國立台灣海洋大學

國立台灣海洋大學 National Taiwan Ocean University

National Taiwan Ocean University Correlation and Spectral Density: Energy Signals
Autocorrelation Function
通訊與導航工程學系  The autocorrelation function of the energy signal x(t)

for a lag τ
通訊原理


Fundamental Communications Theory R x ( )  


x (t ) x * (t   ) dt

Fall 2018  The time lag τ plays the role of a scanning or searching
吳家琪 助理教授 variable. Note that Rx(τ) is complex valued if x(t) is
complex valued.

Lecture 3. Energy Signals and Spectral Density

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Energy Spectral Density

 The energy spectral density or energy density spectrum
of an energy signal x(t)
2
 x( f )  X ( f )

where |X(f)| is the amplitude spectrum of x(t).

Figure 2.29 Scheme for measuring the autocorrelation function

Rx(T) of an energy signal x(t) for lag τ.
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Wiener-Khitchine Relations for Energy Signals

 2. By setting τ = 0 in Eq. (2.127). The total area under the
 x ( f )   R x ( ) exp(  j 2f ) d
 curve of the real-valued energy spectral density of an

R x ( )    x ( f ) exp( j 2f ) df energy signal is equal to the total energy of the signal.


 Two properties: Example 2.13 Autocorrelation Function of

1. By setting f = 0 in Eq. (2.126). The total area Sinc Pluse
under the curve of the complex-valued A2
R x ( )  sinc ( 2W  )
autocorrelation function of a complex-valued 2W
energy signal is equal to the real-valued energy
spectral Ψx(0) at zero frequency.

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Ex 2.14 Energy of Low-pass Filtered Version of

Effect of Filtering on Energy Spectral Density Rectangular Pulse

y ( f ) | H ( f ) |2 x ( f )

where Ψx(f) = |X(f)|2 and Ψy(f) = |Y(f)|2.

 When an energy signal is transmitted through a linear

time-invariant filter, the energy spectral density of the
Figure 2.30 (a) Ideal
resulting output equals the energy spectral density of low-pass filtering. (b)
the input multiplied by the squared amplitude response Filter input (c) Amplitude
of the filter. response of the filter.
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Figure 2.31 Energy spectral density of the filter input x(t);

only the values for positive frequencies are shown in the Figure 2.32 Output energy-to-input energy ratio versus
figure. normalized bandwidth.

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Interpretation of the Energy Spectral Density

 In Fig. 2.33(a), an energy signal x(t) is passed through
a narrow-band filter followed by an energy meter.
Figure 2.33(b) shows the idealized amplitude response
of the filter.
 f f
1, fc  | f | f c 
| H ( f ) |  2 2 Figure 2.33 (a) Block diagram
0, otherwise of system for measuring energy
spectral density. (b) Idealized
amplitude response of the filter
(c) Energy spectral density of
the filter output.
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| Y ( f ) | H ( f ) || X ( f |
Cross-correlation of Energy Signals
 f f
| X ( f c ) |, fc  | f | f c  Let x(t) and y(t) denote a pair of complex-valued
 2 2 

 0, otherwise energy signals. The cross-correlation function of this

pair of signals is defined by
 f f
 ( f ), fc  | f | f c 
y ( f )   x c 

 0,
2
otherwise
2 R xy ( )  
x (t ) y * (t   ) dt

 The energy signals x(t) and y(t) are said to be

E y  2x ( f c ) f orthogonal over the entire time interval if Rxy(0) is
Ey zero – that is if
x ( f c ) 
2f 


x (t ) y * (t ) dt  0

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
R yx ( )   y (t ) x * (t   ) dt

 Two properties of the cross-spectral density.
R xy ( )  R *yx (  )

1. Unlike the energy spectral density, cross-spectral
 xy ( f )   R xy ( ) exp(  j 2f ) d density is complex valued in general.


 2. Ψxy(f) = Ψ*yx(f) from which it follows that, in general,

 yx ( f )   R yx ( ) exp(  j 2f ) d  Ψxy(f) ≠ Ψyx(f) .


 xy ( f )  X ( f )Y * ( f )

 yx ( f )  Y ( f ) X * ( f )
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Power Spectral Density   1 

 The average power of a signal x(t)
P 
 Tlim

   2T
| X T ( f ) |2  df

1 T 1
S X ( f )  lim | X T ( f ) |2
P  lim
T   2T 
T
| x (t ) |2 dt T  2T

 t  
xT (t )  x (t )rect  
 2T 
P 

S X ( f ) df

 x (t ),  T  t  T The total area under the curve of the power spectral


 0, otherwise density of a power signal is equal to the average
power of that signal.
1 
P  lim
T   2T  
| xT (t ) |2 dt

1 
P  lim
T   2T  
| X T ( f ) |2 df

國立台灣海洋大學
National Taiwan Ocean University Example 2.15 Modulated Wave
x (t )  g (t ) cos( 2f c t )

xT (t )  g T (t ) cos( 2f c t )
1
cos( 2f c t )  [exp( j 2f c t )  exp(  j 2f c t )],
2
1
XT ( f )  [GT ( f  f c )  GT ( f  f c )]
2
1
| X T ( f ) |2  [| GT ( f  f c ) | 2  | GT ( f  f c ) |2 ]
4
1
SX ( f )  [ S g ( f  f c )  S g ( f  f c )]
4