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1 Problem 1
1. The general autocorrelation for the process B(t) can be obtained as given by (1) where Ξ denotes the expec-
tation operator. We have used the fact that A(t) and θ are statistically independent. Since A(t) is known to
be a WSS process, its autocorrelation is then a function only in the time difference τ = t1 − t2 . As a result,
it is clear that the autocorrelation of B(t) is only function of the time difference τ . Also, the mean of B(t)
does not depend on time as mB = Ξ[A(t)cos(2πfc t1 + θ)] = Ξ[A(t)] Ξ[cos(2πfc t1 + θ)] = mA × 0 = 0. The
conclusion is that B(t) is a WSS process.
[ ] [ ]
RB (t1 , t2 ) = Ξ B(t1 )B(t2 ) = 4 Ξ A(t1 )cos(2πfc t1 + θ) A(t2 )cos(2πfc t2 + θ)
[ ] [ ]
= 4 Ξ A(t1 ) A(t2 ) Ξ cos(2πfc t1 + θ) cos(2πfc t2 + θ)
[ ( ) ]
= 2 RA (t1 , t2 ) Ξ cos 2πfc (t1 − t2 ) + cos(2πfc (t1 + t2 ) + 2θ)
∫ 2π
( ) 1
= 2 RA (t1 , t2 ) cos 2πfc (t1 − t2 ) + 2 RA (t1 , t2 ) cos(2πfc (t1 + t2 ) + 2θ)dθ
2π
( ) 0
= 2 RA (τ ) cos 2πfc τ = RB (τ ) (1)
For the signal D(t), the autocorrelation is given by (2) which is a function of τ only. Recall that B(t) and C(t)
are independent since A(t), θ, and C(t) are statistically independent. The mean for D(t) can be obtained as
mD = Ξ[B(t) + C(t)] = Ξ[B(t)] + Ξ[C(t)] = mC . Since C(t) is WSS, then its mean is not a function of time
and hence the mean for D(t) is not a function of time too. The conclusion is that D(t) is a WSS process.
[ ] [( )( )]
RD (t1 , t2 ) = Ξ D(t1 )D(t2 ) = Ξ B(t1 ) + C(t1 ) B(t2 ) + C(t2 )
[ ]
= Ξ B(t1 )B(t2 ) + B(t1 )C(t2 ) + B(t2 )C(t1 ) + C(t1 )C(t2 )
[ ] [ ] [ ] [ ]
= RB (t1 , t2 ) + RC (t1 , t2 ) + Ξ C(t1 ) Ξ B(t2 ) + Ξ C(t2 ) Ξ B(t1 )
= RB (τ ) + RC (τ ) = RD (τ ) (2)
As h(t) is a LTI filter, its output is related to the input by the ordinary convolution process. Therefore, we can
write the general autocorrelation function of the output E(t) as given by (3) where we have substituted for
E(t) = h(t) ∗ D(t) and (∗) denotes convolution. We have used the facts that h(t) is a deterministic function
and D(t) is a WSS process. The result is that the autocorrelation for E(t) is only a function in the time
difference τ = t1 − t2 . Similarly, we can obtain the mean for E(t) as given by (4) which implies that mE does
not depend on time. As a result, we conclude that E(t) is also a WSS process.
[∫ ∫ ∞ ]
[ ] ∞
RE (t1 , t2 ) = Ξ E(t1 )E(t2 ) = Ξ D(t1 − u)h(u)du D(t2 − v)h(v)dv
−∞ −∞
[∫ ∫ ]
∞ ∞
= Ξ D(t1 − u)D(t2 − v)h(u) h(v) du dv
−∞ −∞
∫ ∞ ∫ ∞ [ ]
= Ξ D(t1 − u)D(t2 − v) h(u) h(v) du dv
−∞ −∞
∫ ∞ ∫ ∞
= RD (t1 − t2 − u + v) h(u) h(v) du dv
−∞ −∞
∫ ∞ ∫ ∞
= RD (τ − u + v) h(u) h(v) du dv = RE (τ ) (3)
−∞ −∞
[∫ ] ∫
[ ] ∞ ∞
mE = Ξ E(t) = Ξ D(t − u)h(u)du = Ξ[D(t − u)]h(u)du = const (4)
−∞ −∞
2. Since B(t), D(t), and E(t) are WSS processes, the power spectral density for both B(t) and E(t) can be given
by (5) and (6), respectively, where F denotes Fourier transform and (∗) is the convolution process. If the
power of E(t) is defined as Ξ[E 2 (t)] − m2E . Then, the power for E(t) can then be obtained as a function of
the power spectral densities for both A(t), C(t), and the filter frequency response H(f ) as given by (7) where
we have substituted for SC (f ) = δ(f ) since RC (τ ) = 1.
{ } { ( )} { ( )}
SB (f ) = F RB (τ ) = F 2 RA (τ ) cos 2πfc τ = SA (f ) ∗ F 2 cos 2πfc τ
[ ]
= SA (f ) ∗ δ(f − fc ) + δ(f + fc ) = SA (f − fc ) + SA (f + fc ) (5)
2 [ ] 2
SE (f ) = SD (f ) H(f ) = SB (f ) + SC (f ) H(f )
[ ] 2
= SA (f − fc ) + SA (f + fc ) + SC (f ) H(f ) (6)
∫ ∞
[ 2 ]
Ξ E (t) = SE (f )df
−∞
∫ ∞ ∫ ∞
[ ] 2 2
= SA (f − fc ) + SA (f + fc ) H(f ) df + SC (f ) H(f ) df
−∞ −∞
∫ 5 [ ] 2
= SA (f − fc ) + SA (f + fc ) df + H(0) (7)
−5
2
If A(t) is a band-limited white noise process with power spectral density σN = 10−10 W/Hz and a bandwidth
B = 10 MHz, then the power in E(t) depends on the carrier frequency value as shown in Figure 1. The
variance for E(t) can be obtained based on (7) as follows:
• For fc = 12.5 MHz, σE
2
= 5 × 106 × 10−10 + 1 − m2E = 1.0005 − m2E W.
• For fc = 5 MHz, σE
2
= 10 × 106 × 2 × 10−10 + 1 − m2E = 1.002 − m2E W.
• For fc = 1 GHz, σE
2
= 0 + 1 − m2E = 1 − m2E W.
SC(f)
|H(f)|2
fC=12.5MHz SB(f)
f [MHz]
-22.5 -12.5 -5 -2.5 2.5 5 12.5 22.5
SC(f) |H(f)|2
fC=5MHz SB(f)
f [MHz]
-15 -5 5 15
SC(f) |H(f)|2
fC=1GHz SB(f)
f [MHz]
-1000 -5 5 1000
Figure 1: Power spectrum density for E(t) with different values for fc
3. As shown in Figure 2, when two rect functions are convolved to each other, the result will be the triangle
function. Since the shown rect function X(f ) has the corresponding time domain signal x(t) = sin(W πt)/(πt)
where W = 5000, one can draw the power spectral density for A(t). The power for E(t) can be then obtained
as given by (8). Here, we have assumed that fc > W which is a realistic case for a pass band communication
system.
∫ ∞ ∫ ∞
[ ] 2 2
2
σE = SA (f − fc ) + SA (f + fc ) H(f ) df + SC (f ) H(f ) df
−∞ −∞
∫ ∫ ∫
0 [ ] a [ ] a [ ]
= 2 f + W df + 2 W − f df + N0 df
−a 0 −a
2W + 2(W − a)
= 2a × + 2aN0 = 4W a − 2a2 + 2aN0 = 18 × 106 + 2000N0 (8)
2
Y(f)
X(f) X(f)
W
1 1
* =
f f f
-W W -W W -W W
2 2 2 2
SA(f)
W W
f
-W-fc -fc W-fc 0 fc-W fc W+fc
SB(f)
2W
SC(f)
|H(f)|2
f
-2fc -W 0 W 2fc
-a a
Figure 2: Power spectrum density for E(t) for the given RA (τ ) for fc > W
2 Problem 2
1. Similar to problem 1, the autocorrelation function can be given by (9) assuming that S(t) and θ are indepen-
dent.
[ ] [ ]
RY (t1 , t2 ) = Ξ Y (t1 )Y (t2 ) = Ξ S(t1 )cos(2πfc t1 + θ) S(t2 )cos(2πfc t2 + θ)
[ ] [ ]
= Ξ S(t1 ) S(t2 ) Ξ cos(2πfc t1 + θ) cos(2πfc t2 + θ)
1 [ ( ) ]
= RS (t1 , t2 ) Ξ cos 2πfc (t1 − t2 ) + cos(2πfc (t1 + t2 ) + 2θ)
2
∫ 2π
1 ( ) 1 1
= RS (t1 , t2 ) cos 2πfc (t1 − t2 ) + RS (t1 , t2 ) cos(2πfc (t1 + t2 ) + 2θ)dθ
2 2 0 2π
1 ( )
= RS (τ ) cos 2πfc τ = RY (τ ) (9)
2
2. Again, the power spectral density by taking the Fourier transform for the auto-correlation function as given
by (10).
{ } {1 ( )} {1 ( )}
SY (f ) = F RS (τ ) = F RS (τ ) cos 2πfc τ = SS (f ) ∗ F cos 2πfc τ
2 2
[1 1 ] 1[ ]
= SS (f ) ∗ δ(f − fc ) + δ(f + fc ) = SS (f − fc ) + SS (f + fc ) (10)
4 4 4
3. Since RS (τ ) = (ā2 /T ) g(τ ) ∗ g(−τ ), the power spectral density is SS (f ) = (ā2 /T ) G(f )G(−f ). If g(τ )
is a pulse of width T , the Fourier transform will be a sinc function[ such that G(f ) = T sinc(πT f )e−jπT f].
Therefore, SS (f ) = (ā /T ) T sinc (πT f ). Hence, SY = (ā T /4) sinc (πT (f − fc )) + sinc2 (πT (f + fc )) .
2 2 2 2 2
f+fc f-fc
3 Problem 3
1. The energy for S0 (t) can be obtained as given by (11). Similarly, the energy for S1 (t) is evaluated as given by
(12). Thus, the average energy is Eb = (ES0 + ES1 )/2 = A2 Tb . The power is then obtained as P = Eb Rb =
A2 .
∫ ∞ ∫ 3Tb /4 ∫ Tb
ES0 = S0 (t)2 dt = A2 dt + (−A)2 dt = A2 Tb (11)
−∞ 0 3Tb /4
∫ ∫
∞ Tb
ES1 = S1 (t)2 dt = A2 dt = A2 Tb (12)
−∞ 0
√ √
2. The matched filter for S0 (t) is given by h0 (t) = S0 (Tb −t)/ Eb . Similarly, h1 (t) = S1 (Tb −t)/ Eb . Let a0 (Tb )
be the signal component at the point Z0 (Tb ) and let a1 (Tb ) be the signal component at the point Z1 (Tb ). We
need now to evaluate a0 (Tb ) and a1 (Tb ) for the two cases of either transmitting S0 (t) or S1 (t).
(a) Assume that S0 (t) has been transmitted, then a0 (Tb )S0 (t) and a1 (Tb )S0 (t) can be given by (13) and
(14), respectively.
∫∞ ∫∞
S0 (τ ) √
a0 (Tb ) = S0 (τ ) h0 (Tb − τ )dτ = S0 (τ ) √ dτ = Eb (13)
S0 (t) Eb
−∞ −∞
∫∞ ∫∞ √
S1 (τ ) Eb
a1 (Tb ) = S0 (τ ) h1 (Tb − τ )dτ = S0 (τ ) √ dτ = (14)
S0 (t) Eb 2
−∞ −∞
(b) Assume that S1 (t) has been transmitted, then a0 (Tb )S1 (t) and a1 (Tb )S1 (t) can be given by (15) and
(16), respectively.
∫∞ ∫∞ √
S0 (τ ) Eb
a0 (Tb ) = S1 (τ ) h0 (Tb − τ )dτ = S1 (τ ) √ dτ = (15)
S1 (t) Eb 2
−∞ −∞
∫∞ ∫∞
S1 (τ ) √
a1 (Tb ) = S1 (τ ) h1 (Tb − τ )dτ = S1 (τ ) √ dτ = Eb (16)
S1 (t) Eb
−∞ −∞
(c) We can summarize the results as in Table 1 in order to obtain the decision criteria.
3. In order to evaluate the BER, we would relate the current system to the binary antipodal system. Table 2
summaries the relationship between the two systems. By analogy, we can find out the BER for the current
system with the knowledge of the BER of the binary antipodal system. Based on the mentioned detection
criteria, the distance between S0 (t) and the threshold can be obtained by finding the response of S0 (t) to
the normalized version of the equivalent filter h(t) = h0 (t) − h1 (t) at the sampling∫instance. This normalized
∞
filter, hN (t), is given by (17). Therefore, the distance d = [S0 (t) ∗ hN (t)]t=Tb = −∞ S0 (τ )hN (Tb − τ ) dt =
∫ Tb √ √
3Tb /4
(−A)(−2A/ Eb ) dt = Eb /2.
{ √
−2A/ Eb 0 ≤ t < Tb /4
hN (t) = (17)
0 Otherwise
Table 2: Relationship between the binary antipodal system and the proposed system
Binary Antipodal Proposed System
Energy of S0 (t) = Energy of S1 (t) = Eb Energy of S0 (t) = Energy of S1 (t) = Eb
distance d to the √threshold for either aS0 (Tb ) distance d to the √threshold for either aS0 (Tb )
or aS1 (Tb ) is d√= Eb √ or aS1 (Tb ) is d√= Eb /2 √
BER = Q(d/ No /2) = Q( 2Eb /No ) BER = Q(d/ No /2) = Q( Eb /(2No ))
4. Figure 4 shows the BER for both the binary antipodal system and the presented system on the same figure.
It is clear that the binary antipodal system is better than the proposed system from the bit error rate point
of view as long as the Eb /No is the same.
0
10
−1
10
−2
10
−3
BER
10
−4
10
−5
10 Antipodal system
Proposed system
−6
10
0 2 4 6 8 10
Eb/No in dB
Figure 4: The BER for the binary antipodal system and the system presented in problem 3
4 Problem 4
1. First of all, it is obvious that all signals have equal energies which is the average symbol energy Es =
A2 Ts . Moreover, it is clear that SZ (t) = −SY (t). Also, SX (t) is orthogonal to both SZ (t) and SY (t) since
∫ Ts ∫T
0
SX (t)SY (t)dt = 0 s SX (t)SZ (t)dt = 0. Therefore, the system is a two-dimensional system and it is
required to have two matched filters at the receiver side for maximum likelihood detection. The transmitter
and the receiver
√ structures are shown in Figure 5. Also, the matched filter response for SX (t) which is hX (t)
√=
SX (Ts − t)/ Es is shown. Similarly, the matched filter for SY (t) which is given by hY (t) = SY (Ts − t)/ Es
is also depicted.
Decision Block
Ts
FX(Ts)
n(t) hX(t) if (FX(Ts)>|FY(Ts)|)
Bit Decide SX(t)
DeMux
hX(t) hY(t)
t t
TS TS TS
2
Figure 5: Transmitter and receiver structures with the propoer matched filter responses for problem 4
To obtain the decision criteria, let aX (Ts ) be the signal component at the point FX (Ts ) and let aY (Ts ) be
the signal component at the point FY (Ts ). We need now to evaluate aX (Ts ) and aY (Ts ) for the three cases
of transmitting SX (t) or SY (t) or SZ (t).
(a) Assume that SX (t) has been transmitted, then aX (Ts ) and aY (Ts )
SX (t)
can be given by (18) and
SX (t)
(19), respectively.
∫∞ ∫∞
SX (τ ) √
aX (Ts ) = SX (τ ) hX (Ts − τ )dτ = SX (τ ) √ dτ = Es (18)
SX (t) Es
−∞ −∞
∫∞ ∫∞
SY (τ )
aY (Ts ) = SX (τ ) hY (Ts − τ )dτ = SX (τ ) √ dτ = 0 (19)
SX (t) Es
−∞ −∞
(b) Assume that SY (t) has been transmitted, then aX (Ts )S (t) and aY (Ts )S (t) can be given by (20) and
Y Y
(21), respectively.
∫∞ ∫∞
SX (τ )
aX (Ts ) = SY (τ ) hX (Ts − τ )dτ = SY (τ ) √ dτ = 0 (20)
SY (t) Es
−∞ −∞
∫∞ ∫∞
SY (τ ) √
aY (Ts ) = SY (τ ) hY (Ts − τ )dτ = SY (τ ) √ dτ = Es (21)
SY (t) Es
−∞ −∞
(c) Assume that SZ (t) has been transmitted, then aX (Ts )S (t) and aY (Ts )S (t) can be given by (22) and
Z Z
(23), respectively.
∫∞ ∫∞
SX (τ )
aX (Tb ) = SZ (τ ) hX (Ts − τ )dτ = SZ (τ ) √ dτ = 0 (22)
SZ (t) Es
−∞ −∞
∫∞ ∫∞
SY (τ ) √
aY (Tb ) = SZ (τ ) hY (Ts − τ )dτ = SZ (τ ) √ dτ = − Es (23)
SZ (t) Es
−∞ −∞
(d) We can summarize the results as in Table 3 in order to obtain the decision criteria.
2. Suppose that SX (t) has been transmitted. Similar to problem 3, the distance between the symbol SX (t)
and the threshold will be d = [SX (t) ∗ hN (t)]t=Ts where hN (t) is the normalized ∫ ∞ version of the filter
h(t) = hX (t) − hY (t) which is given by (24). The distance is then evaluated as d = −∞ SX (τ )hN (Ts − τ ) dt =
∫ Ts √ √ √
(−A)(− 2A/ Es ) dt = Es /2. Therefore, the probability of error given that SX (t) has been trans-
Ts /2
√ √
mitted will be 2Q(d/ N0 /2) = 2Q( Es /N0 ) where 2 accounts for either the error with SY (t) or SZ (t).
{ √ √
− 2A/ Es 0 ≤ t < Ts /2
hN (t) = (24)
0 Otherwise
Suppose
√ that SY (t) has been transmitted. (1) The receiver can decide
√ SX (t) by mistake with a probability of
Q( Es /N0 ) since the distance between SX (t) and SY (t) is always 2Es as obtained ∫∞above. (2) The threshold
√
between SX (t) and SY (t) is zero. The distance between SY (t) to this threshold is −∞ SY (t)hY (t) dt = Es .
√
Therefore, the receiver can decide SZ (t) by mistake with a probability of Q( 2Es /N0 ). It can be shown that
SZ (t) has the same scenarios as SY (t).
The average symbol error rate is then obtained as given by (25) where all symbols are assumed to be equally
likely.
P {decideY orZ|X} + P {decideXorZ|Y } + P {decideXorY |Z}
SER =
√ 3
[ ] [ √ √ ] [ √ √ ]
2Q( Es /N0 ) + Q( Es /N0 ) + Q( 2Es /N0 ) + Q( Es /N0 ) + Q( 2Es /N0 )
=
3
(√ ) (√ ) (√ 2 ) (√ 2 )
4 Es 2 2Es 4 A Ts 2 2A Ts
= Q + Q = Q + Q (25)
3 N0 3 N0 3 N0 3 N0
3. For encoding each symbol by two bits, we have Es = 2Eb . Also, the error between SY (t) and SZ (t) is the
smallest one, we can assign two bits to be different from SY (t) to SZ (t). Table 4 shown the proper encoding
to have the lowest bit error rate. In this case, the bit error rate is given by (26).
(√ ) (√ ) (√ ) (√ )
1 4 Es 2 2 2Es 2 2Eb 2 4Eb
BER = × Q + × Q = Q + Q (26)
2 3 N0 2 3 N0 3 N0 3 N0
4. Figure 6 shows the BER for both the binary antipodal system and the presented system on the same figure.
It is clear that the proposed system is better than the antipodal system from the bit error rate point of view
as long as the Eb /No is the same.
−1
10
Antipodal system
Proposed system
−2
10
−3
10
BER
−4
10
−5
10
−6
10
1 2 3 4 5 6 7 8 9 10
Eb/No in dB
Figure 6: The BER for the binary antipodal system and the system presented in problem 4