Gaussian and White Random Processes: y X Xy XX Yy XX
Gaussian and White Random Processes: y X Xy XX Yy XX
Gaussian and White Random Processes: y X Xy XX Yy XX
h(t)dt
y = x
Rxy ( ) = Rxx ( ) ? h( )
Ryy ( ) = Rxx ( ) ? h( ) ? h( ).
Thus, in the frequency domain we have
y = x H(0)
F{h( )}=H (f )
z }| {
Sxy (f ) = Sxx (f ) H (f )
and
kT
.
2
~f
2 e
1
~f
kT
February 6, 2015
N0
2
Rnn ( )
N0
2
N0
2
N0
2
|f fc | W
otherwise
February 6, 2015
We can also decompose x(t) into its quadrature and in-phase components
x(t) = xI cos(2fc t) xQ sin(2fc t),
where
xQ and xI are zero-mean, lowpass, jointly WSS, jointly Gaussian processes.
R
Total power Px = Sx (f )df = PxQ = PxI
Understanding of xI and xQ is very important to analyzing digital
communication schemes like quadrature amplitude modulation (QAM).
Modulator
m(t)
AWGN Channel
February 6, 2015
February 6, 2015