Digital Communications

Lec2 Review of Signals and Random Variables

Dr. Asad Mahmood, Grad Course Fall 2009, Centre for Advanced Studies in Engineering , Islamabad, Pakistan.

Outline for Todays Lecture

Introduction to the Course

Grading Policy Modules / Learning Outcomes of this course History Analog / Digital Communication Systems

Introduction to Digital Communication Systems

Advantages / Disadvanatges

Physical ( PHY ) Layer Modern Digital Communication Systems Characteristics / Representations Role of Random Signals / Processes in Digital Communications Random / Stochastic Variables and Processes

Review of Signals and their Representation

Physical Layer

Physical (PHY) Layer

Signal Processing in PHY Layer TX Encryption Source Coding Channel Coding Reduces the Error Probability at a given SNR at the expense of Bandwidth / Throughput Multiplexing System viewed as a Network Single-User Vs. Multiple-User Modulation RX Filtering Equalization Synchronization Demodulation De-multiplexing Channel Decoding Source Decoding Decryption

Classification of signals

Deterministic and random signals Deterministic signal:

No uncertainty with respect to the signal value at any time. Modelled by explicit mathematical Equations e.g. x(t) = 5cos(10t)

Random

signal:

Some degree of uncertainty in signal values before it actually occurs. Over a Long-time it may exhibit certain regularities / characteristics Expressed in the form of probabilities/ statistical properties etc. Thermal noise in electronic circuits Reflection of radio waves

Classification of signals

Periodic and non-periodic signals

A periodic signal

A non-periodic signal

Analog and discrete signals

A discrete signal
Analog signals

Classification of signals ..

Signal Energy and Power are important parameters for a communication System

The performance of a comm. Sys. depends on received signal energy. Power= Rate at which energy is transmitted determines the voltage requirements for a transmitter (TX). For modelling convenience
A signal is an energy signal if, and only if, it has nonzero but finite energy for all time:

Energy and power signals

A signal is a power signal if, and only if, it has finite but nonzero power for all time:

Periodic and random signals are generally classified as power signals.

Spectral Density

Energy Spectral Density

Parsevals Theorem

Distribution of signal energy in frequency domain

ESD for real valued signals

Power Spectral Density

Parseval theorem for a real-valued periodic signal Distribution of power of x(t) in the frequency domain

PSD of periodic signal is a discrete function of freq.

Average normalized power for a sinusoid

Autocorrelation

Matching (Correlation) of a signal with a delayed version of itself Autocorrelation of an energy signal

Properties

Symmetrical in about zero Maximum occurs at origin Autocorrelation and ESD form a Fourier Transform pair Value at origin is equal to energy of the signal

Autocorrelation of a power signal

Random Signals

Huge importance in context of communications

Statistics of the transmitted message Statistics of the noise / interference

Random Variable (R.V)

A random variable X(A) represent the functional relationship between a random event A and a real number Distribution Function Probability Density Function Expected Value Variance Measure of randomness of a R.V

Random process

Natural extension of RV when dealing with signals Time-varying random signals in communication systems

Thermal noise Wave propagation characteristics Information source no need to transmit if already known

Modelling of signals as RV rather than deterministic functions A Random process or Random Signal can be viewed as a set of possible realizations of signal waveforms Hence we have signals/functions instead of numbers in Random processes as compared to a Random variable

Exp : Variable Freq. generator

Random processes

A random process (RP) or stochastic process is a function that maps all elements of a sample space into a collection or ensemble of time functions called sample functions.

The value a random process at any given time cannot be predicted in advance depends on the value of the initial outcome/sample
RP is a function of two variables event (A) and time (t), either or both of them can be fixed

X(t,s) = X(t) is a RP X(tj,s) = X(s) is a RV X(t,sk) = x(t) is a deterministic function of time or sample function X(tj, sk) = x is a real number

Discrete RP, Continuous RP, Discrete-time RP = Random Vector

Random processes

A random process (RP) or stochastic process is a function that maps all elements of a sample space into a collection or ensemble of time functions called sample functions. The value a random process at any given time cannot be predicted in advance depends on the value of the initial outcome/sample

Random processes

A random process whose distribution functions are continuous is described statistically by a Probability density function In general, the form of the pdf of a random process will be different for different times

In most situation empirically determining the distribution functions is not possible, however partial description consisting of the mean and autocorrelation function are often adequate for the needs of the communication system

Statistical Mean of the Random Process Autocorrelation function of the Random Process