Mobile Communications: Week 4-5: Statistical Multipath Channel Models

ECE432
Mobile Communications
Week 4-5: Statistical Multipath Channel Models
2023. 04. 04.
Prof. Wonjae Shin

Department of ECE
Ajou University
Mobile Communication Systems 1

Review of Last Lecture
§ Path Loss (includes average shadowing)
– Signal’s power decreases with distance
§ Shadowing (due to obstructions)
– Attenuation caused by obstacles
§ Multipath Fading
– Multipath arise due to reflection, diffraction, and scattering
Slow
Fast
Pt Pr/Pt
Pr v Very slow
d=vt
d=vt
“Path loss” +Mobile
”Shadowing” + “Multipath”2
Communication Systems
§ Shadowing: Log-normal random variable based
on CLT applied to many attenuating objects
§ Combined Path Loss and Shadowing
Pr æd ö
( dB ) = 10 log10 K - 10g log10 çç ÷÷ - y dB , y dB ~ N ( µy , s y2 )
Pt è d0 ø
KdB
𝜇!!" = 0 when average shadowing incorporated into 𝐾 and 𝛾, else 𝜇! >0
!"
§ Outage probability:
§ For log-normal shadowing model 𝔼[Pr(𝑑)]

K (dB)
sy2
§ Fit model to data Pr(dB) dB
-10g
§ Path loss (𝐾, 𝛾), dr known: log(d)
log(dr)
– “Best fit” line through dB data:
– 1D (g) or 2D (g, 𝐾) minimization of the MSE
– For 1D, K obtained from free-space or at dr.
– Captures mean due to shadowing
§ Shadowing variance
– Variance of data relative to path loss model (straight
line) with MMSE estimate for g

Curve Fitting - Example
§ MATLAB Curve Fitting § https://mycurvefit.com/

6
MULTIPATH MODEL
Mobile Communication Systems

Review: Equivalent Baseband Models
Transmitted Received
signal 𝑠 𝑡 Channel signal 𝑟 𝑡
Transmitter Receiver
𝑐(𝑡)
Baseband signal
𝑠̃ 𝑡 = 𝑠! 𝑡 + 𝑗𝑠"(𝑡) Bandpass signal
§ Transmitted signal 𝑠 𝑡 = Re 𝑠̃ 𝑡 𝑒 !"#$!%

= 𝑠" 𝑡 cos 2𝜋𝑓# 𝑡 − 𝑠$ 𝑡 sin(2𝜋𝑓% 𝑡) = 𝑎 𝑡 cos(2𝜋𝑓% 𝑡 + 𝜃(𝑡))
&! '
where 𝑎 𝑡 = 𝑠!" 𝑡 + 𝑠#" 𝑡 and 𝜃 𝑡 = tan$%
&" '
/
– 𝑆 𝑓 =ℱ 𝑠 𝑡 = [𝑆? ∗ −𝑓 − 𝑓% + 𝑆? 𝑓 − 𝑓% ] 𝑓! : Carrier frequency
0
ℱ: Fourier transform
– 𝑆? 𝑓 = ℱ 𝑠̃ 𝑡

Review: Equivalent Baseband Models
Transmitted Received
signal 𝑠 𝑡 Channel signal 𝑟 𝑡
Transmitter Receiver
𝑐(𝑡)
Baseband signal Baseband received signal
𝑠̃ 𝑡 = 𝑠! 𝑡 + 𝑗𝑠"(𝑡) 𝑟̃ 𝑡 = 𝑟! 𝑡 + 𝑗𝑟"(𝑡)
§ Received signal
– Bandpass: 𝑟 𝑡 = 𝑠 𝑡 ⋆ 𝑐 𝑡 = 𝑟$ 𝑡 cos 2𝜋𝑓% 𝑡 − 𝑟& (𝑡) sin(2𝜋𝑓' 𝑡)
(
– Baseband: 𝑟2 𝑡 = 𝑠̃ 𝑡 ⋆ 𝑐̃ 𝑡 = 𝑟$ 𝑡 + 𝑗𝑟& 𝑡
)
– 𝑐 𝑡 = Re{𝑐̃ 𝑡 𝑒 *)+,! - }, 𝑟 𝑡 = Re 𝑟2 𝑡 𝑒 *)+,! -
⋆: Convolution
Equivalent model
"
𝑠 𝑡 𝑐 𝑡 𝑟 𝑡 𝑠̃ 𝑡 𝑐̃ 𝑡 𝑟̃ 𝑡
#

Multipath Channel
1§ Multipath fading
– Constructive and destructive of different multipath components
introduced by a channel
2§ Time-varying channel impulse response

Multipath Channel
1§ Multipath fading
– Constructive and destructive of different multipath components
introduced by a channel
2§ Time-varying channel impulse response
– If a single pulse is transmitted over a multipath channel, the
received signal appears as a pulse train
– Time-varying nature due to moving

Statistical Multipath Model
§ Random # of multipath components
§ Random components change with time
– Complex baseband signal 𝑠̃ 𝑡
– Amplitude 𝛼# (𝑡)
– Angle of arrival 𝜃# 𝑡
%
– Doppler shift 𝑓$" 𝑡 = − cos 𝜃# (𝑡)
&
Reflection
– Phase shift 𝜙'" 𝑡 = ∫( 𝑓'" 𝑡 𝑑𝑡 Diffraction
Scattering
– Path delay 𝜏# 𝑡 = 𝑥# (𝑡)/𝑐, 𝑥# (𝑡): path length
§ Received signal is sum of LOS path & multipath components
𝑟 𝑡 = Re ∑9 : ;/
678 𝛼6 𝑡 𝑠(𝑡
̃ − 𝜏 6 𝑡 ) 𝑒 <(0>?# :;@$ : A B%$ : )
Path loss, shadowing Delay Doppler

Time-varying Impulse Response
§ Doppler frequency 𝑓=
– Change in wave frequency
𝑑
when receiver moves
– Received frequency is 𝑓% + 𝑓D ∆𝑑 = 𝑣∆𝑡 cos 𝜃
E
𝜃
𝑓D = − F cos 𝜃 , 𝜆 = 𝑐/𝑓% 1 2
𝑣
𝑓& : carrier frequency
§ Mobility causes differences in channel over time
At 𝑡/ At 𝑡0 (𝛼$& , 𝜙$& , 𝜏$& )
(𝛼% , 𝜙% , 𝜏% )
(𝛼$ , 𝜙$ , 𝜏$ )
(𝛼#& , 𝜙#& , 𝜏#& )
(𝛼# , 𝜙# , 𝜏# )

§ Received signal in multipath
1 ( 23
𝑟 𝑡 = Re ∑#/0 𝛼# 𝑡 𝑠̃ 𝑡 − 𝜏# 𝑡 𝑒 4(567# (28" ( 9:$" ( )
= Re 𝑒 4567# ( ∑1 ( 23
#/0 𝑠̃ 𝑡 − 𝜏# 𝑡 𝛼# (𝑡)𝑒 4:" (() , 𝜙# 𝑡 = −2𝜋𝑓; 𝜏# 𝑡 + 𝜙'" 𝑡
1 ( 23 <
= Re 𝑒 4567# ( ∑#/0 ∫2< 𝛿 𝜏 − 𝜏# 𝑡 𝑠̃ 𝑡 − 𝜏 𝑑𝜏 𝛼# 𝑡 𝑒 4:" (
9<
= Re 𝑒 4567# ( ∫2< 𝑐 𝜏, 𝑡 𝑠̃ 𝑡 − 𝜏 𝑑𝜏
Time-varying
𝑐 𝜏, 𝑡 = ∑$ % &'
!"# 𝛿 𝜏 − 𝜏! 𝑡 𝛼! 𝑡 𝑒 (). % convolution
Multipath is modeled by time-varying channel impulse response

$ % &'
𝑐 𝜏, 𝑡 = ∑!"# 𝛿 𝜏 − 𝜏! 𝑡 𝛼! 𝑡 𝑒 ()* %
At 𝑡/ 𝑐(𝜏, 𝑡/) (𝛼! , 𝜙! , 𝜏! )

(𝛼% , 𝜙% , 𝜏% )
(𝛼" , 𝜙" , 𝜏" )
(𝛼$ , 𝜙$ , 𝜏$ ) (𝛼# , 𝜙# , 𝜏# )
(𝛼# , 𝜙# , 𝜏# )
Channel at 𝑡( 𝜏8 𝜏/ 𝜏0 𝜏
At 𝑡0 𝑐(𝜏, 𝑡0)
(𝛼$& , 𝜙$& , 𝜏$& ) (𝛼!$ , 𝜙!$ , 𝜏!$ )
(𝛼"$ , 𝜙"$ , 𝜏"$ )
(𝛼#& , 𝜙#& , 𝜏#& )
Channel at 𝑡)
𝜏8G 𝜏/G 𝜏

§ Time-varying Impulse Response
– Amplitude depends on 𝑐(𝜏, 𝑡/)
antenna pattern, environment (𝛼 , 𝜙 , 𝜏 ) ! ! !
– Delays depend on (𝛼 , 𝜙 , 𝜏 ) " " "

(𝛼 , 𝜙 , 𝜏 )
environment → delay spread # # #
(e.g., 100 ns)

𝜏8 𝜏/ 𝜏0 𝜏
– Varies over time due to
mobility of Tx/Rx, changes in 𝑐(𝜏, 𝑡0)
environment → coherent time (𝛼 , 𝜙 , 𝜏 ) $ $ $
! ! !
(e.g., 10 ms) (𝛼 , 𝜙 , 𝜏 ) $
"
$
"
$
"
– Overall, three effects: path-

loss, shadowing, and 𝜏8G 𝜏/G 𝜏
multipath
Received Signal Characteristics
𝑟 𝑡 = Re 𝑒 !"#$! % ∑K % LM
HIJ 𝑠̃ 𝑡 − 𝜏 H 𝑡 𝛼H (𝑡)𝑒 !N" (%)
§ Received signal consists of multipath components

– Amplitude 𝛼# (𝑡) and phase 𝜙# 𝑡 = −2𝜋𝑓; 𝜏# 𝑡 + 𝜙'" 𝑡
§ Amplitude 𝛼H (𝑡) changes slowly

– Determined by path loss and shadowing
§ Phase 𝜙H 𝑡 changes rapidly
– A small change in delay 𝜏# 𝑡 can lead to a large phase change
𝛼# (𝑡) Δ𝑡 Im
𝜙# 𝑡
Δ𝑡
𝑡 Re

Two Different Channel Models
§ Designing symbol duration 𝑇H (≈ 1/𝐵H , 𝐵H : bandwidth)
Modulator Channel
𝑠̃ 𝑡 𝑐 𝜏, 𝑡 𝑟 𝑡
at 𝑓;
§ Delay spread 𝑇D = max | 𝜏6 − 𝜏8|

6
– Difference between time of arrival (TOA) of the earliest multipath
component and TOA of the last multipath components
𝑇' ≪ 𝑇= 𝑇* 𝑇' ≫ 𝑇=
𝑇*
𝑡 𝑡
𝑇+ 𝑇+
Narrowband model Wideband model

Reflector cluster
Nonresolvable components:
Multipath components are summed
together to create a single resolvable
multipath component
Narrowband
model
Resolvable components:
Their delay difference significantly Wideband model
exceeds the inverse signal bandwidth

TEST
Delay
spread
§ Channel: Physics
Fixed time Fixed delay
Delay spread [s] Channel
Coherence time [s]
𝑐 𝜏, 𝑡
(inverse=coherent BW [Hz]) (inverse=Doppler spread [Hz])
§ Communication over a channel: Engineering,

choose a system bandwidth 𝐵 (𝐵 = 1/𝑇S )
Narrowband YES NO Wideband
𝑇 ≫ delay spread
(frequency-flat) ≈ 𝑐 𝑡 (frequency-selective)
Channel
𝑐 𝜏, 𝑡
Same physical channel
Slow fading YES NO

𝑇 ≪ coherence time Fast fading
21
NARROWBAND
MODEL

Narrowband Model
§ Assume delay spread 𝑇= = max |𝜏H − 𝜏J | ≪ 𝐵TLM
H
→ 𝑠(𝑡
̃ − 𝜏H ) ≈ 𝑠(𝑡)
̃
§ Since delay results in minimal signal distortion in
time, channel under this model is nondispersive
§ With approximation, received signal given by
𝑟 𝑡 = Re 𝑒 !"#$# % ∑K % LM
HIJ 𝛼H 𝑡 𝑒 !N" %
𝑠(𝑡)
̃
Multipath only affects complex scale factor
LoS and multipath components are typically nonresolvable

CLT Approximation
§ Characterize scale factor by assuming 𝑠̃ 𝑡 = 𝑒 <B&
– Transmitted signal 𝑠 𝑡 = Re 𝑠̃ 𝑡 𝑒 *)+,! - = cos(2𝜋𝑓' 𝑡 + 𝜙/ )
1 ( 23
𝑟 𝑡 ≅ Re ∑#/0 𝛼# 𝑡 𝑒 4:, (
𝑒 4567!( = 𝑟! (𝑡)cos(2𝜋𝑓; 𝑡) − 𝑟" (𝑡)sin(2𝜋𝑓; 𝑡)
§ In phase and quadrature signal components

2 - 3( 2 - 3(
𝑟$ 𝑡 = ∑01/ 𝛼0 𝑡 cos 𝜙0 𝑡 , 𝑟& 𝑡 = ∑01/ 𝛼0 𝑡 sin 𝜙0 𝑡 ,
where 𝜙# 𝑡 = −2𝜋𝑓; 𝜏# 𝑡 + 𝜙'" 𝑡 + 𝜙0
§ Assuming 𝛼0 (𝑡) and 𝜙0 (𝑡) are identically independent distribution (i.i.d.)

and 𝑁 𝑡 is large
§ Central limit theorem invoked to sums of i.i.d. random variable
𝑟" 𝑡 and 𝑟$ 𝑡 are jointly Gaussian random process

Auto and Cross Correlation
§ Assume 𝛼0 𝑡 , 𝜏0 𝑡 , 𝑓4, 𝑡 are changing slowly enough to be
considered constant
§ 𝜙0 𝑡 = −2𝜋𝑓' 𝜏0 (𝑡) + 2𝜋𝑓4, (𝑡) + 𝜙/ changes rapidly
→ Assume 𝜙0 𝑡 is uniformly distributed on [−𝜋, 𝜋]
§ Mean of in-phase/quadrature signal is zero
– 𝔼 𝑟$ 𝑡 = 𝔼 ∑0 𝛼0 cos 𝜙0 𝑡 = ∑0 𝔼 𝛼0 ]𝔼[cos 𝜙0 𝑡 = 0
– 𝔼 𝑟& 𝑡 =0
§ Cross correlation of in-phase/quadrature signal is
)+89-
– 𝐴5- , 5. Δ𝑡 = 0.5 ∑0 𝔼[𝛼0) ] 𝔼7, [sin( cos 𝜃0 )]
:
– 𝐴5- , 5. 0 = 𝔼 𝑟$ 𝑡 𝑟& 𝑡 =0
→ 𝑟$ 𝑡 and 𝑟& 𝑡 are uncorrelated and independent

Auto and Cross Correlation
§ Autocorrelation of in-phase/quadrature signal is
0>EL:
– 𝐴J' Δ𝑡 = 𝐴J( Δ𝑡 = 0.5 ∑6 𝔼[𝛼60] 𝔼K$ [cos( F
cos 𝜃6 )]
– Autocorrelation depends only on ∆𝑡 not 𝑡
–𝑟" 𝑡 and 𝑟$ 𝑡 are wide-sense stationary (WSS) random
processes
§ Autocorrelation of received signal is
– 𝐴J Δ𝑡 = 𝐴J' Δ𝑡 cos(2𝜋𝑓% Δ𝑡) − 𝐴J' , J( Δ𝑡 sin(2𝜋𝑓% Δ𝑡)
– 𝐴J is only a function of the time difference Δ𝑡
– The received signal 𝑟 𝑡 is WSS random process

Autocorrelation and PSD
§ Uniform scattering (No dominant LOS)
– Multipath comes uniformly with power 2𝑃; /𝑁
∆𝜃
§ Autocorrelation of 𝑟" 𝑡 , 𝑟$ 𝑡
– Time to decorrelate: 0.4/max 𝑓4 𝑣
– Time to stay coherent: 0.04/max 𝑓4
§ Power spectral density (PSD) of 𝑟" 𝑡 , 𝑟$ 𝑡
– Mobility causes spectral broadening
𝐴0" (∆𝑡) 𝑆>& (𝑓)
𝑃/
0.4/max 𝑓* max 𝑓' = 𝑣/𝜆
∆𝑡 𝑓
−max 𝑓% 0 max 𝑓%

Signal Envelope Distribution
§ Narrowband received signal
𝑟 𝑡 = 𝑟" 𝑡 cos 2𝜋𝑓% 𝑡 − 𝑟$ 𝑡 sin 2𝜋𝑓% 𝑡
§ 𝑟" (𝑡) and 𝑟$(𝑡) are zero mean Gaussian random variables
for 𝜙6 𝑡 uniformly distributed on [−𝜋, 𝜋]
§ Assume a variance of 𝜎 0 is 0.5 ∑6 𝔼[𝛼60] for both in-phase
and quadrature components
§ Envelope 𝑧 𝑡 = 𝑟$) (𝑡) + 𝑟D) (𝑡) is Rayleigh distributed

"[ [C [ [C
𝑝Z 𝑧 = \ exp[− \ ] = C exp[− C ], 𝑧≥0
]B ]B ^ "^
where 𝑃\? = 2𝜎 5 is power of 𝑧 𝑡
/ [)
§ Power 𝑧 𝑡 0 = 𝑟"0 𝑡 + 𝑟X0 𝑡 : 𝑝Y) 𝑥 = 0Z)
exp − )
0Z
– exponentially distributed with mean 2𝜎 5
§ If there is a dominant LOS component in the channel
→ The assumption of a random uniform phase no longer
holds
→ 𝑟" (𝑡) and 𝑟$(𝑡) are not zero mean random variables
§ The received signal equals the superposition of a complex
Gaussian component and a higher-power LOS component
§ The signal envelope has Rician distribution
\ \ ) A]) \]
𝑝Y 𝑧 = exp − ℐ8( ) ), 𝑧≥0
Z) 0Z) Z
– 2𝜎 5 = ∑#,#@0 Ε[𝛼#5 ] is average power in non-LOS multipath
components
– 𝑠 5 = 𝛼05 is the power in the LOS component
– ℐ0 (⋅) is the modified Bessel function of zeroth-order
])
§ Rician distribution with a fading parameter 𝐾 = 0Z)
–𝐾 is the ratio of the power in the LOS component (= 𝑠 ) ) to
the power in other (non-LOS) multipath components (= 2𝜎 ) )
0\(Â/) Â/ \ ) ^(Â/)

𝑝Y 𝑧 = `_*
exp −𝐾 − `_*
ℐ8(2𝑧 `_*
), 𝑧≥0
No fading
Rayleigh (only a LOS When 𝑃! = 5
distribution component)
Severe fading Mild fading Rayleigh
Less severe fading ∞
0 𝐾
SC
§ Rician distribution with a fading parameter 𝐾 =
"^C
– Average received power:
h "
@
𝑃g = ∫J 𝑧 𝑝Z 𝑧 𝑑𝑧 = 𝑠 " + 2𝜎 "
LoS component Non-LOS
power component power
• 𝐾 = 0: Rayleigh fading
• 𝐾 = ∞: No fading
• smaller 𝐾, severer fading

§ Nakagami distribution
– More general fading distribution for the received signal envelope
– Parameters can be adjusted to fit a variety of empirical
measurements
"i & [ '&() i[ '
𝑝Z 𝑧 = \ & exp − \ , 𝑚 ≥ 0.5
j i ]* ]*
Γ ⋅ : Gamma function
𝑃ia : Average received power
Rayleigh
distribution No fading
Severe fading Mild fading
Less severe fading ∞
1

32
WIDEBAND MODEL

Wideband Model
§ Assume delay spread 𝑇= = max |𝜏H − 𝜏J | ≫ 𝐵TLM
H
– Each of the different multipath components can be
resolved
– The approximation 𝑠(𝑡
̃ − 𝜏6 ) ≈ 𝑠(𝑡)
̃ is no longer valid
– Multipath delay spread should be considered
§ Use 𝑐(𝜏, 𝑡) for characterizing channel
𝑐 𝜏, 𝑡 = ∑$ % &'
!"# 𝛿 𝜏 − 𝜏! 𝑡 𝛼 ! 𝑡 𝑒 (). %
– 𝑐 𝜏, 𝑡 is random → characterize it statistically
Δ𝜏( Δ𝜏) Δ𝜏0 ≫ 𝐵E3(

𝑡
Wideband Model
ISI
Wideband fading causes Inter-symbol Interference (ISI)

Flat & Frequency Selective Fading
Frequency
flat fading
Frequency
selective fading

§ MATLAB Code (Exercise)
– The maximum delay is set to be less than 1 ms and
the coherence bandwidth comes out to be 1.3MHz


Wideband Model
§ Key assumptions on 𝑐 𝜏, 𝑡
– Zero-mean complex Gaussian process
– Phase of each multipath component is uniformly distributed
– WSS: Autocorrelation is independence of 𝑡
– Uncorrelated scattering: Channel response with 𝜏3 is uncorrelated
with response associated with 𝜏5
§ Autocorrelation function
– Characteristics of wideband channel are derived from 𝐴& 𝜏; Δ𝑡
𝑐 𝜏, 𝑡 Same
𝐴# 𝜏/, 𝜏0; 𝑡, 𝑡 + Δ𝑡 Δ𝑡
Δ𝑡 correlation
= 𝔼 𝑐 ∗ 𝜏/, 𝑡 𝑐 𝜏0, 𝑡 + Δ𝑡
𝑡 𝜏
= 𝐴# 𝜏; Δ𝑡
Uncorrelated

Coherence Bandwidth
§ Power delay profile 𝐴m 𝜏 ≜ 𝐴m 𝜏; 0 = 𝔼 𝑐 ∗ 𝜏3 , 𝑡 𝑐 𝜏5 , 𝑡
– Average power associated with a given multipath delay
§ Delay spread
– the delay associated with a given multipath component is weighted
by its relative power
– Average delay 𝜇 F1 Relative power
e
∫8 𝜏 𝐴# 𝜏 𝜏
𝜇 d% = e
∫8 𝐴# 𝜏 𝑑𝜏
– rms delay spread 𝜎F1
e 0
∫8 𝜏 − 𝜇 d% 𝐴# 𝜏 𝜏
𝜎d% = e
∫8 𝐴# 𝜏 𝑑𝜏
Coherence Bandwidth
§ Delay spread of the channel is roughly by the
time delay 𝑇 where 𝐴m 𝜏 ≈ 0 for 𝜏 ≥ 𝑇
M
– 𝑇S ≪ rms delay spread 𝜎o& (𝑇S < 𝜎o& )
MJ
The system experiences significant ISI
M
– 𝑇S ≫ rms delay spread 𝜎o& ( 𝑇 > 𝜎o& )
MJ S
ISI can be negligible in the system

Coherence Bandwidth
+
,
Define 𝐴* Δ𝑓; Δ𝑡 = ∫&+ 𝐴, 𝜏; Δ𝑡 𝑒 &(-./01 𝑑𝜏
§ 𝐴Wp Δ𝑓 ≜ 𝐴Wp Δ𝑓; 0 : describes autocorrelation of time-
varying multipath channel in frequency domain (coherence)
§ Coherence bandwidth 𝐵q ≈ 1/𝜎o+
– Frequency 𝐵; where 𝐴sB Δ𝑓 ≈ 0 for all Δ𝑓 > 𝐵;
– Multipath components separated by Δ𝑓0 are independent if
𝐴sB Δ𝑓0 ≈ 0
Narrowband signal s Wideband signal
𝐴B Δ𝑓 (frequency selective)
𝐴g3 Δ𝑓; Δ𝑡 (flat fading)
𝐵' ≪ 𝐵! 𝐵' ≫ 𝐵!
Δ𝑓
Δ𝑡 Δ𝑓
𝐵2
Coherence Time
+
,
Define 𝐴* Δ𝑓; Δ𝑡 = ∫&+ 𝐴, 𝜏; Δ𝑡 𝑒 &(-./01 𝑑𝜏
§ Coherence time 𝑇*
– Time variation of the channel which arise from transmitter or
receiver motion cause a Doppler shift
– 𝐴sB Δ𝑡 ≜ 𝐴sB Δ𝑓 = 0; Δ𝑡 → how impulse response decorrelated over time
– 𝐴sB Δ𝑡 = 0 → uncorrelated and independent
– 𝑇; : Range of Δ𝑡 values over which 𝐴sB Δ𝑡 is approximately nonzero
§ Doppler spread 𝐵+ ≈ 1/𝑇*

5
– Doppler power spectrum: 𝑆B 𝜌 = ℱC( 𝐴sB Δ𝑡 = ∫45 𝐴6 Δ𝑡 𝑒 47#89:; 𝑑Δ𝑡
→ It gives PSD of the received signal as a function of Doppler 𝜌
– 𝐵': Maximum 𝜌 value for which 𝑆B 𝜌 is greater than zero

Coherence Time
§ Relationship b/w coherence time and Doppler spread
– By Fourier transform relationship between 𝐴VJ Δ𝑡 and 𝑆J 𝜌
If 𝐴-p Δ𝑡 ≈ 0 for Δ𝑡 > 𝑇m then 𝑆p 𝜌 ≈ 0 for 𝜌 > 1/𝑇m
𝐵= ≈ 1/𝑇q
Doppler spread Coherence Time;𝟏
𝐴g3 Δ𝑓; Δ𝑡 𝐴sB Δ𝑡 𝑆B 𝜌
Δ𝑓 ℱ
Δ𝑡 𝜌
Δ𝑡 𝑇; 𝐵'
Coherence Time
§ If the transmitter and reflector are stationary and the
receiver is moving with velocity 𝑣
E
– 𝐵m ≤ = 𝑓m : Maximum Doppler shift
F
– Remind: in the narrow fading model the signal
decorrelates over the time of 0.4/𝑓m
– In general, 𝐵m ≈ 𝑘/𝑇# where 𝑘 depends on shape of 𝑆n 𝜌
§ In summary,
𝐵0 ≈ 1/𝜎1Y and 𝑇0 ≈ 1/𝐵2

Four Extreme Fading Cases
Flat fading Slow fading

𝑇E ≫ delay spread 𝑇' 𝑇E ≪ coherence time 𝑇;
𝑡 𝑐 𝜏, 𝑡
𝜏 𝑡 𝜏
𝑡 𝜏
Frequency
selective fading
Fast fading
𝑇D < delay spread 𝑇' 𝑇E ≈ coherence time 𝑇;
𝑡 𝜏
𝑡 𝜏

Fourier Transform Relationship
Power delay Delay
𝐴& 𝜏
Coherence profile spread
bandwidth Δ𝑡 → 0
ℱ
ℱ8
𝐴# 𝜏; Δ𝑡 Autocorrelation function
ℱC(
𝐴sB Δ𝑓 Δ𝑡 → 0
23
ℱC7 ℱF23
Scattering
𝐴? n Δ𝑓; Δ𝑡 𝑆# 𝜏; 𝜌 function
Δ𝑓 → 0 ℱC( ℱ8
𝐴sB Δ𝑡 𝜌
23
ℱF23 ℱC7
𝑆n Δ𝑓; 𝜌 𝜏
Coherence
ℱ Δ𝑓 → 0
time Doppler power Doppler
𝑆B 𝜌
spectrum spread

Typical Delay and Doppler Spreads

48
EXAMPLES

Example 1
§ Signal Bandwidth = 10 KHz
§ Power delay profile
𝑆p (𝜏)
−5 dB
−10 dB
𝜏 (𝜇𝑠)
2 4
Q. Is the channel frequency-flat or frequency-selective?

Example 1
§ Given power delay profile {𝑆, 𝜏 }
§ Compute the root mean square (RMS) delay:
𝜎@ = 𝜏 0 − 𝜏̅ 0
< <
∫0 𝑆G 𝜏 𝜏𝑑𝜏 ∫0 𝑆G 𝜏 𝜏 5 𝑑𝜏
where 𝜏̅ = < and 𝜏 5 = <
∫0 𝑆G 𝜏 𝑑𝜏 ∫0 𝑆G 𝜏 𝑑𝜏
'
§ Coherence BW: 𝐵- ≈ .K
∑𝑆< 𝜏 = 0.316 + 0.1 = 0.416

𝜏̅ = 2.48×10;z s
∑𝜏𝑆< 𝜏 = 0.316×2 + 0.1×4 = 1.032 µs
# #
∑𝜏 𝑆< 𝜏 = 0.316×2 + 0.1×4 # 𝜏 0 = 6.88 ×10;/0 s
= 2.864×104"# s

Example 1
§ Signal Bandwidth = 10 KHz
§ Power delay profile
𝑆p (𝜏)
𝜏̅ = 2.48×10;z s
−5 dB 𝜏 0 = 6.88 ×10;/0 s
𝜎@ = 0.854 𝜇𝑠
−10 dB
𝐵# = 1171 KHz
𝜏 (𝜇𝑠)
2 4
Q. Is the channel frequency-flat or frequency-selective?

Example 2
§ Consider a wireless communication with 𝑓# = 2.4 GHz
and the bandwidth of 𝑊 = 2 MHz . The power delay
profile is given as follow:
𝑆p (𝜏)
0 dB
−2 dB
−6 dB
𝜏 (𝜇𝑠)
1 26 51
§ Assume the system provides service to vehicle-to-
vehicle communication at the speed of 𝑣 = 120 km/h.
Q. frequency-flat vs. frequency-selective and slow vs. fast?

Example 2
§ Time-Selective?
– Compute the Doppler shift (120km/h = 33.33m/s)
𝑣𝑓# 33.33 ×2.4×10|

𝑓p = = } = 266.67Hz
𝑐 3×10
– Since 𝑓p = 266.67Hz ≪ 2MHz, system is slow fading

(Equivalently, coherence time ≫ symbol period)
Although the moving speed is too fast,

the channel experiences slow fading
due to the use of wide bandwidth!

Example 2
§ Frequency-Selective?
– Compute RMS delay:
5
∫= 𝑆< 𝜏 𝑑𝜏 = 1 + 0.631 + 0.251 = 1.882
5
∫= 𝜏𝑆< 𝜏 𝑑𝜏 = 1𝜏" + 0.631𝜏# + 0.251𝜏> = 3.0207 × 104?
5
∫= 𝜏 # 𝑆< 𝜏 𝑑𝜏 = 1𝜏"# + 0.631𝜏## + 0.251𝜏># = 1.08 × 104@
∫ BC' B DB
𝜏̅ = = 1.605×104? s
∫ C' B DB
𝜎@ = 𝜏 0 − 𝜏̅ 0 = 17.79×10;z s
∫ B(C' B DB
𝜏# = = 5.74×104"= s
∫ C' B DB
/
– Coherence Bandwidth: 𝐵# = Z.
= 56.21 KHz ≪ 𝑊 = 2MHz
Slow and Frequency-selective channel

Summary
Coherence BW becomes a smaller than signal BW
“multipath”
Slow fading Slow fading

Frequency-flat fading Frequency-selective fading
Coherence
Time
Becomes a Pt Pr
smaller v
than symbol
duration d=vt
“mobility” Fast fading Fast fading
Frequency-flat fading Frequency-selective fading

56
DISCRETE-TIME
BASEBAND MODEL

Frequency Flat/Slow Fading Channels
§ Channel input/output model at time domain
𝑦 𝑛 = ℎ×𝑠 𝑛 + 𝑧[𝑛]
Constant channel Additive Gaussian noise
– The simplest channel model
– The receiver must estimate the channel ℎ and
apply detection to the received signal
𝑦' 𝑛 = ℎ;< 𝑦 𝑛 = 𝑠 𝑛 + ℎ;< 𝑧[𝑛]

Frequency Flat/Fast Fading Channels
𝑦 𝑛 = ℎ[𝑛]×𝑠 𝑛 + 𝑧[𝑛]
Time-varying channel Additive Gaussian noise
– The receiver must estimate the channel ℎ[𝑛] and
apply detection to the received signal
– The main difference with slow fading is a
channel tracking via Wiener or Kalman filters
𝑦' 𝑛 = ℎ[𝑛];< 𝑦 𝑛 = 𝑠 𝑛 + ℎ[𝑛];< 𝑧[𝑛]

Frequency Selective/Slow Fading Channels
$
∑
𝑦 𝑛 = ℓ"# ℎ[ℓ]×𝑠 𝑛 − ℓ + 𝑧[𝑛]
Multipath channel (i.e., LTI system)
– Most practical scenario in current/future wireless
communications due to the use of wideband
– OFDM modulation (used in 4G LTE and 5G NR)
• Breaking down (wideband)
frequency selective channel
into several flat channels
(will be covered)
Frequency Selective/Fast Fading Channels
$
∑
𝑦 𝑛 = ℓ"# ℎ[𝑛, ℓ]×𝑠 𝑛 − ℓ + 𝑧[𝑛]
Multipath and time-varying channel
– Most Complicated Scenario!
– So far, this is the least common operating
scenario in practical wireless systems
– This channel might be happened in V2V and NTN
communications if a communication is performed
over narrow bandwidth
Vehicle-to-Vehicle Communication (V2V)

Non-Terrestrial Networks (NTN)
[TR 38.821: Solutions for NR to support Non-Terrestrial Networks]

Non-Terrestrial Networks (NTN)
Geostationary Orbit (GEO) Low Earth Orbit (LEO)
Height 36,000 km 200 – 3,000 km

Time in LOS 24 hr 15 min
Summary: Baseband Channel Models
§ Frequency Flat/Slow Fading Channels
𝑦 𝑛 = ℎ𝑠 𝑛 + 𝑧 𝑛
§ Frequency Flat/Fast Fading Channels
𝑦 𝑛 = ℎ[𝑛]𝑠 𝑛 + 𝑧[𝑛]
§ Frequency Selective/Slow Fading Channels
𝑦 𝑛 = ∑‚•IJ ℎ 𝑙 𝑠[𝑛 − 𝑙] + 𝑧 𝑛
§ Frequency Selective/Fast Fading Channels
𝑦 𝑛 = ∑‚•IJ ℎ 𝑛, 𝑙 𝑠 𝑛 − 𝑙 + 𝑧[𝑛]

Concluding Remarks
§ Large-Scaling Fading (Pathloss + Shadowing)
– Overcome via a higher transmission power
§ Small-Scaling Fading (Multipath + Doppler)

– Overcome or exploit a small-scaling fading via
new transmission/reception techniques

Homework #3
§ Write the “Summary and Review”
§ Problem Sets (Exercise Problems in Ch. 3)
– 2, 4, 11, 15
§ Due date: Apr. 20 (Thursday)

– 중간고사 시작 전 제출

Appendix

Appendix: Dopper Effects
§ Stationary Sound Source vs. Moving Sound Source

§ Source Moving at the Speed of Sound (Even Faster)

§ Doppler shift: Change in wave frequency when
receiver moves
/ F/ / F0
∆𝑡H = ? = #
∆𝑡• = =
# ?0 #
∆𝑡E : Period of wave at source 𝜆E : Wavelength at source 𝑓H: Observed frequency
∆𝑡H: Period of wave as observed 𝜆I : Observed wavelength 𝑣: Moving velocity
𝑡 G# ∆M 8∆-E 'LE 7
∆𝑡L = ∆𝑡E + = ∆𝑡E +
∆𝑡 H % %
8 'LE 7 3(
𝑑
𝑡 G" = 1− ∆𝑡E
%
∆-F :! ,E 8 'LE 7
∆𝑑 = 𝑣∆𝑡 cos 𝜃 → = = =1−
∆-E :E ,! %
8 'LE 7
𝜃 → 𝑓L = 𝑓' 1 − = 𝑓' + 𝑓4
𝑣 %
1 2
E %•H K
𝑡I" ∆𝑡I 𝑡=# 𝑓D = −
F
Appendix: Time-varying Impulse Response
§ Transmitted signal, multipath channel
– 𝑠 𝑡 = Re 𝑠̃ 𝑡 𝑒 4567# ( , 𝑠̃ 𝑡 : baseband complex signal
1 ( 23
– 𝑐 𝜏, 𝑡 = ∑#/0 𝛿 𝜏 − 𝜏# 𝑡 𝛼# 𝑡 𝑒 4:" (
§ Received signal in multipath

– 𝑟 𝑡 = Re 𝑒 7#8J); ∑M ; 4"
KL= 𝑠̃ 𝑡 − 𝜏 K 𝑡 𝛼K 𝑡 𝑒 7N* ; , 𝜙K 𝑡 = −2𝜋𝑓2 𝜏K 𝑡 + 𝜙** 𝑡
M ; 4" 5
= Re 𝑒 7#8J); ∑KL= ∫45 𝛿 𝜏 − 𝜏K 𝑡 𝑠̃ 𝑡 − 𝜏 𝑑𝜏 𝛼K 𝑡 𝑒 7N* ;
5
= Re 𝑒 7#8J); ∑M ; 4"
KL= ∫45 𝛿 𝜏 − 𝜏K 𝑡 𝛼K 𝑡 𝑒 7N* ; 𝑠̃ 𝑡 − 𝜏 𝑑𝜏
5 M ; 4"
= Re 𝑒 7#8J); ∫45 ∑KL= 𝛿 𝜏 − 𝜏K 𝑡 𝛼K 𝑡 𝑒 7N* ;
𝑠̃ 𝑡 − 𝜏 𝑑𝜏
5
= Re 𝑒 7#8J); ∫45 𝑐(𝜏, 𝑡) 𝑠̃ 𝑡 − 𝜏 𝑑𝜏

Appendix: Auto and Cross Correlation
§ Use the independence of 𝛼6 and 𝜙6 𝑡 , the independence of
𝜙6 𝑡 and 𝜙< 𝑡 (𝑖 ≠ 𝑗), and the uniform distribution of 𝜙6 𝑡
– 𝜙K 𝑡 = 2𝜋𝑓2 𝜏K − 2𝜋𝑓** 𝑡 − 𝜙=
O
– 𝑓** = cos 𝜃K
6
§ Autocorrelation of in-phase/quadrature signal

– 𝐴>& 𝑡, 𝑡 + Δ𝑡 = 𝔼 𝑟! 𝑡 𝑟! 𝑡 + Δ𝑡 = 𝔼 ∑# 𝛼# cos 𝜙# 𝑡 ∑4 𝛼# cos 𝜙4 𝑡 + Δ𝑡
= ∑# ∑4 𝔼[𝛼# 𝛼4 ] 𝔼 cos 𝜙# 𝑡 cos 𝜙4 𝑡 + Δ𝑡
= ∑# 𝔼 𝛼#5 𝔼[ cos 𝜙# 𝑡 cos 𝜙4 𝑡 + Δ𝑡 ]
3 3
= ∑# 𝔼 𝛼#5 𝔼[ cos(4𝜋𝑓; 𝜏# − 4𝜋𝑓'" 𝑡 − 2𝜋𝑓'" Δ𝑡 − 2𝜙0 ) + cos 2𝜋𝑓'" Δ𝑡 ]
5 5
56%C(
= 0.5 ∑# 𝔼[𝛼#5 ] 𝔼J" [cos( cos 𝜃# )] = 𝐴>& Δ𝑡
K
56%C(
– Using a similar derivation: 𝐴>( Δ𝑡 = 0.5 ∑# 𝔼[𝛼#5 ] 𝔼J" [cos cos 𝜃# ]
K

§ Autocorrelation of received signal
– 𝑟 𝑡 = 𝑟P 𝑡 cos 2𝜋𝑓2 𝑡 − 𝑟Q 𝑡 sin 2𝜋𝑓2 𝑡
– 𝐴0 𝑡, 𝑡 + Δ𝑡 = 𝔼 𝑟 𝑡 𝑟 𝑡 + Δ𝑡
= 𝔼Ž 𝑟P 𝑡 cos 2𝜋𝑓2 𝑡 − 𝑟Q 𝑡 sin 2𝜋𝑓2 𝑡 •𝑟P 𝑡 + Δ𝑡 cos 2𝜋𝑓2 𝑡 + Δ𝑡 − 𝑟Q (𝑡 +
Δ𝑡) sin 2𝜋𝑓2 𝑡 + Δ𝑡 ‘•
= 𝔼Ž𝑟P 𝑡 𝑟P 𝑡 + Δ𝑡 cos 2𝜋𝑓2 𝑡 cos 2𝜋𝑓2 𝑡 + Δ𝑡 − 𝑟Q 𝑡 𝑟P (𝑡
+ Δ𝑡) sin 2𝜋𝑓2 𝑡 cos 2𝜋𝑓2 𝑡 + Δ𝑡 − 𝑟P 𝑡 𝑟Q 𝑡 + Δ𝑡 cos 2𝜋𝑓2 𝑡 sin 2𝜋𝑓2 𝑡 + Δ𝑡
+ 𝑟Q 𝑡 𝑟Q 𝑡 + Δ𝑡 sin 2𝜋𝑓2 𝑡 sin 2𝜋𝑓2 𝑡 + Δ𝑡 •
= 𝐴0" Δ𝑡 cos 2𝜋𝑓2 𝑡 cos 2𝜋𝑓2 𝑡 + Δ𝑡 + 𝐴0! Δ𝑡 sin 2𝜋𝑓2 𝑡 sin 2𝜋𝑓2 𝑡 + Δ𝑡 −
𝐴0!, 0" Δ𝑡 sin 2𝜋𝑓2 𝑡 cos 2𝜋𝑓2 𝑡 + Δ𝑡 − 𝐴0", 0! Δ𝑡 cos 2𝜋𝑓2 𝑡 sin 2𝜋𝑓2 𝑡 + Δ𝑡
𝐴0 Δ𝑡 = 𝐴0" Δ𝑡 cos(2𝜋𝑓2 Δ𝑡) − 𝐴0", 0! Δ𝑡 sin 2𝜋𝑓2 Δ𝑡
– 𝐴0 is only a function of the time difference Δ𝑡

§ Use the independence of 𝛼# and 𝜙# 𝑡 , the independence of 𝜙# 𝑡 and
𝜙4 𝑡 (𝑖 ≠ 𝑗), and the uniform distribution of 𝜙# 𝑡
– 𝜙K 𝑡 = 2𝜋𝑓2 𝜏K − 2𝜋𝑓** 𝑡 − 𝜙=
O
– 𝑓** = 6 cos 𝜃K
§ Cross correlation of in-phase/quadrature signal
– 𝐴0", 0! 𝑡, 𝑡 + Δ𝑡 = 𝔼 𝑟P 𝑡 𝑟Q 𝑡 + Δ𝑡 = 𝔼 ∑K 𝛼K cos 𝜙K 𝑡 ∑7 𝛼K sin 𝜙7 𝑡 + Δ𝑡
= ∑K ∑7 𝔼[𝛼K 𝛼7 ] Ε[cos 𝜙K 𝑡 sin 𝜙7 𝑡 + Δ𝑡 ] = ∑K 𝔼 𝛼K# Ε[ cos 𝜙K 𝑡 sin 𝜙7 (𝑡 +
Δ𝑡)]
" "
= ∑K 𝔼 𝛼K# 𝔼[ sin(4𝜋𝑓2 𝜏K − 4𝜋𝑓** 𝑡 − 2𝜋𝑓** Δ𝑡 − 2𝜙= ) + sin 2𝜋𝑓** Δ𝑡 ]
# #
= 0.5 ∑K 𝔼 𝛼K# 𝔼 sin 2𝜋𝑓** Δ𝑡
#8O:;
= 0.5 ∑K 𝔼 𝛼K# 𝔼R* [sin cos 𝜃K ] = 𝐴0", 0! Δ𝑡
S
– Using a similar derivation
#8O:;
𝐴0!, 0" 𝑡, 𝑡 + Δ𝑡 = −0.5 ∑K 𝔼 𝛼K# 𝔼R* [sin S
cos 𝜃K ] = 𝐴0!, 0" (Δ𝑡)

Statistical Averages
§ Joint Moment
¥ ¥
E[ X Y ] = ò
j k
ò x j y k f X ,Y ( x, y )dxdy
-¥ -¥
§ Correlation (Special case of 𝑖 = 𝑘 = 1)

¥ ¥
E[ XY ] = ò ò xyf X ,Y ( x, y )dxdy
-¥ -¥
§ Covariance (Correlation of centered R.V)

cov[XY ] = E[( X - µ X )(Y - µY )] = E[ XY ] - µ X µY
§ Correlation Coefficient
cov[ XY ]
r=
s Xs Y
Statistical Averages
§ X and Y are uncorrelated iff cov[ XY ] = 0
§ X and Y are orthogonal iff E[ XY ] = 0
§ X and Y are independent if f X ,Y ( x, y ) = f X ( x) fY ( y )
Uncorrelated X Independent
Only when 𝜇) = 𝜇* = 0
Orthogonal

Chapter 5 – PART II
Random Processes
https://www.probabilitycourse.com

Definition of Random Variable

Definition of Random Process
§ Random process is a collection of time
functions, or signals, corresponding to various
outcomes of a random experiments.
Deterministic function (called Sample
function) of R.P. for a fixed sample point 𝒔𝒋
R.V. for a fixed time 𝒕𝒌

Definition of Random Process
§ A time-varying function that assigns outcome of
a random experiment to each time instant: 𝑋(𝑡)
§ If one scans all possible outcomes of the
underlying random experiment, we shall get an
ensemble of signals.
§ Random Process can be continuous or
discrete
§ Real random process also called stochastic
process
– Example: Noise, interference, and source of
information such as voice.

Random Process: Example

Interpretation of Random Process
X (t , s) : random process
X (t0 , s) : random variable
X (t , s0 ) : deterministic function of time (sample function)

- ensemble: set of all possible sample functions
X (t0 , s0 ) : constant
§ Random Variable maps events à a real number (constant)

§ Random Process maps events à 𝑓 𝑡 (deterministic function)

Examples of Random Process
X (t , s) = s cos(2p t )
Y (t , s) = cos (2p t + s)

Examples of Random Process
1 𝑓 𝑡 = 𝑡 with prob. 1
2 𝑓 𝑡 = 𝑡, ∀𝑡 with prob. ½
𝑓 𝑡 = −𝑡, ∀𝑡 with prob. ½
𝑡, with prob. ½
3 For each t, 𝑓 𝑡 = c
−𝑡, with prob. ½

Specification of Random Process
To know the joint pdf
for all 𝑘 and all choices of

Step 1) For the fixed 𝑡/, find the pdf
•– [1 ,:1
𝐹 𝑥/, 𝑡/ = 𝑃 𝑥 𝑡/ ≤ 𝑥/ → 𝑓 𝑥/, 𝑡/ =
•[1
Step 2) Observe the same member function at another time
𝐹 𝑥/, 𝑡/; 𝑥0, 𝑡0 = 𝑃 𝑥 𝑡/ ≤ 𝑥/ and 𝑥 𝑡0 ≤ 𝑥0
•– [1 ,:1 ;[) ,:)
→ 𝑓 𝑥/, 𝑡/; 𝑥0, 𝑡0 =
•[1 •[)
…
Step 𝑘)
Partial Description of Random Process
Mean of X (t )
¥
µ X (t ) = E[ X (t )] = ò xf X (t ) ( x)dx
-¥
Autocorrelation of X (t )
RX (t1, t2 ) = E[ X (t1 ) X (t2 )]
¥ ¥
=ò ò x x f X ( t1 ), X (t2 ) ( x1 , x2 )dx1dx2
-¥ -¥ 1 2
Autocovariance of X (t )
C X (t1 , t2 ) = E[( X (t1 ) - µ X (t1 ))( X (t2 ) - µ X (t2 ))]
= E[ X (t1 ) X (t2 )] - µ X (t1 ) µ X (t2 )

Stationary Random Process
§ Stationarity refers to time invariance of some, or
all, of the statistics of a random process, such as
mean, autocorrelation, 𝑛-th-order distribution
§ We define two types of stationarity: strict sense
(SSS) and wide sense (WSS)
X (t ) is said to be strictly stationary or strict-

sense stationary (SSS) if
f X (t1 +t ),! ⋯ , xk ) = f X ( t ),⋯
⋯ , X ( t k +t ) ( x1 , ! ( x1 ,!
⋯ , xk )
1 !, X ( t k )
for all t , k and all choices of t1 ,!

⋯ , tk

Stationary Random Processes
𝑓‡ %) ˆ‰ ,⋯,‡ %. ˆ‰ 𝑥M , ⋯ , 𝑥Š = 𝑓‡ %) ,⋯,‡ %. (𝑥M , ⋯ , 𝑥Š )
§ Stationary to first order (k =1)
f X (t ) ( x) = f X (t +t ) ( x) = f X ( x) for all t,t .
µ X (t ) = E[ X (t )] = µ X for all t First-Order Moment
Derived
feature
§ Stationary to second order (k =2)
f X (t1 ), X (t2 ) ( x1 , x2 ) = f X ( 0 ), X (t2 -t1 ) ( x1 , x2 ) for all t1,t 2
RX (t1 , t 2 ) = RX (t 2 - t1 ) for all t1,t 2 Second-Order
Derived
features C X (t1 , t 2 ) = C X (t 2 - t1 ) for all t1,t 2 Moments
Stationary Random Process
X (t ) is said to be wide-sense stationary (WSS) if
(1) µ X (t ) = µ X for all t
(2) RX (t1, t 2 ) = RX (t 2 - t1 ) for all t1 and t 2
or C X (t1, t 2 ) = C X (t 2 - t1 ) for all t1 and t 2
strict-sense wide-sense
stationary X stationary
Except when 𝑥(𝑡) is
Gaussian process

Properties of Autocorrelation Function
For a WSS X (t ),
RX (t ) = E[ X (t + t ) X (t )] for all t
(1) mean - square value (power) RX (0)

RX (0) = E[ X 2 (t )]
(2) RX (-t ) = RX (t )
(3) RX (t ) £ RX (0)

Properties of Autocorrelation Function
RX (t ) = E[ X (t + t ) X (t )]
: interdependence of two r.v.’s obtained by observing
a random process at time 𝝉 seconds apart

Example of WSS Random Process
§ Sinusoidal signal with random phase
X (t ) = A cos(2p f c t + Q) with Q uniform over [-p , p ]
p dq
µ X (t ) = E[ X (t )] = ò A cos(2p f ct + q ) = 0 = µX
-p 2p
RX (t + t , t ) = E[ X (t + t ) X (t )]
p dq
=ò A cos(2p f c (t + t ) + q ) cos(2p f ct + q )
2
-p 2p
A2 p dq
=
2 òp
-
[cos(2p f c (2t + t ) + 2q ) + cos(2p f ct )]
2p
A2
= cos(2p f ct ) = RX (t ) \ WSS
2

Cross-Correlation Function
Cross - correlation functions of X (t ) and Y (t )
RXY (t1 , t2 ) = E[ X (t1 )Y (t2 )]
RYX (t1 , t2 ) = E[Y (t1 ) X (t2 )]
Cross - correlation matrix of X (t ) and Y (t )

é RX (t1 , t 2 ) RXY (t1 , t 2 )ù
R(t1 , t 2 ) = ê ú
R (t
ë YX 1 2 , t ) R (t
Y 1 2, t ) û
é RX (t ) RXY (t )ù
R(t ) = ê ú ¬ Jointly WSS
ë RYX (t ) RY (t ) û
/
Property : RXY (t ) = RYX (-t ), 𝑅˜™ 𝜏 ≤ 0 [𝑅˜ 0 + 𝑅™ (0)]
Cross-Correlation Function
§ Example : Quadrature-Modulated Processes
X 1 (t ) = X (t ) cos(2p f ct + Q) , Θ~unif −𝜋, 𝜋&,indep.
X (t ) :WSS of Q
independent of 𝑋 𝑡
X 2 (t ) = X (t ) sin( 2p f ct + Q)
RX1 X 2 (t + t , t ) = E[ X 1 (t + t ) X 2 (t )]
= E[ X (t + t ) X (t ) cos(2p f c (t + t ) + Q) sin(2p f ct + Q)]
1
= RX (t ) E[sin(4p f ct + 2p f ct + 2Q) - sin( 2p f ct )]
2
1
= - RX (t ) sin 2p f ct = RX1 X 2 (t )
2
RX1 X 2 (0) = E[ X 1 (t ) X 2 (t )] = 0
® X 1 (t ) and X 2 (t ) are orthogonal at time t
Ergodicity
§ How can we estimate µ X (t ) or RX (t + t , t ) ?
– Approach 1 : Using ensemble average : not practical
1 n
µ̂ X (t ) = å X (t , s j )
n j =1
n
1
Rˆ X (t + t , t ) = å X (t + t , s j ) X (t , s j )
n j =1
– Approach 2 : Using time average
1 T
X (t ) T
=
2T ò
-T
X (t )dt
1 T
X (t + t ) X (t ) T
=
2T ò -T
X (t + t ) X (t )dt

Ergodicity
§ Ergodicity :
All time averages and corresponding statistical
(or ensemble) averages are interchangeable
§ Ergodicity vs. Stationarity
X
Stationary Ergodic

Ergodicity
§ Ergodic in the mean
lim X (t ) T
= µX
T ®¥
§ Ergodic in the autocorrelation

lim X (t + t ) X (t ) T
= RX (t )
T ®¥
§ In may real-life applications such as

communications, ergodicity is satisfied

Example: Stationary & Ergodicity
§ Sample Records
Stationary and Ergodic Process
Stationary but Non-Ergodic Process

Random Process and LTI System
¥
X (t ) h (t ) Y (t ) = ò h(t ) X (t - t )dt
-¥
WSS X (t ) WSS Y (t )
µY (t ) = E[Y (t )]
¥
= E[ ò h(t ) X (t - t )dt ]
-¥
¥
= ò h(t )E[ X (t - t )]dt
-¥
¥
= ò h(t ) µ X (t - t )dt
-¥
¥
= µ X ò h(t )dt = µ X H (0) = µY
-¥

Random Process and LTI System
¥
X (t ) h (t ) Y (t ) = ò h(t ) X (t - t )dt
-¥
RY (t1 , t2 ) = E[Y (t1 )Y (t2 )]

¥ ¥
= E[ ò h(t 1 ) X (t1 - t 1 ) dt 1 ò h(t 2 ) X (t2 - t 2 ) dt 2 ]
-¥ -¥
¥ ¥
= ò h(t 1 ) ò h(t 2 )E[ X (t1 - t 1 ) X (t2 - t 2 )]dt 1dt 2
-¥ -¥
¥ ¥
= ò h(t 1 ) ò h(t 2 ) RX (t1 - t 1 , t2 - t 2 )dt 1dt 2
-¥ -¥
¥ ¥
=ò ò h(t 1 )h(t 2 ) RX (t1 - t 2 - t 1 + t 2 )dt 1dt 2
-¥ -¥
= RY (t1 - t 2 ) \ WSS
Power Spectral Density: Deterministic signal
§ Warming-Up : Energy and Power of a Signal
– Energy
¥ ¥
E x = ò x (t )d t = ò
2 2 2
-¥ -¥
X( f ) d f Þ Ex ( f ) = X ( f )
Energy Spectral Density
– Power
1 T
Px = lim
T ®¥ 2T ò-T
x 2 (t )d t (If 𝑥(𝑡) is periodic, then drop limit)
æ t ö ì x(t ) t £T
Let xT (t ) = x(t ) rectç ÷ = í
è 2T ø î0 otherwise
1 ¥ 1 ¥
ò-¥ x (t )d t = Tlim ò
2
Px = lim 2
T XT ( f ) d f
T ®¥ 2T ®¥ 2T -¥

Power Spectral Density: Deterministic signal
1 ¥ ¥ æ 1 2ö
ò X T ( f ) d f = ò ç lim
2
Px = lim X T ( f ) ÷d f
T ®¥ 2T - ¥ T ®¥ 2T
-¥
è ø
1 2
S x ( f ) = lim XT ( f ) Power Spectral Density (PSD)
T ®¥ 2T
¥
Px = ò S x ( f )d f
-¥

Power Spectral Density
Deterministic signal
For a WSS X (t ), 1 2
cf. S x ( f ) = lim XT ( f )
T ®¥ 2T
ì X (t ) t £T
X T (t ) = í
î0 otherwise
T
® F [ X T (t )] = ò-T X (t ) exp((−𝑗2𝜋𝑓𝑡)𝑑𝑡
- j 2p f )dt
Partial Fourier
Transform
1
F [ X T (t )]
2
Periodogram :
2T
1
E[ F [ X T (t )] ]
2
Power spectral density : S X ( f ) = lim
T ®¥ 2T

1
E[ F [ X T (t )] ]
2
S X ( f ) = lim 𝔼
T ®¥ 2T
§ Einstein-Wiener-Khintchine Relation
¥
S X ( f ) = ò RX (t ) exp(- j 2p ft )dt
-¥
!"#
¥
RX (t ) = ò S X ( f ) exp( j 2p ft )df
-¥
[1] A. Einstein, ”Method for the determination of the statistical values of observations
concerning quantities subject to irregular fluctuations,’’ Arch. Sci. Phys. et Natur., 37,
ser. 4, 254-56 (1914).
[2] N. Wiener, “Generalized harmonic analysis,” Acta Math., 55, 117-258 (1930).
[3] A. Khintchine, “Correlation theory of stationary stochastic processes,” Math. Ann., 109,
604-15 (1934).

§ Property 1: Mean-Square Value (Power)
¥
E[ X (t )] = RX (0) = ò S X ( f )df
2 æç cf . S (0) = ¥ R (t )dt ö÷
è X ò-¥ X ø
-¥
§ Property 2: Nonnegativity
SX ( f ) ³ 0
§ Property 3: Symmetry
S X (- f ) = S X ( f )
§ Property 4: Filtered Random Process (to be proved)
2
SY ( f ) = H ( f ) S X ( f )
§ Example : Random sinusoid
X (t ) = A cos(2p f ct + Q)
A2
® RX (t ) = E[ X (t + t ) X (t )] = cos(2p f ct )
2
A2
® SX ( f ) = [d ( f - f c ) + d ( f + f c )]
4

Narrowband Noise : Envelope and Phase
§ Envelope and Phase Components
N (t ) = N I (t ) cos( 2pf c t + Q) - N Q (t ) sin( 2pf c t + Q)
= R(t ) cos(2pf ct + Y(t ) + Q)
where R(t ) = N I2 (t ) + N Q2 (t )
R NQ
-1
N Q (t )
Y (t ) = tan Y
N I (t ) NI
N I , N Q : independent Gaussian random variables

1 nI2 + nQ2
f N I , N Q (nI , nQ ) = exp(- ) ® f R ,Y (r ,y ) = ?
2ps 2
2s 2

P[nI < N I £ nI + dn I , nQ < N Q £ nQ + dnQ ]
= f N I , NQ (nI , nQ )dnI dnQ
1 nI2 + nQ2
= exp(- )dn I dnQ
2ps 2
2s 2
nI = r cosy
dn I dnQ = r dr dy
nQ = r sin y
r r2
= exp(- 2 )dr dy
2ps 2
2s
r r2
f R ,Y (r ,y ) = exp(- )
2ps 2
2s 2

r r2
f R ,Y (r ,y ) = exp(- )
2ps 2
2s 2
ì 1
¥ ï , 0 £ y £ 2p
f Y (y ) = ò f R ,Y (r ,y )dr = í 2p
0
ï
î 0, elsewhere
ì r r2
ï
f R ,Y (r ,y )dy = ís 2 exp(- 2s 2 ), 0£r
2p
f R (r ) = ò
0
ï
î 0, elsewhere
ì v2
R ï
V= ® fV (v) = s f R (s v) fV (v) = ív exp(- 2 ), 0£v
s ï
î0, elsewhere

§ Rayleigh Distribution (Normalized Form)
ì v2
ï
fV (v) = ív exp(- 2 ), 0£v
ï
î0, elsewhere

Mobile Communications: Week 4-5: Statistical Multipath Channel Models

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ECE432

Prof. Wonjae Shin

Mobile Communication Systems 1

Mobile Communication Systems 3

Mobile Communication Systems 4

Mobile Communication Systems 5

Mobile Communication Systems

§ Transmitted signal 𝑠 𝑡 = Re 𝑠̃ 𝑡 𝑒 !"#$!%

Mobile Communication Systems 7

Mobile Communication Systems 8

Mobile Communication Systems 9

Mobile Communication Systems 10

Path loss, shadowing Delay Doppler

Mobile Communication Systems 12

Multipath is modeled by time-varying channel impulse response

Mobile Communication Systems 13

At 𝑡/ 𝑐(𝜏, 𝑡/) (𝛼! , 𝜙! , 𝜏! )

Mobile Communication Systems 14

– Delays depend on (𝛼 , 𝜙 , 𝜏 ) " " "

(e.g., 100 ns)

– Overall, three effects: path-

§ Received signal consists of multipath components

§ Amplitude 𝛼H (𝑡) changes slowly

Mobile Communication Systems 16

§ Delay spread 𝑇D = max | 𝜏6 − 𝜏8|

Mobile Communication Systems 17

Mobile Communication Systems 18

§ Communication over a channel: Engineering,

Slow fading YES NO

Mobile Communication Systems

Multipath only affects complex scale factor

LoS and multipath components are typically nonresolvable

Mobile Communication Systems 22

§ In phase and quadrature signal components

§ Assuming 𝛼0 (𝑡) and 𝜙0 (𝑡) are identically independent distribution (i.i.d.)

𝑟" 𝑡 and 𝑟$ 𝑡 are jointly Gaussian random process

Mobile Communication Systems 23

Mobile Communication Systems 24

Mobile Communication Systems 25

𝐴0" (∆𝑡) 𝑆>& (𝑓)

Mobile Communication Systems 26

§ Envelope 𝑧 𝑡 = 𝑟$) (𝑡) + 𝑟D) (𝑡) is Rayleigh distributed

0\(Â/) Â/ \ ) ^(Â/)

Mobile Communication Systems 30

Mobile Communication Systems 31

Mobile Communication Systems

– 𝑐 𝜏, 𝑡 is random → characterize it statistically

Δ𝜏( Δ𝜏) Δ𝜏0 ≫ 𝐵E3(

Wideband fading causes Inter-symbol Interference (ISI)

Mobile Communication Systems 35

Mobile Communication Systems 36

Mobile Communication Systems 37

Mobile Communication Systems 38

The system experiences significant ISI

ISI can be negligible in the system

Mobile Communication Systems 40

§ Doppler spread 𝐵+ ≈ 1/𝑇*

Mobile Communication Systems 42

If 𝐴-p Δ𝑡 ≈ 0 for Δ𝑡 > 𝑇m then 𝑆p 𝜌 ≈ 0 for 𝜌 > 1/𝑇m

𝐴g3 Δ𝑓; Δ𝑡 𝐴sB Δ𝑡 𝑆B 𝜌

𝐵0 ≈ 1/𝜎1Y and 𝑇0 ≈ 1/𝐵2

Mobile Communication Systems 44

Flat fading Slow fading