Chapter 1 Random Processes Eren DemirReserch assistant 1章随机过程的二连demirresearch助理.ppt

Digital Communication Systems 2012 R.Sokullu */45 The received signal can be expressed as: NOTE: This is an expansion similar to the one in 5.5 but it is random, due to the additive noise. Digital Communication Systems 2012 R.Sokullu */45 Statistical Characterization The received signal (output of the correlator of Fig.5.3b) is a random signal. To describe it we need to use statistical methods – mean and variance. The assumptions are: X(t) denotes a random process, a sample function of which is represented by the received signal x(t). Xj(t) denotes a random variable whose sample value is represented by the correlator output xj(t), j = 1, 2, …N. We have assumed AWGN, so the noise is Gaussian, so X(t) is a Gaussian process and being a Gaussian RV, X j is described fully by its mean value and variance. Digital Communication Systems 2012 R.Sokullu */45 Mean Value Let Wj, denote a random variable, represented by its sample value wj, produced by the jth correlator in response to the Gaussian noise component w(t). So it has zero mean (by definition of the AWGN model) …then the mean of Xj depends only on sij: Digital Communication Systems 2012 R.Sokullu */45 Variance Starting from the definition, we substitute using 5.29 and 5.31 Autocorrelation function of the noise process Digital Communication Systems 2012 R.Sokullu */45 It can be expressed as: (because the noise is stationary and with a constant power spectral density) After substitution for the variance we get: And since φj(t) has unit energy for the variance we finally have: Correlator outputs, denoted by Xj have variance equal to the power spectral density N0/2 of the noise process W(t). Digital Communication Systems 2012 R.Sokullu */45 Properties (without proof) Xj are mutually uncorrelated Xj are statistically independent (follows from above because Xj are Gaussian) and for a memoryless channel the following equation is true: Digital Communication Systems 2012 R.Sokullu */45 Define (construct) a vector X of