1

KEEE494: 2nd Semester 2009 Week 1

1 Power Spectral Density (PSD) of Communication Signals
The bandlimited communication signals can be written as
s(t) = s
I
(t) cos(2f
c
t) s
Q
(t) sin(2f
c
t)
=
_
v(t)e
j2f
c
t
_
where v(t) = s
I
(t) + js
Q
(t). We call v(t) as an equivalent baseband signal.
The autocorrelation function of s(t) is dened as

ss
(t; t + ) = E[s(t)s(t + )]
If we assume that s(t) is a stationary process, there is no dependency of t
ss
(t; t + ) on so that we
can simply denote the autocorrelation function as
ss
() without the time parameter t. Furthermore,
for the stationary process of s(t), we can show that

s
I
s
I
() =
s
Q
s
Q
()

s
I
s
Q
() =
s
Q
s
I
()
Now we can show (from Homework #1) that

ss
() =
s
I
s
I
() cos(2f
c
)
s
Q
s
I
() sin(2f
c
)
=
_
(
s
I
s
I
() + j
s
Q
s
I
())e
j2f
c

_
(1)
Autocorrelation function of v(t)

vv
() =
1
2
E [v

(t)v(t + )]
=
1
2
_

s
I
s
I
() +
s
Q
s
Q
() j
s
I
s
Q
() + j
s
Q
s
I
()

=
s
I
s
I
() + j
s
Q
s
I
()
From (1), we have

ss
() =
_

vv
()e
j2f
c

_
Power spectral density (PSD): Now we can show the PSD function of s(t) by taking the Fourier
transform of the autocorrelation function as (Homework #1)

ss
(f) =
_

vv
()e
j2f
c

__
e
j2f
d
=
1
2
[
vv
(f f
c
) +
vv
(f f
c
)] (2)
where we make use of the fact that (x) = (x + x

)/2 for a certain complex value of x.

2
Now consider the digitally modulated signal so v(t) can be generally written as
v(t) =

n=
c
n
g(t nT)
where c
n
= a
n
+ jb
n
, a
n
, b
n
are the real valued information sequence mapped from binary bits by
using the one of digital modulation schemes (i.e. PSK, QAM, PAM, etc.), g(t) is the pulse shape (i.e.
rectangular pulse, raised cosine pulse, Gaussian pulse which are Nyquist pulse), and T is the symbol
duration.
Let us assume that
{c
n
} : wide-sense stationary
E[c
n
] = 0, (equivalently E[a
n
] = E[b
n
] = 0)
and denote the autocorrelation function of c
n
as

cc
(m) =
1
2
E[c

n
c
n+m
]
Now we want to derive the autocorrelation function and the power spectral density of v(t) as follows:

vv
() =
1
2
E[v(t)v(t + )]
=

n=

m=

cc
(m n)g

(t nT)g(t + mT)
Let us change the variable m as m n = m

or m = m

+ n. Then the
vv
() can be written as

vv
() =

n=

cc
(m

)g

(t nT)g(t + nT m

T)
=

m=

cc
(m)

n=
g

(t nT)g(t + nT mT)
Now note that

(tnT)g(t+ nT mT) is periodic in the t variable with period T. From this

we can nd that
vv
() is also periodic in the t variable with period T, that is,
vv
() =
vv
(t+T). In
addition, let us recall E[v(t)] which is also periodic with a period T (In fact, in our case E[v(t)] = 0
but all zero signals can be periodic signal with any value of the period).
- Denition of cyclostationary process:
If x(t) is a stochastic process with a periodic mean and auto-correlation function, x(t) is called
cyclostationary process.
- Autocorrelation function of cyclostationary process:
To eliminate the dependency on the time variable t, the autocorrelation function of the cyclosta-
tionary process, x(t), is dened as

xx
() =
1
T
_ T
2

T
2

xx
() dt
which is the average value of autocorrelation function over one period .
3
Hence, we can gure out that v(t) is a cyclostationary process and its autocorrelation function can be
written as

vv
() =
1
T
_ T
2

T
2

vv
() dt
=

m=

cc
(m)

n=
1
T
_ T
2

T
2
g

(t nT)g(t + nT mT) dt
=

m=

cc
(m)

n=
1
T
_ T
2
nT

T
2
nT
g

(t)g(t + mT) dt
Let us dene the time-autocorrelation function of g(t) as

gg
() =
_

(t)g(t + ) dt
Then we have the autocorrelation of v(t) as

vv
() =
1
T

m=

cc
(m)
gg
( mT)
(Average) PSD of v(t) can be written as

vv
(f) =
_

vv
()e
j2f
d
=
_

1
T

m=

cc
(m)
gg
( mT)e
j2f
d
We can also show that

vv
(f) =
1
T

G(f)

cc
(f) (3)
where G(f) = FT [g(t)] and
cc
(f) denotes the power spectral density of the information sequence,
dened as

cc
(f) =

m=

cc
(m)e
j2fmT
The result (3) illustrates the dependence of the PSD of v(t) on the spectral characteristics of the pulse
g(t) and the information sequence {c
n
}. That is, the spectral characteristics of v(t) can be controlled
by design of the pulse shape g(t) and by design of the correlation characteristics of the information
sequence.
Whereas the dependence of
vv
(f) on G(f) is easily understood upon observation of (3), the effect
of the correlation properties of the information sequence is more subtle. First of all, we note that for
an arbitrary autocorrelation
cc
(m) the corresponding power density spectrum
cc
(f) is periodic in
frequency with period 1/T. In fact, (3) relating the spectrum
cc
(f) to the autocorrelation
cc
(m)
4
is in the form of an exponential Fourier series with the {
cc
(m)} as the Fourier coefcients. As a
consequence, the autocorrelation sequence
cc
(m) is given as

cc
(m) = T
_ 1
2T

1
2T

cc
(f)e
j2fmT
df
Let us recall

cc
(m) =
1
2
E[c

n
c
n+m
]
=
1
2
E [(a
n
jb
n
)(a
n+m
+ jb
n+m
)]
=
1
2
E [a
n
a
n+m
+ b
n
+ b
n+m
+ ja
n
b
n+m
ja
n+m
b
n
]
Assume that
E[a
n
] = E[b
n
] = 0,
E[a
2
n
] = E[b
2
n
] =
2
c
,
E[a
n
a
m
], E[b
n
b
m
], E[a
n
b
m
] = 0, for m = n
Then,

cc
(m) =
_

2
c
, (m = 0)
0, (m = 0)
Hence, we have
cc
(f) =
2
c
. Finally, the PSD of v(t) is

vv
(f) =

2
c
T
|G(f)|
2
(4)
For the case that E[a
n
] = 0 and E[b
n
] = 0, instead, given as E[a
n
] = E[b
n
] =
c
and E[a
n
b
m
] =
E[a
n
b
m
] =
2
c
, we can show from Homework #1 that the PSD in (4) can be rewritten as

vv
(f) =

2
c
T
|G(f)|
2
+

2
c
T
2

m=

G
_
m
T
_

_
f
m
T
_
.