Digital Communication

Chapter 2
Modulation and Demodulation
Schemes
Part II
Outline
• Introduction
• Memoryless Signaling
• Signaling with Memory
• Power Spectrum of Digitally Modulated Signals
• Optimum Receivers for AWGN Channels

ECEG 6402 Digital Communication 2

2.5 Optimum Receivers for AWGN Channels
• communication channels introduce a variety of impairments
that contribute to detection errors. These impairments include :
– noise, attenuation, distortion, fading, and interference.

• In this section the effect of noise on the reliability of the

modulation systems will be discussed
– the design and performance characteristics of optimum receivers for
the various modulation methods when the channel corrupts the
transmitted signal by the addition of white Gaussian noise.

ECEG 6402 Digital Communication 3

 2.5.1 Statistical Decision Theory
• Demodulation and decoding of signals in digital communications
is directly related to Statistical Decision Theory.
– In particular, hypotheses testing

• Given a finite set of possible hypotheses and noisy observations,

– In digital Communications:
– hypotheses are the possible messages and
– Observations are the output of a channel.

• we want to make the best possible decision (according to some

performance criterion) about which hypothesis is true.
– For digital communication, we want to minimize error probability.

ECEG 6402 Digital Communication 4

Binary Hypothesis Testing
• Consider a radar detection problem, the two hypotheses
being a target is present or no target is present.
– The system sends a pulse
s(t )  cos(ct ) in the interval 0 ≤ t ≤ T
– The problem is to decide, based on a single observation of
r(t) = s(t) + n(t)
whether or not the signal is present.
– The null hypothesis (H0) the event that no signal is present,
H0 : r(t) = n(t) 0≤t≤T
– the alternative hypothesis (H1) the event that the signal is present.
H1 : r (t )  Vr sin((c  c )(t   )   r )  n(t ),   t  t 

ECEG 6402 Digital Communication 5

Maximum A Posteriori probability (MAP) Criterion
• Based on the single observation, denoted y = r(t0), we must
choose between these hypotheses.
• A criterion for making the decision must be selected
– One reasonable criterion is to choose that hypothesis which is most
likely to have occurred based on our single observation. Or
– Given a sample value y, which hypothesis is most probably true?
– The decision rule is to choose H0 if
or P( H 0 y )
P ( H 0 y )  P ( H1 y ) 1
P( H1 y )
– and choose H1 otherwise.
• This is called the maximum a posteriori probability criterion .
ECEG 6402 Digital Communication 6
• In terms of probability density functions
fY H 0 ( y H 0 ) P( H 0 ) fY H1 ( y H1 )[1  P( H 0 )]
P( H 0 y )  and P( H1 y ) 
fY ( y ) fY ( y )

• the decision rule will be

f Y H 0 ( y H 0 ) P( H 0 )
– Choose H0 if  1 or H1 otherwise.
fY H1 ( y H1 )[1  P( H 0 )]
– Equivalently (for choosing H1)
fY H1 ( y H1 ) P( H 0 ) called likelihood ratio.

f Y H 0 ( y H 0 ) 1  P( H 0 )
– A test based on this ratio is called likelihood ratio test.

ECEG 6402 Digital Communication 7

Maximum Likelihood (ML) Criterion
• If both hypothesis are equaly likely or the a priori probabilities
are equal, the decision rule will be
f Y H1 ( y H 1 )
1 for choosing H1
fY H 0 ( y H 0 )

• More generally
H1
f Y H1 ( y H 1 ) 
1
fY H 0 ( y H 0 ) 
H0

ECEG 6402 Digital Communication 8

• Consider a gaussian distributed noise with zero mean and unit
variance:
1  y2
H 0 : y (t )  n(t ) so f y H0 ( y H 0 )  e 2

2
– Assuming that 1V signal is transmitted
1  y 12
H1 : y(t )  1  n(t ) hence f y H1 ( y H 1 )  e 2

2
• The likelihood ratio then will be (for choosing H1)

e ( y 1)
2
2
f ( y H1 ) P( H 0 )
  e y 1 2 
f ( y H0 ) e  y2 2
1  P( H 0 )

ECEG 6402 Digital Communication 9

  P( H 0 ) 
• Defining a log-likelihood ratio y  1 2  ln 
 1  P( H 0 ) 

ECEG 6402 Digital Communication 10

Error Probabilities

1 - Represented by region 1
P( D1 H 0 )   f ( y H 0 )dy   e  y2 2
dy
R1 2  and termed as False Alarm.


1
P( D0 H1 )   f ( y H1 )dy   e  y2 2
dy -Represented by region 2
R0 2  termed missed detection

• The average probability of error then will be

Pe  P( D1 H 0 ) P( H 0 )  P( D0 H1 )[1  P( H 0 )]

D0 denotes “decide H0” and

D1 denotes “decide H1”
ECEG 6402 Digital Communication 11
Minimum Probability of Error Criterion
• In digital communication systems, it is usual to minimize the
average error probability
– No cost is associated with a correct decision ( C11  C00  0 )
– It costs equally in making an error of each type ( C01  C10  1 )
– so, the average cost will be
C  P( D1 H 0 ) P( H 0 )  P( D0 H1 ) P( H1 )
– Hence, the average cost is the same as the average probability of error.
• In terms of likelihood ratio, the decision rule will be
f y H1 ( y H1 ) P( H 0 )
 Choose H1
f y H 0 ( y H 0 ) P( H1 )

ECEG 6402 Digital Communication 12

Other Decision rules
• Both MAP and Bayes' decision rules require the a priori
probabilities P(H0) and P(H1) as well as relative costs.
• In many applications, these quantities may not be available or
are difficult to determine.
– In such cases, other decision rules are used that do not require P(H0),
P(H1), and costs.

• Two rules that are quite commonly used in these situations are
the minmax rule and the Neyman-Pearson rule.

ECEG 6402 Digital Communication 13

• The minmax rule is used when the costs are given, but the a priori
probabilities are not known.
– This decision rule minimizes the expected cost corresponding to the
value of P(H1) for which the average cost is maximum.

• The Neyman-Pearson rule is used when neither a priori probabilities

nor cost assignments are given.
– This rule is derived by keeping the probability of false alarm, P(D1|H0),
below some specified value and minimizing the probability of a miss
P(D0|H1).

• Both of these decision rules also lead to the form

H1
f y H1 ( y H 1 ) 
( y)   Where γ is the decision threshold
f y H0 ( y H 0 ) 
H0

ECEG 6402 Digital Communication 14

2.5.2 Waveform and Vector AWGN Channels
• The additive white Gaussian noise (AWGN) channel model is channel
as the name implies which adds a white Gaussian noise process to the
transmitted signal.

• The AWGN channel model seems very limiting, and simple but
– Noise is the major type of corruption introduced by many channels.
Therefore isolating it from other channel impairments and studying its
effect results in better understanding of its effect on all communication
systems.
– And is a good model for studying deep space communication channel

ECEG 6402 Digital Communication 15

• By using an orthonormal basis { j (t ), 1  j  N} , each signal
sm(t) can be represented by a vector sm ∈ RN .
• Any orthonormal basis can be used for expansion of a zero-
mean white Gaussian process, and the resulting coefficients of
expansion will be
– iid zero-mean Gaussian random variables with variance N0/2.

• So the channel can be seen as either

r (t )  sm (t )  n(t ) Waveform channel

r  sm  n Vector channel

ECEG 6402 Digital Communication 16

A simple representation of Waveform and Vector Channels

ECEG 6402 Digital Communication 17

Optimal Detection for a General Vector Channel
• The mathematical model for the AWGN vector channel is
given by
r  sm  n
– sm N-dimensional real vectors.
• The message m is chosen according to probabilities Pm from the set
of possible messages {1, 2, . . . , M}.

– nj , 1 ≤ j ≤ N, are iid, zero-mean, Gaussian random variables

distributed as.
N N
 1   N
n 2j 2 2  1  n2
f ( n)    e   e
j 1 N0
 N   N 
 0   0 

ECEG 6402 Digital Communication 18

• The optimal detection rule is the one that upon observing r decides
in favor of the message m that maximizes P(m|r). Or
mˆ  arg max P(m r )
1 m M

• In other words a detection rule which minimizes the probability of

detection error

M 
Pe   P( sm )   f (r sm )dr 
M

m 1
 m1 
 mm Rm 

ECEG 6402 Digital Communication 19

Optimal Detection for Binary Antipodal Signaling
• In a binary antipodal signaling scheme s1(t) = s(t) and s2(t) = −s(t)
with probabilities p and 1 − p, respectively.
• the vector representations of the two signals are just scalars with
s1 = Es  Eb and s2 =  Es   Eb
• the decision region R1 is given as
N0 1 N 1
R1  {r : r Eb  ln p  Eb  r Eb  0 ln(1  p )  Eb }
2 2 2 2
N0 (1  p )
 {r : r   ln }  {r : r  rth }
4 Eb p

• when the messages are equiprobable, rth = 0 and the decision rule
reduces to a minimum-distance rule.

ECEG 6402 Digital Communication 20

• Probability of error for this detector will be
Pe  p  f (r s  Eb )dr  (1  p )  f (r s   Eb )dr
R1 R2

 Eb  rth   Eb  rth 
 pQ    (1  p )Q 
 N 2   N 2 
 0   0 
• When p = ½
 2 Eb 
Pe  Q 

 N0 
• In general for equiprobable binary signaling (which regardless of the
shape of the signals)
 d2  

Pe  Q 12 
where d   ( s2 (t )  s1 (t ))2 dt
2
 2N 0  12
  
ECEG 6402 Digital Communication 21
Optimal Detection for Binary Orthogonal Signaling
• For binary orthogonal signals
s1  ( Eb ,0)
s2  (0, Eb )

• And d  2 Eb , so

 Eb 
Pe  Q 

 N0 

ECEG 6402 Digital Communication 22

Implementation of the Optimal Receiver for AWGN
Channels
• The Correlation Receiver

ECEG 6402 Digital Communication 23

The Matched Filter Receiver

ECEG 6402 Digital Communication 24

A Union Bound on the Probability of Error of ML Detection
• Generally, probability of error expression is
M 
Pe   P( sm )   f (r sm )dr 
M

m 1
 m1 
 mm Rm 

• ML detection is optimal when the messages are equiprobable so for

AWGN channel
M
1
Pe 
M
  f
m 1 1 m M Rm
n (r - sm )dr

m m

N  r - sm
1 M  1 
  
M m 1  N 0

  e
N0
dr
 1 m M Rm

m m

ECEG 6402 Digital Communication 25

• In genera,l the decision region for m in ML detection can be
expressed as
Rm  {r  R N : f (r sm )  f (r sk ), for all 1  k  M and k  m}
• Consider a decision region Rmm for m in a binary equiprobable
system with signals 𝑠𝑚 and 𝑠𝑚′ will
Rmm  { f (r sm )  f (r sk )}
• Here, obviously
Rm  Rmm
• Hence

 f (r s
Rm
m )dr   f (r s
Rmm
m )dr

ECEG 6402 Digital Communication 26

• Finally,
M M
1
Pe 
M
   f (r s
m 1 m 1 Rmm
m )dr
m m

• Is the union bound for general communication channel.

• For AWGN channel  d2  
 mm 
 f ( r s m ) dr  Q
 2N0 
Rmm  
1 M M  d2  
Pe 
M
  Q mm 
 
m 1 m 1  2 N 0 

m m

2
1  x2
• With Qx   e , the general union bound for AWGN channel will
2
be d m2 m
1 M 
Pe 
2M
 e
m 1 1 m M
4 N0

m m
ECEG 6402 Digital Communication 27
• A more loose and simpler bound can found as
• Defining dmin, the minimum distance of a constellation
d min  min sm  sm
1 m, m  M
m m

• Also since 𝑄(∙) is a decreasing function  d m2 m   2 

Q   Q d min 
• So  2N0   2N0 
   
 d2 
Pe  ( M  1)Q min 
 2N0 
 
2
d min
( M  1) 
Pe  e 4 N0 In simpler form
2
• A good constellation should be designed such that, within the power
and bandwidth constraints, it provides the maximum possible
minimum distance
ECEG 6402 Digital Communication 28
• The lower bound of probability of error for M-ary ML can also be
found as
1  d min 
Pe 
M
 Q
 2N 

1 m  M
m m : sm  sm d min  0 

N min  d min  Nmin is the number of the points in the

Pe  Q
M  2N 0 
constellation that are at the distance dmin from
at least one other point in the constellation.

ECEG 6402 Digital Communication 29

Probability of Error for Mary-ASK

   6 log 2 Ebavg 
M
1 
Pe  21  Q
 M   M  1 N 0 
2


ECEG 6402 Digital Communication 30

Probability of Error for Mary-PSK
BPSK
 2 Eb 
Pe  Q 

 N0 
QPSK
Pe  1  Pc  1  (1  Pb ) 2
 2 Eb   1  2 Eb 
Pe  2Q  1  Q
 


 N0   2  N 0 
Mary-PSK
    E 
Pe  2Q (2 log 2 ) sin  
M 2 b 
  M  N 
 0 
ECEG 6402 Digital Communication 31
 Probability of Error for Mary-QAM

 1   3 log 2M Ebavg 

Pe  41  Q
 M   M 1 N0 

    3 log 2M Ebavg 
 1  1  
1
Q
 
 M   M  1 N 0 


ECEG 6402 Digital Communication 32

Probability of Error for Orthogonal Signaling
2
∞ 2𝐸
𝑥−
1 𝑁0
𝑀−1 −−
𝑃𝑒 = 1 − 𝑃𝑐 = න 1 − (1 − 𝑄 𝑥 ) 𝑒 2 𝑑𝑥
2𝜋
−∞

• FSK is a special case of orthogonal

signaling with
𝑙
∆𝑓 = for positive integer l
2𝑇

ECEG 6402 Digital Communication 33

 Probability of Error for Bi-Orthogonal
Signaling
𝑀
−1
∞ 𝑣+ 2𝐸/𝑁0 2
1 1 𝑥 2 𝑣 2
− −
𝑃𝑒 = 1 − න න 𝑒 2 𝑑𝑥 𝑒 2 𝑑𝑣
2𝜋 2𝜋
− 2𝐸/𝑁0 −(𝑣+ 2𝐸/𝑁0 )

ECEG 6402 Digital Communication 34

Probability of Error for Simplex Signaling
2
∞ 𝑀 2𝐸
𝑥− 𝑀−1𝑁
1 𝑀−1 −−
0
𝑃𝑒 = 1 − 𝑃𝑐 = න 1− 1−𝑄 𝑥 𝑒 2 𝑑𝑥
2𝜋
−∞
• For M = 2 simplex signaling has a performance gain of 3 dB over
orthogonal signaling
• As M larger this performance gain becomes negligible.

ECEG 6402 Digital Communication 35

Noncoherent Detection of Carrier Modulated Signals

• The AWGN channel model in general is given by

𝑟 𝑡 = 𝑠 𝑡 − 𝑡𝑑 + 𝑛(𝑡)

– where td indicates the random time asynchronism between the clocks of

the transmitter and the receiver.
• For this condition the decision rule will be
𝑟𝑙 ∙𝑠𝑚𝑙
𝑚
ෝ = arg max 𝐼0
1≤𝑚≤𝑀 2𝑁0

• Since for x > 0, I0(x) is an increasing function of x,

𝑚
ෝ = arg max 𝑟𝑙 ∙ 𝑠𝑚𝑙
1≤𝑚≤𝑀
– This detector is called an envelope detector.

ECEG 6402 Digital Communication 36

• An optimal noncoherent detector:
– First demodulates the received signal, using its nonsynchronized local
oscillator, to obtain rl(t), the lowpass equivalent of the received signal.
– It then correlates rl(t) with all sml(t)’s and chooses the one that has the
maximum absolute value, or envelope.
• This detector is called an envelope detector.
ECEG 6402 Digital Communication 37
Error Probability of Orthogonal Signaling with Noncoherent
Detection

• Let us assume M equiprobable, equal-energy, carrier modulated

orthogonal signals are transmitted over an AWGN channel. These
signals are noncoherently demodulated at the receiver and and then
optimally detected.
• Then the probability of a symbol error becomes
𝑀−1 𝑀
(−1)𝑛+1 𝑀 − 1 −𝑛𝑙𝑜𝑔
𝑛+1
2 𝐸𝑏
𝑁0
𝑃𝑒 = ෍ 𝑒
𝑛+1 𝑛
𝑛=1

ECEG 6402 Digital Communication 38

ECEG 6402 Digital Communication 39
Trade‐Offs and Modulation Schemes
• Power Limited Systems: Power scarce but bandwidth available
– Improve Pb by expanding bandwidth (for a given Eb/N0 ) or required
Eb/N0 can be reduced by expanding bandwidth (for a given Pb)
– Multi‐dimensional signals: orthogonal, bi‐orthogonal, simplex

• Bandwidth Limited Systems: bandwidth scarce

– When we transmit log2(M) bits in T sec using a bandwidth of W Hz,
then
Bandwidth efficiency: R/W=log2(M)/WT bits/sec/Hz
– The smaller the WT product is, the more bandwidth efficient will the
system be
– Maximize R over the bandlimited channel at the expense of Eb/N0 (for a
given Pb)
– Band‐limited signaling: ASK, PSK, QAM

ECEG 6402 Digital Communication 40

Link Budget Analysis in Radio Communication Systems

• In the design of radio communication systems that transmit over

line-of-sight microwave channels and satellite channels, the system
designer must specify the size of the transmit and receive antennas,
the transmitted power, and the SNR required to achieve a given level
of performance at some desired data rate.

𝑃𝑅 𝑑𝐵 = 𝑃𝑇 𝑑𝐵 + 𝐺𝑇 𝑑𝐵 + 𝐺𝑅 𝑑𝐵 + 𝐿𝑠 𝑑𝐵 + 𝐿𝑎 𝑑𝐵

ECEG 6402 Digital Communication 41