Difference between revisions of "Aufgaben:Exercise 4.12: Power-Spectral Density of a Binary Signal"

From LNTwww
m (Text replacement - "Category:Aufgaben zu Stochastische Signaltheorie" to "Category:Theory of Stochastic Signals: Exercises")
 
(6 intermediate revisions by 2 users not shown)
Line 1: Line 1:
  
{{quiz-Header|Buchseite=Stochastische Signaltheorie/Leistungsdichtespektrum (LDS)
+
{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Power-Spectral_Density
 
}}
 
}}
  
[[File:P_ID405__Sto_A_4_12.png|right|300px|frame|Binäre Rechtecksignale]]
+
[[File:P_ID405__Sto_A_4_12.png|right|300px|frame|Binary square-wave signals]]
Wir betrachten ein rechteckförmiges Binärsignal  $x(t)$  mit gleichwahrscheinlichen Amplitudenwerten  $+2\hspace{0.05cm}\rm V$  und  $-2\hspace{0.05cm}\rm V$.  
+
We consider a rectangular binary signal  $x(t)$  with equal probability amplitude values  $+2\hspace{0.05cm}\rm V$  and  $-2\hspace{0.05cm}\rm V$.  
*Die Symboldauer beträgt  $T = 1 \hspace{0.05cm}\rm µ s$.  
+
*The symbol duration is  $T = 1 \hspace{0.05cm}\rm µ s$.  
*In  [[Aufgaben:4.10_Binär_und_quaternär|Aufgabe 4.10]]  wurde bereits gezeigt, dass die dazugehörige AKF auf den Bereich von  $-T \le \tau\le +T$  beschränkt ist und in diesem Bereich dreieckförmig verläuft:
+
*In  [[Aufgaben:Exercise_4.10:_Binary_and_Quaternary|Exercise 4.10]]  it has already been shown that the associated ACF is restricted to the range of  $-T \le \tau\le +T$  and is triangular in this range:
:$$\varphi_x (\tau) = 4 \hspace{0.05cm}{\rm V}^2 \cdot (1 - | \tau |/{T}).$$
+
:$$\varphi_x (\tau) = 4 \hspace{0.05cm}{\rm V}^2 \cdot (1 - | \tau |/{T}).$$
  
*Hierbei ist vorausgesetzt, dass die einzelnen Symbole statistisch voneinander unabhängig sind.  
+
*It is assumed here that the individual symbols are statistically independent of each other.  
  
  
Das unten skizzierte Signal  $y(t)$  ist ebenfalls binär und rechteckförmig mit der gleichen Symboldauer  $T = 1 \hspace{0.05cm}\rm µ s$.  
+
The signal  $y(t)$  sketched below is also binary and rectangular with the same symbol duration  $T = 1 \hspace{0.05cm}\rm µ s$.  
*Die möglichen Amplitudenwerte sind nun aber  $0\hspace{0.05cm}\rm V$  und  $4\hspace{0.05cm}\rm V$.
+
*But the possible amplitude values are now  $0\hspace{0.05cm}\rm V$  and  $4\hspace{0.05cm}\rm V$.
* Der Amplitudenwert  $4\hspace{0.05cm}\rm V$  tritt seltener auf als  $0\hspace{0.05cm}\rm V$. Es gilt:
+
* The amplitude value  $4\hspace{0.05cm}\rm V$  occurs less frequently than  $0\hspace{0.05cm}\rm V$. It holds:
:$${\rm Pr}(x(t) = 4 \hspace{0.05cm} {\rm V}) = p\hspace{0.5cm} {\rm mit}\hspace{0.5cm} 0 < p \le 0.25.$$
+
:$${\rm Pr}(x(t) = 4 \hspace{0.05cm} {\rm V}) = p\hspace{0.5cm} {\rm with}\hspace{0.5cm} 0 < p \le 0.25.$$
  
  
Line 25: Line 25:
  
  
''Hinweise:''
+
 
*Die Aufgabe gehört zum  Kapitel&nbsp; [[Theory_of_Stochastic_Signals/Leistungsdichtespektrum_(LDS)|Leistungsdichtespektrum]].
+
Hints:
 +
*This exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Power-Spectral_Density|Power-Spectral Density]].
 
   
 
   
*Beachten Sie die folgende Fourierkorrespondenz, wobei&nbsp; ${\rm \Delta} (t)$&nbsp; einen um&nbsp; $t= 0$&nbsp; symmetrischen Dreieckimpuls mit&nbsp; ${\rm \Delta} (t= 0) = 1$&nbsp; und&nbsp; ${\rm \Delta} (t) = 0$&nbsp; f&uuml;r&nbsp; $|t| \ge T$&nbsp; bezeichnet:
+
*Note the following Fourier correspondence, where&nbsp; ${\rm \Delta} (t)$&nbsp; a triangular pulse symmetric about&nbsp; $t= 0$&nbsp; with&nbsp; ${\rm \Delta} (t= 0) = 1$&nbsp; and&nbsp; ${\rm \Delta} (t) = 0$&nbsp; for&nbsp; $|t| \ge T$&nbsp; denotes:
:$${\rm \Delta} (t) \hspace{0.3cm} \circ\!\!-\!\!\!-\!\!\!-\!\!\bullet\, \hspace{0.3cm} T \cdot {\rm si}^2 ( \pi f T).$$
+
:$${\rm \Delta} (t) \hspace{0.3cm} \circ\!\!\!\!\!\!\!\!\bullet\, \hspace{0.3cm} T \cdot {\rm si}^2 ( \pi f T).$$
*Weiterhin gilt die Notation&nbsp; ${\rm si}(x) = \sin(x)/x$&nbsp; mit folgendem Integralwert:
+
*Further, the notation&nbsp; ${\rm si}(x) = \sin(x)/x$&nbsp; holds with the following integral value:
 
:$$\int^1_0 {\rm si}^2 ( \pi \cdot u) \, {\rm d}u \ \approx 0.456.$$
 
:$$\int^1_0 {\rm si}^2 ( \pi \cdot u) \, {\rm d}u \ \approx 0.456.$$
  
Line 36: Line 37:
  
  
===Fragebogen===
+
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Geben Sie das Leistungsdichtespektrum&nbsp; ${\it \Phi}_x(f)$&nbsp; des bipolaren Zufallssignals&nbsp; $x(t)$&nbsp; an.&nbsp;  
+
{Give the power-spectral density&nbsp; ${\it \Phi}_x(f)$&nbsp; of the bipolar random signal&nbsp; $x(t)$&nbsp; ;  
Welche LDS-Werte ergeben sich f&uuml;r&nbsp; $f= 0$,&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$&nbsp; und&nbsp; $f = 1 \hspace{0.05cm}\rm MHz$?
+
What PSD values result f&uuml;r&nbsp; $f= 0$,&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$&nbsp; and&nbsp; $f = 1 \hspace{0.05cm}\rm MHz$?
 
|type="{}"}
 
|type="{}"}
 
${\it \Phi}_x(f = 0) \ = \ $ { 4 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
 
${\it \Phi}_x(f = 0) \ = \ $ { 4 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $ { 1.62 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
+
${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $ { 1.62 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
${\it \Phi}_x(f = 1 \hspace{0.08cm}\rm MHz) \ = \ $ { 0. } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
+
${\it \Phi}_x(f = 1 \hspace{0.08cm}\rm MHz) \ = \ $ { 0. } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
  
  
{Berechnen Sie die AKF&nbsp; $\varphi_y(\tau)$&nbsp; des unipolaren Zufallssignals&nbsp; $y(t)$.&nbsp; Welche AKF-Werte ergeben sich mit&nbsp; $p = 0.25$&nbsp; f&uuml;r&nbsp; $\tau =0$,&nbsp; $\tau =T$&nbsp; und&nbsp; $\tau =2T$&nbsp;?
+
{Calculate the ACF&nbsp; $\varphi_y(\tau)$&nbsp; of the unipolar random signal&nbsp; $y(t)$.&nbsp; What ACF values result with&nbsp; $p = 0.25$&nbsp; for&nbsp; $\tau =0$,&nbsp; $\tau =T$&nbsp; and&nbsp; $\tau =2T$&nbsp;?
 
|type="{}"}
 
|type="{}"}
 
$\varphi_y(\tau = 0) \ = \ $ { 4 3% } $\ \rm V^2$
 
$\varphi_y(\tau = 0) \ = \ $ { 4 3% } $\ \rm V^2$
Line 54: Line 55:
  
  
{Berechnen Sie das zugeh&ouml;rige Leistungsdichtespektrum&nbsp; ${\it \Phi}_y(f)$.&nbsp; Welcher LDS-Wert ergibt sich f&uuml;r&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$&nbsp;?
+
{Calculate the associated power-spectral density&nbsp; ${\it \Phi}_y(f)$.&nbsp; What PSD value results f&uuml;r&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$&nbsp;?
 
|type="{}"}
 
|type="{}"}
 
${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $ { 1.216 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
 
${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $ { 1.216 3% } $\ \cdot 10^{-6} \ \rm V^2 /Hz$
  
  
{Welche mittlere Signalleistung&nbsp; $P_{\rm M}$&nbsp; $($bezogen auf den Widerstand&nbsp; $1 \hspace{0.08cm}\rm \Omega)$&nbsp; zeigt ein Messger&auml;t an, das nur Leistungsanteile bis&nbsp; $1 \hspace{0.05cm}\rm MHz$&nbsp; erfasst?
+
{What is the average signal power&nbsp; $P_{\rm M}$&nbsp; $($related to the resistor&nbsp; $1 \hspace{0.08cm}\rm \Omega)$&nbsp; displayed by a meter that only detects power components up to&nbsp; $1 \hspace{0.05cm}\rm MHz$&nbsp; ?
 
|type="{}"}
 
|type="{}"}
 
$P_{\rm M} \ = \ $ { 3.736 3% } $\ \rm V^2$
 
$P_{\rm M} \ = \ $ { 3.736 3% } $\ \rm V^2$
 
  
  
Line 69: Line 69:
 
===Musterlösung===
 
===Musterlösung===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
[[File: P_ID406__Sto_A_4_12_a.png|right|frame|Leistungsdichtespektrum mit Gleichanteil]]
+
[[File: P_ID406__Sto_A_4_12_a.png|right|frame|Power-spectral density with DC component]]
'''(1)'''&nbsp; Das LDS ist die Fouriertransformierte der AKF.  
+
'''(1)'''&nbsp; The PSD is the Fourier transform of the ACF.  
*Mit der Fourierkorrespondenz auf der Angabenseite und&nbsp; $x_0 = 2\hspace{0.05cm}\rm V$&nbsp; erh&auml;lt man:
+
*With the Fourier correspondence on the data side and&nbsp; $x_0 = 2\hspace{0.05cm}\rm V$&nbsp; one obtains:
 
:$${\it \Phi}_x(f)= x_{\rm 0}^2 \cdot T \cdot {\rm si}^2(\pi f T).$$
 
:$${\it \Phi}_x(f)= x_{\rm 0}^2 \cdot T \cdot {\rm si}^2(\pi f T).$$
  
*Die gesuchten LDS-Werte sind:  
+
*The PSD values we are looking for are:  
 
:$${\it \Phi}_x(f = 0)\hspace{0.15cm}\underline {=4} \cdot 10^{-6} \rm V^2 /Hz,$$
 
:$${\it \Phi}_x(f = 0)\hspace{0.15cm}\underline {=4} \cdot 10^{-6} \rm V^2 /Hz,$$
 
:$${\it \Phi}_x(f = 500 \hspace{0.05cm}\rm kHz)\hspace{0.15cm}\underline {=1.62} \cdot 10^{-6} \rm V^2 /Hz,$$
 
:$${\it \Phi}_x(f = 500 \hspace{0.05cm}\rm kHz)\hspace{0.15cm}\underline {=1.62} \cdot 10^{-6} \rm V^2 /Hz,$$
 
:$${\it \Phi}_x(f = 1 \hspace{0.05cm}\rm MHz)\hspace{0.15cm}\underline {=0}.$$
 
:$${\it \Phi}_x(f = 1 \hspace{0.05cm}\rm MHz)\hspace{0.15cm}\underline {=0}.$$
*Bei&nbsp; $f = 1 \hspace{0.05cm}\rm MHz $&nbsp; besitzt  das Leistungsdichtespektrum die erste Nullstelle.
+
*At&nbsp; $f = 1 \hspace{0.05cm}\rm MHz $&nbsp; the power-spectral density has the first zero.
  
  
  
[[File:P_ID407__Sto_A_4_12_b.png|right|frame|Autokorrelationsfunktion mit Gleichanteil ]]
+
[[File:P_ID407__Sto_A_4_12_b.png|right|frame|Auto-correlation function with DC component ]]
'''(2)'''&nbsp; Aufgrund des rechteckigen Signalverlaufs &auml;ndert sich an der Dreiecksform der AKF prinzipiell nichts.  
+
'''(2)'''&nbsp; Due to the rectangular waveform, the triangular shape of the ACF does not change in principle.  
*Der AKF-Wert bei&nbsp; $\tau = 0$&nbsp; gibt wieder das Moment zweiter Ordnung an.  
+
*The ACF value at&nbsp; $\tau = 0$&nbsp; again gives the second order moment.  
*Mit&nbsp; $p = 0.25$&nbsp; erh&auml;lt man:
+
*With&nbsp; $p = 0.25$&nbsp; one obtains:
 
:$$\varphi_y( 0) = {1}/{4}\cdot {(\rm 4\hspace{0.05cm}V)}^2 + {3}/{4}\cdot {(\rm 0\hspace{0.05cm}V)}^2 \hspace{0.15cm}\underline{= {\rm 4\,V^2}}.$$
 
:$$\varphi_y( 0) = {1}/{4}\cdot {(\rm 4\hspace{0.05cm}V)}^2 + {3}/{4}\cdot {(\rm 0\hspace{0.05cm}V)}^2 \hspace{0.15cm}\underline{= {\rm 4\,V^2}}.$$
  
*Ab&nbsp; $\tau =T$&nbsp; ist die AKF konstant gleich&nbsp; $m_y^2$.  
+
*From&nbsp; $\tau =T$&nbsp; the ACF is constantly equal to&nbsp; $m_y^2$.  
*Mit der Wahrscheinlichkeit&nbsp; $p = 0.25$&nbsp; und &nbsp;$m_y = p \cdot {\rm 4\hspace{0.05cm}V} + (1-p)\cdot {\rm 0\hspace{0.05cm}V} = 1 \, \rm V$&nbsp; erh&auml;lt man ab&nbsp; $\tau =T$&nbsp; den konstanten Wert&nbsp; $\varphi_y( \tau >T) \hspace{0.15cm}\underline {=\rm 1\,V^2}$.
+
*With probability&nbsp; $p = 0.25$&nbsp; and &nbsp;$m_y = p \cdot {\rm 4\hspace{0.05cm}V} + (1-p)\cdot {\rm 0\hspace{0.05cm}V} = 1 \, \rm V$&nbsp; obtains from&nbsp; $\tau =T$&nbsp; the constant value&nbsp; $\varphi_y( \tau >T) \hspace{0.15cm}\underline {=\rm 1\,V^2}$.
  
  
  
'''(3)'''&nbsp; Die AKF kann auch wie folgt dargestellt werden:
+
'''(3)'''&nbsp; The ACF can also be represented as follows:
 
:$$\varphi_y(\tau) = 1\hspace{0.05cm}{\rm V}^2 + 3\hspace{0.05cm}{\rm V}^2 \cdot \Delta (\tau).$$
 
:$$\varphi_y(\tau) = 1\hspace{0.05cm}{\rm V}^2 + 3\hspace{0.05cm}{\rm V}^2 \cdot \Delta (\tau).$$
  
*Der AKF-Gleichanteil&nbsp; $($mit&nbsp; $1\hspace{0.05cm}{\rm V}^2)$&nbsp; f&uuml;hrt im LDS zu einer Diracfunktion bei&nbsp; $f = 0$ &nbsp; &rArr; &nbsp; siehe Skizze zur Teilaufgabe&nbsp; '''(1)'''.  
+
*The ACF DC component&nbsp; $($with&nbsp; $1\hspace{0.05cm}{\rm V}^2)$&nbsp; leads to a Dirac function in the PSD at&nbsp; $f = 0$ &nbsp; &rArr; &nbsp; see sketch for subtask&nbsp; '''(1)'''.  
*Der dreieckf&ouml;rmige AKF-Term bewirkt einen kontinuierlichen LDS-Anteil entsprechend der&nbsp; $\rm si^2$-Form:
+
*The triangularf&ouml;rm ACF term causes a continuous PSD component corresponding to the&nbsp; $\rm si^2$-form:
:$${\it \Phi}_y(f)= 1{\rm V}^2 \cdot {\rm \delta   } (f) + 3 \cdot 10^{-6}\ {\rm V^2\hspace{-0.1cm}/Hz}  \cdot {\rm si}^2(\pi f T).$$
+
:$${\it \Phi}_y(f)= 1{\rm V}^2 \cdot {\rm \delta } (f) + 3 \cdot 10^{-6}\ {\rm V^2\hspace{-0.1cm}/Hz}  \cdot {\rm si}^2(\pi f T).$$
 
+
*For&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$ &nbsp; &rArr; &nbsp; $f \cdot T =0.5$&nbsp; the PSD value results to&nbsp; ${\underline {1.216} \cdot 10^{-6} \rm V^2 /Hz}$.
*F&uuml;r&nbsp; $f = 500 \hspace{0.05cm}\rm kHz$ &nbsp; &rArr; &nbsp; $f \cdot T =0.5$&nbsp; ergibt sich der LDS-Wert zu&nbsp; ${\underline {1.216} \cdot 10^{-6} \rm V^2 /Hz}$.
+
'''(4)'''&nbsp; The power can be calculated as an integral over the PSD.  
 
+
*Taking into account the spectral limitation to&nbsp; $ 1 \hspace{0.05cm}\rm MHz$&nbsp; one obtains with the substitution&nbsp; $u =f \cdot T$:
 
+
:$$P_{\rm M} = 1{\rm V}^2 + 3 \cdot 10^{-6} {{\rm V^2} /{\rm Hz}} \cdot \int^{\rm 1 MHz}_{-\rm 1 MHz} {\rm si}^2(\pi f T)\hspace{0.1cm}{\rm d}f = 1{\rm V}^2 + 3 V^2 \cdot 2 \cdot \int^{1}_{\rm 0} {\rm si}^2(\pi u)\hspace{0.1cm}{\rm d}u = (1 + 3\cdot 2 \cdot 0.456)\,{\rm V^2} \hspace{0.15cm}\underline{= 3.736 \, {\rm V^2}}. $$
 
+
*If, on the other hand, all spectral components were covered, the average power would result in&nbsp; $\varphi_y( \tau= 0) = 4 \, {\rm V^2}$.
'''(4)'''&nbsp; Die Leistung ist als Integral &uuml;ber das LDS berechenbar.  
 
*Unter Ber&uuml;cksichtigung der spektralen Begrenzung auf&nbsp; $ 1 \hspace{0.05cm}\rm MHz$&nbsp; erh&auml;lt man mit der Substitution&nbsp; $u =f \cdot T$:
 
:$$P_{\rm M} = 1{\rm V}^2 + 3 \cdot 10^{-6} {{\rm V^2} /{\rm Hz}} \cdot \int^{\rm 1 MHz}_{-\rm 1 MHz} {\rm si}^2(\pi f T)\hspace{0.1cm}{\rm d}f = 1{\rm V}^2 + 3 V^2 \cdot 2 \cdot \int^{1}_{\rm 0} {\rm si}^2(\pi u)\hspace{0.1cm}{\rm d}u = (1 + 3\cdot 2 \cdot 0.456)\,{\rm V^2} \hspace{0.15cm}\underline{= 3.736 \, {\rm V^2}}. $$
 
 
 
*W&uuml;rden dagegen alle Spektralanteile erfasst, erg&auml;be sich die mittlere Leistung zu&nbsp; $\varphi_y( \tau= 0) = 4 \, {\rm V^2}$.
 
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  
  
  
[[Category:Theory of Stochastic Signals: Exercises|^4.5 Leistungsdichtespektrum (LDS)^]]
+
[[Category:Theory of Stochastic Signals: Exercises|^4.5 Power-Spectral Density^]]

Latest revision as of 18:16, 7 March 2022

Binary square-wave signals

We consider a rectangular binary signal  $x(t)$  with equal probability amplitude values  $+2\hspace{0.05cm}\rm V$  and  $-2\hspace{0.05cm}\rm V$.

  • The symbol duration is  $T = 1 \hspace{0.05cm}\rm µ s$.
  • In  Exercise 4.10  it has already been shown that the associated ACF is restricted to the range of  $-T \le \tau\le +T$  and is triangular in this range:
$$\varphi_x (\tau) = 4 \hspace{0.05cm}{\rm V}^2 \cdot (1 - | \tau |/{T}).$$
  • It is assumed here that the individual symbols are statistically independent of each other.


The signal  $y(t)$  sketched below is also binary and rectangular with the same symbol duration  $T = 1 \hspace{0.05cm}\rm µ s$.

  • But the possible amplitude values are now  $0\hspace{0.05cm}\rm V$  and  $4\hspace{0.05cm}\rm V$.
  • The amplitude value  $4\hspace{0.05cm}\rm V$  occurs less frequently than  $0\hspace{0.05cm}\rm V$. It holds:
$${\rm Pr}(x(t) = 4 \hspace{0.05cm} {\rm V}) = p\hspace{0.5cm} {\rm with}\hspace{0.5cm} 0 < p \le 0.25.$$






Hints:

  • Note the following Fourier correspondence, where  ${\rm \Delta} (t)$  a triangular pulse symmetric about  $t= 0$  with  ${\rm \Delta} (t= 0) = 1$  and  ${\rm \Delta} (t) = 0$  for  $|t| \ge T$  denotes:
$${\rm \Delta} (t) \hspace{0.3cm} \circ\!\!\!\!\!\!\!\!\bullet\, \hspace{0.3cm} T \cdot {\rm si}^2 ( \pi f T).$$
  • Further, the notation  ${\rm si}(x) = \sin(x)/x$  holds with the following integral value:
$$\int^1_0 {\rm si}^2 ( \pi \cdot u) \, {\rm d}u \ \approx 0.456.$$



Questions

1

Give the power-spectral density  ${\it \Phi}_x(f)$  of the bipolar random signal  $x(t)$  ; What PSD values result für  $f= 0$,  $f = 500 \hspace{0.05cm}\rm kHz$  and  $f = 1 \hspace{0.05cm}\rm MHz$?

${\it \Phi}_x(f = 0) \ = \ $

$\ \cdot 10^{-6} \ \rm V^2 /Hz$
${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $

$\ \cdot 10^{-6} \ \rm V^2 /Hz$
${\it \Phi}_x(f = 1 \hspace{0.08cm}\rm MHz) \ = \ $

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

2

Calculate the ACF  $\varphi_y(\tau)$  of the unipolar random signal  $y(t)$.  What ACF values result with  $p = 0.25$  for  $\tau =0$,  $\tau =T$  and  $\tau =2T$ ?

$\varphi_y(\tau = 0) \ = \ $

$\ \rm V^2$
$\varphi_y(\tau = T) \ = \ $

$\ \rm V^2$
$\varphi_y(\tau = 2T) \ = \ $

$\ \rm V^2$

3

Calculate the associated power-spectral density  ${\it \Phi}_y(f)$.  What PSD value results für  $f = 500 \hspace{0.05cm}\rm kHz$ ?

${\it \Phi}_x(f = 500 \hspace{0.08cm}\rm kHz) \ = \ $

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

4

What is the average signal power  $P_{\rm M}$  $($related to the resistor  $1 \hspace{0.08cm}\rm \Omega)$  displayed by a meter that only detects power components up to  $1 \hspace{0.05cm}\rm MHz$  ?

$P_{\rm M} \ = \ $

$\ \rm V^2$


Musterlösung

Power-spectral density with DC component

(1)  The PSD is the Fourier transform of the ACF.

  • With the Fourier correspondence on the data side and  $x_0 = 2\hspace{0.05cm}\rm V$  one obtains:
$${\it \Phi}_x(f)= x_{\rm 0}^2 \cdot T \cdot {\rm si}^2(\pi f T).$$
  • The PSD values we are looking for are:
$${\it \Phi}_x(f = 0)\hspace{0.15cm}\underline {=4} \cdot 10^{-6} \rm V^2 /Hz,$$
$${\it \Phi}_x(f = 500 \hspace{0.05cm}\rm kHz)\hspace{0.15cm}\underline {=1.62} \cdot 10^{-6} \rm V^2 /Hz,$$
$${\it \Phi}_x(f = 1 \hspace{0.05cm}\rm MHz)\hspace{0.15cm}\underline {=0}.$$
  • At  $f = 1 \hspace{0.05cm}\rm MHz $  the power-spectral density has the first zero.


Auto-correlation function with DC component

(2)  Due to the rectangular waveform, the triangular shape of the ACF does not change in principle.

  • The ACF value at  $\tau = 0$  again gives the second order moment.
  • With  $p = 0.25$  one obtains:
$$\varphi_y( 0) = {1}/{4}\cdot {(\rm 4\hspace{0.05cm}V)}^2 + {3}/{4}\cdot {(\rm 0\hspace{0.05cm}V)}^2 \hspace{0.15cm}\underline{= {\rm 4\,V^2}}.$$
  • From  $\tau =T$  the ACF is constantly equal to  $m_y^2$.
  • With probability  $p = 0.25$  and  $m_y = p \cdot {\rm 4\hspace{0.05cm}V} + (1-p)\cdot {\rm 0\hspace{0.05cm}V} = 1 \, \rm V$  obtains from  $\tau =T$  the constant value  $\varphi_y( \tau >T) \hspace{0.15cm}\underline {=\rm 1\,V^2}$.


(3)  The ACF can also be represented as follows:

$$\varphi_y(\tau) = 1\hspace{0.05cm}{\rm V}^2 + 3\hspace{0.05cm}{\rm V}^2 \cdot \Delta (\tau).$$
  • The ACF DC component  $($with  $1\hspace{0.05cm}{\rm V}^2)$  leads to a Dirac function in the PSD at  $f = 0$   ⇒   see sketch for subtask  (1).
  • The triangularförm ACF term causes a continuous PSD component corresponding to the  $\rm si^2$-form:
$${\it \Phi}_y(f)= 1{\rm V}^2 \cdot {\rm \delta } (f) + 3 \cdot 10^{-6}\ {\rm V^2\hspace{-0.1cm}/Hz} \cdot {\rm si}^2(\pi f T).$$
  • For  $f = 500 \hspace{0.05cm}\rm kHz$   ⇒   $f \cdot T =0.5$  the PSD value results to  ${\underline {1.216} \cdot 10^{-6} \rm V^2 /Hz}$.

(4)  The power can be calculated as an integral over the PSD.

  • Taking into account the spectral limitation to  $ 1 \hspace{0.05cm}\rm MHz$  one obtains with the substitution  $u =f \cdot T$:
$$P_{\rm M} = 1{\rm V}^2 + 3 \cdot 10^{-6} {{\rm V^2} /{\rm Hz}} \cdot \int^{\rm 1 MHz}_{-\rm 1 MHz} {\rm si}^2(\pi f T)\hspace{0.1cm}{\rm d}f = 1{\rm V}^2 + 3 V^2 \cdot 2 \cdot \int^{1}_{\rm 0} {\rm si}^2(\pi u)\hspace{0.1cm}{\rm d}u = (1 + 3\cdot 2 \cdot 0.456)\,{\rm V^2} \hspace{0.15cm}\underline{= 3.736 \, {\rm V^2}}. $$
  • If, on the other hand, all spectral components were covered, the average power would result in  $\varphi_y( \tau= 0) = 4 \, {\rm V^2}$.