2017 May 20 Lecture Notes Noise
2017 May 20 Lecture Notes Noise
2017 May 20 Lecture Notes Noise
EE2
Lecture 3: Noise
45
Outline
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
46
Noise
Noise is the unwanted and beyond our control waves that
g
disturb the transmission of signals.
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
dbby th
the 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).
47
White Noise
The additive noise channel
( ) models all types
n(t) 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
Itss only defined for stationary noise
noise.
An infinite bandwidth is a purely theoretic assumption.
48
White vs. Gaussian Noise
White noise PSD
SN(f) Rn()
N
Autocorrelation function of n(t ) : Rn ( ) 0 ( )
2
Samples
S l att diff
differentt time
ti iinstants
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).
49
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 ffunction
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
50
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)
Any y 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).
51
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 0 t [ G ( 0 ) G ( 0 )]
property of the Fourier transform
Samples taken at frequency 2B are still uncorrelated.
uncorrelated
Rn() = 0, = k/(2B), k = 1, 2,
52
Decomposition of Bandpass Noise
Consider bandpass noise within f fC B with any PSD
((i.e.,, not necessarilyy white as in the previous
p example)
p )
Consider a frequency slice f at frequencies fk and fk.
For f small:
n k ( t ) a k cos( 2 f k t k )
k: a random p phase assumed independent
p and uniformly
y
distributed in the range [0, 2)
ak: a random amplitude.
f
-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 ii.e.,
band, e
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)
55
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 ( ) and
d ns(t)
( ) 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 f c ) S N ( f f c ), | 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.
57
Noise Power
For ideally filtered narrowband noise, the PSD of nc(t)
and ns((t)) is therefore g
given by
y Sc(f)=Ss(f)
N 0 , | f | B
Sc ( f ) S s ( f ) (3.5)
0, otherwise
ns ( t )
(t ) tan 1 : the p
phase of the noise
nc (t )
( ) 2 fct + (t)
(t) ()
59
Distribution of Envelop and Phase
It can be shown that if nc(t) and ns(t) are Gaussian-
distributed,, then the magnitude
g ( ) has a Rayleigh
r(t) y g
distribution, and the phase (t) is uniformly distributed.
60
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-pass
low 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.
61
EE2--4: Communication Systems
EE2
62
Outline
SNR of baseband analog transmission
Revision of AM
SNR of DSB-SC
References
Notes of Communication Systems
Systems, Chap
Chap. 3
3.1-3.3.2.
1-3 3 2
Haykin & Moher, Communication Systems, 5th ed., Chap. 6
Lathi, Modern Digital and Analog Communication Systems, 3rd ed.,
Chap. 12
63
Noise in Analog Communication Systems
How do various analog modulation schemes perform in
the presence of noise?
Which scheme performs best?
How can we measure its performance?
64
SNR
We must find a way to quantify (= to measure) the
performance of a modulation scheme.
p
We use the signal-to-noise ratio (SNR) at the output of the
receiver:
average power of message signal at the receiver output PS
SNRo
average power of noise at the receiver output PN
66
A Baseband Communication System
It does not use
modulation
It is suitable for
transmission over wires
The power it transmits
is identical to the
message power: PT = P
No attenuation: PS = PT =
P
The results can be
extended to band
band-pass
pass
systems
67
Output SNR
Average signal (= message) power
P = the area under the triangular curve
Assume: Additive, white noise with power spectral
density PSD = N0/2
A
Average noise
i power att ththe receiver
i
PN = area under the straight line = 2W N0/2 = WN0
SNR at the receiver output:
PT
SNRbaseband
N 0W
Note: Assume no propagation loss
Improve the SNR by:
increasing the transmitted power (PT ),
restricting the message bandwidth (W ),
making the channel/receiver less noisy (N0 ).
)
68
Revision: AM
69
Signal Recovery
n(t)
Receiver model
1) 1 A m p : use an envelopel d
detector.
t t
This is the case in almost all commercial AM radio
receivers
receivers.
Simple circuit to make radio receivers cheap.
2) Otherwise: use synchronous detection = product
detection = coherent detection
Th terms
The t detection
d t ti andd demodulation
d d l ti are used
d iinterchangeably.
t h bl
70
Synchronous Detection for AM
Multiply the waveform at the receiver with a local carrier of
the same frequency (and phase) as the carrier used at the
t
transmitter:
itt
2 cos(2 f c t ) s (t ) AM [ A m(t )]2 cos 2 (2 f c t )
[ A m(t )][1 cos(4 f c t )]
A m(t )
71
DSB--SC
DSB
Double-sideband suppressed carrier (DSB-SC)
s (t ) DSB SC Am(t ) cos(2 f c t )
Signal recovery: with synchronous detection only
The received noisy signal is
x (t ) s (t ) n (t )
s(t ) nc (t ) cos(2f c t ) ns (t ) sin(2f c t )
Am(t ) cos(2f c t ) nc (t ) cos(2f c t ) ns (t ) sin(2f ct )
A (t ) nc (t )] cos((2f c t ) ns (t ) sin(
[ Am i (2f c t )
y(t)
2
72
Synchronous Detection for DSB-
DSB-SC
Multiply with 2cos(2fct):
y (t ) 2 cos(2 f c t ) x(t )
Am(t )2 cos 2 (2 f c t ) nc (t )2 cos 2 (2 f c t ) ns (t ) sin(4 f c t )
Am(t )[1 cos(4 f c t )] nc (t )[1 cos(4 f c t )] ns (t ) sin(4 f c t )
Use a LPF to keep
~
y Am(t ) nc (t )
Signal power at the receiver output:
73
Comparison
SNR at the receiver output:
A2 P
SNRo
2 N 0W
To which transmitted power does this correspond?
A2 P
PT E{ A m(t ) cos (2 f c t )}
2 2 2
2
So
PT
SNRo SNRDSB SC
N0W
Comparison with
PT
SNRbaseband SNRDSB SC SNRbaseband
N 0W
Conclusion: DSB
DSB-SC
SC system has the same SNR performance as a
baseband system.
74
EE2--4: Communication Systems
EE2
75
Outline
Noise in SSB
Noise in standard AM
Coherent detection
(of theoretic interest only)
Envelope detection
References
Notes of Communication Systems, Chap. 3.3.3
3.3.3-3.3.4.
3.3.4.
Haykin & Moher, Communication Systems, 5th ed., Chap. 6
Lathi, Modern Digital and Analog Communication Systems, 3rd ed.,
Chap. 12
76
SSB Modulation
Consider single (lower) sideband AM:
A A
s(t )SSB m(t ) cos 2f ct m (t ) sin
i 2f ct
2 2
where m (t ) is the Hilbert transform of m(t).
m (t ) is obtained by passing m(t) through a linear filter
with transfer function jsgn(f ).
m (t ) and m(t) have the same power P .
The average power is A2P/4.
77
Noise in SSB
Receiver signal x(t) = s(t) + n(t).
Apply a band-pass
band pass filter on the lower sideband
sideband.
Still denote by nc(t) the lower-sideband noise (different
from the double
double-sideband
sideband noise in DSB).
Using coherent detection:
y (t ) x(t ) 2 cos(2 f c t )
A A
m(t ) nc (t ) m(t ) nc (t ) cos(4 f c t )
2 2
A
m (t ) ns (t ) sin(4 f c t )
2
After low-pass filtering,
A
y (t ) m(t ) nc (t )
2
78
Noise Power
Noise power for nc(t) = that for band-pass noise =
N0W ((halved compared
p to DSB)) ((recall ((3.4))
))
SN(f)
N0/2
f
-ffc -ffc+W 0 fc-W
W fc
Lower-sideband noise
SNc(f)
N0/2
f
-W
W 0 W
Baseband noise 79
Output SNR
Signal power A2P/4
SNR at output
A2 P
SNRSSB
4 N 0W
For a baseband system with the same transmitted power
A2P/4
A2 P
SNRbaseband
4 N 0W
Conclusion: SSB achieves the same SNR performance
as DSB-SC (and the baseband model) but only requires
half the band-width.
80
Standard AM: Synchronous Detection
Pre-detection signal:
x(t ) [ A m(t )]cos(2f ct ) n(t )
[ A m(t )]cos(2f ct ) nc (t ) cos(2f ct ) ns (t ) sin(2f ct )
[ A m(t ) nc (t )]cos(2f ct ) ns (t ) sin(2f ct )
LPF
~
y A m(t ) nc (t )
81
Output SNR
Signal power at the receiver output:
PS E{m2(t)} P
Noise power:
PN 2 N 0W
SNR at the receiver output:
P
SNRo SNRAM
2 N0W
Transmitted power
A2 P A2 P
PT
2 2 2
82
Comparison
SNR of a baseband signal with the same transmitted
power:
p A2 P
SNRbaseband
2 N 0W
Thus:
P
SNRAM 2 SNRbaseband
A P
Note:
P
1
A P
2
83
Model of AM Radio Receiver
84
Envelope Detection for Standard AM
Phasor diagram of the signals present at an AM
receiver
x(t)
Envelope
y (t ) envelope of x (t )
[ A m(t ) nc (t )]2 ns (t ) 2
85
Small Noise Case
1st Approximation: (a) Small Noise Case
n ( t ) [ A m ( t )]
Then
ns (t ) [ A m(t ) nc (t )]
Then Identical to the post-
y (t ) [ A m(t ) nc (t )] detection signal in the
case off synchronous
h
detection!
Thus P
SNRo SNRenv
2 N 0W
And in terms of baseband SNR:
P
SNRenv 2 SNRbaseband
A P
Valid for small noise onl
only!!
86
Large Noise Case
2nd Approximation: (b) Large Noise Case
n(t ) [ A m(t )]
Isolate the small quantity:
y2 (t ) [ A m(t) nc (t )]2 ns2 (t)
( A m(t))2 nc2 (t ) 2( A m(t ))nc (t ) ns2 (t )
( A m(t ))2
2( A m(t))nc (t )
[nc (t ) ns (t )]1 2
2 2
2
nc (t) ns (t ) nc (t) ns (t )
2 2 2
2[ A m(t )]nc (t )
y (t ) [n (t ) n (t )]1 2
2 2
c
2
s
nc (t ) ns (t )
2
2[ A m(t )]nc (t )
E (t )1
2
n 2
En (t ) nc2 (t ) ns2 (t )
En (t
(t )
87
Large Noise Case: Threshold Effect
From the phasor diagram: nc(t) = En(t) cosn(t)
Then:
2[ A m(t)]cosn (t)
y(t) En (t) 1
En (t)
x
U
Use 1 x 1 for x 1
2
[ A m(t )] cos n (t )
y (t ) En (t )1
En ( t )
En (t ) [ A m(t )] cos n (t )
Noise is multiplicative here!
No term proportional to the message!
R
Result:
lt a threshold
th ff t as below
h ld effect, b l some carrier
i power llevell ((very
low A), the performance of the detector deteriorates very rapidly.
88
Summary
A: carrier amplitude
amplitude, P: power of message signal
signal, N0: single-sided PSD of noise
noise,
W: message bandwidth.
89
EE2--4: Communication Systems
EE2
90
Outline
Recap of FM
PSD of noise
References
Notes of Communication Systems, Chap. 3.4.1-3.4.2.
Haykin & Moher, Communication Systems, 5th ed., Chap. 6
Lathi,
Lathi Modern Digital and Analog Communication Systems
Systems,
3rd ed., Chap. 12
91
Frequency Modulation
Fundamental difference between AM and FM:
1 d i ( t )
f i (t )
2 dt
93
FM
In FM: the instantaneous frequency of the carrier varies
linearlyy with the message:g
fi(t) = fc + kf m(t)
where kf is the frequency sensitivity of the modulator.
Hence (assuming i(0)=0):
t t
i (t ) 2 fi ( )d 2 f c t 2 k f m( )d
0 0
Modulated signal:
s(t ) A cos 2f c t 2k f m( )d
t
0
Note:
(a) The envelope is constant
(b) Signal s(t) is a non-linear function of the message signal m(t).
94
Bandwidth of FM
mp = max|m(t)|: peak message amplitude.
fc kf mp < instantaneous frequency
q y < fc + kf mp
Define: frequency deviation = the deviation of the
instantaneous frequency from the carrier frequency:
f = kf mp
Define: deviation ratio:
f / W
W: the message bandwidth.
: FM bandwidth 2x message
Small g bandwidth ((narrow-band FM))
Large : FM bandwidth >> 2x message bandwidth (wide-band FM)
Carsons rule of thumb:
BT = 2W(+1) = 2(f + W)
<<1 BT 2W (as in AM)
>>1 BT 2ff
95
FM Receiver
n(t)
96
Linear Argument at High SNR
FM is nonlinear (modulation & demodulation), meaning superposition
doesnt hold.
Nonetheless, it can be shown that for high SNR, noise output and
message signal are approximately independent of each other:
Output Message + Noise (i.e., no other nonlinear terms).
97
Output Signal Power Without Noise
Instantaneous frequency of the input signal:
fi fc k f m(t)
Output of discriminator:
k f m((t )
So, output signal power:
PS k 2f P
P : the average power of the message signal
98
Output Signal with Noise
In the presence of additive noise, the real
predetection signal
p g is
x(t ) A cos 2 f c t 2 k f m( )d
t
0
nc (t ) cos(2 f c t ) ns (t ) sin(2 f c t )
99
Phase Noise
Phasor diagram of
the FM carrier and
ns(t)
noise signals
A nc(t)
Instantaneous
I t t phase
h noise:
i
ns (t )
i (t) tan1
A nc (t )
For large carrier power (large A):
ns (t ) ns (t )
i (t ) tan 1
A A
Discriminator output = instantaneous frequency:
1 di (t ) 1 dns (t )
f i (t )
2 dt 2 A dt
100
Discriminator Output
The discriminator output in the presence of both
g
signal and noise:
1 dn
d s (t )
k f m( t )
2A dt
101
Noise PSD
It follows from (2.1) that
So ( f ) | H ( f ) |2 Si ( f )
Si(f ): PSD of input signal
So(f ): PSD of output signal
H(f )): transfer
t f function
f ti off the
th system t
Then: PSD of nd (t ) | j 2 f |2 PSD of ns (t )
PSD of ns (t ) N 0 within band
BT
2
PSD of nd (t ) | 2 f |2 N 0 f BT / 2
2
1 dns (t ) 1 f2
PSD of fi (t ) | 2 f | N 0 2 N 0
2
2 A dt 2 A A
Aft
After the
th LPF,
LPF the
th PSD off noise
i output
t t no(t)
( ) is
i restricted
t i t d iin
the band W
f2
S No ( f ) 2 N 0 f W (6 1)
(6.1)
A
102
Power Spectral Densities
SNs(f)
(a) Power spectral density of quadrature component ns(t) of narrowband noise n(t).
(b) Power spectral density of noise nd(t) at the discriminator output.
(c) Power spectral density of noise no(t) at the receiver output.
103
EE2--4: Communication Systems
EE2
Lecture 7: Pre/de
Pre/de--emphasis for FM and
Comparison of Analog Systems
Dr. Cong Ling
Department of Electrical and Electronic Engineering
104
Outline
Derivation of FM output SNR
Comparison with AM
References
Notes of Communication Systems, Chap. 3.4.2-3.5.
Haykin & Moher, Communication Systems, 5th ed., Chap. 6
Lathi,
Lathi Modern Digital and Analog Communication Systems
Systems,
3rd ed., Chap. 12
105
Noise Power
Average noise power at the receiver output:
W
PN S No ( f )df
W
Thus,
Thus from (6
(6.1)
1)
W f2 2 N 0W 3
PN 2
N 0 df (7.1)
W A 3 A2
Average noise power at the output of a FM receiver
1
carrier power A2
A Noise,
Noise called the quieting effect
106
Output SNR
Since PS k 2f P , the output SNR
2 2
PS 3 A k f P
SNRO 3
SNRFM
PN 2 N 0W
Transmitted power of an FM waveform:
A2
PT
2
PT k f mp
From SNRbaseband and :
N 0W W
3k 2f P 2 P
SNR FM 2
SNR baseband 3 2
SNRbaseband
W mp
2 SNRbaseband (could be much higher than AM)
Valid when the carrier power is large compared with the
noise power
107
Threshold effect
The FM detector exhibits a more pronounced threshold
p detector.
effect than the AM envelope
The threshold point occurs around when signal power is
10 times noise power:
A2
10, BT 2W ( 1)
2 N 0 BT
Below the threshold the FM receiver breaks (i.e.,
significantly deteriorated).
Can be analyzed by examining the phasor diagram
ns(t)
A nc(t)
108
Qualitative Discussion
As the noise changes randomly, the point P1 wanders
around P2
High SNR: change of angle is small
Low SNR: P1 occasionally sweeps around origin, resulting in
changes
h off 2
2 in
i a short
h t ti
time
109
Improve Output SNR
111
Improvement Factor
Assume an ideal pair of pre/de-emphasis filters
Hde ( f ) 1/ Hpe ( f ),
) f W
PSF of noise at the output of de-emphasis filter
f2 2 f2
2
N 0 H de ( f ) , f BT / 2, recall S No ( f ) 2 N 0
A A
Average power of noise with de
de-emphasis
emphasis
W f2
PN
2
2
H de ( f ) N 0 df
W A
Improvement factor (using (7.1))
2 N0W 3
3
PN without pre / de - emphasis 2 2W
I W 2 3A 2 W
PN with p
pre / de - emphasis
p W A2 H de ( f ) N0dff 3W f H de
f 2
( f )
2
df
d
112
Example Circuits
(a) Pre-emphasis filter
H pe ( f ) 1 jf / f 0
f 0 1/ (2 rC ), R r , 2 frC 1
(b) D
De-emphasis
h i filt
filter
1
H de ( f )
1 jf / f 0
Improvement
2W 3
I W
3 f 2 / (1 f 2 / f 0 2 )df
W
(W / f 0 )3
3[(W / f 0 ) tan 1 (W / f 0 )]
In commercial FM,
FM W = 15 kHzkHz, f0 = 2.1
2 1 kHz
I = 22 13 dB (a significant gain)
113
Comparison of Analogue Systems
Assumptions:
single-tone
g modulation,, i.e.: m(t) ( fmt);
( ) = Am cos(2 );
the message bandwidth W = fm;
for the AM system, = 1;
for the FM system, = 5 (which is what is used in commercial FM
transmission, with f = 75 kHz, and W = 15 kHz).
With these assumptions
assumptions, we find that the SNR
expressions for the various modulation schemes become:
SNRDSB SC SNRbaseband SNRSSB
1
SNRAM SNRbaseband
3
3 75 without pre/de-
SNRFM 2 SNRbaseband SNRbaseband emphasis
2 2
114
Performance of Analog Systems
115
Conclusions
(Full) AM: The SNR performance is 4.8 dB worse than a
baseband system, and the transmission bandwidth is BT =
2W .
DSB
DSB: Th
The SNR performance
f iis id
identical
ti l tto a b
baseband
b d
system, and the transmission bandwidth is BT = 2W.