ),...,( 3 ( ), 1 ( {
k D k D k k M M M s
D k D k
k D k D k k
M M M s
D k D k k M M M s k
s r r r P s P
r r r P
s r r r P s P
r r r s P s
k
k
k
+ +
+ +
+ +

+ +
=
=
=

) , , ,..., ( of function
memory have not do which input, digital block the is } 1 ,..., 1 0 {
memory has which symbol, channel the is ), , ,..., , ( of function
where
1
2 1
= + =

=

k k L k k k k k
k
k L k k k k
n I s s n s r
M , I
I s s s s
5-83
signals with memory
Estimation formula

+

+
+
+

+ +

+
+
=
=
=
)} 1 ),...,( 1 ( )} 1 ),...,( 1 (
1 1 1
)} 1 ),...,( 1 (
)} 1 ),...,( 1 ( )} 1 ),...,( 1 (
1 1
1
1 1 1
)} 1 ),...,( 1 (
1 1 1 1 1 1
)} 1 ),...,( 1 (
1
2 1
1
2 1
1
1
) ,..., ( max arg
) ,..., | ( ) ,..., ( max arg
) | ,..., , ( ) ( max arg
M M s M M s
D
M M s
M M s M M s
D
D
D
M M s
D D
M M s
D
D
s s q
s s r P s s P
s r r r P s P s
{ {
{
{ {
{
{
L
L
). ,..., , ,..., , (
) ,..., | ,..., , ( ) ,..., ( ) ,..., ( where
1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1
s s r r r P
s s r r r P s s P s s q
D D D
D D D D D
+ + +
+ + + + +
=
=
5-84
signals with memory

+

+
+
+

+ +

+
+
=
=
=
)} 1 ),...,( 1 ( { )} 1 ),...,( 1 ( {
2 2 2
)} 1 ),...,( 1 ( {
)} 1 ),...,( 1 ( { )} 1 ),...,( 1 ( {
2 2
2
1 2 2
)} 1 ),...,( 1 ( {
2 1 1 1 2 2
)} 1 ),...,( 1 ( {
2
3 2
2
3 2
2
2
) ,..., ( max arg
) ,..., | ( ) ,..., ( max arg
) | ,..., , ( ) ( max arg
M M s M M s
D
M M s
M M s M M s
D
D
D
M M s
D D
M M s
D
D
s s q
s s r P s s P
s r r r P s P s
L
L
5-85
[ ]
[ ]

+ +
+ +
+
+ +

+ + + + + +

+
+
+
+ + +
+

+
+ + + +
+

+ +
+ + + +
+ + + + + +
+ + + + + +
+ + + +
=
=
=
=
=
=
=
)} 1 ),...,( 1 ( {
1
1 1
1
2 2
2
2 2
)} 1 ),...,( 1 ( {
1 1 1 2 1 2 2 2 2
)} 1 ),...,( 1 ( {
1 1 1
2 1
2 2
2 2 2
2 1
)} 1 ),...,( 1 ( {
1 1 1
2 2 2 2 2
2 1
)} 1 ),...,( 1 ( {
1 1 1 1
2 2 2 2 2
2 1 1 1 2 2 2 2 2
2 2 2 1 1 2 2 2 2 2
2 2 1 2 2 2 2 2 2
1
1
1
1
1
) ( ) | ( ) | (
) ,..., ( ) ,..., | ( ) ,..., | (
) ,..., (
) ,..., (
) ,..., (
) ,..., | (
) ,..., (
) ,..., (
) ,..., | ( ) ,..., (
) ,..., (
) ,..., , ,..., (
) ,..., | ( ) ,..., (
) ,..., | ,..., ( ) ,..., | ( ) ,..., (
) , ,..., | ,..., ( ) ,..., | ( ) ,..., (
) ,..., | ,..., ( ) ,..., ( ) ,..., (
M M s
D D
L D D
D
L D D
M M s
D D D L D D D
M M s
D
D
D
L D D D
D
M M s
D
L D D D D
D
M M s
D D
L D D D D
D D L D D D D
D D D D D D
D D D D
s q s s P s r P
s s q s s s P s s r P
s s q
s s P
s s P
s s r P
s s P
s s q
s s r P s s P
s s P
s s r r P
s s r P s s P
s s r r P s s r P s s P
r s s r r P s s r P s s P
s s r r P s s P s s q
signals with memory
5-86

+

+
=
)} 1 ( ),..., 1 ( { )} 1 ( ),..., 1 ( {
3 3 3
)} 1 ( ),..., 1 ( {
3
4 3
3
) ,..., ( max arg
M M s M M s
D
M M s
D
s s q s L

+ +
+ +
+
+ + +
=
)} 1 ),...,( 1 ( {
2
2 2
2
3 3
3
3 3 3 3 3
2
) ( ) | ( ) | ( ) ,..., (
M M s
D D
L D D
D
L D D D
s q s s P s r P s s q

+

+ +
=
)} 1 ( ),..., 1 ( { )} 1 ( ),..., 1 ( {
)} 1 ( ),..., 1 ( {
1
) ,..., ( max arg
M M s M M s
k D k k
M M s
k
k D k
k
s s q s L

+

+
+ +
+
+ + +
=
)} 1 ),...,( 1 ( {
1
1 1
1
1
) ( ) | ( ) | ( ) ,..., (
M M s
D k
k k
D k
L D k D k
D k
L D k D k k D k k
k
s q s s P s r P s s q
signals with memory
5-87
signals with memory
Advantage of the above approach
Optimality (in MAP sense) under the constraint of delay = D.
Hence, it can be applied to the case of non-equal prior.
Disadvantage of the above approach
Computational complexity, especially when M or L is large.
5-88
5.2 Performance of the optimum receiver
for memoryless modulation
Performance = Probability of error
In this section, our goal is to derive the
probability of error for memoryless
modulation/demodulation.
5-89
5.2.1 Probability of error for binary
modulation
Antipodal signal
One-dimensional signal (Refer to slide 5-42)
+
+

=
+ =
= + = =

<
=

+ =

2 /
1 ) 1 (
2 /

) 2 / , ( ) 1 ( ) 2 / , (
) | ( ) ( ) | ( ) (
,
1
ln
4
if ,
) (
. 2 / variance and mean with d distribute Gaussian is
2
variance with d distribute Gaussian mean - zero is where ,
0 0
0 0
,
0
0
0
N
p
N
p
N Normal p N Normal p
s error P P s error P P P
otherwise
p
p N
r
r d
N r
N
n n r
BPAM e
MAP
E E
E E
E E E E
E
E
E
E
E

5-90
modulation
Observation 1: POE is completely characterized by SNR.
( ) ) 2 ( . 2 ). / ( as defined usually is
.
2
2 /
1
2
1
2 / 2
1
. 0 prior, equal For
0
0 , 0
0 0 0
,
N
SNR SNR P N SNR
N N N
P
BPAM e
BPAM e
E
E
E E E
= =

=
=
The larger the SNR, the smaller the probability of error.
Observation 2: POE can also be expressed in terms of the
distance between the two signals.
The larger the distance among signals, the smaller the probability of
error.
. 2 ) ( where ,
2
12
0
12
,
E E E = =

= d
N
d
P
BPAM e
5-91
modulation
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 2 4 6 8 10 12 14
BPAM
dB
b
( )
( )
( )
( )
20 / dB
20 / dB
,
10 erfc 5 . 0
2 10
2
2
b
b
Q
Q
P
b
b Antipodal e

=
=
=
=
b
=SNR per information bit
5-92
On white noise
The power of white noise processes (an erroneous
view).
[ ]
2 / ) (
, 0
0 if , 2 /
) ( ) ( ) (
. function ation autocorrel its establish
first to need we ), ( of power the derive To
0
0 *
N f
otherwise
N
t n t n E
t n
n
n
=

=
= + =

= =
= =
- -
2
2
. ) ( ) 0 ( ) ( ) ( use to is it compute way to e alternativ An
. ) 0 ( ] [ process WSS a of power average that the Recall
df f df e f
X E
f j
t

! ! ! ) ( )] ( [ ) 0 ( Hence,
2
= = =

df f t n E
n n
Non-consistent
5-93
On white noise
Definition of white noise
Discrete white noise
Definition
. 2 / 1 1/2 for constant ) ( if
white be to said is } { process random discrete A
< = f f
X
x
n
Autocorrelation function of discrete white noise
=
=
= = =

,... 2 1, if , 0
0 if ,
) ( ) (
2
2 1
2 / 1
2 2 2
2 1
2 / 1

x
/
f j
x
f j
/
x x
df e df e f
Average power of discrete white noise
. ) ( (0)
2
1/2
2 / 1
x x x
df f = =
5-94
On white noise
A white process is often implicitly assumed zero-mean.
Advantage of adopting discrete white noise concept
It is well-defined and free of analytical difficulties.
5-95
On white noise
= . all for constant ) ( if
white be to said is } { process random continuous A
f f
X
x
t
Autocorrelation function of discrete white noise
). ( ) ( ) (
2 2 2 2

x
f j
x
f j
x x
df e df e f = = =

0. for 0 ) ( (3)
. (0) (2)
.) 1 ) ( (Hence, ). 0 ( ) ( ) ( ) 1 (
: function delta Dirac ), ( of Properties
=
=
= =

d h d h
{ }

=
=
=
=
=
0 , 0
0 ,
) (
cases) continuous for efined function(d delta Dirac
,... 2 , 1 , 0
0 , 1
) (
cases) discrete for (defined function delta ker Kronec
: functions delta Two

Continuous white noise
Definition
5-96
On white noise
Solution to the previous non-consistence.
[ ]
2 / ) (
, 0
0 if ,
) (
2
) ( ) ( ) (
. function ation autocorrel its establish
first to need we ), ( of power the derive To
0
0 *
N f
otherwise
N
t n t n E
t n
n
n
=

=
= = + =

= =
= =
- -
2
2
. ) ( ) 0 ( ) ( ) ( use to is it compute way to e alternativ An
. ) 0 ( ] [ process WSS a of power average that the Recall
df f df e f
X E
f j
t

! ! ! ) ( )] ( [ ) 0 ( Hence,
2
= = =

df f t n E
n n
. ) 0 ( noise,
white continuous For
=
Consistent
5-97
On white noise
Therefore, we say that the average power of a continuous
white noise is infinite.
It should not be a problemfor its analysis because the post-
sampling noise power is finite!
5-98
[ ]

= =
+ =
= =
=
T
T
T T
T
T T
T
n
s
T
n
T
s
n
s
d T h N
d T h s
dt d t T h T h t N
d T h s
dt d t T h T h n t n E
d T h s
T y E
T y
SNR
n s r
d T h n T y d T h s T y
T y E
T y
SNR
0
2
0
2
0
0 0
0
2
0
0 0
2
0
2
2
0
0 0
2
2
0
) ( ) 2 / (
) ( ) (

) ( ) ( ) ( ) 2 / (
) ( ) (

) ( ) ( ) ( ) (
) ( ) (
)] ( [
) (
(ii)
) ). ( ) ( ) ( that (Note
. ) ( ) ( ) ( and ) ( ) ( ) ( where
,
)] ( [
) (
Define (i)

That explains why we adopt a quantity such as SNR
0
.
! ! ! integrable is ) (
On white noise
5-99
On white noise
So impractical, why the continuous white noise is so popular?
There do exist noise sources that have a flat power
spectral densityover a range of frequencies that is much
larger than the bandwidths of subsequent filters or
measurement devices.
. experiment by closely verified been has fact that a
bandwidth, large a over white like looks process noise the Hence,
. when , 2
) 2 (
2
) (
is density spectrum power Its
medium. physical the of parameters the are and
re, temperatu absolute the is
constant, s Boltzman' the is where
, ) (
form the has noise the of funciton tion autocorrea the
that shown have some t, measuremen phsically on Based
2 2
2
| |

<<
+
=
=

f kTR
f
kTR f
R
T
k
e kTR
n
n
5-100
On white noise
When the physical noise is introduced to a filter, the output
power spectrumdensity will be approximately the same as it
would be if noise is assumed ideally to be white.
) ( | ) ( | ) (
2
f f H f
n y
=
Commonly, the continuous-time white noise is represented as
being white with flat spectral density equal to N
0
/2.
The factor of 2is included because of the two-sided
nature of filter transfer functions.
Conclusion:
Some researchers think that such a white noise makes
sense only if one sees it through a filter.
5-101
On white noise
Properties of continuous white noise
No matter how close in time, the noise samples are
uncorrelated.
If Gaussian, no matter how close in time, the noise
samples are independent.
Physical interpretation : The adjacent noise samples
are uncorrelated at time greater than the shortest time
delays in subsequent filtering.
If the adjacent noise samples at time period smaller than the
shortest time delays in subsequent filtering, then the noise
samples become correlated in nature.
Impulse
response
5-102
On white noise
Research on white noise seen through a filter.
filter. invariant - time stable linear causal a for ) 2 / ( | ) ( | ) ( then
,
1
) ( ln
if
: theorem ion factorizat Spectral
0
2
2
N f H f
df
f
f
y
y
=
>
+

A process satisfying spectral factorization theoremis
physically realizable and possibly seen in practice.
This is the end of the discussion on white noises.
5-103
modulation
Orthogonal two-dimensional signals
E
E
E
2 || ||
0
0
2 1
2
1
=
s s
s
s
r r
r
r
d. transmite is ) ( if ], , [
1 2 1
t s n n r + = E
r
5-104
modulation
Determine the optimumMAP detector under AWGN
with power spectrumdensity N
0
/2and M= 2.
. 2 / variance marginal and mean zero with Gaussians
t independen are and where , ] , [ or ] , [
0
2 1 2 1 2 1
N
n n n n n n r + + = E E
r
{ }
=
=
=
=
+

otherwise. ,
1
ln
2
,

) 1 ( , max arg
) ( | max arg ) (
2
0
1 2 1
) (

) (

2 1
0
2
2
2
1
0
2
2
2
1
s
p
p N
r r s
e p pe
s P s r P r d
N
r r
N
r r
m m m MAP
E
E E
r r
. 1 ) ( and ) (
2 1
p s P p s P = =
5-105
modulation
+
=
+ =
+ =

0 0
0 0
2 2 1 1 ,
) 1 ( 1
) , ( ) 1 ( ) , (
) | ( ) ( ) | ( ) (
N
p
N
p
N Normal p N Normal p
s error P s P s error P s P P
BFSK e
E E
E E

=
=
ed. transmitt is if ), , (
ed. transmitt is if ), , (
2 0 1 2
1 0 1 2
s N Normal r r
s N Normal r r
E
E
5-106
modulation
Observation 1
( ) SNR P
N
SNR
N N N
P
BFSK e
BFSK e
= =
+
=
=
,
0
0 0 0
,
, Since
.
2
1
1
2
1
. 0 prior, equal For
E
E E E
The larger the SNR, the smaller the probability of error.

Observation 2
The larger the distance among signals, the smaller the probability
of error (Cf. slide 5-90).
. 2 where ,
2
12
0
12
,
E =

= d
N
d
P
BFSK e
5-107
modulation
Comparison between binary antipodal signals
(BPAM) and binary orthogonal signals (BFSK)
Binary orthogonal signal requires twicethe transmitted
power than antipodal signal to achieve the same
probability of error.
Binary orthogonal signal is 3dB poorer than antipodal
signal since 10log
10
2= 3dB.
( )
( ) SNR P
SNR P
l BOrthogona e
Antipodal e
=
=
,
,
2
5-108
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 2 4 6 8 10 12 14
BPAM
BFSK
modulation
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) 2 10 erfc 5 . 0 10
10 erfc 5 . 0 2 10 2 2
20 / dB 20 / dB
,
20 / dB 20 / dB
,
b b
b b
Q Q P
Q Q P
b b l BOrthogona e
b b Antipodal e

= = = =
= = = =
) 2 (
b
Q
) (
b
Q
dB 3
dB
b

5-109
5.2.2 Probability of error for M-ary
orthogonal signals
We now turn to M-ary signals.
Probability of error under ML detection and equal
prior for M-ary equal-power orthogonal signals
ML detector
( )
) , ( ' max arg
, max arg
2 / || || , max arg ) (
1
1
2
1
m M m
m M m
m m M m ML
s r C
s r
s s r r d
v r
v r
r v r r

=
> < =
> < =
E
E
E
0 0 0 0
0 0 0 0
0 0 0 0
2
1
L
M M O M M M
L
L
r
M
r
r
M
s
s
s
M-ary equal-power orthogonal signals
5-110
orthogonal signals
Outputs of M correlators
M M M M
M
M
M
r n n n n s r C
r n n n n s r C
r n n n n s r C
t s n n n r
E E E E
E E E E
E E E E E
E
= = + =
= = + =
= + = + =
+ =
] ,..., 0 , 0 [ ] ,..., , [ ) , ( '

] 0 ,..., , 0 [ ] ,..., , [ ) , ( '
) ( ] 0 ,..., 0 , [ ] ,..., , [ ) , ( '
d. transmite is ) ( if ], ,..., , [
2 1
2 2 2 1 2
1 1 2 1 1
1 2 1
r r
M
r r
r r
r
. max ly, equivalent or , max
only when correct is decision The
) , ( ' max arg ) (
2 1 2 1
1
m M m m M m
m M m ML
r r r r
s r C r d

=
E E
v r r
5-111
orthogonal signals
It is sometimes convenient to first derive the probability
that the detector makes a correct decision.
( )
( )
( )
( ) [ ]
. variance and mean with pdf Gaussian the is ) ( where
,
1
2

) ( ) (
) | Pr( , Pr
) | Pr( , ] [ ] [ Pr
] [ ] [ Pr
max Pr ) | Pr(
2
) , (
1
/ ) (
0 0
1 1
1 1 ) 2 / , (
1
2 2 ) 2 / , 0 (
1 1 1 1
1
1 1 1 1 2
1 1 1 1 1 1 1 1 2 1
1 1 2 1
1 ,..., 2 1 1
2
0
2
1
0
1
0

=
= = < =
= = > > =
> > =
> =

=
N
N N
E
E
dr e
N N
r
dr r dr r
dr s r R r R s r R
dr s r R r R s R r R r
s R R R R
s R R s correct
N r M
N
M
r
N
M
M
M
m M m
r r
r r
L
r
L
r r
) | Pr( ) | Pr(
1
) Pr(
1
1
s correct s correct
M
correct
M
m
m
r r
= =
=
5-112
orthogonal signals
( ) [ ]
( ) [ ]

=
= =
=
=
dx e x
N r x dr e N r
N
dr e
N N
r
correct P
/N x M
N r M
N r M
MFSK e
2 / ) 2 ( 1
0 1 1
/ ) (
0 1
1
0
1
/ ) (
0 0
1 1
,
2
0
0
2
1
0
2
1
1
2
1
. / 2 Let . / 2 1
1
1
2
1
) Pr( 1
E
E
E
A numerically evaluated expression is established.

5-113
orthogonal signals
Probability of error (POE) versus SNR(-per-bit)
In previous section, we establish the relation between
POE and SNR for binaryantipodal signals (PAM) and
binaryorthogonal signals:
A fair comparison must be made based on the POE-
per-bit and SNR-per-bit.
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) 2 10 erfc 5 . 0 10
10 erfc 5 . 0 2 10 2 2
20 / dB 20 / dB
,
20 / dB 20 / dB
,
b b
b b
Q Q P
Q Q P
b b l BOrthogona e
b b Antipodal e

= = = =
= = = =
5-114
orthogonal signals
SNR-per-bit for M-ary orthogonal signals
. still is power Noise
. log if , ) ( symbols, channel For
0
2 symbol
N
M k k k M
b bit
= = = = E E E E
POE-per-bit for M-ary orthogonal signals
( )
=
=
.) signals orthogonal of symmetry the on based

y probabilit error the to on contributi equal (Assume
, ) 1 2 ( y probabilit with symbols ) 1 2 (
1 y probabilit with symbol 1
symbols. ) 1 2 ( other the decision if Error,
symbol; ed transmitt the decision if Correct,
symbols, 2 of out one ng transmiti When
,
,
k
MFSK e
k
MFSK e
k
k
P
P
( ) [ ] ( ) [ ]

= = dx e x dx e x P
b b
k x M /N k x M
MFSK e
2 / ) 2 ( 1 2 / ) 2 ( 1
,
2 2
0
1
2
1
1
2
1

E
5-115
orthogonal signals
.
2
1
1 2
2
. error_bit] number_of_ [ that assumes usually it Also
, ,
1
,
,
MFSK e MFSK e k
k
MFSK eb
MFSK eb
P P P
P k E
=
=
( ) [ ]
= dx e x P
b
k x M
k
k
MFSK eb
2 / ) 2 ( 1
1
,
2
1
1 2
2
2
1
error symbol one error bit two ), 1 2 ( y probabilit with 11 00

error symbol one error bit one ), 1 2 ( y probabilit with 10 00
error symbol one error bit one ), 1 2 ( y probabilit with 01 00
error symbol no error bit no ), 1 ( y probabilit with 00 00
. 2 Example.
,
,
,
,
=
=
=
=
=
k
MFSK e
k
MFSK e
k
MFSK e
MFSK e
P
P
P
P
k
.
1 2
2
1 2
] error_bit number_of_ [ Hence,
,
1
1
,
MFSK e k
k k
i
k
MFSK e
P k
i
k
i
P
E
=

=
5-116
orthogonal signals
Concluding remarks
The larger the M is, the
better the system
performance.
For example, to
achieve bit-POE=10
5
,
one needs
b
= 12dB
for M= 2; but only
requires
b
= 6dB for
M= 64, a 6dB save in
transmission power !!!
5-117
orthogonal signals
Since bit-POE is decreasing with respect to M,
one may question that whether
? 0 lim
,
=

MFSK eb
M
P
Answer: Not necessary.
Union Boundon the probability of error
The previous formula is too complicated to evaluate its
ultimate behavior with respect to M. We therefore
develop the (famous) Union bound.
5-118
orthogonal signals
( ). max Pr ) | Pr( that Recall
1 ,..., 2 1 1
s R R s correct
m M m
r r
=
> =
( )
( )
( )
( )
( )
( )
BFSK e
M
M
m M m
MFSK e
P M
s R R M
dr s r R r R s r R M
dr s r R r R s r R M
dr s r R r R s R r R r
s R R R R
s R R
s error P
,
1 2 1
1 1 1 1 1 1 1 1 2
1 1 1 1 1 1 1 1 2
1 1 1 1 1 1 1 1 2 1
1 1 2 1
1 ,..., 2 1
1 ,
) 1 (
Pr ) 1 (
) | Pr( , Pr ) 1 (
) | Pr( , Pr ) 1 (
) | Pr( , ] [ ] [ Pr
] [ ] [ Pr
max Pr
) | Pr(
=
=
= = =
= =
= = =
=
=
=

=
r
r r
r r
r r
L
r
L
r
r
. prior, equal For
0
,

=
N
P
BFSK e
E
5-119
orthogonal signals
( )

+ =

L
6 4 2
2 /
5 3 1 3 1 1
1
2
1
) ( 0
2
u u u
e
u
u u
u
A famous approximation formula for Gaussian cdf

where the approximation error is less than the last
termused.
( ) .
2
1
) ( 0
2 /
2
u
e
u
u u

( ) .
1
1
2
1
) ( 0
2 /
2
2
u
e
u u
u u

5-120
( )
[ ]
[ ]
[ ]
[ ] [ ]
( ) [ ] 2 ) 2 log( 2 exp
2
1
2 / exp ) 2 log( exp
2
1
2 / exp
2
1
2
) 2 ( exp
2
1
) 1 2 (
) 2 ( exp
2
1
) 1 (
) 1 (
) 1 (
0
0
0
0
0
l , ,
=
=

=

=

b
b
b
b
b
b
k
b
b
k
BFSK e MFSK e
k
k
k k
k
k
k
N k
N k
N
N
M
N M
P M P
E
E
E
E
E
orthogonal signals
(Union bound)
5-121
Therefore, if
then
=
=

0
2
1
1 2
2
lim
1
2 /
lim lim
0
2
1
lim lim
)) 2 log( 2 (
1
, ,
)) 2 log( 2 (
,
b
b
k
b
k
k
k
MFSK e
M
MFSK eb
M
k
b
k
MFSK e
M
e
k
P
M
M
P
e
k
P

orthogonal signals
, 42 . 1 ) 2 ln( 2 dB
b
= >
5-122
orthogonal signals
1.42dB
Error approaches zero
as M grows.
5-123
orthogonal signals
What if
Answer:
In other words, 1.42 dB is not a tight bound!!
In fact, it can be shown that
( )
.
2
) 2 log(
,

b
k
MFSK e
e P

Therefore if
, 6 . 1 ) 2 log( dB
b
= >
then bit-POE approaches zero as M tends to infinity.
91.6dB is called the Shannon limit for M-ary orthogonal signals
under AWGN channel. This is the minimumbit-SNR to achieve
arbitrarily small bit-POE for M-ary orthogonal signals.
? 42 . 1 ) 2 log( 2 dB
b
=
? 0 lim guarantee not does 42 . 1
,
>

MFSK e
M
b
P dB
5-124
7.1.2 Channel capacity (with orthogonal
signals for AWGN channels)
T 2
1
T 2
1
T 2
1
T 2
1
M
.
2
ly equivalent or
2
WT
M
T
M
W = =
Y
1
=X
1
+N
1
Y
2
=X
2
+N
2
:
Y
M
=X
M
+N
M
+ =
+ =
=
0
2
0
2
1 log
2 /
1 log
2
1
) ; ( l bits/symbo ) ; (
WN
P
WT
N
p
M
Y X I M Y X I
av
x
M M
Shannon(1948) proved the upper limit of bits
per symbol for arbitrary small bit-POE is:
x
x
T
av
Wp
Mp
T
dt t x E
T
P
2
1
)] ( [
1
0
2
=
=
=

5-125
. d bits/secon 1 log
bol second/sym
l bits/symbo ) ; (
0
2

+ = =
WN
P
W
T
Y X I
C
av
M M
Shannon proved that:
if R > C,
then the bit-POE of any transmission scheme is bounded
away from zero;
if R < C,
then for any given >0, there exists one transmission
scheme (such as by letting Mlarge) whose bit-POE <.
5-126
zero. from away bounded is POE - bit that implies
/
1 2
1 log
1 log 1 log 1 log
/
2
2
0
2
0
2
W R
r
W
R
W
R
W
R
W
WN
R
W
WN
P
W C R
W R
b
b
b
b av
<
+ >
+ =
+ =
+ = >
E
J oule/bit d bits/secon nd J oule/seco
b av
R P E =
Assume that the transmission rate is R bits/second.
5-127

.
2 / 2
1 2
/
1 2
Then
.
2
2 2 1
.
2
that recall Also,
. 2 and l bits/symbo mbol seconds/sy bits/sec that Observe
fixed. is mbol seconds/sy Suppose
2 / 2 /
k
k
b
W R
b
k
k
k
r
W R
r
k
R
M
T
R
W W
R
T
M
W
M k T R
T
k
<
<
= = = =
= =
5-128
0.65
0.7
0.75
0.8
0.85
0.9
0.95
1
1.05
0 2 4 6 8 10 12 14
k
k
k
k
k
2 / 2
1 2
2 / 2
log(2)
5-129
Conclusion for the above discussion.
( ) . every for POE - bit 0 constant absolute an then , ) 2 log( If k b b
b
> > <
( )( ) . for POE - bit 0 then , ) 2 log( If
0 0
k k k
b
> < > >
Now, we need to show that if
b
> log(2), then we can
make bit-POE arbitrarily small by taking k large
enough, i.e.,
5-130
The Union Bound is loose. This can be seen fromthat
7.1.3 Achieving channel capacity with
orthogonal signals
does not provide a meaningful bound when
( )
[ ] ) 2 ( exp
2
1
) 1 (
) 1 (
) 1 (
0
0
0
l , ,
N
N
M
N M
P M P
BFSK e MFSK e
E
E
E

=

[ ] small. is ) ( ly, equivalent or , 1 ) 2 ( exp

2
1
) 1 (
0 0
0
N N
N
M E E
E
>

5-131
Recall that we have the close formfor P
e,MFSK
.
orthogonal signals
( ) [ ]
( ) [ ] ( ) [ ]
. 0 for , )] ( ) 1 [(
2
1
2
1
1
2
1
1
2
1
1
2
1
) Pr( 1
0
2 / ) 2 ( 2 / ) 2 (
2 / ) 2 ( 1 2 / ) 2 ( 1
2 / ) 2 ( 1
,
0
2
0
0
2
0
0
2
0
0
2
0
2
0
+
+ =
=
=

y dx e x M dx e
dx e x dx e x
dx e x
correct P
y
/N x
y
/N x
y
/N x M
y
/N x M
/N x M
MFSK e
E E
E E
E

( ) ( ) . ) ( ) 1 ( ) ( 1 ) 0 ( and 1 1 ) ( Since
1 1
x M x x x x
M M

.
2
1
for
2 2
1
2
1
2 2
1
0
2 / ) 2 ( 2 / 2 / ) 2 (
2 / ) 2 ( 2 / 2 / ) 2 (
0
2
0
2 0
2
0
0
2
0
2 0
2
0
+
+

y
dx e e
M
dx e
dx e e
x
M
dx e
y
/N x x
y
/N x
y
/N x x
y
/N x
E E
E E
5-132
orthogonal signals
0
2 2 0
2
0
2 / ) 2 ( 2 / 2 / ) 2 (
2
1
,
2
2
2
1
min
y
k x x
k
y
k x
y
MFSK e
dx e e dx e P
b b

. 114806 . 0
) 2 log( 4
1
if ,
2
1
) 2 log( 2
2
0
2
2
2
1
2
2
2
1
*
0
2 /
2 / ) 2 ( 2 / 2 / ) 2 (
2 / ) 2 ( 2 / 2 / ) 2 (
0
2
0
2
0
2
0
2
0
0
2 2 0
2
= =
=
= =

k k y
e
e e e
dx e e dx e
y
k y
k y y
k
k y
y
k x x
k
y
k x
b b
b b
5-133
( )
( ) ( ) ) 2 log( 4 2 2 ) 2 log( 2
. 1
2
1
since ,
5 . 0
2 /
1 2 2
) 5 . 0 ( 2
1
2
2
2
1
2
2
2
1
2 /
*
0 2 / *
0
) 5 . 0 ( 2
) 2 / (
2 /
2 / ) 2 (
2 / ) 2 ( 2 / 2 / ) 2 (
,
*
0
2
*
0
2
*
0
2 2
*
0
2
k k e k k
k y
e k y
dx e
e
dx e
dx e e dx e P
b
k k
b
b k k
b
y
k x
k k
y
k x
y
k x x
k
y
k x
MFSK e
b
b
b
b
b
b b
+ =
<

+ <
+ =
+

orthogonal signals
( )
( )
( )
( )
( )
( )
.
) 2 log( 2 2 2
1

, ) 2 log( 4 when
;
) 2 log( 4 2 ) 2 log( 2 2 2
1

), 2 log( 4 ) 2 log( when
2 / )] 2 log( 2 [ 2 / ) 2 log( 2 2
,
2 / ) 2 log( 4
2 / )] 2 log( 2 [
2 / ) 2 log( 2 2
,
2
2 2

+
< <
b b
b
b
b
k k k
b
MFSK e
b
k k
b
k
k k
b
MFSK e
b
e e
k k
P
e
k k
e
e
k k
P

5-134
orthogonal signals
( )
( )
( )
( )
( )
( )
.
) 2 log( 2
1

, ) 2 log( 4 when
;
) 2 log( 4 2
1
) 2 log( 2
1

), 2 log( 4 ) 2 log( when
2 / )] 2 log( 2 [ ) 2 log(
,
) 2 log( ) 2 log(
,
2
2 2

+
< <
b b
b b
k k
b
MFSK e
b
k
b
k
b
MFSK e
b
e e
k
P
e
k
e
k
P

. 0 lim ), 2 log( when

,
= >

MFSK e
k
b
P
5-135
biorthogonal signals
Summary for the POE study
Binary bi-orthogonal performs better than binary
orthogonal in bit-POE. (The latter requires twice bit-
SNR to achieve the same bit-POE.)
M-ary orthogonal performs better with larger M.
There is a Shannon-Limit for minimumbit-SNR for M-
ary orthogonal to achieves arbitrarily small bit-POE.
How about M-ary bi-orthogonal? How good can it
performover M-ary orthogonal?
5-136
M-ary bi-orthogonal signals
2 / 2 / 2 / 2 1 2 /
2 2 2 / 2 1 2
1 1 2 / 2 1 1
1 1 2 / 2 1 1
2 2 2 / 2 1 2
2 / 2 / 2 / 2 1 2 /
1 2 / 2 1
] ,..., 0 , 0 [ ] ,..., , [ ) , ( '

] 0 ,..., , 0 [ ] ,..., , [ ) , ( '
) ( ] 0 ,..., 0 , [ ] ,..., , [ ) , ( '
) ( ] 0 ,..., 0 , [ ] ,..., , [ ) , ( '
] 0 ,..., , 0 [ ] ,..., , [ ) , ( '

] ,..., 0 , 0 [ ] ,..., , [ ) , ( '
d. transmite is ) ( if ], ,..., , [
M M M M
M
M
M
M
M M M M
M
r n n n n s r C
r n n n n s r C
r n n n n s r C
r n n n n s r C
r n n n n s r C
r n n n n s r C
t s n n n r
E E E E
E E E E
E E E E E
E E E E E
E E E E
E E E E
E
= = + =
= = + =
= + = + =
= + = + =
= = + =
= = + =
+ =
r r
M
r r
r r
r r
r r
M
r r
r
5-137
. | | max and 0
when itting for transm correct is decision The
. 0 if ,
. 0 if ,
) (
max arg
max arg
| ) , ( ' | max arg
), , ( ' ) , ( ' Since
) , ( ' max arg ) ( Hence,
2 / 2 1 1
1
2 / 1
2 / 1
2 / 1
0
2 / 2 /
m M m
u
u
ML
m M m
m M m
m M m
m m
m
m
M m M ML
r r r
s
r u
r u
r d
r
r
s r C u
s r C s r C
s r C r d

<

=
=
=
=
=
=
r
r
v r
v r v r
v r r
E
To minimize error probability under ML detection and equal
prior for M-ary equal-power bi-orthogonal signals
5-138
{ } ( )
{ } ( )
{ } ( ) [ ]
( ) ( )
.
1
2
2 1
) ( ) (
) | ( ,
t; independen are } { , and given since
) | ( , | | and ... and | | : ) ,..., (
| | max and 0 : ) ,..., ( ) | (
0
/ ) (
0
1 2 /
0
0
2 ,
1 2 /
2 2 2 , 0
0
1 |
1 2 /
1 1 2
2 / 2 1 1
0
1 | 1 1 2 / 2 2 / 2
1 2 / ,..., 2 1 1 2 / 1 1
0
2
0 0
1 1
1 1
=
= < < =
= > > =
> =
dx e
N N
x
dx x dr r
dx s x P s x r x r x P
r s r
dx s x P s x r r x r x r r P
s r r r r r P s correct P
N x
M
N
M
x
x
N
s r
M
M m m
s r M M
m M m M
E
E
N N
r r
r
r r
r r
r
r
( ) [ ]

=
=

=
= =
2
2 /
1 2 /
0
/ ) (
0
1 2 /
0
1
, ,
2
0
2
2
1
2 2 1 1
1
2
2 1 1
) | Pr(
1
1 1
dx e x dx e
N N
x
s correct
M
P P
x
M
N x
M
M
m
m nal MBiOrthogo c nal MBiOrthogo e
E
r
where =E/N
0
.
5-139
Re-formulating the formula using bit-SNR instead
of the symbol-SNR, we obtain:
Larger M, better
performanceexcept M =2
and M = 4.
Note that symbol-POE
comparisondoes not really
tell the winner in
performance.
Symbol-POE BPSK (M = 2)
< symbol-POE QPSK (M =
4), but bit-POE BPSK (M =
2) = bit-POE QPSK (M = 4),
The Shannon-limit remains
the same.
5-140
5.2.4 Probability of error for simplex
signals
Simplex signals fromorthogonal signals
signal. simplex the called is } ,..., , {
Then . as symbols channel new Define
.
1
,...,
1
,
1

is center its , ,..., 1 for ] ,..., , [
symbols channel power) - equal and l (orthogona
of tions representa vector the Given
' '
2
'
1
'
1 1
2
1
1
2 1
M
m m
M
m
mk
M
m
m
M
m
m
mk m m m
s s s
s s s
a
M
a
M
a
M
s
M m a a a s
=
=
= =

= = =
5-141
5.2.4 Probability of error for simplex
signals
Transmitted energy of simplex signals is reduced.
2) for 3dB ( .
1
log 10 save
) log 10 (
1
log 10 ) log 10 (
1
1
10 10
=
=
M dB
M
M
dB dB
M
M
dB
M
E E
E E
'
'
Since the inter-symbol distances (as well as their
relative positions) remain the same, the POE of the
simplex signal is the same as M-ary orthogonal signals.
5-142
binary-coded signals
Example. Multi-dimensional BPSK.
. / where
. 1 ], ,..., , [ : symbols Channel
0
2 1
N s
M m s s s s
mj
mK m m m
E =
=
Possibly M<2
K
.
) ( max arg ) (
) (
] ,..., , [ ] ,..., , [ ) , ( '
2 2 1 1
} , { ) ,..., , (
2 1 0
0 0 0 2 1
0 0 2 1
K K
N N a a a
ML
K
K m
r a r a r a r d
r r r N
N N N r r r s r C
K
K
+ + =
=
=

L
r
L
r r
E/ E/ S
E/
E/ E/ E/
(Here, we equivalently assume that
the noise variance is one.)
5-143
{ }
{ } ( )
{ } ( )
{ } ( )
. to distance Euclean minimum the has that signal ed transmitt the is ) ,..., ( where
, ) | ( ,
) | ( , max ) 1 (
) | ( ,
) | ( ,
max : ) | (
1
* *
1
1 | 1
*
1
*
1 1 1 11
1 | 1 1 1 1 1 11
) ,..., ( ) ,..., (
) ,..., (
1 |
) ,..., ( ) ,..., (
) ,..., (
1 1 1 1 1 11
1 | 1
) ,..., ( ) ,..., (
) ,..., (
1 1 1 1 11
1 1 1
) ,..., ( ) ,..., (
) ,..., ( 1 1 11 1
1
1
1 11 1
1
1
1 11 1
1
1
1 11 1
1
1 11 1
1
s a a
x d s x P s x r r a r a r s r s P M
x d s x P s x r r a r a r s r s P M
x d s x P s x r r a r a r s r s P
x d s x P s x r r a r a r s r s P
s r a r a r s r s r P s error P
K
s r K K K K
s r K K K K
s s a a
a a
s r
s s a a
a a
K K K K
s r
s s a a
a a
K K K K
K K
s s a a
a a K K ary M
K
K
K K
K
K
K K
K
K
K K
K
K K
K
r
r r r r r r
L L
r r r r r r
L L
r r r r r r
L L
r r r r r r
L L
r
L L
r r
r r
r r
r r
r r
U
= + + + +

= + + + +
= + + + +
= + + + + =
+ + + + =

X
X
S
X
S
X
S
S
5-144
{ } ( )
{ } ( )
.
2
) | (
2

) | (
2 /
2 / 0
) | (
obtain we signals, d transmitte
possible all among distance Euclidean minimum the represents where
2 / 2 / ) ( 2 / ) (
variance and
2 /
2 / ) || || , 2 || (||
, || || ) ( ) (
mean with d distribute Gaussain is ) ( ) ( , given Since
) | ( , 0 ) ( ) (
) | ( , ) | (
0
min
1 |
0
min
1 |
0 min
2
min
1
min
2
min 0 0
2 *
1 0
2 *
1 11
2
min
2 * *
1
2
1
*
1
2
1 1
*
1 11
*
1 11
*
1 1
*
1 11 1
1 | 1
*
1 1
*
1 11
1 | 1
*
1
*
1 1 1 11 1
1
1
1
1

= + +
=
+ > < =
> < = + +
+ +
= + + =
= + + + +
N
d
M x d s x P
N
d
M
x d s x P
N d
d
M s error P
d
d N N a s N a s
d
a a s s
a s s s a s s a s
r a s r a s s
x d s x P s x r r a s r a s P M
x d s x P s x r r a r a r s r s P M s error P
s r
s r ary M
K K
K K K
K K K
s r K K K
s r K K K K ary M
K
K
K
K
r r r
r r r r
L
r r r r
r r r
L
L
r
r r r r r r
L
r r r r r r
L L
r
r r
r r
r r
r r
X
X
X
X
5-145
The performance of M-ary binary-coded signals will
depend on the minimumEuclidean distance among
transmitted signals (codewords), which is determined at
the design stage of the code book.
5-146
PAM
Symbol-POE under equal prior
. ,..., 2 , 1 , ) 1 2 ( where
2
: symbols channel Vectorized
M m d M m A
A s
m
m m
= =
=
E
2
1
2
|| || min arg ) (
|| || ) , (
m M m ML
m m
s r r d
s r s r C
=
=

r r
L L
1
s
2
s
3
s
M
s
<
>
>
M M
m m
s d s r
s d s r
s M m d s r
given 2 /
given 2 /
. given 1 2 for 2 / | |
when happens Error
1 1
E
E
E
2
2
E
d
5-147
PAM
( ) ( ) ( )
( )
=
>
< + > + > =

=
0 0
1
2
1 1 ,
) 1 ( 2
2 /
0 2 /
2
1

2 / | | Pr
1
2 / Pr 2 / | | Pr 2 / Pr
1
N
d
M
M
N
d
M
M
s d s r
M
M
s d s r s d s r s d s r
M
P
m m
M M
M
m
m m MPAM e
E E
E
E E E
Average symbol energy of (unequal-energy) PAM
signals
) 1 (
6
1
) 1 2 (
2
1 1
2
2 2
1
2 2
1
2
= = =
=

= =
M d M m d
M M
A
M
m
M
m
m av
m m
E
E
E E
E
E
5-148
PAM
=
0
,
2
2
0
2
, 2
0
2 ,
) 1 (
log 6 ) 1 ( 2
) 1 (
) (log 6 ) 1 ( 2
) 1 (
6 ) 1 ( 2
N M
M
M
M
N M
M
M
M
N M M
M
P
av bit
av bit
av
MPAM e
E
E
E
The larger the M is, the worse
the symbol performance!!!
Recall that for M-ary
orthogonal signals, the larger
the M is, the better the symbol
performance (approaching
Shannon Limit).
Over 4dB
Doubling M requires an additional 6
dB/bit for large M.
5-149
5.2.7 Probability of error for M-ary PSK
M-ary PSK
( ) ( )
( )
( )
( )
( )
.
2 / 3 2 cos ) ( ) (
2 cos ) ( ) (
2 / 2 cos ) ( ) (
2 cos ) ( ) (

. 4 .
. ,..., 2 , 1 and / ) 1 ( 2 re whe
2 cos ) ( : symbol channel
4
3
2
1
+ =
+ =
+ =
=
=
= =
+ =

t f t g t s
t f t g t s
t f t g t s
t f t g t s
M Example
M m M m
t f t g t s
c
c
c
c
m
m c m
( )
=
=
) sin(
2
|| ) ( ||
), cos(
2
|| ) ( ||
) 2 sin( 2
|| ) ( ||
) (
) (
2 cos 2
|| ) ( ||
) (
) (
2
1
m m m
c
c
t g t g
s
t f
t g
t g
t u
t f
t g
t g
t u
r
Vectorization of M-ary PSK
5-150
ML decision maker
> < =
> < =
=

m M m
m m M m
m M m ML
s r
s s r
s r C r d
v r
r v r
v r r
, max arg
|| ||
2
1
, max arg
) , ( max arg ) (
1
2
1
1
= ) sin(
2
|| ) ( ||
), cos(
2
|| ) ( ||
m m m
t g t g
s
r
( )
( )
) cos( max arg
). / ( tan to equal is where
, ) sin( ) sin( ) cos( ) cos( max arg
) sin( ) cos( max arg ) (
1
1 2
1
1
2 1 1
m M m
m m M m
m m M m ML
r r
r r r d

=
+ =
+ =

r
5-151
Suppose ed. transmitt is 0 =
m
[ ]
[ ] [ ]
2 1 2 1
, ,
0 ,
n n r r r
s
m
+ = =
=
E
E
r
r
. sin and cos where
,
) cos( 2
exp
) cos( 2
exp
1
cos sin
sin cos
det
) cos( 2
exp
1
/ /
/ /
det ) , (
) (
exp
1
) , (
2 1
0
2
0
0
2
0
0
2
0 2 1
2 1
0
2
2
2
1
0
2 1

v r v r
N
v v
N
v
N
v v
N v v
N
v v
N r r
v r v r
v p
N
r r
N
r r p
= =
+
=
+

=
+
=
E E
E E
E E
E
.
2
|| ) ( ||
2
2 t g
s
m
= =
r
E
5-152
. and 2 / letting by ,
2
1
1
1
1
) , ( ) (
0 0
0
2
)] cos( 2 [
) ( sin
0
)] cos( [ ) ( sin
0
0
) ( sin )] cos( [
0
0
) cos( 2
0
0
2
2
0
2
0
2
0
2 2
0
2
N N v v v d e v e
dv ve e
N
dv ve
N
dv ve
N
dv v p p
v
N
v
N
N
v
N
v v
E
E E
E E
E E
= = =
=
=
=
=

5-153
=
0
2
)] cos( 2 [
) ( sin

2
1
) (
2
2
v d e v e p
v

Observations.
The larger the SNR is, the
narrower the pdf.
. ) ( 1
) 0 | (
/
/
,
=
= =
M
M
m MPSK e
d p
error P P
The larger the SNR is, the

smaller the symbol-POE.
5-154
. ) ( 1
) 0 | (
/
/
,
=
= =
M
M
m MPSK e
d p
error P P
Similar to M-ary PAM, the

difference between M = 4and
M = 8is around 4dB. (See
slide 5-148.)
The same as M-ary PAM,
doubling M requires an
additional 6dB/bit for large
M.
Exception: Difference
between M =2and M = 4.
Over 4dB
5-155
In general, the POE of M-ary PSK does not reduce to a
simple form, except for M = 2(binary anitpodal) and M =
4(whose POE is the same as /4-QPSK since they have
the same signal space topology.)
=
0
,
2
N
P
b
BPSK e
E
carriers. quadrature two the on signals the between ce interferen no that Assume
[ ]
= =
0 0
2
0
2
, 4 / ,
2
2
2
2
1 1 1 1
N N
N
P P
b b
b
BPSK e QPSK e
E E
E
5-156
We now have simple formulas for BPSK and
QPSK.
( )
b BPSK e
P 2
,
=
( ) ( ) [ ]
b b QPSK e
P 2 2 2
,
=
But, it seems that no simple formulas for M-ary
PSK at M > 4.
Question: Can we obtain a simple approximate
formula for higher dimensional PSK?
5-157
Approximation of p() for || < /M(and M>4).
( ) [ ] ( )
( )
( ) ( )
) ( sin ) ( sin
2 /
) ( cos ) ( cos ) ( sin
) ( cos ) ( sin
) cos( 2
2 /
) cos( 2
2 / ) ( sin
) cos( 2
2 / ) ( sin
0
2
)] cos( 2 [
) ( sin
2 2
2
2 2 2
2 2
2 2 2
2 2
2
2
cos ) cos( 4
2
1
)
2
1
, 0 (
) cos( 4
1
1 ) cos( 4
2
1
) cos( 2 1 ) cos( 4
2
1
2
1
) cos( 4
2
1
). cos( 2 letting by , )] cos( 2 [
2
1

2
1
) (

= =

+
+ =
+ =
= + =
=

e e
e
u
u u
e e e
e e
dx e dx xe e
v x dx e x e
v d e v e p
u
x x
x
v
. 1 ) / cos( 2 when
" " becomes " " Here,
>>

M
5-158
.) 4 fixed and 1 ) / cos( 2 From ( . 1 when , ) cos( ) (
) cos( ) (
) ( sin
) ( sin
2
2
> >> >>
M M e p
e p

( ). ) / sin( 2 2
) sin( 2 letting by ,
2
1
2 1
) cos( 2 1
) ( 1 Thus,
) sin( 2
0
2 /
0
) ( sin
/
,
2
2
M
u du e
d e
d p P
/M
u
/M
/M
M
MPSK e
=
=

accurate! indeed is ion approximat above the , 1 ) / cos( 2 When >> M
5-159
( )
b BPSK e
P 2
,
=
( ) ( ) [ ] ( ) ( )
b b b b QPSK e
P 2 2 2 2 2 2
2
,
= =
Exact formulas.
Approximated formulas.
( )
b BPSK e
P 2 2
,
=
( ) ( ) ( )
b b QPSK e
P 2 2 ) 4 ( log 2 2
2 ,
= = =
is. ion approximat the accurate more the is, SNR larger the , fixed for Hence
accurate! indeed is ion approximat above the , 1 ) / cos( 2 When
M
M >>
5-160
Another viewpoint on the relationship of bit-POE
and symbol-POE (for M-ary PSK)
id. longer val no is on contributi error signal on symmetry" " the since
signals to applicable be not may however, , assumption This
signals. Qrthogonal for assumption reasonable a is which
symbols, ) 1 ( other by the ed contributr equally is
y probabilit error that the assumption the on based
1
2 /
that Recall
, ,
MPSK
M
P
M
M
P
l MOrthogona e l MOrthogona eb
=
(See slide 5-115)
5-161
0 1
M =2
00 11
M =4
01
10
M =8
111
110
011
101
000
010 001
100
These two symbols
contribute more in
error probability when
000is transmitted.
5-162
( )
[ ]
expansion) s Taylor' (By .
1 1
1
1
,
,
,
, ,
MPSK eb
k
MPSK eb
k
MPSK cb
MPSK c MPSK e
P k
P
P
P P

=

=
Relationship of bit-POE and symbol-POE in
MPSK
Observe that the bit errors are nearly independent due
to Gray coding.
5-163
Phase ambiguity (due to frequency shift) of M-ary PSK.
. ] ) ( 2 [
) ] ) ( 2 [ 2 cos(
) 2 cos(
) 2 cos(
+ =

+ +
+
t f f
f
t f f t f
f
t f
f
t f
c
c
c
c
c
c
c
c wrong
wrong
estimate
of terms in it estimate
receive

receive
case) ambiguous
estimate
receive
case) ideal
5.2.8 Differential PSK (DPSK) and its
performance
5-164
Differential Encoding
=
=
=
=
=
=
10 if degree, 90 - by symbol previous of phase Shift the
11 if degree, 180 by symbol previous of phase Shift the
Input
Input
Input
Input
DQPSK
Input
Input
DBPSK
performance
5-165
POE of Differentially Encoded PSK
The current bit-error will affect the correctness of the
decision for the next bit.
1010101... 010
. 01100110.. 011 _
channel
10... 0110011001
01... 0101010101
01
1
=
=
=
=
output
code receive
code DE
input
performance
1 1 + +
=
k k k
I c c
k k k
c c I =
+ + 1 1
5-166
performance
=
=
+ +
) (
1 1
1
) (
) (
wrong
k k k
k
wrong
k k wrong
k
c c I
c c I
c
One-bit error in the received codeword will induce two-bit
error in decision.
5-167
performance
Demodulation without phase estimation
[ ]
). ( ) (
is vector received the , 1 At time
). ( ) (
) sin( , ) cos(
is vector received the , At time
2 , 1 1 , 1
) (
2 , 1 1 , 1
2 1
) (
2 1
2 1
1

+ + = +
+ + = +
+ + =
k k
j
k k
k k
j
k k
k k k k k
jn n e jr r
k
jn n e jr r
n n r
k
k
k

E
E
E E
r
( )( )
[ ]
.) first term in the cancelled been has offset phase that the Note (
) )( ( ) ( ) (
) ( ) (
) ( ) (
*
2 , 1 1 , 1 2 1 2 1
) ( *
2 , 1 1 , 1
) ( ) (
*
2 , 1 1 , 1
) (
2 1
) (
*
2 , 1 1 , 1 2 1
1 1
1

+ + + + + + + =
+ + + + =
+ +

k k k k k k
j
k k
j j
k k
j
k k
j
k k k k
jn n jn n jn n e jn n e e
jn n e jn n e
jr r jr r
k k k k
k k
E E E
E E
[ ] . ) ( ) (
) ( *
2 , 1 1 , 1 2 1
1

= + +
k k
j
k k k k
e jr r jr r E

E
5-168
performance
POE of DPSK
Hard to derive directly in its original form.
Instead, approximation is applied.
). ( as on distributi same the has ) (
and ), ( as on distributi same the has ) ( where
) )( (
1
) ( ) (
) )( (
1
) ( ) (
) ( ) (
2 , 1 , 2 , 1 ,
2 , 1 1 , 1 2 , 1 1 , 1
*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
*
2 , 1 1 , 1
) (
*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
) ( *
2 , 1 1 , 1
) ( ) (
*
2 , 1 1 , 1 2 , 1 ,
1
1 1
k k k k
k k k k
k k k k k k k k
j
k k k k k k
j
k k
j j
k k k k
jn n n j n
jn n n j n
jn n jn n n j n n j n e
jn n jn n jn n e jn n e e
jr r jr r
k k
k k k k
+ +
+ +
+ + + + + + + =
+ + + + + + + =
+ +

E
E
E
E
E

. as on distributi same the has
Then variance. marginal identical h matrix wit
covarian diagonal and vector mean - zero with Gaussian is and Given
5. - 2 Problem
X Y
X X e Y
j
r r
r r r

=
5-169
performance
[ ] [ ]
[ ] [ ] { ) 2 /( ) 2 /( ) ( Var Var
. ) ( Var Var then
, 1 2 If
0
2
0 2 , 2 , 1 1 , 1 , 1 0 1 , 1 , 1
2 , 2 , 1 1 , 1 , 1 1 , 1 , 1
SNR N N n n n n N n n
n n n n n n
SNR
k k k k k k
k k k k k k
= = + >> = +
+ >> +
>>

E E
E
[ ] ) ( ) (
) )( (
1
) ( ) (
) ( ) (
Therefore,
2 , 1 ,
*
2 , 1 1 , 1
) (
*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
*
2 , 1 1 , 1
) (
*
2 , 1 1 , 1 2 , 1 ,
1
1
k k k k
j
k k k k k k k k
j
k k k k
n j n n j n e
jr r jr r
k k
k k
+ + + +
+ + + + + + + =
+ +

E
E
E
E
5-170
performance
Normalized pdf
with small variance
Normalized pdf
with large variance
[ ]
X
Y
N
N
Normal Y X
n n n n Y X
k k
k k
k k
k k k k k k k k
1
1
0
0
1
1
2 2 , 1 1 1 1 , 1 1
tan ) (
: estimate to is goal Our
.
0
0
,
) sin(
) cos(
) , ( Then
) sin( , ) cos( ) , ( Let
+ + + =

E
E
E E
5-171
[ ] [ ]
[ ]
.
0
0
,
0
) , ( and tan

0 when : DPSK
.
2 / 0
0 2 /
,
0
, r and tan

, , 0 when : PSK
0
0 1
d
0
0
2 1
1
2 1
2 1 2 1
=
=

=
+ = = =
N
N
Normal Y X
X
Y
N
N
Normal r
r
r
n n r r r
d
E
E
E
r
Comparison of POE between PSK and DPSK
performance
Observe that the noise variance of DPSK is twice as large
as that of PSK. Hence, the POE of DPSK is larger than
that of PSK.
The above formula of DPSK performance is only an
approximation. (Cf. Appendix B of the textbook.)
5-172
performance
The POE
degradation of
DPSK to PSK is
better than
double or 3 dB.
When symbol-POE
is less than 10
5
,
the difference in
bit-SNR for binary
casesis only 1 dB.
5-173
performance
The good performance of DBPSK is due to that (
k

k1
)
is either 0or . Hence, we only need to consider the real
part of
{ }
+ + + + =
+ +
+ + + + + + + =
+ +

) (
1

) ( ) ( Re
., .
) )( (
1
) ( ) (
) ( ) (
2 , 1 2 , 1 , 1 1 , 1 , 1 , 1
*
2 , 1 1 , 1 2 , 1 ,
*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
*
2 , 1 1 , 1
) (
*
2 , 1 1 , 1 2 , 1 ,
1
k k k k k k
k k k k
k k k k k k k k
j
k k k k
n n n n n n
jr r jr r
e I
jr r jr r
k k
E
E
E
E
E
E

Then, the optimal decision maker is:
{ }
*
2 , 1 1 , 1 2 , 1 ,
) ( ) ( Re

+ +
k k k k
jr r jr r
>
<
0.
(A special case of Appendix B.)
=

) (
1 k k
0 ) (
1
=
k k

5-174
Appendix B
What is the probability of P
b
= Pr{D < 0}, where
]. ) )( [(
2
1
], | [|
2
1
], | [|
2
1
], [ ], [ Denote
. 0 | | satisfying constants valued - complex are , , and
), different for means different have may
and , correlated be may and ( matrix covariance common with
variables random Gaussian valued - complex t independen } , {
), | | | | (
*
, ,
2
,
2
,
, ,
2
1
1
* * * 2 2
y k k x k k xy y k k yy x k k xx
k y k k x k
k k
L
k k k
L
k
k k k k k k
m Y m X E m Y E m X E
Y E m X E m
AB C C B A
k
Y X
Y X
Y X C Y CX Y B X A D
= = =
= =
>
+ + + =
=
=

5-175
Appendix B
Answer:
+
+
>

+
+
+

+
+
+
+
=

=

=

1 if , ) (
2
1
exp ) (
/ 1
/
) , (
1 if ,
1 2
) (
) / 1 (
] 2 / ) ( exp[

1 2
) / 1 (
] 2 / ) ( exp[ ) (
) (
2
1
exp ) ( ) , (
2 2
0
1 2
1 2
1
1
1
1
0
1 2
1
2
1
2
1 2
1 2
2 2
1
0 1
2
1 2
1 2
2 2
0 2 2
0 1
L b a ab I
v v
v v
b a Q
L
v
v
b
a
v
v
a
b
k
L
ab I
v v
b a
v
v
k
L
v v
b a ab I
b a ab I b a Q
P
L
n
n L
k
k L n k n
n L
L
k
k
L
b
+ +
=
> >
=
+ + + =
+ =

+ + +
=
+

+ =

+ =
= =
+
+
=
+

=
=
+
=
+
= =
kind first the of function Bessel modified order th , 0 ,
) 1 ( !
) 2 / (
) (
function - Q Marcum , 0 , ) ( ) , (
| | | |
), | | | )(| | (| 2
,
) | )(| | | ( 4
) | )(| | | ( 4
1
,
) | )(| | | ( 4
1
, , ,
) (
) ( 2
,
) (
) ( 2
where
0
2
0
2 / ) (
1
*
, ,
*
,
*
,
2
,
2
, 2
* *
, , ,
*
,
2
,
2
,
2
1
2 2
* *
2 2
2
2 2 2
2
1
1
2 2
1
1 1
2 / 1
2
2 1
2 1 1
2
2 1
2 / 1
2
2 1
2 1 1 2
2
1
2 2
j x
k j k
x
x I
a b ab I
b
a
e b a Q
m m C m Cm m B m A
m m m m m m AB C
AB C
C C B A
w
w
AB C
w v w
AB C
w v
v v
v v v
b
v v
v v v
a
k
k j
j
k
k
k
b a
y k x k y k x k y k x k k
xy y k x k xy y k x k xx y k yy x k k
xy yy xx
xy xy yy xx
xy yy xx xy yy xx
L
k
k
L
k
k

5-176
Appendix B
Apply the Appendix B to DBPSK for (
k

k1
) = .
=
0
exp
2
1
N
E
P
b
= =
= + = =
= =
= =

1 ) ( lim , 0 ) / 2 , 0 (
2 ) ( , 2
,
1
,
2
, 0

0 0 0 1
) ( ) (
2 0 1
0
2 1
2 / 1
0
1 1
x I N E Q
E e e E EN
N
v v
N
E
b a
x
j j
k k k k

= = = = =
= + = = = = =
+ + = =
+ + = =

0 ,
2
, ,
} Re{ 2 , 1 , 0 , 1
) (
) (
0 ) ( ) (
*
1 1 1
*
1
*
1 1
2 , 1 1 , 1
) (
1 1
2 1
) (
1
1
1
xy yy xx
j
y
j
x
k k
j
k
k k
j
k
N
e m e m
Y X Y X Y X D C B A L
jn n e r Y
jn n e r X
k k
k
k

E E
E
E
.) 0 ) ( when occurs error (Because
1
=
k k

5-177
performance
DBPSK is in general 1
dB inferior in bit-POE
to BPSK/QPSK.
DQPSK (see the
formula in the next
slide) is in general 2.3
dB inferior in bit-POE
to DBPSK.
5-178
The performance of DQPSK can be derived as (
k

k1
)
is either 0or /2 or or 3/2. Hence, we only need to
consider:
+ + + + + + +
+ + + + + + + =

*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
*
2 , 1 1 , 1
*
2 , 1 1 , 1 2 , 1 , 2 , 1 ,
*
2 , 1 1 , 1
) ( *
1
) )( (
1
) ( ) (
10 for ,
11 for ,
01 for ,
00 for ,

) )( (
1
) ( ) (
1
k k k k k k k k
k k k k k k k k
j
k k
jn n jn n n j n n j n
j
j
jn n jn n n j n n j n e r r
k k
E
E
E
E
E
E
E E

performance
Then, the optimal decision maker is:
{ } { }
{ } { }
*
1
*
1
*
1
*
1
Im Re bit, second for the
Im Re bit, first for the

+
k k k k
k k k k
r r r r
r r r r
>
<
0.
>
<
0.
0
1
0
1
5-179
performance
{ } { }
* *
1
*
1
*
1
*
1
) )( 1 ( ) 1 ( Im 2 Re 2

+ + =
k k k k k k k k
r r j r r j r r r r
= = = = =
+ + = + = = = =
+ + = =
+ + = =
0 ,
2
, ,
) 1 ( ) 1 ( , 1 , 0 , 1
) (
) (
0 ) ( ) (
1
*
1
*
1 1
2 , 1 1 , 1
) (
1 1
2 1
) (
1
1
1
xy yy xx
j
y
j
x
k k
j
k
k k
j
k
N
e m e m
Y X j Y X j D j C B A L
jn n e r Y
jn n e r X
k k
k
k

E E
E
E
( )
= + =
=
= =
+
=
+ +

E e e E
EN
N
v v
N
E
b
N
E
a
k k k k
j j
2 2
4
,
2
1
,
2
2 2
,
2
2 2

] 4 / ) [( ] 4 / ) [(
2
0 1
0
2 1
2 / 1
0
2 / 1
0
1 1

Take the second bit as an example for (

k

k1
) = /2or .
.) /2 3 or 0 ) ( when
occurs error (Because
1
=
k k
5-180
performance
, ) (
2
1
exp ) (
2
1
) , (
2 2
0 1 ,
+ = b a ab I b a Q P
DQPSK eb
( ) ( ). 2 / 1 1 2 and 2 / 1 1 2 where + = =
b b
b a
Therefore,
5-181
performance
Summary
Observe from the below formulas that the noise
variance of DPSK is twice as large as the case
of PSK.
Thus, it seemsthat the performance of DPSK
should be 3 dB poorer than that for PSK.
| | | |
| |
.
0
0
,
0
) , ( and tan

0 when : DPSK
.
2 / 0
0 2 /
,
0
, r and tan

, , 0 when : PSK
0
0 1
d
0
0
2 1
1
2 1
2 1 2 1
|
|
.
|
\
|
(
=
=
|
|
.
|
\
|
(
=
+ = = =
N
N
Normal Y X
X
Y
N
N
Normal r
r
r
n n r r r
d
E
E
E
r
5-182
performance
But, from the true formulas of DPSK, the 3 dB
poorer is too pessimisticespecially for M = 2
and M = 4.
1 dB for M = 2 at P
b
= 10
5
.
2.3 dB for M = 4 at P
b
= 10
5
.
It is until M > 4 that 3 dB is a more accurate estimate.
Hence, considering the implementation complexity
(DPSK do not require an elaborate method for
estimating the carrier phase) and its smaller-than-
expectation performance degradation, DPSK is
often used in practice especially for M = 2 and M
= 4.
5-183
5.2.9 Probability of error for QAM
( ) ( ) t f t g A t f t g A t s
c ms c mc m
2 sin ) ( 2 cos ) ( ) ( : symbol channel QAM =
Our goal is to find the relation of SNR versus POE.
POE is (partially) decided by the minimum
Euclidean distanceamong signal points. Hence,
we can fix the minimum Euclidean distance among
signal points (i.e., to some extent, fix the POE),
and find the required signal power instead (i.e., to
improve the SNR).
5-184
Fix the minimum distance among signal points to
be 2.
5-185
Average transmitted power
73 . 4 ]) 3 2 4 [ 4 2 4 (
8
1
) (
1
) (
6 ) 8 4 4 4 (
8
1
) (
1
) (
83 . 6 ]) 2 4 6 [ 4 2 4 (
8
1
) (
1
) (
. 6 ) 10 4 2 4 (
8
1
) (
1
) (
1
2 2
1
2 2
1
2 2
1
2 2
= + + = + =
= + = + =
= + + = + =
= + = + =
=
=
=
=
M
m
ms mc av
M
m
ms mc av
M
m
ms mc av
M
m
ms mc av
A A
M
P d
A A
M
P c
A A
M
P b
A A
M
P a
Hence, the best 8QAM constellation is (d).
In fact, (d) is the 8QAM constellation that minimizes average
transmitted power subject to a minimum distance of 2.
However, since rectangular QAM is more easily
implemented,it is used more often in practice.
5-186
POE of rectangular QAM
Each dimension often contains 2
k/2
signal points, if M = 2
k
.
It therefore can be treated as two 2
k/2
PAM.
( )
) ( 2
1 1
) (
1
) (
.) equivalent the of half - one is of power ed transmitt average that (Note
.
1
2
1
2
1
2 2
2
,
,
PAM M P A
M
A
M
A A
M
MQAM P
MQAM PAM M
P P
av
M
m
ms
M
m
mc
M
m
ms mc av
PAM M c
MQAM c
= + = + =
=

= = =
148.) - 5 slide (See ,
) 1 (
6 ) 1 ( 2
0
2 ,
|
|
.
|
\
|
=
N M M
M
P
av
MPAM e
E
|
|
.
|
\
|
0
,
) 1 (
6 ) 1 ( 2
N M M
M
P
av
PAM M e
E
5-187
2
, ,
2
2
, ,
2
2
0
,
2
0
,
,
) 1 (
) ( log 3
2 1 1
) 1 (
) ( log 3 ) 1 ( 2
1 1
) 1 (
3 ) 1 ( 2
1 1
) 1 (
6 ) 1 ( 2
1 1
|
|
.
|
\
|
|
|
.
|
\
|

|
|
.
|
\
|
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
MQAM av b
MQAM av b
MQAM av
PAM M av
MQAM e
M
M
M
M
M
M
N M M
M
N M M
M
P
E
E
5-188
5-189
( ) 158.) - 5 slide (See ) / sin( 2 2
,
M P
MPSK e

|
|
.
|
\
|

|
|
.
|
\
|

|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|

1
3
4
1
3
4
1
3
4
1
3
2 1 1
2
2
,
M
M M
M
P
MQAM e
Comparison in POE between QAM and PSK

5-190
) / ( sin ) 1 ( 2
3
) / sin( 2
) 1 /( 3
2
2
M M M
M
R
M

=
(
(

=
Observation
QPSK and 4QAM yield comparable (i.e., almost
the same) performance, while MPSK performs
worse than MQAM when M > 4.
. n better tha performs somehow 1
, , MPSK e MQAM e M
P P R >
M 10 log
10
R
M
4
8
16
32
64
0
1. 65
4.20
7.02
9.95
5-191
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
4QAM
16QAM
32QAM
64QAM
4PSK
16PSK
32PSK
64PSK
4PSK
16PSK 32PSK 64PSK
5-192
From the performance comparison
in the previous slide
4PSK 4QAM in performance as
predicted by the table at right)
16PSK performs 4dB poorer than
16QAM (as predicted by the table at
right)
right)
right)
M 10 log
10
R
M
4
8
16
32
64
0
1. 65
4.20
7.02
9.95
5-193
Performance bound for non-rectangular QAM
It can be shown by a similar procedure as establishing
(cf. slide 5-118) that
points. signal
between distance Euclidean minimum the is d where
N
d
M P
MQAM e

2
) 1 (
min
0
2
min
,
|
|
.
|
\
|

BFSK e MFSK e
P M P
, ,
) 1 (
5-194
5.2.10 Comparison between digital
modulation methods
Is POE-versus-SNR a sufficient basis when
comparing different digital modulation methods?
Bit-POE versus bit-SNR : Comparison should be done
under a fixed data rate of transmission
Higher data rate surely has poorer performance.
Bandwidth required
Some researchers view the transmission data rateas a
measure of the required bandwidth. In fact, such equivalence
depends on the modulation method and pulse shape used.
5-195
modulation methods
DSB-PAM
Pulse shape g(t)
.
log

is bandwidth consumed and rate data between relation the Hence, ) 3 (
. / log / rate data the So
bits. log transmits system the , During ) 2 (
.
1
bandwidth bandpass duration ) ( ) 1 (
2
2
2
M
R
W
T M T k R
M k T
T
W T t g
=
= =
=

Bandwidth efficiency bit-rate to bandwidth ratio
M
W
R
2
log ) Hz bit/sec ( efficiency Bandwidth = =
5-196
modulation methods
SSB-PAM
Pulse shape g(t)
.
log 2

is bandwidth consumed and rate data between relation the Hence, ) 3 (
. / log / rate data the So
bits. log transmits system the , During ) 2 (
.
2
1
bandwidth bandpass duration ) ( ) 1 (
2
2
2
M
R
W
T M T k R
M k T
T
W T t g
=
= =
=

Bandwidth efficiency
PAM DSB M
W
R
> = =
2
log 2 efficiency Bandwidth
5-197
DSB-QAM (no SSB-QAM)
It doubles the data rate of DSB-PAM; and hence,
double the bandwidth efficiency of DSB-PAM, which is
equivalent to SSB-PAM.
(FSK) Orthogonal signals (and its simplex signals)
M frequency bands, separate in frequency by 1/(2T).
Bi-orthogonal signals
modulation methods
M
M
W
R
R
M
M
R M
M
T
M W
2
2 2
log 2
log 2 ) / (log 2 2
1
= = = =
M
M
W
R
R
M
M
R M
M
T
M
W
2
2 2
log 4
log 4 ) / (log 4 2
1
2
= = = =
5-198
modulation methods
Normalized data rate R/W
versus SNR per bit required
to achieve a given error
probability
Power-limited
region: R/W< 1
Band-limited
region: R/W> 1
) ( log
2
M
) ( log 2
2
M
) ( log 2
2
M
M M / ) ( log 2
2
) ) / ( 1 ( log /
2 b
W C W C + =

5-199
(Bits per second per hertz) versus (bit-SNR), under
a fixed bit- or symbol-POE.
M-ary orthogonal signals
Increase M,
Decrease bit-per-second-per-hertz.
Usually, R/W < 1.
Bad for channels with bandwidth constraints.
But, decrease bit-SNR required for fixed symbol-POE.
Good for channels with power constraints
Note that as M approaches infinity, POE achieves zero (by
increasing M) if bit-SNR > 1.6dB. In such case, W = infinity
and R/W = 0. (cf. Slide 5-134)
modulation methods
5-200
modulation methods
(Bits per second per hertz) versus (bit-SNR), under
a fixed bit- or symbol-POE.
PAM, QAM, PSK
Increase M.
Increase bit-per-second-per-hertz.
Good for channels with bandwidth constraints (since
each hertz can be used more efficiently.)
Usually, R/W > 1.
But, increase bit-SNR required for fixed POE.
Bad for channels with power constraints.
Example of channel with bandwidth constraint : (digital)
telephone channels and (digital) radio channels.
5-201
modulation methods
Normalized capacity under AWGN = Highest bit-
per-second-per-hertz achievable (C/W)
Shannon upper bound (1948) : A general upper bound
for any modulation methods (For details, see chapter 7.)
This is the bound for arbitrary small error probability,
not just the bound corresponding to POE = 10
5
.

/
1 2
1 log 1 log 1 log
/
2
0
2
0
2
W C
r
W
C
W
WN
C
W
WN
P
W C
W C
b b
b av

=
|
.
|
\
|
+ =
|
|
.
|
\
|
+ =
|
|
.
|
\
|
+ =
E
6-1
Chapter 6 : Carrier and Symbol
Synchronization
6-2
Why synchronization?
n
l
(t)
Channel
s
l,m
(t)
r
l
(t)=s
l,m
(t-)+n
l
(t) +
Transmitted
signal
Received
signal
Channel will introduce unknownpropagation
delay .
m = 1, 2, , M
6-3
Example. Correlation demodulator
Need to sample at the right time.
( )
T
dt
0
( )
T
dt
0
( )
T
dt
0
1
r
2
r
N
r
detector To
{ } l orthonorma
1
N
n n
f
=
Why synchronization?
Received signal r
l
(t)
f
1
(t)
f
2
(t)
f
N
(t)
Sample at t = T
6-4
Why signal parameter estimation?
Output of the demodulator must be sampled at the
correct symbol timing.
6-5
Received signal model due to AWGN
{ }
{ }
t f j
l
t f j j
l
c
c
e t z t s
e t z e t s
t n t s t r
2
2
)] ( ) (
~
[ Re
)] ( ) ( [ Re
) ( ) ( ) (
+ =
+ =
+ =
where
| | | |
=
= =
=
= =

. AWGN ) (
2 delay; n propagatio
signal lowpass equivalent ) (
; ) ( Re ) ( ) ( Re ) (
) ( 2 2
t n
f
t s
e t s t s e t s t s
c
l
t f j
l
t f j
l
c c

6-6
. and by determined
be can where estimate to needs one
), ( recover to ) ) ( (or ) ( ) (
~
From

c
l l
f
t s t r t z t s +
This is only theoretically correct;
but not necessarily true in practice!
6-7
Estimation of phase shift and the propagation delay .
Dependence on the accuracy of f
c
It seems that there is only one signal parameter to be estimated,
because = 2f
c
. But since the receiver carrier frequency may
drift away from f
c
at the transmitter site. Hence, the phase turns out
not only depending on .
Estimate accuracy consideration
Estimate of must be within a relative small fraction, say 1%, of
T for the sake of sampling.
However, for =2f
c
, within 1% of accuracy in the estimate of
may still lead to a large deviation of because f
c
is usually
large.
Thus, separate estimate of and is technically necessary.
6-8
Estimation of phase shift and the propagation
delay .
Estimation criterions
ML (Maximum likelihood) estimator
MAP (Maximum a posteriori probability) estimator
Estimation approaches
One-shot estimator, based on one observation
Tracking loop estimator, continuously update the estimate.
6-9
6.1.1 The likelihood function
Assumptions and notations.
The transmitted signal s(t) and received signal r(t) can
be spanned by N orthonormal functions {f
n
} (over
interval T
0
)
Let
) ( ) , ; ( ) ( ) ( ) ( t n t s t n t s t r + = + =
Then
|
|
.
|
\
|
= =
=

N
n
n n
N s r
N
N
e
N
r r p
1
0
2
/ )] , ( [
0
1
1
) , | ) ,..., ( (

r
where
. ) ( ) , ; ( ) , ( and ) ( ) (
0 0

= =
T
n n
T
n n
dt t f t s s dt t f t r r
6-10
Although it is possible to derive the parameter
estimates based on [r
1
, r
2
, , r
N
], it is convenient
to deal directly with the signal waveforms.
Assume that and are deterministic (or slowly
time-varying).
Hence, ML is adopted as the criterion in subsequent
discussion.
T
0
, which is referred to as observation interval, is
usually (much) larger than T.
6-11
=
= + = =
=
=
(
+ =
(
N
n
n n
T
N
n
N
n m
m n m m n n
N
n
n n n
T
N
n
n n n
T
s r
N
dt t f t f s r s r t f s r
N
dt t f s r
N
dt t s t r
N
1
2
0
0
1 1 1
2 2
0
0
2
1
0
0
2
0
)] , ( [
1
) ( ) ( )] , ( )][ , ( [ 2 ) ( )] , ( [
1
) ( )] , ( [
1
)] , ; ( ) ( [
1

Observe that
|
|
.
|
\
|
=

0
2
0
)] , ; ( ) ( [
1
0
1
) , | ) ( (
T
dt t s t r
N
N
e
N
t r p

This becomes
a function of
the signal
waveform
6-12
The ML estimator is therefore:
=
0
2
) , (
)] , ; ( ) ( [ min arg ) ,
(
T
ML ML
dt t s t r

6-13
6.1.2 Carrier recovery and symbol
synchronization in signal demodulation
Exemplified block diagram : Binary PSK
| | ( ) ( )
2 , 1 and , ) 3 2 ( re whe
) 2 (
= =
+ = =
+
m d m A
m
c m
t f j
m m
c

This is a bandpass-based
correlation-type demodulator!
Here, the integrator acts like a
lowpass filter. Later, we will
actually replace the integrator
by a low-pass filter in PLL
analysis.
6-13
6-14
Exemplified block diagram : M-ary PAM
| | ( ) ( )
M m d M m A
m
c m
t f j
m m
c
,..., 2 , 1 and , ) 1 2 ( re whe
) 2 (
= =
+ = =
+

Received Received
signal signal
AGC at the front end is to
eliminate channel gain
variations, which is
important to amplitude-
sensitive demodulator such
as M-ary PAM and QAM.
6-15
Effect of phase error: An example on
BPSK and M-ary PAM
Then,
). ( ) ( where ), 2 cos( )] ( / ) ( [ ) ( Let = + = t g A t A t f t g t A t s
m c m
)
cos( ) (
2
1
)
cos( ) (
2
1
)
cos( ) (
2
1
)
2 cos( ) 2 cos( ) ( )]
2 cos( ) ( )[ (
Low Pass

+ + 4 + =
+ + = +
t A
t f t A t A
t f t f t A t f t g t s
c
c c c m
Hence, signal power is reduced by a factor
A phase error of 10
o
leads to 0.13 dB of signal power loss.
A phase error of 30
o
leads to 1.25dB of signal power loss.
)
( cos
2

6-16
Exemplified block diagram : M-ary PSK
| |
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
M m M m
t f t g t f t g
t f t g
e e t g t s
m
c m c m
m c
t f j M m j
m
c
,..., 2 , 1 and / ) 1 ( 2 re whe
2 sin sin 2 cos cos
2 cos
) ( Re ) ( : symbol channel
) 2 ( / ) 1 ( 2
= =
+ + =
+ + =
=
+

6-17
Exemplified block diagram example : M-ary PSK
Received Received
signal signal
6-18
Exemplified block diagram
( ) ( ) + + = t f t g A t f t g A t s
c ms c mc m
2 sin ) ( 2 cos ) ( ) (
: symbol channel PAM - Q
6-19
Effect of phase error: An example on QAM
and M-ary PSK
) 2 sin( ) ( ) 2 cos( ) ( ) ( + + = t f t B t f t A t s
c c m
+ =
=
sin( ) (
2
1
)
cos( ) (
2
1
) (
)
sin( ) (
2
1
)
cos( ) (
2
1
) (

t A t B t y
t B t A t y
Q
I
Hence, not only the desired signal (first term) power
is reduced by a factor of but a cross-
talk interference is induced between in-phase and
quadrature components.
Therefore, the phase error requirement for QAM and
M-ary PSK is much higher that that of M-ary PAM.
)
( cos
2

6-20
6.2 Carrier phase estimation
In this topic, we assume that is known. In other words,
only needs to be estimated.
Common approaches
Multiplex a pilot signal, often in frequency, that allows the receiver
to extract and to sync its local oscillator to the carrier frequency of
the received signal.
Derive the carrier phase directly from the (suppressed carrier)
modulated signal
More prevalent in practice
Advantage
All the transmission power is allocated to the information-
bearing signals.
6-21
6.2.1 Maximum-likelihood carrier phase
estimation
Assume the propagation delay is known. Then
the ML estimator of phase becomes
| |
=
+ =
=
0
0
0
) ; ( ) ( max arg
) ; ( ) ; ( ) ( 2 ) ( min arg
)] ; ( ) ( [ min arg
2 2
2
T
T
T
ML
dt t s t r
dt t s t s t r t r
dt t s t r
6-22
estimation
Example. ML phase estimator.
) ( ) 2 cos(
) ( ] ) ( Re[ ) ( Then
) 2 (
t n t f A
t n e t s t r
c
t f j
l
c
+ + =
+ =
+

. ) ( Assume A t s
l
=
, ) ; ( ) ( max arg
obtain To
0
=
T
ML
dt t s t r

. 0
) ; ( ) (
have must we
0
=
ML
T
dt t s t r

(cf. slide 6-5)

6-22
6-23
estimation
(
(
=
= +
= + = =

0 0
0 0
0 0 0
) 2 cos( ) ( ) 2 sin( ) ( arctan
. 0 ) 2 cos( ) ( ) sin( ) 2 sin( ) ( ) cos(

ly, Equivalent
. 0 ) 2 sin( ) ( ) ; ( ' ) ( ) ; ( ) (
T
c
T
c ML
T
c
T
c
T
c
T T
dt t f t r dt t f t r
dt t f t r A dt t s t r dt t s t r

). ( ) ; ( ) ( and ) 2 cos( ) ; ( t n t s t r t f A t s
c
+ = + =
6-23
6-24
estimation
A one-shot ML phase estimator for a time-
independent s
l
(t)
Oscillator
2
1
|
.
|
\
|
=
X
Y
ML
arctan
X
Y
r(t)
cos(2f
c
t)
sin(2f
c
t)
0
) (
T
dt
0
) (
T
dt
(
(
=

0 0
) 2 cos( ) ( )] 2 sin( )[ ( arctan
T
c
T
c ML
6-25
A PLL (Phase-Locked Loop) ML phase estimator
for a time-independent s
l
(t)
0 )
2 sin( ) (
0
= +
T
ML c
dt t f t r
VCO
r(t)
)
2 sin(
ML c
t f +

0
) (
T
dt
Tuning VCO
to make it zero..
estimation
6-26
An (equivalent) PLL ML phase estimator for a
time-independent s
l
(t)
| | 0 )
2 sin( ) ( )
2 sin( ) (
0 0

= + = +
T
ML c
T
ML c
VCO
r(t)
)
2 sin(
ML c
t f +

0
) (
T
dt
Tuning VCO
to make it zero..
6.2.2 The phase-locked loop
6-27
Basic diagram of a PLL
6-28
Analysis of the tracking loop estimator
Assume noise-free environment, i.e., n(t)=0.
VCO
) 2 cos( ) ( + = t f A t r
c
0
) (
T
dt
Tuning VCO
to make it zero.. )
2 sin(
ML c
t f +
e(t)
)
4 sin(
2
)
sin(
2
)
2 sin( ) 2 cos( ) (
ML c ML
ML c c
t f
A A
t f t f A t e

+ + =
+ + =
6-29
). 2 / 1 ( of multiple if , 0 )
sin(
2
)
4 sin(
2
)
sin(
2
) (
0
0
0 0 0
c ML
T
ML c
T
ML
T
f T
AT
dt t f
A
dt
A
dt t e
= =
+ + =

VCO
) 2 cos( ) ( + = t f A t r
c
0
) (
T
dt
)
2 sin(
ML c
t f +
0 )
sin(
2
) (
0
0
= =
ML
T
AT
dt t e
)
4 sin( ) 2 / (
)
sin( ) 2 / ( ) (
ML c
ML
t f A
A t e

+ +
=
The effect of Integration is similar to a low-pass filter.
6-29
6-30
VCO
) 2 cos( ) ( + = t f A t r
c
0
) (
T
dt
)
2 sin(
ML c
t f +
0 )
sin(
2
) (
0
0
= =
ML
T
AT
dt t e
)
4 sin( ) 2 / (
)
sin( ) 2 / ( ) (
ML c
ML
t f A
A t e

+ +
=
VCO
) 2 cos( ) ( + = t f A t r
c
)
2 sin(
ML c
t f +
0 )
sin(
2
=
ML
A

)
4 sin( ) 2 / (
)
sin( ) 2 / ( ) (
ML c
ML
t f A
A t e

+ +
=
Lowpass
Filter
6-31
VCO
) 2 cos( ) ( + = t f A t r
c
)
2 sin(
ML c
t f +
)
sin(
2
ML
A
v =
)
4 sin( ) 2 / (
)
sin( ) 2 / ( ) (
ML c
ML
t f A
A t e

+ +
=
Lowpass
Filter
VCO can be modeled as a sinusoidal signal generator with
an integration-based phase adjustment.

+ = +
t
c c
d v K t f t t f ) ( 2 ) (
2 Sinusoidal term of VCO output =

=
t
d v K t ) ( ) (
Or phase of VCO output =

Starting from this view, we can reduce the above block
diagram to an equivalent closed-loop PLL system model.
6-32
Equivalent close-loop system model of
PLL
VCO
) 2 cos( ) ( + = t f A t r
c
)
2 sin(
ML c
t f +
)
sin(
2
ML
A
v =
)
4 sin( ) 2 / (
)
sin( ) 2 / ( ) (
ML c
ML
t f A
A t e

+ +
=
Lowpass
Filter G(s)
sin( )
) (
t
) (
) ( t t
VCO=K/s
) (t v
Loop
Filter G(s)
(t)
+
)] (
) ( sin[ t t

=
t
d v K VCO ) (
:
The existence of sin( ) function yields a non-linear effect in
the system, which causes difficulty in its analysis.
6-33
Equivalent close-loop system model of
PLL
VCO=K/s
) (
t
) (t v ) (
) ( t t
Lowpass
Filter G(s)
(t)
+
Linearized PLL model

small. is )
( when ,
sin(
function. transfer system loop - closed (linear) a us gives This
s s KG
s s KG
s s s s KG s s
s s s s KG
s s s
s
s
s
s H
/ ) ( 1
/ ) (
)] (
) ( )[ / ) ( ( )] (
) ( [
)] (
) ( )[ / ) ( (
) (
)] (
) ( [
) (
) (
) (
) (
+
=
+

=
+
= =

6-34
Analysis of equivalent close-loop system
model of PLL
Analysis based on G(s) for second-order loop
transfer function. (Linearized PLL model)
filter.) lowpass a for (Usually,
1
1
) (
2 1
1
2

>>
+
+
=
s
s
s G
2
1 2
2
) / ( ) / 1 ( 1
1
) ( function transfer loop closed
s K s K
s
s H

+ + +
+
=
where
. 2 / ) / 1 ( factor damping loop and
/ loop the of frequency natural
2
1
K
K
n
n
+ =
=

1 ) / ( 2 ) / (
1 ) / )( / 2 (
2
) / 2 (
) , , ; (
2 2 2
2 2
+ +
+
=
+ +
+
=
n n
n n
n n
n n n
n
s s
s K
s s
s K
K s H

6-35
-20
-18
-16
-14
-12
-10
-8
-6
-4
-2
0
2
4
6
8
0.1 0.2 0.3 0.4 0.5 0.7 1.0 2 3 4 5 7 10
=0.3
=0.5
=0.707
=1.0
=2.0
=5.0
n
/
| ) ( | log 20
10
j H
Critical damping
Overdamping
Underdamping
=0.3
=0.5
=0.707
=1.0
=2.0
=5.0
model of PLL
Damping factor = response speed (for changes)
|
.
|
\
|
>> >> 0 as 2
2
K
n
. 2
1
1
1 2
2
1 2 2 Assume
2

|
|
.
|
\
|
+
=
|
|
.
|
\
|
=
K K K
n n
6-36
Analysis of equivalent close-
loop system model of PLL
(one-sided) Noise-equivalent bandwidth of H(f)
(cf. Problem 2-24)
n
n
n
f
eq
df f H
f H
B

8
4 1
/ 8
) ( 1
| ) ( |
| ) ( | max
1
2 2
2
0
2
2
+
+
= =

Tradeoff of parameter selection in PLL

It is desirable to have larger PLL bandwidth in order to track any
time variations in the phase of the received carrier.
However, with larger PLL bandwidth, more noise will be passed
into the loop; and hence, the phase estimate is more inaccurate.
The above analysis is based on a noise-free assumption.
The effect of noise will be considered in the next subsection.
|H(f)|
2
f B
eq
2 2
2
=
K
n
n
6-37
8
4 1
2
+
model of PLL
0
0.5
1
1.5
2
2.5
3
0.3 0.50.707 1 2 5
6-38
6.2.3 Effect of additive noise on the
phase estimate
Assume n(t) is the wideband white noise, and represent
it as:
=
W/Hz. ) 2 / 1 ( density spectral power sided - two with ) ( ) (
) 2 sin( ) ( ) 2 cos( ) ( ) (
0
N t y t x
t f t y t f t x t n
c c

Analysis
+ + =
+ + =
)] ( 2 sin[ ) ( )] ( 2 cos[ ) ( ) (
) ( )] ( 2 cos[ ) (
t t f t n t t f t n t n
t n t t f A t r
c s c c
c c
. 5) - 2 Problem (cf. ) ( and ) ( as
statistics same the have ) ( and ) ( Hence,
.
)] ( cos[ )] ( sin[
)] ( sin[ )] ( cos[
) (
) (
) (
) (
t y t x
t n t n
t t
t t
t y
t x
t n
t n
s c
s
c
|
|
.
|
\
|

|
|
.
|
\
|
=
|
|
.
|
\
|

where
6-39
phase estimate
VCO
)] ( 2 sin[ ) (
)] ( 2 cos[ )] ( [ ) (
t t f t n
t t f t n A t r
c s
c c c

+
+ + =
)] (
2 sin[ t t f
c
+
VCO
)] ( 2 sin[ ] / ) ( [
)] ( 2 cos[ ] / ) ( 1 [ ) (
t t f A t n
t t f A t n t r
c c s
c c c

+
+ + =
)] (
2 sin[ t t f
c
+
0 ) (
2
1
)] (
) ( sin[
2
1
2
= + t n t t
)] (
2 sin[ ) ( ) ( t t f t r t e
c
+ =
)]). (
) ( cos[ ) ( )] (
) ( sin[ ) ( (
1
) ( Let
2
t t t n t t t n
A
t n
s c
c
+ =
0
) (
1
0
T
dt
T
0 )] (
) ( cos[
2
) (

)] (
) ( sin[
2
) (

)] (
) ( sin[
2
) (
0
= +
+

t t
t n
t t
t n
t t
A
dt t e
s
c
c
T

)
4 cos(
2
) (
)
cos(
2
) (
)
4 sin(
2
)] ( [
)
sin(
2
)] ( [
)
2 sin( ) 2 sin( ) ( )
2 sin( ) 2 cos( )] ( [
)] (
2 sin[ ) ( ) (
ML c
s
ML
s
ML c
c c
ML
c c
ML c c s ML c c c c
c
t f
t n t n
t f
t n A t n A
t f t f t n t f t f t n A
t t f t r t e

+ + +
+ +
+

+
=
+ + + + + + =
+ =
0
) (
1
0
T
dt
T
6-40
phase estimate
VCO
)] ( 2 sin[ ] / ) ( [
)] ( 2 cos[ ] / ) ( 1 [ ) (
t t f A t n
t t f A t n t r
c c s
c c c

+
+ + =
)] (
2 sin[ t t f
c
+
0 ) (
2
1
)] (
) ( sin[
2
1
2
= + t n t t
0
) (
1
0
T
dt
T
VCO
)] ( 2 sin[ ] / ) ( [
)] ( 2 cos[ ] / ) ( 1 [ ) (
t t f A t n
t t f A t n t r
c c s
c c c

+
+ + =
)] (
2 sin[ t t f
c
+
0 ) (
2
1
)] (
) ( sin[
2
1
2
= + t n t t
)] (
2 sin[ ) ( ) ( t t f t r t e
c
+ =
)
4 cos(
2
) (
)
cos(
2
) (
)
4 sin(
2
] / ) ( 1 [
)
sin(
2
] / ) ( 1 [
)] (
2 sin[ ) ( ) (
ML c
c
s
ML
c
s
ML c
c c
ML
c c
c
t f
A
t n
A
t n
t f
A t n A t n
t t f t r t e

+ + +
+ +
+

+
=
+ =
Lowpass Filter
6-41
phase estimate
VCO
)] ( 2 sin[ ] / ) ( [
)] ( 2 cos[ ] / ) ( 1 [ ) (
t t f A t n
t t f A t n t r
c c s
c c c

+
+ + =
)] (
2 sin[ t t f
c
+
) (
2
1
)] (
) ( sin[
2
1
) (
2
1
2
t n t t
t v
+ =
)] (
2 sin[ ) ( ) ( t t f t r t e
c
+ =
Lowpass Filter G(s)
=
VCO=K/s
) (
t
) (t v
) (
) (
)) (
) ( sin(
t t
t t

Loop
Filter G(s)
(t)
+
) (
2
t n
LinearizedPLL model
.
2
) ( with ) (
2
0
2
1
c
n
A
N
f t n = white
6-42
phase estimate
( )
2
2
0
0
2
2
0
2
2
0
2
2
2
2
2
2
| ) ( | max
| ) ( |
| ) ( |
2

| ) ( | ) ( ) (
tic. determinis assumed is ) ( where ), ( * )] ( ) ( [ ) (
) ( )] ( ) ( [ ) (
/ ) ( 1
/ ) (
) (
) ( ) (
) (
) (
) ( ) (
) ( ) (

f H B
A
N
df f H
A
N
df f H
A
N
df f H f
n
df f
t t H t n t t
s H s n s s
s s KG
s s KG
s H
s n s
s
s
K s G
s n s s s
f
eq
c
c
c
=
=
=
= =
+ =
+ =
+
= =
+

+ =

6-43
phase estimate
noise. to due error estimation the of variance the is
2
2
| ) ( | max f H
f
L c
f
eq
A
f H B N
1
power signal
power noise
) | ) ( | max 2 )( 2 / (
2
2
0
2
= = =
Thus, the (approximate-by-linearized model) signal-to-
noise ratio is:
2
0
2
2
| ) ( | max
1
f H B N
A
SNR
f eq
c
L
= = =
eq
B
eq
B
2
| ) ( | f H
eq
6-44
sin( )
) (
t
) (
) ( t t
VCO=K/s
) (t v
Loop
Filter G(s)
(t)
+
Exact PLL model

) (
2
t n
VCO=K/s
) (
t
) (t v
) (
) ( t t
Loop
Filter G(s)
(t)
+
Linearized PLL model

) (
2
t n
phase estimate
Exact PLL model versus Linearized PLL model
6-45
phase estimate
It turns out that the exact PLL model is tractableunder
G(s) = 1. (Viterbi, 1966)
Specifically, the pdf for phase error (under Gaussian
distributed n
2
) is established as
{ } ) cos( exp
) ( 2
1
) (
0

=
L
L
I
p
where
zero. order of function Bessel modified
the is ) ( and loop, order - first the of bandwidth equivalent
noise the being with
| ) ( | max
0
0
2
2
0
2
= =
I
B
B N
A
f H B N
A
eq
eq
c
f eq
c
L
6-46
phase estimate
The variance for the linear model is close to the exact variance for
L
> 3 dB.
Hence, the linear model is adequate for practical purposes.
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
0 0.2 0.4 0.6 0.8 1 1.2
2
0
/ / 1
c eq L
A B N =
Variance of VCO
phase estimate
Exact
Linear model
1/3
2
(First-order PLL)
6-47
phase estimate
Discussions
Transient behavior at initial acquisition is important
for PLL.
Notably, the analysis based on linearized model assumes that
is small so that sin() can be well approximated by .
Behavior of PLL at low SNR is also important.
There is a rapid deterioration in the performance of the PLL at
low SNR.
In such case, the loop will lose lock.
6-48
6.2.4 Decision-directed loops
In the previous analysis, the input to the phase estimator does
not carry information.
Such input is often referred to as unmodulated carrier signal.
In this subsection, modulated carrier signal will be considered
(in terms of the form of equivalent lowpass signal.)
) ( ) 2 cos( ) ( t n t f A t r
c
+ + =
) ( ) (
) ( ) ( ) (
t z nT t g I e
t z e t s t r
n
n
j
j
l l
+ =
+ =
in imaginary
complex domain.
in real domain.
) ( )] ( 2 cos[ ) ( t n t t f A t r
c c
+ + =
input
6-49
Analysis
=
=
n
n l
nT t g I t s ) ( ) (
{ } ( ) { }
) 2 ( 2
) ( Re ) ( Re ) (
+
= =
t f j j
l
t f j
l
c c
e e t s e t s t s
{ }
) 2 (
) ( Re ) (
+
=
t f j
l
c
e t r t r
) ( ) ( ) ( t z e t s t r
j
l l
+ =

6-50
Assumptions
Both the Re-part and Im-part of the transmitted signal s
l
(t)e
j
and received signal r
l
(t) can be spanned by N orthonormal
functions {f
n
}.
Let
Then
( )
|
|
.
|
\
|
= =
=
+
N
i
i i i i
s r s r N
N
N N
e
N
r r r r p
1
2 2
0
)] ( [ )] (
~ ~
[ ) / 1 (
2
0
1 1
1
) | ) ,..., ,
~
,...,
~
( (

r
where
= =
= =

0 0
0 0
. ) ( ) ; ( ) ( and ) ( ) (
; ) ( ) ; (
~
) (
~
and ) ( ) (
~ ~
T
i l i
T
i l i
T
i l i
T
i l i

)] ( ) (
~
[ )] ; ( ) ; (
~
[ ) ( ) (
~
) ( t z j t z t s j t s t r j t r t r
l l l l l
+ + + = + =
6-51
( ) ( )
{ }
=
=
+ = +
=
0
*
0
0
*
0
0
2 2
0
1
2 2
0
)] ; ( ) ( )][ ; ( ) ( [ Re
1
)] ; ( ) ( )][ ; ( ) ( [
1
)] ; ( ) ( [ )] ; (
~
) (
~
[
1
)] ( [ )] (
~ ~
[
1
T
l l l l
T
l l l l
T
l l l l
N
i
i i i i
dt t s t r t s t r
N
dt t s t r t s t r
N
dt t s t r t s t r
N
s r s r
N

Observe that
( ) { }
|
|
.
|
\
|
=

0
*
0
)] ; ( ) ( )][ ; ( ) ( [ Re / 1
2
0
1
) | ) ( (
T
l l l l
dt t s t r t s t r N
N
l
e
N
t r p


6-52
{ }
{ }
{ }
{ }
=
=
=
+ =
=
0
0
0
0
0
) ( ) ( Re max arg
) ( ) ( Re max arg
) ; ( ) ( Re max arg
| ) ; ( | ) ; ( ) ( ) ; ( ) ( | ) ( | Re min arg
)] ; ( ) ( )][ ; ( ) ( [ Re min arg
*
*
*
2 * * 2
*
T
j
l l
T
j
l l
T
l l
T
l l l l
T
l l l l ML
dt e t s t r
dt e t s t r
dt t s t r
dt t s t s t r t s t r t r
dt t s t r t s t r

6-53
|
.
|
\
|
=
=
n
T
l n
j
T
j
n
n l
T
j
l l ML
dt nT t g t r I e
dt e nT t g I t r
dt e t s t r
0
0
0
) ( ) ( Re max arg
) ( ) ( Re max arg
) ( ) ( Re max arg
* *
* *
*

6-54
)
`
|
.
|
\
|
=
|
.
|
\
|
=
=
T n
nT
l
K
n
n
j
T
l
K
n
n
j
T
j
K
n
n l
T
j
n
n l ML
dt nT t g t r I e
dt nT t g t r I e
dt e nT t g I t r
dt e nT t g I t r
) 1 (
*
1
0
*
0
*
1
0
*
0
1
0
* *
0
* *
) ( ) ( Re max arg
) ( ) ( Re max arg
) ( ) ( Re max arg
) ( ) ( Re max arg
0
0
0

Further assume that g(t) = 0 for t < 0 and t T; and T
0
= KT.
6-55
Taking the derivative w.r.t. , we obtain:
) sin( ) ( ) ( Im
) cos( ) ( ) ( Re max arg
) ( ) ( Re max arg
1
0
) 1 (
* *
1
0
) 1 (
* *
1
0
) 1 (
* *
)
`

)
`
=
)
`
=
+
=
+
=
+
K
n
T n
nT
l n
K
n
T n
nT
l n
K
n
T n
nT
l n
j
ML
dt nT t g t r I
dt nT t g t r I
dt nT t g t r I e

0 ) cos( ) ( ) ( Im
) sin( ) ( ) ( Re
1
0
) 1 (
* *
1
0
) 1 (
* *
=
)
`

)
`
=
+
=
+
K
n
T n
nT
l n
K
n
T n
nT
l n
dt nT t g t r I
dt nT t g t r I
6-56
)
`

)
`

=
)
`

)
`
=
+
=
+
=
+
=
+
1
0
) 1 (
* *
1
0
) 1 (
* *
1
0
) 1 (
* *
1
0
) 1 (
* *
) ( ) ( Re
) ( ) ( Im
arctan
) ( ) ( Re
) ( ) ( Im
arctan
K
n
T n
nT
l n
K
n
T n
nT
l n
K
n
T n
nT
l n
K
n
T n
nT
l n
ML
dt nT t g t r I
dt nT t g t r I
dt nT t g t r I
dt nT t g t r I
This is usually referred to as decision-directed (or

decision-feedback) carrier phase estimator.
Note that it requires the the knowledge of I
n
; hence, a
lowpass analysis is more suitable than a bandpass analysis!
6-57
Properties of decision-feedback carrier
phase estimate
Unbiased (an informal proof)

+

=
=
+
+
=
=
=
(

T n
nT
k
k n
j
T n
nT
j
k
k n
T n
nT
l n
T n
nT
l n
dt nT t g kT t g I I E e
dt nT t g e kT t g I I E
dt nT t g t r I E
dt nT t g t r I E
) 1 (
* *
) 1 (
* *
) 1 (
* *
) 1 (
* *
) ( ) ( ] [
) ( ) (
) ( )] ( [
) ( ) (
6-58
) tan(
) ( ) ( ] [ ) cos(
) ( ) ( ] [ ) sin(
) ( ) ( Re
) ( ) ( Im
) 1 (
* *
) 1 (
* *
) 1 (
* *
) 1 (
* *
=

=
)
`

)
`
+

=
+

=
+
+
T n
nT
k
k n
T n
nT
k
k n
T n
nT
l n
T n
nT
l n
dt nT t g kT t g I I E
dt nT t g kT t g I I E
dt nT t g t r I E
dt nT t g t r I E
phase estimate

6-59
phase estimate
Its pdf can be derived, if {I
n
}{1,+1} is zero-mean
i.i.d.
+ =
+ =
+ =

+ +
+

=
+
T
n
j
T n
nT
n
T n
nT
j
T n
nT
k
k
j
n
T n
nT
l n
dt t g t z I g e
dt nT t g t z I dt nT t g nT t g e
dt nT t g t z kT t g I e I
dt nT t g t r I
0
* *
2
) 1 (
* *
) 1 (
*
) 1 (
* *
) 1 (
* *
) ( ) (
) ( ) ( ) ( ) (
) ( ) ( ) (
) ( ) (
|
.
|
\
|
+ =

=
=
+ T
K
n
n
j
K
n
T n
nT
l n
dt t g t z I g Ke dt nT t g t r I
0
*
1
0
*
2
1
0
) 1 (
* *
) ( ) ( ) ( ) (

6-60
phase estimate
|
.
|
\
|
+ =

=
T
K
n
n
j
dt t g t z I g Ke Z
0
*
1
0
*
) ( ) (
Z is a conditional (complex-valued) Gaussian random

variable given , which is independent of z(t).

=
1
0
*
K
n
n
I
Hence, the distribution of Im(Z) / Re(Z) can be
established.
6-61
Block diagram of a (one-shot) decision-feedback carrier
phase estimator for DSB-PAM signals
)
`

)
`
=
1
0
*
1
0
*
Re
Im
arctan
K
n
n n
K
n
n n
ML
y I
y I
. ) ( ) (
2
1
and
) 1 (
*
+
=
T n
nT
l n
dt nT t g t r y
{ } ) 2 cos( ) ( ) ( Re ) (
49, - 6 slide from Then PAM. - for DSB real ) (
) 2 (

+ = =
+
t f t r e t r t r
t r
c l
t f j
l
l
c
) (t r
)
2 ( cos ) ( ) (
2 *
+ t f t g t r
c l
(Low Pass)
T
l
dt t g t r
0
*
) ( ) (
2
1
) (
*
t g
6-62
Decision-feedback PLL (DFPLL)
Next, we consider the noise effect on the Decision-
feedback PLL.
| | 0 )
2 sin( ) ( )
2 sin( ) (
0 0

= + = +
T
ML c
T
ML c
6-63
Assume n(t) is the wideband white noise, and represent
it as:
=
W/Hz. ) 2 / 1 ( density spectral power sided - two with ) ( ) (
) 2 sin( ) ( ) 2 cos( ) ( ) (
0
N t y t x
t f t y t f t x t n
c c

Analysis
+ + =
+ + =
)] ( 2 sin[ ) ( )] ( 2 cos[ ) ( ) (
) ( )] ( 2 cos[ ) (
t t f t n t t f t n t n
t n t t f A t r
c s c c
c c
. 5) - 2 Problem (cf. ) ( and ) ( as
statistics same the have ) ( and ) ( Hence,
.
)] ( cos[ )] ( sin[
)] ( sin[ )] ( cos[
) (
) (
) (
) (
t y t x
t n t n
t t
t t
t y
t x
t n
t n
s c
s
c
|
|
.
|
\
|

|
|
.
|
\
|
=
|
|
.
|
\
|

where
6-64
Since the information is only carried by cosine term in
DSB-PAM, we can multiply r(t) by a proper cosine
function to re-construct the carried information A
m
in
A(t) = A
m
g(t).
Lowpassing and sampling the above formula at the right
time (i.e., (t)= 0) gives (cf. slide 6-66):
term - frequency - high )) ( sin( ) (
2
1
)) ( cos( )] ( ) ( [
2
1
)) (
2 cos( ) (
+
+ = +
t t n
t t n t A t t f t r
s
c c

where . ) (
) ( ) ( t t t =
)] ( ) ( [
2
1
t n t A
c
+
>
<
Threshold (Decision of A
m
)
6-65
The computation of is delayed
by T seconds to wait for the previous decision (i.e.,
estimate ) of A(t).
Assume the estimate of information signal A(t) is exact.
Then, the error in DFPLL (cf. the next slide) is given by:
))] ( cos( ) ( )) ( sin( ) ( )[ (
2
1
)) ( sin( ) (
2
1
)) ( cos( ) (
2
1
)) ( sin( )] ( ) ( [
2
1
) (
))] (
2 sin( )[ ( ) ( ) (
2
Low Pass
t t n t t n t A t t A
t t n t t n t A t A
t t f t r t A t e
s c
s c
c

+ + =
|
.
|
\
|
+ +
+ =
))] (
2 sin( )[ ( ) (
t t f t r t A
c
+
) (
t A
6-66
Decision-feedback
PLL (DFPLL)
) (t A
))] (
2 sin( )[ ( t t f t r
c
+
I t takes T seconds to finish the estimate.
(This explains the necessity of the bottom
Delay T functional block.)
0 )) ( sin( ) (
2
1
2
t t A
Delay
T
6-67
The decision-directed loops for other modulation
schemes, such as QAM and M-ary PSK as well as
CPM, can be derived similarly; hence, we omit
them in the lectures.
6-68
6.3 Symbol timing estimation
In this topic, we assume that is known. In other
words, only needs to be estimated.
Symbol synchronization or timing recovery : The
output of the demodulator must be sampled at
t
m
= m T +
where T = symbol interval, m is an integer and
is the propagation delay.
Approaches
Implicit symbol synchronization or self-synchronization
Extract symbol timing from transmitted signals
Explicit symbol synchronization
Provide external clock source for synchronization
6-69
6.3.1 Maximum-likelihood timing
estimation
Model
=
=
n
n l
nT t g I t s ) ( ) (
) ( ) ( ) ( t z t s t r
l l
+ =
=
=
n
n l
nT t g I t s ) ( ) (
) ( ) ( ) ( t n t s t r + =
{ } { } { }
t f j t f j
l
t f j
l
c c c
e t z e t s e t r

2 2 2
) ( Re ) ( Re ) ( Re + =
6-70
Assumptions and notations.
The transmitted signal s
l
(t ) and received signal r
l
(t)
can be spanned by N orthonormal functions {f
n
} (over
interval T
0
) (For simplicity, I assume they are all real-
valued.)
Then
|
|
.
|
\
|
= =
=

N
n
n l n l
N s r
N
N l l l
e
N
r r p
1
0
2
, ,
/ )] ( [
0
, 1 ,
1
) | ) ,..., ( (

r
where
. ) ( ) ( ) ( ) ( ) (
0 0
, ,

= =
T
n l n l
T
n l n l
dt t f t s s dt t f t r r and
estimation
6-71
=
= + = =
=
=
(
+ =
(
=

N
n
n l n l
T
N
n
N
n m
m n m l m l n l n l
N
n
n n l n l
T
N
n
n n l n l
T
l l
s r
N
dt t f t f s r s r t f s r
N
dt t f s r
N
dt t s t r
N
1
2
, ,
0
0
1 1
, , , ,
1
2 2
, ,
0
0
2
1
, ,
0
0
2
0
)] ( [
1
) ( ) ( )] ( )][ ( [ 2 ) ( )] ( [
1
) ( )] ( [
1
)] ( ) ( [
1
Observe that
|
|
.
|
\
|
=

0
2
0
)] ( ) ( [
1
0
1
) | ) ( (
T
l l
dt t s t r
N
N
l
e
N
t r p


estimation
6-72
estimation
| |
=
=
=
+ =
=
=
0
0
0
0
0
) ( ) ( max arg
) ( ) ( max arg
) ( ) ( max arg
) ( ) ( ) ( 2 ) ( min arg
)] ( ) ( [ min arg
2 2
2
T
l
n
n
T
n
n l
T
l l
T
l l l l
T
l l ML
dt nT t g t r I
dt nT t g I t r
dt t s t r
dt t s t s t r t r
dt t s t r

6-73
0
) ( ) (
0
=
|
|
.
|
\
|

d
dt nT t g t r d
I
T
l
n
n
estimation
Hence, we require
. ) ( ) ( ) ( where
0
= =
T
l n n
dt nT t g t r y y
0 or =
=
d
dy
I
n
n
n
6-74
estimation
Decision-directed ML estimate of
) (t r
l

= =
0 0
) ( ) ( )) ( ( ) (
0
T
l
T
l
dt t g t r dt t g t r y
6-75
6.3.2 Non-decision-directed timing
estimation
Decision-directed timing estimate relies on the
estimate accuracy of information.
To remove the dependence on the information
estimation, one can consider a non-decision-
directed timing estimate, based on the pdf over
the information symbol.
=

=
0
) ( ) ( max arg
DF ,
T
l
n
n ML
dt nT t g t r I

6-76
Assume that g(t)=0 for t < 0 and t T; and T
0
= KT.
Recall the decision-directed timing
estimation

+
=
+
=
+
=
=
=
=
=
=
K m
m n
n n
K m
m n
T
l n
T
K m
m n
n l
T
n
n l ML
y I
dt nT t g t r I
dt nT t g I t r
dt nT t g I t r
1
1
0
0
1
0
DF ,
) ( max arg
) ( ) ( max arg
) ( ) ( max arg
) ( ) ( max arg
0
0
0
. where
(
=
T
m

6-77
estimation
The non-decision-directed timing estimate
| |
| | ( ) ) | ) ( ( log max arg
) | ) ( ( max arg
NDF ,
t r P E
t r P E
l
l ML
I
I
=
=
6-78
=

|
|
.
|
\
|
=
|
|
.
|
\
|
=
+
=
|
.
|
\
|
+

K m
m n
n n
T
l l
T
l l
T
l l
y I C
dt t s t r dt t s t r
N
N
dt t s t r
N
N
l
e D
e
N
e
N
t r p
1
0 0
2 2 2
0
0
2
0
) (
) ( ) ( 2 )] ( ) ( [
1
0
)] ( ) ( [
1
0

1

1
) | ) ( (

estimation
and / 2 where
0
N C =
.
1
0
2 2 2
0
)] ( ) ( [
1
0
|
.
|
\
|
+

|
|
.
|
\
|
=
T
l l
dt t s t r
N
N
e
N
D


6-79
estimation
Further assume that {I
n
} in {1, +1} is equal-probable i.i.d.
For ease of understanding in presentation, we (unreasonably)
assume K = 1 and m=1.
) ( ) (
) ( ) ( ) (
) ( ) ( ) (
2 1 0 2 1 0
2 1 0 2 1 0 2 1 0
2 1 0 2 1 0 2 1 0
2
0
8 8
8 8 8
8 8 8
)] | ) ( ( [
y y y C y y y C
y y y C y y y C y y y C
y y y C y y y C y y y C
y I C
l
e
D
e
D
e
D
e
D
e
D
e
D
e
D
e
D
e D E
t r p E
n
n n
+ + + + +
+ + + + +
+ +
+ +
+ + +
+ + =
(

=
=
I
I

6-80
estimation
( )( )( )
2 2 1 1 0 0
8
)] | ) ( ( [
Cy Cy Cy Cy Cy Cy
l
e e e e e e
D
t r p E
+ + +
+ + + =
I
( )
( ) ( ) ) ( cosh log max arg
log max arg
2
0
) ( ) (
2
0
NDF ,
n
n
y C y C
n
ML
y C
e e
n n
=
+ =
=
+
=
n
n
n ML
y I
=
=

max arg
DF ,
In general (without assumption on the size of T
0
but with i.i.d.
{I
n
})
( ) ( )
=
=
n
n ML
y C cosh log max arg
NDF ,

0
/ 2 and ) ( ) ( ) ( where
0
N C dt nT t g t r y y
T
l n n
= = =

6-81
estimation
Implementation consideration
The function log(cosh()) is not easy in its implementation.
( ) ( )
=
=
n
n ML
y C cosh log max arg
NDF ,

Some kind of approximation may solve the obstacle.

( ) small. is when
2
1
) cosh( log
2
x x x
=

n
n ML
y C ) (
2
1
max arg
2 2
NDF ,

6-82
( )
) (
2
1
) (
2
1
1 log
2
) ( 2
log
2
) (
6
1
2
1
1 ) (
6
1
2
1
1
log
2
log ) cosh( log
4 2
4 2
4 2
4 3 2 4 3 2
x O x
x O x
x O x
x O x x x x O x x x
e e
x
x x
+ =
|
.
|
\
|
+ + =
+ +
=
(
+ + + + +
(
+ +
=
+
=

estimation
( ) small. is when
2
1
) cosh( log Hence,
2
x x x
6-83
estimation
Hence, (for the sub-optimal approximation of non-
decision-directed timing estimate) we require
0
) (
) ( ) (
2
= =

=
= n
n
n
n
n
d
dy
y y
d
d
6-84
Non-decision-directed ML estimate of
) (t r
l
estimation
6-85
Aalternative implementation of approximate non-
decision-directed ML estimate of
) (t r
l
estimation
6-86
estimation
Final notes
Similar average-out-the-information technique can be
applied to phase estimate as well.
For more details, please refer to Section 6.2.5.
Early-late gate synchronizers are omitted in this lecture.
6-87
6.4 Joint estimation of carrier phase and
symbol timing
In principle, joint estimationcould yield a smaller
variance of estimate parameters than separate
estimation, especially when the estimate
parameters are dependent. But such smaller
variance depends on the ideally perfect
implementation of the system.
6-88
In its most general form, the received waveform
can be written as:
E.g.,
PAM: I
n
is real and J
n
= 0.
QAM and PSK: I
n
is complex and J
n
= 0.
OQPSK: w(t) = g(tT/2).
) ( ) , ; (
) ( ) ( ) ( ) (
t z t s
t z nT t w J j nT t g I e t r
n
n
n
n
j
l
+ =
+
(
+ =

=

symbol timing
6-89
symbol timing
Note that in joint estimate of and , the two
parameters will be treated as two independent
parameters for estimation. In other words, we
would not presume = 2f
c
in the first place.
6-90
symbol timing
Assumptions
Both the Re-part and Im-part of the transmitted signal
s
l
(t;,) and received signal r
l
(t) can be spanned by N
orthonormal functions {f
n
}.
Then
( ) { }
|
|
.
|
\
|
=

0
*
0
)] , ; ( ) ( )][ , ; ( ) ( [ Re / 1
2
0
1
) , | ) ( (
T
l l l l
dt t s t r t s t r N
N
l
e
N
t r p

6-91
symbol timing
Therefore,
| |

sin ) ( cos ) ( max arg
)] ( ) ( [ Re max arg ) ,
(
,
* *
,
B A
x jJ y I e
n
n n n n
j
ML ML
=
)
`
+ =

=
. ) ( ) ( ) (
) ( ) ( ) (
0
0
*
*
=
=
T
l n
T
l n
dt nT t w t r x
dt nT t g t r y

where
=
+ = +
n
n n n n
x jJ y I jB A )] ( ) ( [ ) ( ) (
* *

6-92
symbol timing
The partial derivatives (of the maximization
function) w.r.t. and must be zero.
=
0 sin
) (
cos
) (
0 cos ) ( sin ) (

B A
B A
=
=
.
) (
) (
arctan
; 0
) (
) (
) (
) ( satisfies
ML
ML
ML
ML
A
B
B
B
A
A

6-93
6.5 Performance characteristics of ML
estimators
Quality indices of a signal parameter estimate
Bias
Variance
= )] (
[ Bias r E
)] (
[ )] (
[ Variance
2 2
r r E E =
6-94
estimators
Cramer-Rao bound
(
(
|
.
|
\
|
|
.
|
\
|

2 2
2 2
) | ( log )] ( [ )] (
[ )] (
r r r r p E E E E
For an unbias estimator, the Cramer-Rao bound
becomes
(
(
|
.
|
\
|

2
2 2
) | ( log 1 )] (
[ )] (
r r r p E E E
Any estimator that achieves the Cramer-Rao
bound is called an efficient estimate.
6-95
estimators
Remarks
The ML estimator is asymptotically (in the size of the
observation sequence) unbiased and efficient.
The ML estimator is also asymptotically Gaussian
distributed (with mean and variance approaching the
Cramer-Rao bound.)
6-96
estimators
Comparisons between decision-directed (DD) and
non-decision-directed (NDD) estimators
The variance of DD is generally less than NDD.
The variance is generally inversely proportional to the
SNR, or equivalently, inversely proportional to the
product of the signal power and T
0
.
Signal pulse shape can also affect the estimate
efficiency. For example, a raised-cosine pulse shape
generally performs better than a rectangular pulse
shape.
6-97
estimators
Comparisons
between symbol
timing (i.e., )
DD and NDD
estimates with
raised-cosine
pulse shape.
is a parameter
of the raised-
cosine pulse
6-97
T /

6-98
estimators
Raise-cosine spectrum
+
>
+

)
`
|
.
|
\
|
+

=
.
2
1
| | , 0
;
2
1
| |
2
1
,
2
1
| | cos 1
2
;
2
1
| | 0 ,
) (
T
f
T
f
T T
f
T T
T
f T
f X
rc
[0,1] = roll-off factor

/ 2T (bandwidth beyond the Nyquist bandwidth 1/2T)
is called the excess bandwidth.
6-99
estimators
Raise-cosine spectrum
6-99
6-100
estimators
Comparisons
between DD and
NDD with raised-
cosine pulse shape.
The larger the excess
bandwidth, the better
the estimate variance.
6-101
Summaries
Effect of phase errors to M-ary PAM, M-ary PSK
and QAM.
Carrier phase estimation
One-shot ML phase estimator
PLL
Exact model
Linearized model
Decision-directed
DFPLL
6-102
Summaries
Symbol timing estimation
Decision-directed ML estimator
Non-decision-directed ML estimator
Square-approximated NDD-ML estimator
Joint carrier phase and symbol timing estimation
Decision-directed ML estimator
Performance comparisons of DD and NDD ML
estimators
13-104
. )] 1 ( 4 [ )] 1 ( 4 [ 759
)] 1 ( 4 [ 2576 )] 1 ( 4 [ 759
)] 1 ( 4 [ POE(outer) - symbol
12 8
6 4
4096
2
2 /
p p p p
p p p p
p p
m
w
m
+ +
+ =

=
. decoding decision - soft on based obtained is
/
10
where

=
av av
P J
p
13.2.2 Some applications of DS spread
spectrum signals
Therefore, the bit-POE p for linear code concatenated
with a binary repetition code is obtained through (inner
code) soft-decision decoding
However, the symbol-POE for the outer code is
obtained through a clear-cut decision output (i.e.,
either 0or 1) of the inner code, and hence, belongs to
the category of (outer code) hard-decisiondecoding.
13-105
spectrum signals
Real-valued
demodulation
output is observed.
Soft-decision
for each
inter-code bit
Hard-decision
for each
outer-code symbol
{1,2,,M}
In other words, the systemwe considered previously is:
One can also consider a soft-decision decoding system
as follows:
Real-valued
demodulation
output is observed.
Quantization
for inter-code
observation
Soft-decision
for each
outer-code symbol
{1,2,,M}
13-106
Appendix
Soft-decision decoding
Decision based on the non-quantized (or a good
quantization) outputs fromthe matched filter or
correlator.
Hard-decision decoding
Decision based on the (binary-)quantized outputs from
the matched filter or correlator
13-107
spectrum signals
av av av av
av av av av
P J
R W
P J
R W
P J
R W
P J
R W
/
) / ( 24
/
) / ( 16
759
/
) / ( 12
2576
/
) / ( 8
759
decision) - POE(soft - symbol
. )] 1 ( 4 [ )] 1 ( 4 [ 759
)] 1 ( 4 [ 2576 )] 1 ( 4 [ 759 decision) - POE(hard - symbol
12 8
6 4
p p p p
p p p p
+ +
+
. decoding decision - soft (inner) on based obtained is
/
10
where

=
av av
P J
p
Fromslide 13-101, we have:
13-108
spectrum signals
1e-06
1e-05
0.0001
0.001
0.01
0.1
12 14 16 18 20 22 24 26
G(24,12)
PG =30 dB
Hard-decision
G(24,12)
PG =20 dB
Hard-decision
J amming margin J
av
/P
av
s
y
m
b
o
l
-
P
O
E
(
o
u
t
e
r
)
Notably, what is plotted in Fig. 13.2-7in text are
the upper bounds, not the true performances.
G(24,12)
PG =30 dB
Soft-decision
G(24,12)
PG =20 dB
Soft-decision
13-109
spectrum signals
You should know the operational meaning of
comparisons based on upper bounds.
The below comparisons are meaningful only when the
bounds are close to the true performances, which we
assume so momentarily.
Footnote on page 744in text
We remind the reader that the union bound is not very tight for
large signal sets.
13-110
Shift-10dB due to
processing gain
Shift-10dB due to
processing gain
spectrum signals
13-111
spectrum signals

soft
c
c
soft
soft
c
soft
J M
L
L
J M
J M
L
J M
R W
4
exp
16
759
8
759
) / ( 8
759 decision) - POE(soft - symbol of bound
=

hard
c
c
hard
hard
c
J M
L
L
J M
J M
L
p p p
2
exp
4
759 256
759 256
] 4 [ 759 )] 1 ( 4 [ 759 decision) - POE(hard - symbol of bound
2 2
2
4
4 4
. 2
2
exp
4
exp
, considered are terms l exponentia only the When
hard soft
hard
c
soft
c
J M J M
J M
L
J M
L
=

13-112
spectrum signals
Shift-3dB due to
soft-decision
Shift-3dB due to
soft-decision
13-113
spectrum signals
1e-06
1e-05
0.0001
0.001
0.01
0.1
12 14 16 18 20 22 24 26
G(24,12)
PG =30 dB
Hard-decision
G(24,12)
PG =20 dB
Hard-decision
J amming margin J
av
/P
av
s
y
m
b
o
l
-
P
O
E
(
o
u
t
e
r
)
The text writes 6dB is wrong, even if the comparison is
made on the exact bounds (not just on the exponents)!
G(24,12)
PG =30 dB
Soft-decision
G(24,12)
PG =20 dB
Soft-decision
Shift 3dB
Shift 3dB
13-114
spectrum signals
Antijamming application with coding gain
Expurgated nonlinear Golay(24, 11) code, obtained by
selecting 2048codewords of constant weight 12of
Golay(24, 12) code.

av av
P J
R W
/
) / ( 11
2047 decision) - POE(soft - symbol
.
/
) / )( 12 / 11 (
where
)] 1 ( 4 [ 2047 decision) - POE(hard - symbol
6
=

av av
P J
R W
p
p p
Expurgated nonlinear Golay(24, 11) code performs 1
dB better than Golay(24,12) code (in their bounds!)
13-115
spectrum signals
Number of code words
Weight (23,12) code (24,12) code
0
7
8
11
12
15
16
23
24
1
253
506
1288
1288
506
253
1
0
1
0
759
0
2576
0
759
0
1
Source: Table 8.1-1 on page 425
Also, see Perterson and Weldon (1972)
13-116
spectrum signals
Shift-1dB
Shift-1dB
13-117
spectrum signals
Antijamming application with coding gain
Maximum-length shift-register code
By employing m-stage shift register with feedback, the m
information bits are loaded into the shift registers, and then
(2
m
1) code bits will be shifted out in sequence.
After (2
m
1) shifts, the contents of the mshift registers will go
through all the 2
m
1possible states. Hence, the shift register
is back to its original state in (2
m
1) shifts. (So the maximum
length of the codewords is (2
m
1), as its name reveals.)
) , 1 2 ( ) , ( k k n
k
=

13-118
Appendix: Maximum-length shift register
code
The maximum-length shift-register code is also
called the simplex code.
It is the duel code of the Hamming code.
It is a subcode of the first-order Reed-Muller code.
13-119
spectrum signals
13-120
spectrum signals
13-121
spectrum signals
Take the maximum-length shift-register code as the
outer code, and the (1, 1) code as the inner code.
All codes have equal weight of 2
k1
except the all-zero
codeword.
) , 1 2 ( ) , ( k k n
k
=
1
min
2

=
k
d and

1
min
2
1 2 /
) / ( 2
2
/
) / ( 2
) 1 ( decision) - POE(soft - symbol
k
k
av av
k
c
av av
k
P J
R W
d R
P J
R W
M
13-122
.
1 2
2
Gain Coding where
exp 2
1 2
2
/
) / (
exp 2 decision) - POE(soft - symbol
1
1
= =
k
k
g
g
c k
k
k
av av
k
k
C
C
J M
L
k
P J
R W
spectrum signals
[ ]
e k
e
J M
C L
k
dB J M
dB L dB C
g c
c g
10 10 / ) (
10 / ) ( 10 / ) (
10
10 10 10
log
10
10 10
2 log
log 2 log decision) - POE(soft - symbol log

13-123
spectrum signals
Choose k=10, and n= 2
10
1= 1023.
dB. 99 . 6 00 . 5 2
1023
10
2 gain coding
dB. 10 20 3 102 10(bits) ) 1023(chips gain processing
1 10 1
= = = = =
= = =
k
m c
n
k
w R
. .
[ ]
10 / ) (
10 10 / ) ( 10 10
10
14 . 222
3
log
10
5 3 . 102
2 log 10 decision) - POE(soft - symbol log
dB J M
dB J M
e
=

13-124
spectrum signals
20dB. PG with code 1) Golay(24,1 expurgated decision - soft to
comparable is 7dB CG and 20dB PG with MLSR decision - soft of e Performanc
=
= =
1e-06
1e-05
0.0001
0.001
0.01
0.1
12 14 16 18 20 22 24 26
MLSR code: PG=20dB CG=7dB
Expurgated Golay(24,11): PG=20dB
(Again, this conclusion is drawn based on the bounds!)
13-125
( )
shape) pulse r rectangula h jammer wit - CW or
ce, interferen broadband (under
, 2
POE(inner) - symbol where
)] 1 ( 4 )[ 1 2 (
)] 1 ( 4 )[ 1 ( decision) - POE(hard - symbol
) ( ) ( ) (
2
2 /
2
min
inner
m
inner
b
inner
c
k
d
w R
p
p p
p p M
k
=
=
=

Take the maximum-length shift-register code as the

outer code, and the (1, 1) code as the inner code.
All codes have equal weight of 2
k1
except the all-zero
codeword.
spectrum signals
13-126
( )
=
= = =
=
=
=
= = =
) 1 2 ( /
) / ( 2
/
) / ( 2
. / and ,
/
2
2
code outer - inter combined for the energy bit the is ,
) / (
2
. is code inner of energy the , 2
code. inner for 1 1 1 , 2
0 b
b
0
b
b
0
b
0
) ( ) ( ) (
k
av av
av av
av
b
av
av
av
c
c
c
inner
m
inner
c
inner
b
k
P J
R W
n
k
P J
R W
W J J R
T
P
n
k
W J
R P
n
k
J
k
n
J
n k
J
w R p
E
E
E
E
E
E
E
E

spectrum signals
13-127
spectrum signals
20dB. PG with
code 1) Golay(24,1 expurgated decision - hard to comparable
is 7dB CG and 20dB PG with MLSR decision - hard of e Performanc
=
= =
Choose k=10, and n= 2
10
1= 1023.
dB. 99 . 6 00 . 5 2
1023
10
2 gain coding
dB. 10 20 3 102 10(bits) ) 1023(chips gain processing
1 10 1
= = = = =
= = =
k
m c
n
k
w R
. .
The above is the performance obtained with a single
level of coding (maximum-length shift-register code as
outer code, and (1, 1) code as inner code). Greater
coding gains can be achieved with concatenated codes.
(Again, this conclusion is drawn based on the bounds!)
13-128
spectrum signals
Low-detectability signal transmission
Without the knowledge of PN sequence, it is very
difficult to detect the DSSS signals if they are
intentionally transmitted in a very low (but acceptable)
power level.
. )) ( n larger tha much level power (with Gaussian
white both are ) ( and ) ( where ), ( ) ( ) ( ) (
given a for ) ( detecting of case the g Considerin
t c
t z t p t z t c t p t r
t c
+ =
It is therefore called LPI (low probability of being
intercepted) signal.
13-129
spectrum signals
Code division multiple access (CDMA) or spread spectrum
multiple access (SSMA)
If each user has its own distinct PN sequence (with
some good properties), then many DSSS signals are
allowed to occupy the same channel bandwidth.
)] ( ) ( ) ( )[ ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) ( ) ( ) (
) 2 ( ) 2 ( ) 1 ( ) 1 ( ) 1 ( ) 2 ( ) 1 ( ) 1 (
) 2 ( ) 2 ( ) 1 ( ) 1 ( ) 2 ( ) 1 (
t z t c t p t p t c t p t r t p t r
t z t c t p t c t p t r t r
+ + = +
+ + = +
Before the introduction of How to determine the number
of users (i.e., capacity) of a CDMA system?, let us
recollect the POE of a CDMA systemunder several kinds
of interference.
13-130
) ( ) 1 2 ( ) ( ) 1 2 (
) ( ) ( ) (
t z b t g c
t p t z t c
i i
i i
+ =
+
Spread spectrum
demodulator structure
i i c i
i i
n b c
c y
) 1 2 ( ) 1 2 ( 2 on based
) 1 2 ( estimate to is
+

E
Summary
POE under
broadband
interference
[ ]
[ ] [ ]
[ ] . ) ( ) ( Re ) ( ), ( Re where
, ) 1 2 ( ) 1 2 ( 2
) ( ), ( Re ) 1 2 ( ) ( ), ( Re ) 1 2 (
) ( ), ( ) ( ) ( ), ( ) 1 2 ( Re
) ( )] ( ) ( ) ( ) 1 2 [( Re
) ( )] ( ) ( ) ( [ Re
0
* *
* *
* *
0
*
0
*
= > < =
+ =
> < + > < =
> < + > < =

+ =
+ =
c
c
c
T
i
i i c i
i i
i i
T
i i
T
i i i
dt t z t g t g t z n
n b c
t g t z b t g t g c
t g t p t z t g t g c
dt t g t p t z t g c
dt t g t p t z t c y
E
13-131
,
2 / | | for ) (
)] ( ) ( [
2
1
) (
Given
0
*
z
=
+ =
W f J f
t z t z E
z

. ) ) 1 ( ( ) ( Re where , ) 1 2 ( ) 1 2 ( 2
0
*
+ = + =

c
T
c i i i c i i
dt T j t z t g n n b c y E
M ~ 1
encoder
k n ) , ( n
c c ,...,
1
) ,..., (
) ,..., (
1
1
n
n
b b
n n
n
y y ,...,
1
decoder
k n ) , (
decision
ML n
c c ,...,
1 M ~ 1
. 2 ] [
0
2
c j
J n E E =
Summary - POE under broadband
interference
(cf. slide 13-45)
13-132
=
= =
= =
= =
= = =

=
=
=
=
m m
b
b
av
av
c
c
b
c
M
m
m
av av
M
m
m c
av av
c
c w
T
P
W J J
n
k
R
k
n
T
T
L
w
P J
w R
P J
L
k k
r
codeword in s 1' of number
power signal overall
power ce interferen overall
rate code
gain processing
where
,
/
2
/
2
POE - symbol
0
2
2
2
2
ce interferen braodband
E
Observation : The above formula holds for every choice of
g(t) due to the broadband nature of the interference.
Summary - POE under broadband
interference
13-133
) ( ) 1 2 ( ) ( ) 1 2 (
) ( ) ( ) (
t z b t g c
t p t z t c
i i
i i
+ =
+
Spread spectrum
demodulator structure
i i c i
i i
n b c
c y
) 1 2 ( ) 1 2 ( 2 on based
) 1 2 ( estimate to is
+

E
Summary
POE under
narrowband
interference
[ ]
[ ] [ ]
[ ] . ) ( ) ( Re ) ( ), ( Re where
, ) 1 2 ( ) 1 2 ( 2
) ( ), ( Re ) 1 2 ( ) ( ), ( Re ) 1 2 (
) ( ), ( ) ( ) ( ), ( ) 1 2 ( Re
) ( )] ( ) ( ) ( ) 1 2 [( Re
) ( )] ( ) ( ) ( [ Re
0
* *
* *
* *
0
*
0
*
= > < =
+ =
> < + > < =
> < + > < =

+ =
+ =
c
c
c
T
i
i i c i
i i
i i
T
i i
T
i i i
dt t z t g t g t z n
n b c
t g t z b t g t g c
t g t p t z t g t g c
dt t g t p t z t g c
dt t g t p t z t c y
E
13-134
shape. pulse the on depends Thus
| ) 0 ( | or | ) 0 ( |
) ( | ) ( |
) ( | ) ( | ] [
2
0
2
2
2 2
G W J G J
df f J f G
df f f G n E
av
av
zz j
=
=
=
,
) ( ) (
)] ( ) ( [
2
1
) (
Given
*
z
=
+ =
f J f
t z t z E
av z

. ) ) 1 ( ( ) ( Re where , ) 1 2 ( ) 1 2 ( 2
0
*
+ = + =

c
T
c i i i c i i
M ~ 1
encoder
k n ) , ( n
c c ,...,
1
) ,..., (
) ,..., (
1
1
n
n
b b
n n
n
y y ,...,
1
decoder
k n ) , (
decision
ML n
c c ,...,
1 M ~ 1
0
2
W
2
W
Summary - POE under narrowband

interference
13-135
]. | ) ( | | ) ( [|
2
1
) ( | ) ( | ] [
2
1
2
1
2 2
f G f G J df f f G n E
av zz j
+ = =
+ + =
+ =
, 2 / | | for )] ( ) ( [
2
1
) (
)]; ( ) ( [
2
1
) (
Given
1 1
*
z
W f f f f f J f
t z t z E
av z

. ) ) 1 ( ( ) ( Re where , ) 1 2 ( ) 1 2 ( 2
0
*
+ = + =

c
T
c i i i c i i
M ~ 1
encoder
k n ) , ( n
c c ,...,
1
) ,..., (
) ,..., (
1
1
n
n
b b
n n
n
y y ,...,
1
decoder
k n ) , (
decision
ML n
c c ,...,
1 M ~ 1
1
f
2
W
2
W
1
f
interference
Note that for broadband interference, the POE depends on the overall
transmitted signal power, instead of the shape itself.
13-136
2) - 13.2 (Example .
/
) 4 / (
/
) 4 / (
POE - symbol
1) - 13.2 (Example .
/
2
/
2
POE - symbol
2
2
2
2
sinusoldal
2 2
r rectangula

= =
= =

M
m
m
av av
M
m
m c
av av
c
M
m
m
av av
M
m
m c
av av
c
w
P J
w R
P J
L
w
P J
w R
P J
L

Observation : The smoother the g(t) is, the better
the performance against narrowband
interferences.
interference
13-137
spectrum signals
How to determine the number of users (capacity)
of a CDMA system?
Assumptions
There is no cooperation among users
All signals have identical signal-to-noise interference power
ratio at a given receiver (i.e., in a perfect power control
environment)
The J amming interference is mainly contributed by other
users, and can be modeled as a Gaussian distribution.
] ) ( ) ( )[ ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) ( ) (
) 2 ( ) 2 ( ) 1 ( ) 1 ( ) 1 ( ) 2 ( ) 1 ( ) 1 (
) 2 ( ) 2 ( ) 1 ( ) 1 ( ) 2 ( ) 1 (
L L
L L
+ + = + +
+ + = + +
t c t p t p t c t p t r t p t r
t c t p t c t p t r t r
process. in users of number the is where ,
1
1
) 1 (
u
u av u
av
av
av
N
N P N
P
J
P
=
13-138
Assumptions(continued)
Golay (24, 12) code is used as the outer code with processing gain =100.
Requirement: Symbol-POE < 10
6
spectrum signals
encoder
outer
k n ) , (
1
decoder
outer
k n ) , (
1 M ~ 1
n
c c ,...,
1
) ,..., (
) ,..., (
1
1
n
n
b b
n n
n
y y ,...,
1
decision
ML n
c c ,...,
1 M ~ 1
encoder
inner
n ) 1 , (
2
decoder
inner
n ) 1 , (
2
A combined
(n, k) code
=
min min
2
1
exp
1
2
) 1 (
1
2
POE - symbol
d R
N
L
M d R
N
L
M
w R
N
L
c
u
c
c
u
c
M
m
m c
u
c
(Here, I use the formula for a combined (n, k) code,
instead of the one for inner/outer codes.
13-139
. 400 50 8 with code ) 12 50 24 ( to equivalent is it Therefore,
. 50 100
2
1
2
1
24
12
24 12
min
2 2 2 1
= =
= = = = = = =
d ,
T
T
T
T
n T n T n n nT T
c
b
c
b
c c c b
072 . 19
072 . 18
2 log 12 10 log 6
400
1
10 4
1
100
exp 2 400
1200
12
1
100
exp 2 POE - symbol
6 12 12

=
+

u
u
u u
N
N
N N
spectrum signals
13-140
Assumptions (continue)
Golay (24, 12) code is used as the outer code with processing gain =
1000.
Requirement: Symbol-POE<10
6
spectrum signals
encoder
outer
k n ) , (
1
decoder
outer
k n ) , (
1 M ~ 1
n
c c ,...,
1
) ,..., (
) ,..., (
1
1
n
n
b b
n n
n
y y ,...,
1
decision
ML n
c c ,...,
1 M ~ 1
encoder
inner
n ) 1 , (
2
decoder
inner
n ) 1 , (
2
A combined
(n, k) code
=
min min
2
1
exp
1
2
) 1 (
1
2
POE - symbol
d R
N
L
M d R
N
L
M
w R
N
L
c
u
c
c
u
c
M
m
m c
u
c
(Here, I use the formula for a combined (n, k) code,
instead of the one for inner/outer codes.
13-141
. 4000 500 8 with code ) 12 500 24 ( to equivalent is it Therefore,
. 500 1000
2
1
2
1
24
12
24 12
min
2 2 2 1
= =
= = = = = = =
d ,
T
T
T
T
n T n T n n nT T
c
b
c
b
c c c b
072 . 181
72 . 180
2 log 12 10 log 6
4000
1
10 4
1
1000
exp 2 4000
12000
12
1
1000
exp 2 POE - symbol
6 12 12

=
+

u
u
u u
N
N
N N
spectrum signals
It could support up to 181simultaneous usersif their PN
sequences are perfectlygenerated in the sense of the formula:
) ( ) ( ) ( ) ( ) ( ) ( ) (
) 181 ( ) 181 ( ) 3 ( ) 3 ( ) 2 ( ) 2 (
t c t p t c t p t c t p t z + + + = L
z
(f) =180P
av
for | f | <W/2
13-142
spectrum signals
Then variables.
random mean - zero i.i.d. of sum is ) ( ) ( ) ( ) (
2 1
t Y t Y t Y t Z
n
+ + + = L
( )( ) [ ]

=
< =
< =
+ =
+ + + =
+ + + =
+ + + + + + + + + = +
n
i
i i
j i
j i
n
i
i i
j i
j i
n
i
i i
n n
t Y t Y E
t Y E t Y E t Y t Y E
t Y t Y E t Y t Y E
t Y t Y t Y t Y t Y t Y E t Z t Z E
1
*
*
1
*
*
1
*
*
2 1 2 1
*
)] ( ) ( [
2
1
)] ( [ )] ( [ )] ( ) ( [
2
1
)] ( ) ( [ )] ( ) ( [
2
1
) ( ) ( ) ( ) ( ) ( ) (
2
1
)] ( ) ( [
2
1

L L
=
=
n
i
yy zz
f f
1
) ( ) (
13-143
Code division multiple access (CDMA) or spread
spectrummultiple access (SSMA)
If each user has its own distinct PN sequence (with
some good properties), then many DSSS signals are
allowed to occupy the same channel bandwidth.
)] ( ) ( )[ ( ) (
)] ( ) ( ) ( )[ ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) ( ) ( ) ( ) ( ) (
2
) 1 ( ) 1 (
2
) ( ) ( ) 1 ( ) 1 ( ) 1 (
2
) ( ) 1 ( ) 1 (
2
) ( ) ( ) 1 ( ) 1 (
2
) ( ) 1 (
t z t z t p t c
t z t c t p t p t c t p t r t p t r
t z t c t p t c t p t r t r
u
u u
u u
N
u
u
N
u
u u
N
u
u
N
u
u u
N
u
u
+ + =
+ + = +
+ + = +

=
= =
= =

spectrum signals
13-144
spectrum signals
What if {z
u
(t)}are not uncorrelated? (I.e., {p
u
(t)}are
not orthogonal to each other.)
Answer: Property of PN sequences are significant to
the performance of CDMA systems.)
13-145
spectrum signals
Digital cellular CDMA systembased on DS
spread spectrum
Direct sequence CDMA, as proposed by Qualcomm,
has been standardized and designated as IS-95 by the
Telecommunications Industry Association (TIA) for use
in the 800 MHz and 1900 MHz frequency bands.
Both the forward and reverse links use 1.25MHz
nominal bandwidth.
The chip rate for both links are 1.2288Mchips per
second.
13-146
13.2.3 Effect of pulsed interference on
DS spread spectrum systems
Interference
Narrowband interference (CW jammer)
Broadband interference
2 / | | for ) ( ) ( ) ( ) (
0
W f f W J f J f
av z
= =
2 / | | for ) (
0
W f J f
z
=
Pulsed interference (partial-time jamming)
. 1
), ( 1 - 0 ) (
, 0 2 / | | ) (
) ( ) ( ' ) (
0 '

y probabilit with ls which equa
T n of duratio function dompulsed valued ran is a t and
and some W f for / J f where
t t z t z
b
z
l
l
1 < < =
=
13-147
= W
J
n W nJ
0
0
) (
constant. remains power overall The
30
20
=
3
2
=
0 t
b
T
) (t l
1
=
=
=
.
/ ) / (
2
d) POE(uncode - symbol
with ce interferen broadband suffers system the , 1 ) ( when
free. error is system the , 0 ) ( when
gain), coding (no DSSS uncoded for Hence,
av av
c
P J
L
t
t
l
l
13-148
( )
0
0
/ 2
) /( ) (
) / ( 2

0 ) 1 (
/
2
d) POE(uncode - symbol
is DSSS) uncoded for error symbol a (or error bit a of y probabilit average the So
J
R W J
R W
P J
L
h
b
b
av av
c
E
E

=
+
= ) ( =
system)? the jam enemy to for the
good is (which POE the that best the is maximizes What
c
T
W
1
=
b
T
R
1
=
13-149
<
<
= =
)

71 . 0
/
if , 1
71 . 0
/
if ,
) / /(
71 . 0

71 . 0 / if , 1
71 . 0 / if ,
/
71 . 0
0
(

0
0
0
av av
c
av av
c
av av c
b
b
b
P J
L
P J
L
P J L
J
J
J
d
dh
E
E
E

system)? the jam enemy to for the
good is (which POE the that best the is maximizes What
13-150
( )
( )
( )

.
71 . 0
/
if ,
/
2
71 . 0
/
if ,
) / ( 083 . 0
71 . 0 / if , / 2
71 . 0 / if ,
/
083 . 0
71 . 0 / if , / 2
71 . 0 / if , 42 . 1
(uncoded) POE - symbol
0 0
0
0
0 0
0
*
*
<
<
<

=
av av
c
av av
c
av av
c
c
av av
b b
b
b
b b
b
P J
L
P J
L
P J
L
L
P J
J J
J
J
J J
J
E E
E
E
E E
E
13-151
line. dotted the
on a not
is it hence, ;
*
constant
=
13-152
Conclusions
In comparison with the required E
b
/J
0
to achieve the
same POE, a large difference is observed.
Example.
.
n higher tha 40dB ed approximat is system) DSSS
uncoded the to (applied under
10 POE - symbol achieve to / required The
6
0
jammer) (broadband jammer noise Guassian continuous
jammer pulse case - worst
-
b
J = E
The DSSS systemperforms very poor under burst-in-
time jammer (not under burst-in-frequency jammer).
13-153
Query
Can one improve the performance under worst-case
pulse interference only by increasing the coding gain
(without interleaver)?
Yes, but usually limited to10 dB improvement.
This is due to the pulsed jamming could affect many
consecutive coded bits.
One way to avoid consecutive code bit errors is to
interleave the code bits before transmission, which
makes the affected code bits statistically independent.
13-154
Deinterleaver
13-155
J ammer state block
The receiver may know the jammer state (side
information) by measuring the noise power levels in
adjacent frequency bands.
30
20
=
3
2
=
0
b
T
b
T
) (t l
1
Effect of J ammer state measurement
Case 1: The systemcannot measure the jammer states (i.e.,
without the knowledge of jammer states).
Case 2: The systemcan exactly measure the jammer states (i.e.,
with the complete knowledge of jammer states).
13-156
Effect of pulse jammer without the knowledge of
jammer states (Martin and McAdam1980).
Assumptions
Interleaver: The interleaver results in statistically independent
jammer hits of the coded bits.
Encoder: Binary rate 1/2convolutional code is employed.
Channel: Worst-case pulse jamming is assumed.
Decoder: Soft-decision (hard-decision) Viterbi decoding with
optimal eight-level equal-space quantization are used.
13-157
The optimal duty cycle
is in general inversely
proportional to the SJ R.
But its value is different
fromthe uncoded DSSS.
Recall that for uncoded
system(dotted line on the
left figure)
<
71 . 0 / , 1
71 . 0 / ,
/
71 . 0
0
0
0
J
J
J
b
b
b
E
E
E
if
if

13-158
length constraint
1 order memory code
=
+ = K
11.7
13-159
7.6
13-160
Observatory conclusion for systemwith K=7
convolutional code and (perfect) interleaver at
POE=10
6
Optimal pulsed interference
soft-decision : 7.6dB
hard-decision : 11.7dB
Continuous interference
soft-decision : 5dB
hard-decision : 7dB
Observatory conclusion at POE=10
6
and binary
repetition code(uncoded DSSS)
Optimal pulsed interference
soft-decision : about 40 dB
! ! codes! n convolutio
by t improvemen large A
jammer pulse to due
n degradatio limited
decision - soft to
decision - hard
from difference
13-161
Appendix
Types of code
Block code (memoryless)
Break the continuous sequence of information bits into k-bit
block
Map these blocks independently to its corresponding
codewords
Tree code (with memory)
1 2 3 4

111 , 010 , 101 , 110
B B B B ) e( ) e( ) e( ) e(
111111 , 001100 , 110011 , 111100
1 1 2 2 3 3 4 4
B C B C B C B C = = = =
,...) , , , encode(
3 2 1
=
j j j j j
B B B B C
13-162
0011
Tree code (with memory)
Appendix
00
01
10
11
0000
0011
1100
1111
00
01
10
11
0000
1100
1111
00
01
10
11
0000
0011
1100
1111
00
01
10
11
0000
0011
1100
1111
00
01
10
11
0000
0011
1100
1111
13-163
Appendix
(n, k) convolutional code with constraint length K
A subset of the tree codes
Feasible in implementation
13-164
Appendix
generator. (13,15,12) termed is form octal in generator The
] 1010 [
3
= g
] 1101 [
2
= g
] 1011 [
1
= g
Example. (3, 2) convolutional code with constraint
length 2
13-165
Measurement of systemperformance
(usual measure) required SNR for a specified POE
(alternative measure) cutoff-rate for a specified SNR
(One kind of) definition of cutoff rate
The maximum R
0
that satisfies
e rate. is the cod n k R
plied, and code is ap k n e n, where arg l fficiently for all su
POE
c
R R n
c
/
) , (
2
) (
0
=

0; POE , If
0
< R R
c
13-166
Appendix
Binary coded modulation
. where
] ,..., , [ : symbol Channel
] ,..., , [ : symbol Channel
2 22 21 2
1 12 11 1
c mj
n
n
s
s s s s
s s s s
E =
=
=
13-167
Appendix
{ } ( )
{ } ( )
.
2 2 /
2 / 0
) | (
obtain we , and between distance Euclidean the represents where
2 / 2 / ) ( 2 / ) (
variance and
2 /
2 / ) || || , 2 || (||
, || || ) ( ) (
mean with d distribute Gaussain is ) ( ) ( , given Since
0 ) ( ) ( :
: ) | (
0
min
0 min
2
min
1
2 1 min
2
min 0 0
2
2 1 0
2
21 11
2
min
2
2 2 1
2
1
2 1
2
1 1 2 1 11 21 11
2 1 1 21 11 1
1 2 1 1 21 11
1 2 1 21 1 1 11 1

=
= + +
=
+ > < =
> < = + +
+ +
+ + =
+ + + + =
N
d
N d
d
s error P
s s d
d N N s s N s s
d
s s s s
s s s s s s s s s
r s s r s s s
s r s s r s s r P
s r s r s r s r s r P s error P
e
n n
n n n
n n n
n n n
n n n n
r
r r
L
r r r r
r r r
L
L
r
r
L
r
r
L L
r r
13-168
Appendix
.
) / ( 4
1
,
2
1
max where , 1 2
2
1

/ 4
1
2
1
2
1 2
2
)] 1 2 ( [ ) 2 (
0 1
1 0
n
0 d 0
0 0
0
+ =

N
A e A e
d
n
A A
e
N d d
n
N
d d
n
| P E
c
n
N n
n
d
N
d
n
n
d
N
d
c
n
c
n
c c
c
E
E
E
E E
E
{ } codewords. two the as ) , (among ies possibilit

2 from sequences select two randomly that we suppose Now
n
c c
n
E E +
.
2
2
) 4 (

2
|| ||
) transmit | decision Pr( ) 1 2 (
then
positions, in differ } , { and if ) 1 (
0
12
0
12
0
2 1
1 2
12 2 1

= = = =
N
d
N
d
N
c c
c c | P
d - c c
c c
n
c c
E E
E E
r r
r r
r r
13-169
Appendix
. 1 log 1 rate cutoff the
numbers, such all of maximum the is rate cutoff the because and
condition, rate cutoff the satisfies t number tha the of one just is Because
. 1 log 1 where , 2 ) 1 ( 2 2 ) (
such that design a exists there Hence,

) 1 ( 2 2 ) 1 ( 2 2 )] ( [ ) 4 (
) 1 ( 2 2 ) 1 ( 2 2
) 1 ( 2 )] 1 | ( [ )] 1 | ( [ ) 3 (
0
0 0 0
0 0
0 0
0
2 0 0
0
2 0
) (
2
+ =
+ = = +
+ +
+ = + =
+
N
N R R n n N n nR
n N n nR n N n nR
n N n nR n N n k
n N n
M
m
c
c
c
c
c
c
c
c
c
c
c
c
c
e R R
R
e R e error P
e e A error P E
e A e A
e A M m P E error P E
E
E E
E E
E E
E
. 1 log 1 fact, In
0
2 0

+ =

N
c
e R
E
M-arybinary-coded modulation
13-170
Appendix
.
2
and
decision. - hard for , ) 1 ( 4
decision. - soft for ,
where
), 1 log( 1
0
/
0
0
=
+ =
N
p
p p
e
D
D R
c
N
c
E
E
Summary
13-171
Omura and Levitt (1982) : General cutoff-rate under
worst-case pulse interference and coded DS BPSK
modulation
[ ] { }
.
2
where
states jammer of knowledge without decision - hard for , ) 1 ( 4
states jammer of knowledge with decision - hard for , ) 1 ( 4
states jammer of knowledge without decision - soft for , 1 min
states jammer of knowledge with decision - soft for ,
0
/ 2
0
/
0
2
0
+
=

N
p
p p
-p p
e e
e
D
c
N
N
c c
c
E
E E
E
), 1 log( 1
0
D R + =
13-172
23 5 10
. 0 ) 3 ( of
0
= R
Cut-off rate
13-173
Application of Omura and Levitts result
Given a specificcode anddemodulator, how to find the
required signal-to-jamming ratiofor a specifiedPOE
under worst-case pulse jammer using the general
cutoff rate figure obtained by Omura and Levitt?
13-174
Example.
Given a rate 1/2convolutional code with constraint
lengthK=7 anda soft-decision Viterbi demodulator,
find the required SNR for POE < 10
6
under worst-
case pulse jammer using the general cutoff rate figure
obtained by Omura and Levitt?
Answer:
Step 1: Find the required E
b
/N
0
for a rate 1/2convolutional
code with constraint length 7 to achieve POE=10
6
under
broadband interference.
) . 5 / is answer the slide, next the in figure the (From
0
dB N
b
E
13-175
6
10
5
10
4
10
3
10
2
10
1
10
POE bit
0
2 4 6 8 10
12 14
sequencial 41, K 1/3, Rate =
sequencial 41, K 1/2, Rate =
decision - solf Viterbi, 7, K 1/2, Rate =
decoding - soft Virterbi, , 7 K 1/3, Rate =
decoding - hard Virterbi, , 7 K 1/2, Rate =
decoding - hard Virterbi, , 7 K 1/3, Rate =
BPSK uncoded
5
0
/ N
b
E
13-176
Step 4: Then find the required E
c
/N
0
differenceto soft-decision
in AWGN
for soft-decision with jammer states information (curve (1))
for hard-decision with jammer states information (curve
(2))
for hard-decision without jammer states information
(curve (3))
can be found fromOmura and Levitts figure.
Step 2: Find its corresponding E
c
/N
0
slide) next the (cf. bits/chip 74 . 0
0
= R
. 2
) 2 / 1 ( ) / (
0 0 0
dB
N N
n k
N
b b c
= = =
E E E
Step 3: Find its corresponding cutoff rate (for soft-decision in
AWGN)
13-177
23 5 10
13-178
knowledge complete with decoding decision - hard 5dB
knowledge complete with decoding decision - soft 3dB
knowledge s ithout thi w decoding decision - hard 10dB
with decoding decision - soft 2dB
state jammer maker decision of type
: are ce interferen pulsed case - for worst / required The
0 c
1 =
N E
Step 5: Then the required E
b
/N
0
are
knowledge complete with decoding decision - hard 8dB
knowledge complete with decoding decision - soft 6dB
knowledge s ithout thi w decoding decision - hard 13dB
13-179
Summary fromOmura and Levitts results
This general approach can be used to generate POE-
versus-SNR curve under worst-case pulse jamming
channel.
Basically their approach is
1) find the POE-versus-SNR under general AWGN channels.
2) Through the general cutoff-rate-versus-SNR curve, one can
complete the POE-versus-SNR curve under worst-case pulse
jamming channels.
13-180
Observation 1fromOmura and Levitts results
When cutoff rate <0.7 bit/chip, the curve for soft-
decision in AWGN (curve (0)) is identical to the curve
for soft-decision with jammer state information (curve
(1)).
In other words,
If the jammer information is knownand soft-decodingis
employed, the worst-case pulse jamming will not worsen the
systemperformance.
In general, we will say DSSS systemperforms poor under
worst-case pulse jamming; but not in this case.
13-181
1
*
=
1
*
<
13-182
. 1 implies
states jammer of knowledge with decision - soft for ,
AWGN. in decision - soft for ,
where
), 1 log( 1
0 0
0
0
/ /
/
/
0
= =

=
+ =

J J
J
J
c c
c
c
e e
e
e
D
D R
E E
E
E
13-183
Observation 2fromOmura and Levitts result
When cutoff rate <0.4, the curve for hard-decision with
jammer state information (curve (2)) is identical to the
curve for hard-decision without jammer state
information (curve (4)).
In other words, jammer information will not improve
the systemperformance in such case.
13-184
1
*
=
1
*
<
13-185
. ) 1 ( 4 ) p - (1 4 when 1 Thus,
) 1 ( 4 ) 1 ( 4 that implies ) 1 ( 4 ) p - (1 4
.
2
and
2
and
states jammer of knowledge without decision - hard for , ) 1 ( 4
states jammer of knowledge with decision - hard for , ) 1 ( 4
AWGN in decision - hard for , ) 1 ( 4
where
), 1 log( 1
2
0 0
0

p p p
p p -p p p p p
J
p
J
p
p p
-p p
p p
D
D R
c c
= =
= =
=
+ =
E E
13-186
n)? informatio states jammer
without decision - (hard (4) curve than worse much performs
n) informatio states jammer without decision - (soft (3) curve Why
13-187
Explanations
There are two different correlation metrics: one for
interference-free chip time, and one for chip-time with
interference.
With the jammer state information, the decoding
algorithm(ex. Viterbi algorithm) always use the correct
correlation metric to remove the paths at each time
instance. Therefore, the soft-decision decoding works
fine (and performs better than hard-decision decoding).
13-188
Without jammer state information, an interference
might enter the systemunexpected. As a result, the
Viterbi algorithmmay remove the correct path, even
if the accumulated metric value of the overall wrong
path is only a little bit larger than the accumulated
metric value of the entire correct path (in soft-decision
decoding).
Using hard-decision decoding, one can eliminate such
a-little-bit-larger effect by quantization. Hence, a
hard-decision decoding performs better than a soft-
decision decoding without jammer state information.
13-189
The quantizer plays the important role of limiting
the size of the demodulator output when the pulse
jammer is on.
The limiting action ensures that any bit on a coded
bit does not heavily (and dominantly) bias the
corresponding path metrics.
13-190
system. binary PSK DS coded e destroy th almost
that one find can we ), / ( each For : (3) from Conclusion
0 c
N E
The main difference
between Martins result
(slide 13-160) and
Omuras result is that
Martin assumes that the
pulse interference is
completely interleaved;
however, Omura does not
make such assumption.
For details, please read
their papers.
13-191
13.2.5 Generation of PN sequences
Properties of (deterministic) PN sequences
Rule 1 : Balanced property
Relative frequencies of 0and 1are each1/2.
Rule 2: Run length property
Run length (of 0s or 1s) are as expected in a coin-flipping
experiment.
Half of all run lengths are 1; 1/4 of themare 2; 1/8of themare
3...
Rule 3: Delay and Add property
If the sequence is shifted by any non-zero number of elements,
the resulting sequence will have an equal number of
agreements and disagreements with the original sequence.
13-192
Examples of PN sequences
Maximum-length shift register sequences code m n
m
) , 1 2 ( =
13-193
Maximum-length shift-register sequences satisfy all three
properties of PN sequence.
Other properties of maximum length shift-register
sequences
periodic autocorrelation function
.
1 1 , 1
0 ,
) 1 2 )( 1 2 ( ) ( : function ation autocorrel Periodic
1

=
= =
=
+
n j
j n
b b j
n
i
j i i
.)
0 , 0
0 , 1
) ( : noise white discrete that (Recall
=
=
j
j
j
13-194
Polynomial representation of m-sequences

1
m 2
m 3
m
1
1
m m
m
m
m
p p p p p p g + + + + + + =

1
1
2
2
2
2 1
1 ) ( L
m m m
a a a a a
1 3 2 2 1 1 1 +
+ + + + = L
m n
a
2 + m n
a
1 + m n
a
1 n
a
m
1 1 2 2 1 1 + +
+ + + + =
n m m n m n m n n
a a a a a L
n
a
(See next slide for a graphical proof.)
13-195
1
a
1
a
1
1
a
2
, a
1
a
2
a
1
+
1
a
2
1
a
3
, a
2
, a
1
a
3
a
2
+
1
a
3
a
1
+
1
a
2
+
2
a
3
a
4
=a
1
+
1
a
2
+
2
a
3
Example.
13-196
Example.
1
a
3
a
2
a
2
a
4
a
3
a
1
a
3 2 2 1 1 4
a a a a + + =
13-197
Polynomial representation of m-sequences
m m
m
m
m
p p p p p p g + + + + + + =

1
1
2
2
2
2 1
1 ) ( L
Vulnerability
Suppose the enemy knows the number of shift registers, m.
Then (2m1) observations are sufficient to determine the PN
sequence.
13-198
). ,..., , ( solve to suffices
1 2 1
1 2 2 2 1 1 1
3 2 1 4 1 3
2 1 1 3 1 2
1 1 2 1 1

+ +
+ +
+
= + + +
= + + +
= + + +
= + + +
m
m m m m m
m m m
m m m
m m m
a a a a
a a a a
a a a a
a a a a

L
M
L
L
L
To reduce the vulnerability
Approach 1 : Combination of several maximum-length
shift-register sequences in a non-linear way (without
changing its properties)
Approach 2 : Frequently change of (
1
,
2
, ,
m1
).
13-199
Periodic crosscorrelation function
Essential in CDMA or SSMA applications
Crosscorrelation of two white noises
[ ] . all for 0 ) ( ) ( ) (
2 1
2 1
j j i n i n E j
n n
= + =
However, the periodic crosscorrelation function of two
maximum-length shift-register sequences may have large peaks.
13-200
=
+
=
n
i
j i i p p
b b j
1
) 1
2 )( 1 2 ( ) (
! large! Relatively
13-201
Although it is possible to select a small subset of m-
sequences that have relatively smaller cross-correlation
peak values, the number of sequences in the set is usually
too small for CDMA applications.
13-202
Gold sequences (Gold 1967~1968)
Gold and Kasami proved that there exists certain pair
of m-sequences with crosscorrelation function taking
values in
.
even , 1 2
odd , 1 2
) ( where
}, 2 ) ( ), ( , 1 {
2 / ) 2 (
2 / ) 1 (
+
+
=

+
+
m
m
m t
m t m t
m
m
13-203
Example. Gold code with m = 10.
Periodic crosscorrelation function values
} 63 , 65 , 1 {
} 1 2 , 1 2 , 1 { } 1 2 , 1 2 , 1 {
6 6 2 / ) 2 ( 2 / ) 2 (
=
=
+ + m m
This improves the original maximum crosscorrelation function value 383.
13-204
Definition of Gold sequences
Two m-sequences of length n with a periodic crosscorrelation
function in {1,t(m),t(m)2} are called preferred sequences.
(Existence of the preferred sequence is proved by Gold and
Kasami.)
Let [a
1
,a
2
,,a
n
] and [b
1
,b
2
,,b
n
] be the selected preferred
sequences. Then
.
] ,..., , [
] ,..., , [
] , ,..., , [

] , ,..., , [
] , ,..., , [
sequences Gold
2 1
2 1
1 2 1 1 2 1
1 1 3 2 2 1
1 1 2 2 1 1

n
n
n n n n n
n n n
n n n n
b b b
a a a
b a b a b a b a
b a b a b a b a
b a b a b a b a
M
This gives (n+2) Gold sequences, in which some of them
are no longer maximal length sequences.
13-205
Example. Construct n = 31 = 2
5
1 Gold sequence.
The crosscorrelation peak is
. 9 1 2 ) 5 (
2 / ) 1 5 (
= + =
+
t
Select one preferred sequence pair.
5 4 2
2
5 2
1
1 ) (
1 ) (
p p p p p g
p p p g
+ + + + =
+ + =
This results in (n+2) = 33 Gold sequences, in which 31
of them are no longer maximal length sequences.
Since the Gold sequences are not of maximal length, their
autocorelation functions are no longer two values, i.e., 1 and
n, but also takes values from the set {1, t(m), t(m)2}.
13-206
(cf. slide 13-211)
13-207
Properties of Gold sequences
Both the off-peak autocorrelation function and cross-correlation
function are three-valued, i.e., they are elements of set {1, t(m),
t(m) 2}.
Note that the in-phase autocorrelation function is still equal to n.
13-208
Further comparison of Gold sequences and maximum-
length shift-register sequences
. 1 when ,
1
1
) (
lation. crosscorre peak wise) - (pair the be ) ( Let
. length of sequences - of set a Give 1974) (Welch
max
max
>> =
M n
Mn
M
n
Mn
M
n M
M
n m M
13-209
+
+
+
+
= =
=
+
+
+
+
even bound, lower Welch 2
odd bound, lower Welch 2

even , 2
odd , 2

even , 1 2
odd , 1 2

even , 1 2
odd , 1 2
) ( ) (
, log or 2 1 2 for However,
2 / ) 2 (log
2 / ) 1 (log
2 / ) 2 (
2 / ) 1 (
max,
2
2
2
m
m
m n
m n
m
m
m
m
m t M
m n n
n
n
m
m
Gold
m m

Therefore, Gold sequence does not achieve the
Welch bound.
13-210
. 1 2 where
,...] ,..., , , , ,..., , , [
as sequence new a Form ) 3 (
,...],... [ ], ,..., [ ], ,..., [
).) 1 2 ( obviously is blocks of number (The
blocks. bit ) 1 (2 into fragament can we
), 1 2 )( 1 2 ( 1 2 Since (2)
]. , , , [
sequence, - an Pick ) 1 (
2 /
) 1 2 (
3 2
) 1 2 (
3 2
3 2 2 ) 1 2 ( 2 2 2 1 2
1
2 /
2 /
2 / 2 /
2 1
2 / 2 /
2 / 2 / 2 / 2 /
+ =
=
+
+ = =
=

+ + + +
m
k
k k k
k
k k k
m
m
m m m
n
k
a a a a a a a a b
b
a a a a a
a
n
a a a a
m
m m
m m m m
r
r
r
K
r
Kasami sequences (n = 2
m
1)
A set of M = 2
m/2
=(n+1)
1/2
sequences of length n for any m even
How to form Kasami sequences
13-211
.
] ,..., , [
] ,..., , [

] , ,..., , [
] , ,..., , [
sequences Kasami
Then
2 1
2 2 2
2
1 2
1
1 1 3 2 2 1
1 1 2 2 1 1
2 / 2 / 2 /

n
n
n n n
n n n n
a a a
b a b a b a
b a b a b a b a
b a b a b a b a
m m m
M
. 2 1 ) 1 2 ( is sequences Kasami of number the And
2 2 m/ m/
= +
The off-peak autocorrelation and crosscorrelation functions of
Kasami sequences take values in {1, (2
m/2
+1), 2
m/2
1}.
. 2
1
1

bound lower Welch ) ( and
1 2 ) 2 (
2 /
max,
2 / 2 /
max,
m
sequences m
m m
Kasami
n
Mn
M
n
M

+ =

13-212
Hence, Kasami sequences are (asymptotically) optimal
in the sense of achieving Welch lower bound.
2 / m
0
2
4
6
8
10
12
2 4 6 8 10 12 14
bound) lower Welch log(
n) correlatio - cross maximum ( log
13-213
Other considerations of PN sequences
Partial-periodcross-correlation functions
14-1
Chapter 14 : Digital Communication
Through Fading Multipath Channels
14-2
14.1 Characterization of fading
multipath channels
Randomly time-variant channels : Constantly
changing of physical characteristics of the media
Fading
Multipath
Be applied to
HF (3-30MHz)
VHF(30-300MHz)
UHF (300-3000MHz)
SHF (3000-30000MHz)
14-3
The multipath fading channels with additive noise
Transmitter
Receiver
)) ( ), ( (
1 1
t t
)) ( ), ( (
2 2
t t
)) ( ), ( (
3 3
t t
) (
)) ( ( ) (
)) ( ( ) (
)) ( ( ) (
3 3
2 2
1 1
t n
t t s t
t t s t
t t s t
+
+
+

multipath channels
14-4
multipath channels
Time spread phenomenon of multipath channels
(Unpredictable) Time-variant factors
Delay
Number of spreads
Size of the receive pulses
14-5
multipath channels
Transmitted signal
[ ]
t f j
l
c
e t s t s

=
2
) ( Re ) (
Received signal
path. for delay n propagatio the is ) ( and
path for factor n attenuatio the is ) ( where
) ( )) ( ( ) ( ) (
n
th
th
n
n
n n
n t
n t
t n t t s t t r

+ =
14-6
multipath channels
Equivalent low-pass received signal
[ ]
) ( )) ( ( ) ( Re
) ( )) ( ( Re ) (
) ( )) ( ( ) ( ) (
2 ) ( 2
)) ( ( 2
t n e e t t s t
t n e t t s t
t n t t s t t r
t f j
n
t f j
n l n
n
t t f j
n l n
n
n n
c n c
n c
+
=
+ =
+ =

) ( ) ; ( * ) (
) ( )) ( ( ) ( ) (
) ( 2
t n t c t s
t n e t t s t t r
l l l
l
n
t f j
n l n l
n c
+ =
+ =

14-7
multipath channels

+ =
+ =
) ( ) ( ) ; (
) ( ) ; ( * ) ( ) (
t n d t s t c
t n t c t s t r
l l l
l l l l

noise
Linear
Time-variant
filter c
l
( ;t)
Channel
n
l
(t)
s
l
(t)
r
l
(t)
+
c
l
( ;t) : is the argument for filtering;
t is the argument for time-dependence.
14-8
) ( )) ( ( ) (
)) ( ( ) (
) ( ) ; ( ) ; ( * ) (
2
) ( 2
=
=
=

d t s t e t
e t t s t
d t s t c t c t s
l
n
n
f j
n
n
t f j
n l n
l l l l
c
n c
(Equivalent) Impulse response of baseband signals for
discrete time-variant channels
=

n
n
f j
n l
t e t t c
c
)) ( ( ) ( ) ; (
2

multipath channels
Here, we abuse the notations as taking
n
(t) to be a
delay for path n, which is a function of time t, and
retain be an argument for filtering.
14-9
14.1 Characterization of
fading multipath channels
Step input response of baseband signals for
discrete time-variant channels
=
=
n
t f j
n l
n
n
t f j
n l
n c
c
e t t s
t t e t t t s
) ( 2
2
) ( 1 ) ( : response Step
)) ( ( ) ( ) ( ) ( : response Impulse

Relationship of impulse responses of discrete
baseband signals and continuous discrete signals
) ; (
)) ( ( ) (
)) ( ( ) ( ) ; (
)) ( ( ) ( ) ; (
2
2
2
t c e
t t e
t e t t c
t t t c
c
c
c
f j
n
n n
f j
n
n
f j
n l
n
n n
=
=
=
=
Complex t c
t c
l

) ; (
) ; (
. )) ( ( ) ( ) ; (
)) ( ( ) ( ) ( ) ; (
=
=

n
n n
n
n n
t t t c
t t s t d t s t c

The text use different
notations from mine.
mine of ) ; ( ) ; (
mine of ) ; ( ) ; (
t c t
t c t c
l

=
=
14-10
Common statistical assumption on the channel
model
multipath channels
) ( 2
) ; ( ) ; ( ) ; (

j f j
l
e t c e t c t c
c

= =
The above terms are often modeled as a zero-mean
complex-valued Gaussian randomprocess int, not in
as is a filter argument. (Or 2-dimensional zero-mean
Gaussian randomprocess in t.)
14-11
multipath channels
Rayleigh fading channels
. in on distributi Rayleigh ) ; ( | ) ; ( |
in Gaussian mean - zero D - 2 ) ; ( ) ; (
) (
t t c t c
t e t c t c
l
j
l
=
=

Ricean fading channels
. in on distributi Rice ) ; ( | ) ; ( |
in Gaussian mean - nonzero D - 2 ) ; ( ) ; (
) (
t t c t c
t e t c t c
l
j
l
=
=

14-12
2.1.4 Some useful probability
distributions
Rayleigh distribution
Applications : Cellular radio (multi-path fading)
PDF
2 2 2 2
2 / 2 /
2
2 2
2
2
2
1
2
2
2
1
1 ) ( ) ( 2 ) (
) ( } Pr{ } Pr{ } Pr{ ) (
Rayleigh,
freedom of degrees 2 with square - Chi central ,
Gaussian t independen mean - zero

r
R
r
Y R
Y R
i
e r F e
r
r rf r f
r F r Y r Y r R r F
X X Y R
Y
X , X X Y

= = =
= = = =
+ = =
+ =
14-13
distributions
Moments, variance, and characteristic function of
Rayleigh distribution
( )
)
! ) 1 2 (
) ; 5 . 0 , 1 (
to simplified be can ) ; 5 . 0 , 1 ( that (Note
function. tric hypergeome confluent the is
,
! ) (
) (
) ; , (
where
2
2 / ; 5 . 0 , 1 ) (
) 2 / 2 (
) 2 / 1 ( ) 2 ( ] [
0
1 1
1 1
0
1 1
2 / 2 2 2
1 1
2 2
2 / 2
2 2
. 0,1,2,..
+ ( )
) ( +
=
+ =
=
+ =
k
k
a
k
k
s
R
R
k k
k k
a
e a F
a F
k k
x k
x F
e s j s F s
k R E
14-14
distributions
Generalized Rayleigh distribution
( )
) 2 / (
) 2 / ) ((
2 ] [
2 !
1
1 ) (
) 2 / ( 2
) (
Rayleigh, d Generalize
freedom of degrees with square - Chi central ,
Gaussian t independen mean - zero
2 /
2
1
0
2
2
2 /
2 /
2 / ) 2 (
1
2 2
1
2 2
1
2 2
2 2
n
k n
R E
r
k
e r F
e
n
r
r f
X X Y R
n Y
X , X X Y
k
k
k
m
k
r
R
r
n n
n
R
n
i n
+
=
=
+ + = =
+ + =
L
L
14-15
distributions
Rice distribution
The counterpart of Rayleigh distribution for non-
central Chi-square distribution
=
+ = =
+ =
+ =
+
2
r
Q r F
r
I e
r
r f
X X Y R
m
Y
m X , X X Y
R
r
R
i i
, 1 ) (
) (
Rice,
m parameter
ity noncentral with square - Chi central - non ,
mean with Gaussian t independen
1
2 0
2 / ) (
2
2
2
2
1
2
2
2
1
2
2
2
1
2 2 2
=
+
> >
=
0
2 / ) (
1
. 0 ), ( ) , (
2 2
k
k
k
b a
a b ab I
b
a
e b a Q
14-16
distributions
Generalized Rice distribution
( )

+
=
=
+ + = =
+ + =
2
2
1 1
2 /
2 /
2
2 1 2 /
2 / ) (
2 / ) 2 ( 2
2 /
2 2
1
2
2 2
1
2
;
2
,
2

) 2 / (
) 2 / ) ((
2 ] [
, 1 ) (
) (
Rice, d Generalize
parameter
ity noncentral with square - Chi central - non ,
mean with Gaussian t independen
2 2
2 2 2

n k n
F
n
k n
e R E
r s
Q r F
r
I e
r
r f
X X Y R
Y
m X , X X Y
k
k
m R
n
r
n
n
R
n
i i n
L
L
14-17
=
+
> >
+ =
=
1
1
2 / ) (
1
0
1
2 / ) (
1
. 0 ), ( ) , (
) ( ) , (
2 2
2 2
m
k
k
k
b a
m
a x
m
m
a b ab I
a
b
e b a Q
dx ax I e
a
x
x b a Q
distributions
14-18
distributions
Nakagami m-distribution
Applications : Multi-path fading
PDF
figure fading the called is , 2 / 1 ,
] ) [(

] [
where
,
) (
2
) (
2 2
2
2
/ 1 2
2
=
=

=

m
N E
m
N E
e n
m
m
n f
mn m
m
N
14-19
distributions
Relation with
Rayleigh
distribution
1/2 m< 1, with
larger tail
probability mass
m=1, Nakagami
1-distribution =
Rayleigh
distribution
m>1, with less
tail probability
mass
=1
14-20
14.1.1 Channel correlation functions and
power spectra
Assumptions (in our discussions in the sequel)
slide) next the (See
. delay path with associted those ith w
ed uncorrelat is delay path with associated
channel the of shift phase and n attenuatio The
: ) 4 (
. in process random WSS ) ; ( ) 3 (
Gaussian mean - zero D - 2 ) ( ) ( ) ; ( ) ; ( ) 2 (
) textbook. to according assumption (Extra . of t independen is ) 1 (
2
1
2 ) (

scattering ed Uncorrelat
t t c
t e e t c t c
t
l
n
n n
f j j
l
n
c
= =

14-21
Transmitter
Receiver
Uncorrelated scattering:
power spectra
=

=
3
1
2
) ( ) ( ) ; (
n
n
f j
n l
c
e t t c
) ), ( (
1 1
t
) ), ( (
2 2
t
) ), ( (
3 3
t
The three paths are uncorrelated in
their effective attenuation and phase shift.
14-22
Channel autocorrelation function
c
l
(;t) is WSS in t; hence, its autocorrelation function
only depends on time difference in t, i.e., t.
[ ]
( )( )
+ =
=
+ =
n
n
f j
n n
f j
n
n
n
f j
n
n
n
f j
n
l l c
c c
c c
l
e t t e t E
e t t e t E
t t c t c E t
) ( ) ( ) ( ) (
2
1
) ( ) ( ) ( ) (
2
1
) ; ( ) ; (
2
1
) ; , (
2 2
'
'
2
'
2
*

power spectra
( )( ) [ ] .) 0 ) ( ) ( ) ( ) (
, ' imply that mean - zero and scattering ted (Uncorrela
'
2
'
2
= +

n
f j
n n
f j
n
c c
e t t e t E
n n

14-23
[ ]
[ ]
) ( ) ; (
) ( ) ( ) ( ) (
2
1
) ( ) ( ) ( ) (
2
1
) ; , (
) ( 2

=

+ =
+ =

t
t t t E
e t t t E t
l
c
l
c
n
n n n
n
n n
f j
n n c
power spectra
[ ]
+ =
n
n n n c
t t t E t
l
) ( ) ( ) (
2
1
) ; (
[ ]
. paths other all respect to with
path for n correlatio power accumated the is ) ; ( Thus,
) ( ) ; ( ) ; , ( ) ; (
). ( ) ; ( ) ; ( ) ; (
2
1
) ; , (
implies scattering ed uncorrelat principle, In
*

t
d t d t t
t t t c t c E t
l
l l l
l l
c
c c c
c l l c
= =
= + =

(will be used later.)
* Recall that Dirac delta function can (and only can) be removed by integration.
14-24
power spectra
Definition of multipath intensity profileor delay power
spectrumfor uncorrelated scatteringchannels.
[ ]
) path different represents different that (Note
) path (i.e. delay of function a as n correlatio power accumlated
) ( ) (
2
1
) 0 ; ( ) (
2
.
= =

n
n
n
n n c
t E
l
C l
2 / )] ( [
2
1
t E
2 / )] ( [
2
2
t E
2 / )] ( [
2
3
t E
Note that
1
,
2
,
3
,
can be random
variables.
[ ]
+ =
n
n n n c
t t t E t
l
) ( ) ( ) (
2
1
) ; (
14-25
Multipath spreadof the channel
The range of over which is essentially nonzero,
denoted by T
m
.
Why the above multipath intensity profileor delay power
spectrumis not symmetric in ?
power spectra
[ ]
=
n
n n c
t E
l
) ( ) (
2
1
) (
2

) (
l
c
0
T
m
) (
l
c
). ( )] ( ) ( [
2
1
)] ( ) ( [
2
1
) ( ), ( WSS For
*
*
* *

x x
t x t x E t x t x E t x = =
=
14-26
power spectra
Answer:
[ ]
. in WSS is ) ; ( since ), ; , ( ) ; , ( s, other word In
. in indeed is ) ; ( ) ; (
2
1
) ; , (
*
*
t t c t t
t symmetric t t c t c E t
l c c
l l c
l l
l

=
+ =
real. is ) 0 ; ( ) 0 ; ( that implies turns in which
), ; ( ) ; ( that implies which
), ; , ( ) ( ) ; ( ) ( ) ; ( ) ; , ( Hence,
). ( ) ; ( ) ; , ( , scattering ed uncorrelat For
*
*
* *

l l
l l
l l l l
l l
c c
c c
c c c c
c c
t t
t t t t
t t
=
=
= = =
=
14-27
Multi-path spread
Each corresponds to one path.
Transmitter
Receiver
power spectra
0
m
T
) for 0 )] ( [ (
y. essentiall ] [ outside power No
2
m n
m
T t E
T
=
<

[ ]
=
n
n n c
t E
l
) ( ) (
2
1
) (
2

14-28
Meaning of multipath spread for uncorrelated scattering
channels
power spectra
Transmitter Receiver
0
m
T
Path 1 ) , [ ,
1 1
+
9 Uncorrelated scattering implies
that the channel parameters
associated with each path are
uncorrelated to those of other
paths.
9 Only those path signals whose
delay is within delay spread can
contribute to the received signals.
14-29
power spectra
Properties of the transfer function

=

d e t c t f C
f j
l l
2
) ; ( ) ; (
) Gaussians. of n combinatio linear ) ; ( that (Imagine
. in process
random Gaussain mean - zero valued - complexed a also is ) ; (
, in process random Gaussain mean - zero valued - complexed a is ) ; ( ) 1 (
=
t f C
t
t f C
t t c
l
l
l

for uncorrelated scattering channels
14-30
Appendix
Sumof Gaussian randomvariables
Gaussan. is ) ( then
Gaussians, l dimensiona - multi is ) ,..., ( If : Correct
1 1
1
n n
n
X a X a
X X
+ +L
Gaussan. is ) ( then
process, random Gaussian a is } { If : Correct
1 1
L L + + +
n n
n
X a X a
X
Gaussian. not is ) ( But
Gaussian. is that implies Gaussian is
. and ,
0 if ,
1 if ,
Example.
Gaussain. is ) ( then
Gaussian, ly individual both are and If :
2 1
2 1
1
1
1
2
2 2 1 1
2 1
X X
X X
X N
N X
N X
X
X a X a
X X
+
=
=
=
+
Wrong
14-31
[ ]
channel. the of
, called often is which
), ; (
) ; (
) ; (
) ( ) ; (
)] ; ( ) ; ( [
2
1

) ; ( ) ; (
2
1
) ; , (
) ( 2
) ( 2
) ( 2
) ( 2 *
*
function n correlatio
time spaced frequency spaced
t f
d e t
d e t
d d e t
d d e t t c t c E
t t f C t f C E t f f
l
l
l
l
l
C
f j
c
f f j
c
f f j
c
f f j
l l
l l C

=
=
=
=
+ =
+ =

power spectra
(2) Autocorrelation function of C
l
(f ;t)
14-32
power spectra
[ ]
[ ] [ ]
+ =
+ =
) ( ) ( ) (
2
1
) ; (
WSS. is ) ( and t, independen are and ) ( that assume Further
) ( ) ( ) (
2
1
) ; (
.
n
n
n n c
n n n
n
n n n c
E t t t E t
t t
t t t E t
Example
l
l

[ ] [ ]
[ ]
[ ] ) 2 ( ) ( ) 2 / 1 ( ) ( ) 2 / 1 (
) ( ) ( ) 2 / 1 (
) ( ) ( ) 2 / 1 (
) ( ) ( ) ( ) 2 / 1 (
) ; ( ) ; (
) ( 2
) ( 2
) ( 2
) ( 2
) ( 2
f j t e E t
d e E t
d e E t
d e E t t t E
d e t t f
n n
n
n
n
n
l l
n
f j
n
f j
n
n
f j
n
n
f j
n
n
n n
f j
c C
= =

=
=
+ =
=

14-33
14.1.1 Channel
correlation functions and
power spectra
Summary:
)] ; ( [ ) ; ( (3)
zero. is (path) the when
nonzero is ) ; ( of function ation Autocorrel (2)
. on the
depends ) ; ( of function ation Autocorrel (1)
that imples
t Fourier t f
erence delay diff
t c
difference frequency
t f C
ing ed scatter Uncorrelat
l l
c C
l
l
=
Transmitter
Receiver
) ( ) (
1
2
1

c
f j
e t
) ( ) (
2
2
2

c
f j
e t
) ( ) (
3
2
3

c
f j
e t
[ ] ) ; ( ) ; ( ) ; (
2
1
*
t f t t f C t f C E
l
C l l
= +
[ ] ) ( ) ; ( ) ; ( ) ; (
2
1
*
= + t t t c t c E
l
c l l
14-34
power spectra
. )] ( [ )] 0 ( [ ) ( ) 0 ; (
, 0 taking When

l l l l
c c C C
Fourier ; Fourier f f
t
= = =
=
14-35
power spectra
n
n n l
f j
n
n
n
C
e t E f j t t f

) ( 2 2
)] ( [
2
1
) 2 ( ) 0 (
2
1
) 0 ; (

= = = =
[ ] [ ] [ ] ) ( ) (
2
1
) ( ) (
2
1
) 0 ; (
2 2
n
n
n n
n
n c
t E E t E t
l
= = =

Example (continue fromslide 14.32).
Further assume
n
is deterministic.
14-36
power spectra
Case 1: A two-path model is used.
) ( 2
2 ) 0 ; (
) 1 ( ) ( 2 ) 0 ; (
f j
C
c
e t f
t
l
l

+ = =
+ = =

0 1

) 0 ; ( = t
l
c

) 2 cos( 4 5 ) 0 ; ( f t f
l
C
+ = =
0
0.5
1
1.5
2
2.5
3
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
T
m
=1
1
1
=
m
T
14-37
power spectra
Case 2: A infinite path model is concerned.
j
f
e
f
d e t f
ns t
f j f j
C
c
l
l
= = =
= =

2
1
) 1 (
) ( 4
10
) 10 ( 10 ) 0 ; (
100 0 ), 10 ( 10 ) 0 ; (
7
7
10 2
2 2
7
10
0
2 7 7
7 7
0
100ns
) 0 ; ( = t
l
c

) 0 ; 0 (
) 0 ; (
= =
=
t f
t f
l
l
C
C

Hz ) ( 10
7
f
1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
-4 -3 -2 -1 0 1 2 3 4
10
7
Hz
14-38
power spectra
Case 3: Non-fading channel
channel. fading - non for ) ( ) ( ) ; ( ) ; ( ) ( ) ; (
2 2

= = = =

c c
f j f j
l
e t c e t c t c
[ ] [ ] ) ( ) (
2
1
) ( ) (
2
1
) ; ( ) ; (
2
1
) ; , (
*
= = + = E t t c t c E t
l l c
l
) (
2
1
) ( ) (
2
1
) ; , ( ) ; (

= = = d d t t
l l
c c
0 ) (
2
1
) 0 ; ( = = =
m c
T t
l

= =
m
c
T
f
1
) (
14-39
[ ]
path. a to s correspond Each ). ; ( all
with ) ; ( of n correlatio d Accumulate : ) ; ( ) ; (
2
1
) (
speard multipath of
*

t c
t c d t c t c E
l
l l l c
l
tion I nterpreta
power spectra
m
c
T
f
1
) (
spread multipath the of reciprocal

= channel the of bandwidth Coherence
m
T
14-40
) 0 ) ; ( ( ed uncorrelat
channel the of than separation frequency with sinusols Two
). 0 ) ; ( ( correlated
channel the of separation frequency with sinusoids Two
2 1
2 1

>
t f f
bandwidth coherence
t f f
bandwidth coherence
l
l
C
C
greater
within
bandwidth coherence of tion Interpreta
power spectra
) ; ( t f C
l
) ( ) (
2 2 1 1
f f I f f I + effects mutipath by
correlated become
) ( ) ; (
) ( ) ; (
2 2 2
1 1 1
f f I t f C
f f I t f C
l
l
+

Two independent information
I
1
and I
2
respectively transmitted
at frequencies f
1
and f
2
.
Decision of I
1
is
now affected by I
2
.
14-41
power spectra
channel. by the is signal the case, such In
bandwidth coherence signals bearing - n Informatio of bandwidth
distored severely
>
channels ) (multipath selective frequency of Definition
spectrum
2 / W 2 / W
m
T
1
bandwidth coherence signals bearing - n Informatio of bandwidth <
channels ) (multipath ve nonselecti frequency of Definition
spectrum
2 / W 2 / W
m
T
1
spread. multipath by the limited somewhat
is rate data ion transmiss the Hence,

1 1
) (
m
m
c
T T
T T
f W < > >
14-42
power spectra
Two sinusoids with frequency separation greater
than (f)
c
are affected differently by the channel.
14-43
power spectra
Doppler effects
Signal frequency change or bandwidth broadening due
to movement
We have discussed so far the effects due to multipath
environments, which is basically showed by the
parameter in (or equivalently, )
Doppler effects enter the formula through t.
. ) ( ) ; ( ) ; (
) ( 2

= t d e t f f S
t j
C C
l l

) ; ( t
l
c

) ; ( t f
l
C

14-44
power spectra
)) ( ), ( (
1 1
t t
)) ( ), ( (
2 2
t t
)) ( ), ( (
3 3
t t
[ ] ) ( ) ; ( ) ; ( ) ; (
2
1
) ; , (
*
= + = t t t c t c E t
c l l c
l
Effect of Doppler effects appear via the argument t.
14-45
channel. the of the called is ) ( and
the called is where
, ) ( ) ( ) ; 0 ( ) (
, simplicity For
( 2
spectrum power Doppler
frequency Doppler

l
l l l
C
t j
C C C
S
t d e t f S S

)
= = =
power spectra
14-46
) . ) ; ( ) ; ( ) ; 0 ( general, In (
0
) ( 2
l

=

= = =

d t d e t t f
l l
c
f
f j
c C

= = =
n n
C
t t t f
n n n l
) (
2
1
) 0 ( ) (
2
1
) ; 0 (

Example (continue fromslide 14.32)
power spectra
= =

)
n
t j
C C
n l l
t d e t S ) (
2
1
) ( ) ( ) (
( 2

).) ( of t independen is
; of function a is ) ( WSS that assume only that we Recall (
t
t t
n n
n

14-47
( ) ) ( ) (
2
) (
2
1
) ; 0 (
1
t n t
n
t t f
n
C
n l
= = = =

Example (cont.) Assume that the n-path model is employed, and
the autocorrelation function of attenuation on each path is identical.
power spectra
( ) ) ( sinc ) (
2
) ( ) ( ) (
2 ( 2
1

= = =

)
n
n
t d e t S
t j
C C
l l
0
1
2
3
4
5
-1.5 -1 -0.5 0 0.5 1 1.5
0
0.5
1
1.5
2
2.5
3
3.5
4
-4 -2 0 2 4
) (
l
C
S
) ( t
l
C

Doppler Power Spectrum Spaced-time correlation function
14-48
power spectra
Observation 1
Obviously, no Doppler effects result for a time-invariant system.
c
l
() is independent of t, and uncorrelated scattering is assumed.
[ ]
( )( )
=
=
n
n
f j
n n
f j
n
n
n
f j
n
n
n
f j
n
l l c
c c
c c
l
e e E
e e E
c c E t
) ( ) (
2
1
) ( ) (
2
1
) ( ) (
2
1
) ; , (
2 2
'
'
2
'
2
*

( )( ) [ ] .) 0 ) ( ) (
, ' imply that mean - zero and scattering ted (Uncorrela
'
2
'
2
=

n
f j
n n
f j
n
c c
e e E
n n

[ ]
) ( ) (
) ( ) (
2
1
2

=

=

l
c
n
n n
E
14-49
power spectra
Doppler Power Spectrum
) (
) (
) ; ( ) ; , (
) ( 2
) ( 2
f
d e
d e t t f f
l
l
l l
C
f j
c
f j
c C
=
=
=

). ( ) 0 ( )] ; 0 ( [ ) (
) 0 ( ) 0 ( ) ; 0 (

l l l
l l l
C C t C
C C C
t f Fourier S
f t f
= = =
= = = =
14-50
Example of time-invariant system: A time-invariant multipath
fading channels with additive noise
Transmitter
Receiver
) , (
1 1

) , (
2 2

) , (
3 3

) (
) (
) (
) (
3 3
2 2
1 1
t n
t s
t s
t s
+
+
+

power spectra
14-51
power spectra
channel the of
1
) (
channel the of
time coherence
spread Doppler
= =
=
c
c
d
B
t
B
Notations
14-52
Observation 2
power spectra
results.) effect Doppler little a stic, characteri channel in change slow a (Hence,
.)
time in that with begin easy to is (It
spread Doppler small a
time coherence large a
correlated remain still instants me distant ti at two channels
channels A
) ( at time channels and at time channels of n correlatio ) (
effect Doppler no
, stics characteri channel in change no
+ =
changing slowly
t t t t
l
C

14-53
power spectra
Summary
time coherence
1
) (
1
spread Doppler )] ; 0 ( [ ) ; 0 (
ve) nonselecti frequency versus selective (frequency
1
) ( bandwidth coherece )] 0 ; ( [ ) 0 ; (
) (in spread multipath ) ; (
=
= = = =
= = = =

c
d C t C
m
c c C
m c
t
B t f Fourier f S
T
f t Fourier t f
T t
l
l
l

14-54
power spectra
At most, we can have
)] ; ( [ ) ; ( : D - 2
)] ; ( [ ) ; (
)] ; ( [ ???
: D - 1
)] ; ( [ ) ; (
)] ; ( [ ??? : D - 2
)] ; ( [ ) ; (
)] ; ( [ ) ; (
: D - 1
) ; (
l
,
,
t f Fourier S
t f Fourier f S
t f Fourier
t Fourier t f
t Fourier
t Fourier S
t Fourier t f
t
C t f
C t C
C f
c C
c t
c t
c C
c
l l
l
l l
l
l
l l
l
=
=
=
=
=
=
=
Doppler power spectrum (f =0)

Spaced-frequency spaced-time
correlation function
Channel autocorrelation function
t) ( ) ; ( ) ( ) ; (
) ( t) ( ) ; ( ) ; (
) ( 2 ) (
) ( ) ( 2
= =
=

2
d e t f d e f S
f d d e e t f S
t j
c
f j
C
f j t j
C
l l
l

14-55
power spectra
At most, we can have
spread). Doppler of on (informati frequency Doppler the and spread)
multipath of on (informati delay time the of function a as ) in function ation autocorrel
of ransform (Fourier t channel the of output power Average :
channel the of ) ; (

t
S
=
tion I nterpreta
function Scattering
)] ; ( [ ) ; ( : D - 2
)] ; ( [ ) ; (
)] ; ( [ ???
: D - 1
)] ; ( [ ) ; (
)] ; ( [ ??? : D - 2
)] ; ( [ ) ; (
)] ; ( [ ) ; (
: D - 1
) ; (
l
,
,
t f Fourier S
t f Fourier f S
t f Fourier
t Fourier t f
t Fourier
t Fourier S
t Fourier t f
t
C t f
C t C
C f
c C
c t
c t
c C
c
l l
l
l l
l
l
l l
l
=
=
=
=
=
=
=
(2D)
14-56
14-57
power spectra
Example of the scattering function of a medium-
range tropospheric scatter channel.
s 0.7 spread multipath =
m
T
30Hz ~ 1Hz bandwidth 3dB often) (
paths with varies spread, Doppler
=
=
d
B
(unit=0.1us)
chap14-58
Sky-wave propagation for frequency above HF band
40~300MHz band : tropospherical () scattering
Involve large signal propagation losses
14-59
Example study of delay spread
The mediandelay spreadis the 50% value, meaning that
50% of all channels has a delay spread that is lower than
the median value. Clearly, the median value is not so
interesting for designing a wireless link, because you want
to guarantee that the link works for at least 90% or 99%
of all channels. Therefore the second column gives the
measured maximumdelay spreadvalues. The reason to
use maximumdelay spread instead of a 90% or 99% value
is that many papers only mention the maximumvalue.
Fromthe papers that do present cumulative distribution
functions of their measured delay spreads, it can be
deduced that the 99% value is only a few percent smaller
than the maximumdelay spread.
power spectra
14-60
Median Delay
Spread [ns]
MaximumDelay
Spread [ns]
Remarks
25 50 Office building
40 90 Shopping mall
80 120 Airport
120 180 Factory
50 129 Warehouse
120 300 Factory
Measured delay spreads in frequency range of 800M
to 1.5GHz (surveyed by Richard van Nee)
power spectra
14-61
Median Delay
Spread [ns]
MaximumDelay
Spread [ns]
Remarks
40 120 Large building
(New York stock exchange)
60 200 Shopping center
106 270 Laboratory
19 30 Office building: single roomonly
30 75 Canteen
105 170 Shopping center
power spectra
Measured delay spreads in frequency range of 1.8to
2.4GHz (surveyed by Richard van Nee)
14-62
Median Delay
Spread [ns]
MaximumDelay
Spread [ns]
Remarks
40 120 Large building
(New York stock exchange)
35 55 Meeting room(5mx5m) with metal walls
10 35 Single roomwith stone walls
40 120 Indoor sports arena
65 125 Factory
Measured delay spreads in frequency range of 4to 6
GHz (surveyed by Richard van Nee)
power spectra
Conclusion by Richard van Nee: Measurements done at different frequencies show
the multipath channel characteristics are almost the same from1to 5GHz.
14-63
power spectra
Example 14.1-2: Typical multipath intensity profile
Typical multipath intensity profile for suburban and
urban areas
0
-10
-20
-30
0 1 2 3 4 5 6 7
Delay in microseconds
P
o
w
e
r

i
n

d
B
< <
=
otherwise , 0
7 0 ), exp(
) (
s
l
c

14-64
0
-10
-20
-30
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
power spectra
Example 14.1-2: Typical multipath intensity profile
A bad but possible multipath intensity profile for hilly
terrain
Delay in microseconds
P
o
w
e
r

i
n

d
B
< <
2 < <
=
otherwise 0,
20 15 ), 15 exp( 1 . 0
0 ), 5 . 3 exp(
) ( s s
s
l
c

14-65
power spectra
J akes model (Example 14-1.3)
A widely used model for Doppler power spectrumis
the so-called J akes model (J akes, 1974)
= =
= =
otherwise , 0
| ,
) / ( 1
1 1
) ; 0 (
) 2 ( ) ; 0 (
2
0
m
m
m C
m C
f
f
f f S
t f J t f
l
l

kind. first the of function el order Bess - zero the is ) ( and
frequency carrier the is
m/s), 10 (3 speed light the is
(m/s), speed vehicle the is
shift, Doppler maximum the is / where
0
8
J
f
c
v
c vf f
c
c m
=
14-66
0
1 -1
) ; 0 ( = f S f
l
C m
m
f /
/ 1
- 15 - 10 - 5 5 10 15
- 0. 4
- 0. 2
0. 2
0. 4
0. 6
0. 8
1
) 2 (
0
t f J
m

t f
m
2
power spectra
14-67
Transmitter
L
t v
v
L t v L t v L
L t v L L L
+ + =
+ + =
) cos( 2 ) (
) ) cos( ( )) sin( (
2 2 2
2 2

) / (
2
c
f c
L
=
) cos( ) cos(
) cos( 2 ) (
)] cos( 2 ) ( 2 )[ 2 / 1 (
lim
) / (
1
) cos( 2 ) (
lim
) / (
1
2
1
lim
2 2 2
2
0
2 2 2
0 0

m
c
t
c
t
c
t
m
f
c
vf
t v L t v L
v L t v
f c
t
L t v L t v L
f c t
= =
+ +
+
=
+ +
=
=

Difference in path length
Phase change
Estimated Doppler shift
power spectra
14-68
) cos(
km/hour 10 08 . 1
km/hour
) cos(
km/sec 10 3
km/sec
) cos(
9
5
=

=
=
v
v
c
v
f
c
m
Hz ) cos( 500 ) cos(
(km/hour) 10 08 . 1
(km/hour) 108
GHz 5
9

=
m
m
(ppm). 1 . 0
GHz 5
0Hz 50
=
Alternative formula
Example
Transmitter
L
t v
v
power spectra
14-69
Why ?
power spectra
= =
= =
otherwise , 0
| ,
) / ( 1
1 1
) ; 0 (
) 2 ( ) ; 0 (
2
0
m
m
m C
m C
f
f
f f S
t f J t f
l
l

kind. first the of function el order Bess - zero the is ) ( and
frequency carrier the is
m/s), 10 (3 speed light the is
(m/s), speed vehicle the is
shift, Doppler maximum the is / where
0
8
J
f
c
v
c vf f
c
c m
=
A rough (and not so rigorous) derivation is provided here!
J ust to give you a rough idea of how this model is obtained.
14-70
) cos( lim
lim
) ( ) (
lim ) (
0
0
0
'
i
t
t
i i
t
i
c
v
t c
L
t
c
L
c
L L
t
t t t
t
=

+
=
+
=

Transmitter
L
i
t v
v
i i i
t
c
v
t + ) cos( ) (
Notably, the slopedepends only on the vehicle speed and the angle
between the vehicle direction and the received wave.
The only termthat varies with respect to each path i is the delay
constant
i
.
power spectra
14-71
)) ( ), ( (
1 1
t t
)) ( ), ( (
2 2
t t
)) ( ), ( (
3 3
t t
{ }
t f j
l
c
e t s t s
2
) ( Re ) ( =
=

=
i
t f j f j
i i
i
t
c
v
f j
i i
i
t f j
i i l
i m i c
i i c
i c
e e t t
e t t
e t t t c
) cos( 2 2
) cos( 2
) ( 2
)) ( ( ) (
)) ( ( ) (
)) ( ( ) ( ) ; (

power spectra
14-72
[ ]
[
]
[
]
[
]
[ ]
[ ]

+
+
+
+
=

+ +
=
+ +
=
+ +
=
+ =
i
t f j
i i
i
t t f j
i i
t f j
i i
t t f j
i i
i
t f j
i i
t t f j f j
i i
i
t f j f j
i i
t t f j f j
i i
i i
t f j f j
i i
l l c
i m
i m i m
i m
i m
i m i c
i m i c
i m i c
i m i c
l
e t t E
d e t t e t t E
d e t t t t
e t t E
d e e t t t t
e e t t E
d e e t t t t
e e t t E
d t t c t c E t
) )( cos( 2 2
) )( cos( 2 ) cos( 2
) )( cos( 2
) cos( 2
) )( cos( 2 2
) cos( 2 2
) )( cos( 2 2
' '
'
) cos( 2 2
*
)) ( ( ) (
2
1
)) ( ( ) ( )) ( ( ) (
2
1
)) ( ( ) (
)) ( ( ) (
2
1
)) ( ( ) (
)) ( ( ) (
2
1
)) ( ( ) (
)) ( ( ) (
2
1
) ; ( ) ; (
2
1
) ; (
' '

14-73
[ ]
[ ]
[ ] [ ]
[ ] [ ]
[ ]
) )( cos( 2
2 ) )( cos( 2
) )( cos( 2 2
) )( cos( 2 2
) )( cos( 2 2
) )( cos( 2 2

) (
2
1

) (
2
1

) (
2
1

)) ( ( ) (
2
1

)) ( ( ) (
2
1

) ; ( ) ; 0 (
t f j
i
i
t f j
i
t f j
i
i
t f j
i
i
i
t f j
i
i
t f j
i i
c C
m
m
i m
i m
i m
i m
l l
e E
t E e E
e E t E
e t E
d t e t E
d e t t E
d t t f

=
=
=
=
=
= =

(Assume independence
between
i
(t) and
i
)
(Assume
i
has common
distribution for each i.)
(Assume sumof second
moments of
i
(t) is 1for
simplicity.)
power spectra
14-74
[ ]
) 2 (
0 )] )( cos( 2 cos[
1

)] )( cos( 2 sin[ )] )( cos( 2 cos[
2
1

) ; 0 (
0
0
) )( cos( 2
t f J
j d t f
d t f j d t f
e E t f
m
m
m m
t f j
C
m
l
=

=
= =

(Assume is uniformly distributed
over [, ]. See the next slide.)
power spectra
14-75
(
1
,
1
) and
1
(
2
,
2
) and
2
i
can be treated as uniformly distributed over [, ) and independent of (
i
,
i
).
power spectra
14-76
Channel Model fromIEEE 802.11 Handbook
A consistent channel model is required to allow
comparison among different WLAN systems.
The IEEE 802.11 Working Group adopted the
following channel model as the baseline for predicting
multipath for modulations used in IEEE 802.11a and
IEEE 802.11b, which is ideal for software simulations.
The phase is uniformly distributed.
The magnitude is Rayleigh distributed with average
power decaying exponentially.
power spectra
14-77
Magnitude of time-invariant channel impulse response
0 T
s
2T
s
3T
s
4T
s
5T
s
6T
s
7T
s
8T
s
9T
s
10T
s
{ }
{ }
rms s
rms s i
i i
j
i
T
iT
i i jNormal Normal e
i

/ exp 1
/ exp
,..., 2 , 1 , 0 ,
2
1
, 0
2
1
, 0
2
0
2
0
2
max
2 2
=
=
=
=
T
s
=sampling period
i
max
T
s
?
power spectra

= =
i
j
i i
i
f j
i i l
i i c
e e t c

) ( ) ( ) ; (
2
14-78
[ ]
[ ]
[ ]
[ ]
[ ]
[ ]
{ } ) ( / exp
2
1
) (
2
1
) (
2
1
) (
2
1
) ( ) (
2
1
) ( ) (
2
1
) ( ) (
2
1
) ; ( ) ; (
2
1
) ; (
1
0
2
0
2
2
2
2
'
' '
*
max
'
s
i
i
rms s
s
i
i
s
i
i
i
i i
i
i i i
i
j
i i
j
i i
i i
j
i i
j
i i
l l c
iT iT
iT
iT E
E
d E
d e e E
d e e E
d t t c t c E t
i i
i i
l
=
=
=
=
=
=
=
+ =

14-79
2
1
0
/
1
0
/
1
0
/
1
0
2 /
2
1
0
/ ) ( 2
0
1
0
/ ) ( 2
0
1
0
/ ) ( 2
0
1
0
2 / ) ( 2
0
2
2
2
max
max
max
max
max
max
max
max
) ( ) (
) ( ) (
) ; (
) ; (
) ; (
) ; (
i
i
m i
i
i
s
m i
i
i
m i
i
i
s
m i
i
i
iT
i
i
s
iT
i
i
iT
i
i
s
iT
c
c
c
c
rms
e
iT e
e
iT e
e
iT e
e
iT e
d t
d t
d t
d t
T
rms s
rms s
rms s
rms s
l
l
l
l

. / and / , / where
max max
m i i T T m T m
s rms eff s rms
= = =
2 2
2
max
2 / 1
/ 1
1
) 1 ( ) 1 (
max
max
m e
e i
e
e
m
i
i
m
m
eff
=
. i.e., , that such choose to wish We
max
m m T i
eff rms rms

rms
desired rms delay
T
rms
effective rms delay
14-80
2 2
2
max
4 2
2
2 2
2
max
2 / 1
/ 1
1
) 1 (
1
240
1
12
1
1
) 1 ( ) 1 (
max
max
max
max
m e
e i
m
O
m
m
m e
e i
e
e
m
i
i
i
i
m
m
eff
+ + =
=
... 1072 . 10
240
1
) 1 (
.
12
1
Take
max
2
2
max 2
max
max

i
e
e i
m m
i
i
eff
This explains why the suggestive value in the IEEE
802.11 Hand book is 10, i.e., i
max
=10
rms
/T
s
.
power spectra
14-81
Typical Multipath Delay Spread for Indoor environment
(Table8-1 of IEEE 802.11 Handbook)
200-300 nsec Manufacturing
floor
~100 nsec Office
< 50 nsec Home
Delay Spread Environment
10
) 10 20 /( 1
10 50
10 10
6
9
max
=
= =

s
rms
T
i

20
) 10 20 /( 1
10 100
10 10
6
9
max
=
= =

s
rms
T
i

40
) 10 20 /( 1
10 200
10 10
6
9
max
=
= =

s
rms
T
i

power spectra
14-82
A sample for office environment (RMS Delay Spread ~100
nsec)
727.27 nsec
0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
0.1
0.2
0.3
0.4
0.5
Symbol Period (8 chips)
RMS Delay Spread ~100 ns
) ; ( t
l
c

power spectra
Symbol rate of IEEE 802.11b =1.375 Msps
5.5 Mbps =4 bits/symbol
11 Mbps =8 bits/symbol
Both chip rates remain 11 Mcps.
14-83
14.1.2 Statistical models for fading
channels
Statistical model of fading channel with a large number of
scatters
rem. limit theo central to due Gaussian, mean - zero D - 2 ) ; ( t c
l

) ( ) ( * ) ; ( ) ( t z t s t c t r
l l l
+ =
] 2 , 0 ( over uniform ) ; ( ) ; ( of phase
. 0 ,
] [
2
) ( on distributi Rayleigh | ) ; ( | ) ; ( of envelope
] [ / 2
2
2 2

=
= =

t c t t c
r e
R E
r
r t c t c
l l
R E r
l l
. considered system the to suitable most is that
] [ parameter the choose to free is designer system The
2
R E
14-84
channels
Statistical model of fading channels
] 2 0 ( over uniform ) ; ( of phase
. 0 ,
] [ ) (
2
) ( on distributi - Nakagami
| ) ; ( | ) ; ( of envelope
] [ / 1 2
2
2 2

, t c
r e r
R E
m
m
r m
t c t c
l
R E mr m
m
l l
= =

. considered system the to suitable most are which
] [ and parameter the choose to free is designer system The
2
R E m
on. distributi
Rayleigh the than severe less or more either channels, fading targeted the
matching in accuracy and y flexibilit more provides on distributi - Nakagami m
) ( ) ( * ) ; ( ) ( t z t s t c t r
l l l
+ =
14-85
channels
Relation with
Rayleigh
distribution
1/2 m< 1, with
larger tail
probability mass
m=1, Nakagami
1-distribution =
Rayleigh
distribution
m>1, with less
tail probability
mass
E[R
2
] =1
14-86
channels
Turin et al (1972) and Suzuki (1977) have shown that
the Nakagami-mdistribution is the best-fit for urban
radio multipath channels.
14-87
channels
Statistical model of Ricean fading channel
rem. limit theo central to due Gaussian mean - nonzero D - 2 ) ; ( t c
l

] 2 , 0 ( over uniform ) ; ( of phase
. 0 , ) ( on distributi Rice | ) ; ( | ) ; ( of envelope
2 0
2 / ) (
2
2 2 2

= =
+
t c
r
rs
I e
r
r t c t c
l
s r
l l
. named signal, received the
of components signal fading - non the in power the represents basically . 2
ons, distributi square - chi equivalent the in the called is . 1
. considered system the to suitable most are which
and parameter the choose to free is designer system The
2
2
2
2
2
1
2 2
omponents specular c
s
ter ity parame noncentral s
m m s + =
) ( ) ( * ) ; ( ) ( t z t s t c t r
l l l
+ =
14-88
channels
Statistical model of channels whose number of multipath
components is small, such as LOS (line-of-sight)
communication links.
Example. Channels with a direct path and a single multipath
component, such as airplane-to-ground communications
. -
) (
)), ( ( ) ( ) ( ) ; (
0
s reflection ting from nnet resul path compo iant multi var me overall ti
is the t path and he direct actor of t enuation f is the att where
t t t c
l

+ =
process. Gaussian mean - zero as modeled is ) ( 2.
. named is hence, and signal, received the of
component signal fading - non in the power the controls 1.
Again,
t
omponent specular c

14-89
Statistical model of other fading channels
Time-invariant three-path model
Applications
Microwave LOS radio channels used for long-distance voice
and video transmission by telephone companies
Rummler (1979) measured the typical LOS channels in the 6
GHz band and developed such model.
channels
14-90
[ ]
.
minimum fade the of frequency
delay time
components multipath to due parameter shape
parameter on attenulati overall
where
] 1 [ ) (
) ( ) ( ) (
0
) ( 2
0
2
0 0
0
=
=
0

f
e f C
e c
f f j
l
f j
l

channels
Transmitter
Receiver
Rummlers time-invariant three-path model
{ }
0
0
| ) ( | min arg min f f C
l
f
=
>
14-91
channels
. 3 . 6 (iv)
; 0 5 0 for , ) 5 , 15 (
0.5; 1 for ), 5 , 25 (
) log( 20
specific, e Mor
d.) distribute lognormal is (Or, Gaussian ) ( log (iii)
) 1 ( constant ) Pr( (ii)
(i)
] 1 [ ) (
3 . 2
) ( 2
0 0
ns
. dB dB Normal
dB dB Normal
e f C
f f j
l
=

>
>

=
0

Conclusions based on Rummlers measurement
14-92
-250 -200 -150 -100 -50 0 50 100 150 200 250
channels
( )
( ) ) 3 . 6 )( ( 2 cos 2 1
) ( 2 cos 2 1 ) (
0
2
0 0
2
ns f f
f f f C
l
+ =
+ =

) ( f C
l
) 1 (
) 1 ( +
Magnitude frequency response of a LOS channel model
Deep attenuation
159MHz
=1/
0
0
f f
14-93
channels
The discussion on link budget that is introduced in
subsection 5.5.2 (which we did not cover) is
omitted.
14-94
14.2 The effect of signal characteristics
on the choice of a channel model
Systemmodel
) ( ) ( ) ; ( ) (
or
) ( ) ( ) ; ( ) (
2
t z df e f S t f C t r
t z d t s t c t r
ft j
l l l
l l l
+ =
+ =

Distortion introduced by channels
Multipath spread
More severe when channel is frequency selective.
Doppler spread
Time-varying attenuation or fading
interval. signal the is where ,
1
) (
1
T
T
f W
T
m
c bandpass
= > =
d
c
B
t
1
) ( =
14-95
Statistical model of frequency nonselective channels
After knowing the channel characters (i.e., T
m
), one may prefers
). ( ) ( ) ; 0 (
) ( ) ( ) ; 0 (
) ( ) ( ) ; ( ) (
interests. of range frequency the within ) ; 0 ( ) ; ( I.e.,
. in constant almost is ) ; ( signals, of bandwidth the Within
channel. the through ion transmiss in shift phase and n attenuatio
same the undergo ) ( in components frequency the All
) (
. neglibible be may ces interferen ) (multipath l Intersymbo
2
2
t z t s t C
t z df e f S t C
t z df e f S t f C t r
t C t f C
f t f C
f S
f W
T T
l l
ft j
l l
ft j
l l l
l l
l
l
c
m
+ =
+
+ =

<<
>>
spectrum
2 / W 2 / W . constant ) ; ( signal w.r.t. ) ( ) ( ) ; ( >> t f C t a t c T T
l l m

14-96
Therefore, the received signal is simply the transmitted
signal multiplied by a complex-valued randomprocess
C
l
(0;t).
As a result, the transfer function of a frequency
nonselective channel can be approximated by
) (
) ( ) ; 0 (
t j
l
e t t f C

= =
where (t) is Rayleigh distributed, and (t) is uniformly
distributed over (0,2].
Hence, parameters that characterize a frequency
nonselective channel are:
). ( or ) ( spectrum power Doppler from measured be can which
, ) ( time coherence or shift Doppler
t S
t B
l l
C C
c d

14-97
Slowly fading channels
effect multipath severe less : ) ( prefers discussion Previous
c
f W <<
interval. signaling one least at of duration
for the constant y essentiall are shift phase and
n attenuatio resultant the case, such in becuase
) (
prefer may one effect, Doppler with cope To
c
t T <<
). ( ) ; ( I.e.,
constant. remain shift phase and n attenuatio the
interval, signaling each in s, other word In
. ) ( :

l l
c
c t c
ls ing channe slowly fad t T
<< Definition
14-98
0 T T 2 T 3 T 4 T 5 T 6 T 7 T 8
n attenuatio
Slowly fading channels
Slowly fading and frequency non-selective channels
1. / 1 ) ( selective - non Frequency < = <
m m c
WT T f W
. 1 / 1 ) ( fading Slowly < = <
d d c
TB B t T
.) 1 (Since
. 1 1 ) ( imply that J ointly
=
< = <
WT
T B T B WT
m d m d
factor spread
14-99
Underspreadversus overspreadchannels
) designers. system by changed be cannot and stics, characteri
channel by the determined is factor spread that the Note (
. 1
. 1
> =
< =
m d
m d
T B Overspread
T B d Undersprea
factor spread
factor spread
14-100
(sec) (Hz)
14-101
14.3 Frequency-nonselective, slowly
fading channel
POE for signals transmitted over a frequency-
nonselective, slowly fading channel
fading. slowly is chnnel the since ), ( ) (
ve. nonselecti is channel the since ), ( ) ( ) (
, 0 ), ( ) ( ) ; 0 ( ) (
) (
t z t s e
t z t s e t
T t t z t s t f C t r
l
j
l
t j
l l l
+ =
+ =
< + = =
Assume the channel fading is sufficiently slow that the phase

shift can be errorlessly estimated.

j
l
j
l
e t z t s e t r

+ = ) ( ) ( ) (
14-102
Binary PAM (Binary PSK) under equal prior
n r
s
l
l
+ =
=
E
E
v
r

, signals, of tion vectoriza the
performs basically r which demodulato type - n correlatio After
fading channel
( )
. / ) ( and variable, random a is where
, ) ( 2
) ( 2
) | (
0
2
0
2
N
N
POE
b
b
E
E

=
=
=
0 T T 2 T 3 T 4 T 5 T 6 T 7 T 8

14-103
Binary Orthogonal (Binary FSK) under equal prior
] , [ or ] , [
] , 0 [ or ] 0 , [ signals, of tion vectoriza the
performs basically r which demodulato type - n correlatio After
2 1 2 1
n n n n r
s
l
l
+ + =
=
E E
E E

r
r
fading channel
( )
. / ) ( and variable, random a is where
, ) (
) (
) | (
0
2
b
0
2
N
N
POE
b
E
E

=
=
=
0 T T 2 T 3 T 4 T 5 T 6 T 7 T 8
14-104
fading channel
Case 1: Rayleigh fading
{ }. ] [ / exp
] [
1
) (
freedom of degrees two with on distributi square - Chi
freedom of degrees two with on distributi square - Chi
on distributi Rayleigh
2
b b
b
b
b
E
E
P
( ) [ ]
( ) ( )
( ) ( ) ( )
]. [ where ,
1 2
1
2
1
] / 1 1 [ exp
2
1
2 / exp
) (using , 2 / exp
1
2 ] [
0 0
0
b y
y
y
y y
y
y
b BPSK
E m
m
m
dy m y
y
y m y
vdu uv udv dy y m y
m
E POE E
=
+
=
+ + =
= =
=

14-105
The previous derivation omits the phase effect from
multipath, which may not be practical even in
frequency-nonselective slowly fading channel. In other
words,
fading channel
( ) [ ] .
2 2
1
2
1
] [ Similarly,
y
y
b BFSK
m
m
E POE E
+
= =
, 0 ), ( ) ( ) ( T t t z t s e t r
l
j
l
< + =

is a better model for a practical system.

Modification due to the consideration of phase shift can be
obtained in Appendix C.
Hence, the above POE is in fact the best achievable
performance for Rayleigh-distributed frequency-nonselective,
slowly fading channels.
14-106
fading channel
Approximations of POEs for BPSK and BFSK
( )
, 1 when ,
4
1
4
1
1 2
1
) 1 ( 1 2
1
1 2
1
1
1
2
1
] [ where ,
1 2
1
2
1
] [
2
>> =
+ + +
=
+ + +
=
+
+
=
+
=
=
+
=
y
b y
y y y
y y y
y
y y
y
y
b y
y
y
BPSK
m
m
m m m
m m m
m
m m
m
m
E m
m
m
POE E

14-107
fading channel
b
BFSK
POE E
2
1
] [ Similarly,
14-108
.
1
1
1
] [
2
1
) 1 ( 2
1
] [
2
1
2
1
,
,
2 /
,
,
+
=
+
=
=
=
b b
t noncoheren BFSK
b b
nonfading DBPSK
t noncoheren BFSK
nonfading DBPSK
POE E
POE E
e POE
e POE
b
b


fading channel
DBPSK and non-coherent BFSK (cf. Appendix C)
14-109
fading channel
] [ ] [ ] [ ] [
BFSK t noncoheren DBPSK BFSK coherent BPSK
POE E POE E POE E POE E

POE under
AWGN
POE under
Rayleigh
Fading
Approximateded
POE In
Rayleigh
Fading
BPSK
( )
b
2
b
b
1
1
2
1

b
4
1

BFSK
( )
b

b
b
2
1
2
1

b
2
1

DBPSK
b
e

2
1

) 1 ( 2
1
b
+

b
2
1

Noncoherent
BFSK
2 /
2
1
b
e

b
+ 2
1

b
1

14-110
fading channel
BFSK over nonfading channels
BPSK over nonfading channels
Observations
BPSK is 3dB better than
DBPSK/BFSK; 6dB
better than noncoherent
BFSK
POE decreasesinversely
with SNR (over
nonfading channels, POE
decreases exponentially
with SNR). Meaning: A
large amount of transmit
power is needed to
achieve low POE over
fading channels.
25dB
14-111
fading channel
BFSK over nonfading channels
BPSK over nonfading channels
Observations (cont.)
Fromthe figure, to
achieve a POE level of
10
4
, the systemmust
provide an SNR higher
than 35dB, which is not
so practical.
So alternative solutions
should be taken to
compensate the fading
effects, such as the use of
redundancy(i.e.,
diversity technique that
will be introduced in the
next section).
25dB
14-112
fading channel
1e-05
0.0001
0.001
0.01
0.1
1
-10 -5 0 5 10 15 20
BPSK
BFSK
DBPSK
Noncoherent BFSK
Ideal performance under AWGN
BPSK
DBPSK
BFSK
BFSK
noncoherent
b
b
P
14-113
fading channel
Ideal performance under Rayleigh fading channels.
0.01
0.1
1
-10 -5 0 5 10 15 20
BPSK
BFSK
DBPSK
Noncoherent BFSK
BPSK
BFSK DBPSK
BFSK
noncoherent
b
b
P
14-114
e. performanc in fading Rayleigh n better tha : 1
fading Rayleigh : 1
e. performanc in fading Rayleigh than worse : 1
that Recall
>
=
<
m
m
m
Case 2: Nakagami Fading
{ } . / ] [ where , / exp
) (
) (
on distributi - Nakagami
0
2 1
N E m
m
m
P
m
m
m
m
b
E

fading channel
14-115
fading channel
( ) [ ]
b BPSK
E POE E 2 ] [ =
14-116
14.4 Diversity techniques for fading
multipath channels
Deep fading phenomenon
Time-invariant three-path model
Applications
Microwave LOS radio channels used for long-distance voice
and video transmission by telephone companies
Rummler (1979) measured the typical LOS channels in the
6GHz band and developed such model.
0
f f =
] 1 [ ) (
0 0
) ( 2

f f j
l
e f C

=
14-117
) ( f C
l
) ( ) (
s l
f f f S = ) ( ) ( ) ( f C f S f Y
l l l
=
multipath channels
] 1 [ ) (
0 0
) ( 2

f f j
l
e f C

=
. variables random are and both that Note
. variables random also are ) (1 and ) 1 ( Hence, +
different be could ) (1 and ) 1 ( of values resultant The +
interval. naling symbol/sig each for
14-118
multipath channels
FromRummler (1979)
. 3 . 6 (iv)
otherwise , ) 5 , 15 (
0.5; for ), 5 , 25 (
) ( log 20 (iii)
. 1 0 for ) 1 ( constant ) ( (ii)
(i)
] 1 [ ) (
10
3 . 2
) ( 2
0 0
ns
dB dB Normal
dB dB Normal
P
e f C
f f j
l
=

>

=
0

0
f
14-119
multipath channels
Solutions to compensate deep fading
Repeatedly send the same signal, i.e., diversity.
If p is the probability that one signal will fade below
some critical value, then p
L
is the probability that all L
independently faded replicas of the same signal will
fade below the critical value.
14-120
multipath channels
Solutions to compensate deep fading
Frequency diversity
Separation of carriers (f)
c
=1/T
m
to obtain uncorrelation in signal
replicas.
Time diversity
Separation of time slots (t)
c
=1/B
d
to obtain uncorrelation in
signal replicas.
Space diversity (Multiple receiver antennas)
Spaced sufficiently far apart to ensure received signals faded
independently(usually, > 10wavelengths)
RAKE correlator or RAKE matched filter (Price and Green 1958)
It is named wideband approach, since it is usually applied to
situation where signal bandwidth is much greater than the coherent
bandwidth (f)
c
.
14-121
[ ] small. is ) ; ( ) ; ( ) ; (
2
1
) 0 ; (
) ( 2 *

= + = =

d e t t f f C t f C E t f
f j
c C
l
Frequency diversity
Separation of carriers (f)
c
=1/T
m
.
>(f)
c
14-122
[ ] ) ; ( ) ; (
2
1
) ; 0 (
*
t t f C t f C E t f
l l C
l
+ = =
Time diversity
Separation of time slots (t)
c
=1/B
d
to obtain uncorrelation
in signal replicas.
multipath channels
14-123
multipath channels
0
f
Threshold
. an smaller th much made be
can which value, critical below the fade will
signals all y that probabilit the is Then
. threshold le unacceptab some below fade will
signal one y that probabilit the is Suppose
p
L p
p
L
Frequency diversity, a solution to compensate deep fading
Transmitter : To transmit L independent replicas
Receiver : To receive L independently fading replicas of the same
signal
14-124
multipath channels
Usually, the frequency separation between successive
carriers exceeds the coherence bandwidth(f)
c
.
>(f)
c
.
W<(f)
c
Note that each replica can be transmitted
through a frequency non-selective channel.
c m
f W T T ) ( < >
14-125
multipath channels
Time diversity, another solution to compensate
deep fading
Transmitter : To transmit the same information-bearing
signal in L different time slots.
The duration of the time slots often exceeds the
coherence time (t)
c
.
14-126
multipath channels
Partial summaries
Time diversity and frequency diversity is in fact a
simple formof repetition coding.
14-127
Multiple Antennas
Multiple receiver antennas
Spaced sufficiently far apart that the multipath
components have significantly different delays at the
antennas.
multipath channels
ed. uncorrelat are ) ; ( and ) ; ( ), ; ( variables Random
3 , 2 , 1 ,
t f C t f C t f C
l l l
14-128
multipath channels
Usually, separation of 10 wavelengths is sufficient.
RAKE correlator or RAKE matched filter
Wideband approach : Having a signal bandwidth much
greater than the coherent bandwidth(f)
c
.
Yield a frequency selectivechannels. In such case, the
signal is severely distorted by the channel.
Recall that twosinusoids with frequency separation greater
than(f)
c
are affected differently by the channel (some are
affected severely but some are affected not that severely), and
hence, to some extent, frequency diversityis obtained.
14-129
multipath channels
spectrum
m
T
1
W
The use of a wideband signal may be viewed as just
another method for obtaining frequency diversity of
order
.
) (
W T
f
W
L
m
c
=
=
The optimumreceiver for processing the wideband
signal is called a RAKE correlator or a RAKE matched
filter (Price and Green 1958).
14-130
14.4.1 Binary signals
Communication systems with diversity
Assumptions
L identical and independent channels
Each channel is frequency-nonselectiveand slowly fading
with Rayleigh-distributed envelope, and is corrupted by zero-
mean additive white Gaussian noise.
Assume that the attenuation and phase shift for each channel is
known (or can be measured).
Expression for received signals
. , ,..., 2 , 1
), ( ) ( ) (
, ,
d known are assume and where L k for
t z t s e t r
k k
k k l
j
k k l
k

=
+ =

14-131
) (
1 ,
t s
l
) (
2 ,
t s
l
) (
,
t s
L l
) (
1 ,
t r
l
) (
2 ,
t r
l
) (
,
t r
L l
Channel
14-132
Receiver k
) (
filter Matched
*
1 , ,
T s
k l
) (
filter Matched
*
2 , ,
T s
k l
. 2 1 for
) ( ) ( ) (
, , ,
=
+ =

M m
t z t s e t r
k m k l
j
k k l
k
1 , 1 , k k
j
k
n s e
k
+

2 , 2 , k k
j
k
n s e
k
+

k
j
k
e
2 , 2 ,
2
k k k
n s +
1 , 1 ,
2
k k k
n s +
If BPSK is employed, only a single matched filter is sufficient.
One may question why multiply
k
e
j
k
, instead of (1/
k
)e
j
k
. This
is due to the final decision is based on the outputs of several
receiver, and a received signal with largeattenuationis less
trustworthythan one with small attenuation. Hence,
multiplication of
k
puts weight on signals in order to yield a
good decision.
This is the reason why
k
and
k
need to be perfectly known.
14-133
Maximal ratio combiner (Brennan 1959)
1 Receiver
L Receiver
2 , 1 2 , 1
2
1
n s +
1 , 1 1 , 1
2
1
n s +
2 , 2 ,
2
L L L
n s +
1 , 1 ,
2
L L L
n s +
1
1
1 ,
2
1
n s r
L
k
k k
+ =
=

2
1
2 ,
2
2
n s r
L
k
k k
+ =
=

Maker
Decision
14-134
POE for BPSK with L-th order diversity
Receiver k
k
j
k
e
k k k
n + E
2
Maximal ratio combiner
1 Receiver
L Receiver
1 1
2
1
n + E
L L L
n + E
2

= =
+ =
L
k
k k
L
k
k
n r
1 1
2
E
Maker
Decision
. /2) , 0 ( where
0
N Normal n
k
=
k
j
k k l
n e r
k
+ =

,
E

14-135
14.4.1 Binary
signals
{ }
. and , where , 2
2
2 /
0

ed transmitt is and , } { 0 Pr ) } { | (
, } { given a and prior equal For
. does so and , variables random are } { and } { Both
1
2
0
2
1
0
0
1 1
1
1 1
2

= =
= =
=
= =
= =

=
+ < =
+ =
L
k
k
k
k
L
k
k
L
k k
L
k k
L
k k
L
k
k k
L
k
k k k
N
N
N
r POE
n r n

E
E
E
E
E

= =

2
,
2
,
0
1
2 0
1
2
N
Normal
N
Normal r
L
k
k
L
k
k
E
E
. of on distributi know the to need we ], E[ determine To
1
k
=
=
L
k
b
POE
constant. tive multiplica a with system our just is which
,
2
4 , 2
on distributi has text in vector received The
1
2 0
1
2

= =
L
k
k
L
k
k
N
Normal r E E E
14-136
. of t independen constant, a ], [ where
,
)! 1 (
1
) (
Therefore,
freedom. of degrees 2 with d distribute square - Chi is
freedom. of degrees 2 with d distribute square - Chi i.i.d. are } {
c
/ 1
1
k E
e
L
p
L
k
L
b L
c
b
L
k
k b
k
c b

=

=
=

=

.
1
where , ) 1 (
2
1

1
) 1 (
2
1

) ( ] | [ ] [
1
0
0
combiner ratio maximal coherent, diversity, ,
c
c
k
L
k
L
b b b L BPSK
k
k L
d P POE E POE E

+
=
=
=

14-137
Approximation
.
4
1
) 1 ( 1 2
1
1
1
2
1
) 1 (
2
1

: also and 1
1
have we 10dB), lly, (specifica 1 When
c c c c c
c
c
c
c c

+ + +
=
+
=
+
= > >>
e.) performanc the improve does (Diversity
! ! ! SNR the of
power th the with inversely decrease ] [
.
4
1

1 2

1
4
1
] [
1
0
L POE E
L
L
k
k L
POE E
L BPSK
L
c
L
k
L
c
L BPSK
=

14-138
]. [ and , where
, ) 1 (
2
1

1
) 1 (
2
1
] [
1
0
k c
c
c
k
L
k
L
L BFSK
E
k
k L
POE E

=
+
=
=
2
POE for Binary orthogonal (FSK) signals with L-th order
diversity, coherent detection and maximal ratio combiner
2
, 0 and ed transmitt is if , , ] , [
0
, 1 ,
1
2 ,
1
1 ,
1
2
2 1

+ =

= = =
N
Normal n s n n r r
j k k
L
k
k k
L
k
k k
L
k
k
E
[ ] { }
. where ,
} { Pr } {
0
2
1
1 1 2 1
} {
1
N
r r POE E POE
k
k
L
k
k
L
k k
L
k k
given
L
k k
E
=
=
> = =
=
= =
=
14-138
14-139
Approximation
.
1 2
2
1
] [
, 1 When

>>
L
L
POE E
L
c
L BFSK
c
Discussions
The previous results onL-th order diversity BPSK and
coherent BFSK are based on the assumption that
k
and
k
are both known (or can be accurately estimated),
which may not be practical for a time-variant system.
In those channels that
k
and
k
cannot be estimated
perfectly, DBPSK or noncoherent BFSK is preferred.
14-140
POE of DBPSK withL-th order diversity
channel.) ying slowly var (
intervals. signal e consecutiv over two change not do ) , ( : Assumption
Very
k k

( )( ) 181.) - 5 slide (cf. Re
1
*
1 , 2 ,

+ + =

=

L
k
k
j
k k
j
k
n e n e r
k k

E E
[ ] ( ) ,
2
1
} , { 0 } , {
1
0
1 2
1 1 diversity ,
= =

= < =
L
k
k
b k
L
L
k k k
L
k k k L DBPSK
b e r P POE E
b

= =

= =
k L
n
k
L
k
k b
n
L
k
b
1
0 1
.
1 2
!
1
and , where
14-141
).
1
(or,
1
where
, ) 1 (
2
1

1
) 1 (
2
1

1
)! 1 (
) 1 ( )! 1 ( 2
1
] [
1
0
1
0
1 2 diversity ,
=
+
=
+
+
+
=
c
c
c
k
L
k
L
L
k
k
c
c
k L
c
L L DBPSK
k
k L
k L b
L
POE E
.

1 2
2
1

1 2
) 1 ( 2
1
] [
, 1 When
diversity ,

>>
L
L
L
L
POE E
L
c
L
c
L DBPSK
c

14-142
POE of BFSK withL-th order diversity,
noncoherent detectionand square-law combiner
Receiver k
) (
filter Matched
*
1 , ,
T s
k l
) (
filter Matched
*
2 , ,
T s
k l
. 2 1 for
) ( ) ( ) (
, , ,
=
+ =

M m
t z t s e t r
k m k l
j
k k l
k
1 , 1 , k k
j
k
n s e
k
+

2 , 2 , k k
j
k
n s e
k
+

Square
Square
2
1 , 1 ,
| |
k k
j
k
n s e
k
+

2
2 , 2 ,
| |
k k
j
k
n s e
k
+


14-143
).
1
2
(or,
2
where
, ) 1 (
2
1

1
) 1 (
2
1
] [
1
0
combiner law - square coherent, - non diversity, ,
=
+
=
=
c
c
c
L
L
k
L
L BFSK
k
k L
POE E
.

1 2
1
] [
, 1 When
combiner law - square coherent, - non diversity, ,

>>
L
L
POE E
L
c
L BFSK
c
2
, 0 and ed transmitt is if , | | , ] , [
0
, 1 ,
1
2
2 ,
1
2
1 , 2 1

+ =

= =
N
Normal n s n n e r r
j k k
L
k
k
L
k
k
j
k
E E
k
[ ] { }
L
k k k
L
k k k
given
r r POE E POE
L
k k k
1 2 1 1
} , {
} , { Pr } , {
1
= =
< = =
=

14-144
Summary (what the theoretical results indicate?)
With L-th order diversity, the POE decreases inversely with
Lth power of the SNR.
The equivalences (in POE) of four modulators are:
2
2L
BPSK
coherent, maximal ratio combiner
~2
L
BFSK
coherent, maximal
ratio combiner
~2
L
DBPSK
very slowly fading, consecutive-signal product combiner
~BFSK
noncoherent, square-law combiner
14-145
.
c b
L =
& FSK
coherent
non-coherent
14-146
Now we turn to Nakagami fading
Communication systems with diversity
Assumptions
L identical and independent channels
Each channel is frequency-nonselectiveand slowly fading
with Nakagami-m-distributed envelope, and is corrupted by
zero-mean additive white Gaussian noise.
Assume that the attenuation and phase shift for each channel is
known (or can be measured).
Expression for received signals
. , ,..., 2 , 1
), ( ) ( ) (
, ,
d known are assume and where L k for
t z t s e t r
k k
k k l
j
k k l
k

=
+ =

14-146
14-147
) (
1 ,
t s
l
) (
2 ,
t s
l
) (
,
t s
L l
) (
1 ,
t r
l
) (
2 ,
t r
l
) (
,
t r
L l
Channel
14-147
14-148
Receiver k
) (
filter Matched
*
1 , ,
T s
k l
) (
filter Matched
*
2 , ,
T s
k l
. 2 1 for
) ( ) ( ) (
, , ,
=
+ =

M m
t z t s e t r
k m k l
j
k k l
k
1 , 1 , k k
j
k
n s e
k
+

2 , 2 , k k
j
k
n s e
k
+

k
j
k
e
2 , 2 ,
2
k k k
n s +
1 , 1 ,
2
k k k
n s +
If BPSK is employed, only a single matched filter is sufficient.
One may question why multiply
k
e
j
k
, instead of (1/
k
)e
j
k
. This
is due to the final decision is based on the outputs of several
receiver, and a received signal with largeattenuationis less
trustworthythan one with small attenuation. Hence,
multiplication of
k
puts weight on signals in order to yield a
good decision.
This is the reason why
k
and
k
need to be perfectly known.
14-148
14-149
Maximal ratio combiner (Brennan 1959)
1 Receiver
L Receiver
2 , 1 2 , 1
2
1
n s +
1 , 1 1 , 1
2
1
n s +
2 , 2 ,
2
L L L
n s +
1 , 1 ,
2
L L L
n s +
1
1
1 ,
2
1
n s r
L
k
k k
+ =
=

2
1
2 ,
2
2
n s r
L
k
k k
+ =
=

Maker
Decision
14-149
14-150
POE for BPSK with L-th order diversity
Receiver k
k
j
k
e
k k k
n + E
2
Maximal ratio combiner
1 Receiver
L Receiver
1 1
2
1
n + E
L L L
n + E
2

= =
+ =
L
k
k k
L
k
k
n r
1 1
2
E
Maker
Decision
. /2) , 0 ( where
0
N Normal n
k
=
k
j
k k l
n e r
k
+ =

,
E
14-150
14-151
14.4.1 Binary
signals
{ }
. and , where , 2
2
2 /
0

1
2
0
2
1
0
0
1 1
1
1 1
2

= =
= =
=
= =
= =

=
+ < =
+ =
L
k
k
k
k
L
k
k
L
k k
L
k k
L
k k
L
k
k k
L
k
k k k
N
N
N
r POE
n r n

E
E
E
E
E

= =

2
,
2
,
0
1
2 0
1
2
N
Normal
N
Normal r
L
k
k
L
k
k
E
E
1
k
=
=
L
k
b
POE
14-151
14-152
.
) / )( (
1
) (
: pdf marginal with i.i.d. are } {
) / /( 1 m m
k m
k
k
k
k k
e
m m
p

=
.
) / )(
1
) (
Therefore, freedom. of degrees 2 with
d distribute square - Chi is fading, gh for Raylei that Recall
) / /( 1
1
L L
b L
b
b
L
k
k b
b b
e
L L
p
L

=
(
=
=
L-diversityin Rayleigh fading = 1-diversityin Nakagami-L fading!

14-153
.
)) / ( 1 (
1
) (
: by given is of function stic characteri the Hence,
m
k
k
m jv
jv
k
=
mL-diversityin Rayleigh fading = L-diversityin Nakagami-mfading!
.
)) / ( 1 (
1
) (
: by given is of function stic characteri the Then,
1
mL
k
L
k
k b
m jv
jv
b
=
=
=
) / /( 1
1
) / )( (
1
) (
: that gives y immediatel This
mL mL
b mL
b
b
b b
e
mL mL
p

=
14-154
14.4.2 Multiphase signals
POE for M-ary PSK
.
1
where
,
) / ( cos
) / cos(
cot
) / ( cos
) / sin( ) 1 ( 1
)! 1 (
) 1 ( ) 1 (
1
2 2
1
2 2
2 1
1 2 1
c
c
b
L
L L L
M
M b
M
M b
M
M
M
b b L
P

+
=

=
=

POE for M-ary DPSK
.
1
where
,
) / ( cos
) / cos(
cot
) / ( cos
) / sin( ) 1 ( 1
)! 1 (
) 1 ( ) 1 (
1
2 2
1
2 2
2 1
1 2 1
c
c
b
L
L L L
M
M b
M
M b
M
M
M
b b L
P

+
=

=
=

14-155
Observations (without
diversity)
PSK is about 3 dB better
than DPSK.
. log /
2
M L
c b
=
14-155
14-156
Observations (DPSK
with diversity)
The bit-POE is
calculated according to
Gray coding technology.
Larger M, worse
performance.
Bit-POE
DQPSK
bit-
POE
DBPSK
for any L.
14-157
14.4.3 M-ary orthogonal signals
M-ary FSK (withcoherent detection and square-
law combining)
The orthogonal signals are different fromslide 5-211,
in which M frequency bands, separate in frequency by
1/(2T).
Here, a larger frequency separation is used. In other
words, M frequency bands, separate in frequency by
1/T.
Recall that in slide4-110,
) )( (
)] )( ( sinc[
f n m T j
mn
e f n m T

=

So, separation 1/T of ensures the orthogonality in both

passband and baseband.
14-158
POE for M-ary FSK (withcoherent detection and
square-law combining)
.
!
satisfies where
,
1
1
)! 1 (
) 1 (
1
) 1 (
)! 1 (
1

) 1 (
0
1 ,
1
0
1
,
) 1 (
0
,
1
1
1

=
+
=
+ +
+
+
+ +

=
L m
k
k
m k
m
L
k
k
m k
L m
k
k
c
c
m k
M
m
L
c
m
M
U
k
U
m m
k L
m m
m
M
L
P


14-159
Discussions on M= 2
(binary orthogonal signals)
For a fixed
t
, there is an L
for which P
2
is minimized.
c t
L =
. 3 /
minimizer t
L
A careful observation of these
graphs reveals that the
minimumin P
2
is obtained
when
. 3
3
minimizer
minimizer
minimizer
= =
L
L
L
t
c

14-159
(20dB)
(10dB)
(4.77dB)
(7.78dB)
(11.76dB)
(13.01dB)
(14.77dB)
(16.99dB)
14-160
Discussions on M = 4
orthogonal signals
There is an L for which P
4
is
minimized.
c t
L =
A careful observation of these
graphs reveals that the
minimumin P
4
is obtained
when
. 3 /
minimizer t
L
. 3
3
minimizer
minimizer
minimizer
= =
L
L
L
t
c

14-160
14-161
M L
c b 2
log / =
Discussions
Larger M, better performance but
larger bandwidth.
Recall that for PSK, larger M,
worse performance with the same
bandwidth.
Larger L, better performance.
An increase in L is more efficient
in performance gain than an
increase in M.
. log / /
factor expansion Bandwidth
2
M LM R W B
e
= =
14-161
14-162
c b
L =
c t
L =
Can the POE for BFSK withcoherent detectionand square-law
combiningbe further improved by taking L to infinity (like BPSK with
coherent detectionand maximal ratio combining)?
14-163
The paragraphs on Chernoff bound is omitted.
14-164
14.5 Digital signaling over a frequency-
selective, slowly fading channel
Recall that
. ) ( fading slowly and
or ) ( ve nonselecti - frequency
satisfying
a choose to possible is it that implies which
, 1
c
m c
d m
t T
T T f W
T
B T
<
> <
< channel d Undersprea
. ) ( ) (
) (
1
1
: to equivalent is statement above the ally, Mathematic
c m
c
d
m d m
t T T T
t
B
T B T
< <
= < <
14-165
Example of scattering function of a medium-range
tropospheric scatter channel.
s 0.7 spread multipath =
m
T
30Hz ~ 1Hz bandwidth 3dB often) (
paths with varies spread, Doppler
=
=
d
B
14.5 Digital signaling over a frequency-
selective, slowly fading channel
. ms 33 30 / 1 7 . 0
: satisfy to choose can We
= < < Hz T s
T
14-166
14.5.1 A tapped-delay-line channel
model
Channel model for a frequency-selective(very
slowly fading or time-invariant) channel
Assumption: The signal is bandlimited.
14-167
14-168
model
Sampling theorem
=
otherwise. , 0
2 / | | , ) / (
1
) (
.
) / (
)] / ( sin[
) / ( ) (
/ 2
W f e W n c
W f C
W n t W
W n t W
W n c t c
n
W fn j
l
l
n
l l

14-169
model
Channel model
). / (
1
where ), ( ) / (
) ( ) / ( ) / (
1
) ( ) ( ) / (
1
) ( ) ( ) ( ) (
2 /
2 /
) / ( 2
2
W n c
W
c t z W n t s c
t z W n t s W n c
W
t z df e f S W n c
W
t z df e f C f S t r
l n W
n
l n
W
n
l l
W
n
W
W
W n t f j
l l
W
ft j
l l l
= + =
+ =
+ =
+ =
otherwise. , 0
2 / | | , ) / (
1
) (
/ 2
W f e W n c
W f C
n
W fn j
l
l
) ( ) / ( ) ( ) ( t z W n t s t c t r
W
n
l n l
+ =

=
for time-varying system.
14-170
model
Channel model
[ ]
) ( ) ( ) / ( ) (
/
0
t z t c W n t s t r
W
T T
n
n l l
m
+ =

=
. / or / for 0 ) / (
1

. for y probabilit in 0 ) ( .
y. selectivit frequency to due / 1 .
T T n T nT W n W n c
W
c
T c
T T W
m m l n
m l
m
> > = =
>
< =
2
1
Noise-free Example. T
m
= 3T andc
n
=1 at some specific timet.
=
=
3
0
) ( ) (
n
l l
nT t s t r
[ ]
) ( ) 0 ; (
) ; ( ) ; (
2
1
) 0 ; , (
*

= =
= =
t
t c t c E t
l
l
c
l l c
14-171
model
.
1
) (
/ 1
/ 1
sinc ) (
/ 2 W f j
l l
e
W
f
W
f S
W
W t
t s

=
2/W 0 2/W 4/W 6/W 8/W
received signal
transmitted signal
=
=
3
0
) ( ) (
n
l l
nT t s t r
14-172
model
) / 1 ( W t s
l
) / 2 ( W t s
l

[ ]
[ ]
+
=
=
=
=
1 /
1
/
0
) ( ) / ( ) ( : text in Formula
) ( ) / ( ) ( : formula My
T T
n
n l l
T T
n
n l l
m
m
t c W n t s t r
t c W n t s t r
14-173
model
Transfer function
: with ) ( ) ; ( ) ( of formula the Compare

= d t s t c t r
l l l
=
=
=
=
= =
n
n l
l
n
n
n
l n
n
n
n l l
W n t c t c
d t s W n t c
d t s W n t c
t W n c
W
t c t c W n t s t r
) / ( ) ( ) ; (
) ( ) / ( ) (
) ( ) / ( ) (
) ; / (
1
) ( where , ) ( ) / ( ) (

14-174
14.5.1 A Tapped-delay-line channel
model
[ ] . 1 1
/ 1
most at is ) ; ( in pulses of number the Therefore,
. when y, probabilit in 0 ) ; ( when , 0 ) 0 ; (
spread, multipath of definition by the addition, In
+ = +
=
= =
W T
W
T
L t c
T t c T t
m
m
l
m l m c
l

W / 1
m
T
( )
=
=
=
=
L
n
l n l
L
n
n l
W n t s t c t r
W n t c t c
1
1
. / ) ( ) (
) / ( ) ( ) ; (
14-175
14.5.1 A Tapped-delay-line channel
model
Statistical Assumptions onc
n
(t)
t. independen hence, ed; uncorrelat are
, ,..., 2 , 1 , / path with associated ) ( weight Each
: ) 2 (
vectors Gaussian valued - complex )} ( { ) 1 (
1
L n W n t c
t c
n
L
n n
= =
=
scattering ed Uncorrelat
How to design a receiver to compensate such a
severe intersymbol distortion?
14-176
14.5.2 The RAKE demodulator
L-th order diversity over a tapped-delay-line modeled
frequency-selective slowly fading channel model
( ) signal ed transmitt same the of replicas / ) (
1
L W n t s t c
L
n
l n

=
Assumption 1: c
n
(t) are known (pre-measured)
If the fading is sufficiently slow, then c
n
(t) can be estimated
accurately.
Assumption 2: Binary equal-energy signal is
transmitted.
( )
( )
+ = +
+ = +
=
=
=
) ( ) ( ) ( / ) (
) ( ) ( ) ( / ) (
) (
2
1
2 ,
1
1
1 ,
t z t v t z W n t s t c
t z t v t z W n t s t c
t r
L
n
l n
L
n
l n
l
14-177
Assumption 3: Cross-correlation demodulator
Note thatc
n
(t) is assumed known, so we can incorporate them
as part of the signal which the correlation filter is based on.
Therefore, if c
n
(t) is not known, we cannot incorporate themas
part of the signal which the correlation filter is based on.
( ) ( )
( ) ( )
=
=
=
=

= =
= =
L
n
l n
L
n
l n
L
n
l n
L
n
l n
W n t s t c W n t s t c t v
W n t s t c W n t s t c t v
1
*
2 ,
*
*
1
2 ,
*
2
1
*
1 ,
*
*
1
1 ,
*
1
/ ) ( / ) ( ) (
/ ) ( / ) ( ) (
filter n correlatio
=

=
L
n
T
m l n l
T
m l m
dt W n t s t c t r dt t v t r U
1
0
*
,
*
0
*
) / ( ) ( ) ( Re ) ( ) ( Re maker Decision
14-178
) / 1 (
*
,
W t s
m l
) / 2 (
*
,
W t s
m l

Delayed reference
configuration for
wideband (bandlimited)
binary signals.
The receiver collectsthe
signal energy from all the
received paths, which is
somewhat analogous to
the garden rake that is used
to gather together leaves,
hays, etc. Consequently, the
name RAKE receiver has
been coined for this
receiver structure by Price
and Green (1958).
14-179
Alternative realization (delayed received signal
configuration)
+ + =
+ + =
+ =
=
=
=
=
=
L
k
T
m l k l
L
k
W k T
W k
m l k l
L
k
T
m l k l
T
L
k
m l k l
T
L
k
m l k l
T
m l m
dt t s W k t c W k t r
du u s W k u c W k u r
W k u t dt W k t s t c t r
dt W k t s t c t r
dt W k t s t c t r
dt t v t r U
1
0
*
,
*
1
/
/
*
,
*
1
0
*
,
*
0
1
*
,
*
0
1
*
,
*
0
*
) ( ) / ( ) / ( Re
) ( ) / ( ) / ( Re
. / let , ) / ( ) ( ) ( Re
) / ( ) ( ) ( Re
) / ( ) ( ) ( Re
) ( ) ( Re maker Decision
14-180
14-181
14.5.3 Performance of RAKE receiver
Recall assumption 1: c
n
(t) are known (pre-measured)
n
(t) can be estimated
accurately. Further assume that c
n
(t) is almost constant with a
signal interval of T.
n n
c t c ) (
2 , 1 , ) / ( ) ( Re maker Decision
0
1
*
,
*
=
=

=
m dt W k t s c t r U
T
L
k
m l k l m
Suppose s
l,1
(t) is transmitted.
T t t z W n t s c t r
l
L
n
n l
+ =

=
0 ), ( ) / ( ) (
1 ,
1
14-182
+ =
+ =
+ =

= = =
= = =
= = =
= =
L
k
T
m l k
L
k
T
m l l
L
n
n k
L
k
L
k
T
m l k
T
m l l
L
n
n k
T
L
k
L
k
m l k m l l
L
n
n k
T
L
k
m l k l
L
n
n
dt W k t s t z c dt W k t s W n t s c c
dt W k t s t z c dt W k t s W n t s c c
dt W k t s t z c W k t s W n t s c c
dt W k t s c t z W n t s c
1
0
*
,
*
1
0
*
, 1 ,
1
*
1 1
0
*
,
*
0
*
, 1 ,
1
*
0
1 1
*
,
* *
, 1 ,
1
*
0
1
*
,
*
1 ,
1
) / ( ) ( Re ) / ( ) / ( Re
) / ( ) ( ) / ( ) / ( Re
) / ( ) ( ) / ( ) / ( Re
) / ( ) ( ) / ( Re
=

=
T
L
k
m l k l m
dt W k t s c t r U
0
1
*
,
*
) / ( ) ( Re
14-183
Assumption 4: The transmitted signal satisfies Add
and delay property, and orthogonality between signals,
like pseudo-randomsequences.
2 , 1 and for 0 ) / ( ) / (
0
*
, 1 ,
=
m n k dt W k t s W n t s
T
m l l
{ }
{ }
=
=
=
+
=
=
L
k
T
m l
j
k
L
k
T
m l l k
L
k
T
m l k
L
k
T
m l l k m
dt W k t s t z e
dt W k t s W k t s
dt W k t s t z c
dt W k t s W k t s c U
k
1
0
*
,
1
0
*
, 1 ,
2
1
0
*
,
*
1
0
*
, 1 ,
2
) / ( ) ( Re
) / ( ) / ( Re
) / ( ) ( Re
) / ( ) / ( | | Re

. where
k
j
k k
e c

=
14-184
POE of antipodal signals (BPSK)
In this case, one correlation filter is sufficient.
{ } { }
). 2 , 0 ( where
, 2
) ( ), ( 2 ) ( ), ( 2
) ( ), ( Re ) ( ), ( Re
0
1 1
2
1
1 1
1
2
1
1 , 1 ,
1
2
N Normal n
n
t s t n t s t s
t s t z t s t s U
k
L
k
k k
L
k
k
L
k
k
L
k
k
L
k
l k l l
L
k
k
E
E
=
+ =
> < + > <
> < + > < =

= =
= =
= =

(See the next slide)
). ( ) (
1 , 2 ,
t s t s
l l
=
So follow the same derivation as those on slide 14-135.
14-185
{ } [ ] { } [ ]
[ ][ ]
= =
+
+ + =

+ =
=
=
=

dt t s t s dt t s t s
dt t y t y t x t x
dt t f
t y t x t y t x
dt t f
t y t y t x t x
dt t y t y t x t x
dt t f t f t y t x t f t f t y t x
t f t y t y t f t x t x
dt t f t y t f t x t f t y t f t x
dt e t s e t s
dt t s t s t s t s
l l l l
c
c
c c c c
c c
c c c c
t f j
l
t f j
l
c c
] )) ( )( ( [ Re
2
1
] )) ( )( ( Re[
2
1
)] ( ) ( ) ( ) ( [
2
1
) 4 sin(
2
) ( ) ( ) ( ) (
) 4 cos(
2
) ( ) ( ) ( ) (
)] ( ) ( ) ( ) ( [
2
1
)] 2 cos( ) 2 sin( ) ( ) ( ) 2 cos( ) 2 sin( ) ( ) (
) 2 ( sin ) ( ) ( ) 2 ( cos ) ( ) ( [
) 2 sin( ) ( ) 2 cos( ) ( ) 2 sin( ) ( ) 2 cos( ) (
) ( Re ) ( Re
) ( ) ( ) ( ), (
*
2 , 1 ,
*
2 , 1 ,
2 1 2 1
1 2 2 1
2 1 2 1
2 1 2 1
1 2 2 1
2
2 1
2
2 1
2 2 1 1
2
2 ,
2
1 ,
2 1 2 1
< >
See also slide 4-73.
14-185
14-186
[ ] [ ] [ ] > < = > < = ) ( ), ( Var 4 ) ( ), ( 2 Var Var
1 1
t s t n t s t n n
k
[ ] [ ]
E
2
) ( ), (
2
) (
2
) ( ) ( ) (
2
) ( ) ( )] ( ) ( [
) ( ) ( ) ( ) (
) ) ( ), ( ( ) ( ), ( Var
0
1 1
0
0
2
1
0
0 0
1 1
0
0 0
1 1
0 0
1 1
2
1 1
N
t s t s
N
dt t s
N
dtd s t s t
N
dtd s t s n t n E
dtd s t s n t n E
t s t n E t s t n
T
T T
T T
T T
=
> < =
=
=
=

=
> < = > <

14-187
14.4.1 Binary
signals
{ }
. and , where , 2
2
2 /
0

1
2
0
2
1
0
0
1 1
1
1 1
2

= =
= =
=
= =
= =

=
+ < =
+ =
L
k
k
k
k
L
k
k
L
k k
L
k k
L
k k
L
k
k k
L
k
k k k
N
N
N
r POE
n r n

E
E
E
E
E

= =

2
,
2
,
0
1
2 0
1
2
N
Normal
N
Normal r
L
k
k
L
k
k
E
E
1
k
=
=
L
k
b
POE
14-187
constant. tive multiplica a with system our just is which
,
2
4 , 2
on distributi has text in vector received The
1
2 0
1
2

= =
L
k
k
L
k
k
N
Normal r E E E
Slide 14-135
or 14-151
14-188
. of t independen constant, a ], [ where
,
)! 1 (
1
) (
Therefore,
freedom. of degrees 2 with d distribute square - Chi is
freedom. of degrees 2 with d distribute square - Chi i.i.d. are } {
c
/ 1
1
k E
e
L
p
L
k
L
b L
c
b
L
k
k b
k
c b

=

=
=

=

.
1
where , ) 1 (
2
1

1
) 1 (
2
1

) ( ] | [ ] [
1
0
0
,
c
c
k
L
k
L
b b b RAKE BPSK
k
k L
d P POE E POE E

+
=
=
=

14-189
: launched be to has derivation the on o modificati some , identical)
y necessaril (not d distribute t Rayleigh independen (only) is } { If
k
. where
, function ic chacterist of Fourier inverse ) (
1
1
of function stic characteri
.
1
1
) ( of function stic characteri
freedom, of degrees two with on distributi square - Chi is Since
2 ] } { | [
, 1
k
1
/
1 1
k
1
1 ,
k
=
=

= =
=
=
=
= =
= =
=
L
k i i
i k
k
L
k
k
k
b
L
k
k
L
k
k
k
k
L
k
k
L
k k RAKE BPSK
k b
e P
jv
jv
jv
POE E

14-190
.
4
1
1 2
2 2
2
1
2
1
] [
1 1
,
= =

+
=
L
k k
L
k k
k
k RAKE BPSK
L
L
POE E

In such an independent-but-not-necessarily-identical case,

POE of orthogonal signals (BFSK) becomes:
.
2
1
1 2
2
1
2
1
] [
1 1
,
= =

+
=
L
k k
L
k k
k
k RAKE BFSK
L
L
POE E

We can also do the same independent-but-not-necessarily-

identical extension to the derivations for the previous
diversity case.
14-191
Final note
Assumption 4may not be valid, i.e., the transmitted
signal may not satisfy Add and delay property, and
orthogonality between signals, even if the signals are
pseudo-randomsequences. For example,
Hence, a self-noisemay be introduced.
As a consequence, the POE obtained previously is a
lower bound of the true POE.
n k dt W k t s W n t s
n k dt W k t s W n t s
T
l l
T
m l m l
>

for 0 ) / ( ) / ( But
for 0 ) / ( ) / (
0
*
2 , 1 ,
0
*
, ,
14-192
Estimation of {c
n
}for orthogonal signals
n
can be
estimated accurately. Usually, (t)
c
/T 100.
14-193
*
2 , 1 ,
*
2 ,
*
1 ,
*
)] ( ) ( )[ / ( ) ( ) / ( ) ( ) / ( t s t s W n t r t s W n t r t s W n t r c
l l l l l l l n
+ + = + + + =
) / ( ) / / ( ) / (
) ( ) / ( ) (
1
,
1
,
W n t z W k W n t s c W n t r
t z W k t s c t r
L
k
m l k l
L
k
m l k l
+ + + = +
+ =
=
=
*
2 , 1 ,
*
2 , 1 ,
, 1
,
*
2 , 1 , ,
*
2 , 1 ,
*
2 , 1 ,
1
,
*
2 , 1 ,
*
)] ( ) ( )[ / (
)] ( ) ( [ ) / / ( )] ( ) ( )[ (
)] ( ) ( )[ / ( )] ( ) ( [ ) / / (
)] ( ) ( )[ / (
t s t s W n t z
t s t s W k W n t s c t s t s t s c
t s t s W n t z t s t s W k W n t s c
t s t s W n t r c
l l
l l
L
n k k
m l k l l m l n
l l l l
L
k
m l k
l l l n
+ + +
+ + + + =
+ + + + + =
+ + =
=
=
Estimation based on the previous structure for orthogonal signals
14-194
.
| ) ( |
of sum
, 1 If
,
) ( ) / ( ) ( ) / / ( ) ( ) (
) ( ) / ( ) ( ) / / ( ) ( ) (
of sum
terms. only two contains filter pass - low the input to The
2
1 ,
*
2 ,
*
2 , ,
*
2 , ,
*
1 ,
*
1 , ,
*
1 , ,
*
+ + + +
+ + + +
=
term noise
term noise t s c
m
t s W n t z t s W k W n t s c t s t s c
t s W n t z t s W k W n t s c t s t s c
c
l n
l l
L
n k
m l k l m l n
l l
L
n k
m l k l m l n
n
. 0 0 0
)] ( ) ( )[ / (
)] ( ) ( [ ) / / ( )] ( ) ( )[ (
i.e., on, cancellati signal in results
signals) antipodal (for outputs correlator two of addition the since signals,
orthogonal for only works of estimation for the n realizatio above that the Note
*
2 , 1 ,
*
2 , 1 , ,
*
2 , 1 , ,
*
+ + =
+ + +
+ + + + =

t s t s W n t z
t s t s W k W n t s c t s t s t s c c
c
l l
l l
L
n k
m l k l l m l n n
k
(orthogonality of two signals)
(Add-and-delay property)
14-195
14-196
) / ( ) / / ( ) / (
} 1 , 1 { ), ( ) / ( ) (
1
1
W n t z W k W n t s c I W n t r
I t z W k t s c I t r
L
k
l k l
L
k
l k l
+ + + = +
+ + =
=
=

term - noise | ) ( |
) ( ) / ( ) ( ) / / ( ) ( ) (
) ( ) / ( ) ( ) / / (
) ( ) / (
2
* *
, 1
*
* *
1
* *
+ =
+ + + =
+ + + =
+ =
=
=
t s Ic
t s W n t z t s W k W n t s c t s t s Ic
t s W n t z t s W k W n t s c I
t s W n t r c
l n
l l
L
n k k
l k l l n
l l
L
k
l k
l l n
Since c
n
does not change often (almost a constant), we can use the
previous estimate to signal I to estimate the previous c
n
, and use this
c
n
as the current c
n
(to estimate the current signal I).
14-197
DPSK
No need to estimate the tap weights c
n
(t).
) / 1 ( W t r
l
+ ) / ) 1 ( ( W L t r
l
+
) / ( W L t r
l
+
L L
1
u
1 L
u L L
L
u
14-198
Analysis of the previous demodulator
) / ( ) / / ( ) / (
) ( ) / ( ) (
1
,
1
,
W n t z W k W n t s c W n t r
t z W k t s c t r
L
k
m l k l
L
k
m l k l
+ + + = +
+ =
=
=
i n i
l
L
k
T
l l k i
T
l
L
k
l i k
T
l l i n
n c a
t s W n t z dt t s W k W n t s c a
dt t s W n t z W k W n t s a c
L n dt t s W n t r a u
+ =
> + < + + =
+ + + =
+ =
=
=
) ( ), / ( ) ( ) / / (
) ( ) / ( ) / / (
. 1 , ) ( ) / ( ) (
1
0
*
0
*
1
0
*
). 1 ( and s instatance at time bits code al differenti for the
) 1 1 ; 1 (0 bits code valued - 1 ing correspond the be and Let
1
i i
a a
i i
1 1 1
) ( Similary,

+ =
i n i i n
n c a a u
) / / ( ) / / (
,
W k W n t s a W k W n t s
l i m l
+ = +
14-199
.
1 if , 0
1 if 0,
term) - (noise | |
) )( (
) ( ) ( variable Decision
1
1
1
2
1
1
*
1 1
1
1
*
= <
= >
+ =
+ + =
=
=

=

i i
i i
L
n
n i i
L
n
i n i i n i
L
n
i n i n
a a
a a
c a a
n c a n c a
a u a u
PSK. to compared if doubled, is term noise the of variance The
.
1 2
!
1
and where
,
1
!
2
1
] [
1
0 , 1
1
0 1
1
1 2
,

= =
= =
+
=
m L
n
m
L
k i i i k
k
k
L
m
L
k
m
k
k
k
k
m
L
RAKE DBPSK
n
L
m
b
b m POE E

14-200
Non-coherent FSK
No need to estimate the tap weights c
n
(t).
L L
14-201
Good for situations where a good estimate of the
channel tap weights is hard to obtain or the cost of
implementing the channel tap estimators is high.
Discussions on non-coherent DFSK signals are omitted.
.
1 2
!
1
and where
,
2
2
!
2
1
] [
1
0 1
1
0 1
1
1 2
,

=
= =
+
=
m L
n
m
L
k i
i i k
k
k
L
m
L
k
m
k
k
k
k
m
L
RAKE BFSK
n
L
m
b
b m POE E

14-202
14.5.4, 14.6 and 14.7 are omitted.
15-1
Chapter 15 : Multiuser communications
15-2
15.1 Introduction to multiple access
techniques
Types of multiuser channels
Multiple access channels
multiple transmitters and one receiver
e.g., computer networks, satellite networks and phone system
Broadcast channels
one transmitter and multiple receivers
e.g., TV and radio broadcasting
Store-and-forward channels
Two-way communication channel
15-3
techniques
15-4
techniques
Broadcast channels
15-5
techniques
Store-and-forward channels
15-6
techniques
15-7
techniques
Types of multiuser techniques
FDMA (frequency-division multiple access)
TDMA (time-division multiple access)
CDMA (code-division multiple access)
FDMA
15-8
techniques
Source models
If each user is assigned a fixed subband (e.g., frequency
band in FDMA, time slot in TDMA, or PN sequence in
CDMA), then no new techniques are required.
Fact : The data sources are bursty in nature.
E.g.,
Voice : There are silence/pauses between sentence/words.
Computer Data
Off
On
p
p
p 1 p 1
15-9
techniques
Inefficiency of pure FDMA/TDMA/CDMA for
bursty and low-duty-cycle transmissions.
(Possible) solutions
Share a FDMA/TDMA subband among several users,
using distinct PN sequences or signature sequences.
Random Share a FDMA/TDMA/CDMA subband
among several users, with a properly designed
collision-and-re-transmission scheme
15-10
15.2 Capacity of multiple access
methods
Capacity, as a function of bandwidth over AWGN
channels with specified noise power level.
Capacity = The maximum reliable data transmission
rate R, subject to some constraints
symbol. channel each of power the is where
symbol. - el bits/chann 1 log
2
1

AWGN, over signal d bandlimite a For Shannon) (1948
0
2
P
N
P
C
|
|
.
|
\
|
+ =
15-11
methods
Meaning of channel capacity
. length of code channel best for the error of y probabilit the be ) ( Let (4)
d. distribute uniform are symbols Channel (3)
. ) (
1
) (
power overall
with frequency) in or time (in separately ed transmitt is chip Each (2)
) ). ( ) 1 2 ( of form the in ed transmitt is BPSK, (In
). ,..., , ( and , ,..., , ,..., ,
signals.) of ion transmiss for the code channel a is there imagine may (You
chips. using d trasmitte is symbol channel Each (1)
*
1
2 1 2 1 2 1
n n P
P c power
n
c power
t g A c c
c c c c c c c s s s
n
e
n
j
mj m
ij ij
mn m m m M M
=

=
=
r
r r r r
15-12
methods
Meaning of channel capacity
second. per power ed transmitt average the is and signal d transmitte
seband lowpass/ba the of bandwidth the is where , 2 / variance noise
sided - two with channel AWGN under capacity channel the is which
d, bits/secon 1 log
0
0
2
av
av
P
W N
WN
P
W C
|
|
.
|
\
|
+ =
ion. transmiss one for capability carrying n informatio bit - of
scheme mission best trans for the POE the represends ) ( where
,
ion) transmiss (reliable 0 ) ( lim , (bits/sec) (bits/sec) If
; 0 ) ( inf , (bits/sec) (bits/sec) If
*
*
*
0
n
n P
n P C R
n P C R
e
e
n
e n
= <
> >

>
15-13
methods
.
. where , 1 log
) / (
1 log users of capacity overall
) / (
1 log user each of capacity
. / bandwidth a allocated is user Each *
users. are there Suppose *
,
0
2
0
,
2
0
,
2
FDMA from gain capacity No
K av av
av
K av
K
K av
K
KP P
WN
P
W
N K W
P
W KC K C
N K W
P
K
W
C
K W
K
=
(
+ =
(
+ = = =
(
+ = =
Comparisons of capacities among FDMA, TDMA and CDMA Comparisons of capacities among FDMA, TDMA and CDMA
channel capacity of FDMA, as a function of bandwidth over channel capacity of FDMA, as a function of bandwidth over
AWGN channels with specified noise power level AWGN channels with specified noise power level
15-14
methods
nd) (bits/seco 1 log
user) nd, (bits/seco
) / (
1 log
0
,
2
0
,
2
(
+ =
(
+ =
WN
KP
W C
N K W
P
K
W
C
K av
K av
K
Observation 1 : With fixed bandwidth W.
). of incresing to due ( as , and fixed For
, av K av
P K C P W
15.) - 15 slide (See . with decreases user, per capacity , However, K C
K
Observation 2 : Averaged over bandwidth.
) (Watts/bit user) nd, (bits/seco user) ond, (Watts/sec Also
user) Hertz, nd, (bits/seco 1 log
1
,
0
,
2
b K K av
K av K
C P
WN
KP
K W
C
E =
(
+ =
15-15
. 1 log
1
1 log
1

user) Hertz, nd, (bits/seco 1 log
1
2
0
2
0
,
2
(
|
.
|
\
|
+ =
(
|
|
.
|
\
|
|
.
|
\
|
+ =
(
+ =
b
K b K
K av K
W
C
K
K N W
C
K
K
WN
KP
K W
C
E
methods
| |
|
.
|
\
|
+ = plain. - the on , 1 log
1
function, draw the then can We
2
y x Kyx
K
y
Fix bit-SNR.
if K increases,
C
K
/W decreases
15-16
Hertz) nd, (bits/seco 1 log Similarly,
0
2 (
|
|
.
|
\
|
|
.
|
\
|
+ =
N W
C
W
C
b
E
methods
| | ( ) plain. - the on , 1 log function, draw the then can We
2
y x yx y + =
If bit-SNR increases,
then C/W increases.
1.59
log(2) = 1.59 dB
Normalized data rate R/W
versus SNR per bit required
to achieve a given error
probability
Power-limited
region: R/W< 1
Band-limited
region: R/W> 1
) ( log
2
M
) ( log 2
2
M
) ( log 2
2
M
M M / ) ( log 2
2
) ) / ( 1 ( log /
2 b
W C W C + =

modulation methods
15-17(5-212)
). 1 ( log where
, / , given a For
2 b n n
n b
C C
C B R
+ =
<
15-18
Hertz) nd, (bits/seco 1 log
0
2 (
|
|
.
|
\
|
+ =
N
C C
b
n n
E
methods
Interpretation of C
n
:
By given a bandwidth B, the achievable transmission
rate (with arbitrary small bit-POE) is BC
n
(bits/second).
15-19
If bit-SNR < ln(2) = 1.6dB, C
n
= 0. This implies that
if bit-SNR < 1.6dB,
then it is impossible to achieve arbitrarily small bit-POE
by any transmission approach.
methods
Recall in slide 5-137:
1.6 dB is called the Shannon
limit under AWGN channels.
This is the minimum bit-SNR to
achieve arbitrarily small bit-
POE.
15-20
methods
Channel capacity of TDMA, as a function of bandwidth
over AWGN channels with specified noise power level
Each user transmits for 1/K of the time, through the bandwidth
W, with average power K P
av,K
.
.
. where , 1 log
1 log users of capacity overall
) (
1 log
1
user each of capacity
) (
1 log slots time for capacity Overall
,
0
2
0
,
2
0
,
2
0
,
2
FDMA as Same TDMA. from gain capacity No
K av av
av
K av
K
K av
K
K av
KP P
WN
P
W
WN
KP
W KC K C
WN
KP
W
K
C
WN
KP
W K
=
(
+ =
(
+ = = =
(
+
|
.
|
\
|
= =
(
+ =
15-21
methods
Discussions
Although the capacity (both per user and per system) of
TDMA system is identical to that of FDMA system, TDMA
system may have more strict constraint on K (number of
users) than FDMA, since the practical system cannot
sustain a large (transient) power (i.e., transmit K
Pav,K
within 1/K of the symbol interval.)
15-22
methods
Channel capacity of CDMA
The capacity depends on the level of cooperation
among K users.
Two extreme cases:
Completely non-cooperative
Completely cooperative
15-23
methods
Channel capacity of non-cooperative CDMA, as a
function of bandwidth over AWGN channels with
specified noise power level
Definition of non-cooperative CDMA : Each user does not
know the PN sequences of others, and hence, signals (PN
sequences) from other users appears as pure interference.
.)
) 1 ( 1
1 log plot then can We (
) / )( / )( 1 ( 1
/
1 log
user) nd, (bits/seco
) 1 (
1 log
. ) 1 ( level power ce Interferen *
. power with each system, user - *
2
0
0
2
0
2
0
(
+
+ =
(
|
|
.
|
\
|
+
|
.
|
\
|
+ =
(
+
+ =
+ =
xy K
x
y y
N W C K
N
W
C
W
C
P K WN
P
W C
P K WN
P K
b K
b K K
K
E
E
) (Watts/bit user) nd, (bits/seco
user) ond, (Watts/sec
b K
C
P
E =
15-24
15.2 Capacity of multiple access Capacity of multiple access
methods methods
Observations
C
K
/W (bits/second,user,Hertz) for
non-cooperative CDMA
decreases with K as
TDMA/FDMA does.
15-25
0
0.5
1
1.5
2
2.5
3
3.5
4
0 5 10
15.2 Capacity of multiple access Capacity of multiple access
methods methods
Comparison between uncooperative CDMA and TDMA/FDMA
| |
(
+
+ =
+ =
xy K
x
y y
Kyx
K
y
) 1 ( 1
1 log : CDMA
1 log
1
: TDMA/FDMA
2 tive noncoopera
2
dB) (
b
W C
K
/
) 2 CDMA( = K
) 3 CDMA( = K
) 5 CDMA( = K
) 2 TDMA/FDMA( = K
) 3 TDMA/FDMA( = K
) 5 TDMA/FDMA( = K
15-26
methods
Theoretical analysis/approximation
. ) 2 ln(
) / )( / )( 1 ( 1
/

) 2 ln(
) / )( / )( 1 ( 1
/
1 ln
) / )( / )( 1 ( 1
/
1 log
, ) 1 ln( By
0
0
0
0
0
0
2
|
|
.
|
\
|
+
|
.
|
\
|
|
|
.
|
\
|
+
|
.
|
\
|
+ =
(
|
|
.
|
\
|
+
|
.
|
\
|
+ =
+
N W C K
N
W
C
N W C K
N
W
C
N W C K
N
W
C
W
C
x x
b K
b K
b K
b K
b K
b K K
E
E
E
E
E
E
e W C K
N
N e N W C K
N W C K
N
K
b
b b K
b K
b
2
0
0 2 0
0
0
log ) / )( 1 (
/
1
) / )( (log ) / )( / )( 1 ( 1
) 2 ln(
) / )( / )( 1 ( 1
/
1
+
+
|
|
.
|
\
|
+

E
E E
E
E
15-27
methods
| |
. / with increase not does and
,
) 2 ln(
1
by above bounded ally asymptotic is
CDMA tive noncoopera for / the Hence,
.
) 2 ln(
1
1

/
1
log
1

) / )( 1 (
) 1 (
/
0
0
2
N E
W C
K
K
N
e
K
K
W C K
K
K
W C
b
b
K
=
E
Recall the C/W curve of
FDMA/TDMA increases with E
b
/N
0
.
15-28
methods
Comparisons in channel capacity of non-cooperative
CDMA (solid line) with TDMA/FDMA (dotted line)
1 = K
2 = K
3 = K 5 = K 10 = K
15-29
methods
Channel capacity of synchronous and cooperative
CDMA, as a function of bandwidth over AWGN
channels with specified noise power level
Definition of synchronous and cooperative CDMA :
Each user knows the PN sequences of all other users.
er). l them lat , to cance used, e.g. signals
all er and receov signals, N sequence for each P
d filters of matche loy K sets er can emp The receiv
n I p I p I p y
K K
(

) ( ) ( ) (
2 2 1 1
r r
L
r r r
+ + + + =
15-30
methods
Capacity region for cooperative synchronous CDMA
|
|
.
|
\
|
+

|
|
.
|
\
|
+ +

|
|
.
|
\
|
+
= 0
,
2
1
0
,
2
0
,
2
1 log
. 1 ,
2
1 log
. 1 , 1 log
WN
KP
W R
K i,j
WN
P
W R R
K i
WN
P
W R
K av
K
i
i
K av
j i
K av
i
M
Hence, just like TDMA/FDMA, the capacity tends to infinity as K goes
to infinity.
In fact, if the rate for each user is identical, the cooperative
synchronous CDMA system has equal capacity to TDMA/FDMA system.
|
|
.
|
\
|
+ = =
= 0
,
2
1
1 log
WN
KP
W KC C
K av
K
K
i
i
15-31
methods
Example. Two-user cooperative synchronous
CDMA system.
|
|
.
|
\
| +
+ +
|
|
.
|
\
|
+
|
|
.
|
\
|
+
0
2 , 1 ,
2 2 1
0
2 ,
2 2
0
1 ,
2 1
1 log
1 log
1 log
WN
P P
W R R
WN
P
W R
WN
P
W R
av av
av
av
15-32
|
|
.
|
\
|
+
+ =
|
|
.
|
\
|
+
+ +
=
|
|
|
|
.
|
\
|
+
+
+
=
|
|
.
|
\
|
+
|
|
.
|
\
| +
+ =
|
|
.
|
\
| +
+
|
|
.
|
\
|
+ =
1 , 0
2 ,
2
1 , 0
2 , 1 , 0
2
0
1 ,
0
2 , 1 ,
2
0
1 ,
2
0
2 , 1 ,
2
1
0
2 , 1 ,
2 2
0
1 ,
2 1
1 log log
1
1
log
1 log 1 log
1 log
satisfies 2 of rate the
, 1 log rate at transmits 1 When
av
av
av
av av
av
av av
av av av
av av
av
P WN
P
W
P WN
P P WN
W
WN
P
WN
P P
W
WN
P
W
WN
P P
W
C
WN
P P
W R
user
WN
P
W C user
methods
Observations on points A and B
: A Point (beyond)
CDMA ive noncoopeat
for region Capacity
=R
2m
15-33
methods
2. of sequence PN the on knowledge its to
due is 1 log an higher th
much rate with transmit can 1 However, *
ce. interferen pure as 1 g considerin to
identical rate at s transmit 2 Hence, *
2 , 0
1 ,
2 1
user
P WN
P
W R
user
user
user
av
av
m
|
|
.
|
\
|
+
+ =
CDMA ive noncoopeat
for region Capacity
15-34
15.3 Code-division multiple access
In this section, the demodulation and detection of
multiuser CDMA signals are treated.
15-35
15.3.1 CDMA signal and channel models
Assumptions
Cooperative CDMA
K users
Each user is assigned a unique signature waveform
symbol.) per chips (I.e.,
. duration of pulse a is ) ( and , user for
sequence a PN is } 1 , 1 { )] 1 ( ),..., 2 ( ), 0 ( [ where
, 0 , ) ( ) ( ) (
1
0
L
T t p k
L a a a
LT T t nT t p n a t g
c
L
k k k
c
L
n
c k k
+
= =
=
Unit symbol energy
. 1 ) (
0
2
=
T
k
dt t g
15-36
Definition
Signals from user k (with N information or code bits)

= =
= =
1
0 1
) ( ) ( ) ( where , ) ( ) ( ) (
L
n
c k k
N
i
k k k k
nT t p n a t g iT t g i b t s E
) 1 (
k
b ) 2 (
k
b ) (N b
k
) (t g
k
15-37
Signals from all users

= =
=
=

=
K
k
N
i
k k k k
k
k
K
k
k k
iT t g i b
T
t s t s
1 1
1
) ( ) (
.) 0 assume , generality of loss (Without
delay. n propagatio the is where , ) ( ) (

E
.) 1 all for 0 ation, synchroniz 100% in is system the If ( K k
k
=
Received signals
) ( ) ( ) (
) ( ) ( ) (
1 1
t n iT t g i b
t n t s t r
K
k
N
i
k k k k
+ =
+ =

= =
E
15-38
15.3.2 The optimum receiver
Synchronous transmission
In such case, each symbol only interferes with the
symbol from other users located at the same position.
Hence, it suffices to consider only the case of N=1.
) ( ) ( ) 1 ( ) (
1
t n t g b t r
K
k
k k k
+ =
=
E
Since each user knows all g
k
(t), the problem becomes to
find [b
1
(1), b
2
(1), , b
K
(1)] based on r(t), (although
each user may only want to determine one of [b
1
(1),
b
2
(1), , b
K
(1)]).
15-39
Analysis
) , ( max arg
) 0 ( ) 1 ( ) 1 ( ) 1 ( 2 min arg
) ( ), ( ) 1 ( ) 1 (
) ( ), ( ) 1 ( 2 ) ( min arg
) ( ) 1 ( ) ( min arg
|| ) ( ) ( || min arg )) ( (
} 1 , 1 { )] 1 ( ),..., 1 ( [
1 1 1
} 1 , 1 { )] 1 ( ),..., 1 ( [
1 1
1
2
} 1 , 1 { )] 1 ( ),..., 1 ( [
2
1
} 1 , 1 { )] 1 ( ),..., 1 ( [
2
} 1 , 1 { )] 1 ( ),..., 1 ( [
1
1
1
1
1
k k
b b
jk k j
K
j
K
k
k j k k
K
k
k
b b
j k k j
K
j
K
k
k j
k k
K
k
k
b b
K
k
k k k
b b
b b
C
b b r b
t g t g b b
t g t r b t r
t g b t r
t s t r t r d
K
K
K
K
K
K
K
K
K
K
b r

= = =

= =
=

=

=
+ =
> < +
> < =
=
=

E E E
E E
E
E
15-40
). 0 ( elements with sequences, PN of matrix n correlatio the is and
rs, demodulato filter matched or rs demodulato
correlator either by obtained be can which ] ,..., [ and
)], 1 ( ),..., 1 ( [ where
, 2 ) , (

metric, n correlatio of tion representa Matrix
1
1 1
jk s
K k
K K k
k s
T
k k
T
k k k
r r
b b
C
R
r
b
b R b r b b r
=
=
=
E E
Obstacles of optimum receiver
The computation complexity grows exponentially with K.
15-41
Asynchronous transmission
Assumptions : . are known and Both
k k
E
) ( ) ( ) ( ) (
1 1
t n iT t g i b t r
K
k
N
i
k k k k
+ =

= =
E

+
= =

(
=
=
T NT
K
k
N
i
k k k k
b b
b b
dt iT t g i b t r
t s t r t r d
K
K
K
K
0
2
1 1
} 1 , 1 { )] 1 ( ),..., 1 ( [
2
} 1 , 1 { )] 1 ( ),..., 1 ( [
) ( ) ( ) ( min arg
|| ) ( ) ( || min arg )) ( (
1
1
E
.) 0 assume , generality of loss (Without T
k

15-42
|
|
.
|
+
\
|
=
|
|
.
|
> < +
\
|
> < =
=

= = = = = =
= = = =
= =
K
k
N
i
N
j
l k l k
K
l
l k
K
k
N
i
k k k
K
k
N
i
N
j
l l k k l k
K
l
l k
K
k
N
i
k k k k
j i R j b i b i r i b
jT t g iT t g j b i b
iT t g t r i b
t s t r t r d
1 1 1
,
1 1 1
1 1 1 1
1 1
2
) ( ) ( ) ( ) ( ) ( 2 min arg
) ( ), ( ) ( ) (
) ( ), ( ) ( 2 min arg
|| ) ( ) ( || min arg )) ( (
E E E
E E
E
b
b
b


. ) ( ), ( ) ( and
) ( ), ( ) ( where
,
> =<
> =<
l l k k l k
k k k
jT t g iT t g j i R
iT t g t r i r


15-43
| | ) (
) (
) (
) (
) ( ) ( ) (
) ( ) ( ) (
) ( ), ( ) ( ), ( ) (
) ( ), ( ) ( ), ( ) (
) ( ), ( ) ( ) (
) ( ), ( ) (
1
2 2
1 1
, 2 , 1 ,
1 1
,
1 1
1 1
1 1
i n
j b
j b
j b
j i R j i R j i R
i n j i R j b
iT t g t n jT t g iT t g j b
iT t g t n iT t g jT t g j b
iT t g t n jT t g j b
iT t g t r i r
k
N
j
K K
K k k k
k
K
l
N
j
l k l l
k k
K
l
N
j
l l k k l l
k k k k
K
l
N
j
l l l l
k k
K
l
N
j
l l l l
k k k
+
(
(
(
(
(
=
+ =
> < + > < =
> < + > < =
> + =<
> =<

=
= =
= =
= =
= =
E
E
E
E
E
E
E
M
L

15-44
(
(
(
(
+
(
(
(
(
(
(
(
(
(

=
(
(
(
(
=
) (
) (
) (
) (
) (
) (
) ( ) ( ) (
) ( ) ( ) (
) ( ) ( ) (
) (
) (
) (
2
1
1
2 2
1 1
, 2 , 1 ,
, 2 2 , 2 1 , 2
, 1 2 , 1 1 , 1
2
1
i n
i n
i n
j b
j b
j b
j i R j i R j i R
j i R j i R j i R
j i R j i R j i R
i r
i r
i r
K
N
j
K K
K K K K
K
K
K
M M
L
M O M M
L
L
M
E
E
E
Then
or equivalently,
| |
1
1
1
1
1
1 1 1
1
1
1 1 1
) (
) (
) 2 (
) 1 (
) ( ) 2 ( ) 1 (
) ( ) ( ) ( ) (
=

+
(
(
(
(
=
+ =
K
N
K
K
K
K a K a K a
K
N
j
K K a K
i
N
N i i i
i j j i i
n
b
b
b
R R R
n b R r
M
L
15-45
Then
(
(
(
(
+
(
(
(
(
(
(
(
(

=
(
(
(
(
1
1
1
1
1
1
1 1 1
1 1 1
1 1 1
1
1
1
) (
) 2 (
) 1 (
) (
) 2 (
) 1 (
) 0 ( ) 2 ( ) 1 (
) 2 ( ) 0 ( ) 1 (
) 1 ( ) 1 ( ) 0 (
) (
) 2 (
) 1 (
K
K
K
K
K
K
K a K a K a
K a K a K a
K a K a K a
K
K
K
N N N N
N
N
N n
n
n
b
b
b
R R R
R R R
R R R
r
r
r
M M
L
M O M M
L
L
M
, ) ( ) ( Since
1 1
=
K
T
a K a
m m R R
(
(
(
(
+
(
(
(
(
(
(
(
(
=
(
(
(
(
1
1
1
1
1
1
1 1 1
1 1 1
1 1 1
1
1
1
) (
) 2 (
) 1 (
) (
) 2 (
) 1 (
) 0 ( ) 2 ( ) 1 (
) 2 ( ) 0 ( ) 1 (
) 1 ( ) 1 ( ) 0 (
) (
) 2 (
) 1 (
K
K
K
K
K
K
K a K a K a
K
T
a K a K a
K
T
a K
T
a K a
K
K
K
N N N N
N
N
N n
n
n
b
b
b
R R R
R R R
R R R
r
r
r
M M
L
M O M M
L
L
M
or equivalently, and finally,
.
1 1 1
+ =
N N N N N
n b R r
15-46
( ) Rb b r b
b R b r b
b
b
T T
N
i
N
j
a
T
N
i
T
j j i i i i t r d
+ =
|
|
.
|
+
\
|
=

= = =
2 min arg
) ( ) ( ) ( ) ( ) ( 2 min arg )) ( (
1 1 1
Hence, the ML decision can be equivalently written as:
15-47
> =< ) ( ), ( ) (
k k k
iT t g t n i n
| |
) (
2
) ( ) (
2
) ( ) ( ) (
2
) ( ) ( )] ( ) ( [
) ( ) ( ) ( ) (
] ) ( ), ( ) ( ), ( [ )] ( ) ( [
0
0
0
j i R
N
dt jT t g iT t g
N
dsdt jT s g iT t g s t
N
dsdt jT s g iT t g s n t n E
dsdt jT s g iT t g s n t n E
jT t g t n iT t g t n E j n i n E
kl
k l k k
k l k k
k l k k
k l k k
k l k k l k
=
=
=
=
=
> >< < =

As for the noise process,
). (
2
)] ( ) ( [
0
j i
N
j i E
a
T
= R n n
15-48
The computation complexity is too high to be practical
for the previous optimum receiver, even in the case of
using Viterbi algorithm (exponentially increase with K).
Therefore, in the next subsection, a sub-optimum
detector with acceptable/feasible computation
complexity is proposed (grow linearly with K).
Finally, since the text assumes that 0
k
< T,
. 2 | | for 0 ) ( = m m R
kl
15-49
15.3.3 Suboptimum detectors
Just adopt conventional synchronous single-user
detector whose complexity grows linearly with K,
and see how far it can go.
Synchronous CDMA
. ) ( ), ( ) ( ), ( ) 1 ( ) 1 ( ) ( ) (
1
0
> < + > < + = =

=
t g t n t g t g b b dt t g t r r
k
K
k j
j
k j j j k k
T
k k
E E
If the signature sequences are orthogonal, then this solution is
feasible.
> < + = ) ( ), ( ) 1 ( t g t n b r
k k k k
E
In fact, the number of orthogonal PN sequences is limited.
> < + + =

=
) ( ), ( ) 0 ( ) 1 ( ) 1 (
1
t g t n b b r
k
K
k j
j
jk j j k k k
E E
15-50
Near-far problem arises.
> < + + =

=
) ( ), ( ) 0 ( ) 1 ( ) 1 (
1
t g t n b b r
k
K
k j
j
jk j j k k k
E E
large. ly unacceptab become may POE then , ) 0 ( If
1
k
K
k j
j
jk j
E E >>
=

Interference
signal
15-51
Asynchronous CDMA
Conventional synchronous single-user detector is very
vulnerable to near-far problem, because it is almost
impossible to design orthogonal signature sequences for all
time sets for any pair of users.
15-52
De-correlating detector (assumed synchronous)
Recall that for synchronous CDMA
Optimum receiver use ML detectors.
) , ( max arg )) ( (
} 1 , 1 { )] 1 ( ),..., 1 ( [
1
k k
b b
C t r d
K
K
b r

=
s. N sequence atrix of P relation m is the cor and
r r
b b
C where
s
K k
K K k
k s
T
k k
T
k k k

, ] ,..., [
)], 1 ( ),..., 1 ( [
, 2 ) , (
1
1 1
R
r
b
b R b r b b r
=
=
=
E E
15-53
b of
estimator
ML
Large computation
complexity !!
15-54
b
Linear
of
estimator
15-55
Best linear estimator
( ). sgn
certainly, is estimator the of output The

. matrix some for subject to
) ( ) ( of the find we
)], 1 ( ),..., 1 ( [
of values possible all over ) ( ) ( or
|| ) ( ) ( || of
~
optimizer true the finding of Instead
1
1 1
1
2
K K
K K K K K K
K s K s
T
K s K K
K K K
K s K s
T
K s K
K
A A
optimizer linear
b b
t s t r
b b
r b
b R r R b R r b
b
b R r R b R r
b
=
=

=

E E
. optimal the find to becomes now problem The
K K
A

15-56
Solution of the best linear estimator
K
-
s K
r R b
1
=
Example. Two-user synchronous CDMA system.
.
1
1
1
1
1
1
1
1
1
1
1
1
1 2
2 1
2
2
1
2
2
1
2
2
1
(
=
(
= =
(
=
(
r r
r r
r
r
s
s s

r R b
R R
( ) . ) ( ), ( that Recall
2 1
> =< t g t g
15-57
Observation 1 from the previous example.
control. - power for need is there Therefore,
! ! ! problem far - near is there Therefore,
. on depend not does and , on depend not does
) 1 /( ) (
) 1 /( ) (
1
1
: model Channel
1 1 2 2 2 1
2
1 2 2 2
2
2 1 1 1
1 2
2 1
2
2
1
2
2 2 2 1 1
1 2 2 1 1
2
1
no
no
b
(
(
+
+
=
(
=
(
=
(
(
+ +
+ +
=
(
b b b b
n n b
n n b
r r
r r
b
b
n b b
n b b
r
r
E E
E
E
E E
E E

15-58
. named is recevier the Hence,
. and through are and
) 1 /( ) (
) 1 /( ) (

, nformation linear tra after But
. and through are and

2 2 1 1 2 1
2
1 2 2 2
2
2 1 1 1
2
1
2
2 2 1 1 2 1
2 2 2 1 1
1 2 2 1 1
2
1
detector ing decorrelat
ed uncorrelat
r R b
correlated
b b b b
n n b
n n b
b b r r
n b b
n b b
r
r
s
E E
E
E
E E
E E
E E
(
(
+
+
= =
(
(
+ +
+ +
=
(

15-59
). ( ) ( ) ( ) ( that Recall
). ( ) ( ) ( and ) ( ) ( ) ( where
) ( ), (
) ( ), (
) ( ) ( ), (
) ( ) ( ), (
) ( ) 1 (
) ( ) 1 (
) 1 (
2 2 2 1 1 1
1 2 2 2 1 1
2
1
1 2
2 1
1 2 2 2
2
2 1 1 1
2
2
2
t n t g b t g b t r
t g t g t g t g t g t g
t g t r
t g t r
t g t g t r
t g t g t r
n n b
n n b
+ + =
= =
(
> <
> <
=
(
> <
> <
=
(
(
+
+
=
E E
E
E

b
We can view this as correlating the received signal with
modified signature sequences.
15-60
maker
decision
0
or
0
<
>
) (
1
t g
) (
2
t g
) (t g
K

15-61
Observation 4 : Unbiased estimator
.
1 1 1
1
K s K K s K s s K
K s K
K K s K
n R b n R b R R b
r R b
n b R r

+ = + =
=
+ =
| | | |
| |
K
K s K
K s K K
E
E E
b
n R b
n R b b
=
+ =
+ =
1
1
15-62
Minimum Mean-square-error detector
Best linear MSE estimator
| |. ) ( ) ( of MSE the find we
, matrix some for subject to
) ( ) ( of the finding of Instead
) ( ) ( ) (
1
MMSE
K
T MMSE
K K
MMSE
K
K K K K K K
K s K s
T
K s K K
E minimizer linear
A A
minimizer linear
b b b b b
r b
b R r R b R r b

=

. optimal the find to becomes now problem The

) ( MMSE
K K
A

.
2
1
and
,
2
1
: Answer
1 -
0 s
-1
0 s
) (
K K K
(MMSE)
K
K K
MMSE
K K
N
N A
r I R b
I R
|
.
|
\
|
+ =
|
.
|
\
|
+ =

15-63
Observation 1 of MMSE
There are two terms in MMSE estimator, where the 1st term
corresponds to interference from other users, and the second
one corresponds to background noise.
.
2
1
-1
0 s K K K
(MMSE)
K
N r I R b
|
.
|
\
|
+ =

When background noise dominates the interference from other
users, the sum of the two terms approaches identity matrix
(which is equivalent to ignore the interference from other
users).
The decorrelating detector does not have such property, since
it only contains the first term.
15-64
It is a biased estimator.
| | ( )
.
2
1
2
1
1 -
0 s
-1
0 s
K K s K K
K K s K K
(MMSE)
K
N
N E E
b b R I R
n b R I R b
|
.
|
\
|
+ =
(
(
+
|
.
|
\
|
+ =

15-65
Need to solve
1
0 s
2
1

|
.
|
\
|
+
K K
N I R
One way to solve the inversion of a matrix is the square-root
factorization algorithm
It requires O(K
2
) multiplications.
15-66
15.3.5 Performance characteristics of
detectors
POE for a single-user receiver in the absence of
other users

) 2 / (

, 2 / ] [ with that when Recall
0
0
2
|
|
.
|
\
|
=
= + =
N
POE
N n E n r
E
E
15-67
POE for decorrelating detector
Example. Two-user system
detectors
control. - power for need is there Therefore,
! ! ! problem far - near is there Therefore,
. on depend not does and , on depend not does
) 1 /( ) (
) 1 /( ) (
1
1
: model Channel
1 1 2 2 2 1
2
1 2 2 2
2
2 1 1 1
1 2
2 1
2
2
1
2
2 2 2 1 1
1 2 2 1 1
2
1
no
no
b
(
(
+
+
=
(
=
(
=
(
(
+ +
+ +
=
(
b b b b
n n b
n n b
r r
r r
b
b
n b b
n b b
r
r
E E
E
E
E E
E E

15-68
detectors
The noise component
2 ) 1 (
1
) 1 (
] [ ] [
] [
) 1 (
) (
0
2 2
2
2 2
2
2
2 2
1 2
2
2 1
N n E n E
n E
n n
n

+
=

+
=

=
The signal component
1
E
POE
|
|
.
|
\
|
+
=
|
|
.
|
\
|
+
=
) 1 (
) 1 ( 2
) 2 / ]( ) 1 /( ) 1 [(
2
2 2
0
1
0
2 2 2
1

N
N
POE
E
E
15-69
0
0.2
0.4
0.6
0.8
1
0 0.2 0.4 0.6 0.8 1
detectors
) 1 (
) 1 (
2
2 2
+

15-70
0 0.2 0.4 0.6 0.8 1
detectors
|
|
.
|
\
|
+
=
) 1 (
) 1 ( 2
2
2 2
0
1
N
POE
E
The larger the crosscorrelation among PN sequences,
the worse the system performance.
( ) 0
|
|
.
|
\
|

0
1
2
N
E

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J ohn G. Proakis, Digital Communications, 4

channel capacity of additive white Gaussian noise

The transmitted signal (after carrier modulation)

Symmetric, if s(t) is real-valued.

--- Po-Ning Chen --- NCTU/CM

function. indicator set } { where

--- Po-Ning Chen --- NCTU/CM

The above equation is the implication of band-

4.2.2 Signal space concept

(For simplicity, we assume real-valued functions in the sequel.)

--- Po-Ning Chen --- NCTU/CM

Example. Fourier series.

--- Po-Ning Chen --- NCTU/CM

The distance between two adjacent signal amplitude = 2d.

Transmitted energy of M-PAM signals

Transmitted energy of M-PAM

Recall from slide 4-82 that transmitted energy of M-

4.3.1 Memoryless modulation methods

Vectorization of QAM signals

--- Po-Ning Chen --- NCTU/CM

otherwise , sinc ) sgn(

Observation : Simplex signals are equally correlated.

MinimumEuclidean distance for adjacent codewords.

{3,1,+1,+3}and (t) is a full response

Example. h=1/2and (t) is a raised cosine of length 3T.

Difference between phase statetrellis and phase trellis

4.3.3 Nonlinear modulation method with

; ) 1 (( ) ; ) 1 (( whether on depends } 1 , 1 { each where

. ,... 2 , , 0 ) 2 mod( ) ) 1 (( of Phase

The average power spectrumdensity of PAM signals is

--- Po-Ning Chen --- NCTU/CM

--- Po-Ning Chen --- NCTU/CM

Special case 4. Linear modulated PAM/NRZsignals

Detector : minimize the probability of error in the

5.1.3 The optimum detector

--- Po-Ning Chen --- NCTU/CM

The complexity of searching the optimal solution

--- Po-Ning Chen --- NCTU/CM

The larger the SNR, the smaller the probability of error.

--- Po-Ning Chen --- NCTU/CM

A numerically evaluated expression is established.

.) signals orthogonal of symmetry the on based

error symbol one error bit two ), 1 2 ( y probabilit with 11 00

A famous approximation formula for Gaussian cdf

[ ] small. is ) ( ly, equivalent or , 1 ) 2 ( exp

--- Po-Ning Chen --- NCTU/CM

. 0 lim ), 2 log( when

< + > + > =

--- Po-Ning Chen --- NCTU/CM

The larger the SNR is, the

Similar to M-ary PAM, the

Take the second bit as an example for (

Comparison in POE between QAM and PSK

--- Po-Ning Chen --- NCTU/CM

(cf. slide 6-5)

. 0 ) 2 cos( ) ( ) sin( ) 2 sin( ) ( ) cos(

2 Sinusoidal term of VCO output =

Or phase of VCO output =

Linearized PLL model

Tradeoff of parameter selection in PLL

Exact PLL model

Linearized PLL model