Time Averaged Noise Representations A.J .

Wilkinson, UCT EEE3086F Signals and Systems II

206 Page 1March 30, 2009
EEE3086F
Signals and Systems II
2009
Andrew Wilkinson
andrew.wilkinson@uct.ac.za
http://www.ee.uct.ac.za/people/ajw.php
Department of Electrical Engineering
University of Cape Town
Time Averaged Noise Representations A.J .Wilkinson, UCT EEE3086F Signals and Systems II
206 Page 2March 30, 2009
2.4 Time Averaged Noise Representations
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 3March 30, 2009
Time Averaged Noise Representations
The concept of the power spectrum allows us to handle
some of the averaged effects of random fluctuations.
For a fuller treatment, probability theory and the theory
of random processes is required.
We shall consider properties of a noise signal n(t).
t
) (t n
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 4March 30, 2009
Definitions: consider signal n(t)
dt t n
T
t n
T
T
T

=
2 /
2 /
) (
1
lim ) (
Mean value
or DC component
) ( ) ( ) ( t n t n t n
AC
=
AC component
dt t n
T
t n
T
T
T

=
2 /
2 /
2 2
) (
1
lim ) (
Mean square
Value or
signal power
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 5March 30, 2009
Mean Square Value = Power in n(t)

+ + + =

+ + + =
+ =
dt t n
T
dt t n
T
dt t n t n t n t n t n t n
T
dt t n t n
T
t n
AC
T T
AC
AC
AC
T
AC
T
T
T
2
2
2
2
2
2 /
2 /
2
) (
1
lim 0 0 ) (
1
lim
) ( ) ( ) ( ) ( ) ( ) (
1
lim
) ( ) (
1
lim ) (
2
2
2
) ( ) ( ) ( t n t n t n
AC
+ =
Total
power
in n(t)
DC power
AC power
(substituting)
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 6March 30, 2009
Signal to Noise Ratio
The signal which appears at the output of a
telecommunications receiver will contain noise.
This can often be modelled as additive Gaussian noise
described by its power spectral density.
The standard measure for specifying the degree of noise
on a signal is the signal to noise ratio (SNR).
Receiver
Input
signal
Output signal
+ noise
t
) ( ) ( t n t y +
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 7March 30, 2009
Statistics: Variance and Standard Deviation
Characterize noise in a system in terms of its noise power.
It can be shown
The standard deviation of the noise signal is
Variance=std dev
2
For Gaussian Noise,
the signal spends 68% of its time within the interval.
( )
2
2
) ( = =Variance t n
AC
( )
2
) (t n
AC
=
2
2
2
t
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 8March 30, 2009
Equivalence of AC signal power and Variance
Why is ?
( ) ( ) ( )
( ) ( )

= =
=

=
=
N
i
i
N
i
i
N
i
i
T
T
t
AC
n t n
N
n t n
T
t
t n t n
T
dt t n t n
T
t n
1
2
1
2
1
2
2 /
2 /
2
2
) (
1
) (
) (
1
) ( ) (
1
lim ) (
( )
2
2
) ( = =Variance t n
AC
AC Power
Variance
( ) { } ( )

=
=
N
i
i
n t n
N
n n E
1
2 2
2
) (
1

Compare
2
t
T
t
1
t
2
t
3
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 9March 30, 2009
Definition of Signal-to-Noise Ratio
Notes:
Unless otherwise stated, mean-square values assume zero mean
(No DC component)
To handle complex signals, SNR is defined as:
Often expressed in dB, i.e.
Power Noise
Power Signal
) (
) (
2
2
= =
t n
t y
SNR
2
2
) (
) (
t n
t y
SNR =
[ ] SNR SNR
dB
log 10 =
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 10March 30, 2009
Example: SNR at the output of an amplifier
At the output of an amplifier signal
Assume additive noise with P.S.D.
Calculate signal power
Calculate noise power
Calculate SNR as a ratio
Calculate SNR in dB
) cos( ) (
0
t A t y =
) ( ) ( t n t y +

< <
=
otherise
B B for
S
n
0
2 2 2
) (

2 /
B 2
B 2
) (
n
S

2 / is a constant
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 11March 30, 2009
Signal Power
Noise Power
SNR
[SNR]
dB
Note: Standard deviation of noise is
Solution
B
B B d d S t n
B
B
n

= = = =

4
2 2
1
2 2
1
) (
2
1
) (
2
2
2
B
A
t n
t y

2
2
2
2
1
) (
) (
= =
B
A

2
2
1
log 10 =
) ( ) ( t n t y +
2 2
2
1
) ( A t y =
[Volts
2
] or [Watts] in 1 Ohm
A
t
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 12March 30, 2009
Numerical Example (SNR)
Let
Signal Power watts in 1
Noise Power W in 1

Noise Standard Deviation = =2 volts

50 10
2
1
2
1
) (
2 2 2
= = = A t y
4 10 20 10 200 ) (
3 6 2
= = =

B t n
5 . 12
4
50
2
1
2
= = =
B
A
SNR

dB SNR
dB
11 5 . 12 log 10 = =
t
10
-10
volts A 10 =
4
Hz 20000 = B
) W/Hz ( 10 200
6
=
) kHz 1 ( sec / rad 1000 2
0
=
Audio Amplifier
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 13March 30, 2009
Simulating Gaussian Noise Waveforms
What does Gaussian noise look like?
We can simulate Gaussian noise in Matlab or Octave:
x = randn(1,N)
X = fft(x)
Y = X.*H where H is a filter (LPF or BPF)
y = ifft(Y)
Three cases are considered:
1) Low pass noise with bandwidth B = 0.5 Hz
2) Low pass noise with bandwidth B = 0.1 Hz
3) Band pass noise with same bandwidth B = 0.1 Hz
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 14March 30, 2009
1) Low passnoise with bandwidth B = 0.5 Hz
Lowpass S()=/2=1.
0 . 1 4
2 2
1
) (
2
1
2
= = =
=

B B
d S

Variance Noise Power

B=0.5 Hz
S()
1
-2B +2B

FFT
frequency
time
Fourier Transform (using FFT)
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 15March 30, 2009
2) Low passnoise with bandwidth B = 0.1 Hz
Lowpass S()=/2=1.
2 . 0 1 . 0 2
2
= = = B
Note: If bandwidth is reduced, standard deviation reduces, as well as rate of fluctuation.
FFT
1
S()

Variance Noise Power

Fourier Transform (using FFT)
frequency
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 16March 30, 2009
3) Band passnoise with same bandwidth B = 0.1 Hz
Bandpass Noise (eg Noise at RF)
2 . 0 1 . 0 2
2
= = = B
1
S()
-
c

c
B=0.1 Hz
Note high freq component at
c
.
Note random fluctuating amplitude
Variance Noise Power
Fourier Transform (using FFT)
frequency
A.J .Wilkinson, UCT Time Averaged Noise Representations EEE3086F Signals and Systems II
206 Page 17March 30, 2009
Zoomed in:
Note high freq component at
c
.
Note randomly fluctuating amplitude
The instantaneous phase
fluctuates randomly.
Time Averaged Noise Representations A.J .Wilkinson, UCT EEE3086F Signals and Systems II
206 Page 18March 30, 2009
EEE3086F
Signals and Systems II
End of handout