Difference between revisions of "Aufgaben:Exercise 4.14Z: Echo Detection"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Kreuzkorrelationsfunktion und Kreuzleistungsdichte
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Cross-Correlation_Function_and_Cross_Power_Density
 
}}
 
}}
  
[[File:P_ID440__Sto_Z_4_14.png|right|Auffinden von Echos – Messvorrichtung|frame]]
+
[[File:EN_Sto_Z_4_14.png|right|Echo measuring arrangement|frame]]
Zur Messung akustischer Echos in Räumen – zum Beispiel bedingt durch Reflexionen an einer Wand – kann die nebenstehende Anordnung verwendet werden.
+
To measure acoustic echoes in rooms  – for example caused by reflections at a wall –  the adjacent setup can be used:
*Der Rauschgenerator erzeugt ein „im relevanten Frequenzbereich Weißes Rauschen” $x(t)$ mit der Rauschleistungsdichte $N_0 = 10^{-6} \hspace{0.08cm} \rm W/Hz$.  
+
*The noise generator produces a  "white noise in the relevant frequency range"  $x(t)$  with power density  $N_0 = 10^{-6} \hspace{0.08cm} \rm W/Hz$.  
*Dieses ist bandbegrenzt auf $B_x = 20 \hspace{0.08cm} \rm kHz$ und wird auf einen Lautsprecher gegeben.  
+
*This is bandlimited to  $B_x = 20 \hspace{0.08cm} \rm kHz$  and is given to a loudspeaker.  
*Die gesamte Messeinrichtung ist für den Widerstandswert $R = 50 \hspace{0.08cm} \rm \Omega$ ausgelegt.
+
*The entire measurement setup is designed for the resistance value  $R = 50 \hspace{0.08cm} \rm \Omega$.
  
  
Das vom Mikrofon aufgenommene Signal ist im allgemeinsten Fall wie folgt beschreibbar:
+
In the most general case,  the signal recorded by the microphone can be described as follows:
 
:$$y(t) = \sum_{\mu = 1}^M \alpha_\mu \cdot x ( t - t_\mu ) .$$
 
:$$y(t) = \sum_{\mu = 1}^M \alpha_\mu \cdot x ( t - t_\mu ) .$$
  
Hierbei bezeichnen $\alpha_\mu$ Dämpfungsfaktoren und $t_\mu$ Laufzeiten.
+
Here the  $\alpha_\mu$   denote damping factors and  $t_\mu$  delay times.
  
  
  
  
 
+
Hints:
''Hinweise:''
+
*The exercise belongs to the chapter  [[Theory_of_Stochastic_Signals/Cross-Correlation_Function_and_Cross_Power_Density|Cross-Correlation Function and Cross Power-Spectral Density]].
*Die Aufgabe gehört zum  Kapitel [[Stochastische_Signaltheorie/Kreuzkorrelationsfunktion_und_Kreuzleistungsdichte|Kreuzkorrelationsfunktion und Kreuzleistungsdichte]].
 
 
   
 
   
*Benutzen Sie für numerische Berechnungen die Parameterwerte
+
*Use for numerical calculations the parameter values.
 
:$$\alpha_1 = 0.5, \hspace{0.2cm}t_1 = 200 \,{\rm ms}, \hspace{0.2cm} \alpha_2 = 0.1, \hspace{0.2cm}t_2 = 250 \,{\rm ms}.$$
 
:$$\alpha_1 = 0.5, \hspace{0.2cm}t_1 = 200 \,{\rm ms}, \hspace{0.2cm} \alpha_2 = 0.1, \hspace{0.2cm}t_2 = 250 \,{\rm ms}.$$
  
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===Fragebogen===
+
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Geben Sie die AKF $\varphi_x(\tau)$ am Sender an. Wie lautet diese umgerechnet auf den Widerstand $R = 50 \hspace{0.08cm} \rm \Omega$? <br>Wie gro&szlig; ist der Effektivwert $\sigma_x$?
+
{Apply the&nbsp; $\rm ACF$&nbsp; $\varphi_x(\tau)$&nbsp; at the transmitter.&nbsp; What means this converted to the resistor&nbsp; $R = 50 \hspace{0.08cm} \rm \Omega$&nbsp;?&nbsp; What is the rms value&nbsp; $\sigma_x$&nbsp;?
 
|type="{}"}
 
|type="{}"}
 
$\sigma_x \ = \ $ { 1 3% } $\ \rm V$
 
$\sigma_x \ = \ $ { 1 3% } $\ \rm V$
  
  
{Berechnen Sie die Kreuzkorrelationsfunktion (KKF) $\varphi_{xy}(\tau)$ zwischen Sende&ndash; und Empfangssignal. <br>Welche Werte ergeben sich f&uuml;r $\tau = 0$, $\tau = t_1 = 200 \hspace{0.08cm} \rm ms$ und $\tau = t_2 = 250 \hspace{0.08cm} \rm ms$?
+
{Calculate the cross-correlation function&nbsp; $\rm (CCF)$ &nbsp; $\varphi_{xy}(\tau)$&nbsp; between transmitted and received signal. <br>What values result for&nbsp; $\tau = 0$, &nbsp; $\tau = t_1 = 200 \hspace{0.08cm} \rm ms$ &nbsp; and &nbsp; $\tau = t_2 = 250 \hspace{0.08cm} \rm ms$&nbsp;?
 
|type="{}"}
 
|type="{}"}
$\varphi_{xy}(\tau= 0) \ = \ $ { 0. } $\ \rm V^2$
+
$\varphi_{xy}(\tau= 0) \ = \ $ { 0. } $\ \rm V^2$
$\varphi_{xy}(\tau= t_1) \ = \ $ { 0.5 3% } $\ \rm V^2$
+
$\varphi_{xy}(\tau= t_1) \ = \ $ { 0.5 3% } $\ \rm V^2$
$\varphi_{xy}(\tau= t_2) \ = \ $ { 0.1 3% } $\ \rm V^2$
+
$\varphi_{xy}(\tau= t_2) \ = \ $ { 0.1 3% } $\ \rm V^2$
  
  
{Berechnen Sie das Kreuzleistungsdichtespektrum (KLDS) ${\it \Phi}_{xy}(f)$. <br>Welcher Wert ergibt sich bei der Frequenz $f = 0$?
+
{Calculate the cross power-spectral density &nbsp; ${\it \Phi}_{xy}(f)$.&nbsp; What value is obtained at frequency $f = 0$?
 
|type="{}"}
 
|type="{}"}
${\it \Phi}_{xy}(f =0)\ = \ $ { 15 3% } $\ \cdot 10^{-6}\ \rm V^2\hspace{-0.1cm}/Hz$
+
${\it \Phi}_{xy}(f =0)\ = \ $ { 15 3% } $\ \cdot 10^{-6}\ \rm V^2\hspace{-0.1cm}/Hz$
  
  
{Welche der folgenden Aussagen sind zutreffend, wenn Sie anstelle der in '''(1)''' berechneten AKF die N&auml;herung $\varphi_{xy}(\tau) \approx N_0/2 \cdot \delta(\tau)$ verwenden?
+
{Which of the following statements are true if you use the approximation&nbsp; $\varphi_{x}(\tau) \approx N_0/2 \cdot \delta(\tau)$&nbsp; instead of the ACF calculated in&nbsp; '''(1)'''?
 
|type="[]"}
 
|type="[]"}
+ Das Rauschen ist nun &bdquo;echt&rdquo; wei&szlig; &ndash; also nicht bandbegrenzt.
+
+ The noise is now&nbsp; "true white"&nbsp; &ndash; so it is not bandlimited.
- Die Rauschleistung wird gegen&uuml;ber der Teilaufgabe '''(1)''' vermindert.
+
- The noise power is reduced compared to subtask&nbsp; '''(1)'''.
+ Die Kreuzkorrelationsfunktion ist die Summe gewichteter und verschobener Diracs.
+
+ The cross-correlation function is the sum of weighted and shifted Dirac delta functions.
- Das Kreuzleistungsdichtespektrum ist wie in der Teilaufgabe '''(3)''' berechnet.
+
- The cross power-spectral density is calculated as in subtask&nbsp; '''(3)'''.
  
  
{Berechnen Sie unter Verwendung der N&auml;herung $\varphi_{xy}(\tau) \approx N_0/2 \cdot \delta(\tau)$ die AKF  $\varphi_y(\tau)$. <br>Welche Gewichte ergeben sich  f&uuml;r $\tau = 0$ &nbsp;und&nbsp; $\tau = \Delta t = t_2 - t_1$?
+
{Calculate the&nbsp; $\rm ACF$&nbsp; $\varphi_y(\tau)$&nbsp; using the approximation&nbsp; $\varphi_{xy}(\tau) \approx N_0/2 \cdot \delta(\tau)$.   &nbsp; What weights result for &nbsp; $\tau = 0$ &nbsp; and &nbsp; $\tau = \Delta t = t_2 - t_1$?
 
|type="{}"}
 
|type="{}"}
$\varphi_{y}(\tau= 0) \ = \ $ { 0.13 3% } $\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$
+
$\varphi_{y}(\tau= 0) \ = \ $ { 0.13 3% } $\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$
$\varphi_{y}(\tau= \Delta t) \ = \ $ { 0.025 3% } $\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$
+
$\varphi_{y}(\tau= \Delta t) \ = \ $ { 0.025 3% } $\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$
  
  
 
</quiz>
 
</quiz>
  
===Musterlösung===
+
===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; Das zweiseitige Leistungsdichtespektrum ${\it \Phi}_{x}(f)$ ist im Bereich $\pm B_x$ konstant gleich $N_0/2$. Dessen Fouriertransformierte ergibt die AKF:
+
'''(1)'''&nbsp; The two-sided power-spectral density&nbsp; ${\it \Phi}_{x}(f)$&nbsp; is constantly equal&nbsp; $N_0/2$&nbsp; in the range&nbsp; $\pm B_x$.  
:$$\varphi_x (\tau) = {N_0}/{2} \cdot 2 B_x \cdot {\rm si} (2 \pi B_x \tau) = 0.02 \hspace {0.05cm}{\rm W} \cdot {\rm si} (2 \pi B_x \tau).$$
+
*The Fourier transform is the ACF:
 +
:$$\varphi_x (\tau) = {N_0}/{2} \cdot 2 B_x \cdot {\rm sinc} (2 B_x \tau) = 0.02 \hspace {0.08cm}{\rm W} \cdot {\rm sinc} (2 B_x \tau).$$
  
Umgerechnet von $R = 50 \hspace{0.05cm} \rm \Omega$ auf $R = 1 \hspace{0.05cm} \rm \Omega$ erh&auml;lt man somit (Multiplikation mit $R = 50 \hspace{0.05cm} \rm \Omega$):
+
*Converted from &nbsp; $R = 50 \hspace{0.08cm} \rm \Omega$ &nbsp; to &nbsp; $R = 1 \hspace{0.08cm} \rm \Omega$ &nbsp; one obtains&nbsp; $($multiplication by&nbsp; $R = 50 \hspace{0.08cm} \rm \Omega)$:
:$$\varphi_x (\tau) = 0.02 \hspace {0.05cm}{\rm VA} \cdot 50 \hspace {0.05cm}{\rm V/A}\cdot {\rm si} (2 \pi B_x \tau)= 1 \hspace {0.05cm}{\rm V}^2 \cdot {\rm si} (2 \pi B_x \tau).$$
+
:$$\varphi_x (\tau) = 0.02 \hspace {0.05cm}{\rm VA} \cdot 50 \hspace {0.05cm}{\rm V/A}\cdot {\rm sinc} (2 B_x \tau)= 1 \hspace {0.05cm}{\rm V}^2 \cdot {\rm sinc} (2 B_x \tau).$$
  
Der Effektivwert ist die Wurzel aus dem AKF-Wert bei $\tau = 0$: &nbsp; $\sigma_x \hspace{0.15cm}\underline{= 1 \hspace {0.05cm}{\rm V}}.$
+
*The rms value is the square root of the ACF value at&nbsp; $\tau = 0$: &nbsp;  
 +
:$$\sigma_x \hspace{0.15cm}\underline{= 1 \hspace {0.08cm}{\rm V}}.$$
  
  
'''(2)'''&nbsp; F&uuml;r die Kreuzkorrelationsfunktion (KKF) gilt im vorliegenden Fall:
+
'''(2)'''&nbsp; For the cross correlation function&nbsp; (CCF),&nbsp; in the present case:
:$$\varphi_{xy} (\tau) = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)} = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}\left [ \alpha_1 \cdot x(t- t_1+ \tau)\hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot x(t- t_2+ \tau)\right] } . $$
+
:$$\varphi_{xy} (\tau) = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)} = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}\big [ \alpha_1 \cdot x(t- t_1+ \tau)\hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot x(t- t_2+ \tau)\big] } . $$
  
Nach Aufspaltung der Mittelwertbildung auf die beiden Terme erh&auml;lt man hieraus:
+
*After splitting the averaging on two terms,&nbsp; we get:
 
:$$\varphi_{xy} (\tau) = \alpha_1 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_1+ \tau)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_2+ \tau)} .$$
 
:$$\varphi_{xy} (\tau) = \alpha_1 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_1+ \tau)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_2+ \tau)} .$$
  
Unter Verwendung der AKF $\varphi_x(\tau)$ kann hierf&uuml;r auch geschrieben werden:
+
*Using the ACF&nbsp; $\varphi_x(\tau)$&nbsp; can also be written:
:$$\varphi_{xy} (\tau) = \alpha_1 \cdot {\varphi_{x}(\tau- t_1)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2\cdot {\varphi_{x}(\tau- t_2)} = 1 \hspace {0.05cm}{\rm V}^2 \cdot \left[ \alpha_1 \cdot {\rm si} (2 \pi B_x (\tau - t_1)) + \alpha_2 \cdot {\rm si} (2 \pi B_x (\tau - t_2))  \right].$$
+
:$$\varphi_{xy} (\tau) = \alpha_1 \cdot {\varphi_{x}(\tau- t_1)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2\cdot {\varphi_{x}(\tau- t_2)} = 1 \hspace {0.08cm}{\rm V}^2 \cdot \big[ \alpha_1 \cdot {\rm sinc} (2 B_x (\tau - t_1)) + \alpha_2 \cdot {\rm sinc} (2 B_x (\tau - t_2))  \big].$$
  
Die si-Funktion weist &auml;quidistante Nulldurchg&auml;nge bei allen Vielfachen von $1/(2B_x) = 25 \hspace{0.05cm} \mu s$ auf, jeweils bezogen auf  deren Mittellagen bei $t_1 = 200 \hspace{0.05cm} ms$ bzw. $t_2 = 250 \hspace{0.05cm} ms$. Daraus ergeben sich die KKF-Werte zu:
+
*The sinc&ndash;function exhibits equidistant zero crossings at all multiples of&nbsp; $1/(2B_x) = 25 \hspace{0.08cm} &micro; \rm s$,&nbsp; related to the centers at&nbsp; $t_1 = 200 \hspace{0.08cm} {\rm ms}$&nbsp; and&nbsp; $t_2 = 250 \hspace{0.08cm} {\rm ms}$.&nbsp; This results in the CCF values:
 
:$$\varphi_{xy} (\tau = 0) \hspace{0.15cm}\underline{= 0},\hspace{0.5cm}\varphi_{xy} (\tau = t_1)= \alpha_1 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.5\,{\rm V}^2} ,\hspace{0.5cm} \varphi_{xy} (\tau = t_2)= \alpha_2 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.1\,{\rm V}^2} .$$
 
:$$\varphi_{xy} (\tau = 0) \hspace{0.15cm}\underline{= 0},\hspace{0.5cm}\varphi_{xy} (\tau = t_1)= \alpha_1 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.5\,{\rm V}^2} ,\hspace{0.5cm} \varphi_{xy} (\tau = t_2)= \alpha_2 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.1\,{\rm V}^2} .$$
  
  
'''(3)'''&nbsp; Das Kreuzleistungsdichtespektrum (KLDS) ist die Fouriertransformierte der KKF, ebenso wie das Leistungsdichtespektrum (LDS) die Fouriertransformierte der AKF angibt. Für dieses gilt:
+
'''(3)'''&nbsp; The cross power-spectral density is the Fourier transform of the CCF,&nbsp; just as the power-spectral density&nbsp;$\rm  (PSD)$&nbsp; gives the Fourier transform of the ACF.&nbsp; It holds:
:$${\it \Phi}_{xy} (f) = \alpha_1 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_2}. $$
+
:$${\it \Phi}_{xy} (f) = \alpha_1 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_2}. $$
 +
 
 +
*Outside of the range&nbsp; $|f| \le B_x$&nbsp; the power-spectral density&nbsp; ${\it \Phi}_{x}(f)$&nbsp; &ndash; and correspondingly the cross power-spectral density&nbsp; ${\it \Phi}_{xy}(f)$ &ndash; is identically zero.
 +
*In contrast,&nbsp; inside this interval holds&nbsp; ${\it \Phi}_{x}(f) = N_0/2$.&nbsp; It follows in this range:
 +
[[File:P_ID450__Sto_Z_4_14_d.png|right|frame|ACF and CCF with white noise]]
 +
:$${\it \Phi}_{xy} (f) = {N_0}/{2} \left( \alpha_1 \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \cdot {\rm e}^{-{\rm j}2 \pi f t_2} \right). $$
 +
 
 +
*It is evident that&nbsp; ${\it \Phi}_{xy}(f)$&nbsp; unlike&nbsp; ${\it \Phi}_{x}(f)$&nbsp; is a complex function.&nbsp; For&nbsp; $f = 0$&nbsp; holds:
 +
:$${\it \Phi}_{xy} (f = 0) = {N_0}/{2} \left( \alpha_1 \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \right) = 0.3 \cdot 10^{-6}\hspace{0.05cm}{\rm W/Hz} \hspace{0.15cm}\underline{= 15 \cdot 10^{-6}\hspace{0.07cm}{\rm V^2/Hz}} . $$
 +
 
  
Au&szlig;erhalb des Bereichs $|f|  \le B_x$ ist das LDS ${\it \Phi}_{x}(f)$ - und dementsprechend auch das KLDS ${\it \Phi}_{xy}(f)$ - identisch $0$. Innerhalb dieses Intervalls gilt dagegen  ${\it \Phi}_{x}(f) = N_0/2$. Daraus folgt in diesem Bereich:
 
:$${\it \Phi}_{xy} (f) = {N_0}/{2} \left( \alpha_1 \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+  \hspace{0.15cm}\alpha_2 \cdot {\rm e}^{-{\rm j}2 \pi f t_2} \right). $$
 
  
[[File:P_ID450__Sto_Z_4_14_d.png|right|AKF und KKF bei weißem Rauschen]]
+
'''(4)'''&nbsp; Correct are&nbsp; <u>the proposed solutions 1 and 3</u>:
Es ist ersichtlich, dass ${\it \Phi}_{xy}(f)$ im Gegensatz zu ${\it \Phi}_{x}(f)$ eine komplexe Funktion ist. Bei $f = 0$ gilt:
+
*The Fourier transform of a Dirac-shaped ACF leads to a constant PSD for all frequencies&nbsp; $f$ &nbsp; &rArr; &nbsp;  "true white noise".  
:$${\it \Phi}_{xy} (f = 0) = {N_0}/{2} \left( \alpha_1 \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \right) = 0.3 \cdot 10^{-6}\hspace{0.05cm}{\rm W/Hz} \hspace{0.15cm}\underline{= 15 \cdot 10^{-6}\hspace{0.07cm}{\rm V^2/Hz}} . $$
+
*This has an infinitely large power,&nbsp; and for the CCF can then be written according to the above graph:
 +
:$$\varphi_{xy} (\tau) = \alpha_1 \cdot { N_0}/{2} \cdot {\rm \delta}( \tau - t_1) \hspace {0.1cm}+ \hspace {0.1cm}   \alpha_2 \cdot { N_0}/{2} \cdot { \rm \delta}( \tau - t_2) .$$
 +
*In the frequency domain,&nbsp; no difference is detectable for&nbsp; $|f| \le B_x$&nbsp; compared to subtask&nbsp; '''(3)'''&nbsp; .  
 +
*But since&nbsp; "true white noise"&nbsp; is now present,&nbsp; here the cross power-spectral density is not limited to this range.  
  
'''(4)'''&nbsp; Richtig sind demnach <u>die Lösungsvorschläge 1 und 3</u>:
 
*Die Fouriertransformierte einer diracf&ouml;rmigen AKF f&uuml;hrt zu einem f&uuml;r alle Frequenzen $f$ konstanten LDS, das hei&szlig;t tats&auml;chlich zu &bdquo; echt Wei&szlig;em Rauschen&rdquo;. Dieses besitzt eine unendlich gro&szlig;e Leistung, und f&uuml;r die KKF kann dann entsprechend der oberen Grafik geschrieben werden:
 
:$$\varphi_{xy} (\tau) =  \alpha_1 \cdot { N_0}/{2} \cdot {\rm \delta}( \tau - t_1) \hspace {0.1cm}+ \hspace {0.1cm}  \alpha_2 \cdot { N_0}/{2} \cdot {\rm \delta}( \tau - t_2) .$$
 
*Im Frequenzbereich ist für $|f|  \le B_x$ tats&auml;chlich kein Unterschied gegen&uuml;ber Teilaufgabe (3) feststellbar. Da nun aber echt wei&szlig;es Rauschen vorliegt, ist aber hier das KLDS nicht auf diesen Bereich beschr&auml;nkt.
 
  
  
'''(5)'''&nbsp; Für die AKF des echobehafteten Signals gilt: &nbsp; $\varphi_{y} (\tau) = \overline {y(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)}$. Diese AKF $\varphi_{y} (\tau)$ lässt sich demzufolge als die folgende Summe darstellen:
+
'''(5)'''&nbsp; For the ACF of the echoed signal, &nbsp; $\varphi_{y} (\tau) = \overline {y(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)}$.  
:$$\alpha_1^2 \cdot \overline {x(t - t_1) \cdot x(t - t_1+ \tau)} \hspace{0.03cm} + \hspace{0.03cm} \alpha_1\hspace{0.02cm}\alpha_2 \cdot \overline {x(t - t_1) \cdot x(t - t_2+ \tau)} + \hspace{0.05cm} \alpha_2\hspace{0.02cm}\alpha_1 \cdot \overline {x(t - t_2) \cdot x(t - t_1+ \tau)}\hspace{0.03cm} + \hspace{0.03cm} \alpha_2^2 \cdot \overline {x(t - t_2) \cdot x(t - t_2+ \tau)}. $$
+
*This ACF&nbsp; $\varphi_{y} (\tau)$&nbsp; can consequently be represented as the following sum:
 +
:$$\alpha_1^2 \cdot \overline {x(t - t_1) \cdot x(t - t_1+ \tau)} \hspace{0.03cm} + \hspace{0.03cm} \alpha_1\hspace{0.02cm}\alpha_2 \cdot \overline {x(t - t_1) \cdot x(t - t_2+ \tau)} + \hspace{0.05cm} \alpha_2\hspace{0.02cm}\alpha_1 \cdot \overline {x(t - t_2) \cdot x(t - t_1+ \tau)}\hspace{0.03cm} + \hspace{0.03cm} \alpha_2^2 \cdot \overline {x(t - t_2) \cdot x(t - t_2+ \tau)}. $$
  
F&uuml;r den ersten und den letzten Mittelwert gilt:
+
*For the first and the last mean:
 
:$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + \tau)} =\varphi_x(\tau).$$
 
:$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + \tau)} =\varphi_x(\tau).$$
  
Dagegen erh&auml;lt man f&uuml;r den zweiten und den dritten Mittelwert mit $\Delta t = t_2 - t_1= 50 \, \rm ms$:
+
*In contrast,&nbsp; for the second and third mean values,&nbsp; we obtain with&nbsp; $\Delta t = t_2 - t_1= 50 \ \rm ms$:
 
:$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_1- t_2+ \tau)} =\varphi_x(\tau - \Delta t),$$
 
:$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_1- t_2+ \tau)} =\varphi_x(\tau - \Delta t),$$
 
:$$\overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_2- t_1+ \tau)} =\varphi_x(\tau + \Delta t).$$
 
:$$\overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_2- t_1+ \tau)} =\varphi_x(\tau + \Delta t).$$
  
Insgesamt ergibt sich somit wieder eine symmetrische AKF, wie in der unteren Grafik dargestellt:
+
*Total,&nbsp; this again results in a symmetric ACF,&nbsp; as shown in the graph below:
:$$\varphi_{y} (\tau) = {N_0}/{2} \cdot \left[ ( \alpha_1^2 \hspace{0.1cm} + \hspace{0.1cm} \alpha_2^2 ) \cdot {\rm \delta} (\tau) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau - \Delta t) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau + \Delta t) \right].$$
+
:$$\varphi_{y} (\tau) = {N_0}/{2} \cdot \left[ ( \alpha_1^2 \hspace{0.1cm} + \hspace{0.1cm} \alpha_2^2 ) \cdot {\rm \delta} (\tau) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau - \delta t) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau + \Delta t) \right].$$
 
:$$\Rightarrow \hspace{0.3cm}\varphi_{y} (\tau = 0 ) \hspace{0.15cm}\underline{= 0.13 \cdot 10^{-6}\, {\rm W/Hz}},
 
:$$\Rightarrow \hspace{0.3cm}\varphi_{y} (\tau = 0 ) \hspace{0.15cm}\underline{= 0.13 \cdot 10^{-6}\, {\rm W/Hz}},
 
  \hspace{0.3cm}\varphi_{y} (\tau = \Delta t )\hspace{0.15cm}\underline{ = 0.025 \cdot 10^{-6}\, {\rm W/Hz}}.$$
 
  \hspace{0.3cm}\varphi_{y} (\tau = \Delta t )\hspace{0.15cm}\underline{ = 0.025 \cdot 10^{-6}\, {\rm W/Hz}}.$$
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[[Category:Aufgaben zu Stochastische Signaltheorie|^4.6 KKF und Kreuzleistungsdichte^]]
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[[Category:Theory of Stochastic Signals: Exercises|^4.6 CCF and Cross Power-Spectral Density^]]

Latest revision as of 16:51, 10 April 2022

Echo measuring arrangement

To measure acoustic echoes in rooms  – for example caused by reflections at a wall –  the adjacent setup can be used:

  • The noise generator produces a  "white noise in the relevant frequency range"  $x(t)$  with power density  $N_0 = 10^{-6} \hspace{0.08cm} \rm W/Hz$.
  • This is bandlimited to  $B_x = 20 \hspace{0.08cm} \rm kHz$  and is given to a loudspeaker.
  • The entire measurement setup is designed for the resistance value  $R = 50 \hspace{0.08cm} \rm \Omega$.


In the most general case,  the signal recorded by the microphone can be described as follows:

$$y(t) = \sum_{\mu = 1}^M \alpha_\mu \cdot x ( t - t_\mu ) .$$

Here the  $\alpha_\mu$  denote damping factors and  $t_\mu$  delay times.



Hints:

  • Use for numerical calculations the parameter values.
$$\alpha_1 = 0.5, \hspace{0.2cm}t_1 = 200 \,{\rm ms}, \hspace{0.2cm} \alpha_2 = 0.1, \hspace{0.2cm}t_2 = 250 \,{\rm ms}.$$



Questions

1

Apply the  $\rm ACF$  $\varphi_x(\tau)$  at the transmitter.  What means this converted to the resistor  $R = 50 \hspace{0.08cm} \rm \Omega$ ?  What is the rms value  $\sigma_x$ ?

$\sigma_x \ = \ $

$\ \rm V$

2

Calculate the cross-correlation function  $\rm (CCF)$   $\varphi_{xy}(\tau)$  between transmitted and received signal.
What values result for  $\tau = 0$,   $\tau = t_1 = 200 \hspace{0.08cm} \rm ms$   and   $\tau = t_2 = 250 \hspace{0.08cm} \rm ms$ ?

$\varphi_{xy}(\tau= 0) \ = \ $

$\ \rm V^2$
$\varphi_{xy}(\tau= t_1) \ = \ $

$\ \rm V^2$
$\varphi_{xy}(\tau= t_2) \ = \ $

$\ \rm V^2$

3

Calculate the cross power-spectral density   ${\it \Phi}_{xy}(f)$.  What value is obtained at frequency $f = 0$?

${\it \Phi}_{xy}(f =0)\ = \ $

$\ \cdot 10^{-6}\ \rm V^2\hspace{-0.1cm}/Hz$

4

Which of the following statements are true if you use the approximation  $\varphi_{x}(\tau) \approx N_0/2 \cdot \delta(\tau)$  instead of the ACF calculated in  (1)?

The noise is now  "true white"  – so it is not bandlimited.
The noise power is reduced compared to subtask  (1).
The cross-correlation function is the sum of weighted and shifted Dirac delta functions.
The cross power-spectral density is calculated as in subtask  (3).

5

Calculate the  $\rm ACF$  $\varphi_y(\tau)$  using the approximation  $\varphi_{xy}(\tau) \approx N_0/2 \cdot \delta(\tau)$.   What weights result for   $\tau = 0$   and   $\tau = \Delta t = t_2 - t_1$?

$\varphi_{y}(\tau= 0) \ = \ $

$\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$
$\varphi_{y}(\tau= \Delta t) \ = \ $

$\ \cdot 10^{-6}\ \rm W\hspace{-0.1cm}/Hz$


Solution

(1)  The two-sided power-spectral density  ${\it \Phi}_{x}(f)$  is constantly equal  $N_0/2$  in the range  $\pm B_x$.

  • The Fourier transform is the ACF:
$$\varphi_x (\tau) = {N_0}/{2} \cdot 2 B_x \cdot {\rm sinc} (2 B_x \tau) = 0.02 \hspace {0.08cm}{\rm W} \cdot {\rm sinc} (2 B_x \tau).$$
  • Converted from   $R = 50 \hspace{0.08cm} \rm \Omega$   to   $R = 1 \hspace{0.08cm} \rm \Omega$   one obtains  $($multiplication by  $R = 50 \hspace{0.08cm} \rm \Omega)$:
$$\varphi_x (\tau) = 0.02 \hspace {0.05cm}{\rm VA} \cdot 50 \hspace {0.05cm}{\rm V/A}\cdot {\rm sinc} (2 B_x \tau)= 1 \hspace {0.05cm}{\rm V}^2 \cdot {\rm sinc} (2 B_x \tau).$$
  • The rms value is the square root of the ACF value at  $\tau = 0$:  
$$\sigma_x \hspace{0.15cm}\underline{= 1 \hspace {0.08cm}{\rm V}}.$$


(2)  For the cross correlation function  (CCF),  in the present case:

$$\varphi_{xy} (\tau) = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)} = \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm}\big [ \alpha_1 \cdot x(t- t_1+ \tau)\hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot x(t- t_2+ \tau)\big] } . $$
  • After splitting the averaging on two terms,  we get:
$$\varphi_{xy} (\tau) = \alpha_1 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_1+ \tau)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2 \cdot \overline {x(t) \hspace{0.05cm}\cdot \hspace{0.05cm} x(t- t_2+ \tau)} .$$
  • Using the ACF  $\varphi_x(\tau)$  can also be written:
$$\varphi_{xy} (\tau) = \alpha_1 \cdot {\varphi_{x}(\tau- t_1)} \hspace{0.1cm}+\hspace{0.1cm} \alpha_2\cdot {\varphi_{x}(\tau- t_2)} = 1 \hspace {0.08cm}{\rm V}^2 \cdot \big[ \alpha_1 \cdot {\rm sinc} (2 B_x (\tau - t_1)) + \alpha_2 \cdot {\rm sinc} (2 B_x (\tau - t_2)) \big].$$
  • The sinc–function exhibits equidistant zero crossings at all multiples of  $1/(2B_x) = 25 \hspace{0.08cm} µ \rm s$,  related to the centers at  $t_1 = 200 \hspace{0.08cm} {\rm ms}$  and  $t_2 = 250 \hspace{0.08cm} {\rm ms}$.  This results in the CCF values:
$$\varphi_{xy} (\tau = 0) \hspace{0.15cm}\underline{= 0},\hspace{0.5cm}\varphi_{xy} (\tau = t_1)= \alpha_1 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.5\,{\rm V}^2} ,\hspace{0.5cm} \varphi_{xy} (\tau = t_2)= \alpha_2 \cdot \varphi_{x} (\tau = 0) \hspace{0.15cm}\underline{= 0.1\,{\rm V}^2} .$$


(3)  The cross power-spectral density is the Fourier transform of the CCF,  just as the power-spectral density $\rm (PSD)$  gives the Fourier transform of the ACF.  It holds:

$${\it \Phi}_{xy} (f) = \alpha_1 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \cdot {\it \Phi}_{x} (f) \cdot {\rm e}^{-{\rm j}2 \pi f t_2}. $$
  • Outside of the range  $|f| \le B_x$  the power-spectral density  ${\it \Phi}_{x}(f)$  – and correspondingly the cross power-spectral density  ${\it \Phi}_{xy}(f)$ – is identically zero.
  • In contrast,  inside this interval holds  ${\it \Phi}_{x}(f) = N_0/2$.  It follows in this range:
ACF and CCF with white noise
$${\it \Phi}_{xy} (f) = {N_0}/{2} \left( \alpha_1 \cdot {\rm e}^{-{\rm j}2 \pi f t_1} \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \cdot {\rm e}^{-{\rm j}2 \pi f t_2} \right). $$
  • It is evident that  ${\it \Phi}_{xy}(f)$  unlike  ${\it \Phi}_{x}(f)$  is a complex function.  For  $f = 0$  holds:
$${\it \Phi}_{xy} (f = 0) = {N_0}/{2} \left( \alpha_1 \hspace{0.15cm}+ \hspace{0.15cm}\alpha_2 \right) = 0.3 \cdot 10^{-6}\hspace{0.05cm}{\rm W/Hz} \hspace{0.15cm}\underline{= 15 \cdot 10^{-6}\hspace{0.07cm}{\rm V^2/Hz}} . $$


(4)  Correct are  the proposed solutions 1 and 3:

  • The Fourier transform of a Dirac-shaped ACF leads to a constant PSD for all frequencies  $f$   ⇒   "true white noise".
  • This has an infinitely large power,  and for the CCF can then be written according to the above graph:
$$\varphi_{xy} (\tau) = \alpha_1 \cdot { N_0}/{2} \cdot {\rm \delta}( \tau - t_1) \hspace {0.1cm}+ \hspace {0.1cm} \alpha_2 \cdot { N_0}/{2} \cdot { \rm \delta}( \tau - t_2) .$$
  • In the frequency domain,  no difference is detectable for  $|f| \le B_x$  compared to subtask  (3)  .
  • But since  "true white noise"  is now present,  here the cross power-spectral density is not limited to this range.


(5)  For the ACF of the echoed signal,   $\varphi_{y} (\tau) = \overline {y(t) \hspace{0.05cm}\cdot \hspace{0.05cm}y(t+\tau)}$.

  • This ACF  $\varphi_{y} (\tau)$  can consequently be represented as the following sum:
$$\alpha_1^2 \cdot \overline {x(t - t_1) \cdot x(t - t_1+ \tau)} \hspace{0.03cm} + \hspace{0.03cm} \alpha_1\hspace{0.02cm}\alpha_2 \cdot \overline {x(t - t_1) \cdot x(t - t_2+ \tau)} + \hspace{0.05cm} \alpha_2\hspace{0.02cm}\alpha_1 \cdot \overline {x(t - t_2) \cdot x(t - t_1+ \tau)}\hspace{0.03cm} + \hspace{0.03cm} \alpha_2^2 \cdot \overline {x(t - t_2) \cdot x(t - t_2+ \tau)}. $$
  • For the first and the last mean:
$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + \tau)} =\varphi_x(\tau).$$
  • In contrast,  for the second and third mean values,  we obtain with  $\Delta t = t_2 - t_1= 50 \ \rm ms$:
$$\overline {x(t - t_1) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_2+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_1- t_2+ \tau)} =\varphi_x(\tau - \Delta t),$$
$$\overline {x(t - t_2) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t - t_1+ \tau)} = \overline {x(t ) \hspace{0.05cm}\cdot \hspace{0.05cm}x(t + t_2- t_1+ \tau)} =\varphi_x(\tau + \Delta t).$$
  • Total,  this again results in a symmetric ACF,  as shown in the graph below:
$$\varphi_{y} (\tau) = {N_0}/{2} \cdot \left[ ( \alpha_1^2 \hspace{0.1cm} + \hspace{0.1cm} \alpha_2^2 ) \cdot {\rm \delta} (\tau) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau - \delta t) \hspace{0.1cm} + \hspace{0.1cm} \alpha_1 \cdot \alpha_2 \cdot {\rm \delta}(\tau + \Delta t) \right].$$
$$\Rightarrow \hspace{0.3cm}\varphi_{y} (\tau = 0 ) \hspace{0.15cm}\underline{= 0.13 \cdot 10^{-6}\, {\rm W/Hz}}, \hspace{0.3cm}\varphi_{y} (\tau = \Delta t )\hspace{0.15cm}\underline{ = 0.025 \cdot 10^{-6}\, {\rm W/Hz}}.$$