Noise Process - EEE367
Noise Process - EEE367
• What is noise?
• White noise and Gaussian noise
• Lowpass noise
• Bandpass noise
– In-phase/quadrature representation
– Phasor representation
p
• References
– Notes of Communication Systems, Chap. 2.
– Haykin & Moher, Communication Systems, 5th ed., Chap. 5
– Lathi, Modern Digital and Analog Communication Systems, 3rd ed.,
Chap. 11
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Noise
• Noise is the unwanted and beyond our control waves that
disturb the transmission of signals.
g
• Where does noise come from?
– External sources: e.g., atmospheric, galactic noise, interference;
– Internal sources: generated by communication devices themselves.
• This type of noise represents a basic limitation on the performance of
electronic communication systems
systems.
• Shot noise: the electrons are discrete and are not moving in a
continuous steady flow, so the current is randomly fluctuating.
• Thermal
Th l noise:
i caused
d by
b the
th rapid
id andd random
d motion
ti off electrons
l t
within a conductor due to thermal agitation.
• Both are often stationaryy and have a zero-mean Gaussian
distribution (following from the central limit theorem).
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White Noise
• The additive noise channel
– n(t)
( ) models all types
yp of noise
– zero mean
• White noise
– Its power spectrum density (PSD) is constant over all frequencies,
i.e., N
SN ( f ) 0 , f
2
– Factor 1/2 is included to indicate that half the power is associated
with positive frequencies and half with negative.
– The term white is analogous to white light which contains equal
amounts of all frequencies (within the visible band of EM wave).
– It
It’s
s only defined for stationary noise.
noise
• An infinite bandwidth is a purely theoretic assumption.
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White vs. Gaussian Noise
• White noise PSD
SN(f) Rn()
N0
– Autocorrelation function ofn (t ) : Rn ( ) ( )
2
– Samples
S l att different
diff t time
ti instants
i t t are uncorrelated.
l t d
• Gaussian noise: the distribution at any time instant is
Gaussian
Gaussian
– Gaussian noise can be colored PDF
• White noise Gaussian noise
– White noise can be non-Gaussian
• Nonetheless, in communications, it is typically additive
white Gaussian noise (AWGN).
(AWGN)
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Ideal Low-
Low-Pass White Noise
• Suppose white noise is applied to an ideal low-pass filter
of bandwidth B such that
N0
, | f | B Power PN = N0B
SN ( f ) 2
0, otherwise
• By
B Wiener-Khinchine
Wi Khi hi relation,
l i autocorrelation
l i function
f i
Rn( ) = E[n(t)n(t+ )] = N0B sinc(2B ) (3.1)
where sinc(x) = sin(x)/x.
x
• Samples at Nyquist frequency 2B are uncorrelated
Rn( ) = 0,
0 = k/(2B),
k/(2B) k = 1,
1 2,2 …
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Bandpass Noise
• Any communication system that uses carrier modulation will typically
have a bandpass filter of bandwidth B at the front-end of the receiver.
n(t)
• Anyy noise that enters the receiver will therefore be bandpass
p in nature:
its spectral magnitude is non-zero only for some band concentrated
around the carrier frequency fc (sometimes called narrowband noise).
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Example
• If white noise with PSD of N0/2 is passed through an ideal
bandpass
p filter,, then the PSD of the noise that enters the
receiver is given by
N0
, f fC B
SN ( f ) 2
0, otherwise
Power PN = 2N0B
• Autocorrelation function
Rn( ) = 2N0Bsinc(2B )cos(2fc )
– which follows from (3.1) by g (t ) G ( )
applying
l i ththe ffrequency-shift
hift
g ( t ) 2 cos 0t [ G ( ) G( )]
property of the Fourier transform 0 0
-ffk fk
53
Representation of Bandpass Noise
• The complete bandpass noise waveform n(t) can be
constructed by summing up such sinusoids over the entire
band i.e.,
band, ie
n(t ) nk (t ) ak cos(2 f k t k ) f k f c k f (3.2)
k k
nc(t) nc(t)
ns(t) ns(t)
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Properties of Baseband Noise
• If the noise n(t) has zero mean, then nc(t) and ns(t) have
zero mean.
• If the noise n(t) is Gaussian, then nc(t) and ns(t) are
Gaussian.
• If the noise n(t) is stationary, then nc(t) and ns(t) are
stationary.
• If the noise n(t) is Gaussian and its power spectral density
S( f ) is symmetric with respect to the central frequency fc,
th nc(t)
then d ns(t)
( ) and ( ) are statistical
t ti ti l independent.
i d d t
• The components nc(t) and ns(t) have the same variance (=
power) as n(t). )
56
Power Spectral Density
• Further, each baseband noise waveform will have the
same PSD:
S N ( f fc ) SN ( f fc ), | f | B (3.4)
Sc ( f ) S s ( f )
0, otherwise
• This is analogous to
g (t ) G ( )
g (t )2 cos 0t [G ( 0 ) G( 0 )]
– A rigorous
g p
proof can be found in A. Papoulis,
p , Probability,
y, Random
Variables, and Stochastic Processes, McGraw-Hill.
– The PSD can also be seen from the expressions (3.2) and (3.3)
where each of nc(t) and ns(t) consists of a sum of closely spaced
base-band sinusoids.
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Noise Power
• For ideally filtered narrowband noise, the PSD of nc(t)
and ns((t)) is therefore g
given byy Sc(f)=Ss(f)
N 0 , | f | B
Sc ( f ) S s ( f ) (3.5)
0, otherwise
ns ( t )
– 1
(t ) tan : the p
phase of the noise
nc (t )
θ( ) ≡ 2 fct + (t)
θ(t) ()
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Distribution of Envelop and Phase
• It can be shown that if nc(t) and ns(t) are Gaussian-
distributed,, then the magnitude
g r(t)
( ) has a Rayleigh
y g
distribution, and the phase (t) is uniformly distributed.
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Summary
• White noise: PSD is constant over an infinite bandwidth.
• Gaussian noise: PDF is Gaussian.
Gaussian
• Bandpass noise
– In-phase
In phase and quadrature compoments nc(t) and ns(t) are low
low-pass
pass
random processes.
– nc(t) and ns(t) have the same PSD.
– nc(t) and ns(t) have the same variance as the band-pass noise n(t).
– Such properties will be pivotal to the performance analysis of
bandpass communication systems.
• The in-phase/quadrature representation and phasor
representation
p are not onlyy basic to the characterization of
bandpass noise itself, but also to the analysis of bandpass
communication systems.
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