SCHAUM'S oul lives Second Edition 333 Fully-solved problems New chapters on Signal and Spectra = Updated information on information and channel capacity = ; 130 supplementary problems Use with these courses; [Communications Theory and Practice (Computer Engineering (2 Principles of Communication Engineering: (2fCommunications Engineering (Electrical EngineeringRee UTR els Theory and Problems of ANALOG AND DIGITAL MMUNICATIONS Second Edition HWEI P. HSU, Ph.D. Schaum’s Outline Series LAHwei P. Hsu received his BS. from National Taiwan University and M.S. and Ph.D. from Case Institute of Technology. He has published several books which include Schaum's Outline of Signals and Systems and Schaum's Outline of Probability, Random Variables, & Random Processes. Schaum's Outline of Theory and Problems of ANALOG AND DIGITAL COMMUNICATIONS Copyright © 2003, 1993 by The McGraw-Hill Companies, Inc, All rights reserved. Printed in the United States of America. Except as permitted unde: the Copyright Act of 1976, no part of this publication may be reproduced or distributed in any form or by any means, or stored in a data base or retrieval system, without the prior written permission of the publisher. 1234567891011 12 13 14 15 16 17 18 19 20 VLP VLP098765432 ISBN 0-07-140228-4‘The objective of this book, like its previous edition, is to provide an introduction to the basic principles in analog and digital communications for advanced undergraduates in electrical or computer engineering. The assumed background is circuit analysis, and prior exposure to signals and systems course is helpful. The book can be used as a self-contained textbook or for self-study. Each topic is introduced in a chapter with numerous solved problems. The solved problems constitute an integral part of the text, In this edition, there are two chapters dealing with basic tools. These tools are then applied to next three chapters in analog communication systems, including sampling and digital transmission of analog signal. Probability, random variables, and random processes are introduced in Chapters 6 and 7 and applied to the chapters that follow. Effect of noise in analog communication systems is covered in Chapter 8. Chapter 9 treats the effect of noise in digital communication and the subject of optimum reception. Information theory and source coding is treated in Chapter 10. A distinctive feature of this edition is the new chapter, Chapter 11, on error control coding, including linear block codes, cyclic codes, and convolutional codes Hwel P. Hsu Monteville, NI iiiCHAPTER 1 CHAPTER 2 CHAPTER 3 CHAPTER 4 Signals and Spectra 1.1 Introduction 1.2 Fourier Series and Discrete Spectra 1.3 Fourier Transforms and Continuous Spectra 1.4 Properties of Fourier Transform 1.5 Fourier Transforms of Power Signals Signal Transmission and Filtering 2.1 Introduction 2.2 Impulse Response and Frequency Response 2.3 Filter Characteristics of LTI Systems 2.4 Transmission of Signals Through LTI Systems 2.5 Filters 2.6 Quadrature Filters and Hilbert Transforms Ampiitude Modulation 3.1 Introduction 3.2 Amplitude Modulation 3.3 Double-Sideband Modulation 3.4 Ordinary Amplitude Modulation 3.5 Single-Sideband Modulation 3.6 Vestigial-Sideband Modulation 3.7 Frequency Translation and Mixing 3.8 Frequency-Division Multiplexing Angle Modulation 4.1 Introduction 4.2 Angle Modulation and Instantaneous Frequency 4.3 Phase and Frequency Modulation 4.4 Fourier Spectra of Angle-Modulated Signals 4.5 Narrowband Angle Modulation 4.6 Sinusoidal (or Tone) Modulation 4.7 Bandwidth of Angle-Modulated Signals 4.8 Generation of Angle-Modulated Signals 4.9 Demodulation of Angle-Modulated Signals iv were 24 24 26 26 29 43 43 43 45 47 49 52 68 68 68 69 70 1 1 74CHAPTER 5 CHAPTER 6 CHAPTER 7 CHAPTER 8 CHAPTER 9 CONTENTS Digital Transmission of Analog Signals 5.1 Introduction 5.2 Pulse Code Modulation 5.3 Sampling Theorem 5.4 Sampling 5.5 Pulse Amplitude Modulation 5.6 Quantizing 5.7 Encoding 5.8 Bandwidth Requirements of PCM 5.9 Delta Modulation 5.10 Signaling Format 5.11 Time-Division Multiplexing 5.12 Bandwidth Requirements for TDM 5.13 Pulse Shaping and Intersymbol Interference 5.14 Digital Carrier Modulation Systems Probability and Random Variables 6.1 Introduction 6.2 Probability 6.3 Random Variables 6.4 Two-Dimensional Random Variables 6.5 Functions of Random Variables 6.6 Statistical Averages 6.7 Special Distributions Random Processes 7.1 Introduction 7.2 Definitions and Notations of Random Processes 7.3 Statistics of Random Processes 7.4 Correlations and Power Spectral Densities 7.5 Transmission of Random Processes through Linear Systems 7.6 Special Classes of Random Processes Noise in Analog Communication Systems 8.1 Introduction 8.2 Additive Noise and Signal-to-Noise Ratio 8.3 Noise in Baseband Communication Systems 8.4 Noise in Amplitude Modulation Systems 8.5 Noise in Angle Modulation Systems Optimum Detection 9.1 Introduction 9.2 Binary Signal Detection and Hypothesis Testing 90 90 90 a1 91 93 93 96 96 97 99 100 101 101 104 128 128 128 131 133 135 137 138 165 165 165 165 169 171 172 202 202 202 203 204 208 226 226 226vi CONTENTS 9.3 Probability of Error and Maximum Likelihood Detector 227 9.4 Optimum Detection 229 9.5 Error Probability Performance of Binary Transmission Systems 231 CHAPTER 10 Information Theory and Source Coding 245 10.1 Introduction 245 10.2 Measure of Information 245 10.3 Discrete Memoryless Channels 247 10.4 Mutual Information 250 10.5 Channel Capacity 251 10.6 Additive White Gaussian Noise Channel 252 10.7 Source Coding 253 10.8 Entropy Coding 255 CHAPTER 11 Error Control Coding 282 11.1 Introduction 282 11.2 Channel Coding 282 11.3 Block Codes 283 11.4 Linear Block Codes 283 11.5 Cyclic Codes 286 11.6 Convolutional Codes 290 11.7 Decoding of Convolutional Codes 295 APPENDIX A Fourier Transform 321 APPENDIX B Bessel Functions J, (B) 323 APPENDIX C The Complementary Error Function Q(z) 325 INDEX 327GNALS AND SPECTRA ODUCTION is chapter we review the basics of signals in the frequency domain. The frequency domain n is called the spectrum. The spectral analysis of signals using Fourier series and Fourier s is one of the fundamental methods of communication engineering. ER SERIES AND DISCRETE SPECTRA. ‘Exponential Fourier Series: ) be a periodic signal with fundamental period To. Then we define the complex exponential ies of x(t) a8 x= > cei —— ay = 2R/To ay ‘ +i (wert a2 n= al. xO 2) trary fo. Setting f) = —Tp/2, we have Lm aaa sod (13) 1/2 Gare called the Fourier coefficients of x(t). These are, in general, complex numbers ressed as lenlet™ aay amplitude and 8, is the phase angle of cy. tra: >| versus the angular frequency « = 2nf'is called the amplizude spectrum of the periodic lot of J, versus « is called the phase spectrum of x(t). These are referred to as frequency ‘Since the index m assumes only integers, the frequency spectra of a periodic signal exist 1SIGNALS AND SPECTRA [CHAP. 1 only at the discrete frequencies nag. These are therefore referred to as diserete frequency spectra or line spectra. If the periodi signal x(1) is a real function of time, then lenle™ sy This means that, for a real periodic signal, the positive and negative coefficients are conjugate, that is, lent On = Oy 6) le. Henee, the amplitude spectrum is an even function of w and the phase spectrum is an odd function of. C. Power Content of a Periodic Signal and Parseval’s Theorem: ‘The power content of a periodic signal x(¢) is defined as the mean square value over « period: 1pm =f boar (7) 3 Parseval’s theorem for the Fourier series states that if x(t) is a periodic s 1 pt? 2. — 2 Ff 9 beoPar= > tel «sy mal with period, To, then 1.3 FOURIER TRANSFORMS AND CONTINUOUS SPECTRA To generalize the Fourier series representation (/.!) to a representation valid for nonperiodic signals in frequency domain, we introduce the Fourier transform. A. Definition: Let x(t) be a nonperiodic signal. Then the Fourier transform of x(t), symbolized by Fis defined by Xo) = FIs} = [steer 9) ‘The inverse Fourier transform of X(w), symbolized by Ft, is defined by xO =F “X0) zi Xo)edeo 10) Equations (J.9) and (/.10) are often called the Fourier transform pair denoted by x) + Kw) B. Frequency Spectra: In general, the Fourier transform X() is a complex function of angular frequency «, so that we may express it in the form X(oyle@ ay) where |X(«)| is called the continuous amplitude spectrum of x(1), and 0 («) is called the continuous phase spectrum of x(z). Here, the spectrum is referred to as a continuous spectrum because both the amplitude and phase of X(«) are functions of continuous frequency . If x(2) is a real function of time, we have Xo) X(-0) = X"(@) = [Xl (1.12)CHAP. 1] SIGNALS AND SPECTRA 3 or Ix-@)l = 1X(@)] 6-2) = -0(0) (3) Thus, just as for the complex Fourier series, the amplitude spectrum |X(w)| is an even function of , and the phase spectrum 6(o) is an odd function of Energy Content of a Signal and Parseval’s Theorem: ‘The normalized energy content E of a signal x(¢) is defined as e= [7 lore (4) If Eis finite (E < eo), then we call x(#) as an energy signal. If E = oo, then we define the normalized average power P by m7 1 ; p= jim of pa Robe (sy If Pis finite (P < 00), then (1) is referred to as a power signal. Note that a periodic signal is a power signal if its energy per period is finite. Parseval’s theorem for the Fourier transform states that if x(7) is an energy signal, then ~ oe Pde [bora= EI. Mord (1.16) 1.4 PROPERTIES OF FOURIER TRANSFORM 1. Linearity (Superposition): yxy) + ayx(0) + X\() + XA) (Ld?) 2. Time Shifting: x(E= Ig) + X(opeF" (L18) Equation (1.18) shows that the effect of a shift in the time domain is simply to add a linear term —ato to the original phase spectrum 60). 3. Frequency Shifting: xine Xo a9) (119) 4. Seating: Lipo , san (2) (1.20) Equation (1.20) implies that time compression of a signal (a > 1) results in its spectral expansion and that time expansion of the signal (a <1) results in its spectral compression 5. Time-Reversal: a1) + XC@) (21)4 SIGNALS AND SPECTRA ICHAP.1 6. Duality: X(t) + 2ax(-w) (1.22) 7. Differentiation: Time differentiation: rO= Sx ~joX@) (1.23) Equation (/.23) shows that the effect of differentiation in the time domain is the multiplication of X() Dy jo in the frequency domain Frequency differentiation: "= 4 y Ginx + X"@) = 7 Xo) (1.24) 8. Integration: If X(0) = 0, then d 1 x(a) dt + Xo) 1.25 fio ro (1.23) Equation (/.25) shows that the effect of integration in the time domain is the division of X(«) by join the frequency domain, assuming that X(0) = 0. Note that by definition (1.9) x= [7 stndt (1.26) The more general case pertaining to X(0) # 0 is considered in See. 1.5 (Eq. (1.42)} 9% Convolution: The convolution of two signals x;(1) and x,(1), denoted by x,(1) * x2(0), is a new signal x(#) defined by x(1) = (0) # x30) = J ayaa de (27 Then x() (0 > X(O)XA(W) (1.28) Equation (/.28) is referred to as the time convolution theorem, and it states that the convolution in the time domain becomes multiplication in the frequency domain (Prob. 1.18), Note that the operation of convolution is commutative, that is, 24(1) * x2 = x29 * x1() 10, Muhiplication: HOnO EXO) * XA) (129) Equation (1.29) is often referred to as the frequency convolution theorem. Thus, the multiplication in the time domain becomes convolution in the frequency domain.CHAP. 1]. SIGNALS AND SPECTRA 5 1.5 FOURIER TRANSFORMS OF POWER SIGNALS To find the Fourier transform of a periodic signal or a power signal, we need to introduce the unit impulse function. A. Impulse Function: The unit impulse function, also known as the Dirac delta function, 6(¢), is not an ordinary function and is defined in terms of the following process: fe HOS dt = G0) (130) where (2) is any regular function continuous at = 0. Equation (/.30) and all subsequent expressions will also apply to the frequency-domain impulse 5(«) by replacing ¢ by o. ‘Note that Eq, (/.30) is a symbolic expression and should not be considered an ordinary Riemann integral. In this sense, 6(0) is often called a generalized function and (2) is known as a testing function. AA different class of testing function will define a different generalized function, Similarly, the delayed delta function 5(¢ — t9) is defined by Jf e000 ar = 600 ast) where $(i) is any regular function continuous at 1 = to Some additional properties of 6(¢) are X(D4(~ fy) = x(t) 0) (1.32) if x(0) is continuous at t= to (DIE) = (OSH, 0.33) if x(4) is continuous at t = 0 oat) qo a#0 (34) 5-0 = 5) (1.35) (0 * 60-9) = X(t) (1.36) x(t) * (0) = x() (137) Note that Eq. (J.35) can be obtained by setting a= ~1 in Eq. (1.34). Equations (1.33) and (1.37) are the special cases of Eqs. (1.32) and (1.36), respectively, for to = 0. An alternative definition of 6(2) is provided by the following two conditions: f 8- W)dt= N de — ay =28/T (a7) Comparing Fig. 1-4 with Fig. 1-3(a), we see that »(0) = x(1 ~ a). Changing ¢to ¢ ~ avin Bq. (J.J) we have x= 0) = SF eer =F eget! ‘Thus, we get sin noe 4, = G6 em uss) From Eq, (/.48) we see that the magnitude spectrum of a signal that is shifted in time remains the same land the effect of a time shift on signal is to introduce a phase shift in its phase spectrum that is a linear function of a. Consider the signal (0) = sin pe Find the complex Fourier series of x(#) and plot its frequency spectra. We could use Eq, (1.3) to compute the Fourier coefficients, but for this case it is simpler to use Eules's formula and identify by inspection the Fourier coefficients. Now we can express x(t) a8CHAP. 1] SIGNALS AND SPECTRA 9 1 a a ed xO = sin ogt = E (ee) me Lem Le \ Thus, Joh JP? 6, = 0 for né +1 or 4 z att) = snot 7 A 2 Oy Fig. 1-5 sin opt and its spectrum 15. Find the complex Fourier series for the signal Mf) = cos wyt + sin? yt Again using Euler's formulas, we have x0 = Hee emt [ye =e oT 1 row 1 tet 24¢ =} jenn 2+ Tihs, we find that e) = hey 1.6. If xs(0) and x2(¢) are periodic signals with period 7 and their complex Fourier series expressions are show that the signal x(t) = x(f)x2(0) is periodic with the same period T and can be expressed as x= LY cer where cy is given by10 SIGNALS AND SPECTRA [CHAP. 1 n= > deen (1.49) att D= (tt Dat + D = xia ‘Thus, x(0) is periodic with period 7. Let x0= Fee ay = 2E Then ( s eto rom 72 1pm HEM dt = Af a lneQem ae 12 2 1 ! “ahr 5 af) sare va] $ aoe ie 1.7. Let x4(1) and x2(2) be the two periodic signals of Prob. 1.6. Show that 1 pra : FraMOnOdt= ¥ hen «0 Equation (/.50) is known as Parseval’s formula From Prob. 1.6 and Eq. (/.49) we have Ler mt 66 = Ff py OO d= Dee Setting n = 0 in the above expression, we obtain 1 pte 2 3 pariOncodt= ¥ deer = Yeon FOURIER TRANSFORMS AND CONTINUOUS SPECTRA 18. Consider the signal (Fig. 1-6(@)] x)= e™ult) a>O (51) where u(t) is the unit step function defined by Lf) 0 ‘ wo= fy 125 2) Find the Fourier transform of x (#) and sketch its magnitude and phase spectra. From Eq. (J.9), we have * avon gy =! 0 atjo ia The amplitude and phase spectra of x(1) areCHAP. 1] SIGNALS AND SPECTRA a [Xo } IX@)I Va + of? which are sketched in Fig. 1-6(6) and (c). 1.9. Find the Fourier transform of the signal (Fig. 1-7(a)] Signal x(#) can be rewritten as sonetafS 129 en (o) = : Me™ dt ime vat HOt dp Bs nope [eens [ - _ = flea tea Hence, we get Fig. 17R SIGNALS AND SPECTRA (CHAP. 1 ol ., 24 oat 195 ere a ‘The Fourier transform X (o) of x() is shown in Fig. 1-708) 1.10, Find the Fourier transform of the rectangular pulse signal x(0) (Fig. 1-8(a)] defined by _ fl Wea wo= r0={) Id>a@ see Mo) =| pale" at = =u «s7) ‘The Fourier transform of p(!) is shown in Fig. 1-8(6) aw 1 “0a 7 7 @ Fig. 18 LAL. Applying the inverse Fourier transform (Eq. (/.70)] to Eq. (1.57) with 1 = 0, show that * sin aw n a>0 5 im 1a dy {% a (158) Substituting Eq, (1.57) into Eg, (1.10) we have = Bef Beta Lf” SOA From Eq, (1.56) or Fig. 1-8(@), we get [_B2w-mm=2 020 When a < 0, we obtain [22 aemo=- aso since sin(~6) = ~sin 8, 1.12, Given Xo) (eo) find x(0). From Eg, (/.10) and using Euler's identity, we have enn 0 Ef edn EP Le ra andy ) oJ aja“ 8 J yoCHAP. 1 SIGNALS AND SPECTRA 13 Since cos w/a is an odd function of c, the first integral of the third term in the preceding expression is zero. ‘Then by Eq. (/.58) we obtain ‘ ct) 3H ut) (1.59) where sgn (t) (sign function or signwm function) is defined by (Fig. 1-9) wn =f, 22 «aa0) From the preceding result we have the Fourier transform pair: sen 5 61) Fig. 1-9 Signum function PROPERTIES OF FOURIER TRANSFORM 1.13, 14, Verify the duality property (1.22), that is, XO) 2nx(-w) From the inverse Fourier transform definition (J.10), we have Fi stentao = 209 Changing 1 to ~1, we obtain [xoemtin-20e0 Now interchanging ¢ and o, we get f Ne dt = Iex(-w) Since FXO} = f (peat wwe conclude that XQ) + 2nx(-o) Find the Fourier transform of the signal (Fig. 1-10(a)} =e (162) From the result of Prob. 1.10, we have4 SIGNALS AND SPECTRA F ipso] = 2sin aw ‘Now from the duality property of the Fourier transform (J.22), we have [CHAP. 1 2 [sin at] = 274-0) sina] _ 1 gf? Thus, xo) = ¥ [2] = 59 [Fain at] = 2 (163) where 72(0) is defined by [see Eq. (1.56) and Fig. 1-10(6)] aft lol o sin at" then x) * S ()* x) ifa>o, From Prob. 1.14, we haveCHAP. 1] SIGNALS AND SPECTRA 7 sinat yu fl lol we Hence, x1 BE x) ifa>o, 1.22, If x X(0) and x20) + Xo) show that f. x(oxiodt = 2 f. X(oXy(-odeo (70) From the frequency convolution theorem (J.29), we have Flx(oriol= Ef VXxo~ Aa That is, 1 Plmonoema=ZP xaxe-na Setting w= 0, we get 1 ; , fl ntontoa = 5 [7 ncaa By changing the dummy variable of integration, we get f “Om(0dt = Ff Merced 1.23. Prove Parseval’s theorem Eq, (/.16) for a real x(0). If x(0 is real, then from Eq, (1.65) of Prob. 1.17 we have Xe) = Xo) (in Eq, (1.70) of Prob. 1.22, we have Then, setting (1) = x2(0) * pxcobdr= [7 txorar= 3 [" x@x-ordo e EI ine Ff MOr ero =F" Mora FOURIER TRANSFORMS OF POWER SIGNALS 1.24, Verify property (1.32) (2)5(t~ fo) = x(40)5(0~ fo) ‘The proof will be based on the following equivalence property:18 SIGNALS AND SPECTRA (CHAP. 1 Let ¢,(0) and g,() be generalized functions. Then the equivalence property states that g(t) = gu(0) if and only if Psa [" scoona a7) for all test functions 4(0), If x(0) is continuous at 1 = fo, then Jose -sordtode = [7 90~ orsto dod = soe) = xo [90 motodr= fF Iatose= mnétoat for all (2). Hence, by the equivalence property (J.7/), we conclude that (B(0= 19) = xC)6E= 49) 1.25. Verify Eq, (1.36), that is, (1) # H(t fo) = x(t f0) According to the commutative property of convolution and the definition (1.31) of a(0), we have (0) # (t= fp) = 5(t= ) #10) = f. 3er— te)x(t— ede = x(¢~ Dleas, = XC) 1.26, Find the complex Fourier series of the unit impulse train 5;(#) shown in Fig. 1-12(a) and defined by 64) = Y 6e-nt) (72) = a ee From Eq. (J.3), the coefficients cy are 107? 5 inemntar a1 snerma oa 5), eroermdr = EI aoe Ie Thus, sxin= ¥ hehe 173) 1.27. Find the Fourier transform of the following signals: eb) =e (©) x) =e08 ant @ x (@) Applying the frequency-shifting property (1.19) to Eq, (7.41), we get eb os 2nd 0) myCHAP. 1} SIGNALS AND SPECTRA 19 ay 0 ay doy @ ) Fig. 1-12 Unit impulse train and its magnitude spectrum (®) From Eq, (1.74) it follows that oP oe 2500 +) (75) (© From Buler’s formula we have 08 ont = Ker" “uty ‘Thus, using Eqs, (.74) and (J.75) and the linear property (1.17), we get £08 aigt 4 W5(w = 0p) + RBL+ 2) (76) 1.28. Find the Fourier transform of a periodic signal x(¢) with period 7. We express x() as Taking the Fourier transform of both sides, and wsing Eq. (1.74), we obtain Kw) = 2n F e,6(0-n09) wm Note thatthe Fourier transform ofa period signal consists ofa sequence of equidistant impulses located at the harmonic frequencies of the signa 1.29, Find the Fourier transform of the periodic train of unit impulses 57() (Fig. 1-13(a)] 50 = ¥ su-nD) From Eq, (J.73) of Prob. 1.26, the complex Fourier series of (0) is given by cl Qn 510= 5 berm oy a Using Eq. (1.77) of Prob. 1.28, F101 =F Ho-noy) = 06 Y H(O-M09) = oy.60) oS o~n0») 78)