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Random Process: Some Examples

Quadrature Modulation Process Given two random variables X1 (t) and X2 (t)

X1 (t) X2 (t)

= X (t) cos(20 t + ) = X (t) sin(20 t + )

where 0 is a constant, and is a random variable that is uniformly distributed over a range of 0 to 2 , that is, 1 , 0 2 f () = 2 = 0, elsewhere The correlation function of X1 (t) and X2 (t) is & %

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R12 ( ) = E [X1 (t)X2 (t + )] = E [X (t) cos(0 t + )X (t ) sin(20 (t ) + )]

2

=
0

1 X (t)X (t ) cos(0 t + ) sin(0 (t ) + ) d 2

1 RX ( ) sin(0 ) 2

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Random Process: Time vs. Ensemble Averages

Ensemble averages Dicult to generate a number of realisations of a random process = use time averages Mean 1 x (T ) = 2T Autocorrelation 1 Rx (, T ) = 2T
+T +T

x(t) dt
T

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x(t)x(t + ) dt
T

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Ergodicity A random process is called ergodic if 1. it is ergodic in mean:

T + T +

lim x (T ) =

X 0

lim var[x (T )] =

2. it is ergodic in autocorrelation:

T + T +

lim Rx (, T ) = RX ( )

lim var[Rx (, T )] = 0

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where X and RX ( ) are the ensemble averages of the same random process.

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Random Processes and Linear Shift Invariant Systems(LSI)

The communication channel can be thought of as a system The signal that is transmitted through the channel is a realisation of the random process It is necessary to understand the behaviour of a signal that is input to a system. For analysis purposes it is assumed that a system is LSI Linear Shift Invariant(LSI) Systems

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Figure 1: An LSI system

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In Figure 1 , h[n] is an LSI system if it satises the following properties Linearity The system is called linear, if the following equation holds for all signals x1 [n] and x2 [n] and any a and b: x1 [n] y1 [n] x2 [n] y2 [n] = a.x1 [n] + b.x2 [n] a.y1 [n] + b.y2 [n] Shift Invariance The system is called Shift Invariant, if the following equation holds for any signal x[n] x[n] y [n]

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= x[n n0 ] y [n n0 ]

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The assumption is that the output of the system is linear, in that if the input scaled, the output is scaled by the same factor. The system supports superposition When two signals are added in the time domain, the output is equal to the sum of the individual responses If the input to the system is delayed by n0 , the output is also delayed by n0 .

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