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Analog Communicationlecture 15

Gaussian random processes are important for modeling noise in communications systems. A Gaussian process is a random process where the random variable at any time is Gaussian distributed. White Gaussian noise (WGN) is a special Gaussian process with a constant power spectral density over all frequencies. When filtered by a linear system, the output remains Gaussian distributed but with a power spectral density determined by the filter characteristics. Additive white Gaussian noise (AWGN) is commonly used to model the received noise by adding a WGN process to the transmitted signal.

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160 views13 pages

Analog Communicationlecture 15

Gaussian random processes are important for modeling noise in communications systems. A Gaussian process is a random process where the random variable at any time is Gaussian distributed. White Gaussian noise (WGN) is a special Gaussian process with a constant power spectral density over all frequencies. When filtered by a linear system, the output remains Gaussian distributed but with a power spectral density determined by the filter characteristics. Additive white Gaussian noise (AWGN) is commonly used to model the received noise by adding a WGN process to the transmitted signal.

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ali_rehman87
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Guassian Random Process and

White Noise

Lecture 15
EEE 352 Analog Communication Systems
Mansoor Khan
Electrical Engineering Dept.
CIIT Islamabad Campus
Gaussian Processes
• Gaussian process is a special random process
– Important for communications because noise is usually modeled
as Gaussian process
• Definition
– A random process X(t) is Gaussian process if at any time instant
ti, the random variable X(ti) has Gaussian distribution (is
Gaussian random variable)
• A simple property
– when a Gaussian process passes a linear filter, the output is still
a Gaussian process

X(t) X(ti)
ti t
• Gaussian process & Gaussian random variable
– Remind: if X(t) is Gaussian process, then at each time instant ti,
X(ti) is Gaussian random variable
– Gaussian random variable X(ti) described by a PDF with mean μ
and variance σ2
• Gaussian process & Gaussian random variable
– Remind: if X(t) is Gaussian process, then at each time instant ti,
X(ti) is Gaussian random variable
– Gaussian random variable X(ti) described by a PDF with mean μ
and variance σ2

– Gaussian random process X(t) described by mean function μ(t)


and power spectral density (PSD) SX(f)
• or use autocorrelation function RX(τ) in place of PSD
– Main property #1: for stationary random process
mean function of random process is contant,
and equals to mean of random variable,
 (t )  
– Main property #2: power of random process equals to
power of random variable

 S X ( f )df  E  X (ti ) X (ti )


– Main property #3: If random process has zero mean,


then 
 S X ( f )df   2

• Example
– Let X(t) be zero-mean stationary Gaussian process with PSD
SX(f). Determine PDF of X(3).

5, for  500  f  500 Hz


SX ( f )  
0, else
Mean of random variable X (3) :  X   X (t )  E[ X (t )]  0
variance of random variable X (3) :
 500
   S X ( f )df  
2
5df  5000
 500

Probability density function of random variable X (3) :


x2
1 
f ( x)  e 10000

10000
White Processes
• White process is a special random process with
constant power spectral density
– Power density is a constant for all frequencies

SW ( f )  C, RW ( )  C ( )
– White process is an ideal math model because the total power is
infinite, analogy to impulse function δ(t).
– But it is useful to model noise, and usually gives very good
approximation and extremely simple math.
Noise
• An important type of noise is thermal noise
– The origin is random movement of electrons
– This noise signal can be modeled as Gaussian
process
• The composite effect of a large number of small electrons
becomes Gaussian distributed
– We also model the noise signal by white process
• Without any special filtering, noise power will be almost
constant for all frequencies
– The noise signal is usually added to information
signals, so we call it Additive White Gaussian Noise
(AWGN)
• Model of AWGN (additive white Gaussian noise)

X(t): random or deterministic signal


W(t): AWGN
Y(t)=X(t)+W(t): random process

A realization of
AWGN W(t)
• AWGN W(t) is a white Gaussian random process
– “White”: constant PSD

N0 N0
SW ( f )  , RW ( )   ( )
2 2

– “Gaussian”: at time ti, random variable W(ti) has Gaussian


distribution, usually assumed with zero mean.

x2
1  2
f ( x)  e 2
2 
Filtered Noise Processes
• AWGN is an ideal noise model, we often use it
to describe the received noise
– Practical noise can usually be modeled by filtering AWGN, i.e.,
processing noise via filters
• Major difference between AWGN and filtered
noise
– PSD different: filtered noise has limited bandwidth B, and PSD: .
– Distribution of random variable same: still Gaussian random
variable
SN ( f ) | H ( f ) |2 SW ( f )
• Example
– If AWGN pass an ideal lowpass filter with bandwidth B and
magnitude 1, what is the output signal N(t)? Determine the PDF
of N(0).

N (t ) is still Gaussian process, with PSD


2 N0
S N ( f ) | H ( f ) | SW ( f ) | H ( f ) |
2

2
 N0
 , for  B  f  B 1, for  B  f  B
 2 H( f )  
 0, otherwise 0, otherwise
N (0) is Gaussian random variable with zero-mean, variance
 B N
 N2   S N ( f )df   0
df  N 0 B
 B 2

x2
1 
Its PDF is: f ( x)  e 2 N0 B

2 N 0 B
• Random process & random variable
– When an AWGN signal passes a filter with bandwidth B and unit
passband magnitude
• If AWGN has zero mean, then all the random processes and random
variables are zero mean.
• PSD and variance relationship

Random process Random variable


PSD S(f) variance σ2

Input W(t) N0
SW ( f ) 
2
Output N(t)  N0
 , for f in passband
SN ( f )   2
 0,
  N0 B
2
N
otherwise

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