Difference between revisions of "Aufgaben:Exercise 4.8Z: AWGN Channel"
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− | {{quiz-Header|Buchseite= | + | {{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Linear_Combinations_of_Random_Variables |
}} | }} | ||
− | [[File:P_ID413__Sto_Z_4_8.png|right|]] | + | [[File:P_ID413__Sto_Z_4_8.png|right|frame|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 σn. | ||
+ | *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" (AWGN). | ||
+ | *The quality criterion for the received signal r(t)=s(t)+n(t) the "signal-to-noise power ratio": | ||
+ | :SNR=σ2s/σ2n. | ||
− | |||
− | |||
− | |||
− | === | + | Hints: |
+ | *The exercise belongs to the chapter [[Theory_of_Stochastic_Signals/Linear_Combinations_of_Random_Variables|Linear Combinations of Random Variables]]. | ||
+ | *Reference is also made to the chapter [[Theory_of_Stochastic_Signals/Two-Dimensional_Gaussian_Random_Variables|Two-dimensional Gaussian random variables]]. | ||
+ | |||
+ | |||
+ | |||
+ | |||
+ | ===Questions=== | ||
<quiz display=simple> | <quiz display=simple> | ||
− | { | + | {Give the PDF $f_r(r) of the received signal r(t)$ in general. What is the standard deviation σr when $\sigma_n =0.75 \hspace{0.05cm} \rm V$? |
|type="{}"} | |type="{}"} | ||
− | σr | + | $\sigma_r \ = \ $ { 1.25 3% } $ \ \rm V$ |
− | { | + | {Calculate the correlation coefficient ρsr between the two signals $s(t) and r(t)$. What value results for $\sigma_n =0.75 \hspace{0.05cm} \rm V$? |
|type="{}"} | |type="{}"} | ||
− | $\rho_ | + | $\rho_{sr} \ = \ $ { 0.8 3% } |
− | { | + | {Calculate the correlation coefficient $\rho_{sr}$ depending on the SNR of the AWGN channel. Derive an approximation for large SNR. |
|type="{}"} | |type="{}"} | ||
− | $\rho_ | + | $\rho_{sr} \ = \ $ { 0.8 3% } |
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</quiz> | </quiz> | ||
− | === | + | ===Solution=== |
{{ML-Kopf}} | {{ML-Kopf}} | ||
− | + | '''(1)''' It holds $r(t) = s(t)+n(t)$. Thus $f_r(r) can be calculated from the convolution of the two density functionsf_s(s) andf_n(n)$ . | |
− | + | *Since both signals are Gaussian distributed, the convolution also yields a Gaussian function: | |
− | + | fr(r)=1√2π⋅σr⋅e−r2/(2σ2r). | |
− | + | *The variances of $s(t) and n(t)$ add up. Therefore, with $\sigma_s =1 \hspace{0.05cm} \rm V$ and $\sigma_n =0.75 \hspace{0.05cm} \rm V$: | |
:σr=√σ2s+σ2n=√(1V)2+(0.75V)2=1.25V_. | :σr=√σ2s+σ2n=√(1V)2+(0.75V)2=1.25V_. | ||
− | + | '''(2)''' For the correlation coefficient, with the joint moment $m_{sr}$: | |
− | |||
:ρsr=msrσs⋅σr. | :ρsr=msrσs⋅σr. | ||
+ | *This takes into account that s(t) and also r(t) are zero mean, so that μsr=msr holds. | ||
+ | *Since s(t) and n(t) were assumed to be statistically independent of each other and thus uncorrelated, it further holds: | ||
+ | :msr=E[s(t)⋅r(t)]=E[s2(t)]+E[s(t)⋅n(t)]=E[s2(t)]=σ2s. | ||
+ | :→ρsr=σsσr=√σ2sσ2s+σ2n=(1+σ2n/σ2s)−1/2. | ||
− | + | *With σs=1V, $\sigma_n =0.75 \hspace{0.05cm} \rm V$ 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: | |
− | :ρsr=1√1+1SNR≈11+12⋅SNR≈1−12⋅SNR. | + | :$$\rho_{sr } = \rm \frac{1}{ \sqrt{1 + \frac{1}{SNR}}} \approx \frac{1}{ {1 + \frac{1}{2 \cdot SNR}}} \approx 1 - \frac{1}{2 \cdot SNR}.$$ |
− | + | *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 $\rho_{sr }\hspace{0.15cm}\underline{ = 0.9995}$. | ||
{{ML-Fuß}} | {{ML-Fuß}} | ||
− | [[Category: | + | [[Category:Theory of Stochastic Signals: Exercises|^4.3 Linear Combinations^]] |
Latest revision as of 16:22, 27 February 2022
We consider here an analog message signal s(t) whose amplitude values are Gaussian distributed. The standard deviation of this zero mean signal is σs=1V.
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 σn.
- 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" (AWGN).
- The quality criterion for the received signal r(t)=s(t)+n(t) the "signal-to-noise power ratio":
- SNR=σ2s/σ2n.
Hints:
- The exercise belongs to the chapter Linear Combinations of Random Variables.
- Reference is also made to the chapter Two-dimensional Gaussian random variables.
Questions
Solution
(1) It holds r(t)=s(t)+n(t). Thus fr(r) can be calculated from the convolution of the two density functions fs(s) and fn(n) .
- Since both signals are Gaussian distributed, the convolution also yields a Gaussian function:
fr(r)=1√2π⋅σr⋅e−r2/(2σ2r).
- The variances of s(t) and n(t) add up. Therefore, with σs=1V and σn=0.75V:
- σr=√σ2s+σ2n=√(1V)2+(0.75V)2=1.25V_.
(2) For the correlation coefficient, with the joint moment msr:
- ρsr=msrσs⋅σr.
- This takes into account that s(t) and also r(t) are zero mean, so that μsr=msr holds.
- Since s(t) and n(t) were assumed to be statistically independent of each other and thus uncorrelated, it further holds:
- msr=E[s(t)⋅r(t)]=E[s2(t)]+E[s(t)⋅n(t)]=E[s2(t)]=σ2s.
- →ρsr=σsσr=√σ2sσ2s+σ2n=(1+σ2n/σ2s)−1/2.
- With σs=1V, σn=0.75V and σr=1.25V one obtains ρsr=0.8_.
(3) The expression calculated in the last subtask can be represented by the abbreviation SNR=σ2s/σ2n as follows:
- ρsr=1√1+1SNR≈11+12⋅SNR≈1−12⋅SNR.
- The signal-to-noise ratio 10⋅lg SNR=30 dB leads to the absolute value SNR=1000.
- Inserted into the above equation, this gives an approximate correlation coefficient of ρsr=0.9995_.