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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|]]
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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. Der Effektivwert $\sigma_s$ dieses mittelwertfreien Signals beträgt 1 V. Diese Größe bezeichnet man auch als die Streuung.
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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  $\sigma_s=1 \hspace{0.05cm} \rm V$.  
  
: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 σn. Es kann angenommen werden, dass zwischen Nutzsignal s(t) und Störsignal n(t) keine statistischen Abhängigkeiten bestehen.
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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.
  
:Man bezeichnet eine solche Konstellation als <i>Additive White Gaussian Noise</i> (AWGN) und verwendet als Qualitätskriterium für das Empfangssignal r(t) das Signal-zu-Störverhältnis (Signal-to-Noise-Ratio):
 
:SNR=σ2sσ2n.
 
  
:<b>Hinweis:</b> Die Aufgabe bezieht sich auf die theoretischen Grundlagen von Kapitel 4.2 und Kapitel 4.3.
 
  
  
===Fragebogen===
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Hints:
 +
*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]].
 +
 +
 
 +
 
 +
 
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===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Geben Sie die WDF <i>f<sub>r</sub></i>(<i>r</i>) des Empfangssignals <i>r</i>(<i>t</i>) allgemein an. Wie gro&szlig; ist der Effektivwert <i>&sigma;<sub>r</sub></i>, wenn <i>&sigma;<sub>n</sub></i> = 0.75 V 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; σr&nbsp; when&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$?
 
|type="{}"}
 
|type="{}"}
σr = { 1.25 3% } V
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$\sigma_r \ = \ $ { 1.25 3% } $ \ \rm V$
  
  
{Berechnen Sie den Korrelationskoeffizienten, der zwischen den beiden Signalen <i>s</i>(<i>t</i>) und <i>r</i>(<i>t</i>) besteht. Welcher Wert ergibt sich f&uuml;r <i>&sigma;<sub>n</sub></i> = 0.75 V?
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{Calculate the correlation coefficient&nbsp; ρsr&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="{}"}
$\rho_\text{sr}$ = { 0.8 3% }
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$\rho_{sr} \ = \ $ { 0.8 3% }
  
  
{Berechnen Sie <i>&rho;<sub>sr</sub></i> abhängig von SNR. Leiten Sie eine N&auml;herung f&uuml;r gro&szlig;e SNR&ndash;Werte ab. Welcher Koeffizient ergibt sich f&uuml;r 10 &middot; lg SNR = 30 dB?
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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.
 
|type="{}"}
 
|type="{}"}
$\rho_\text{sr}$ = { 0.9995 3% }
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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}}
:<b>1.</b>&nbsp;&nbsp;Es gilt <i>r</i>(<i>t</i>) = <i>s</i>(<i>t</i>) + <i>n</i>(<i>t</i>). Somit kann <i>f<sub>r</sub></i>(<i>r</i>) aus der Faltung der beiden Dichtefunktionen <i>f<sub>s</sub></i>(<i>s</i>) und <i>f<sub>n</sub></i>(<i>n</i>) berechnet werden. Da beide Signale gau&szlig;verteilt sind, liefert die Faltung ebenfalls eine Gau&szlig;funktion:
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'''(1)'''&nbsp; It holds&nbsp; $r(t) = s(t)+n(t)$.&nbsp; Thus $f_r(r)&nbsp; can be calculated from the convolution of the two density functionsf_s(s)&nbsp; andf_n(n)$&nbsp; .
:fr(r)=12πσrer2/(2σ2r).
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*Since both signals are Gaussian distributed, the convolution also yields a Gaussian function:
 
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fr(r)=12πσrer2/(2σ2r).
:Die Varianzen von <i>s</i>(<i>t</i>) und <i>n</i>(<i>t</i>) addieren sich. Deshalb erh&auml;lt man mit <i>&sigma;<sub>s</sub></i> = 1 V und <i>&sigma;<sub>n</sub></i> = 0.75 V:
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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; $\sigma_n =0.75 \hspace{0.05cm} \rm V$:
 
:σr=σ2s+σ2n=(1V)2+(0.75V)2=1.25V_.
 
:σr=σ2s+σ2n=(1V)2+(0.75V)2=1.25V_.
 
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'''(2)'''&nbsp; For the correlation coefficient, with the joint moment&nbsp; $m_{sr}$:
:<b>2.</b>&nbsp;&nbsp;F&uuml;r den Korrelationskoeffizienten gilt mit dem gemeinsamen Moment <i>m<sub>sr</sub></i>:
 
 
:ρsr=msrσsσr.
 
:ρsr=msrσsσr.
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*This takes into account that&nbsp; s(t)&nbsp; and also&nbsp; r(t)&nbsp; are zero mean, so that&nbsp; μsr=msr&nbsp; holds.
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*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:
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:msr=E[s(t)r(t)]=E[s2(t)]+E[s(t)n(t)]=E[s2(t)]=σ2s.
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:ρsr=σsσr=σ2sσ2s+σ2n=(1+σ2n/σ2s)1/2.
  
:Hierbei ist ber&uuml;cksichtigt, dass <i>s</i>(<i>t</i>) und auch <i>r</i>(<i>t</i>) mittelwertfrei sind, so dass <i>&mu;<sub>sr</sub></i> = <i>m<sub>sr</sub></i> gilt. Da <i>s</i>(<i>t</i>) und <i>n</i>(<i>t</i>) als statistisch unabhängig voneinander &ndash; und damit unkorreliert &ndash; vorausgesetzt wurden, gilt weiter:
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*With&nbsp; σs=1V,&nbsp; $\sigma_n =0.75 \hspace{0.05cm} \rm V$&nbsp; and&nbsp; $\sigma_r =1.25 \hspace{0.05cm} \rm V&nbsp; one obtains&nbsp;\rho_{sr }\hspace{0.15cm}\underline{ = 0.8}$.
:$$m_{sr} = {\rm E}[s(t) \cdot r(t)] = {\rm E}[s^2(t)] +  {\rm E}[s(t) \cdot n(t)] ={\rm E}[s^2(t)] = \sigma_s^2.$$
 
  
:Daraus folgt:
 
:ρsr=σsσr=σ2sσ2s+σ2n=(1+σ2nσ2s)1/2.
 
  
:Mit <i>&sigma;<sub>s</sub></i> = 1 V, <i>&sigma;<sub>n</sub></i> = 0.75 V und <i>&sigma;<sub>r</sub></i> = 1.25 V erhält man <u><i>&rho;<sub>sr</sub></i> = 0.8</u>.
 
  
:<b>3.</b>&nbsp;&nbsp;Der in b) berechnete Ausdruck kann mit der Abkürzung <i>SNR</i> = <i>&sigma;<sub>s</sub></i><sup>2</sup>/<i>&sigma;<sub>n</sub></i><sup>2</sup> 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:
:ρsr=11+1SNR11+12SNR112SNR.
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:$$\rho_{sr } = \rm \frac{1}{  \sqrt{1 + \frac{1}{SNR}}} \approx \frac{1}{  {1 + \frac{1}{2 \cdot SNR}}} \approx  1 - \frac{1}{2 \cdot SNR}.$$
  
:Der Signal-zu-Stör-Abstand 10 &middot; lg(<i>SNR</i>) = 30&nbsp;dB führt zum absoluten Wert <i>SNR</i> = 1000. In die obige Gleichung eingesetzt ergibt dies n&auml;herungsweise einen Korrelationskoeffizienten von <u>0.9995</u>.
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*The signal-to-noise ratio&nbsp; $10 \cdot {\rm lg \ SNR = 30 \ dB}$&nbsp; leads to the absolute value&nbsp; $\rm SNR = 1000$.  
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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:Aufgaben zu Stochastische Signaltheorie|^4.3 Linearkombinationen von Zufallsgrößen^]]
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[[Category:Theory of Stochastic Signals: Exercises|^4.3 Linear Combinations^]]

Latest revision as of 16:22, 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  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:



Questions

1

Give the PDF fr(r)  of the received signal  r(t)  in general.  What is the standard deviation  σr  when  σn=0.75V?

σr = 

 V

2

Calculate the correlation coefficient  ρsr  between the two signals  s(t)  and  r(t).  What value results for  σn=0.75V?

ρsr = 

3

Calculate the correlation coefficient  ρsr  depending on the SNR of the AWGN channel.  Derive an approximation for large SNR.

ρsr = 


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)=12πσrer2/(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=msrσsσr.
  • 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=1Vσn=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=11+1SNR11+12SNR112SNR.
  • The signal-to-noise ratio  10lg 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_.