Difference between revisions of "Aufgaben:Exercise 4.10: Binary and Quaternary"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Autokorrelationsfunktion (AKF)
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Auto-Correlation_Function
 
}}
 
}}
  
[[File:P_ID384__Sto_A_4_10.png|right|300px|Binär- und Quaternärsignal]]
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[[File:P_ID384__Sto_A_4_10.png|right|300px|frame|Binary signal  $b(t)$,  quaternary signal  $q(t)$]]
Wir betrachten hier ein Binärsignal $b(t)$ und ein Quarternärsignal $q(t)$, wobei gilt:
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We consider here a binay signal  $b(t)$  and a quaternary signal  $q(t)$.
*Die beiden Signale sind rechteckförmig, und die Dauer der einzelnen Rechtecke beträgt jeweils $T$ (Symboldauer).
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*The two signals are rectangular in shape.  The duration of each rectangle is  $T$  (symbol duration).
*Die durch die Impulshöhen der einzelnen Rechteckimpulse dargestellten Symbole (mit Stufenzahl $M = 2$ bzw. $M = 4$) sind statistisch unabhängig.
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*The symbols represented by the pulse heights of the individual rectangular pulses  $($with step number  $M = 2$  or  $M = 4)$  are statistically independent.
*Wegen der bipolaren Signalkonstellation  sind beide Signale  gleichsignalfrei, wenn die Symbolwahrscheinlichkeiten geeignet (symmetrisch) gewählt werden.
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*Because of the bipolar signal constellation,  both signals have no DC component if the symbol probabilities are chosen appropriately  (symmetrically).
*Aufgrund der letztgenannten Eigenschaft folgt für die Wahrscheinlichkeiten der Binärsymbole:
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*Because of the latter property,  it follows for the probabilities of the binary symbols:
:$${\rm Pr}(b(t) = +b_0) = {\rm Pr}(b(t) = -b_0) ={1}/{2}.$$
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:$${\rm Pr}\big[b(t) = +b_0\big] = {\rm Pr}\big[b(t) = -b_0\big] ={1}/{2}.$$
*Dagegen gelte für das Quarternärsignal:
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*In contrast,  for the quarternary signal:
:$${\rm Pr}(q(t) = +3 \hspace{0.05cm}{\rm V}) = {\rm Pr}(q(t) = -3 \hspace{0.05cm}{\rm V})= {1}/{6},$$
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:$${\rm Pr}\big[q(t) = +3 \hspace{0.05cm}{\rm V}\big] = {\rm Pr}\big[q(t) = -3 \hspace{0.05cm}{\rm V}\big]= {1}/{6},$$
:$${\rm Pr}(q(t) = +1 \hspace{0.05cm}{\rm V}) = {\rm Pr}(q(t) = -1 \hspace{0.05cm}{\rm V})= {2}/{6}.$$
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:$${\rm Pr}\big[q(t) = +1 \hspace{0.05cm}{\rm V}\big] = {\rm Pr}\big[q(t) = -1 \hspace{0.05cm}{\rm V}\big]= {2}/{6}.$$
  
  
''Hinweise:''  
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'''Hint''':  This exercise belongs to the chapter  [[Theory_of_Stochastic_Signals/Auto-Correlation_Function|Auto-Correlation Function]].
*Die Aufgabe gehört zum  Kapitel [[Stochastische_Signaltheorie/Autokorrelationsfunktion_(AKF)|Autokorrelationsfunktion]].
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*Sollte die Eingabe des Zahlenwertes „0” erforderlich sein, so geben Sie bitte „0.” ein.
 
  
  
  
===Fragebogen===
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===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Berechnen Sie den AKF-Wert $\varphi_q(\tau = 0)$ des Quartern&auml;rsignals.
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{Calculate the ACF value&nbsp; $\varphi_q(\tau = 0)$&nbsp; of the quaternary signal.
 
|type="{}"}
 
|type="{}"}
$\varphi_x(\tau = 0) \ =$ { 3.667 3% } $\ \rm V^2$
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$\varphi_q(\tau = 0) \ = \ $ { 3.667 3% } $\ \rm V^2$
  
  
{Wie gro&szlig; ist der AKF-Wert bei $\tau = T$? Begr&uuml;nden Sie, warum die AKF-Werte für $|\tau| > =T$ genauso gro&szlig; sind. Skizzieren Sie den AKF-Verlauf.
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{What is the magnitude of the ACF value when&nbsp; $\tau = T$&nbsp;? Justify why the ACF values for&nbsp; $|\tau| > T$&nbsp; are of the same size.&nbsp; Sketch the ACF diagram.
 
|type="{}"}
 
|type="{}"}
$\varphi_x(\tau = T) \ =$ { 0. } $\ \rm V^2$
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$\varphi_q(\tau = T) \ = \ $ { 0. } $\ \rm V^2$
  
  
  
{Mit welchen Amplitudenwerten $(\pm b_0)$ hat das Bin&auml;rsignal $b(t)$ genau die gleiche AKF?
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{With which amplitude values&nbsp; $(\pm b_0)$&nbsp; does the binary signal&nbsp; $b(t)$&nbsp; have exactly the same ACF?
 
|type="{}"}
 
|type="{}"}
$b_0\ =$ { 1.915 3% } $\ \rm V$
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$b_0\ = \ $ { 1.915 3% } $\ \rm V$
  
  
{Welche der folgenden Beschreibungsgr&ouml;&szlig;en eines stochastischen Prozesses lassen sich aus der AKF ermitteln?
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{Which of the following descriptive quantities of a stochastic process can be determined from the ACF?
 
|type="[]"}
 
|type="[]"}
+ Periodendauer.
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+ Period duration.
- Wahrscheinlichkeitsdichtefunktion.
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- Probability density function.
+ Linearer Mittelwert.
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+ Linear mean value.
+ Varianz.
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+ Variance.
- Moment 3. Ordnung.
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- 3rd order moment.
-Phasenbeziehungen.
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- Phase relations.
  
  
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</quiz>
 
</quiz>
  
===Musterlösung===
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===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
:<b>a)</b>&nbsp;&nbsp;Der AKF-Wert an der Stelle <i>&tau;</i> = 0 entspricht der mittleren Signalleistung, also dem quadratischen Mittelwert von <i>q</i>(<i>t</i>). F&uuml;r diesen gilt:
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'''(1)'''&nbsp; The ACF value at the point&nbsp; $\tau = 0$&nbsp; corresponds to the mean signal power, i.e. the variance of&nbsp; $q(t)$.&nbsp; For this holds:
:$$\varphi_q(\tau = \rm 0)= \rm \frac{1}{6 } (\rm 3\,V)^2 + \rm \frac{2}{6 } (\rm 1\,V)^2 + \rm \frac{2}{6 } (\rm -1\,V)^2 + \rm \frac{1}{6 } (\rm -3\,V)^2= \rm \frac{22}{6 }\, \rm V^2\hspace{0.15cm}\underline{= \rm 3.667 \,V^2}.$$
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[[File:P_ID385__Sto_A_4_10_b_neu.png|right|frame|Triangular auto-correlation function]]
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:$$\varphi_q(\tau = 0)= {1}/{6 } \cdot ({\rm 3\,V})^2 + {2}/{6 } \cdot ({\rm 1\,V})^2 + {2}/{6 } \cdot (-{\rm 1\,V})^2 + {1}/{6 } \cdot (-{\rm 3\,V})^2= \rm {22}/{6 }\, \rm V^2\hspace{0.15cm}\underline{= \rm 3.667 \,V^2}.$$
  
:<b>2.</b>&nbsp;&nbsp;Die einzelnen Symbole wurden als statistisch unabh&auml;ngig vorausgesetzt. Deshalb und wegen des fehlenden Gleichanteils gilt hier f&uuml;r jeden ganzzahligen Wert von <i>&nu;</i>:
 
:$$\rm E \left [ \it q(t) \cdot q ( t + \nu T) \right ] = \rm E \left [ \it q(t) \right ] \cdot E \left [ \it q ( t + \nu T) \right ]\hspace{0.15cm}\underline{ = 0}.$$
 
[[File:P_ID385__Sto_A_4_10_b_neu.png|right|]]
 
  
:Somit hat die gesuchte AKF den rechts skizzierten Verlauf. Im Bereich -<i>T</i> &#8804; <i>&tau;</i> &#8804; <i>T</i> ist die AKF aufgrund der rechteckf&ouml;rmigen Impulsform abschnittsweise linear, also dreieckf&ouml;rmig.
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'''(2)'''&nbsp; The individual symbols were assumed to be statistically independent.
 +
*Therefore,&nbsp; and because of the lack of a DC component,&nbsp; for any integer value of&nbsp; $\nu$,&nbsp; the following applies here:
  
:<b>3.</b>&nbsp;Die AKF <i>&phi;<sub>b</sub></i>(<i>&tau;</i>) des Bin&auml;rsignals ist aufgrund der statistisch unabh&auml;ngigen Symbole im Bereich |<i>&tau;</i>| > <i>T</i> ebenfalls identisch 0, und für -<i>T</i> &#8804; <i>&tau;</i> &#8804; <i>T</i> ergibt sich ebenfalls eine Dreiecksform.
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:$${\rm E} \big [ q(t) \cdot q ( t + \nu T) \big ] = {\rm E}  \big [ q(t) \big ] \cdot {\rm E} \big [ q ( t + \nu T) \big ]\hspace{0.15cm}\underline{ = 0}.$$
  
:F&uuml;r den quadratischen Mittelwert erh&auml;lt man:
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*Thus,&nbsp; the ACF we are looking for has the shape sketched on the right.
:$$\varphi_b (\tau = \rm 0) =\it b_{\rm 0}^{\rm 2}.$$
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*In the range&nbsp; $-T \le \tau \le +T$&nbsp; the ACF is sectionwise linear,&nbsp; i.e. triangular,&nbsp; due to the rectangular pulse shape.
  
:Mit <u><i>b</i><sub>0</sub> = 1.915V</u> sind die beiden Autokorrelationsfunktionen <i>&phi;<sub>q</sub></i>(<i>&tau;</i>) und <i>&phi;<sub>b</sub></i>(<i>&tau;</i>) identisch.
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<br clear=all>
 +
'''(3)'''&nbsp; The&nbsp; ACF $\varphi_b(\tau)$&nbsp; of the binary signal is also identically zero due to the statistically independent symbols in the range&nbsp; $| \tau| > T$.&nbsp;
 +
*For&nbsp; $-T \le \tau \le +T$&nbsp; itnalso results in a triangular shape.
 +
*For the second moment,&nbsp; one obtains:
 +
:$$\varphi_b (\tau = 0) = b_{\rm 0}^{\rm 2}.$$
  
:<b>4.</b>&nbsp;Aus der Autokorrelationsfunktion lassen sich ermitteln:
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*With&nbsp; $b_0\hspace{0.15cm}\underline{= 1.915\, \rm V}$&nbsp; the two auto-correlation functions&nbsp; $\varphi_q(\tau)$&nbsp; and&nbsp; $\varphi_b(\tau)$ are identical.
  
:*die Periodendauer <i>T</i><sub>0</sub> (diese ist f&uuml;r die Mustersignale und die AKF gleich),
 
  
:* der lineare Mittelwert (Wurzel aus dem Endwert der AKF f&uuml;r <i>&tau;</i> &#8594; &#8734;), und
 
  
:* die Varianz (Differenz der AKF-Werte von <i>&tau;</i> = 0 und <i>&tau;</i> &#8594; &#8734;).  
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'''(4)'''&nbsp; Correct are&nbsp; <u>the proposed solutions 1, 3, and 4</u>.  
  
:Nicht ermittelt werden k&ouml;nnen:
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From the autocorrelation function we can actually determine:
 +
*The period&nbsp; $T_0$: &nbsp; this is the same for the pattern signals and the ACF;
 +
* the linear mean: &nbsp; root of the final value of the ACF for&nbsp; $\tau \to \infty$;&nbsp;
 +
* the variance: &nbsp;difference of the ACF values of&nbsp; $\tau = 0$&nbsp; and&nbsp; $\tau \to \infty$.
  
:* die Wahrscheinlichkeitsdichtefunktion (siehe Punkt b und c),
 
  
:* die Momente h&ouml;herer Ordnung (f&uuml;r deren Berechnung ben&ouml;tigt man die WDF), sowie
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Cannot be determined:
 +
* The probability density function&nbsp; $\rm (PDF)$: <br> &nbsp; &nbsp; &nbsp; despite&nbsp; $\varphi_q(\tau) =\varphi_b(\tau)$ &nbsp; &rArr; &nbsp; $f_q(q) \ne f_b(b)$;
 +
* the moments of higher order: <br> &nbsp; &nbsp; &nbsp; for their calculation one needs the PDF;
 +
* all phase relations and symmetry properties are not recognizable from the ACF.
  
:* alle Phasenbeziehungen und Symmetrieeigenschaften.
 
 
:Richtig sind also <u>die Lösungsvorschläge 1, 3 und 4</u>.
 
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  
  
  
[[Category:Aufgaben zu Stochastische Signaltheorie|^4.4 Autokorrelationsfunktion (AKF)^]]
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[[Category:Theory of Stochastic Signals: Exercises|^4.4 Auto-Correlation Function^]]

Latest revision as of 14:20, 18 January 2023

Binary signal  $b(t)$,  quaternary signal  $q(t)$

We consider here a binay signal  $b(t)$  and a quaternary signal  $q(t)$.

  • The two signals are rectangular in shape.  The duration of each rectangle is  $T$  (symbol duration).
  • The symbols represented by the pulse heights of the individual rectangular pulses  $($with step number  $M = 2$  or  $M = 4)$  are statistically independent.
  • Because of the bipolar signal constellation,  both signals have no DC component if the symbol probabilities are chosen appropriately  (symmetrically).
  • Because of the latter property,  it follows for the probabilities of the binary symbols:
$${\rm Pr}\big[b(t) = +b_0\big] = {\rm Pr}\big[b(t) = -b_0\big] ={1}/{2}.$$
  • In contrast,  for the quarternary signal:
$${\rm Pr}\big[q(t) = +3 \hspace{0.05cm}{\rm V}\big] = {\rm Pr}\big[q(t) = -3 \hspace{0.05cm}{\rm V}\big]= {1}/{6},$$
$${\rm Pr}\big[q(t) = +1 \hspace{0.05cm}{\rm V}\big] = {\rm Pr}\big[q(t) = -1 \hspace{0.05cm}{\rm V}\big]= {2}/{6}.$$


Hint:  This exercise belongs to the chapter  Auto-Correlation Function.



Questions

1

Calculate the ACF value  $\varphi_q(\tau = 0)$  of the quaternary signal.

$\varphi_q(\tau = 0) \ = \ $

$\ \rm V^2$

2

What is the magnitude of the ACF value when  $\tau = T$ ? Justify why the ACF values for  $|\tau| > T$  are of the same size.  Sketch the ACF diagram.

$\varphi_q(\tau = T) \ = \ $

$\ \rm V^2$

3

With which amplitude values  $(\pm b_0)$  does the binary signal  $b(t)$  have exactly the same ACF?

$b_0\ = \ $

$\ \rm V$

4

Which of the following descriptive quantities of a stochastic process can be determined from the ACF?

Period duration.
Probability density function.
Linear mean value.
Variance.
3rd order moment.
Phase relations.


Solution

(1)  The ACF value at the point  $\tau = 0$  corresponds to the mean signal power, i.e. the variance of  $q(t)$.  For this holds:

Triangular auto-correlation function
$$\varphi_q(\tau = 0)= {1}/{6 } \cdot ({\rm 3\,V})^2 + {2}/{6 } \cdot ({\rm 1\,V})^2 + {2}/{6 } \cdot (-{\rm 1\,V})^2 + {1}/{6 } \cdot (-{\rm 3\,V})^2= \rm {22}/{6 }\, \rm V^2\hspace{0.15cm}\underline{= \rm 3.667 \,V^2}.$$


(2)  The individual symbols were assumed to be statistically independent.

  • Therefore,  and because of the lack of a DC component,  for any integer value of  $\nu$,  the following applies here:
$${\rm E} \big [ q(t) \cdot q ( t + \nu T) \big ] = {\rm E} \big [ q(t) \big ] \cdot {\rm E} \big [ q ( t + \nu T) \big ]\hspace{0.15cm}\underline{ = 0}.$$
  • Thus,  the ACF we are looking for has the shape sketched on the right.
  • In the range  $-T \le \tau \le +T$  the ACF is sectionwise linear,  i.e. triangular,  due to the rectangular pulse shape.


(3)  The  ACF $\varphi_b(\tau)$  of the binary signal is also identically zero due to the statistically independent symbols in the range  $| \tau| > T$. 

  • For  $-T \le \tau \le +T$  itnalso results in a triangular shape.
  • For the second moment,  one obtains:
$$\varphi_b (\tau = 0) = b_{\rm 0}^{\rm 2}.$$
  • With  $b_0\hspace{0.15cm}\underline{= 1.915\, \rm V}$  the two auto-correlation functions  $\varphi_q(\tau)$  and  $\varphi_b(\tau)$ are identical.


(4)  Correct are  the proposed solutions 1, 3, and 4.

From the autocorrelation function we can actually determine:

  • The period  $T_0$:   this is the same for the pattern signals and the ACF;
  • the linear mean:   root of the final value of the ACF for  $\tau \to \infty$; 
  • the variance:  difference of the ACF values of  $\tau = 0$  and  $\tau \to \infty$.


Cannot be determined:

  • The probability density function  $\rm (PDF)$:
          despite  $\varphi_q(\tau) =\varphi_b(\tau)$   ⇒   $f_q(q) \ne f_b(b)$;
  • the moments of higher order:
          for their calculation one needs the PDF;
  • all phase relations and symmetry properties are not recognizable from the ACF.