Difference between revisions of "Aufgaben:Exercise 1.2: Bit Error Rate"

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{{quiz-Header|Buchseite=Digitalsignalübertragung/Fehlerwahrscheinlichkeit bei Basisbandübertragung
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{{quiz-Header|Buchseite=Digital_Signal_Transmission/Error_Probability_for_Baseband_Transmission
 
}}
 
}}
  
  
[[File:P_ID1264__Dig_A_1_2.png|right|]]
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[[File:P_ID1264__Dig_A_1_2.png|right|frame|Table of two Gaussian error functions]]
Von einem digitalen Übertragungssystem ist bekannt, dass es durch ein
+
It is known from a digital transmission system that it can be approximated by a
BSC&ndash;Modell (<i>Binary Symmetrical Channel</i>) mit Fehlerwahrscheinlichkeit <i>p</i> angenähert werden kann. Zur Verifizierung soll die Bitfehlerquote ermittelt werden, indem man die Sinkensymbolfolge &#9001;<i>&upsilon;<sub>&nu;</sub></i>&#9002; mit der Quellensymbolfolge
+
BSC model&nbsp; ("Binary Symmetrical Channel") with error probability &nbsp;$p$.&nbsp;
&#9001;<i>q<sub>&nu;</sub></i>&#9002; vergleicht und daraus die Fehlerfolge &#9001;<i>e<sub>&nu;</sub></i>&#9002; ermittelt. Dabei gilt:
 
  
$$e_\nu =\left\{ {0\; \rm f\ddot{u}r\; \it &upsilon;_\nu = \rm q_\nu, \atop {\rm 1 \;\;\; \rm f\ddot{u}r\; \it &upsilon;_\nu \ne \rm q_\nu,}}\right.$$
+
For verification,&nbsp; the bit error rate is to be determined by comparing the sink symbol sequence &nbsp;$ \langle v_\nu \rangle $&nbsp; with the source symbol sequence
Die Bitfehlerquote (englisch: <i>Bit Error Rate</i>)
+
&nbsp;$ \langle q_\nu \rangle $&nbsp; and finding the error sequence &nbsp;$ \langle e_\nu \rangle $.&nbsp; Thereby holds:
  
$$BER = \frac{1}{N}\cdot\sum\nolimits_{\nu=1}^N e_\nu$$
+
:$$e_\nu  =   \left\{ \begin{array}{c} 0  \\
stellt eine Näherung für die Bitfehlerwahrscheinlichkeit <i>p</i> dar. Je größer der Simulationsparameter <i>N</i> gewählt wird, um so genauer ist diese Näherung.
+
1 \\  \end{array} \right.\quad
Aus der Aufgabe A3.7 im Buch „Stochastische Signaltheorie” ist bekannt, dass die Zufallsgröße BER eigentlich binominalverteilt ist, aber mit guter Näherung durch eine (diskrete) Gaußverteilung mit dem Mittelwert p und der Streuung
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\begin{array}{*{1}c} {\rm{for}}
$$\sigma =   \sqrt{\frac{ p\cdot (\rm 1- \it p)}{N}}$$
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\\  {\rm{for}} \\ \end{array}\begin{array}{*{20}c}
angenähert werden kann.
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v_\nu = q_\nu \hspace{0.05cm}, \\
 +
v_\nu \ne q_\nu .  \\
 +
\end{array}$$
 +
The bit error rate is an approximation for the bit error probability &nbsp;$p$:
 +
:$${\rm BER} = \frac{1}{N}\cdot\sum_{\nu=1}^N e_\nu.$$
 +
The larger the simulation parameter &nbsp;$N$&nbsp; is chosen,&nbsp; the more accurate is this approximation.
  
<b>Hinweis:</b> Diese Aufgabe bezieht sich auf das [[Digitalsignalübertragung/Fehlerwahrscheinlichkeit_bei_Basisbandübertragung| Kapitel 1.2 ]] dieses Buches sowie auf das [[Stochastische_Signaltheorie/Gaußverteilte_Zufallsgrößen| Kapitel 3.5 ]] im Buch „Stochastische Signaltheorie”. In der Tabelle sind einige Werte der Gaußschen Fehlerfunktionen ϕ(x) und Q(x) angegeben.
+
From &nbsp;[[Aufgaben:Exercise_3.7:_Bit_Error_Rate_(BER)|"Exercise 3.7"]]&nbsp; in the book&nbsp; "Stochastic Signal Theory"&nbsp; it is known that the random variable&nbsp; "BER"&nbsp; is actually binomially distributed,&nbsp; but can be approximated with good approximation by a&nbsp; (discrete)&nbsp; Gaussian distribution with mean &nbsp;$p$&nbsp; and standard deviation &nbsp;$\sigma$:&nbsp;
 +
:$$\sigma =  \sqrt{\frac{ p\cdot (\rm 1- \it p)}{N}}.$$
  
  
  
===Fragebogen===
+
 
 +
 
 +
Notes:
 +
*The exercise belongs to the chapter&nbsp; [[Digital_Signal_Transmission/Error_Probability_for_Baseband_Transmission|"Error Probability for Baseband Transmission"]].
 +
*Reference is also made to the chapter &nbsp;[[Theory_of_Stochastic_Signals/Gaussian_Distributed_Random_Variables|"Gaussian Distributed Random Variables"]]&nbsp; in the book&nbsp; "Stochastic Signal Theory".
 +
*In the table some values of the Gaussian error functions &nbsp;${\rm \phi}(x)$&nbsp; and &nbsp;${\rm Q}(x)$&nbsp; are given.
 +
 +
 
 +
 
 +
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Multiple-Choice Frage
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{What does &nbsp;$\rm BER$&nbsp; describe in terms of probability theory?
 
|type="[]"}
 
|type="[]"}
- Falsch
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- $\rm BER$&nbsp; is a probability.
+ Richtig
+
+ $\rm BER$&nbsp; is a relative frequency.
 +
- If &nbsp;$N$&nbsp; is sufficiently large, &nbsp;$\rm BER$&nbsp; coincides <b>exactly</b> with &nbsp;$p$.
 +
 
 +
 
 +
{Calculate the standard deviation &nbsp;$\sigma$&nbsp; for &nbsp;$N = 10^6$&nbsp; and &nbsp;$p = 10^{-2}$.
 +
|type="{}"}
 +
$\sigma \ =\ $ { 1 3% } $\ \cdot 10^{ -4 }\ $
  
 +
{What is the probability that the bit error rate differs in magnitude by more than &nbsp;$5\%$&nbsp; from the probability &nbsp;$\underline{p = 10^{-2}}$?&nbsp;
 +
|type="{}"}
 +
${\rm Pr}(|{\rm BER} – p| > 0.05 · p) \ =\ ${ 0.00574 10% } $\ \cdot 10^{ -4 }\ $
  
{Input-Box Frage
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{What is the same probability with &nbsp;$\underline{p = 10^{-4}}$?
 
|type="{}"}
 
|type="{}"}
$\alpha$ = { 0.3 }
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${\rm Pr}(|{\rm BER} – p| > 0.05 · p) \ =\ $ { 0.618 3}
  
 +
{What would be the minimum size of &nbsp;$N$&nbsp; for &nbsp;$\underline{p = 10^{-4}}$&nbsp; to be no more than &nbsp;$10\%$&nbsp; outside the interval of &nbsp;$0.95 \cdot 10^{-4}$ ... $1.05 \cdot 10^{-4}$?&nbsp;
 +
|type="{}"}
 +
$N_{\rm min} \ =\ $ { 10.8 10% } $\ \cdot 10^{ 6 }\ $
  
  
 
</quiz>
 
</quiz>
  
===Musterlösung===
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===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp;BER ist als Quotient aus der Anzahl <i>n</i><sub>B</sub> der festgestellten Symbolfehler und der Anzahl <i>N</i> aller simulierten Symbole und damit tatsächlich als relative Häufigkeit definiert. Die Wahrscheinlichkeit, dass BER = <i>p</i> gilt, ist stets genau 0, da BER eine kontinuierliche Zufallsgröße darstellt. Allerdings wird die Wahrscheinlichkeit, dass BER in einem schmalen Intervall um <i>p</i> liegt, mit steigendem <i>N</i> immer größer. Trotzdem gilt: Richtig ist <u>nur die zweite Aussage</u>.
+
'''(1)'''&nbsp; <u>Only the second statement</u>&nbsp; is correct:
 +
*$\rm BER$&nbsp; is the quotient of the number&nbsp; $n_{\rm B}$&nbsp; of detected symbol errors and the number&nbsp; $N$&nbsp; of all simulated symbols and thus actually a relative frequency.
 +
*The probability that&nbsp; ${\rm BER} = p$&nbsp; is always exactly zero,&nbsp; since&nbsp; $\rm BER$&nbsp; is a continuous random variable.
 +
*However,&nbsp; the probability that&nbsp; $\rm BER$&nbsp; lies in a narrow interval around&nbsp; $p$&nbsp; increases as&nbsp; $N$&nbsp; increases.
 +
 
 +
 
 +
 
 +
'''(2)'''&nbsp; The standard deviation of the Gaussian random variable&nbsp; $\rm BER$&nbsp; with&nbsp; $N = 10^6$&nbsp; and&nbsp; $p = 10^{-2}$&nbsp; is given by
 +
:$$\sigma =  \sqrt{{ p\cdot (\rm 1- \it p)}/{N}}\approx \sqrt{{ p}/{N}}\hspace{0.1cm}\underline {= 10^{-4}}\hspace{0.05cm}.$$
 +
 
  
'''(2)'''&nbsp;Die Streuung der Gaußschen Zufallsgröße BER ergibt sich mit <i>p</i> = 10<sup>&ndash;2</sup> und <i>N</i> = 10<sup>6</sup> zu
+
'''(3)'''&nbsp; The probability that the&nbsp; $\rm BER$&nbsp; takes a value outside the range&nbsp;
$$\sigma =  \sqrt{{ p\cdot (\rm 1- \it p)}/{N}}\approx \sqrt{{ p}/{N}}\hspace{0.1cm}\underline {= 10^{-4}}\hspace{0.05cm}.$$
+
$0.95 \cdot p$ ... $1.05 \cdot p$&nbsp; is obtained with&nbsp; $\varepsilon = 5 \cdot 10^{-4}$&nbsp; $(p = 10^{-2})$&nbsp; as follows.
'''(3)'''&nbsp;Die Wahrscheinlichkeit, dass die Bitfehlerrate (kurz BER) einen Wert außerhalb des Bereichs
+
:$${\rm Pr} \left( {\rm BER} < 0.95 \cdot 10^{-2} \right)
von 0.95&nbsp;&middot;&nbsp;<i>p</i>&nbsp;und&nbsp;1.05 &middot;&nbsp;<i>p</i> annimmt, kann mit <i>&epsilon;</i> = 5 &middot; 10<sup>&ndash;4</sup> (wegen <i>p</i> = 0.01) wie folgt berechnet werden:
 
$${\rm Pr} \left( {\rm BER} < 0.95 \cdot 10^{-2} \right)
 
 
   = {\rm Pr} \left( {\rm BER} > 1.05 \cdot 10^{-2} \right)
 
   = {\rm Pr} \left( {\rm BER} > 1.05 \cdot 10^{-2} \right)
 
   = {\rm Q} \left({\varepsilon}/{\sigma} \right)$$
 
   = {\rm Q} \left({\varepsilon}/{\sigma} \right)$$
$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER}  - p| > \varepsilon \right)
+
:$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER}  - p| > \varepsilon \right)
   = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-4}}{10^{-4}} \right) = 2 \cdot 0.287 \cdot 10^{-6}\hspace{0.1cm}\underline {= 0.574 \cdot 10^{-6}}\hspace{0.05cm}.$$
+
   = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-4}}{10^{-4}} \right) = 2 \cdot 0.287 \cdot 10^{-6}\hspace{0.1cm}\underline {= 0.00574 \cdot 10^{-4}}\hspace{0.05cm}.$$
 +
 
  
'''(4)'''&nbsp;Mit <i>p</i> = 10<sup>&ndash;4</sup> gilt für die vergleichbare Wahrscheinlichkeit:
+
'''(4)'''&nbsp; With&nbsp; $p = 10^{-4}$,&nbsp; the comparable probability is:
$${\rm Pr} \left( |{\rm BER} - 10^{-4}| > 0.05 \cdot 10^{-4} \right)
+
:$${\rm Pr} \left( |{\rm BER} - 10^{-4}| > 0.05 \cdot 10^{-4} \right)
 
   = 2 \cdot {\rm Q} \left( {\varepsilon}/{\sigma}
 
   = 2 \cdot {\rm Q} \left( {\varepsilon}/{\sigma}
   \right)\hspace{0.05cm}.$$
+
   \right);\hspace{0.5cm}
$$\sigma    \approx \sqrt{{ p}/{N}}=
+
\text{with}\hspace{0.5cm}\sigma    \approx \sqrt{{ p}/{N}}=
 
   10^{-5}\hspace{0.05cm}, \hspace{0.3cm}\varepsilon = 5 \cdot
 
   10^{-5}\hspace{0.05cm}, \hspace{0.3cm}\varepsilon = 5 \cdot
   10^{-6}:$$
+
   10^{-6}\text{:}$$
$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER}  - 10^{-4}| >  0.05 \cdot 10^{-4} \right)
+
:$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER}  - 10^{-4}| >  0.05 \cdot 10^{-4} \right)
 
   = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-6}}{10^{-5}} \right) = 2 \cdot 0.309 \hspace{0.1cm}\underline {= 0.618} \hspace{0.05cm}.$$
 
   = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-6}}{10^{-5}} \right) = 2 \cdot 0.309 \hspace{0.1cm}\underline {= 0.618} \hspace{0.05cm}.$$
  
'''(5)'''&nbsp;Diese Bedingung lässt sich mit <i>&epsilon;</i> = 5 &middot; 10<sup>&ndash;6</sup> wie folgt formulieren:
+
 
$${\rm Q} \left( {\varepsilon}/{\sigma} \right) < 0.1  \hspace{0.3cm}\Rightarrow \hspace{0.3cm}
+
'''(5)'''&nbsp; This condition can be formulated with&nbsp; $\varepsilon = 5 \cdot 10^{-6}$&nbsp; as follows:
 +
:$${\rm Q} \left( {\varepsilon}/{\sigma} \right) < 0.1  \hspace{0.3cm}\Rightarrow \hspace{0.3cm}
 
{\varepsilon}/{\sigma} > {\rm Q}^{-1}(0.05) \approx 1.64
 
{\varepsilon}/{\sigma} > {\rm Q}^{-1}(0.05) \approx 1.64
 
\hspace{0.3cm}\Rightarrow \hspace{0.3cm}
 
\hspace{0.3cm}\Rightarrow \hspace{0.3cm}
 
\frac{\varepsilon^2}{\sigma^2}\approx \frac{\varepsilon^2 \cdot
 
\frac{\varepsilon^2}{\sigma^2}\approx \frac{\varepsilon^2 \cdot
 
N}{p}> 1.64^2 = 2.69$$
 
N}{p}> 1.64^2 = 2.69$$
$$\Rightarrow \hspace{0.3cm} N >
+
:$$\Rightarrow \hspace{0.3cm} N >
 
\frac{2.69 \cdot p}{\varepsilon^2}= \frac{2.69 \cdot 10^{-4}}{25
 
\frac{2.69 \cdot p}{\varepsilon^2}= \frac{2.69 \cdot 10^{-4}}{25
\cdot10^{-12}}\hspace{0.1cm}\underline {\approx 1.08 \cdot 10^{7}} = 10.8 \, {\rm Millionen}\hspace{0.05cm}.$$
+
\cdot10^{-12}}\hspace{0.1cm}\underline {\approx 10.8 \cdot 10^{6}}\hspace{0.05cm}.$$
'''(6)'''&nbsp;
+
 
  
 
{{ML-Fuß}}
 
{{ML-Fuß}}
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[[Category:Aufgaben zu Digitalsignalübertragung|^1.2 BER bei Basisbandsystemen^]]
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[[Category:Digital Signal Transmission: Exercises|^1.2 BER for Baseband Systems^]]

Latest revision as of 15:51, 9 May 2022


Table of two Gaussian error functions

It is known from a digital transmission system that it can be approximated by a BSC model  ("Binary Symmetrical Channel") with error probability  $p$. 

For verification,  the bit error rate is to be determined by comparing the sink symbol sequence  $ \langle v_\nu \rangle $  with the source symbol sequence  $ \langle q_\nu \rangle $  and finding the error sequence  $ \langle e_\nu \rangle $.  Thereby holds:

$$e_\nu = \left\{ \begin{array}{c} 0 \\ 1 \\ \end{array} \right.\quad \begin{array}{*{1}c} {\rm{for}} \\ {\rm{for}} \\ \end{array}\begin{array}{*{20}c} v_\nu = q_\nu \hspace{0.05cm}, \\ v_\nu \ne q_\nu . \\ \end{array}$$

The bit error rate is an approximation for the bit error probability  $p$:

$${\rm BER} = \frac{1}{N}\cdot\sum_{\nu=1}^N e_\nu.$$

The larger the simulation parameter  $N$  is chosen,  the more accurate is this approximation.

From  "Exercise 3.7"  in the book  "Stochastic Signal Theory"  it is known that the random variable  "BER"  is actually binomially distributed,  but can be approximated with good approximation by a  (discrete)  Gaussian distribution with mean  $p$  and standard deviation  $\sigma$: 

$$\sigma = \sqrt{\frac{ p\cdot (\rm 1- \it p)}{N}}.$$



Notes:


Questions

1

What does  $\rm BER$  describe in terms of probability theory?

$\rm BER$  is a probability.
$\rm BER$  is a relative frequency.
If  $N$  is sufficiently large,  $\rm BER$  coincides exactly with  $p$.

2

Calculate the standard deviation  $\sigma$  for  $N = 10^6$  and  $p = 10^{-2}$.

$\sigma \ =\ $

$\ \cdot 10^{ -4 }\ $

3

What is the probability that the bit error rate differs in magnitude by more than  $5\%$  from the probability  $\underline{p = 10^{-2}}$? 

${\rm Pr}(|{\rm BER} – p| > 0.05 · p) \ =\ $

$\ \cdot 10^{ -4 }\ $

4

What is the same probability with  $\underline{p = 10^{-4}}$?

${\rm Pr}(|{\rm BER} – p| > 0.05 · p) \ =\ $

5

What would be the minimum size of  $N$  for  $\underline{p = 10^{-4}}$  to be no more than  $10\%$  outside the interval of  $0.95 \cdot 10^{-4}$ ... $1.05 \cdot 10^{-4}$? 

$N_{\rm min} \ =\ $

$\ \cdot 10^{ 6 }\ $


Solution

(1)  Only the second statement  is correct:

  • $\rm BER$  is the quotient of the number  $n_{\rm B}$  of detected symbol errors and the number  $N$  of all simulated symbols and thus actually a relative frequency.
  • The probability that  ${\rm BER} = p$  is always exactly zero,  since  $\rm BER$  is a continuous random variable.
  • However,  the probability that  $\rm BER$  lies in a narrow interval around  $p$  increases as  $N$  increases.


(2)  The standard deviation of the Gaussian random variable  $\rm BER$  with  $N = 10^6$  and  $p = 10^{-2}$  is given by

$$\sigma = \sqrt{{ p\cdot (\rm 1- \it p)}/{N}}\approx \sqrt{{ p}/{N}}\hspace{0.1cm}\underline {= 10^{-4}}\hspace{0.05cm}.$$


(3)  The probability that the  $\rm BER$  takes a value outside the range  $0.95 \cdot p$ ... $1.05 \cdot p$  is obtained with  $\varepsilon = 5 \cdot 10^{-4}$  $(p = 10^{-2})$  as follows.

$${\rm Pr} \left( {\rm BER} < 0.95 \cdot 10^{-2} \right) = {\rm Pr} \left( {\rm BER} > 1.05 \cdot 10^{-2} \right) = {\rm Q} \left({\varepsilon}/{\sigma} \right)$$
$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER} - p| > \varepsilon \right) = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-4}}{10^{-4}} \right) = 2 \cdot 0.287 \cdot 10^{-6}\hspace{0.1cm}\underline {= 0.00574 \cdot 10^{-4}}\hspace{0.05cm}.$$


(4)  With  $p = 10^{-4}$,  the comparable probability is:

$${\rm Pr} \left( |{\rm BER} - 10^{-4}| > 0.05 \cdot 10^{-4} \right) = 2 \cdot {\rm Q} \left( {\varepsilon}/{\sigma} \right);\hspace{0.5cm} \text{with}\hspace{0.5cm}\sigma \approx \sqrt{{ p}/{N}}= 10^{-5}\hspace{0.05cm}, \hspace{0.3cm}\varepsilon = 5 \cdot 10^{-6}\text{:}$$
$$\Rightarrow \hspace{0.3cm}{\rm Pr} \left( |{\rm BER} - 10^{-4}| > 0.05 \cdot 10^{-4} \right) = 2 \cdot {\rm Q} \left( \frac{5 \cdot 10^{-6}}{10^{-5}} \right) = 2 \cdot 0.309 \hspace{0.1cm}\underline {= 0.618} \hspace{0.05cm}.$$


(5)  This condition can be formulated with  $\varepsilon = 5 \cdot 10^{-6}$  as follows:

$${\rm Q} \left( {\varepsilon}/{\sigma} \right) < 0.1 \hspace{0.3cm}\Rightarrow \hspace{0.3cm} {\varepsilon}/{\sigma} > {\rm Q}^{-1}(0.05) \approx 1.64 \hspace{0.3cm}\Rightarrow \hspace{0.3cm} \frac{\varepsilon^2}{\sigma^2}\approx \frac{\varepsilon^2 \cdot N}{p}> 1.64^2 = 2.69$$
$$\Rightarrow \hspace{0.3cm} N > \frac{2.69 \cdot p}{\varepsilon^2}= \frac{2.69 \cdot 10^{-4}}{25 \cdot10^{-12}}\hspace{0.1cm}\underline {\approx 10.8 \cdot 10^{6}}\hspace{0.05cm}.$$