Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
in Noise
Dr. Robert Schober
Department of Electrical and Computer Engineering
University of British Columbia
Contents
1 Basic Elements of a Digital Communication
System
1.1 Transmitter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Receiver . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.1
Physical Channel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.2
9
9
2.1.1
Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.2
Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.1.3
2.1.4
2.1.5
Gaussian Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.1.6
2.1.7
Statistical Averages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.2.2
2.2.3
2.2.4
2.2.5
2.2.6
63
3.1.2
3.1.3
3
3.1.4
3.2.2
3.2.3
3.3.2
3.3.1.2
3.3.1.3
3.3.1.4
3.3.1.5
3.3.3
3.3.3.2
3.4.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
151
4.1.2
Demodulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
4.1.1.1
4.1.1.2
4.2.2
4.2.3
4
4.2.4
4.2.5
4.2.6
4.3.2
A Simple Noncoherent Detector for PSK with Differential Encoding (DPSK) . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
4.3.2.2
4.3.2.3
4.3.2.4
4.3.2.5
225
. . . . . . . . . . . . . . . . . . . . . . 228
. . . . . . . . . . . . . 240
244
6.3.2
6.3.3
6.3.4
6.4.2
II
Course Outline
1. Basic Elements of a Digital Communication System
2. Probability and Stochastic Processes a Brief Review
3. Characterization of Communication Signals and Systems
4. Detection of Signals in Additive White Gaussian Noise
5. Bandlimited Channels
6. Equalization
Info
Source
Source
Encod.
Chan.
Encod.
Digital
Mod.
Channel
Info
Sink
1.1
Source
Decod.
Chan.
Decod.
Digital
Demod.
Transmitter
a) Information Source
analog signal: e.g. audio or video signal
digital signal: e.g. data, text
b) Source Encoder
Objective: Represent the source signal as efficiently as
possible, i.e., with as few bits as possible
minimize the redundancy in the source
encoder output bits
c) Channel Encoder
Objective: Increase reliability of received data
add redundancy in a controlled manner to
information bits
d) Digital Modulator
Objective: Transmit most efficiently over the
(physical) transmission channel
map the input bit sequence to a signal waveform
which is suitable for the transmission channel
Examples: Binary modulation:
bit 0 s0(t)
bit 1 s1(t)
1 bit per channel use
M ary modulation:
we map b bits to one waveform
we need M = 2b different waveforms to represent
all possible bbit combinations
b bit/(channel use)
1.2
Receiver
a) Digital Demodulator
Objective: Reconstruct transmitted data symbols (binary or
M ary from channelcorrupted received signal
b) Channel Decoder
Objective: Exploit redundancy introduced by channel encoder
to increase reliability of information bits
Note:
c) Source Decoder
Objective: Reconstruct original information signal from
output of channel decoder
1.3
Communication Channels
1.3.1
Physical Channel
a) Types
wireline
optical fiber
optical wireless channel
wireless radio frequency (RF) channel
underwater acoustic channel
storage channel (CD, disc, etc.)
b) Impairments
noise from electronic components in transmitter and receiver
amplifier nonlinearities
other users transmitting in same frequency band at the same
time (cochannel or multiuser interference)
linear distortions because of bandlimited channel
timevariance in wireless channels
For the design of the transmitter and the receiver we need a simple
mathematical model of the physical communication channel that
captures its most important properties. This model will vary from
one application to another.
1.3.2
s(t)
r(t)
n(t)
ej
s(t)
r(t)
n(t)
s(t)
c(t)
r(t)
n(t)
s1(t)
r(t)
s2(t)
n(t)
Kuser channel:
r(t) =
K
X
k=1
sk (t) + n(t)
e) Other Channels
timevariant channels
stochastic (random) channels
fading channels
multipleinput multipleoutput (MIMO) channels
...
Motivation:
Examples:
The transmitted symbols are unknown at the receiver and are
modeled as random variables.
Impairments such as noise and interference are also unknown
at the receiver and are modeled as stochastic processes.
2.1
Probability
2.1.1
Basic Concepts
10
Axioms of Probability
1. P (S) = 1 (certain event)
2. 0 P (A) 1
3. If A B = / then P (A B) = P (A) + P (B)
The entire theory of probability is based on these three axioms.
E.g. it can be proved that
= 1 P (A)
P (A)
Example:
Fair die
S = {1, 2, 3, 4, 5, 6}
A = {1, 2, 5}, B = {3, 4, 5}
A = {3, 4, 6}
D = A B = {1, 2, 3, 4, 5}
E = A B = {5}
P (1) = P (2) = . . . = P (6) =
Schober: Signal Detection and Estimation
1
6
11
1
2
1
2
5
6
i = 1, 2, . . . n
Bj ,
j = 1, 2, . . . m
and
P (Ai, Bj ) = 1
12
Conditional Probability
Definition:
P (A|B) =
P (A, B)
P (B)
P (A, B)
P (A)
Bayes Theorem:
From
P (A, B) = P (A|B) P (B) = P (B|A) P (A)
we get
P (A|B) =
P (B|A) P (A)
P (B)
13
Statistical Independence
If observing B does not change the probability of observing A, i.e.,
P (A|B) = P (A),
then A and B are statistically independent.
In this case:
P (A, B) = P (A|B) P (B)
= P (A) P (B)
Thus, two events A and B are statistically independent if and only if
P (A, B) = P (A) P (B)
14
2.1.2
Random Variables
The domain of X(s) is S and its range is the set of real numbers.
Example:
- Fair die: S = {1, 2, . . . , 6} and
1, s {1, 3, 5}
X(s) =
0, s {2, 4, 6}
- Noise voltage at resistor: S is continuous (e.g. set of all real
numbers) and so is X(s) = s
15
Definition: F (x) = P (X x)
The CDF F (x) denotes the probability that the random variable
(RV) X is smaller than or equal to x.
Properties:
0 F (x) 1
lim F (x) = 0
lim F (x) = 1
d
F (x) 0
dx
Example:
1. Fair die X = X(s) = s
F (x)
1
1/6
x
1
16
F (x)
1
Definition:
p(x) =
dF (x)
,
dx
< x <
Properties:
p(x) 0
F (x) =
Zx
p(u)du
p(x)dx = 1
17
Probability that x1 X x2
P (x1 X x2) =
Zx2
x1
n
X
P (X = xi )(x xi)
i=1
p(x)
1/6
18
Joint CDF:
FXY (x, y) = P (X x, Y y)
Zx Zy
pXY (u, v) du dv
Joint PDF:
Marginal densities
2
FXY (x, y)
pXY (x, y) =
xy
pX (x) =
pXY (x, y) dy
pY (y) =
pXY (x, y) dx
19
Z Z
pXY (x, y) dx dy = 1
Conditional PDF
pX|Y (x|y) =
pXY (x, y)
pY (y)
Conditional CDF
FX|Y (x|y) =
Zx
pX|Y (u|y) du
Rx
pXY (u, y) du
pY (y)
20
Statistical Independence
X and Y are statistical independent if and only if
pXY (x, y) = pX (x) pY (y)
FXY (x, y) = FX (x) FY (y)
Complex Random Variables
CDF
FZ (z) = P (X x, Y y) = FXY (x, y)
PDF
pZ (z) = pXY (x, y)
21
2.1.3
Given:
RV X with pX (x) and FX (x)
g(X)
(yb)/a
Z
pX (x) dx
= FX
yb
a
yb
X
a
22
x
pY (y) =
FY (y) =
FX (x)
y
y x
x=(yb)/a
x
=
y
x=(yb)/a
1
= pX
a
yb
a
FX (x)
x
x=(yb)/a
x=xi
23
Roots:
ax2 + b = y
x1/2 =
g (xi):
yb
a
d
g(x) = 2ax
dx
PDF:
pX
pY (y) =
q
2a
yb
a
yb
a
q
pX yb
a
q
+
2a yb
a
24
1in
PDF:
pY (y1, y2 , . . . , yn ) = pX (x1 = g11, . . . , xn = gn1 ) |J |
with
gi1 = gi1 (y1, y2, . . . , yn )
Jacobian of transformation
1
( g1 )
y. 1
.
J =
.1
( g1 )
yn
|J |: Determinant of matrix J
d) Sum of two RVs X1 and X2
Y = X1 + X2
Given: pX1 X2 (x1, x2)
Problem: Find pY (y)
(gn1 )
y1
...
(gn1 )
yn
25
Solution:
From x1 = y x2 we obtain the joint PDF of Y and X2
pY X2 (y, x2) = pX1X2 (x1, x2)
x1 =yx2
pY (y) =
26
2.1.4
General Case
Given:
RV Y = g(X) with random vector X = (X1, X2, . . . , Xn)
(Joint) PDF pX (x) of X
Expected value of Y :
E{Y } = E{g(X)} =
Mean: g(X) = X
Z
mX = E{X} =
x pX (x) dx
xn pX (x) dx
27
(x mX )n pX (x) dx
x2 pX (x) dx +
m2X pX (x) dx 2
mX x pX (x) dx
x2 pX (x) dx m2X
= E{X 2} (E{X})2
2
= E{|X|2} |E{X}|2
Complex case: X
ejvx pX (x) dx
28
1
2
(jv) ejvX dv
d
(jv)
n
E{X n} = (j)
dv n
n
v=0
29
Z Z
Z Z
gation.
30
Covariance matrix
M = E{(X mX ) (X mX )H }
= R mX mH
X
with mean vector mX = E{X}
Z Z
(jv1, jv2)
E.g. E{X1X2} =
v1v2
2
v1 =v2 =0
31
2.1.5
Gaussian Distribution
Often we also assume that a certain RV has a Gaussian distribution in order to render a problem mathematical tractable.
1
2
2
e(xmX ) /(2 )
2
CDF
F (x) =
Zx
p(u) du =
1
2
Zx
e(umX )
t2
du
xmX
1 2
=
2
2 /(2 2 )
1 1
dt = + erf
2 2
x mX
32
Zx
et dt
F (x) = 1 erfc
2
2
with
2
erfc(x) =
et dt
= 1 erf(x)
Gaussian Qfunction
The integral over the tail [x, ) of a normal distribution (= Gaussian distribution with mX = 0, 2 = 1) is referred to as the Gaussian Qfunction:
Z
1
2
Q(x) =
et /2 dt
2
x
33
2sin2
0
Characteristic function
Z
ejvx p(x) dx
(jv) =
ejvx
= ejvmX v
1
2
2
e(xmX ) /(2 ) dx
2
2 2 /2
Moments
Central moments:
k
E{(X mX ) } = k =
1 3 (k 1) k even k
0
odd k
34
Noncentral moments
E{X k } =
k
X
k
i=0
miX ki
n
Y
Xi (jv)
n
Y
ejvmi v
i=1
2 2 /2
i
i=1
= ejvmY v
with
mY =
2 2 /2
Y
n
X
mi
n
X
i2
i=1
Y2
i=1
35
Given:
Vector X = (X1, X2, . . . , Xn)T of n Gaussian RVs
Mean vector mX = E{X}
Covariance matrix M = E{(X mX )(X mX )H }
PDF
p(x) =
1
p
(2)n/2
Special case: n = 2
mX
1
exp (x mX )T M 1 (x mX )
2
|M |
m1
=
,
m2
M=
12 12
12 22
36
get
p(x1, x2) =
212
1
p
1 2
Linear transformation
Given: Linear transformation Y = A X, where A denotes a
nonsingular matrix
Problem: Find pY (y)
Solution: With X = A1 Y and the Jacobian J = A1 of
the linear transformation, we get (see Section 2.1.3)
pY (y) =
1
p
(2)n/2 |M ||A|
1 1
exp (A y mX )T M 1 (A1 y mX )
2
1
1
p
=
exp (y mY )T Q1 (y mY )
2
(2)n/2 |Q|
37
PDF
pZ (z) = pXY (x, y) = pX (x) pY (y)
=
1
1
2
2
2
2
e(xmX ) /(2 )
e(ymY ) /(2 )
2
2
38
with
mZ = E{Z} = mX + jmY
and
2
Z2 = E{|Z mZ |2} = X
+ Y2 = 2 2
PDF
pZ (z) =
1
H
1
exp
(z
m
)
M
(z
m
)
Z
Z
Z
n |M Z |
with
mZ = E{z} = mX + jmY
and
M Z = E{(z mZ )(z mZ )H } = M X + M Y
39
2.1.6
The tail probability (area under the tail of PDF) often has to
be evaluated to determine the error probability of digital communication systems
Chernoff Bound
The tail probability is given by
Z
P (X ) =
p(x) dx
g(x) p(x) dx
= E{g(X)}
where we use the definition
g(X) =
1, X
0, X <
.
Obviously g(X) can be upper bounded by g(X) e(X) with
0.
Schober: Signal Detection and Estimation
40
e(X)
g(X)
1
which is valid for any 0. In practice, however, we are interested in the tightest upper bound. Therefore, we optimize :
d
e
E{e X } = 0
d
The optimum = opt can be obtained from
E{X eopt X } E{eopt X } = 0
The solution to this equation gives the Chernoff bound
P (X ) eopt E{eopt X }
Schober: Signal Detection and Estimation
41
2.1.7
42
2.2
Stochastic Processes
In communications many phenomena (noise from electronic devises, transmitted symbol sequence, etc.) can be described as RVs
X(t) that depend on (continuous) time t. X(t) is referred to as a
stochastic process.
A single realization of X(t) is a sample function. E.g. measurement of noise voltage generated by a particular resistor.
43
2.2.1
Statistical Averages
Z Z
For a stationary process (t1, t2) does not depend on the specific
time instances t1, t2, but on the difference = t1 t2:
E{Xt1 Xt2 } = (t1, t2) = (t1 t2) = ( )
Note that ( ) = ( ) (() is an even function) since E{Xt1 Xt2 } =
E{Xt2 Xt1 } is valid.
44
Example:
ACF of an uncorrelated stationary process: ( ) = ( )
( )
45
Widesense stationarity:
If the first and second order moments of a stochastic process are
invariant to any time shift , the process is referred to as wide
sense stationary process. Widesense stationary processes are not
necessarily stationary in the strict sense.
Gaussian process:
Since Gaussian RVs are fully specified by their first and second
order moments, in this special case widesense stationarity automatically implies stationarity in the strict sense.
Ergodicity:
We refer to a process X(t) as ergodic if its statistical averages
can also be calculated as timeaverages of sample functions. Only
(widesense) stationary processes can be ergodic.
For example, if X(t) is ergodic and one of its sample functions
(i.e., one of its realizations) is denoted as x(t), the mean and the
46
m = lim
ZT
x(t) dt
and
1
T 2T
( ) = lim
ZT
x(t)x(t + ) dt,
Let X(t) and Y (t) denote two stochastic processes and consider
the RVs Xti = X(ti), i = 1, 2, . . . , n, and Ytj = Y (tj ), j =
1, 2, . . . , m at times t1 > t2 > . . . > tn and t1 > t2 > . . . > tm,
respectively. The two stochastic processes are fully characterized
by their joint PDF
p(xt1 , xt2 , . . . , xtn , yt1 , yt2 , . . . , ytm )
47
Z Z
48
Statistical independence
Two processes X(t) and Y (t) are statistical independent if and
only if
p(xt1 , xt2 , . . . , xtn , yt1 , yt2 , . . . , ytm ) =
p(xt1 , xt2 , . . . , xtn ) p(yt1 , yt2 , . . . , ytm )
is valid for all n and m.
Uncorrelated processes
Two processes X(t) and Y (t) are uncorrelated if and only if
XY (t1, t2) = 0
holds.
49
as
ZZ (t1, t2) = E{Zt1 Zt2 }
= E{(Xt1 + jYt1 )(Xt2 jYt2 )}
= XX (t1, t2) + Y Y (t1, t2) + j(Y X (t1, t2) XY (t1, t2))
where XX (t1, t2), Y Y (t1, t2) and Y X (t1, t2), XY (t1, t2) denote
the ACFs and the CCFs of X(t) and Y (t), respectively.
Note that our definition of ZZ (t1, t2) differs from the Textbook,
where ZZ (t1, t2) = 12 E{Zt1 Zt2 } is used!
If Z(t) is a stationary process we get
ZZ (t1, t2) = ZZ (t2 + , t2) = ZZ ( )
with = t1 t2.
We can also establish the symmetry relation
ZZ ( ) = ZZ ( )
50
2.2.2
(f ) = F{( )} =
( ) ej2f d
(f ) ej2f df
Example:
Power spectrum of an uncorrelated stationary process:
(f ) = F{( )} = 1
(f )
1
51
= E{|Xt|2} 0
Symmetry of power density spectrum:
(f ) =
( ) ej2f d
( ) ej2f d
( ) ej2f d
= (f )
This means (f ) is a realvalued function.
52
Crosscorrelation spectrum
Consider the random processes X(t) and Y (t) with CCF XY ( ).
The crosscorrelation spectrum XY (f ) is defined as
XY (f ) =
XY ( ) ej2f d
We consider a deterministic linear timeinvariant system fully described by its impulse response h(t), or equivalently by its frequency response
H(f ) = F{h(t)} =
h(t) ej2f t dt
Let the signal x(t) be the input to the system h(t). Then the
output y(t) of the system can be expressed as
y(t) =
h( ) x(t ) d
53
Mean of Y (t)
mY = E{Y (t)} =
h( ) E{X(t )} d
= mX
h( ) d = mX H(0)
ACF of Y (t)
Y Y (t1, t2) = E{Yt1 Yt2 }
=
Z Z
Z Z
Z Z
h() h() XX ( + ) d d
= Y Y ( )
54
55
is valid.
As an example, we may choose H(f ) = 1 for f1 f f2 and
H(f ) = 0 outside this interval, and obtain
Zf2
XX (f ) df 0
f1
h() XX (t1 t2 ) d
= h( ) XX ( )
= Y X ( )
with = t1 t2.
Crossspectrum
Y X (f ) = F{Y X ( )} = H(f ) XX (f )
56
2.2.4
( ) =
2W
2W ( n/(2W ))
n=
n/(2W
))
n=
57
2.2.5
ACF
[n, k] = E{XnXk} =
Z Z
xn xk p(xn, xk ) dxndxk
Covariance function
[n, k] = [n, k] E{Xn}E{Xk}
If X[n] is stationary, we get
[] = [] |mX |2,
where mX = E{Xn} denotes the mean of X[n].
58
Power spectrum
The power spectrum of X[n] is the (discretetime) Fourier transform of the ACF []
(f ) = F{[]} =
[]ej2f
Z1/2
(f ) ej2f df
1/2
59
h[n] ej2f n
n=
h[k]x[n k]
k=
k=
= mX
h[k]
k=
= mX H(0)
where mX is the mean of X[n].
60
ACF of Y [n]
Using the deterministic system ACF
hh[] = h[] h[] =
h[k]h[k + ]
k=
a[n] g(t nT )
n=
61
Mean of X(t)
mX (t) = E{X(t)}
=
E{a[n]} g(t nT )
n=
= ma
g(t nT )
n=
ACF of X(t)
XX (t + , t) = E{X(t + )X (t)}
=
X
X
E{a[n]a[m]} g (t nT )g(t + mT )
X
X
aa [m n] g (t nT )g(t + mT )
n= m=
n= m=
62
Timeaverage ACF
The ACF XX (t + , t) depends on two parameters t and . Often
we are only interested in the timeaverage ACF defined as
1
XX ( ) =
T
ZT /2
XX (t + , t) dt
T /2
XX ( ) ej2f d
63
3.1
The resulting transmit signal s(t) has passband character, i.e., the
bandwidth B of its spectrum S(f ) = F{s(t)} is much smaller
than the carrier frequency fc .
S(f )
fc
fc
64
3.1.1
f <0
0,
u(f ) = 1/2, f = 0 .
1,
f >0
u(f )
1
1/2
f
Schober: Signal Detection and Estimation
65
1
s(t)}
t
j, f < 0
H(f ) = F{h(t)} = 0, f = 0 .
j, f > 0
Schober: Signal Detection and Estimation
66
H(f )
j
f
j
) = F{
The spectrum S(f
s(t)} can be obtained from
) = H(f )S(f )
S(f
67
Example:
S(f )
1
fc
fc
fc
S+(f )
2
Sb(f )
68
2 Re sb (t) ej2fct
69
Quadrature Modulation
Problem Statement: Assume we have two realvalued lowpass signals x(t) and y(t) whose spectra X(f ) = F{x(t)} and
Y (f ) = F{y(t)} are zero for |f | > f0. We wish to transmit these
lowpass signals over a passband channel in the frequency range
fc f0 |f | fc + f0, where fc > f0. How should we generate
the corresponding passband signal?
Solution: As shown before, the corresponding passband signal
can be generated as
s(t) =
2 x(t)cos(2fct)
2 y(t)sin(2fct).
The lowpass signals x(t) and y(t) are modulated using the (orthogonal) carriers cos(2fct) and sin(2fct), respectively. x(t) and
y(t) are also referred to as the inphase and quadrature component, respectively, and the modulation scheme is called quadrature
modulation. Often x(t) and y(t) are also jointly addressed as the
quadrature components of sb(t).
2 cos(2fct)
x(t)
s(t)
y(t)
2 sin(2fct)
Schober: Signal Detection and Estimation
70
Demodulation
At the receiver side, the quadrature components x(t) and y(t) have
to be extracted from the passband signal s(t).
Using the relation
1
sb (t) = x(t) + jy(t) = [s(t) + j s(t)] ej2fct ,
2
we easily get
1
x(t) = [s(t)cos(2fct) + s(t)sin(2fct)]
2
1
y(t) = [
s(t)cos(2fct) s(t)sin(2fct)]
2
+
x(t)
+
s(t)
1
2
1
2
sin(2fct)
Hilbert
Transform
cos(2fct)
y(t)
71
2 cos(2fct)
HLP(f )
x(t)
HLP(f )
y(t)
s(t)
2 sin(2fct)
fLP
fLP
72
Energy of sb (t)
For calculation of the energy of sb(t), we need to express the spectrum S(f ) of s(t) as a function of Sb (f ):
S(f ) = F{s(t)}
Z n
o
j2fc t
Re
=
2sb(t)e
ej2f t dt
Z
2
sb(t)ej2fct + sb (t)ej2fct ej2f t dt
=
2
1
= [Sb (f fc ) + Sb(f fc)]
2
Now, using Parsevals Theorem we can express the energy of s(t)
as
Z
Z
|S(f )|2 df
s2(t) dt =
E =
=
1
=
2
2
1
[Sb (f fc) + Sb (f fc)] df
2
Z h
Sb (f fc )Sb(f fc) +
Sb (f
fc )Sb(f
fc ) df
73
|Sb (f fc)|2 df =
|Sb (f fc )|2 df =
|Sb (f )|2 df
E=
|Sb (f )|2 df =
|sb (t)|2 dt
s2 (t) dt =
|sb(t)|2 dt
74
3.1.2
Analytic System
The transfer function H+ (f ) and impulse response h+(t) of the
analytic system are respectively defined as
H+(f ) = 2u(f )H(f )
and
h+(t) = F 1 {H+(f )},
which is identical to the corresponding definitions for analytic signals.
75
Hb (f fc) =
H(f ), f 0
0,
f <0
76
3.1.3
s(t)
h(t)
r(t)
equivalent?
sb(t)
hb(t)
rb(t)
Obviously, we have
R(f ) = F{r(t)} = H(f )S(f )
1
= [Sb (f fc) + S (f fc)] [Hb (f fc ) + Hb(f fc )]
2
Since both s(t) and h(t) have narrowband character
Sb (f fc )Hb(f fc) = 0
Sb (f fc )Hb(f fc) = 0
is valid, and we get
1
R(f ) = [Sb (f fc)Hb (f fc ) + S (f fc)Hb(f fc)]
2
1
= [Rb(f fc) + Rb(f fc)]
2
Schober: Signal Detection and Estimation
77
This result shows that we can get the output r(t) of the linear system
h(t) by transforming the output rb (t) of the equivalent baseband system
hb (t) into passband. This is an important result since it shows that,
without loss of generality, we can perform linear filtering operations
always in the equivalent baseband domain. This is very convenient for
example if we want to simulate a communication system that operates
in passband using a computer.
3.1.4
N N (f )
fc
fc
78
j2fc t
n(t) = 2Re z(t)e
= 2 [x(t)cos(2fct) y(t)sin(2fct)] .
Stationarity of n(t)
Since n(t) is assumed to be widesense stationary, the correlation functions XX ( ) = E{x(t + )x(t)}, Y Y ( ) = E{y(t + )y (t)}, and
XY ( ) = E{x(t + )y (t)} have to fulfill certain conditions as will be
shown in the following.
The ACF of n(t) is given by
NN (, t + ) = E{n(t)n(t + )}
= E {2 [x(t)cos(2fct) y(t)sin(2fct)]
[x(t + )cos(2fc(t + )) y(t + )sin(2fc(t + ))]}
= [XX ( ) + Y Y ( )] cos(2fc )
+ [XX ( ) Y Y ( )] cos(2fc(2t + ))
[Y X ( ) XY ( )] sin(2fc )
[Y X ( ) + XY ( )] sin(2fc(2t + )),
79
cos()cos() =
ACF of z(t)
Using the above conditions, the ACF ZZ ( ) of z(t) is easily calculated
as
ZZ ( ) = E{z(t + )z (t)}
= XX ( ) + Y Y ( ) + j(Y X ( ) XY ( ))
= 2XX ( ) + j2Y X ( )
As a consequence, we can express NN ( ) as
NN ( ) = Re{ZZ ( )ej2fc }
80
1
[ZZ (f fc ) + ZZ (f fc)] ,
2
where we have used the fact that ZZ (f ) is a realvalued function.
=
81
N N (f )
N0/2
fc
fc
82
ZZ (f )
N0
B2
B
2
sin(B )
83
Note that although white noise is convenient for analysis, it is not physically realizable since it would have an infinite variance.
White Gaussian Noise
For most applications it can be assumed that the channel noise n(t) is
not only stationary and white but also Gaussian distributed. Consequently, the quadrature components x(t) and y(t) of z(t) are mutually
uncorrelated white Gaussian processes.
Observed through a lowpass filter with bandwidth B, x(t) and y(t)
have equal variances 2 = XX (0) = Y Y (0) = N0 B/2. The PDF of
corresponding filtered complex process z(t0) = z = x + j y is given by
pZ (
z ) = pXY (
x, y)
2
x + y2
1
exp
=
2 2
2 2
1
|
z |2
=
exp 2 ,
Z2
Z
where Z2 = 2 2 is valid. Since this PDF is rotationally symmetric, the
corresponding equivalent baseband noise process is also referred to as
circularly symmetric complex Gaussian noise.
z(t)
HLP(f )
z(t)
84
h(t)
r(t)
equivalent
z(t)
sb(t)
hb(t)
rb(t)
85
3.2
3.2.1
Inner Product v 1 v 2
We define the (complex) vector v j , j {1, 2}, as
v j = [vj1 vj2 . . . vjn]T .
The inner product between v 1 and v 2 is defined as
v1 v2 = vH
2 v1
n
X
v1i
v2i
=
i=1
86
L2Norm of a Vector
The L2norm of a vector v is defined as
v
u n
uX
|vi|2
||v|| = v v = t
i=1
Linear Independence
Vector x is linearly independent of vectors v j , 1 j n, if there
is no set of coefficients aj , 1 j n, for which
n
X
aj v j
x=
j=1
is valid.
Triangle Inequality
The triangle inequality states that
||v 1 + v 2|| ||v 1|| + ||v 2||,
where equality holds if and only if v 1 = a v 2, where a is positive
real valued, i.e., a 0.
CauchySchwarz Inequality
The CauchySchwarz inequality states that
|v 1 v 2| ||v 1|| ||v 2||
is true. Equality holds if v 1 = b v 2, where b is an arbitrary
(complexvalued) scalar.
87
GramSchmidt Procedure
Enables construction of an orthonormal basis for a given set
of vectors.
Given: Set of ndimensional vectors v j , 1 j m, which
span an n1dimensional vector space with n1 max{n, m}.
Objective: Find orthonormal basis vectors uj , 1 j n1.
Procedure:
1. First Step: Normalize first vector of set (the order is arbitrary).
v1
u1 =
||v 1||
2. Second Step: Identify that part of v 2 which is orthogonal
to u1.
u2 = v 2 (v 2 u1) u1,
where (v 2 u1) u1 is the projection of v 2 onto u1. Therefore, it is easy to show that u2 u1 = 0 is valid. Thus, the
second basis vector u2 is obtained by normalization of u2
u2
u2 =
||u2||
3. Third Step:
u3 = v 3 (v 3 u1) u1 (v 3 u2) u2
u3
u3 =
||u3||
4. Repeat until v m has been processed.
88
Remarks:
1. The number n1 of basis vectors is smaller or equal max{n, m},
i.e., n1 max{n, m}.
2. If a certain vector v j is linearly dependent on the previously
found basis vectors ui , 1 i j 1, uj = 0 results and
we proceed with the next element v j+1 of the set of vectors.
3. The found set of basis vectors is not unique. Different sets
of basis vectors can be found e.g. by changing the processing
order of the vectors v j , 1 j m.
3.2.2
Inner Product
The inner product of two (complexvalued) signals x1(t) and x2(t)
is defined as
Zb
< x1(t), x2(t) > = x1(t)x2(t) dt,
b a,
a
Norm
The norm of a signal x(t) is defined as
v
u b
uZ
p
u
||x(t)|| = < x(t), x(t) > = t |x(t)|2 dt.
a
89
Energy
The energy of a signal x(t) is defined as
E = ||x(t)||2 =
|x(t)|2 dt.
Linear Independence
m signals are linearly independent if and only if no signal of the
set can be represented as a linear combination of the other m 1
signals.
Triangle Inequality
Similar to the vector space case the triangle inequality states
||x1(t) + x2(t)|| ||x1(t)|| + ||x2(t)||,
where equality holds if and only if x1(t) = ax2(t), a 0.
CauchySchwarz Inequality
| < x1(t), x2(t) > | ||x1(t)|| ||x2(t)||,
where equality holds if and only if x1(t) = bx2(t), where b is
arbitrary complex.
90
3.2.3
For the design and analysis of communication systems it is often necessary to represent a signal as a sum of orthogonal signals.
Given:
(Complexvalued) signal s(t) with finite energy
Z
Es =
|s(t)|2 dt
fn(t)fm (t) dt =
1, n = m
0 n=
6 m
Objective:
Find best approximation for s(t) in terms of fn (t), 1 n K.
The approximation s(t) is given by
s(t) =
K
X
snfn (t),
n=1
91
|e(t)|2 dt
|s(t)
K
X
sn fn(t)|2 dt
n=1
Optimize Coefficients sn
In order to find the optimum coefficients sn, 1 n K, which
minimize Ee , we have to differentiate Ee with respect to sn , 1
n K,
#
Z "
K
X
Ee
s(t)
=
sk fk (t) fn (t) dt = 0,
n = 1, . . . , K,
sn
k=1
n = 1, . . . , K.
92
e(t)
s(t) dt = 0
|e(t)|2 dt
e(t)s(t) dt
|s(t)|2 dt
Z X
K
sk fk (t)s(t) dt
k=1
= Es
K
X
|sn|2
n=1
Emin = 0
If Emin = 0 is valid, we can represent s(t) as
s(t) =
K
X
sk fk (t),
k=1
93
GramSchmidt Procedure
Given: M signal waveforms {si (t), i = 1, . . . , M }.
Objective: Construct a set of orthogonal waveforms {fi(t)}
from the original set {si(t)}.
Procedure
1. First Step:
s1(t)
f1 (t) = ,
E1
where the energy E1 of signal s1 (t) is given by
E1 =
|s1(t)|2 dt
2. Second Step:
Calculate the inner product of s2(t) and f1(t)
c12 =
s2(t)f1(t) dt
The projection of s2(t) onto f1(t) is simply c12f1(t). Therefore, the function
f2 (t) = s2(t) c12f1(t)
is orthogonal to f1(t), i.e., < f1(t), f2 (t) > = 0. A normalized version of f2 (t) gives the second basis function
f2 (t)
f2 (t) = ,
E2
Schober: Signal Detection and Estimation
94
with
Ej =
j = 2, 3, . . .
3. kth Step
fk (t)
= sk (t)
k1
X
cik fi (t)
i=1
with
cik =
sk (t)fi(t) dt
95
Example:
Given are the following two signals
s1 (t)
s2(t)
1
2
1. First Step:
Signal s1(t) has energy
E1 =
|s1(t)|2 dt = 2.
2. Second Step:
The inner product between the first basis function f1(t) and
96
1
s2(t)f1(t) dt = 2.
2
Therefore, we obtain
f2 (t) = s2(t) c12f1(t)
= s2(t) s1(t)
Since the energy of f2 (t) is E2 = 1, the second basis function
is
f2(t) = s2(t) s1(t)
f2(t)
2
t
1
97
N
X
skn fn(t),
k = 1, 2, . . . , M
n=1
with coefficients
Z
sk (t)fn(t) dt,
skn =
n = 1, 2, . . . , N.
|sk (t)|2 dt =
N
X
n=1
98
Example:
Continuation of
previous example:
Since s1(t) = 2f1(t), the signal space representation of s1(t) is
simply
s1 = [ 2 0]T .
For s21 and s22 we get, respectively,
Z
s2(t)f1 (t) dt = 2
s21 =
and
s22 =
s2(t)f2(t) dt = 1.
s2 = [ 2 1]T .
A graphical representation of the signal space for this example is
given below.
f2(t)
s2
1 s1
f1(t)
Using the signal space representation, e.g. the inner product beSchober: Signal Detection and Estimation
99
j2fc t
sm(t) = 2Re sbm (t)e
.
Recall that sm (t) and sbm (t) have the same energy
Z
Z
|sbm (t)|2 dt.
s2m(t) dt =
Em =
Inner Product
We express the inner product between sm (t) and sk (t) in terms of
the inner product between sbm (t) and sbk (t).
Z
Z
Re sbm (t)ej2fct Re sbk (t)ej2fct dt
sm (t)sk (t) dt = 2
2
=
4
j2fc t
sbm (t)e
sbm (t)ej2fct
j2fc t
sbk (t)e
sbk (t)ej2fct
dt
100
and the fact that both sm (t) and sk (t) are narrowband signals, the
above integral can be simplified to
Z
sm(t)sk (t) dt =
1
2
[Sbm (f fc )Sbk
(f fc) +
Sbm
(f fc )Sbk (f fc)] df
1
=
2
1
2
[Sbm (f )Sbk
(f ) + Sbm
(f )Sbk (f )] df
This result shows that the inner product of the passband signals is
identical to the real part of the inner product of the corresponding
baseband signals.
< sm (t), sk (t) > = Re{< sbm (t), sbk (t) >}
If we have a signal space representation of passband and baseband
signals respectively, we can rewrite the above equation as
sm sk = Re{sbm sbk },
where sm and sk denote the signals space representation of sm (t)
and sk (t), respectively, whereas sbm and sbk denote those of sbm (t)
and sbk (t), respectively.
101
Correlation km
In general, the (cross)correlation between two signals allows to
quantify the similarity of the signals. The complex correlation
bkm of two baseband signals sbk (t) and sbm (t) is defined as
< sbk (t), sbm (t) >
Ek Em
Z
1
sbk (t)sbm (t) dt
=
Ek Em
bkm =
= p
sbk sbm
||sbk || ||sbm ||
Ek Em
Z
1
sk (t)sm(t) dt
=
Ek Em
km =
sk sm
= p
||sk || ||sm ||
= Re{bkm}
102
p
= ||sm sk || = ||sm||2 + ||sk ||2 2sm sk
1/2
p
= Em + Ek 2 Em Ek km
This important result shows once again, that the baseband representation is really equivalent to the passband signal. We will
see later that the Euclidean distance between signals used for digital communication determines the achievable error probability, i.e.,
Schober: Signal Detection and Estimation
103
Modulation:
The modulator is the interface between the source that emits the
binary digits an and the channel. The modulator selects one of
M = 2k waveforms {sm (t), m = 1, 2, . . . , M } based on a block
of k = log2 M binary digits (bits) an.
serial
select
{an}
sm(t)
waveform
parallel
k bits
104
3.3.1
Memoryless Modulation
3.3.1.1
M PAM Waveform
The M PAM waveform in passband representation is given by
sm (t) = 2Re Am g(t)ej2fct
= 2Amg(t)cos(2fct)
m = 1, 2 . . . , M,
where we assume for the moment that sm (t) = 0 outside the interval t [0, T ]. T is referred to as the symbol duration. We use
the following definitions:
Am = (2m 1 M )d, m = 1, 2 . . . , M , are the M possible
amplitudes or symbols, where 2d is the distance between two
adjacent amplitudes.
g(t): realvalued signal pulse of duration T . Note: The finite
duration condition will be relaxed later.
Bit interval (duration) Tb = 1/R. The symbol duration is
related to the bit duration by T = kTb.
PAM symbol rate RS = R/k symbols/s.
105
Transmitted Waveform
The transmitted waveform s(t) for continuous transmission is given
by
s(t) =
sm (t kT ).
k=
sbm (t kT ) =
k=
Am [k]g(t kT ),
k=
Td
2T
106
Signal Energy
Em =
ZT
|sbm (t)|2 dt
= A2m
ZT
|g(t)|2 dt = A2m Eg
ZT
|g(t)|2 dt
0
p
sm = Eg Am.
107
Example:
1. M = 2
m=1
p
d Eg
2
p
d Eg
m=1
00
01
11
10
108
In practice, often the minimum Euclidean distance demin of a modulation scheme plays an important role. For PAM signals we get,
e
demin = min
{d
mn }
n,m
p
= 2 Eg d.
m6=n
Special Case: M = 2
In this case, the signal set contains only two functions:
s1(t) = 2dg(t)cos(2fct)
s2(t) = 2dg(t)cos(2fct).
Obviously,
s1(t) = s2(t)
is valid. The correlation in that case is
12 = 1.
Because of the above properties, s1(t) and s2(t) are referred to as
antipodal signals. 2PAM is an example for antipodal modulation.
109
3.3.1.2
M PSK Waveform
The M PSK waveform in passband representation is given by
o
n
j2(m1)/M
j2fc t
sm (t) = 2Re e
g(t)e
= 2g(t)cos(2fct + m )
= 2g(t)cos(m)cos(2fct)
2g(t)sin(m )sin(2fct),
m = 1, 2 . . . , M,
where we assume again that sm(t) = 0 outside the interval t
[0, T ] and
m = 2(m 1)/M,
m = 1, 2 . . . , M,
Signal Energy
Em =
ZT
|sbm (t)|2 dt
ZT
|g(t)|2 dt = Eg
This means that all signals of the set have the same energy.
Schober: Signal Detection and Estimation
110
111
m=1
2. M = 4
2
m=1
3
4
3. M = 8
3
m=1
5
6
8
7
112
Euclidean Distance
demn = ||sbm sbn ||
qp
p
j
m
=
| Eg e
Eg ejn |2
q
=
Eg (2 2Re{ej(mn) })2
q
=
2Eg (1 cos[2(m n)/M ])
The minimum Euclidean distance of M PSK is given by
q
e
dmin = 2Eg (1 cos[2/M ])
3.3.1.3
M QAM Waveform
The M QAM waveform in passband representation is given by
sm (t) = 2Re (Acm + jAsm )g(t)ej2fct
j2fc t
= 2Re Am g(t)e
113
Signal Energy
Em =
ZT
|sbm (t)|2 dt
= |Am|2
ZT
|g(t)|2 dt = |Am|2Eg .
0
114
Euclidean Distance
demn = ||sbm sbn ||
qp
=
| Eg (Am An )|2
p
=
Eg |Am An|
p p
Eg (Acm Acn )2 + (Asm Asn )2
=
Example:
M = 16:
115
3.3.1.4
MultiDimensional Modulation
Combined Approach
Of course, the time and the frequency domain approaches can be
combined. For example, if we jointly modulate the PAM waveforms transmitted in N1 symbol intervals and over N2 carriers, an
N1 N2dimensional signal results.
116
Example:
Assume N1 = 2, N2 = 3:
f
fc + 2f
fc + f
fc
3.3.1.5
2T
M FSK Waveform
The M FSK waveform in passband representation is given by
r
2E j2mf t j2fct
sm (t) =
Re e
e
T
r
2E
cos[2(fc + mf )t],
m = 1, 2 . . . , M
=
T
and we assume again that sm (t) = 0 outside the interval t [0, T ].
E is the energy of sm (t).
117
1E
ET
ZT
ej2mf tej2nf t dt
T
1 e
=
T j2(m n)f
j2(mn)f t
mn = Re{bmm }
sin[(m n)f T ]
=
cos[(m n)f T ]
(m n)f T
sin[2(m n)f T ]
=
2(m n)f T
Now, it is easy to show that mn = 0 is true for m 6= n if
f T = k/2,
Schober: Signal Detection and Estimation
k {1, 2, . . .}
118
The smallest frequency separation that results in M orthogonal signals is f = 1/(2T ). In practice, both orthogonality
and narrow spacing in frequency are desirable. Therefore, usually
f = 1/(2T ) is chosen for M FSK.
It is interesting to calculate the complex correlation in that case:
sin[(m n)/2] j(mn)/2
e
(m n)/2
0,
(m n) even, m 6= n
=
2j/[(m n)],
(m n) odd
bmn =
This means that for a given signal sbm (t) (M/2 1) other signals
are orthogonal in the sense that the correlation is zero, whereas
the remaining M/2 signals are orthogonal in the sense that the
correlation is purely imaginary.
s1 = [ E 0 . . . 0]T
s2 = [0 E 0 . . . 0]T
...
sM = [0 . . . 0 E]T
119
Example:
M = 2:
s2
s1
Euclidean Distance
demn = ||sm sn||
= 2E.
This
is
means the Euclidean distance between any two signal points
e
2E. Therefore, the minimum Euclidean distance is also dmin =
2E.
Biorthogonal Signals
A set of 2M biorthogonal signals is derived from a set of M orthogonal signals {sm(t)} by also including the negative signals
{sm(t)}.
For biorthogonal signalsthe Euclidean distance
between pairs of
120
Example:
M = 2:
s2
s3 = s1
s1
s4 = s2
Simplex Signals
Consider a set of M orthogonal waveforms sm (t), 1 m M .
The mean of the waveforms is
M
X
E
1
1M ,
sm =
s =
M m=1
M
where 1M is the M dimensional allones column vector.
In practice, often zeromean waveforms are preferred. Therefore, it is desirable to modify the orthogonal signal set to a
signal set with zero mean.
The mean can be removed by
sm = sm s .
The set {sm } has zero mean and the waveforms sm are called
simplex signals.
121
Energy
||sm||2 = ||sm s ||2 = ||sm ||2 2sm s + ||s||2
1
1
1
= E2 E + E =E 1
M
M
M
We observe that simplex waveforms require less energy than
orthogonal waveforms
to achieve the same minimum Euclidean
sm sn
1/M
1
=
=
=
122
3.3.2
3.3.2.1
PSK Signal
Recall that the PSK waveform in complex baseband representation
is given by
sbm (t) = ejm g(t),
where m = 2(m1)/M , m {1, 2, . . . , M }. For continuous
transmission the transmit signal s(t) is given by
X
s(t) =
ej[k] g(t kT ),
k=
123
{an}
mapping
[k]
exp(j[k])
g(t)
s(t)
DPSK
In DPSK, the bits are mapped to the difference of two consecutive
signal phases. If we denote the phase difference by m , then in
M DPSK k = log2 M bits are mapped to
m = 2(m 1)/M,
m {1, 2 . . . , M }.
If we drop again the symbol index m, and introduce the time index
k, the absolute phase [k] of the transmitted symbol is obtained
as
[k] = [k 1] + [k].
Since the information is carried in the phase difference, in the
receiver detection can be performed based on the phase difference
of the waveforms received in two consecutive symbol intervals, i.e.,
knowledge of the absolute phase of the received signal is not required.
{an}
[k]
[k]
mapping
exp(j[k])
g(t)
s(t)
124
3.3.3
In most nonlinear modulation schemes with memory, the memory is introduced by forcing the transmitted signal to have a continuous phase.
Here, we will discuss continuousphase FSK (CPFSK) and more general continuousphase modulation (CPM).
3.3.3.1
FSK
In conventional FSK, the transmit signal s(t) at time k can be
generated by shifting the carrier frequency f [k] by an amount
of
1
I[k] {1, 3, . . . , (M 1)},
f [k] = f I[k],
2
where I[k] reflects the transmitted digital information at time
k (i.e., in the kth symbol interval).
Proof. For FSK we have
f [k] = fc + m[k]f
2m[k] M 1 + M + 1
= fc +
f
2
1
M +1
= fc +
(2m[k] M 1) +
f
2
2
1
= fc + f I[k],
2
where fc = fc + M+1
2 f and I[k] = 2m[k] M 1. If
we interpret fc as new carrier frequency, we have the desired
representation.
125
FSK is memoryless and the abrupt switching from one frequency to another in successive symbol intervals results in a
relatively broad spectrum S(f ) = F{s(t)} of the transmit
signal with large side lobes.
S(f )
T1
1
T
CPFSK Signal
We first consider the PAM signal
d(t) =
I[k]g(t kT ),
k=
where I[k] {1, 2, . . . , (M 1)} and g(t) is a rectangular pulse with amplitude 1/(2T ) and duration T .
g(t)
1
2T
126
X
E
sb (t) =
exp j2f T
I[k](t kT )g(t kT ) ,
T
k=
127
= 4fdT
Zt
Zt
d( ) d
I[n]g( nT ) d
n=
= 4fdT
k1
X
I[n]
n=
+4fdT I[k]
ZkT
g( nT ) d
{z
(k+1)T
Z
|kT
g( kT ) d
{z
1 (tkT )
q(tkT )= 2T
= 2fdT
|
k1
X
{z
n=
[k]
= [k] + 2hI[k]q(t kT ),
where
h = 2fdT : modulation index
[k]: accumulated phase memory
1
2
128
0, t < 0
t
q(t) =
, 0tT
2T
1
t>T
2,
q(t)
1
2
3.3.3.2
are used.
Schober: Signal Detection and Estimation
129
CPM Waveform
The CPM waveform in complex baseband representation is given
by
r
E
exp(j[(t, I) + 0]),
sb (t) =
T
whereas the corresponding passband signal is
r
2E
s(t) =
cos[2fct + (t, I) + 0],
T
where the informationcarrying phase in the interval kT t
(k + 1)T is given by
(t, I) = 2h
k
X
I[n]q(t nT ).
n=
Properties of g(t)
The integral over the socalled frequency pulse g(t) is always
1/2.
Z
g( ) d = q() =
t T.
1
2
130
t T.
is valid.
Example:
1. CPM with rectangular frequency pulse of length L (LREC)
1
, 0 t LT
g(t) = 2LT
0,
otherwise
L = 1 (CPFSK):
g(t)
q(t)
1
2
1
2T
L = 2:
g(t)
q(t)
1
2
1
4T
2T
2T
131
q(t)
1
2
1
T
L = 2:
g(t)
q(t)
1/2
2T
2T
132
2 /2
et
dt
BT = 1.0
BT = 0.1
t/T
133
Phase Tree
The phase trajectories (t, I) of all possible input sequences
{I[k]} can be represented by a phase tree. For construction of
the tree it is assumed that the phase at a certain time t0 (usually
t0 = 0) is known. Usually, (0, I) = 0 is assumed.
Example:
Binary CPFSK
In the interval kT t (k + 1)T , we get
(t, I) = h
k1
X
I[n] + 2hI[k]q(t kT ),
n=
0,
q(t) = t/(2T ),
1/2,
t<0
0tT
t>T
134
(t, I)
2h
h
2T
h
2h
Phase Trellis
The phase trellis is obtained by plotting the phase trajectories
modulo 2. If h is furthermore given by
q
h= ,
p
where q and p are relatively prime integers, it can be shown that
(kT, I) can assume only a finite number of different values.
These values are called the (terminal) states of the trellis.
135
Example:
Full response CPM with odd q
In that case, we get
(kT, I) = h
k
X
I[n]
n=
q
= {0, 1, 2, . . .}.
p
From the above equation we conclude that (kT, I) mod2 can
assume only the values
q
q q
, 2 , . . . , (2p 1)
S = 0,
p
p
p
If we further specialize this result to CPFSK with h = 12 , which is
also referred to as minimum shiftkeying (MSK), we get
3
S = 0, , ,
2
2
3
2
(t, I)
1
+1
+1
1
+1
+1
1
1
+1
2T
136
Number of States
More generally, it can be shown that for general M ary CPM the
number S of states is given by
pM L1,
even q
S=
2pM L1,
odd q
The number of states is an important indicator for the receiver
complexity required for optimum detection of the corresponding
CPM scheme.
Example:
Binary CPFSK with h =
1
2
1
+1
+1
+1
+1
3
2
137
138
E X
sb (t) =
[I[2k]g(t 2kT ) jI[2k + 1]g(t 2kT T )],
T
k=
139
g(t)
I[k]
sb(t)
serial
parallel
g(t)
j
140
141
3.4
{an}
Modulator
3.4.1
SS (f )
Channel
Receiver
Given:
Passband signal
s(t) =
j2fc t
2Re sb (t)e
I[k]g(t kT )
k=
where
I[k]: Sequence of symbols, e.g. PAM, PSK, or QAM symbols
Note: I[k] is complex valued for PSK and QAM.
142
T : Symbol duration. 1/T = R/k symbols/s is the transmission rate, where R and k denote the bit rate and the number
of bits mapped to one symbol.
g(t): Transmit pulse shape
Solution:
The spectrum SS (f ) of the passband signal s(t) can be expressed as
1
SS (f ) = [SbSb (f fc) + Sb Sb (f fc)],
2
where Sb Sb (f ) denotes the spectrum of the equivalent baseband signal sb (t). We observe that SS (f ) can be easily determined, if SbSb (f ) is known. Therefore, in the following, we
concentrate on the calculation of Sb Sb (f ).
{I[k]} is a sequence of random variables, i.e., {I[k]} is a discrete
time random process. Therefore, sb (t) is also a random process
and we have to calculate the power spectral density of sb (t),
since a spectrum in the deterministic sense does not exist.
ACF of sb (t)
Sb Sb (t + , t) = E{sb (t)sb(t + )}
(
!
!)
X
X
=E
I [k]g (t kT )
I[k]g(t + kT )
k=
X
X
n= k=
k=
143
X
X
II [n k]g (t kT )g(t + nT )
n= k=
X
X
II []
g (t kT )g(t + kT T )
k=
g(t kT ).
k=
144
ZT /2
Sb Sb (t + , t) dt
T /2
ZT /2
X
1
II []
g (t kT )
T
k=
T /2
g(t + kT T ) dt
T /2kT
Z
X
X
1
=
g (t)
II []
T
=
k=
II []
1
T
T /2kT
g(t + T ) dt
g (t)g(t + T ) dt
and obtain
X
1
Sb Sb ( ) =
II []gg ( T )
T
=
145
Z
Z
1 X
=
II []g (t)g(t + T ) dt ej2f d
T
Z
Z
1 X
=
g(t + T )ej2f d dt
g (t)
II []
T
=
1 X
=
II []
T
=
1
T
II []ej2f T ,
we obtain for the average power spectral density of sb (t) the elegant
expression
Sb Sb (f ) =
1
|G(f )|2II (f )
T
146
X
II (f ) = I2 + |I |2
ej2f T
P
2 X
|I |
,
f
II (f ) = I2 +
T
T
=
I2
|
|
I
f
G
SbSb (f ) = |G(f )|2 + 2
T
T
T
T
=
147
Example:
1. Rectangular Pulse
g(t)
A
sin(f T ) jf T
e
f T
SbSb (f )
0.8
0.6
0.4
0.2
0
3
fT
148
g(t)
0.8
0.6
0.4
0.2
0.2
0.2
0.4
0.6
0.8
1.2
1.4
AT
sin(f T
ejf T
2
2
2 f T (1 f T )
149
0.25
SbSb (f )
0.2
0.15
0.1
0.05
0
3
fT
10
10
10
SbSb (f )
10
10
10
10
10
10
10
10
fT
150
3.4.2
Example:
Text book Figs. 4.4-3 4.4-10.
151
In this chapter, we derive the optimum receiver structures for the modulation schemes introduced in Chapter 3 and analyze their performance.
4.1
0 t T.
n(t), N0/2
sm(t)
The AWGN, n(t), has power spectral density
N0 W
NN (f ) =
2 Hz
r(t)
152
z(t), N0
sbm(t)
rb(t)
153
r(t)
4.1.1
Decision
Demodulator
Detector
Demodulation
The demodulator extracts the information required for optimal detection of sm (t) and eliminates those parts of the received signal r(t) that
are irrelevant for the detection process.
4.1.1.1
Correlation Demodulation
ZT
r(t)fk(t) dt =
|0
sm (t)fk(t) dt +
{z
smk
= smk + nk ,
[sm(t) + n(t)]fk(t) dt
ZT
ZT
ZT
|0
n(t)fk(t) dt
{z
nk
1kN
154
f1 (t)
() dt
r1
RT
() dt
r2
f2 (t)
...
r(t)
fN (t)
RT
0
...
RT
() dt
rN
N
X
k=1
N
X
smk fk (t) +
N
X
nk fk (t) + n(t)
k=1
rk fk (t) + n (t),
k=1
N
X
nk fk (t)
k=1
Since n (t) does not lie in the signal space spanned by the basis
functions of sm (t), it is irrelevant for detection of sm (t). Therefore, without loss of optimality, we can estimate the transmitted
waveform sm(t) from r instead of r(t).
Schober: Signal Detection and Estimation
155
Properties of nk
nk is a Gaussian random variable (RV), since n(t) is Gaussian.
Mean:
T
E{nk } = E
n(t)fk(t) dt
ZT
E{n(t)}fk(t) dt
= 0
Covariance:
T
Z
Z
ZT ZT
0
N0
2
E{n(t)n( )} fk (t)fm( ) dt d
|
{z
}
N0
2 (t )
ZT
fm (t)fk(t)dt
N0
[k m]
2
where [k] denotes the Kronecker function
1,
k=0
[k] =
0,
k 6= 0
=
We conclude that the N noise components are zeromean, mutually uncorrelated Gaussian RVs.
Schober: Signal Detection and Estimation
156
Conditional pdf of r
r can be expressed as
r = sm + n
with
sm = [sm1 sm2 . . . smN ]T ,
n = [n1 n2 . . . nN ]T .
Therefore, conditioned on sm vector r is Gaussian distributed and
we obtain
p(r|sm) = pn(r sm)
N
Y
=
pn(rk smk ),
k=1
where pn(n) and pn(nk ) denote the pdfs of the Gaussian noise
vector n and the components nk of n, respectively. pn(nk ) is
given by
n2k
1
exp
pn(nk ) =
N0
N0
since nk is a realvalued Gaussian RV with variance n2 = N20 .
Therefore, p(r|sm ) can be expressed as
N
Y
(rk smk )2
1
exp
p(r|sm ) =
N0
N0
k=1
N
X
(rk smk )2
k=1
1mM
exp
=
,
N0
(N0)N/2
157
p(r|sm ) will be used later to find the optimum estimate for sm (or
equivalently sm (t)).
Role of n(t)
We consider the correlation between rk and n(t):
E{n(t)rk} = E{n(t)(smk + nk )}
= E{n(t)} smk + E{n(t)nk }
| {z }
=0
X
= E n(t)
nj fj (t) nk
j=1
ZT
0
E{n(t)n ( )} fk ( ) d
{z
}
|
N0
2 (t )
N0
N0
fk (t)
fk (t)
2
2
= 0
N
X
j=1
E{nj nk } fj (t)
| {z }
N0
2 [jk]
158
4.1.1.2
MatchedFilter Demodulation
0tT
Zt
r( )hk (t ) d
Zt
r( )fk(T t + ) d
0
ZT
r( )fk( ) d
= rk ,
1kN
159
f1 (T t)
r(t)
f2 (T t)
y1(t)
r1
y2(t)
r2
...
...
fN (T t)
yN (t)
rN
sample at
t=T
Zt
s( )s(T t + ) d
160
Example:
s(t)
h(t)
y(t)
y(T )
2T
0 t T,
ZT
|s(t)|2 dt
N0
2
161
ZT
r( )h(T ) d
ZT
s( )h(T ) d +
|0
{z
yS (T )
ZT
n( )h(T ) d
{z
|0
yN (T )
|yS (T )|2
SNR =
E{|yN (T )|2}
The noise power in the denominator can be calculated as
T
T
Z
Z
2
E |yN (T )| = E n( )h(T ) d n( )h(T ) d
ZT ZT
N0
2
ZT
0
N0
2 ( t)
|h(T )|2 d
162
2
N0
= 2
ZT
|s( )|2 d
E
,
N0
163
s ( ) ej2f ej2f T d
= ej2f T
j2f T
= e
S (f )
s( ) ej2f d
164
4.1.2
Optimal Detection
Problem Formulation:
Solution:
m
= 1, 2, . . . , M,
165
where m
denotes the estimated signal number. The above decision
rule is called maximum a posteriori (MAP) decision rule.
Simplifications
Using Bayes rule, we can rewrite P (sm |r) as
P (sm |r) =
p(r|sm )P (sm )
,
p(r)
with
p(r|sm ): Conditional pdf of observed vector r given sm .
P (sm ): A priori probability of transmitted symbols. Normally, we have
1
1m
M,
P (sm ) = ,
M
i.e., all signals of the set are transmitted with equal probability.
p(r): Probability density function of vector r
p(r) =
M
X
p(r|sm)P (sm ).
m=1
166
The above MAP and ML decision rules are very general. They can be
applied to any channel as long as we are able to find an expression for
p(r|sm ).
167
N
X
2
|rk smk
|
k=1
p(r|sm ) =
exp
,
N0
(N0)N/2
1m
M
N
1
ln(N0)
2
N0
m
( N
)
X
2
= argmin
|rk smk
|
= argmax
k=1
= argmin ||r sm ||
m
N
X
2
|rk smk
|
k=1
Interpretation:
We select that vector sm which has the minimum Euclidean distance
D(r, sm ) = ||r sm ||
168
m
=2
m
=1
r
m
=3
m
=4
169
Alternative Representation:
Using the expansion
||r sm ||2 = ||r||2 2Re{r sm } + ||sm ||2,
we observe that ||r||2 is independent of sm . Therefore, we can
further simplify the ML decision rule
2
m
= argmin ||r sm ||
m
= argmin 2Re{r sm } + ||sm ||2
m
2
= argmax 2Re{r sm } ||sm ||
m
Z
1
= argmax Re
r(t)sm (t) dt Em ,
2
m
with
Em =
ZT
If we are dealing with passband signals both r(t) and sm (t) are
realvalued, and we obtain
m
= argmax
m
T
Z
1
r(t)sm (t) dt Em
2
170
s1 (t)
RT
0
1
2
E1
1
2
E2
() dt
s2 (t)
RT
corresponds
...
r(t)
that
() dt
...
sN (t)
RT
0
select m
to maximum
1
2
input
EN
() dt
Example:
M ary PAM transmission (baseband case)
The transmitted signals are given by
sbm (t) = Am g(t),
with Am = (2m 1 M )d, m = 1, 2, . . . , M , 2d: distance
between adjacent signal points.
We assume the transmit pulse g(t) is as shown below.
g(t)
a
171
z(t), N0
Am
sbm(t)
g(t)
Demodulation
rb
1. Demodulator
Energy of transmit pulse
Eg =
ZT
|g(t)|2 dt = a2T
0tT
otherwise
Detection
172
Correlation demodulator
ZT
rb (t)f (t) dt
rb =
0
1
=
T
1
=
T
|
ZT
rb (t) dt
ZT
0
ZT
1
sbm (t) dt +
z(t) dt
T
0
{z
} |
{z
}
sbm
= sbm + z
sbm is given by
1
sbm =
T
ZT
Am g(t) dt
ZT
1
=
Am a dt
T
0
p
= a T Am = Eg Am.
z2 = E{|z|2}
ZT ZT
1
E{z(t)z ( )} dt d
=
{z
}
|
T
0
= N0
N0 (t )
173
pdf p(rb|Am):
!
p
2
|rb Eg Am |
1
p(rb|Am ) =
exp
N0
N0
2. Optimum Detector
The ML decision rule is given by
m
= argmax {ln(p(rb|Am ))}
m
p
= argmax {|rb Eg Am |2}
m
p
= argmin {|rb Eg Am |2}
m
m
=1
m
=2
m
=3
m
=4
174
4.2
Binary Modulation
1. Binary PAM (M = 2)
Decision Regions
m
=1
p
Eg d
m
=2
p
Eg d
175
rR < 0,
whereas an error is made if
rR > 0,
where rR = Re{rb } denotes the real part of r. rR is given by
p
rR = Eg d + zR
Therefore, we get
!
p
Z
2
(rR ( Eg d))
1
drR
P (e|s1) =
exp
N0
N0
0
1
=
2 r
= Q
Z
2Eg
N0 d
x2
exp
2
!
2Eg
d
N0
dx
176
2(rR + Eg d)/ N0
2
t
dt
exp
2
Pb =
177
Note that binary PSK (BPSK) yields the same BEP as 2PAM.
n
1
Eb + n2
178
Decision Rule
The ML decision rule is given by
m
= argmax 2r sm ||sm ||2
m
= argmax {r sm } ,
m
Error Probability
Let us assume that m = 1 has been transmitted.
From the above decision rule we conclude that an error is
made if
r s1 < r s2
Therefore, the conditional BEP is given by
P (e|s1) = P (r s2 > r s1)
p
p
= P ( Eb n2 > Eb + Ebn1)
p
= P (n
n}1 > Eb )
| 2 {z
X
179
1
P (e|s1) =
2N0
2
x
dx
exp
2N0
Eb
1
=
2 r
= Q
Eb
N0
Eb
N0
2
u
exp
du
2
!
180
Pb = Q
Eb
N0
10
10
10
BER
10
2FSK
4
10
10
2PAM
6
10
Eb/N0 [dB]
10
12
14
181
Signal Space
2PAM
2FSK
d12
Eb
Eb
d12
Eb
Eb
dFSK
12
2Eb
2
d
12
Pb = Q
2N0
Schober: Signal Detection and Estimation
182
Rule of Thumb:
In general, for a given average energy of the signal points,
the BEP of a linear modulation scheme is larger if the minimum Euclidean distance of the signals in the signal space
is smaller.
4.2.2
M ary PAM
1 m M.
M
1 X
=
Em
M m=1
M
X
1
2
(2m 1 M )2
=
Eg d
M
" m=1 M
#
M
M
2
X
X
X
Eg d
=
4
m2
4(M + 1)
m +
(M + 1)2
M
m=1
m=1
| {z }
{z
}
|
| {z } m=1
1 M(M+1)(2M+1)
6
M2 1 2
d Eg
=
3
1 M(M+1)
2
M(M+1)2
183
m
=1 m
=2
m
=M
184
= 2
exp
dx
M
N0
N0
d
M 1 1
= 2
M
2 r
Eg
2
y
dy
exp
2
Z
E
2d2 Ng
= 2
M 1
Q
M
2d2
Eg
N0
ES
,
M2 1
we obtain
PM = 2
M 1
Q
M
6ES
(M 2 1)N0
185
1
PM .
log2 M
186
0
10
M = 64
10
M = 32
10
10
M = 16
SEP
10
10
10
10
M =2
M =4
M =8
10
10
12
14
16
18
20
22
Eb/N0 [dB]
4.2.3
M ary PSK
2 log2(M )Eb
PM 2 Q
sin
.
N0
M
187
10
M = 64
10
M = 32
10
10
M =4
10
M = 16
SEP
10
M =8
10
10
M =2
10
10
12
14
16
18
20
22
Eb/N0 [dB]
4.2.4
M ary QAM
188
0
10
10
10
10
M = 64
10
M = 16
SEP
10
M =4
10
10
10
10
12
14
16
18
20
22
Eb/N0 [dB]
4.2.5
Although exact (and complicated) expressions for the SEP and BEP of
most regular linear modulation formats exist, it is sometimes more convenient to employ simple bounds and approximation. In this sections,
we derive the union upper bound valid for arbitrary signal constellations and a related approximation for the SEP.
189
PM
M M
1 XX
PEP(s s )
M =1 =1
6=
The advantage of the union bound is that the PEP can be usually easily obtained. Assuming Gaussian noise and an Euclidean
distance of d = ||s s || between signal points s and s , we
obtain
s
M
M
1 X X d2
Q
PM
M =1 =1
2N0
6=
Assuming that each signal point has on average CM nearest neighbor signal points with minimum distance dmin = min6= {d } and
exploiting the fact that for high SNR the minimum distance terms
will dominate the union bound, we obtain the approximation
s
d2min
PM CM Q
2N0
Note: The SEP approximation given above for M PSK can be
obtained with this approximation.
For Gray labeling, approximations for the BEP are obtained from
the above equations with Pb PM / log2(M )
190
4.2.6
M =4
0
10
10
10
10
10
4PAM
SEP
10
4PSK
4QAM
10
10
10
Eb/N0 [dB]
10
12
14
16
191
M = 16
0
10
10
10
10
10
SEP
10
10
16QAM
10
16PSK
16PAM
10
10
12
14
16
18
20
22
24
Eb/N0 [dB]
M = 64
0
10
10
10
10
10
64PAM
SEP
10
64PSK
10
64QAM
10
10
10
15
20
25
Eb/N0 [dB]
30
35
26
192
4.3
4.3.1
Channel Model
Passband Signal
We assume that the received passband signal can be modeled as
r(t) = 2Re ejsbm (t) + z(t) ej2fct ,
p() =
1
,
2
0,
<
otherwise
193
p()
1/(2)
Baseband Signal
The received baseband signal is given by
rb (t) = ejsbm (t) + z(t).
Optimal Demodulation
Since the unknown phase results just in the multiplication of the
transmitted baseband waveform sbm (t) by a constant factor ej,
demodulators that are optimum for = 0 are also optimum for
6= 0. Therefore, both correlation demodulation and matched
filter demodulation are also optimum if the channel phase is unknown. The demodulated signal in interval kT t (k + 1)T
can be written as
rb [k] = ejsbm [k] + z[k],
where the components of the AWGN vector z[k] are mutually
independent, zeromean complex Gaussian processes with variance
z2 = N0 .
ej
sbm(t)
z(t)
rb(t)
Demodulation
rb[k]
m[k]
Detection
194
4.3.2
Noncoherent Detectors
z[k]
r b[k]
Coherent
Detection
m[k]
ej()
Phase
Estimation
The performance of ideal coherent detection with = constitutes an upper bound for any realizable nonideal coherent
or noncoherent detection scheme.
Disadvantages
In practice, ideal coherent detection is not possible and the
ad hoc separation of phase estimation and detection is suboptimum.
195
4.3.2.1
Transmit Signal
The transmitted complex baseband waveform in the interval kT
t (k + 1)T is given by
sbm (t) = b[k]g(t kT ),
where g(t) denotes the transmit pulse of length T and b[k] is the
transmitted PSK signal which is given by
b[k] = ej[k] .
The PSK symbols are generated from the differential PSK (DPSK)
symbols a[k] as
b[k] = a[k]b[k 1],
196
j
Eg b[k] + z [k],
rb [k] = e
b[k]
z[k]
rb[k]
197
=
=
rb [k]rb[k 1]
eja[k]b[k 1](eja[k]b[k 1])
a[k] |b[k]|2
a[k].
198
rb[k]
d[k]
m[k]
()
ej
rb[k]
b[k]
am [k]
T
()
199
where zeff [k] denotes the effective noise in the decision variable d[k]. It can be shown that zeff [k] is a white process with
200
variance
z2eff = 2z2 + z4
2
N0
N0
= 2
+
Eg
Eg
For high SNRs we can approximate z2eff as
z2eff 2z2
N0
= 2 .
Eg
Comparison
We observe that the variance z2eff of the effective noise in the
decision variable for DD is twice as high as that for CD. However, for small M the distribution of zeff [k] is significantly different from a Gaussian distribution. Therefore, for small M
a direct comparison of DD and CD is difficult and requires a
detailed BEP or SEP analysis. On the other hand, for large
M 8 the distribution of zeff [k] can be well approximated
as Gaussian. Therefore, we expect that at high SNRs DPSK
with DD requires approximately a 3 dB higher Eb /N0 ratio to
achieve the same BEP as CD. For M = 2 and M = 4 this difference is smaller. At a BEP of 105 the loss of DD compared
to CD is only about 0.8 dB and 2.3 dB for M = 2 and M = 4,
respectively.
201
0
10
10
10
10
BEP
10
4DPSK
5
10
10
2PSK
4PSK
10
2DPSK
10
10
15
Eb/N0 [dB]
4.3.2.2
202
1
2
1
1
=
(N0 )N 2
=
1
1
(N0 )N 2
p(rb |sbm , ) d
||rb ej sbm ||2
d
exp
N0
2
2
j
||rb || + ||sbm || 2Re{rb e sbm }
d
exp
N0
203
Z
1
2
Note that the above integral is independent of since is independent of and we integrate over an entire period of the cosine
function. Therefore, using the definition
I0(x) =
1
2
exp(xcos) d
we finally obtain
2
||rb||2 + ||sbm ||2
1
I0
|r b sbm |
exp
p(rb|sbm ) =
(N0)N
N0
N0
204
4.5
3.5
I0(x)
2.5
1.5
0.5
0.5
1.5
2.5
ML Detection
With the above expression for p(rb |sbm ) the noncoherent ML decision rule becomes
m
= argmax {p(r|sbm )}.
m
2
||sbm ||
2
= argmax
+ ln I0
|rb sbm |
N
N
m
0
0
205
Simplification
The above ML decision rule depends on N0, which may not be
desirable in practice, since N0 (or equivalently the SNR) has to be
estimated. However, for x 1 the approximation
ln[I0(x)] x
holds. Therefore, at high SNR (or small N0 ) the above ML metric
can be simplified to
2
m
= argmax ||sbm || + 2|rb sbm | ,
m
Transmitted Waveform
We assume that the signal space representation of the complex
baseband transmit waveforms is
p
sb1 = [ Eb
0]T
p
Eb ]T
sb2 = [0
Received Signal
The corresponding demodulated received signal is
p
j
r b = [e
Eb + z1
z2 ]T
and
r b = [z1
Schober: Signal Detection and Estimation
Eb + z2 ]T
206
ML Detection
For the simplification of the general ML decision rule, we exploit
the fact that for binary orthogonal modulation the relation
||sb1 ||2 = ||sb2 ||2 = Eb
holds. The ML decision rule can be simplified as
||sbm ||2
2
m
= argmax
+ ln I0
|rb sbm |
N0
N0
m
2
Eb
+ ln I0
|rb sbm |
= argmax
N0
N0
m
2
|rb sbm |
= argmax ln I0
N
m
0
= argmax {|rb sbm |}
m
2
= argmax |rb sbm |
m
We decide in favor of that signal point which has a larger correlation with the received signal.
We decide for m
= 1 if
|r b sb1| > |r b sb2|.
Using the definition
rb = [rb1
rb2 ]T ,
207
we obtain
2
2
rb1
r
0
E
b1
b
>
rb2
rb2
Eb
0
|r1|2 > |r2|2.
if
if
Example:
Binary FSK
In this case, in the interval 0 t T we have
r
Eb
sb1 (t) =
rT
Eb j2f t
sb2 (t) =
e
T
If sb1(t) and sb2(t) are orthogonal, the basis functions are
(
1 ,
0tT
T
f1 (t) =
0,
otherwise
(
1 ej2f t ,
0tT
T
f2 (t) =
0,
otherwise
208
Receiver Structure
f1 (T
rb1
t)
| |2
rb(t)
f2 (T t)
rb2
| |2
0
d>
<
m
=1
m
=2
sample
at
t=T
ZT
rb(t)f1(t) dt
ZT
ejsb2(t)f1(t) dt + z1
1
= ej
T
=
Ebej
ZT
0
1
T
sb2(t) dt + z1
ZT
0
ej2f t dt + z1
T
p
1
j
j2f t
Ebe
e
=
+ z1
j2f T
0
p
1
ejf T ejf T ejf T + z1
=
Ebej
j2f T
p
=
Ebej(f T +) sinc(f T ) + z1
Schober: Signal Detection and Estimation
209
For the proposed detector to be optimum we require orthogonality, i.e., rb1 = z1 has to be valid. Therefore,
sinc(f T ) = 0
is necessary, which implies
1
k
+ ,
k {. . . , 1, 0, 1, . . .}.
T T
This means that for noncoherent detection of FSK signals the
minimum required frequency separation for orthogonality is
f T =
1
.
T
Recall that the transmitted passband signals are orthogonal
for
1
,
f =
2T
which is also the minimum required separation for coherent
detection of FSK.
f =
The BEP (or SEP) for binary FSK with noncoherent detection
can be calculated to
Eb
1
Pb = exp
2
2N0
210
0
10
10
10
noncoherent
10
coherent
BEP
10
10
10
10
10
10
12
14
16
Eb/N0 [dB]
4.3.2.4
211
ML Detection
The ML decision rule is
|sbm |2
2
m
= argmax
+ ln I0
|rbsbm |
N0
N0
m
We decide for m
= 1 if
p
2
2Eb
+ ln I0
| 2Eb rb |
> ln(I0(0))
N0
N0
p
2
2Eb
ln I0
>
2Eb |rb |
N0
N0
{z
}
|
N2
2Eb |rb |
|rb | >
Eb
2
212
m
=1
m
=2
4.3.2.5
213
Since z is a Gaussian noise vector, whose components are mutually independent and have variances of z2 = N0 , respectively, the
general optimum noncoherent ML decision rule can also be applied
in this case.
214
2
||b||
= argmax
+ ln I0
|rb b|
a
N0
N0
a
2
N
= argmax
+ ln I0
|rb b|
N0
N0
a
n
o
= argmax |rb b|
a
)
(N1
X
rb [k ]b [k ]
= argmax
a
=0
N2
Y
= argmax
a [k ]b [k (N 1)]
rb [k ]
a
a
=
=0
)
(N1
N2
X
Y
a[k ]
rb [k ]
= argmax
a
=0
215
The above ML decision rule is known as multiple symbol differential detection (MSDD) and was reported first by Divsalar &
Simon in 1990.
N =2
For the special case N = 2, we obtain
)
( 1
0
X
Y
a [k ]
rb [k ]
a[k] = argmax
a
[k]
=
=0
= argmin
a
[k]
|rb [k]rb[k
[k]rb[k
1]}
= argmin |d[k] a[k]|2
a
[k]
with
d[k] = rb [k]rb[k 1].
Obviously, for N = 2 the ML (MSDD) decision rule is identical to
the heuristically derived conventional differential detection decision
rule. For N > 2 the gap to coherent detection becomes smaller.
Schober: Signal Detection and Estimation
216
Disadvantage of MSDD
has N 1 elements and each element has M
The trial vector a
possible values. Therefore, there are M N1 different trial vectors
. This means for MSDD we have to make M N1 /(N 1) tests
a
per (scalar) symbol decision. This means the complexity of MSDD
grows exponentially with N . For example, for M = 4 we have to
make 4 and 8192 tests for N = 2 and N = 9, respectively.
Alternatives
In order to avoid the exponential complexity of MSDD there are
two different approaches:
1. The first approach is to replace the above bruteforce search
with a smarter approach. In this smarter approach the trial
are sorted first. The resulting fast decoding algorithm
vectors a
still performs optimum MSDD but has only a complexity of
N log(N ) (Mackenthun, 1994). For fading channels a similar
approach based on sphere decoding exists (Pauli et al.).
2. The second approach is suboptimum but achieves a similar
performance as MSDD. Complexity is reduced by using decision feedback of previously decided symbols. The resulting
scheme is referred to as decisionfeedback differential detection
(DFDD). The complexity of this approach is only linear in N
(Edbauer, 1992).
217
218
4.4
L1
X
I[k ]q(t [k ]T )
=1
+2hI[k]q(t kT ),
where [k] represents the accumulated phase up to time kT , h
is the socalled modulation index, and q(t) is the phase shaping
pulse with
t<0
0,
q(t) = monotonic,
0 t LT
1/2,
t > LT
Schober: Signal Detection and Estimation
219
Trellis Diagram
If h = q/p is a rational number with relative prime integers
q and p, CPM can be described by a trellis diagram whose
number of states S is given by
pM L1,
even q
S=
2pM L1,
odd q
Received Signal
The received complex baseband signal is given by
rb (t) = sb (t, I) + z(t)
with complex AWGN z(t), which has a power spectral density of
ZZ (f ) = N0 .
ML Detection
Since the CPM signal has memory, ideally we have to observe
the entire received signal rb (t), t , in order to
make a decision on any I[k] in the sequence of transmitted
signals.
is given by
The conditional pdf p(rb(t)|sb(t, I))
Z
exp 1
2 dt ,
p(rb(t)|sb(t, I))
|rb (t) sb(t, I)|
N0
220
2
dt
|rb (t) sb (t, I)|
= argmax
I
Z
Z
2 dt
|sb(t, I)|
|rb (t)|2 dt
= argmax
dt
2Re{rb (t)sb (t, I)}
+
dt,
= argmax
Re{rb(t)sb (t, I)}
221
Viterbi Algorithm
The exponential complexity of bruteforce search can be avoided
using the socalled Viterbi algorithm (VA).
Introducing the definition
[k] =
(k+1)T
Z
dt,
Re{rb (t)sb (t, I)}
kT
[k] = [k 1] +
(k+1)T
Z
dt
Re{rb(t)sb (t, I)}
kT
[k] = [k 1] + [k],
where we use the definition
(k+1)T
Z
dt.
[k] =
Re{rb (t)sb (t, I)}
kT
(k+1)T
Z
Re rb (t) exp
kT
"
+ 2h
j [k]
L1
X
]
I[k
=1
q(t [k ]T ) + 2hI[k]q(t
kT )
#!)
dt.
222
S[k 2]
S[k 1]
S[k]
(L 2)], . . . , I[k]],
S[k] = [[k],
I[k
= [k
1] + hI[k
(L 1)]. M branches defined
with [k]
emanate in each state S[k]. We calculate
by S[k 1] and I[k]
223
S[k 1]
S[k]
[S[k
1],
I[k],
k]
,
[S[k], k] = maxI[k]
224
S[k 2]
S[k 1]
S[k]
The above steps are carried out for all symbol intervals and at
the end of the transmission, a decision is made on the transmitted sequence. Alternatively, at time kT we may use the
k0] corresponding to the surviving path with the
symbol I[k
largest accumulated metric as estimate for I[k k0]. It has
been shown that as long as the decision delay k0 is large enough
(e.g. k0 5 log2(S)), this method yields the same performance
as true ML detection.
The complexity of the VA is exponential in the number of
states, but only linear in the length of the transmitted sequence.
Remarks:
At the expense of a certain loss in performance the complexity
of the VA can be further reduced by reducing the number of
states.
Alternative implementations receivers for CPM are based on
Laurents decomposition of the CPM signal into a sum of PAM
signals
225
I[k]gT (t kT ),
k=
In this chapter, we design transmit pulse shapes gT (t) that guarantee that sb (t) occupies only a certain finite bandwidth W . At
the same time, these pulse shapes allow ML symbolbysymbol
detection at the receiver.
226
5.1
z(t)
sb(t)
yb(t)
c(t)
|f | > W.
C(f )
227
228
5.2
I[k]gT (t kT ).
k=
|f | > W.
= sb(t) + z(t)
X
=
I[k]gT (t kT ) + z(t).
k=
X
=
I[k]x(t kT ) + (t)
k=
229
and
(t) = gR (t) z(t)
z(t)
sb(t)
yb(t)
c(t)
gR(t)
rb(t)
X
I[] x(kT T ) + (kT )
=
|
{z
} | {z }
=
=x[k]
I[]x[k ] + z[k]
=z[k]
230
1 X
I[]x[k ]
=
6=k
I[]x[k ] = 0,
=
6=k
Problem Statement
How do we design gT (t) and gR (t) to guarantee ISIfree transmission?
231
(1)
m
X f+
=T
T
m=
is true. This means summing up all spectra that can be obtained by shifting X(f ) by multiples of 1/T results in a constant.
232
Proof:
x(t) may be expressed as
x(t) =
X(f )ej2f kT df
(2m+1)/(2T
)
Z
X(f )ej2f kT df
m=
(2m1)/(2T )
1/(2T
Z )
m=
1/(2T )
1/(2T
Z )
1/(2T )
1/(2T
Z )
m=
{z
B(f )
B(f )ej2f kT df
1/(2T )
Since
B(f ) =
m=
X(f + m/T )
(2)
233
b[k]ej2f kT
(3)
k=
b[k] = T
(4)
1/(2T )
k=0
.
k 6= 0
X(f + m/T ) = T.
m=
234
The Nyquist criterion specifies the necessary and sufficient condition that has to be fulfilled by the spectrum X(f ) of x(t) for
ISIfree transmission. Pulse shapes x(t) that satisfy the Nyquist
criterion are referred to as Nyquist pulses. In the following, we
discuss three different cases for the symbol duration T . In particular, we consider T < 1/(2W ), T = 1/(2W ), and T > 1/(2W ),
respectively, where W is the bandwidth of the ideally bandlimited
channel.
1. T < 1/(2W )
If the symbol duration T is smaller than 1/(2W ), we get obviously
1
>W
2T
and
X
X(f + m/T )
B(f ) =
m=
2T1 W
1
2T
235
2. T = 1/(2W )
If the symbol duration T is equal to 1/(2W ), we get
1
=W
2T
and B(f ) = T is achieved for
T,
X(f ) =
0,
|f | W
.
|f | > W
This corresponds to
x(t) =
sin Tt
Tt
B(f )
T
2T1
1
2T
236
3. T > 1/(2W )
In this case, we have
1
<W
2T
and B(f ) consists of overlapping, shifted replica of X(f ). ISI
free transmission is possible if X(f ) is chosen properly.
Example:
X(f )
T
T
2
2T1
1
2T
B(f )
T
T
2
2T1
1
2T
237
1
T,
0
|f
|
2T
h
i
1
1
T
T
X(f ) =
1 + cos |f | 2T
,
< |f | 1+
2
2T
2T
0,
|f | > 1+
2T
where , 0 1, is the rolloff factor. The inverse Fourier transform of X(f ) yields
x(t) =
sin(t/T ) cos(t/T )
.
t/T 1 4 2t2/T 2
0.9
0.8
0.7
0.6
X(f )/T
0.5
=1
0.4
= 0.35
0.3
0.2
=0
0.1
0
1
0.8
0.6
0.4
0.2
fT
0.2
0.4
0.6
0.8
238
1
0.8
0.6
0.4
x(t)
= 0.35
0.2
=1
0.2
=0
0.4
4
t/T
239
NyquistFilters
The spectrum of x(t) is given by
GT (f ) GR (f ) = X(f )
ISIfree transmission is of course possible for any choice of GT (f )
and GR (f ) as long as X(f ) fulfills the Nyquist criterion. However,
the SNR maximizing optimum choice is
GT (f ) = G(f )
GR (f ) = G(f ),
i.e., gR (t) is matched to gT (t). is a constant. In that case, X(f )
is given by
X(f ) = |G(f )|2
and consequently, G(f ) can be expressed as
r
1
G(f ) =
X(f ).
240
5.3
z(t)
I[k]
gT (t)
gR(t)
c(t)
rb(t)
kT
z[k]
I[k]
p
Eg
rb[k]
x[k] = gT (t) c(t) gR (t)
t=kT
,
= gT (t) gR (t)
t=kT
rb[k]
241
where we have used the fact that the channel acts as an ideal
lowpass filter. We assume
where g(t) is a
gR (t) = g(t)
1
gT (t) = p g (t),
Eg
|g(t)|2 dt
t=0
Noise Component
z(t) is a complex AWGN process with power spectral density
242
z[k] = gR (t) z(t)
= p g (t) z(t)
Eg
t=kT
Z
1
= p
z( )g (kT + ) d
Eg
t=kT
Mean
Z
1
E{z[k]} = E p
z( )g (kT + ) d
Eg
1
= p
Eg
= 0
243
ACF
ZZ [] = E{z[k + ]z [k]}
Z Z
1
=
E{z(1)z (2)} g ([k + ]T + 1)
|
{z
}
Eg
N0
=
Eg
N0 (1 2 )
g(kT + 2) d1d2
g ([k + ]T + 1)g(kT + 1) d1
N0
Eg []
Eg
= N0 []
=
244
In this case, the resulting ISI channel has to be equalized for reliable
detection.
245
6.1
gT (t)
c(t)
gR(t)
rb(t)
kT
rb[k]
Channel c(t)
In general, the channel c(t) is not ideal, i.e., |C(f )| is not a
constant over the range of frequencies where GT (f ) is nonzero.
Therefore, linear distortions are inevitable.
Transmit Filter gT (t)
246
X
I[m]h(t mT ) + gR (t) z(t)
=
m=
t=kT
X
I[m] h(kT mT ) + gR (t) z(t)
=
|
{z
}
m=
=h[km]
|
{z t=kT}
=z[k]
h[l]I[k l] + z[k],
l=
NyquistFilter.
In practice, h[l] can be truncated to some finite length L. If we
assume causality of gT (t), gR (t), and c(t), h[l] = 0 holds for l < 0,
and if L is chosen large enough h[l] 0 holds also for l L.
Therefore, rb [k] can be rewritten as
rb [k] =
L1
X
l=0
h[l]I[k l] + z[k]
247
z[k]
I[k]
h[k]
rb[k]
248
ML Detection
For ML detection, we need the pdf p(rb |I) which is given by
2
L1
K+L2
X
X
1
h[l]I[k l] .
p(rb |I) exp
rb [k]
N0
k=0
l=0
2
K+L2
L1
X
X
l] ,
= argmin
h[l]I[k
rb[k]
I
k=0
l=0
249
h[l]I[m l] ,
[k + 1] =
rb [m]
m=0
l=0
2
L1
X
l]
h[l]I[k
[k] = rb [k]
l=0
l]
h[l]I[k
l=0
(L 2)]].
S[k + 1] = [I[k],
. . . , I[k
Therefore, the VA operates on a trellis with M L1 states.
Schober: Signal Detection and Estimation
250
Example:
We explain the VA more in detail using an example. We assume
BPSK transmission, i.e., I[k] {1}, and L = 3. For k < 0 and
k K, we assume that I[k] = 1 is transmitted.
There are M L1 = 22 = 4 states, and M = 2 transitions per
state. State S[k] is defined as
1], I[k
2]]
S[k] = [I[k
Since we know that I[k] = 1 for k < 0, state S[0] = [1, 1]
k=1
k=2
k=3
251
k=0
Arbitrarily and without loss of optimality, we may set the accumulated metric corresponding to state S[k] at time k = 0
equal to zero
(S[0], 0) = ([1, 1], 0) = 0.
Note that there is only one accumulated metric at time k = 0
since S[0] is known at the receiver.
k=1
252
k=3
At k = 3 two branches emanate in each state S[3]. However,
since of the two paths that emanate in the same state S[3] that
path which has the smaller accumulated metric (S[3], 3) also
will have the smaller metric at time k = K +L2 = K +1, we
need to retain only the path with the smaller (S[3], 3). This
path is also referred to as the surviving path. In mathematical
terms, the accumulated metric for state S[3] is given by
2)}
(S[3], 3) = argmin {(S[2], 2) + (S[2], I[2],
I[2]
k=1
k=2
k=3
[1, 1]
[1, 1]
[1, 1]
[1, 1]
k4
All following steps are similar to that at time k = 3. In each
step k we retain only M L1 = 4 surviving paths and the corresponding accumulated branch metrics.
253
Termination of Trellis
Since we assume that for k K, I[k] = 1 is transmitted, the
end part of the trellis is as shown below.
k =K 2
k =K 1
k=K
k =K +1
[1, 1]
[1, 1]
[1, 1]
[1, 1]
Since only M L1 paths are retained at each step of the VA, the
complexity of the VA is linear in the sequence length K, but
exponential in the length L of the overall channel impulse response.
If the VA is implemented as described above, a decision can be
made only at time k = K + L 2. However, the related delay may
be unacceptable for large sequence lengths K. Fortunately, empirical studies have shown that the surviving paths tend to merge
relatively quickly, i.e., at time k a decision can be made on the
symbol I[k k0] if the delay k0 is chosen large enough. In practice, k0 5(L 1) works well and gives almost optimum results.
254
Historical Note
MLSE using the VA in the above form has been introduced by
Forney in 1972. Another variation was given later by Ungerbock
in 1974. Ungerbocks version uses a matched filter at the receiver
but does not require noise whitening.
h[k]
h[k]
d[0]
L1
X
l=0
|h[l]|2 I[0] +
L1
X
l=0
h[l]z[l].
I[0]
255
L1
X
|h[l]|2
l=0
2
h [l]z[l]
0 = E
l=0
= EhZ2 = EhN0
256
of Channel B is
given by h[0] = 1/ 6, h[1] = 2/ 6, h[2] = 1/ 6. The received
energy per symbol is in both cases ES = Eh = 1. Assuming QPSK
transmission, the received energy per bit Eb is Eb = ES /2. The
performance of MLSE along with the corresponding MF bound is
shown below.
0
10
MF Bound
MLSE, Channel A
MLSE, Channel B
1
10
BEP
10
10
10
10
Eb/N0 [dB]
10
257
6.3
Since MLSE becomes too complex for long channel impulse responses, in practice, often suboptimum equalizers with a lower
complexity are preferred.
X
=
f [k]z k
k=
H(z)
rb[k]
F (z)
d[k]
I[k]
258
6.3.1
Zeroforcing means that it is our aim to force the residual intersymbol interference in the decision variable d[k] to zero.
Since we allow for IIR equalizer filters F (z), the above goal can be
achieved by
F (z) =
1
H(z)
where we assume that H(z) has no roots on the unit circle. Since
in most practical applications H(z) can be modeled as a filter with
finite impulse response (FIR), F (z) will be an IIR filter in general.
d[k]
I[k]
259
= T
1/(2T
Z )
N0
df.
|H(ej2f T )|2
1/(2T )
E{|I[k]|2}
=
=
e2
1
T
1/(2T
Z )
1/(2T )
N0
df
|H(ej2f T )|2
260
j2f T
1. |H(e
)| = Eh
Eh
.
N0
Error Performance
Since optimum ZF equalization results in an equivalent channel
with additive Gaussian noise, the corresponding BEP and SEP
can be easily computed. For example, for BPSK transmission we
get
PIIRZF
p
=Q
2 SNRIIRZF
261
Example:
We consider a channel with two coefficients and energy 1
1
(1 cz 1 ),
H(z) = p
1 + |c|2
where c is complex. The equalizer filter is given by
p
z
F (z) = 1 + |c|2
zc
In the following, we consider two cases: |c| < 1 and |c| > 1.
1. |c| < 1
In this case, a stable, causal impulse response is obtained.
p
f [k] = 1 + |c|2 ck u[k],
= N0 T
= N0
1/(2T
Z )
|F (ej2f T )|2 df
1/(2T )
|f [k]|2
k=
= N0 (1 + |c|2)
X
k=0
= N0
Schober: Signal Detection and Estimation
1 + |c|
.
1 |c|2
|c|2k
262
1 1 |c|2
.
=
N0 1 + |c|2
2. |c| > 1
Now, we can realize the filter as stable and anticausal with
impulse response
p
1 + |c|2 k+1
f [k] =
c u[(k + 1)].
c
Using similar techniques as above, the error variance becomes
1 + |c|2
2
,
e = N0 2
|c| 1
and we get for the SNR
1 |c|2 1
.
SNRIIRZF =
N0 1 + |c|2
1
0.9
0.8
0.7
N0 SNRIIRZF
0.6
0.5
0.4
0.3
0.2
0.1
|c|
Obviously, the SNR drops to zero as |c| approaches one, i.e., as the
Schober: Signal Detection and Estimation
263
LF 1
F (z) =
f [k]z k
k=0
f [0]
T
f [1]
...
...f [L
T
1]
d[k]
k0 ]
I[k
264
Optimization
In mathematical terms the above criterion can be formulated as
follows.
Minimize
X
|hov [k]|
D=
k=
k6=k0
subject to
hov [k0] = 1,
where hov [k] denotes the overall impulse response (channel and
equalizer filter).
Although D is a convex function of the equalizer coefficients, it
is in general difficult to find the optimum filter coefficients. An
exception is the special case when the binary eye at the equalizer
input is open
X
1
|h[k]| < 1
|h[k1]| k=
k6=k1
265
hov[k]
k0
LF 1
2
k
LF 1
2
Problem
If the binary eye at the equalizer input is closed, in general, D is
not minimized by the ZF solution. In this case, the coefficients at
the dont care positions may take on large values.
qF
X
f [m]h[k m] = 0
m=0
qF
X
f [m]h[k0 m] = 1,
m=0
266
...
...
h[k0 1]
h[k0 2]
H =
h[k0]
h[k0 1]
h[k0 + 1]
h[k0]
...
...
...
...
h[k0 qF 1]
h[k0 qF ]
h[k0 qF + 1]
...
...
h[k0 qF /2]
and k0 = qF /2.
Schober: Signal Detection and Estimation
H(z) = p
1
(1 cz 1 ),
1 + |c|2
267
1. First we assume
c
=
0.5,
i.e.,
h[k]
is
given
by
h[0]
=
2/
5 and
h[1] = 1/ 5.
qF = 2
qF = 2
1.5
1
0.8
hov[k]
f [k]
0.5
0
0.6
0.4
0.2
0
0.5
0.2
1
0.5
1.5
0.4
10
15
k
q =8
q =8
1
1
0.8
0.6
0.4
hov[k]
f [k]
0.5
0.2
0.5
0
0
qF = 2
1.5
1
0.5
hov[k]
0.5
f [k]
0
0.5
0.5
1
1.5
0.5
1.5
qF = 8
10
15
qF = 8
1.5
0.8
0.5
0.6
hov[k]
f [k]
0.4
0.5
0.2
0
1.5
268
We observe that the residual interference is larger for shorter equalizer filter lengths and increases as the root of H(z) approaches the
unit circle.
6.3.3
Objective
Minimize the variance of the error signal
z[k]
I[k]
H(z)
rb[k]
F (z)
d[k]
I[k]
e[k]
269
symbols I[k].
Since it is very difficult to take into account the
effect of possibly erroneous decisions, for filter optimization it
= I[k] is valid. The corresponding
is usually assumed that I[k]
error signal is
e[k] = d[k] I[k].
Cost Function
The cost function for filter optimization is given by
J = E{|e[k]|2}
!
(
X
f [m]rb [k m] I[k]
= E
m=
f [m]rb[k m] I [k]
!)
m=
X
J
f [m]rb [k m] I[k] rb[k ]
= E
f []
m=
= E {e[k]rb[k ]} = 0,
{. . . , 1, 0, 1, . . .},
270
tiation
f []
= 1
f []
f []
= 0
f []
|f []|2
= f [].
f []
We observe that the error signal and the input of the MMSE
filter must be orthogonal. This is referred to as the orthogonality principle of MMSE optimization.
The above condition can be modified to
E {e[k]rb[k ]} = E {d[k]rb[k ]} E {I[k]rb[k ]}
The individual terms on the right hand side of the above equation can be further simplified to
E {d[k]rb[k ]} =
m=
and
E
{I[k]rb[k
]} =
m=
h[]II [ ],
271
k=
rr [k]z k
II [k]z k .
k=
272
X
f [m] E{e[k]rb[k m]}
ed [] =
|
{z
}
m=
=0
= 0.
This means that the error signal e[k] is also orthogonal to the
equalizer output signal d[k]. For the ACF of the error we obtain
ee [] = eI []
= II [] dI [].
Schober: Signal Detection and Estimation
273
Error Variance
The error variance e2 is given by
e2 = II [0] dI [0]
= 1 dI [0].
e2 can be calculated most easily from the the power spectral density
ee (z) = II (z) dI (z)
= 1 F (z)H(z)
H(z)H (1/z )
= 1
H(z)H (1/z ) + N0
N0
=
.
H(z)H (1/z ) + N0
More specifically, e2 is given by
e2 = T
1/(2T
Z )
ee(ej2f T ) df
1/(2T )
or
e2 = T
1/(2T
Z )
1/(2T )
N0
df
|H(ej2f T )|2 + N0
274
1/(2T
Z )
Hov (ej2f T ) df
1/(2T )
= T
=
1/(2T
Z )
(1 ee (ej2f T )) df
1/(2T )
1 e2 <
1.
SNR
The decision variable d[k] may be rewritten as
d[k] = I[k] + e[k]
= hov [0]I[k] + e[k] + (1 hov [0])I[k],
{z
}
|
=e [k]
275
E{|e[k]|2}
(1 hov [0])2 + 2(1 hov [0])eI [0] + e2
e4 2e4 + e2
e2 e4.
Therefore, the SNR for MMSE equalization with IIR filters is given
by
SNRIIRMMSE
h2ov [0]
=
e2
(1 e2)2
= 2
e (1 e2)
which yields
SNRIIRMMSE
1 e2
=
e2
276
Example:
We consider again the channel with one root and transfer function
H(z) = p
1
(1 cz 1 ),
1 + |c|2
where c is a complex constant. After some straightforward manipulations the error variance is given by
e2 = E{|e[k]|2}
1/(2T
Z )
N0
df
= T
|H(ej2f T )|2 + N0
1/(2T )
=
where is defined as
1
N0
p
,
1 + N0 1 2
2|c|
.
(1 + N0)(1 + |c|2)
It is easy to check that for N0 0, i.e., for high SNRs e2 approaches the error variance for linear ZF equalization.
We illustrate the SNR for two different cases.
277
1. |c| = 0.5
20
MMSE
ZF
SNR [dB]
15
10
10
12
14
16
18
20
1/N0 [dB]
2. |c| = 0.95
15
MMSE
ZF
10
SNR [dB]
10
15
10
1/N0 [dB]
12
14
16
18
20
278
As expected, for high input SNRs (small noise variances), the (output) SNR for ZF equalization approaches that for MMSE equalization. For larger noise variances, however, MMSE equalization
yields a significantly higher SNR, especially if H(z) has zeros close
to the unit circle.
6.3.4
qF
X
f [m]rb [k m]
m=0
H
= f r b,
where qF = LF 1 and the definitions
f = [f [0] . . . f [qF ]]H
rb = [rb [k] . . . rb [k qF ]]T
are used. Note that vector f contains the complex conjugate filter
coefficients. This is customary in the literature and simplifies the
derivation of the optimum filter coefficients.
rb[k]
F (z)
d[k]
k0 ]
I[k
e[k]
279
Error Signal
The error signal e[k] is given by
e[k] = d[k] I[k k0],
where we allow for a decision delay k0 0 to account for non
k0] = I[k k0] for
causal components, and we assume again I[k
the sake of mathematical tractability.
Cost Function
The cost function for filter optimization is given by
J(f ) = E{|e[k]|2}
n
H
H o
H
= E f rb I[k k0] f rb I[k k0]
} f f H E{rb I [k k0]}
= f H E{rb rH
b
|
{z
}
| {z }
rI
rr
2
E{I[k k0]rH
b }f + E{|I[k k0 ]| }
= f H rr f f H rI H
rI f + 1,
rr [0]
rr [1]
rr [qF ]
rr [0]
rr [qF 1]
rr [1]
rr =
,
...
...
...
...
rr [qF ] rr [qF + 1]
rr [0]
where rr [] = E{rb[k]rb [k + ]}. The crosscorrelation vector can
be calculated as
rI = [rI [k0] rI [k0 1] . . . rI [k0 qF ]]T ,
Schober: Signal Detection and Estimation
280
Filter Optimization
The optimum filter coefficient vector can be obtained be setting
the gradient of J(f ) equal to zero
J(f )
= 0.
f
For calculation of this gradient, we use the following rules for differentiation of scalar functions with respect to (complex) vectors:
H
f Xf = Xf
f
H
f x = x
f
H
x f = 0,
f
where X and x denote a matrix and a vector, respectively.
With these rules we obtain
J(f )
= rr f rI = 0
f
or
rr f = rI .
281
Error Variance
The minimum error variance is given by
e2 = J(f opt)
1
= 1 H
rI rr rI
= 1 H
rI f opt
SNR
Similar to the IIR case, the SNR at the output of the optimum
FIR filter can be calculated to
SNRFIRMMSE
1 e2
=
e2
282
Example:
Below, we show f [k] and hov [k] for a channel with one root and
transfer function
1
(1 cz 1 ).
H(z) = p
1 + |c|2
We consider the case c = 0.8 and different noise variances Z2 = N0.
Furthermore, we use qF = 12 and k0 = 7.
N0 = 0.2
N0 = 0.2
1.5
1
0.8
0.5
0.6
hov[k]
f [k]
0.4
0.2
0.5
1
0
0
10
12
0.2
10
k
N = 0.001
N = 0.001
1.5
1
0.8
0.5
0.6
0.4
hov[k]
f [k]
0.2
0.5
1
10
12
0.2
10
We observe that the residual ISI in hov [k] is smaller for the smaller
noise variance, since the MMSE filter approaches the ZF filter for
N0 0. Also the bias decreases with decreasing noise variance,
i.e., hov [k0] approaches 1.
283
6.4
Noise Prediction
The above described drawback of LE can be avoided by application
of linear noise prediction.
z[k]
I[k]
H(z)
rb[k]
I[k] + e[k]
1
H(z)
d[k]
P (z)
I[k]
e[k]
noise predictor
LP 1
P (z) =
p[m]z m
m=0
LP 1
e[k] =
m=0
p[m]e[k 1 m].
284
Predictor Design
Usually an MMSE criterion is adopted for optimization of the predictor coefficients, i.e., the design objective is to minimize the error
variance
E{|e[k] e[k]|2}.
Since this is a typical MMSE problem, the optimum predictor
coefficients can be obtained from the WienerHopf equation
ee p = e
with
ee
ee [0]
ee [1]
ee [1]
ee [0]
=
...
...
ee [LP 1]
ee [LP 2]
,
...
...
ee[0]
285
H(z)
I[k]
1
H(z)
P (z)
feedforward filter
P (z)
feedback filter
286
General DFE
If the predictor has infinite length, the above DFE scheme corresponds to optimum zeroforcing (ZF) DFE. However, the DFE
concept can be generalized of course allowing for different filter
optimization criteria. The structure of a general DFE scheme is
shown below.
z[k]
I[k]
rb[k]
H(z)
F (z)
y[k]
d[k]
I[k]
B(z) 1
f [k]z k ,
k=
LB 1
B(z) = 1 +
b[k]z k
k=1
is causal and monic (b[k] = 1). Note that F (z) may also be
an FIR filter. F (z) and B(z) can be optimized according to any
suitable criterion, e.g. ZF or MMSE criterion.
287
Typical Example:
1
0.8
h[k] f [k]
0.6
0.4
0.2
0
0.2
8
1
0.8
0.6
b[k]
0.4
0.2
0
0.2
Properties of DFE
The feedforward filter has to suppress only the precursor ISI.
This imposes fewer constraints on the feedforward filter and
therefore, the noise enhancement for DFE is significantly smaller
than for linear equalization.
The postcursors are canceled by the feedback filter. This
causes no additional noise enhancement since the slicer eliminates the noise before feedback.
Feedback of wrong decisions causes error propagation. Fortu-
288
Optimum ZFDFE
H(z)
I[k]
1
H(z)
P (z)
P (z)
T
B(z) 1
289
(5)
Furthermore, we have
N0
H(z)H (1/z )
N0
=
(1/z ) ,
Hmin (z)Hmin
ee(z) =
(6)
where
Hmin (z) =
L1
X
hmin[m]z m
m=0
is the minimum phase equivalent of H(z), i.e., we get Hmin (z) from
H(z) by mirroring all zeros of H(z) that are outside the unit circle
into the unit circle. A comparison of Eqs. (5) and (6) shows that
Q(z) is given by
hmin [0]
,
Q(z) =
Hmin (z)
Schober: Signal Detection and Estimation
290
N0
.
|hmin[0]|2
Hmin (z)
.
hmin [0]
F (z) =
291
Overall Channel
The overall forward channel is given by
Hov (z) = H(z)F (z)
Hmin (z)
=
hmin[0]
L1
X
hmin[m] m
z
=
h
[0]
min
m=0
This means the FFF filter F (z) transforms the channel H(z) into
its (scaled) minimum phase equivalent. The FBF is given by
Hmin (z)
1
hmin[0]
L1
X
hmin[m] m
z
=
h
[0]
m=1 min
B(z) 1 =
Therefore, assuming errorfree feedback the equivalent overall channel including forward and backward part is an ISIfree channel with
gain 1.
Noise
The FFF F (z) is an allpass filter since
Hmin (z)Hmin
1
(1/z )
F (z)F (1/z ) =
|hmin [0]|2 H(z)H (1/z )
1
=
.
|hmin [0]|2
292
I[k]
I[k]
SNR
Obviously, the SNR of optimum ZFDFE is given by
1
2
|hmin[0]|2
.
=
N0
SNRZFDFE =
1/(2T
R )
1/(2T )
ln
|H(ej2f T )|
N0
2
df
293
Example:
Channel
We assume again a channel with one root and transfer function
1
H(z) = p
(1 cz 1 ).
1 + |c|2
Normalized MinimumPhase Equivalent
If |c| 1, H(z) is already minimum phase and we get
Hmin (z)
hmin[0]
= 1 cz 1 ,
Pe(z) =
|c| 1.
If |c| > 1, the root of H(z) has to be mirrored into the unit
circle. Therefore, Hmin (z) will have a zero at z = 1/c, and we
get
Hmin (z)
hmin [0]
1
= 1 z 1 ,
c
Pe(z) =
Filters
The FFF is given by
1 2,
1+|c|
F (z) =
1 2 z1/c
zc ,
1+|c|
|c| > 1.
|c| 1
|c| > 1
cz 1 ,
|c| 1
c1 z 1 ,
|c| > 1
294
SNR
The SNR can be calculated to
1/(2T
)
Z
j2f T 2
|H(e
)|
SNRZFDFE = exp T
df .
ln
N0
1/(2T )
1/(2T
)
Z
2f T 2
|1
ce
|
= exp T
df
ln
.
(1 + |c|2)N0
1/(2T )
1 |1 |c|2|
=
.
N0 1 + |c|2
295
1
0.9
ZFDFE
0.8
0.7
N0 SNR
0.6
ZFLE
0.5
0.4
0.3
0.2
0.1
0.5
1.5
2.5
3.5
|c|
6.4.2
Optimum MMSEDFE
f [k]z k
k=
X
k=1
b[k]z k
4.5
296
z[k]
I[k]
rb[k]
H(z)
y[k]
F (z)
d[k]
I[k]
B(z) 1
Optimization Criterion
In optimum MMSEDFE, we optimize FFF and FBF for minimization of the variance of the error signal
e[k] = d[k] I[k].
This error variance can be expressed as
2
J = E |e[k]|
(
!
X
X
f []rb [k ]
= E
b[]I[k ] I[k]
=
=1
f []rb[k ]
b[]I [k ] I [k]
!)
=1
FFF Optimization
Differentiating J with respect to f [], < < , yields
X
J
f
[]
E{r
[k
]r
[k ]}
=
b
b
|
{z
}
f []
=
rr []
X
=1
Ir []
297
FBF Optimization
The Ztransform E(z) of the error signal e[k] is given by
E(z) = F (z)Z(z) + (F (z)H(z) B(z))I(z).
Adopting the optimum F (z), we obtain for the Ztransform of
298
H(z)H (1/z ) + N0
= B(z)B (1/z )
N0
(H(z)H (1/z ) + N0 )2
N0
,
= B(z)B (1/z )
H(z)H (1/z ) + N0
{z
}
|
el el (z)
where el [k] denotes the error signal at the output of the optimum
linear MMSE equalizer, and el el (z) is the Ztransform of the
autocorrelation sequence of el [k].
The optimum FBF filter will minimize the variance of el [k]. Therefore, the optimum predictionerror filter for el [k] is the optimum
filter B(z). Consequently, the optimum FBF can be defined as
1
B(z) =
,
Q(z)
where Q(z) is obtained by spectral factorization of el el (z)
N0
el el (z) =
H(z)H (1/z ) + N0
= e2Q(z)Q (1/z ).
The coefficients of q[k], k 1, can be calculated recursively as
q[k] =
k1
X
k
=0
q[][k ],
k1
299
with
1/(2T
Z )
[] = T
1/(2T )
ln el el (ej2f T ) ej2f T df.
1/(2T
)
Z
N0
ln
e2 = exp T
df
.
|H(ej2f T )|2 + N0
1/(2T )
z[k]
F (z)
I[k]
H(z)
FLE(z)
B(z)
d[k]
linear predictionerror
filter for el [k]
MMSE
equalizer
B(z) 1
feedback filter
Overall Channel
The overall forward transfer function is given by
Hov (z) = F (z)H(z)
H(z)H (1/z )
=
B(z)
H(z)H (1/z ) + N0
N0
= 1
B(z)
H(z)H (1/z ) + N0
e2
.
= B(z)
B (1/z )
I[k]
300
SNR
Taking into account the bias, it can be shown that the SNR for
optimum MMSE DFE is given by
SNRMMSEDFE =
1
1
e2
= exp T
1/(2T
Z )
1/(2T )
|H(ej2f T )|2
ln
+ 1 df 1.
N0
Remark
For high SNRs, ZFDFE and MMSEDFE become equivalent. In
that case, the noise variance is comparatively small and also the
MMSE criterion leads to a complete elimination of the ISI.
301
6.5
qF
X
=0
f []rb [k ]
qB
X
b[]I[k k0 ],
=1
302
=
=
=
=
Error Variance J
The error variance can be obtained as
J = E{|e[k]|2}
H
H
= f H E{rb [k]rH
b [k]}f + b E{I[k k0 1]I [k k0 1]}b
f H E{rb [k]I H [k k0 1]}b bH E{I[k k0 1]r H
b [k]}f
f H E{rb [k]I [k k0]} E{rH
b [k]I[k k0 ]}f
+bH E{I[k k0 1]I [k k0]} + E{I H [k k0 1]I[k k0]}b.
Since I[k] is an i.i.d. sequence and the noise z[k] is white, the
303
h[k0 + 1]
h[k0]
H =
...
h[k0 + 1 qF ]
...
h[k0 + qB ]
. . . h[k0 + qB 1]
...
...
. . . h[k0 + qB qF ]
Optimum Filters
The optimum filter settings can be obtained by differentiating J
with respect to f and b, respectively.
J
2
= (hh + n I)f Hb h
f
J
H
= bH f
b
Setting the above equations equal to zero and solving for f , we get
1
f opt = hh HH H + n2 I
h
304
MMSE
The MMSE is given by
1
Jmin = 1 hH hh HH H + n2 I
h
= 1 fH
opt h.
Bias
The bias is given by
h[k0] = f H
opt h = 1 Jmin < 1.