Noise: An Introduction

Adapted from a presentation in: Transmission Systems for Communications, Bell Telephone Laboratories, 1970, Chapter 7

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Noise: An Introduction

Noise: An Introduction

What is noise? Waveforms with incomplete information

Analysis: how? What can we determine?

Example: sine waves of unknown phase

Energy Spectral Density Probability distribution function: P(v) Probability density function: p(v) Averages

Common probability density functions

Gaussian Exponential

Noise in the real-world Noise Measurement Energy and Power Spectral densities
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Background Material
Probability
Discrete Continuous

The Frequency Domain

Fourier Series Fourier Transform

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Noise: An Introduction

Noise
Definition
Any undesired signal that interferes with the reproduction of a desired signal

Categories
Deterministic: predictable, often periodic, noise often generated by machines Random: unpredictable noise, generated by a stochastic process in nature or by machines
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Random Noise
Unpredictable
Distribution of values Frequency spectrum: distribution of energy (as a function of frequency)

We cannot know the details of the waveform only its average behavior

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Noise: An Introduction

Noise analysis Introduction: a sine wave of unknown phase

Single-frequency interference n(t) = A sin([nt + J) A and [n are known, but J is not known We cannot know its value at time t
1.5 1 0.5 n1 0 -1.5 -1 -0.5 -0.5 0 0.5 1 1.5 2 2.5 n2 n3

-1 t = .17 -1.5

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Noise: An Introduction

Energy Spectral Density

Here the Energy Spectral Density is just the magnitude squared of the Fourier transform of n(t)

N [

since all of the energy is concentrated at [n and each half of the energy is at [ since the Fourier transform is based on the complex exponential not sine and cosine.
1.2

A ?H [  [ n  H [  [ n A ! 4

0.25H([[n)

1 0.8 0.6 0.4 0.2 0

0.25H[[n 

-1.5

-1

-0.5

0.5

1.5

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Noise: An Introduction

Probability Distribution
The distribution of the noise values
Consider the probability that at any time t the voltage is less than or equal to a particular value v P v | P?nt e v A
n

The probabilities at some values are easy

P(-A) = 0 P(A) = 1 P(0) =

The actual equation is: P(vn) = + (1/T)arcsin(vn/A)

. 0. 0. 0. 0.

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Noise: An Introduction

0.

0.

Shown for A=1

Probability Distribution
continued
The actual equation is: P(vn) = + (1/T)arcsin(v/A)
1.2 1 0.8 0.6 0.4 0.2 0 -1.5 -1 -0.5 0 0.5 1 1.5

Shown for A=1

Note that the noise spends more time near the extremes and less time near zero. Think of a pendulum:
It stops at the extremes and is moving slowly near them It move fastest at the bottom and therefore spends less time there.

Another useful function is the derivative of P(vn): the Probability Density Function, p(vn) (note the lower case p)
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Probability Density Function

The area under a portion of this curve is the probability that the voltage lies in that region. This PDF is zero for |vn| > A

d p (vn ) ! ?Pvn A dv 1 p ( vn ) ! 2 2 T A  vn
2.5 2 1.5 1 0.5 0

-1.5

-1

-0.5

0.5

1.5

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Averages
Time Average of signals
1 T n ! 2T nt dt  T 2

Ensemble Average
Assemble a large number of examples of the noise signal. (the set of all examples is the ensemble) At any particular time (t0) average the set of values of vn(t0) g 1 K or (vn ) ! p (v) dv for the infinite set vn ! E (v) ! vl g K l !1 to get the Expected Value of vn

When the time and ensemble averages give the same value (they usually do), the noise process is said to be Ergodic
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Averages (2)
Now calculate the ensemble average of our sinusoidal noise

E (vn ) ! v * p (v )dv


( vn ) !

g

T A  v
2

2 0 .5

dv

Which is obviously zero (odd symmetry, balance point, etc.

as it should since this noise the has no DC component.)
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Averages (3)
E[vn] is also known as the First Moment of p(vn)

(vn ) ! v * p (v )dv
g

We can also calculate other important moments of p(vn). The Second Central Moment or Variance (W2) is:

W ! E v  vn

A!   v * p(v)dv v
2 2  n g

Which for our sinusoidal noise is:

W !
2
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2 2 0 .5

g

T A2  v

dv
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Noise: An Introduction

Averages (4)
Integrating this requires Integration by parts

U * dV ! U *V  VdU
W2 !
let
g

v2 T A2  v

g

2 0 .5

dv

T A v 1 2 Then dU ! dv and V !  A  v 2 T
2

U ! v and dV !

2 0. 5

0. 5

and

v 2 2 W !  A v T
2

0.5

1 2 2  A v A T A
A

0 .5

dv
14

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Noise: An Introduction

Averages (5)
Continuing

1 2 2 W ! A v A T
2 A

0 .5

dv

A 1 v sin ! 2T A A
2

A2 ! 2T A2 ! 2

T 2

T   2

Which corresponds to the power of our sine wave noise Note: W (without the squared) is called the Standard Deviation of the noise and corresponds to the RMS value of the noise
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Common Probability Density Functions: The Gaussian Distribution

1 pv ! I W 2T
1 0.8 0.6 0.4 0.2 0 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5

vv 2  2W 2

Gaussian Disrtibution W= 0.5, Mean = 0.5

Central Limit Theorem

The probability density function for a random variable that is the result of adding the effects of many small contributors tends to be Gaussian as the number of contributors gets large.
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Common Probability Density Functions: The Exponential Distribution

p v ! P * I  Pv for v u 0 , 0 for v 0
Exponential Disrtibution P 1

1. 0. 0. 0.

0. 1

0.

0.

1.

Occurs naturally in discrete Poison Processes

Time between occurrences
Telephone calls Packets
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0 . 3

 

Common Noise Signals

Thermal Noise Shot Noise 1/f Noise Impulse Noise

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Thermal Noise
From the Brownian motion of electrons in a resistive material. pn(f) = kT is the power spectrum where:
k = 1.3805 * 10-23 (Boltzmanns constant) and T is the absolute temperature (Kelvin)

This is a white noise (flat spectrum)

From a color analogy White light has all colors at equal energy

The probability distribution is Gaussian

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Thermal Noise (2)

A more accurate model (Quantum Theory)
pn  f ! h* f
h* f kT

1 I Which corrects for the high frequency roll off (above 4000 GHz at room temperature)

The power in the noise is simply

Pn = k*T*BW Watts or Pn = -174 + 10*log10(BW) in dBm (decibels relative to a milliwatt) Note: dB = 10*log10 (P/Pref ) = 20*log10 (V/Vref )
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Shot Noise
From the irregular flow of electrons
Irms = 2*q*I*f where: q = 1.6 * 10-19 the charge on an electron

This noise is proportional to the signal level (not temperature) It is also white (flat spectrum) and Gaussian

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1/f Noise
Generated by:
irregularities in semiconductor doping contact noise Models many naturally occurring signals
speech Textured silhouettes (Mountains, clouds, rocky walls, forests, etc.)

pn(f) =A / f E (0.8 < E < 1.5)

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Impulse Noise
Random energy spikes, clicks and pops
Common sources
Lightning Vehicle ignition systems

This is a white noise, but NOT Gaussian

Adding multiple sources - more impulse noise An exception to the Central Limit Theorem

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Noise Measurement
The Human Ear
Average Performance The Cochlea Hearing Loss

Noise Level
A-Weighted C-Weighted
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Hearing Performance
(an average, good, ear)
Frequency response is a function of sound level 0 dB here is the threshold of hearing Higher intensities yield flatter response

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The Cochlea
A fluid-filled spiral vibration sensor
Spatial filter:
Low frequencies travel the full length High frequencies only affect the near end

Cillia: hairs put out signals when moved

Hearing damage occurs when these are injured Those at the near end are easily damaged (high frequency hearing loss)

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Noise Intensity Levels:

The A- Weighted Filter

Corresponds to the sensitivity of the ear at the threshold of hearing; used to specify OSHA safety levels (dBA)
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An A-Weighting Filter
Below is an active filter that will accurately perform A-Weighting for sound measurements
Thanks to: Rod Elliott at http://sound.westhost.com/project17.htm

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Noise Intensity Levels:

The C- Weighted Filter

Corresponds to the sensitivity of the ear at normal listening levels; used to specify noise in telephone systems (dBC)
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Energy Spectral Density (ESD)

E!
g t ! g

f 2 t dt is the nergy in a time ave orm,

1 g F   j[ t d[ is the Inverse ourier Trans orm but f t ! [ !g [ I 2T g 1 g E! f t F   j[ t d[ dt ubstituti ng or one f t [I t ! g 2T [ ! g 1 g g f t  j[ t dt d[ Interchanging the order o integratio n E! [ !g F [ t !g I 2T but the inner integral is almost the ourier Trans orm (except or the "-" [t ) 1 E! 2T 1 E! 2T

[ ! g


F  F  [ d[ but F  [ ! F *  the complex con ugate [ [ F  d[ s F [

2

[ ! g

2 is t

e " Energ

ectr l ensit "

30

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Noise: An Introduction

Energy Spectral Density (ESD) and Linear Systems

X([)
g f ! g g f ! g g f ! g

H([)

Y([) = X([) H([)

Ey ! Ey ! Ey !

[ Y

1 df changing to f eliminates the 2T

2

[ [ [ [ H  * X  df so if H  and X  are uncorrelated [ [ H  * X  df

2 2

Therefore the ESD of the output of a linear system is obtained by multiplying the ESD of the input by |H([)|2
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Power Spectral Density (PSD)

Functions that exist for all time have an infinite energy so we define power as:
lim 1 T 2 2 P!  T f t dt this is energy/time t p g T 2 e ine fT t | f t ET ! FT [ df
2
g g

T or  2

T and zero else here 2

hich does exist and the o er is :

g

lim 1 P! t p g T
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lim F  2 T [ df ET ! g t p g T
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Power Spectral Density (PSD-2)

As before, the function in the integral is a density. This time its the PSD

FT  2 lim [ PSD ! t p g T
Both the ESD and PSD functions are real and even functions

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