Difference between revisions of "Aufgaben:Exercise 5.6Z: Gilbert-Elliott Model"

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{{quiz-Header|Buchseite=Digitalsignalübertragung/Bündelfehlerkanäle}}
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{{quiz-Header|Buchseite=Digital_Signal_Transmission/Burst_Error_Channels}}
  
[[File:P_ID1843__Dig_Z_5_6.png|right|frame|GE–Modell]]
+
[[File:P_ID1843__Dig_Z_5_6.png|right|frame|Given Gilbert–Elliott model]]
Wir betrachten das <i>Bündelfehler&ndash;Kanalmodell</i> nach E.N. Gilbert und E.O. Elliott (siehe Skizze). Für die Übergangswahrscheinlichkeiten soll dabei gelten:
+
We consider the <i>burst error channel model</i>&nbsp; according to &nbsp;[https://en.wikipedia.org/wiki/Edgar_Gilbert "E.N. Gilbert"]&nbsp; and E.O. Elliott (see sketch). For the transition probabilities let hold:
 
:$${\rm Pr}(\rm
 
:$${\rm Pr}(\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B)=  0.1, \hspace{0.2cm} {\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B)=  0.1, \hspace{0.2cm} {\rm
 
Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) = 0.01\hspace{0.05cm}.$$
 
Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) = 0.01\hspace{0.05cm}.$$
  
Die Fehlerwahrscheinlichkeit im Zustand &bdquo;GOOD&rdquo; betrage $p_{\rm G} = 0.1\%$ und für die im Zustand &bdquo;BAD&rdquo; gelte $p_{\rm B} = 10\%$. Im Verlaufe dieser Aufgabe sollen weitere Kenngrößen ermittelt werden:
+
The error probability in the state "GOOD" is&nbsp; $p_{\rm G} = 0.1\%$. For the state "BAD" is&nbsp; $p_{\rm B} = 10\%$.  
* die mittlere Fehlerwahrscheinlichkeit $p_{\rm M}$,
+
 
* die Zustandswahrscheinlichkeiten $w_{\rm G} = \rm Pr(Z = G)$ und $w_{\rm B} = \rm Pr(Z = B)$,
+
In the course of this exercise, further parameters are to be determined:
* die Werte der Korrelationsfunktion, die für $k > 0$ analytisch wie folgt gegeben ist:
+
* the average error probability&nbsp; $p_{\rm M}$,
 +
* the state probabilities&nbsp; $w_{\rm G} = \rm Pr(Z = G)$&nbsp; and&nbsp; $w_{\rm B} = \rm Pr(Z = B)$,
 +
* the values of the correlation function, which for&nbsp; $k > 0$&nbsp; is given analytically as follows:
 
:$$\varphi_{e}(k) = p_{\rm M}^2 + (p_{\rm B} -
 
:$$\varphi_{e}(k) = p_{\rm M}^2 + (p_{\rm B} -
 
p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot
 
p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot
  [1 - {\rm Pr}(\rm
+
  \big [1 - {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm
G\hspace{0.05cm}|\hspace{0.05cm} B )]^{\it k} \hspace{0.05cm}.$$
+
G\hspace{0.05cm}|\hspace{0.05cm} B )\big ]^{\it k} \hspace{0.05cm}.$$
 +
 
 +
 
 +
 
 +
 
  
''Hinweise:''
 
* Die Aufgabe bezieht sich auf das Kapitel [[Digitalsignal%C3%BCbertragung/B%C3%BCndelfehlerkan%C3%A4le| Bündelfehlerkanal]] des vorliegenden Buches sowie auf das Kapitel [[Stochastische_Signaltheorie/Markovketten| Markovketten]] im Buch &bdquo;Stochastische Signaltheorie&rdquo;.
 
* Sollte die Eingabe des Zahlenwertes „0” erforderlich sein, so geben Sie bitte „0.” ein.
 
  
 +
''Notes:''
 +
* The exercise belongs to the chapter&nbsp; [[Digital_Signal_Transmission/Burst_Error_Channels| "Burst Error Channels"]].
 +
*However, reference is also made to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Markov_Chains| "Markov chains"]]&nbsp; in the book "Theory of Stochastic Signals" and in particular to the section&nbsp; [[Digital_Signal_Transmission/Burst_Error_Channels#Error_correlation_function_of_the_Gilbert-Elliott_model|"Error correlation function of the Gilbert-Elliott model"]]&nbsp; in the book "Channel Coding".
 +
  
  
===Fragebogen===
+
 
 +
 
 +
===Questions===
 
<quiz display=simple>
 
<quiz display=simple>
{Wie lauten die folgenden Übergangswahrscheinlichkeiten?
+
{What are the following transition probabilities?
 
|type="{}"}
 
|type="{}"}
$\rm Pr(G|G) \ = \ ${ 0.99 3% }  
+
$\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}G) \ = \ ${ 0.99 3% }  
$\rm Pr(B|B) \ = \ ${ 0.9 3% }  
+
$\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}B) \hspace{0.2cm} = \ ${ 0.9 3% }  
  
{Mit welchen Wahrscheinlichkeiten befindet sich das GE&ndash;Modell im Zustand &bdquo;GOOD&rdquo; ($w_{\rm G}$) bzw. im Zustand &bdquo;BAD&rdquo; ($w_{\rm B}$)?
+
{With what probabilities is the GE model in the state "GOOD" &nbsp;$(w_{\rm G})$&nbsp; or in the state "BAD" &nbsp;$(w_{\rm B})$?
 
|type="{}"}
 
|type="{}"}
 
$w_{\rm G} \ = \ $ { 0.909 3% }  
 
$w_{\rm G} \ = \ $ { 0.909 3% }  
 
$w_{\rm B} \ = \ $ { 0.091 3% }  
 
$w_{\rm B} \ = \ $ { 0.091 3% }  
  
{Berechnen Sie die mittlere Fehlerwahrscheinlichkeit.
+
{Calculate the mean error probability&nbsp; $p_{\rm M}$.
 
|type="{}"}
 
|type="{}"}
$p_{\rm M} \ = \ $ { 0.01 3% }  
+
$p_{\rm M} \ = \ $ { 1 3% } $\ \%$
  
{Berechnen Sie die folgenden FKF&ndash;Werte:
+
{Calculate the following ECF values:
 
|type="{}"}
 
|type="{}"}
$\varphi_e(k = 1) \ = \ ${ 8.209 3% } $\ \cdot 10^{&ndash;4}$
+
$\varphi_e(k = 1) \hspace{0.35cm}  = \ ${ 8.209 3% } $\ \cdot 10^{-4}$
$\varphi_e(k = 2) \ = \ ${ 7.416 3% } $\ \cdot 10^{&ndash;4}$
+
$\varphi_e(k = 2) \hspace{0.35cm} = \ ${ 7.416 3% } $\ \cdot 10^{-4}$
$\varphi_e(k = 5) \ = \ ${ 5.523 3% } $\ \cdot 10^{&ndash;4}$
+
$\varphi_e(k = 5) \hspace{0.35cm} = \ ${ 5.523 3% } $\ \cdot 10^{-4}$
$\varphi_e(k = 50) \ = \ ${ 1.024 3% } $\ \cdot 10^{&ndash;4}$
+
$\varphi_e(k = 50) \ = \ ${ 1.024 3% } $\ \cdot 10^{-4}$
  
{Wie groß ist der FKF&ndash;Wert $\varphi_e(k = 0)$?
+
{What is the size of the ECF value&nbsp; $\varphi_e(k = 0)$?
 
|type="{}"}
 
|type="{}"}
$\varphi_e(k = 0) \ = \ ${ 1 3% } $\ \cdot 10^{&ndash;2}$
+
$\varphi_e(k = 0) \ = \ ${ 1 3% } $\ \cdot 10^{-2}$
  
{Lässt sich die mittlere Fehlerwahrscheinlichkeit $p_{\rm M} = 0.005$ erreichen durch
+
{Can the mean error probability&nbsp; $p_{\rm M} = 0.005$&nbsp; be achieved by
 
|type="[]"}
 
|type="[]"}
- alleinige Änderung von $p_{\rm G}$,
+
- sole change of&nbsp; $p_{\rm G}$,
+ alleinige Änderung von $p_{\rm B}$,
+
+ sole change of&nbsp; $p_{\rm B}$,
- alleinige Änderung von $\rm Pr(G|B)$,
+
- sole change of&nbsp; $\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}B)$,
+ alleinige Änderung von $\rm Pr(B|G)$?
+
+ sole change of&nbsp; $\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}G)$?
 
</quiz>
 
</quiz>
  
===Musterlösung===
+
===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; Es gilt $\rm Pr(G|G) = 1 \, &ndash;Pr(B|G) \ \underline {= 0.99}$ sowie $\rm Pr(B|B) = 1 \, &ndash;Pr(G|B) \ \underline {= 0.9}$.
+
'''(1)'''&nbsp; $\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}G) = 1 \, &ndash;Pr(B\hspace{0.05cm}|\hspace{0.05cm}G) \ \underline {= 0.99}$ and $\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}B) = 1 \, &ndash;Pr(G\hspace{0.05cm}|\hspace{0.05cm}B) \ \underline {= 0.9}$ are valid.
  
  
'''(2)'''&nbsp; Das GE&ndash;Modell ist eine stationäre Markovkette. Für die Wahrscheinlichkeit, dass sich diese im Zustand &bdquo;GOOD&rdquo; befindet, gilt unter Berücksichtigung des Ergebnisses der Teilaufgabe (1):
+
'''(2)'''&nbsp; The GE model is a stationary Markov chain.
 +
*For the probability that it is in the state "GOOD", taking into account the result of subtask '''(1)''':
 
:$$w_{\rm G} = {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} G) \cdot
 
:$$w_{\rm G} = {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} G) \cdot
 
w_{\rm G} + {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) \cdot
 
w_{\rm G} + {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) \cdot
Line 73: Line 83:
 
\hspace{0.05cm}.$$
 
\hspace{0.05cm}.$$
  
Weiter gilt $w_{\rm B} = 1 \, &ndash;w_{\rm G}$:
+
*Further, $w_{\rm B} = 1 \, &ndash;w_{\rm G}$:
 
:$${\rm Pr}(\rm
 
:$${\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G) \cdot w_{\rm G} + {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G) \cdot w_{\rm G} + {\rm Pr}(\rm
Line 86: Line 96:
  
  
'''(3)'''&nbsp; Die mittlere Fehlerwahrscheinlichkeit $p_{\rm M}$ ergibt sich aus den Fehlerwahrscheinlichkeiten $p_{\rm G}$ und $p_{\rm B}$, gewichtet mit $w_{\rm G}$  und $w_{\rm B}$:
+
 
 +
'''(3)'''&nbsp; The mean error probability $p_{\rm M}$ is obtained from the error probabilities $p_{\rm G}$ and $p_{\rm B}$ weighted by $w_{\rm G}$  and $w_{\rm B}$:
 
:$$p_{\rm M} = w_{\rm G} \cdot p_{\rm G} + w_{\rm B} \cdot p_{\rm B}
 
:$$p_{\rm M} = w_{\rm G} \cdot p_{\rm G} + w_{\rm B} \cdot p_{\rm B}
= \frac{10}{11} \cdot 10^{-3} + \frac{1}{11} \cdot 10^{-1}\hspace{0.15cm}\underline { =
+
= \frac{10}{11} \cdot 10^{-3} + \frac{1}{11} \cdot 10^{-1}= \frac{10+100}{11} \cdot 10^{-3}\hspace{0.15cm}\underline { =
0.01}\hspace{0.05cm}.$$
+
1\%}\hspace{0.05cm}.$$
  
  
'''(4)'''&nbsp; Entsprechend der allgemeinen Gleichung auf dem Angabenblatt gilt für $k > 0$:
+
'''(4)'''&nbsp; According to the general equation on the specification section, for $k > 0$:
 
:$$\varphi_{e}(k) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} p_{\rm M}^2 +
 
:$$\varphi_{e}(k) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} p_{\rm M}^2 +
 
(p_{\rm B} - p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot
 
(p_{\rm B} - p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot
 
  [1 - {\rm Pr}(\rm
 
  [1 - {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm
G\hspace{0.05cm}|\hspace{0.05cm} B )]^{\it k} =$$
+
G\hspace{0.05cm}|\hspace{0.05cm} B )]^{\it k} = 10^{-4} + 0.09 \cdot 0.009
:$$\hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4} + 0.09 \cdot 0.009
 
 
\cdot  0.89^{\it k} = 10^{-4} \cdot \left ( 1 + 8.1 \cdot
 
\cdot  0.89^{\it k} = 10^{-4} \cdot \left ( 1 + 8.1 \cdot
 
0.89^{\it k} \right )\hspace{0.05cm}.$$
 
0.89^{\it k} \right )\hspace{0.05cm}.$$
Line 104: Line 114:
 
\ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 1}
 
\ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 1}
 
\right ) \hspace{0.15cm}\underline {= 8.209 \cdot 10^{-4}} \hspace{0.05cm},$$
 
\right ) \hspace{0.15cm}\underline {= 8.209 \cdot 10^{-4}} \hspace{0.05cm},$$
:$$\varphi_{e}(k = 2 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
+
:$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 2 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 2}
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 2}
 
\right )\hspace{0.15cm}\underline { = 7.416 \cdot 10^{-4}} \hspace{0.05cm},$$
 
\right )\hspace{0.15cm}\underline { = 7.416 \cdot 10^{-4}} \hspace{0.05cm},$$
:$$\varphi_{e}(k = 5 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
+
:$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 5 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 5}
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 5}
 
\right )\hspace{0.15cm}\underline {= 5.523 \cdot 10^{-4}} \hspace{0.05cm},$$
 
\right )\hspace{0.15cm}\underline {= 5.523 \cdot 10^{-4}} \hspace{0.05cm},$$
:$$\varphi_{e}(k = 50 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
+
:$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 50 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4}
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 50} \right ) \hspace{0.15cm}\underline {= 1.024 \cdot
 
\cdot \left ( 1 + 8.1 \cdot 0.89^{ 50} \right ) \hspace{0.15cm}\underline {= 1.024 \cdot
 
10^{-4}} \hspace{0.05cm}.$$
 
10^{-4}} \hspace{0.05cm}.$$
  
  
'''(5)'''&nbsp; Für jedes Kanalmodell gilt wegen $e_{\nu} &#8712; \{0, 1\}$:
+
'''(5)'''&nbsp; For each channel model, because of $e_{\nu} &#8712; \{0, 1\}$:
 
:$$\varphi_{e}(k = 0 ) = {\rm E}[e_{\nu} ^2] = {\rm E}[e_{\nu} ] =
 
:$$\varphi_{e}(k = 0 ) = {\rm E}[e_{\nu} ^2] = {\rm E}[e_{\nu} ] =
 
p_{\rm M} \hspace{0.05cm}.$$
 
p_{\rm M} \hspace{0.05cm}.$$
  
Mit dem Ergebnis der Teilaufgabe (3) ergibt sich für den vorliegenden Fall $\varphi_e(k = 0) \ \underline {= 0.01}$.
+
Using the result of subtask '''(3)''', $\varphi_e(k = 0) \ \underline {= 0.01}$ for the present case.
 +
 
  
  
'''(6)'''&nbsp; Entsprechend der Teilaufgabe (3) gilt
+
'''(6)'''&nbsp; According to subtask '''(3)''' holds:
 
:$$p_{\rm M} = {10}/{11} \cdot p_{\rm G} + {1}/{11} \cdot
 
:$$p_{\rm M} = {10}/{11} \cdot p_{\rm G} + {1}/{11} \cdot
 
p_{\rm B} \hspace{0.05cm}.$$
 
p_{\rm B} \hspace{0.05cm}.$$
  
Bei vorgegebenem $p_{\rm B} = 0.1$ ergibt sich selbst für $p_{\rm G} = 0$ (kein Fehler im Zustand &bdquo;G&rdquo;) die mittlere Fehlerwahrscheinlichkeit zu $p_{\rm M} \approx 0.009$. Dagegen ist mit festem $p_{\rm G} = 0.001$ der Wert $p_{\rm M} = 0.005$
+
*With given $p_{\rm B} = 0.1$, even for $p_{\rm G} = 0$ (no error in state "G"), the average error probability is $p_{\rm M} \approx 0.009$.  
erreichbar:
+
*In contrast, with fixed $p_{\rm G} = 0.001$ the value $p_{\rm M} = 0.005$ is achievable:
 
:$$0.005 = {10}/{11} \cdot 10^{-3} + {1}/{11} \cdot p_{\rm B}
 
:$$0.005 = {10}/{11} \cdot 10^{-3} + {1}/{11} \cdot p_{\rm B}
 
\hspace{0.3cm} \Rightarrow \hspace{0.3cm} p_{\rm B} \le 0.055 - 0.1
 
\hspace{0.3cm} \Rightarrow \hspace{0.3cm} p_{\rm B} \le 0.055 - 0.1
 
= 4.5\%\hspace{0.05cm}.$$
 
= 4.5\%\hspace{0.05cm}.$$
  
Weiterhin kann die mittlere Fehlerwahrscheinlichkeit (mit vorgegebenem $p_{\rm G}$ und $p_{\rm B}$) auch wie folgt dargestellt werden:
+
*Furthermore, the mean error probability (with given $p_{\rm G}$ and $p_{\rm B}$) can also be represented as follows:
 
:$$p_{\rm M} = \frac{p_{\rm G} \cdot {\rm Pr}(\rm
 
:$$p_{\rm M} = \frac{p_{\rm G} \cdot {\rm Pr}(\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B)+ p_{\rm B} \cdot {\rm Pr}(\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B)+ p_{\rm B} \cdot {\rm Pr}(\rm
Line 143: Line 154:
 
B\hspace{0.05cm}|\hspace{0.05cm} G)}\hspace{0.05cm}.$$
 
B\hspace{0.05cm}|\hspace{0.05cm} G)}\hspace{0.05cm}.$$
  
Mit $\rm Pr(B|G) = 0.01$ bzw. mit $\rm Pr(G|B) = 0.1$ erhält man folgende Gleichungen:
+
*With $\rm Pr(B|G) = 0.01$ and with $\rm Pr(G|B) = 0.1$, respectively, the following equations are obtained:
 
:$${\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) =
 
:$${\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) =
 
0.01\hspace{-0.15cm}:\hspace{0.2cm} {\it p}_{\rm M} \hspace{-0.1cm} \ = \
 
0.01\hspace{-0.15cm}:\hspace{0.2cm} {\it p}_{\rm M} \hspace{-0.1cm} \ = \
Line 149: Line 160:
 
G\hspace{0.05cm}|\hspace{0.05cm} B)+ 0.001 }{{\rm Pr}(\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B)+ 0.001 }{{\rm Pr}(\rm
 
G\hspace{0.05cm}|\hspace{0.05cm} B) +
 
G\hspace{0.05cm}|\hspace{0.05cm} B) +
0.01}\hspace{0.05cm},$$
+
0.01}\hspace{0.05cm},\hspace{0.5cm}
:$$
 
 
{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) =
 
{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) =
 
0.1\hspace{-0.15cm}:\hspace{0.2cm}{\it p}_{\rm M} \hspace{-0.1cm} \ = \
 
0.1\hspace{-0.15cm}:\hspace{0.2cm}{\it p}_{\rm M} \hspace{-0.1cm} \ = \
Line 157: Line 167:
 
G\hspace{0.05cm}|\hspace{0.05cm} B) }\hspace{0.05cm}.$$
 
G\hspace{0.05cm}|\hspace{0.05cm} B) }\hspace{0.05cm}.$$
  
Aus der oberen Gleichung ist zu erkennen, dass mit keinem $\rm Pr(G|B)$&ndash;Wert das Ergebnis $p_{\rm M} = 0.005$ möglich ist. Dagegen lässt sich durch ein kleineres $\rm Pr(B|G)$ die Bedingung erfüllen:  
+
*From the last equation it can be seen that with no $\rm Pr(G|B)$ value the result $p_{\rm M} = 0.005$ is possible.
 +
*On the other hand, with a smaller $\rm Pr(B|G)$ the condition can be fulfilled:
 
:$$0.005 = \frac{0.0001 + 0.1 \cdot {\rm Pr}(\rm
 
:$$0.005 = \frac{0.0001 + 0.1 \cdot {\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G)}{0.1 +{\rm Pr}(\rm
 
B\hspace{0.05cm}|\hspace{0.05cm} G)}{0.1 +{\rm Pr}(\rm
Line 164: Line 175:
 
\frac{0.0004}{0.095} \approx 0.0042\hspace{0.05cm}.$$
 
\frac{0.0004}{0.095} \approx 0.0042\hspace{0.05cm}.$$
  
Richtig sind somit die <u>Lösungsvorschläge 2 und 4</u>.
+
*<u>Solutions 2 and 4</u> are therefore correct.
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  
  
[[Category:Aufgaben zu Digitalsignalübertragung|^5.3 Bündelfehlerkanäle^]]
+
[[Category:Digital Signal Transmission: Exercises|^5.3 Burst Error Channels^]]

Latest revision as of 03:54, 19 September 2022

Given Gilbert–Elliott model

We consider the burst error channel model  according to  "E.N. Gilbert"  and E.O. Elliott (see sketch). For the transition probabilities let hold:

$${\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)= 0.1, \hspace{0.2cm} {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) = 0.01\hspace{0.05cm}.$$

The error probability in the state "GOOD" is  $p_{\rm G} = 0.1\%$. For the state "BAD" is  $p_{\rm B} = 10\%$.

In the course of this exercise, further parameters are to be determined:

  • the average error probability  $p_{\rm M}$,
  • the state probabilities  $w_{\rm G} = \rm Pr(Z = G)$  and  $w_{\rm B} = \rm Pr(Z = B)$,
  • the values of the correlation function, which for  $k > 0$  is given analytically as follows:
$$\varphi_{e}(k) = p_{\rm M}^2 + (p_{\rm B} - p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot \big [1 - {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B )\big ]^{\it k} \hspace{0.05cm}.$$




Notes:



Questions

1

What are the following transition probabilities?

$\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}G) \ = \ $

$\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}B) \hspace{0.2cm} = \ $

2

With what probabilities is the GE model in the state "GOOD"  $(w_{\rm G})$  or in the state "BAD"  $(w_{\rm B})$?

$w_{\rm G} \ = \ $

$w_{\rm B} \ = \ $

3

Calculate the mean error probability  $p_{\rm M}$.

$p_{\rm M} \ = \ $

$\ \%$

4

Calculate the following ECF values:

$\varphi_e(k = 1) \hspace{0.35cm} = \ $

$\ \cdot 10^{-4}$
$\varphi_e(k = 2) \hspace{0.35cm} = \ $

$\ \cdot 10^{-4}$
$\varphi_e(k = 5) \hspace{0.35cm} = \ $

$\ \cdot 10^{-4}$
$\varphi_e(k = 50) \ = \ $

$\ \cdot 10^{-4}$

5

What is the size of the ECF value  $\varphi_e(k = 0)$?

$\varphi_e(k = 0) \ = \ $

$\ \cdot 10^{-2}$

6

Can the mean error probability  $p_{\rm M} = 0.005$  be achieved by

sole change of  $p_{\rm G}$,
sole change of  $p_{\rm B}$,
sole change of  $\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}B)$,
sole change of  $\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}G)$?


Solution

(1)  $\rm Pr(G\hspace{0.05cm}|\hspace{0.05cm}G) = 1 \, –Pr(B\hspace{0.05cm}|\hspace{0.05cm}G) \ \underline {= 0.99}$ and $\rm Pr(B\hspace{0.05cm}|\hspace{0.05cm}B) = 1 \, –Pr(G\hspace{0.05cm}|\hspace{0.05cm}B) \ \underline {= 0.9}$ are valid.


(2)  The GE model is a stationary Markov chain.

  • For the probability that it is in the state "GOOD", taking into account the result of subtask (1):
$$w_{\rm G} = {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} G) \cdot w_{\rm G} + {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) \cdot w_{\rm B}\hspace{0.3cm} \Rightarrow \hspace{0.3cm} {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) \cdot w_{\rm G} = {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) \cdot w_{\rm B} \hspace{0.05cm}.$$
  • Further, $w_{\rm B} = 1 \, –w_{\rm G}$:
$${\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) \cdot w_{\rm G} + {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) \cdot w_{\rm G} = {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)$$
$$\Rightarrow \hspace{0.3cm} w_{\rm G} = \frac{{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)}{{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) + {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)} = \frac{0.1}{0.1 + 0.01} \hspace{0.15cm}\underline {\approx 0.909} \hspace{0.05cm},\hspace{0.2cm} w_{\rm B} = 1 - w_{\rm G }\hspace{0.15cm}\underline {\approx 0.091}\hspace{0.05cm}.$$


(3)  The mean error probability $p_{\rm M}$ is obtained from the error probabilities $p_{\rm G}$ and $p_{\rm B}$ weighted by $w_{\rm G}$ and $w_{\rm B}$:

$$p_{\rm M} = w_{\rm G} \cdot p_{\rm G} + w_{\rm B} \cdot p_{\rm B} = \frac{10}{11} \cdot 10^{-3} + \frac{1}{11} \cdot 10^{-1}= \frac{10+100}{11} \cdot 10^{-3}\hspace{0.15cm}\underline { = 1\%}\hspace{0.05cm}.$$


(4)  According to the general equation on the specification section, for $k > 0$:

$$\varphi_{e}(k) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} p_{\rm M}^2 + (p_{\rm B} - p_{\rm M}) \cdot (p_{\rm M} - p_{\rm G}) \cdot [1 - {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G )- {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B )]^{\it k} = 10^{-4} + 0.09 \cdot 0.009 \cdot 0.89^{\it k} = 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{\it k} \right )\hspace{0.05cm}.$$
$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 1 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 1} \right ) \hspace{0.15cm}\underline {= 8.209 \cdot 10^{-4}} \hspace{0.05cm},$$
$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 2 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 2} \right )\hspace{0.15cm}\underline { = 7.416 \cdot 10^{-4}} \hspace{0.05cm},$$
$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 5 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 5} \right )\hspace{0.15cm}\underline {= 5.523 \cdot 10^{-4}} \hspace{0.05cm},$$
$$\Rightarrow \hspace{0.3cm}\varphi_{e}(k = 50 ) \hspace{-0.1cm} \ = \ \hspace{-0.1cm} 10^{-4} \cdot \left ( 1 + 8.1 \cdot 0.89^{ 50} \right ) \hspace{0.15cm}\underline {= 1.024 \cdot 10^{-4}} \hspace{0.05cm}.$$


(5)  For each channel model, because of $e_{\nu} ∈ \{0, 1\}$:

$$\varphi_{e}(k = 0 ) = {\rm E}[e_{\nu} ^2] = {\rm E}[e_{\nu} ] = p_{\rm M} \hspace{0.05cm}.$$

Using the result of subtask (3), $\varphi_e(k = 0) \ \underline {= 0.01}$ for the present case.


(6)  According to subtask (3) holds:

$$p_{\rm M} = {10}/{11} \cdot p_{\rm G} + {1}/{11} \cdot p_{\rm B} \hspace{0.05cm}.$$
  • With given $p_{\rm B} = 0.1$, even for $p_{\rm G} = 0$ (no error in state "G"), the average error probability is $p_{\rm M} \approx 0.009$.
  • In contrast, with fixed $p_{\rm G} = 0.001$ the value $p_{\rm M} = 0.005$ is achievable:
$$0.005 = {10}/{11} \cdot 10^{-3} + {1}/{11} \cdot p_{\rm B} \hspace{0.3cm} \Rightarrow \hspace{0.3cm} p_{\rm B} \le 0.055 - 0.1 = 4.5\%\hspace{0.05cm}.$$
  • Furthermore, the mean error probability (with given $p_{\rm G}$ and $p_{\rm B}$) can also be represented as follows:
$$p_{\rm M} = \frac{p_{\rm G} \cdot {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)+ p_{\rm B} \cdot {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)}{{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) + {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)} = \frac{0.001 \cdot {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)+ 0.1 \cdot {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)}{{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) + {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)}\hspace{0.05cm}.$$
  • With $\rm Pr(B|G) = 0.01$ and with $\rm Pr(G|B) = 0.1$, respectively, the following equations are obtained:
$${\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) = 0.01\hspace{-0.15cm}:\hspace{0.2cm} {\it p}_{\rm M} \hspace{-0.1cm} \ = \ \hspace{-0.1cm} \frac{0.001 \cdot {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B)+ 0.001 }{{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) + 0.01}\hspace{0.05cm},\hspace{0.5cm} {\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) = 0.1\hspace{-0.15cm}:\hspace{0.2cm}{\it p}_{\rm M} \hspace{-0.1cm} \ = \ \hspace{-0.1cm} \frac{0.0001 + 0.1 \cdot {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)}{0.1 +{\rm Pr}(\rm G\hspace{0.05cm}|\hspace{0.05cm} B) }\hspace{0.05cm}.$$
  • From the last equation it can be seen that with no $\rm Pr(G|B)$ value the result $p_{\rm M} = 0.005$ is possible.
  • On the other hand, with a smaller $\rm Pr(B|G)$ the condition can be fulfilled:
$$0.005 = \frac{0.0001 + 0.1 \cdot {\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G)}{0.1 +{\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) } \hspace{0.3cm} \Rightarrow \hspace{0.3cm}{\rm Pr}(\rm B\hspace{0.05cm}|\hspace{0.05cm} G) \le \frac{0.0004}{0.095} \approx 0.0042\hspace{0.05cm}.$$
  • Solutions 2 and 4 are therefore correct.