Difference between revisions of "Aufgaben:Exercise 4.8Z: AWGN Channel"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Linearkombinationen von Zufallsgrößen
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Linear_Combinations_of_Random_Variables
 
}}
 
}}
  
[[File:P_ID413__Sto_Z_4_8.png|right|frame|Modell des AWGN–Kanals]]
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[[File:P_ID413__Sto_Z_4_8.png|right|frame|Channel model  "AWGN"]]
Wir betrachten hier ein analoges Nachrichtensignal  $s(t)$, dessen Amplitudenwerte gaußverteilt sind.
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We consider here an analog message signal  $s(t)$  whose amplitude values are Gaussian distributed.  The standard deviation of this zero mean signal is  $\sigma_s=1 \hspace{0.05cm} \rm V$.  
*Der Effektivwert  $\sigma_s$  dieses mittelwertfreien Signals beträgt  $1 \hspace{0.05cm} \rm V$.
 
*Diese Größe bezeichnet man auch als die  ''Streuung''.
 
  
 +
During transmission  $s(t)$  is additively overlaid by noise  $n(t)$  which like  $s(t)$  can be assumed to be Gaussian distributed and zero mean.
 +
*Let the standard deviation of the noise be generally  $\sigma_n$.
 +
*It is assumed that there are no statistical dependencies between the signals  $s(t)$  and  $n(t)$.
 +
*Such a constellation is called  "Additive White Gaussian Noise"  $\rm (AWGN)$. 
 +
*The quality criterion for the received signal  $r(t)= s(t)+n(t)$  the  "signal-to-noise power ratio":
 +
:$${\rm SNR} = {\sigma_s^2}/{\sigma_n^2}.$$
  
Bei der Übertragung wird  $s(t)$  von einem Störsignal  $n(t)$  additiv überlagert, das ebenso wie  $s(t)$  als gaußverteilt und mittelwertfrei angenommen werden kann.
 
*Der Effektivwert (die Streuung) des Störsignals sei allgemein  $\sigma_n$.
 
*Es wird angenommen, dass zwischen Nutzsignal  $s(t)$  und Störsignal  $n(t)$  keine statistischen Abhängigkeiten bestehen.
 
  
  
Man bezeichnet eine solche Konstellation als&nbsp; <i>Additive White Gaussian Noise</i>&nbsp; (AWGN) und verwendet als Qualitätskriterium für das Empfangssignal&nbsp; $r(t)$&nbsp; das Signal-zu-Stör-Leistungsverhältnis&nbsp; (''Signal-to-Noise-Ratio''):
 
:$${\rm SNR} =  {\sigma_s^2}/{\sigma_n^2}.$$
 
  
 
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Hints:  
 
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*The exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Linear_Combinations_of_Random_Variables|Linear Combinations of Random Variables]].
 
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*Reference is also made to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Two-Dimensional_Gaussian_Random_Variables|Two-dimensional Gaussian random variables]].
 
 
 
 
 
 
''Hinweise:''
 
*Die Aufgabe gehört zum  Kapitel&nbsp; [[Theory_of_Stochastic_Signals/Linearkombinationen_von_Zufallsgrößen|Linearkombinationen von Zufallsgrößen]].
 
*Bezug genommen wird auch auf das Kapitel&nbsp; [[Theory_of_Stochastic_Signals/Zweidimensionale_Gaußsche_Zufallsgrößen|Zweidimensionale Gaußsche Zufallsgrößen]].
 
 
   
 
   
  
  
  
===Fragebogen===
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===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Geben Sie die WDF $f_r(r)$&nbsp; des Empfangssignals&nbsp; $r(t)$&nbsp; allgemein an.&nbsp; Wie gro&szlig; ist der Effektivwert&nbsp; $\sigma_r$, wenn&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$&nbsp; betr&auml;gt?
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{Give the PDF $f_r(r)$&nbsp; of the received signal&nbsp; $r(t)$&nbsp; in general.&nbsp; What is the standard deviation&nbsp; $\sigma_r$&nbsp; when&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$?
 
|type="{}"}
 
|type="{}"}
$\sigma_r \ = \ $ { 1.25 3% } $ \ \rm V$
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$\sigma_r \ = \ $ { 1.25 3% } $ \ \rm V$
  
  
{Berechnen Sie den Korrelationskoeffizienten&nbsp; $\rho_{sr}$&nbsp; zwischen den beiden Signalen&nbsp; $s(t)$&nbsp; und&nbsp; $r(t)$.&nbsp; Welcher Wert ergibt sich f&uuml;r&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$?
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{Calculate the correlation coefficient&nbsp; $\rho_{sr}$&nbsp; between the two signals&nbsp; $s(t)$&nbsp; and&nbsp; $r(t)$.&nbsp; What value results for&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$?
 
|type="{}"}
 
|type="{}"}
$\rho_{sr} \ = \ $ { 0.8 3% }
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$\rho_{sr} \ = \ $ { 0.8 3% }
  
  
{Berechnen Sie den Korrelationskoeffizienten&nbsp; $\rho_{sr}$&nbsp; abhängig vom SNR des AWGN-Kanals.&nbsp; Leiten Sie eine N&auml;herung f&uuml;r gro&szlig;es SNR ab.  
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{Calculate the correlation coefficient&nbsp; $\rho_{sr}$&nbsp; depending on the SNR of the AWGN channel.&nbsp; Derive an approximation for large SNR.
<br>Welcher Koeffizient ergibt sich f&uuml;r $10 \cdot {\rm lg \ SNR = 30 \ dB}$?
 
 
|type="{}"}
 
|type="{}"}
$\rho_{sr} \ = \ $ { 0.9995 0.1% }
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$\rho_{sr} \ = \ $ { 0.8 3% }  
  
  
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</quiz>
 
</quiz>
  
===Musterlösung===
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===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; Es gilt&nbsp; $r(t) = s(t)+n(t)$.&nbsp; Somit kann $f_r(r)$&nbsp; aus der Faltung der beiden Dichtefunktionen $f_s(s)$&nbsp; und $f_n(n)$&nbsp; berechnet werden.  
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'''(1)'''&nbsp; It holds&nbsp; $r(t) = s(t)+n(t)$.&nbsp; Thus $f_r(r)$&nbsp; can be calculated from the convolution of the two density functions $f_s(s)$&nbsp; and $f_n(n)$&nbsp; .  
*Da beide Signale gau&szlig;verteilt sind, liefert die Faltung ebenfalls eine Gau&szlig;funktion:
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*Since both signals are Gaussian distributed, the convolution also yields a Gaussian function:
:$$f_r(r)= \frac {1}{\sqrt{2 \pi} \cdot \sigma_r} \cdot {\rm e}^{-r^2/(2 \sigma_r^2)}.$$
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$$f_r(r)= \frac {1}{\sqrt{2 \pi} \cdot \sigma_r} \cdot {\rm e}^{-r^2/(2 \sigma_r^2)}.$$
 
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*The variances of&nbsp; $s(t)$&nbsp; and&nbsp; $n(t)$&nbsp; add up.&nbsp; Therefore, with&nbsp; $\sigma_s =1 \hspace{0.05cm} \rm V$&nbsp; and&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$:
*Die Varianzen von&nbsp; $s(t)$&nbsp; und&nbsp; $n(t)$&nbsp; addieren sich.&nbsp; Deshalb erh&auml;lt man mit&nbsp; $\sigma_s =1 \hspace{0.05cm} \rm V$&nbsp; und&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$:
 
 
:$$\sigma_r = \sqrt{\sigma_s^2 + \sigma_n^2} =\sqrt{{(\rm 1\hspace{0.1cm}V)^2} + {(\rm 0.75\hspace{0.1cm}V)^2}}\hspace{0.15cm}\underline{ = {\rm 1.25\hspace{0.1cm}V}}.$$
 
:$$\sigma_r = \sqrt{\sigma_s^2 + \sigma_n^2} =\sqrt{{(\rm 1\hspace{0.1cm}V)^2} + {(\rm 0.75\hspace{0.1cm}V)^2}}\hspace{0.15cm}\underline{ = {\rm 1.25\hspace{0.1cm}V}}.$$
 
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'''(2)'''&nbsp; For the correlation coefficient, with the joint moment&nbsp; $m_{sr}$:
 
 
 
 
'''(2)'''&nbsp; F&uuml;r den Korrelationskoeffizienten gilt mit dem gemeinsamen Moment&nbsp; $m_{sr}$:
 
 
:$$\rho_{sr } = \frac{m_{sr }}{\sigma_s \cdot \sigma_r}.$$
 
:$$\rho_{sr } = \frac{m_{sr }}{\sigma_s \cdot \sigma_r}.$$
 +
*This takes into account that&nbsp; $s(t)$&nbsp; and also&nbsp; $r(t)$&nbsp; are zero mean, so that&nbsp; $\mu_{sr} =m_{sr}$&nbsp; holds.
 +
*Since&nbsp; $s(t)$&nbsp; and&nbsp; $n(t)$&nbsp; were assumed to be statistically independent of each other and thus uncorrelated, it further holds:
 +
:$$m_{sr} = {\rm E}\big[s(t) \cdot r(t)\big] = {\rm E}\big[s^2(t)\big] + {\rm E}\big[s(t) \cdot n(t)\big] ={\rm E}\big[s^2(t)\big] = \sigma_s^2.$$
 +
:$$\rightarrow \hspace{0.3cm} \rho_{sr } = \frac{\sigma_s}{ \sigma_r} = \sqrt{\frac{\sigma_s^2}{\sigma_s^2 + \sigma_n^2}} = \left (1+ {\sigma_n^2}/{\sigma_s^2}\right)^{-1/2}.$$
  
*Hierbei ist ber&uuml;cksichtigt, dass&nbsp; $s(t)$&nbsp; und auch&nbsp; $r(t)$&nbsp; mittelwertfrei sind, so dass&nbsp; $\mu_{sr} =m_{sr}$&nbsp; gilt.
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*With&nbsp; $\sigma_s =1 \hspace{0.05cm} \rm V$,&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$&nbsp; and&nbsp; $\sigma_r =1.25 \hspace{0.05cm} \rm V$&nbsp; one obtains&nbsp; $\rho_{sr }\hspace{0.15cm}\underline{ = 0.8}$.
*Da&nbsp; $s(t)$&nbsp; und&nbsp;  $n(t)$&nbsp; als statistisch unabhängig voneinander und damit als unkorreliert  vorausgesetzt wurden, gilt weiter:
 
:$$m_{sr} = {\rm E}\big[s(t) \cdot r(t)\big] = {\rm E}\big[s^2(t)\big] +  {\rm E}\big[s(t) \cdot n(t)\big] ={\rm E}\big[s^2(t)\big] = \sigma_s^2.$$
 
:$$\rightarrow \hspace{0.3cm} \rho_{sr } = \frac{\sigma_s}{  \sigma_r} = \sqrt{\frac{\sigma_s^2}{\sigma_s^2 + \sigma_n^2}} = \left (1+ {\sigma_n^2}/{\sigma_s^2}\right)^{-1/2}.$$
 
 
 
*Mit&nbsp; $\sigma_s =1 \hspace{0.05cm} \rm V$,&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$&nbsp; und&nbsp; $\sigma_r =1.25 \hspace{0.05cm} \rm V$&nbsp; erhält man&nbsp; $\rho_{sr }\hspace{0.15cm}\underline{ = 0.8}$.
 
  
  
  
'''(3)'''&nbsp; Der in der letzten Teilaufgabe berechnete Ausdruck kann mit der Abkürzung&nbsp; ${\rm SNR} =\sigma_s^2/\sigma_n^2$&nbsp; wie folgt dargestellt werden:
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'''(3)'''&nbsp; The expression calculated in the last subtask can be represented by the abbreviation&nbsp; ${\rm SNR} =\sigma_s^2/\sigma_n^2$&nbsp; as follows:
 
:$$\rho_{sr } = \rm \frac{1}{  \sqrt{1 + \frac{1}{SNR}}} \approx \frac{1}{  {1 + \frac{1}{2 \cdot SNR}}} \approx  1 - \frac{1}{2 \cdot SNR}.$$
 
:$$\rho_{sr } = \rm \frac{1}{  \sqrt{1 + \frac{1}{SNR}}} \approx \frac{1}{  {1 + \frac{1}{2 \cdot SNR}}} \approx  1 - \frac{1}{2 \cdot SNR}.$$
  
*Der Signal-zu-Stör-Abstand&nbsp; $10 \cdot {\rm lg \ SNR = 30 \ dB}$&nbsp; führt zum absoluten Wert&nbsp; $\rm SNR = 1000$.  
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*The signal-to-noise ratio&nbsp; $10 \cdot {\rm lg \ SNR = 30 \ dB}$&nbsp; leads to the absolute value&nbsp; $\rm SNR = 1000$.  
*In die obige Gleichung eingesetzt ergibt dies n&auml;herungsweise einen Korrelationskoeffizienten von&nbsp; $\rho_{sr }\hspace{0.15cm}\underline{ = 0.9995}$.
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*Inserted into the above equation, this gives an approximate correlation coefficient of&nbsp; $\rho_{sr }\hspace{0.15cm}\underline{ = 0.9995}$.
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  
  
  
[[Category:Theory of Stochastic Signals: Exercises|^4.3 Linearkombinationen^]]
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[[Category:Theory of Stochastic Signals: Exercises|^4.3 Linear Combinations^]]

Latest revision as of 15:22, 27 February 2022

Channel model  "AWGN"

We consider here an analog message signal  $s(t)$  whose amplitude values are Gaussian distributed.  The standard deviation of this zero mean signal is  $\sigma_s=1 \hspace{0.05cm} \rm V$.

During transmission  $s(t)$  is additively overlaid by noise  $n(t)$  which like  $s(t)$  can be assumed to be Gaussian distributed and zero mean.

  • Let the standard deviation of the noise be generally  $\sigma_n$.
  • It is assumed that there are no statistical dependencies between the signals  $s(t)$  and  $n(t)$.
  • Such a constellation is called  "Additive White Gaussian Noise"  $\rm (AWGN)$. 
  • The quality criterion for the received signal  $r(t)= s(t)+n(t)$  the  "signal-to-noise power ratio":
$${\rm SNR} = {\sigma_s^2}/{\sigma_n^2}.$$



Hints:



Questions

1

Give the PDF $f_r(r)$  of the received signal  $r(t)$  in general.  What is the standard deviation  $\sigma_r$  when  $\sigma_n =0.75 \hspace{0.05cm} \rm V$?

$\sigma_r \ = \ $

$ \ \rm V$

2

Calculate the correlation coefficient  $\rho_{sr}$  between the two signals  $s(t)$  and  $r(t)$.  What value results for  $\sigma_n =0.75 \hspace{0.05cm} \rm V$?

$\rho_{sr} \ = \ $

3

Calculate the correlation coefficient  $\rho_{sr}$  depending on the SNR of the AWGN channel.  Derive an approximation for large SNR.

$\rho_{sr} \ = \ $


Solution

(1)  It holds  $r(t) = s(t)+n(t)$.  Thus $f_r(r)$  can be calculated from the convolution of the two density functions $f_s(s)$  and $f_n(n)$  .

  • Since both signals are Gaussian distributed, the convolution also yields a Gaussian function:

$$f_r(r)= \frac {1}{\sqrt{2 \pi} \cdot \sigma_r} \cdot {\rm e}^{-r^2/(2 \sigma_r^2)}.$$

  • The variances of  $s(t)$  and  $n(t)$  add up.  Therefore, with  $\sigma_s =1 \hspace{0.05cm} \rm V$  and  $\sigma_n =0.75 \hspace{0.05cm} \rm V$:
$$\sigma_r = \sqrt{\sigma_s^2 + \sigma_n^2} =\sqrt{{(\rm 1\hspace{0.1cm}V)^2} + {(\rm 0.75\hspace{0.1cm}V)^2}}\hspace{0.15cm}\underline{ = {\rm 1.25\hspace{0.1cm}V}}.$$

(2)  For the correlation coefficient, with the joint moment  $m_{sr}$:

$$\rho_{sr } = \frac{m_{sr }}{\sigma_s \cdot \sigma_r}.$$
  • This takes into account that  $s(t)$  and also  $r(t)$  are zero mean, so that  $\mu_{sr} =m_{sr}$  holds.
  • Since  $s(t)$  and  $n(t)$  were assumed to be statistically independent of each other and thus uncorrelated, it further holds:
$$m_{sr} = {\rm E}\big[s(t) \cdot r(t)\big] = {\rm E}\big[s^2(t)\big] + {\rm E}\big[s(t) \cdot n(t)\big] ={\rm E}\big[s^2(t)\big] = \sigma_s^2.$$
$$\rightarrow \hspace{0.3cm} \rho_{sr } = \frac{\sigma_s}{ \sigma_r} = \sqrt{\frac{\sigma_s^2}{\sigma_s^2 + \sigma_n^2}} = \left (1+ {\sigma_n^2}/{\sigma_s^2}\right)^{-1/2}.$$
  • With  $\sigma_s =1 \hspace{0.05cm} \rm V$,  $\sigma_n =0.75 \hspace{0.05cm} \rm V$  and  $\sigma_r =1.25 \hspace{0.05cm} \rm V$  one obtains  $\rho_{sr }\hspace{0.15cm}\underline{ = 0.8}$.


(3)  The expression calculated in the last subtask can be represented by the abbreviation  ${\rm SNR} =\sigma_s^2/\sigma_n^2$  as follows:

$$\rho_{sr } = \rm \frac{1}{ \sqrt{1 + \frac{1}{SNR}}} \approx \frac{1}{ {1 + \frac{1}{2 \cdot SNR}}} \approx 1 - \frac{1}{2 \cdot SNR}.$$
  • The signal-to-noise ratio  $10 \cdot {\rm lg \ SNR = 30 \ dB}$  leads to the absolute value  $\rm SNR = 1000$.
  • Inserted into the above equation, this gives an approximate correlation coefficient of  $\rho_{sr }\hspace{0.15cm}\underline{ = 0.9995}$.