4, The quantity VE{X°(0)} is equal to the root-mean-square (rms) value of the voltage or current signal. he variance o} is equal to the average normalized power in the time-varying or ac component of the signal. 6. If the process has zero mean (ie., my = my = 0), then 0% = E[X?) and the variance is the same as the mean-square value, or the variance represents the total power in the normalized load. 7. The standard deviation oy is the rms value of the ac component of the signal. 8. If my=0, then cy is the rms value of the signal. 1.5.4 Power Spectral Density and Autocorrelation of a Random Process A random process X(#) can generally be classified as a power signal having a power spectral density (PSD) Gy(f) of the form shown in Equation (1.20). G(f) is partic ularly useful in communication systems, because it describes the distribution of a signal's power in the frequency domain, The PSD enables us to evaluate the signal power that will pass through a network having known frequency characteristics. We summarize the principal features of PSD functions as follows: 1. Gf) 20 and is always real valued 2 Gdf)=Gy-f) for X(t) real-valued 3. Gf) Ryu) PSD and autocorrclation form a Fouricr transform pair 4. Py= | Gy(f)af_ relationship between average normalized power © and PSD In Figure 1.6, we present a visualization of autocorrelation and power spec- tral density functions. What does the term correlation mean? When we inquire about the correlation between two phenomena, we are asking how closely do they correspond in behavior or appearance, how well do they match one another. In mathematics, an autocorrelation function of a signal (in the time domain) describes the correspondence of the signal to itself in the following way. An exact copy of the signal is made and located in time at minus infinity. Then we move the copy an increment in the direction of positive time and ask the question, “How well do these two (the original versus the copy) match”? We move the copy another step in the positive direction and ask, “How well do they match now?” And so forth. The correlation between the two is plotted as a function of time, denoted 7, which can be thought of as a scanning parameter. Figure 1.6a—d highlights some of these steps. Figure 1.6a illustrates a single sample waveform from a WSS random process, X(1). The waveform is a binary ran- dom sequence with unit-amplitude positive and negative (bipolar) pulses. The posi- tive and negative pulses occur with equal probability. The duration of each binary digit is T seconds, and the average or de value of the random sequence is zero, Fig- ure 1.6b shows the same sequence displaced 7; seconds in time: this sequence is therefore denoted X(i—1)). Let us assume that X(f) is ergodic in the autocorrela- 26 Signals and Spectra Chap. 1Low bit rate +1 xy) Random binary “ ‘ sequence : i nx (de value) A | i (a) +1 ' Xt—w 0 i +1 Ry()= lim 4 xe Xe—ede (ty) = tim 2 a ee TI rn ae Rx® 2x (0) = total average power -!l foricie? Rx) = . -Rx(ty) 0 for|t| >T : Og OF (d) Gx(f) J@xif) df = total average power ad OF A ay Figure 1.6 Autocorrelation and power spectral density. 15 Random Signals 27High bit rate +1 xte) Random binary i sequence -1 Fa Xt-u) 0 “1 rs] 4 pt Rx(ty)= lim 2 fi xXWXe-wdt 0 Toe T Ire A 1— lt! foricl <7 Rx@ = T Rx) 0 foritl>T ‘ FE (i) Gx(f) 5 2 Gx(fy=7 { i0BfT xep=t (saat Q 1 0 q+ T i Figure 1.6 continued 28 Signals and Spectra Chap. 1tion function so that we can use time averaging instead of ensemble averaging to find Ry(t). The value of Ry(,) is obtained by taking the product of the two se- quences X(1) and X(/— 7,) and finding the average value using Equation (1.36). Equation (1.36) is accurate for ergodic processes only in the limit. However, inte- gration over an integer number of periods can provide us with an estimate of Ry(7). Notice that Ry(7) can be obtained by a positive or negative shift of X(/). Figure 1.6¢ illustrates such a calculation, using the single sample sequence (Figure 1.6a) and its shifted replica (Figure 1.6b). The cross-hatched areas under the product curve X(#)X(t— 1)) contribute to positive values of the product, and the grey areas contribute to negative values. The integration of X(7) X(t — 1) over several pulse times yields a net value of area which is one point, the Ry(r) point of the Ry(z) curve. The sequences can be further shifted by 7}, 75... , each shift yielding a point on the overall autocorrelation function Ry(t) shown in Figure 1.6d. Every random sequence of bipolar pulses has an autocorrelation plot of the general shape shown in Figure 1.6d. The plot peaks at R,(0) [the best match occurs when + equals zero, since R(t) < R(0) for all r], and it declines as t increases. Figure 1.6d shows points corresponding to Ry(0) and Ry(7) The analytical expression for the autocorrelation function Ry(t) shown in Figure 1.6d, is [1] for |r] = T R(t) = (1.37) 0 for |z] > 7 Notice that the autocorrelation function gives us frequency information; it tells us something about the bandwidth of the signal. Autocorrelation is a time- domain function; there are no frequency-related terms in the relationship shown in Equation (1.37). How does it give us bandwidth information about the signal? Con- sider that the signal is a very slowly moving (low bandwidth) signal. As we step the copy along the 7 axis, at each step asking the question, “How good is the match be- tween the original and the copy?” the match will be quite good for a while. In other words, the triangular-shaped autocorrelation function in Figure 1.6d and Equation (1.37) will ramp down gradually with 7. But if we have a very rapidly moving (high bandwidth) signal, perhaps a very small shift in 7 will result in there being zero correlation. In this case, the autocorrelation function will have a very steep appear- ance, Therefore, the relative shape of the autocorrelation function tells us some- thing about the bandwidth of the underlying signal. Does it ramp down gently? If so, then we are dealing with a low bandwidth signal. Is the function steep? If so, then we are dealing with a high bandwidth signal. The autocorrelation function allows us to express a random signal's power spectral density directly. Since the PSD and the autocorrelation function are Fourier transforms of each other, the PSD, G,(f), of the random bipolar-pulse se- quence can be found using Table A.1 as the transform of Ry(z) in Equation (1.37). Observe that 1.5 Random Signals 29