Chapter 4

Optimum Receiver for AWGN Channels

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

1
Contents

◊ 4.1 Waveform and Vector Channel Models

◊ 4.2 Waveform and Vector AWGN Channels
◊ 4.3 Optimal Detection and Error Probability for Band-Limited
Signaling
◊ 4.4 Optimal Detection and Error Probability for Power-Limited
Signaling
◊ 4.5 Optimal Detection in Presence of Uncertainty: Non-Coherent
Detection
◊ 4.6 A Comparison of Digital Signaling Methods
◊ 4.10 Performance Analysis for Wireline and Radio
Communication Systems
2
 Chapter 4.1
Waveform and Vector Channel Models

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

3
Waveform & Vector Channel Models(1)
( )

◊ In this chapter, we study the effect of noise on the reliability of

the modulation systems studied in Chapter3.
◊ We assume that the transmitter sends digital information by use of
M signals waveforms {sm(t)=1,2,…,M }. Each waveform is
transmitted within the symbol interval of duration T, i.e. 0≤t≤T.
◊ Th additive
The dditi white
hit Gaussian
G i noisei (AWGN) channel
h l model:
d l
r (t ) = sm (t ) + n(t )

◊ sm(t): transmitted signal

◊ (t) : sample
n(t) l function
f ti off AWGN process
with PSD: Φnn( f )=N0/2 (W/Hz)

4
Waveform & Vector Channel Models(2)
( )

◊ Based on the observed signal r(t), the receiver makes the decision
about which message m, 1≤m≤ M was transmitted
◊ Optimum decision: minimize error probability Pe = P[m
ˆ ≠ m]
◊ Any orthonormal basis {φj(t), 1 ≤ j ≤ N} can be used for
expansion of a zero-mean white Gaussian process (Problem 2.8-1)
◊ The resulting coefficients are iid zero-mean
zero mean Gaussian random variables
with variance N0/2
◊ {φj(t), 1 ≤ j ≤ N} can be used for expansion of noise n(t)
◊ Using {φj(t), 1 ≤ j ≤ N}, r (t ) = sm (t ) + n(t ) has the vector form
r = sm + n
◊ All vectors are N-dimensional
◊ Components in n are i.i.d. zero-mean Gaussian with variance N0/2

5
Waveform & Vector Channel Models(3)
( )

◊ It is convenient to subdivide the receiver into two parts—the

signal demodulator and the detector.

◊ The function of the signal demodulator is to convert the

received waveform r(t) into an N-dimensional vector r=[r1 r2
..…rN ] where
h N is i the
h dimension
di i off the
h transmitted
i d signal
i l
waveform.
◊ The function of the detector
d t t is to decide which of the M
possible signal waveforms was transmitted based on the vector
r.

6
Waveform & Vector Channel Models(4)
( )

◊ Two realizations of the signal demodulator are described in the

next two sections:
◊ One is based on the use of signal correlators.

◊ The second is based on the use of matched filters.

◊ The optimum detector that follows the signal demodulator is

designed to minimize the probability of error.

7
 Chapter 4.1
4.1--1
Optimal Detection for General Vector Channel

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

8
4.1--1 Optimal
4.1 p Detection for General Vector Channel ((1))

◊ AWGN channel model: r = sm + n

◊ Message m is chosen from the set {1,2,..,M} with probability
Pm
◊ Components in n are i.i.d. N(0, N0/2) ; PDF of noise n is

∑
N
N n2 N 2

⎛ 1 ⎞ ⎛ 1 ⎞ −N
j =1 j n
−
p ( n) = ⎜ ⎟ e 2σ 2
=⎜ ⎟ e 0
⎜ πN ⎟ ⎜ πN ⎟
⎝ 0 ⎠ ⎝ 0 ⎠
◊ A more general vector channel model:

◊ sm is selected from {sm,1 ≤ j ≤ M} according to a priori probability Pm

◊ The received vector r statistically
y depends
p on the transmitted vector
through the conditional PDF p(r|sm).
9
4.1--1 Optimal
4.1 p Detection for General Vector Channel ((2))

◊ Based on the observation r, receiver decides which message is

transmitted, mˆ ∈ {1, 2,..., M }
◊ Decision function: g (r ):a function from R N into messages {1, 2,..., M }
◊ Given r is received, the probability of correct detection:
P[correct decision | r ] = P[mˆ sent | r ]
◊ The probability of correct detection
P[correct decision] = ∫ P[correct decision|r ]p (r )dr = ∫ P[mˆ sent|r ] p (r )dr
◊ Max P[correct detection]= max P[mˆ | r ] for each r
◊ Optimal decision rule:
mˆ = g opt (r ) = arg max P[m | r ]
1≤ m≤ M
= arg max P[ sm | r ]
1≤ m ≤ M

10
MAP and ML Receivers

◊ Optimum decision rule: mˆ = g opt (r ) = arg max P[ sm | r ]

1≤ m ≤ M
ÎMaximize a posteriori probability (MAP) rule
◊ MAP rule can be simplified
p ( r , sm ) p ( r | sm ) p ( sm ) P p ( r | sm )
mˆ = g opt (r ) = arg max = arg max = arg max m
1≤ m ≤ M p(r ) 1≤ m ≤ M p(r ) p(r )
= arg max Pm p (r | sm )
1≤ m ≤ M

◊ When the messages are equiprobable a priori, P1=…=PM=1/M

mˆ = g opt (r ) = arg max p(r | sm )
1≤m≤ M
◊ p(r|sm) is called likelihood of message m
◊ ÎMaximum-likelihood
ÎMaximum likelihood (ML) receiver

Note: p(r|sm) is channel conditional PDF.

11
The Decision Region
g

◊ For any detector, R N → {1, 2,..., M }

⇒Partition the output space RN into M regions (D1, D2,…, DM),
if r∈ Dm, then mˆ = g (r ) = m
◊ Dm is decision region for message m

◊ For a MAP detector,

Dm = {r ∈ R N : P[ m | r ] > P[ m′ | r ], for all 1 ≤ m′ ≤ M and m′ ≠ m}

◊ If more than one messagesg achieve the maximum a posteriori

p
probability, arbitrary assign r to one of the decision regions

12
The Error Probability
y (1)
( )

◊ When sm is transmitted, an error occurs when r is not in Dm

◊ Symbol error probability of a receiver with {Dm, 1 ≤ m ≤ M}
M M
Pe = ∑ Pm P[r ∉ Dm sm sent] = ∑ Pm Pe|m
m =1 m =1

◊ Pe|m is the error pprobabilityy when message

g m is transmitted
M
Pe|m = ∫
Dmc
p(r | sm )dr = ∑ ∫
1≤ m′≤ M
Dm′
p(r | sm )dr
m′ ≠ m
◊ Symbol error probability (or message error probability)
M
Pe = ∑ Pm ∑ ∫ p(r | sm )dr
Dm′
m =1 1≤ m ′ ≤ M
m′ ≠ m

13
The Error Probability
y (2)
( )

◊ Another type of error probability: Bit error probability Pb: error

probability in transmission of a single bit
◊ Requires knowledge of how different bit sequences are
mapped to signal points
◊ Finding bit error probability is not easy unless the constellation

exhibits
hibit certain
t i symmetric
t i property
t

◊ R l i between
Relation b symbol
b l error prob.
b andd bit
bi error prob.
b
Pe
◊ ≤ Pb ≤ Pe ≤ kPb
k

14
Sufficient Statistics ((An Example)
p )

◊ Assumption (1) :the observation r can be written in terms of r1

and r2, r = (r1, r2)
◊ Assumption (2): p(r1 , r2 | sm ) = p(r1 | sm ) p(r2 | r1 )

◊ The MAP detection becomes

mˆ = arg max Pm p (r | sm ) = arg max Pm p (r1 ,r2 | sm )
1≤ m ≤ M 1≤ m ≤ M

= arg max Pm p(r1 | sm ) p(r2 | r1 ) = arg max Pm p (r1 | sm )

1≤ m ≤ M 1≤ m ≤ M

◊ Under these assumptions, the optimal detection

◊ Based only y on r1Æ r1 : sufficient
ff statistics for detection of sm
◊ r2 can be ignoredÆ r2 : irrelevant data or irrelevant information
◊ Recognizing sufficient statistics helps to reduce complexity of
the detection through ignoring irrelevant data.
15
Preprocessing
p g at the Receiver ((1))

sm r ρ m̂
m
Channel G(r) Detector

◊ Assume that the receiver applies an invertible operation G(r)

before detection
◊ The optimal detection is
mˆ = arg max Pm p(r ,ρ | sm ) = arg max Pm p(r | sm ) p( ρ | r )
1≤ m ≤ M 1≤ m ≤ M

= argg max Pm p(r | sm )

1≤ m ≤ M
◊ when r is given, ρ does not depend on sm
◊ The optimal detector based on the observation of ρ makes the
same decision as the optimal detector based on the observation of
r.
◊ The invertible does not change the optimality of the receiver
16
Preprocessing
p g at the Receiver ((2))

◊ Ex.4.1-3 Assume that the received vector is of the form

r = sm + n
where n is colored noise. Let us further assume that there existing
an invertible whitening operator denoted by W, s.t. v = Wn is a
white vector.
◊ Consider
ρ = Wr = Ws m + v
◊ Equivalent to a channel with white noise for detection
◊ No degradation on the performance
◊ The linear operator W is called a whitening filter

17
 Chapter 4.2
Waveform and Vector AWGN Channels

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

18
Waveform & Vector AWGN Channels(1)
( )

◊ Waveform AWGN channel:

r (t ) = sm (t ) + n(t )
◊ sm (t ) ∈ {s1 (t ), s2 (t ),...., sM (t )} with prior probability Pm
◊ n(t) : zero-mean white Gaussian with PSD N0/2

◊ By Gram-Schmidt
B G S h idt procedure,
d we derive
d i an orthonormal
th l basis
b i
{φj(t), 1≤ j ≤ N}, and vector representation of signals {sm, 1≤ m ≤ M}

◊ Noise process n(t) is decomposed into two components:

N
◊ n1 (t ) = ∑ n jφ j (t ),
) h n j = n(t )), φ j (t )
where
j =1
◊ n2 (t ) = n(t ) − n1 (t )

19
Waveform & Vector AWGN Channels(2)
( )
N
◊ sm (t ) = ∑s
j =1
j=
mj φ j (t ), where smj = sm (t ), φ j (t )
N
◊ r (t ) =
∑ (s
j =1
mj + n j )φ j (t ) + n2 (t )
◊ Define rj = smj + n j
where
) φ j (t ) + n(t ),
rj = sm (t ), ) φ j (t ) = sm (t ) + n(t ),
) φ j (t ) = r (t ),
) φ j (t )
N

◊ So r (t ) = ∑ rjφ j (t ) + n2 (t ) where rj = r(t),φ j (t )

j =1

◊ The noise components

p {{nj} are iid zero-mean Gaussian with
variance N0/2

20
Waveform & Vector AWGN Channels(3)
( )

◊ Prove that the noise components {nj} are iid zero-mean Gaussian
with variance N0/2
∞
n j = ∫ n(t )φ j (t )dt
−∞

◊
⎡ ∞
⎤ ∞
E[n j ] = E ∫ n(t )φ j (t )dt = ∫ E[n(t )]φ j (t )dt = 0 (Zero-Mean)
⎢⎣ −∞∞ ⎥⎦ −∞∞
COV[ni n j ] = E[ni n j ] − E[ni ]E[n j ] = E ∫ n(t )φi (t )dt ∫ n( s )φ j (t ) ds ⎤
⎡ ∞ ∞
◊
⎣⎢ −∞ −∞ ⎦⎥
∞ ∞
=∫ ∫ Ε[n(t )n( s )]φi (t )φ j ( s )dtds
−∞ −∞
n(t) is white.
= ( N 0 / 2) ∫ ⎡ ∫ δ (t − s )φi (t )dt ⎤φ j ( s )ds
∞ ∞
d
−∞ ⎢
⎣ −∞ ⎥
⎦
∞ ⎧ N0 / 2 i= j
= ( N 0 / 2) ∫ φi ( s )φ j ( s )ds = ⎨
−∞
⎩0 i≠ j
21
Waveform & Vector AWGN Channels(4)
( )

◊ COV[n j n2 (t )] = E[n j n2 (t )] = E[n j n(t )] − E[n j n1 (t )]

⎡ ∞
⎤ ⎡ N ⎤
= E n(t ) ∫ n( s )φ j ( s )ds − E ⎢ n j ∑ niφi (t ) ⎥
⎢⎣ −∞ ⎥⎦ ⎣ i =1 ⎦
N0 ∞ N0
=
2 ∫−∞
δ ( t − s )φ j ( s ) ds −
2
φ j (t )
N0 N0
= φ j (t ) − φ j (t ) = 0
2 2

◊ n2(t) is uncorrelated with {nj}

Î n2((t)) and n1((t)) are independent
p

22
Waveform & Vector AWGN Channels(5)
( )

◊ Since is n2(t) independent of sm(t) and n1(t)

N
◊ r (t ) = ∑ ( smj + n j )φ j (t ) + n2 (t )
j =1

◊ Only the first component carries information

◊ Second component is irrelevant data and can be ignored

◊ The AWGN waveform channel

r (t ) = sm (t ) + n(t ), 1≤ m ≤ M
is equivalent to N-dimensional vector channel
r = s m + n, 1≤ m ≤ M

23
 Chapter 4.2-
4.2-1
Optimal Detection for the Vector AWGN
Channel

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

24
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((1))

◊ The MAP detector in AWGN channel is

mˆ = arg max[ Pm p (r | s m )]
1≤ m ≤ M r = sm + n
= arg max Pm [ pn (r − s m )] N0
1≤ m ≤ M
n ~ N (0, I)
⎡ ⎛ N r −sm
2
⎤ 2
1 ⎞ −
= arg max ⎢ Pm ⎜ ⎟ e 0
N ⎥
1≤ m ≤ M ⎢ ⎜ πN ⎟ ⎥ N
⎣ ⎝ 0 ⎠
⎦ ⎛ 1
⎜
⎞
⎟ is a constant
⎜ πN ⎟
⎡ − r −sm ⎤ ⎝ ⎠
2
0

= arg max ⎢ Pm e N0 ⎥
1≤ m ≤ M ⎢ ⎥
⎣ ⎦ ln(x) is increasing
⎡ r − sm ⎤
2

= arg max ⎢ln Pm − ⎥

1≤ m ≤ M ⎢ N 0 ⎥⎦
⎣

25
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((2))

(b) ⎡ r − sm ⎤
2

mˆ = arg max ⎢ln Pm − ⎥

1≤ m ≤ M ⎢ N 0 ⎥⎦ Multiply N0/2
⎣
(c)
⎡N 1 2⎤
= arg max ⎢ 0 ln Pm − r − s m ⎥
1≤ m ≤ M ⎣ 2 2 ⎦
⎡N 1 2 2 ⎤
= arg max ⎢ 0 ln Pm − ( r + s m − 2r ⋅ s m ) ⎥ 2
1≤ m ≤ M ⎣ 2 2 ⎦ s m = Em
2
(d )
⎡N 1 ⎤ r is dropped
= arg max ⎢ 0 ln Pm − Em + r ⋅ s m ⎥
1≤ m ≤ M ⎣ 2 2 ⎦ N0 1
(e) ηm = ln Pm − Em
= argg max [η m + r ⋅ s m ] 2 2
1≤ m ≤ M Bi term
Bias t

(MAP)

26
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((3))

◊ MAP decision rule for AWGN vector channel:

mˆ = arg max [ηm + r ⋅ s m ]
1≤ m ≤ M

N0 1
ηm = ln Pm − Em
2 2
◊ If Pm=1/M, for all m, the optimal decision becomes
⎡N 1 2⎤
mˆ = arg max ⎢ 0 ln Pm − r − s m ⎥ = arg max ⎡ − r − s m ⎤
2

1≤ m ≤ M ⎣ 2 2 ⎦ 1≤ m ≤ M ⎣ ⎦
= arg
arg min r − s m
1≤ m ≤ M

◊ Nearest neighbor or minimum distance detector

◊ Signals are equiprobable in AWGN channel
ÆMAP=ML=minimum distance

27
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((4))

◊ For minimum-distance detector, boundary of decisions Dm and

Dm’ are equidistant from sm and sm’
◊ Right figure:
◊ 2-dim constellation (N=2)
◊ 4 signal points (M=4)

◊ When signals are equiprobable

and have equal
q energy gy
N0 1
◊ ηm = ln Pm − Em indep of m
2 2
◊ mˆ = arg max r ⋅ s m
1≤ m ≤ M

28
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((5))

◊ In general, the decision region is

Dm = {r ∈ N : r ⋅ s m + ηm > r ⋅ s m ' + ηm ' , for all 1 ≤ m′ ≤ M and m′ ≠ m} (4.2-20)
◊ Each region is described in terms of at most M-1 inequalities
◊ For each boundary:
r ⋅ (s m − s m′ ) > η m′ − η m Î equation of a hyperplane
∞
◊ ∵ r ⋅ sm = ∫ −∞
r (t )sm (t )dt
∞
= ∫ sm2 (t )dt
2
Em = s m −∞

∴ in
i AWGN channel,
h l
⎡ N0 ∞ 1 ∞ 2 ⎤
MAP : mˆ = arg max ⎢ ln Pm + ∫ r (t )sm (t )dt − ∫ sm (t )dt ⎥
1≤ m≤ M ⎣ 2 −∞
∞ 2 −∞∞ ⎦
⎡ ∞ 1 ∞ 2 ⎤
ML: mˆ = arg max ⎢ ∫ r (t ) sm (t )dt − ∫ sm (t )dt ⎥
1≤ m ≤ M ⎣ −∞ 2 −∞ ⎦

29
4.2--1 Optimal
4.2 p Detection for the Vector AWGN Channel ((6))

◊ Distance metric: Euclidean distance between r and sm

∞
=∫ ( r (t ) − sm (t ) ) dt
2 2
D (r, s m ) = r − s m
−∞

◊ Modified distance metric: distance when ||r||2 is removed

2
D′(r, s m ) = −2r ⋅ s m + s m
◊ Correlation metric : negative
g of modified distance metric
∞ ∞
= 2∫ r (t ) sm (t )dt − ∫ sm2 (t )dt
2
C (r, s m ) = 2r ⋅ s m − s m
−∞ −∞
◊ With these definitions,,
◊ MAP : mˆ = arg max [ N 0 ln Pm − D(r, s m ) ]
1≤ m ≤ M

max [ N 0 ln Pm + C (r, s m ) ]
= arg max
1≤ m ≤ M
◊ ML : mˆ = arg max C (r, s m )
1≤ m ≤ M

30
Optimal
p Detection for Binary
y Antipodal
p Signaling
g g (1)
( )

◊ In binary antipodal signaling,

◊ s1(t) =s(t), with p1=p
◊ s2(t) = −s(t), with p2=1−p
◊ Vector representation (N=1) is
◊ s1 = ES = Eb
s2 = − E S = − Eb F
From (4
(4.2-20)
2 20)
◊

⎧ N 1 N 1 ⎫
◊ D1 = ⎨r : r Eb + 0 ln p − Eb > −r Eb + 0 ln(1 − p) − Eb ⎬
⎩ 2 2 2 2 ⎭
⎧⎪ N0 1 − p ⎫⎪
= ⎨r : r > ln ⎬
⎪⎩ 4 Eb p ⎪⎭ N0 1− p
rth = ln
= {r : r > rth } 4 Eb p

31
Optimal
p Detection for Binary
y Antipodal
p Signaling
g g (2)
( )
⎧⎪ N0 1 − p ⎫⎪
◊ D1 = ⎨r : r > rth ≡ ln ⎬
⎪⎩ 4 Eb p ⎪⎭
◊ When pÆ0, rth Æ∞, entire real line becomes D2

◊ When pÆ1, Æ ∞ entire real line becomes D1

pÆ1 rth Æ−∞,
◊ When p=1/2, rth =0, minimum distance rule

◊ Error probability of MAP receiver:

2
Pe = ∑ Pm ∑∫ P(r | s m )dr
Dm′
m =1 1≤ m′≤ 2
m′≠ m

( )
= p ∫ p r | s = Eb dr + (1 − p) ∫ p r | s = − Eb dr
D2
(
D1
)
= p∫ p ( r | s = E ) dr + (1 − p) ∫ p ( r | s = − E ) dr
rth ∞

−∞ b rth b

32
Optimal
p Detection for Binary
y Antipodal
p Signaling
g g (3)
( )

( ) ( )
rth ∞
◊ Pe = p ∫ p r | s = Eb dr + ((1 − p) ∫ p r | s = − Eb dr
−∞ rth

= pP ⎡ N ( Eb , N 0 / 2 ) < r ⎤ + (1 − p) P ⎡ N ( − )
Eb , N 0 / 2 > rth ⎤
⎣ th
⎦ ⎣ ⎦
⎛ Eb − rth ⎞ ⎛ rth + Eb ⎞ Q( x) = P [ N (0,1) > x ]
= pQ ⎜ ⎟ + (1 − p)Q ⎜ ⎟
⎜ N /2 ⎟ ⎜ N /2 ⎟ Q(− x) = 1 − Q( x)
⎝ 0 ⎠ ⎝ 0 ⎠
◊ When p=1/2, rth =0, the error probability is simplified as
⎛ 2 Eb ⎞
Pe = Q ⎜⎜ ⎟⎟ P ⎡N
⎣ ( )
Eb , N 0 / 2 < rth ⎤
⎦
⎝ N0 ⎠
( )
= 1 − P ⎡ N Eb , N 0 / 2 > rth ⎤
⎣ ⎦
◊ Since the system
y is binary,
y, Pe=Pb
⎛ r − Eb ⎞
= 1 − Q ⎜ th ⎟
⎜ N 2 ⎟
⎝ 0 ⎠
⎛ Eb − rth ⎞
= Q⎜ ⎟
⎜ N 2 ⎟
⎝ 0 ⎠

33
Error Probabilityy for Equiprobable
q p Binaryy Signaling
g g Schemes ((1))

◊ In AWGN channel, transmitter transmits either s1(t) or s2(t), and

assume two signals are equiprobable
◊ Equiprobable in AWGN channelÆdecision regions are separated by
th prependicular
the di l bisector
bi t off ththe li
line connecting
ti s1 andd s2
◊ Error probabilities when s1 or s2 is transmitted are equal
◊ When s1 is transmitted,
transmitted error occurs when
◊ r is in D2
◊ Distance between the pprojection
j of r−s1 on s2−s1 from s1
is greater than d12/2, d12=|| s2−s1 ||

⎡ n ⋅ ( s2 − s1 ) d12 ⎤ ⎡ d122 ⎤
Pb = P ⎢ > ⎥ = P ⎢n ⋅ ( s2 − s1 ) > ⎥
⎣ d 12 2 ⎦ ⎣ 2 ⎦
s2 − s1
is a unit vector. n = r − s1.
d12
34
Error Probabilityy for Equiprobable
q p Binaryy Signaling
g g Schemes ((2))

Since n ⋅ ( s2 − s1 ) ~ N (0, d12 N 0 / 2)

2
◊
⎛α −m ⎞
Pb = P ⎣⎡n ⋅ ( s2 − s1 ) > d122 / 2 ⎦⎤ P[ X > α ] = Q ⎜
⎝ σ ⎠
⎟
( 2.3 − 12 )
⎛ d12 / 2 ⎞ ⎛ d ⎞ ⎛ m −α ⎞
P[ X < α ] = Q ⎜
2 2
⎟
= Q⎜ ⎟ = Q⎜ 12
⎟ ⎝ σ ⎠
⎜d N /2⎟ ⎜ 2N0 ⎟
⎝ 12 0 ⎠ ⎝ ⎠
◊ Since Q(
Q(x)) is decreasing,
g min. error pprobabilityy =max. d12
∞
d =∫ ( s1 (t ) − s2 (t ) )
2 2
◊ 12 dt
−∞
◊ When equiprobable
q p signals
g have the same energy,
gy, Es1= Es2 =E
d122 = Es1 + Es 2 − 2 s1 (t ), s2 (t ) = 2 E (1 − ρ )
◊ −1≤ ρ ≤1 is cross-correlation coefficient
◊ d12 is maximized when ρ = −1 Î antipodal signals

35
Optimal
p Detection for Binaryy Orthogonal
g Signaling
g g (1)
( )

◊ For binary orthogonal signals,

∞ ⎧ Eb i = j
∫−∞ si (t )s j (t )dt = ⎨⎩ 0 i ≠ j 1 ≤ i, j ≤ 2
◊ Ch
Choose φ j (t ) = s j (t ) / Eb , vector representation
i isi
s1 = ( )
Eb , 0 ; (
s 2 = 0, Eb )
◊ When
h signals
i l are equiprobable
i b bl (figure)
(fi )
◊ Error probability : ( d = 2 Eb )
( ) (
Pb = Q d 2 / 2 N 0 = Q Eb / N 0 )
◊ Given the same Pb, binary orthogonal signals
requires
i twice
t i energy off antipodal
ti d l signals
i l
◊ A binary orthogonal signaling requires twice
the energy per bit of a binary antipodal signaling system to provide
the same error probability.
36
Optimal
p Detection for Binaryy Orthogonal
g Signaling
g g (2)
( )

◊ Figure: Error Probability v.s.

SNR/bit for binary orthogonal
and binary antipodal signaling
systems.

◊ Signal-to-noise ratio (SNR) per bit:

γ b = Eb / N 0

37
 Chapter 4.2-
4.2-2
Implementation of the Optimal Receiver for
AWGN Channels

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

38
4.2--2 Implementation
4.2 p of the Optimal
p Receiver for AWGN Channels

◊ Present different implementations of MAP receivers in AWGN

channel
◊ Correlation Receiver

◊ Matched Filter Receiver

◊ All these structures are equivalent in performance and result in

minimum error probability.

39
The Correlation Receiver ((1))

◊ The MAP decision in AWGN channel (from 4.2-17)

N0 1
mˆ = arg max[η m + r ⋅ s m ], where η m = ln Pm − Em
1≤ m ≤ M 2 2
1) r is derived
∞
from
rj = ∫ r (t )φ j (t )dt Æ Correlation receiver
−∞
1)) Find the inner pproduct of r and sm, 1≤ m ≤ M
2) Add the bias term ηm
3) Choose m that maximize the result

40
The Correlation Receiver ((2))

ηm’ss and sm’ss can be computed once and stored in memory

41

41
The Correlation Receiver ((3))

◊ Another implementation
∞ N0 1
mˆ = arg max[η m + ∫ r (t ) sm (t )dt ], where η m = ln Pm − Em
1≤ m ≤ M −∞ 2 2
◊ Requires M correlators
◊ Usually M > N
◊ Less preferred

42
The Matched Filter Receiver ((1))

◊ In both correlation receiver, we compute

∞
rx = ∫ r (t ) x(t )dt
−∞
◊ ( ) is φj((t)) or sm((t))
x(t)
◊ Define h(t)= x(T−t) for arbitrary T: filter matched to x(t)
◊ If r(t)
( ) is applied
pp to h(t),
( ) the output
p y(y(t)) is
∞
y (t ) = r (t ) * h(t )= ∫−∞
r (τ )h(t −τ )dτ h ( t ) = x (T − t )
h (τ ) = x (T − τ )
∞
= ∫−∞
r (τ ) x(T − t +τ )dτ h ( t − τ ) = x (T − ( t − τ ) )
= x (T − t + τ )
∞
◊ rx = y (T ) = ∫ r (τ ) x(τ )dτ
−∞
◊ rx can be obtained by sampling the output of matched filter at
t=T.

43
The Matched Filter Receiver ((2))

◊ A matched filter implementation of the optimal receiver

44
The Matched Filter Receiver ((3))

Frequency Domain Interpretation:

◊ Property I:
◊ Matched filter to signal s(t) is h(t)=s(T−t). The properties of Fourier
transform
f is
i H ( f ) = S * ( f )e − j 2π fT
Conj(signal spectrum) Sampling delay of T

◊ |H( f )|=|S( f )|
◊ ∠S( f ) − 2π f T
∠H( f ))= −∠S(

45
The Matched Filter Receiver ((4))

◊ Property II: signal-to-noise maximizing property

◊ Assume that r(t) = s(t) + n(t) is passed through a filter h(t), and the output
y(t) ≡ yS(t)+v(t) is sampled at time T
◊ Signal Part: F{ yS(t)}=
(t)} H( f ) S( f )
∞
⇒ ys (T ) = ∫ H ( f ) S ( f )e j 2π f T df
−∞
∞

◊ Zero-Mean Gaussian Noise: Sv( f ) = (N0 /2) |H( f )|2

∞
⇒ VAR[v(T )] = ( N 0 / 2) ∫−∞ H ( f ) df = ( N 0 / 2) Eh
2

◊ Eh is the energy in h(t).

R l i h' Theorem:
Rayleigh's Th
∞ ∞
x ( t ) dt = X ( f ) df = Ex
2 2
∫
−∞
∫
−∞

46
The Matched Filter Receiver ((5))

◊ The SNR at the output of filter H( f ) is

ys 2 (T )
SNR O =
VAR[v(T )]
◊ From Cauchy-Schwartz inequality Rayleigh's Theorem:
∞ ∞
x ( t ) dt = X ( f ) df = Ex
2 2 2

y (T ) = ⎡ ∫ H ( f ) S ( f )e
2
∞
j 2π fT
df ⎤ ∫ ∫
S ⎢⎣ −∞ ⎥⎦ −∞ −∞

∞ 2 ∞ 2
≤∫ H ( f ) df ⋅ ∫ S ( f )e j 2π fT
df =Eh Es
−∞ −∞

◊ Equality holds iff H( f ) =α S*( f ) e−j2π f T , α ∈ C

Es Eh 2E E
◊ SNR O ≤ = s = S
( N 0 / 2) Eh N0 N0 2
◊ The matched filter h(t)=s(T−t), i.e. H( f ) = S*( f ) e−j2π f T ,
maximizes
i i SNR

47
Matched--Filter
Matched
◊ Time-Domain Property of the matched filter.
◊ If a signal s(t) is corrupted by AWGN, the filter with an
impulse response matched to s(t) maximizes the output
signal-to-noise
i lt i ratio
ti (SNR).
(SNR)
◊ Proof: let us assume the receiver signal r(t) consists of the
signal s(t) and AWGN n(t) which has zero-mean
zero mean and
1
Φ nm ( f ) = N 0 W/Hz.
2
◊ Suppose the signal r(t) is passed through a filter with

impulse response h(t), 0≤t≤T, and its output is sampled

at time t=T. The outputp signal
g of the filter is:
t
y (t ) = r (t ) ∗ h(t ) = ∫ r (τ )h(t − τ )dτ
0
t t
= ∫ s (τ )h(t − τ )dτ + ∫ n(τ )h(t − τ )dτ
0 0

48
Matched--Filter
Matched
◊ Proof: ((cont.))
◊ At the sampling instant t=T:
T T
y (T ) = ∫ s (τ ) h (T − τ ) dτ + ∫ n (τ ) h (T − τ ) dτ
0 0

= y s (T ) + yn (T )
◊ This problem
Thi bl isi to
t select
l t the
th filter
filt impulse
i l response that
th t
maximizes the output SNR0 defined as:
ys2 (T )
SNR 0 =
E ⎡⎣ yn2 (T ) ⎤⎦

∫ E [ n(τ )n(t )] h(T − τ )h(T − t )dtdτ

T T
E ⎡⎣ y (T ) ⎤⎦ = ∫
2
n 0 0

1 T T 1 T
= N 0 ∫ ∫ δ (t − τ )h(T − τ )h(T − t )dtdτ = N 0 ∫ h 2 (T − t )dt
2 0 0 2 0

49
Matched--Filter
Matched
◊ Proof: (cont.)
◊ By substituting for ys (T) and E ⎡ y n ( T ) ⎤ into SNR0.
2
⎣ ⎦
τ ' = T −τ
2 2
⎡ s (τ ) h(T − τ ) dτ ⎤
T
⎡ h (τ ') s (T − τ ') dτ '⎤
T

⎢⎣ ∫0 ⎥⎦ ⎢⎣ ∫0 ⎥⎦
SNR 0 = =
1 T 1 T
N 0 ∫ h (T − t ) dt
2
N 0 ∫ h 2 (T − t ) dt
2 0 2 0

◊ Denominator of the SNR depends on the energy in h(t).

◊ The maximum outputp SNR over h(t)
( ) is obtained by
y
maximizing the numerator subject to the constraint that the
denominator is held constant.

50
Matched--Filter
Matched
◊ Proof: (cont.)
◊ Cauchy-Schwarz inequality: if g1(t) and g2(t) are finite-

energy signals, then

2
⎡ g (t ) g (t ) dt ⎤ ≤ ∞ g 2 (t ) dt ∞ g 2 (t ) dt
∞

⎢⎣ ∫− ∞ 1 2 ⎥⎦ ∫−∞ 1 ∫−∞ 2
with equality when g1(t)=Cg2(t) for any arbitrary constant
C.
◊ If we set g1(t)=h1(t) and g2(t)=s(T−t), it is clear that the
SNR is maximized when h(t)=Cs(T–t).

51
Matched--Filter
Matched
◊ Proof: (cont.)
◊ The output (maximum) SNR obtained with the matched

filter is:
2 2
⎡ s (τ ) h(T − τ ) dτ ⎤
T
⎡ s (τ )Cs (T − (T − τ ) ) dτ ⎤
T

⎢ ∫0
⎣ ⎥
⎦ 2 ⎣⎢ ∫0 ⎦⎥
SNR 0 = =
1 s (T − (T − t ) ) dt
T
N
∫
T
N 0 ∫ h (T − t ) dt
2 2 2
0 C
0
2 0

2 T 2 2ε h ( t ) = s (T − t )
=
N0 ∫0
s (t ) dt =
N0
h (τ ) = s (T − τ )
h (T − τ ) = s (T − (T − τ ) )

◊ Note that the output SNR from the matched filter depends
on the energy of the waveform s(t) but not on the detailed
characteristics
h t i ti off s(t).
(t)

52
The Matched Filter Receiver ((6))

◊ Ex 4.2-1 M=4 biorthogonal signals are constructed by two signals

in fig.(a) for transmission in AWGN channel. The noise is zero
mean and PSD=N0/2
◊ Dimension N=2, and basis function
φ1 (t ) = 2 / T , 0≤t ≤T /2
φ2 (t ) = 2 / T , T /2≤t ≤T

◊ IImpulse
l response off twot
matched filters (fig (b))
h1 (t ) = φ1 (T − t ) = 2 / T , T /2≤t ≤T
h2 (t ) = φ2 (T − t ) = 2 / T , 0≤t ≤T /2
∞
y ( t ) = s ( t ) * h ( t ) = ∫ s (τ )h(t −τ )dτ
−∞
∞
= ∫ s (τ ) s (T − t + τ )dτ
−∞

53
The Matched Filter Receiver ((7))
◊ If s1(t) is transmitted, the noise-free responses of two matched
filter(fig(c)) sampled at t=T are
y1s (T ) = A2T / 2= E ; y2 s (T ) = 0
◊ If s1(t) is transmitted
transmitted, the received vector formed from two
matched filter outputs at sampling instances t = T is
r = (r1 , r2 ) = ( E + n1 , n2 )
◊ Noise : n1=y1n(T) & n2=y2n(T)
T
k (T ) = ∫ n (t )φk (t ) dt ,
ykn
0
k = 1, 2
a) E[nk ] = E[ ykn(T )] = 0
b)) VAR[[ nk ] = ( N 0 / 2)) Eφk = N 0 / 2 VAR[v(T ))] = ( N 0 / 2 ) Eh ( 4.2 − 52 )
◊ SNR for the first matched filter
( E )2 2 E
SNR o = =
N0 / 2 N0
54
 Chapter 4.2-
4.2-3
AU
Union
i B Bound d on P
Probability
b bilit
of Errors of ML Detection

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

55
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (1)

◊ When signals are equiprobable, Pm=1/M, ML decision is optimal.

The
h error probability
b bili becomes
b
1 M
1 M
Pe =
M
∑
m =1
Pe|m =
M
∑ ∑ ∫
m =1 1≤ m '≤ M
Dm '
p(r | s m )dr
m '≠ m

◊ For AWGN channel,

Pe|m = ∑ ∫
1≤ m '≤ M
Dm '
p (r | s m )dr = ∑ ∫
1≤ m '≤ M
Dm '
pn (r − s m )dr (4.2-63)
m '≠ m m '≠ m
N 2
r −s m
⎛ 1 ⎞ −
=⎜ ⎟ ∑ ∫D e 0 dr
N
⎜ π N ⎟ 1≤ m '≤ M m '
⎝ 0 ⎠
m '≠ m
◊ For most constellation, the integrals does not have a close form
◊ It’s convenient to have upper bounds for the error probability
◊ The union bound is the simplest and most widely used bound which
is quite tight particularly at high SNR.
56
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (2)

◊ In general, the decision region Dm’ under ML detection is

Dm ' = {r ∈ R N : p (r | sm ' ) > p ( r | sk ), for all 1 ≤ k ≤ M and k ≠ m '}
◊ Define Dmm ' = { p (r | s m ' ) > p(r | s m )}
◊ Decision region for m’ in a binary equiprobable signals sm & sm’
◊ Dm ' ⊆ Dmm ' Pairwise Error
◊
∫ Dm '
p ( r | sm )dr ≤ ∫
Dmm '
p ( r | sm ) dr Probability PmÆm’
(4.2-67)
Î Pe|m = ∑ ∫
1≤ m '≤ M
Dm '
p (r | s m )dr
m '≠ m

≤ ∑ ∫
1≤ m '≤ M
Dmm '
p (r | sm )dr = ∑
1≤ m '≤ M
Pm→m '
m '≠ m m '≠ m

1 M
1 M
Î Pe ≤
M
∑ ∑ ∫
m =1 1≤ m '≤ M
Dmm '
p (r | sm )dr
d =
M
∑ ∑
m =1 1≤ m '≤ M
Pm→m '
m '≠ m m '≠ m
57
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (3)

◊ In an AWGN channel
◊ Pairwise probability : Pm→m ' = Pb = Q d mm
2
' /(2 N 0 ) ( ) (4.2-37)

1 M ⎛ d2 ⎞
◊ Pe ≤ ∑ ∑ Q ⎜ mm ' ⎟
M m =1 1≤ m '≤ M ⎜⎝ 2 N 0 ⎟⎠
m '≠ m 1 −x /2 2

2
Q( x) ≤ e
1 M −
d mm ' 2
≤
2M
∑ ∑
m =1 1≤ m '≤ M
e 4 N0
Union bound for an AWGN channel.
m '≠ m

◊ Distance enumerator function for a constellation T(X):

∑ ∑
2
d2
T(X ) = X d mm '
= ad X
d mm ' =||s m −s m ' || all distinct d 'ss
1≤m ,m '≤ M ,m≠ m '

◊ ad : # of ordered pairs (m,m’) s.t. m ≠ m’, and ||sm−sm’||=d

58
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (4)
2
d mm

Union bound: Pe ≤ 1 1
'
M −
◊
2M
∑ ∑m =1 1≤ m '≤ M
e 4 N0
=
2M
T(X ) − 1
X = e 4 N0
m '≠ m

◊ Minimum distance: d min = 1≤ mmin

, m '≤ M ,
|| s m − s m ' ||
m≠m '
◊ Since Q(x) is decreasing
⎛ d2 ⎞ ⎛ d2 ⎞
Î Q⎜
mm '
⎟ ≤ Q ⎜ min ⎟
⎜ 2 N0 ⎟ ⎜ 2 N0 ⎟
⎝ ⎠ ⎝ ⎠
◊ Th error probability
The b bilit (looser
(l form
f off the
th union
i bound)
b d)
2

1 M ⎛ 2
d mm ' ⎞ ⎛ 2
d min ⎞ −
d min
M − 1 4 N0
Pe ≤ ∑ ∑ Q ⎜ ⎟
M m =1 1≤ m '≤ M ⎜⎝ 2 N 0 ⎟⎠
≤ ( M − 1)
)Q ⎜
⎜ 2 N0 ⎠
⎟
⎟
≤
2
e
m '≠ m ⎝
◊ Good constellation provides maximum possible minimum distance

59
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (5)

◊ Ex 4.2-2 Consider a 16-QAM constellation (M=16)

◊ From Chap 3.2(equation3.2-44), the minimum distance is
6 log 2 M 8
d min = Ebavg = Ebavg
M −1 5

◊ Total 16×15
15=240
240 possible distances
◊ Distance enumerator function :
2 2 2 2 2
T ( X ) = 48 X d + 36 X 2 d + 32 X 4 d + 48 X 5 d + 16 X 8d
9d 2 10 d 2 13 d 2 18 d 2
+ 16 X + 24 X + 16 X + 4X
◊ Upper bound of error probability
1 ⎛ − 4 N0 ⎞
1

Pe ≤ T ⎜ e ⎟
32 ⎜⎝ ⎟
⎠

60
4.2-3
4.2-
A Union Bound on Probability of Errors of ML Detection (6)
2 2 Ebavg
d min
M −1 − 15 −
◊ Pe ≤ e 4 N0
= e 5 N0

2 2
◊ When SNR is large T ( X ) ≈ 48 X ( d2
),
2 2 Ebavg
1 ⎛ ⎞ 48
1 d min
3
i
− − −
Pe ≤ T ⎜ e ⎟ ≈ =
4 N0 4 N0 5 N0
e e
32 ⎜⎝ ⎟ 32
⎠ 2

◊ Exact error probability

2
⎛ 4 Ebavg ⎞ 9 ⎡ ⎛ 4 Ebavg ⎞⎤
Pe = 3Q ⎜ ⎟ − ⎢Q ⎜ ⎟⎥
⎜ 5N0 ⎟ 4 ⎢ ⎜ 5N0 ⎟
⎝ ⎠ ⎣ ⎝ ⎠ ⎥⎦
(
(see example
l 4.3-1)
4 3 1)

61
Lower Bound on Probability
y of Error ((1))

◊ In an equiprobable M-ary signaling scheme

1 M
1 M Dm ' ⊆ Dmm '
Pe =
M
∑ P[Error | m sent] = ∑ ∫
M m =1 mD c
p (r | s m )dr
m =1 C
Dmm ' ⊆ Dm
C

1 M
1 M
≥
M
∑
m =1
∫Dmc ' m
p (r | s m )dr = ∑ ∫ p (r | s m )dr
M m =1 Dmm '
1 M ⎛ d mm ' ⎞
=
M
∑ Q⎜
⎜ 2 N
⎟,
⎟
for all m ' ≠ m
m =1 ⎝ 0 ⎠
(Finding m
m’ such that dmm’’ is miniized
miniized.))
◊ To derive the tightest lower boundÎ maximize the right hand side
1 M ⎛ d mm ' ⎞ 1 M ⎛ d min m ⎞
Pe ≥
M
∑ max Q ⎜
m '≠ m ⎜ 2 N
⎟=
⎟ M
∑ Q⎜
⎜ 2 N
⎟
⎟
m =1 ⎝ 0 ⎠ m =1 ⎝ 0 ⎠
◊
m
d min : distance from m to its nearest neighbor
g

62
Lower Bound on Probability
y of Error ((2))

◊ ∵ d min ≥ d min
m

(d min
m
denotes the distance from m to its nearest neighbor in the constellation)
⎛ d min
Q⎜
m
⎟≥⎨
( )
⎞ ⎧⎪Q d min / 2 N 0 , At least one signal at distance d min from s m
⎜ 2N ⎟
⎝ 0 ⎠ ⎪⎩0, otherwise

1 ⎛ d min ⎞
◊ Pe ≥
M
∑ Q⎜
⎜ 2 N
⎟
⎟
1< m < M
∃m '≠ m: ||s m −s m ' || = d min
⎝ 0 ⎠

◊ Nmin : number of points in the constellation s.t.

∃m ' ≠ m : || s m − s m ' ||= d min
N min ⎛ d min ⎞ ⎛ d min ⎞
◊ Q⎜ ⎟ ≤ Pe ≤ ( M − 1)Q ⎜ ⎟
M ⎜ 2N ⎟ ⎜ 2N ⎟
⎝ 0 ⎠ ⎝ 0 ⎠

63
 Chapter 4.3: Optimal Detection
and Error Probability for
Bandlimited Signaling

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

64
Chapter 4.3
4.3--1 Optimal Detection & Error Prob.
for ASK or PAM Signaling

◊ In this section we studyy signaling

g g schemes that are
mainly characterized by their low bandwidth
requirements.
q
◊ These signaling schemes have low dimensionality which
is independent from the number of transmitted signals,
and, as we will see, their power efficiency decreases
when the number of messages increases.
◊ This family of signaling schemes includes ASK, PSK,
and QAM
QAM.

65
Chapter 4.3
4.3--1 Optimal Detection & Error Prob.
for ASK or PAM Signaling

◊ For ASK signaling

g g scheme:
12 log 2 M (3.2-22)
d min = Ebavg
M −12

◊ The constellation points: {±dmin/2, ±3dmin/2,…, ±(M−

1)dmin/2 }
◊ Two type of signal points
◊ M−2 inner points: detection error occurs if |n| > dmin /2.
◊ 2 outer points: error probability is half of inner points.
◊ Let Pei and Peo are error probabilities of inner and
outer points
⎛ d min ⎞ 1 ⎛ d min ⎞
⎡ 1 ⎤ Peo = Pei = Q⎜ ⎟
Pei = P ⎢ n > d min ⎥ = 2Q ⎜ ⎟ ⎜ 2N ⎟
⎣ 2 ⎦ ⎜ 2 N ⎟ 2 ⎝ ⎠
⎝ 0 ⎠66 0
Chapter 4.3
4.3--1 Optimal Detection & Error Prob.
for ASK or PAM Signaling

◊ Symbol
y error pprobabilityy
1 M
1 ⎡ ⎛ d min ⎞ ⎛ d min ⎞ ⎤
Pe = ∑ P ⎣⎡error m sent ⎦⎤ = ⎢ 2( M − 2)Q ⎜
⎜
⎟ + 2Q ⎜
⎟ ⎜
⎟⎥
⎟
M m =1 M⎢
⎣ ⎝ 2 N0 ⎠ ⎝ 2 N 0 ⎠ ⎥⎦
2 ( M − 1) ⎛ d min ⎞
= Q⎜ ⎟
⎜ ⎟ 12 log
l 2M
M ⎝ 2 N0 ⎠ d min = Ebavg
⎛ ⎞ M −1
2

⎛ 1 ⎞ 6log 2 M bavg
E
= 2 ⎜1 − ⎟ Q ⎜ ⎟
⎝ M ⎠ ⎜⎝ M − 1 N 0 ⎟⎠
2

⎛ 6log M Ebavg ⎞ Doubling M

≈ 2Q ⎜ ⎟
2 b
for large M Îincreasing rate by 1
⎜ M 2 − 1 N0 ⎟
⎝ ⎠ bit/transmission
Decrease with M SNR/bit ÎNeed 4 times SNR/bit
to keep performance

67
Chapter 4.3
4.3--1 Optimal Detection & Error Prob.
for ASK or PAM Signaling

◊ Symbol error probability for

ASK or PAM signaling
◊ For large M, the distance
b t
between M andd 2M is
i
roughly 6dB.

68
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ In M-aryy PSK signaling,

g g, assume signals
g are
equiprobable.
Î minimum distance decision is optimal.
p
Î error probability = error prob. when s1 is transmitted.
◊ When s1 = ( E , 0) is transmitted,, received signal
g is
r = ( r1 , r2 ) = ( E + n1 , n2 )
◊ r1 ~ N ( E , N 0 / 2)) and r2 ~ N ((0,, N 0 / 2)) are indep.
p
1 ⎛ (r1 − E ) 2 + r22 ⎞
p (r1 , r2 ) = exp ⎜⎜ − ⎟⎟
π N0 ⎝ N 0 ⎠
r2
V = r + r , Θ = arctan
1
2
2
2

r1
v ⎛ v 2 + E − 2 Ev cos θ ⎞
pV ,Θ (v, θ ) = exp ⎜⎜ − ⎟⎟
π N0 ⎝ N0 ⎠
69
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ Marginal PDF of Q is
∞
pΘ (θ ) = ∫ pV ,Θ (v, θ ) dv
0
v 2 + E − 2 Ev cosθ
∞ v −
=∫ e N0
dv
0 π N0
( v − 2 γ s cosθ ) 2
1 −γ s sin 2 θ ∞ −
=
2π
e ∫0
ve 2
dv

E
◊ Symbol SNR: γ s = N
0

◊ As gs increases, pQ(q ) is
more peaked around q = 0.
70
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ Decision region:
g D1 = {θ : −π / M < θ ≤ π / M }
◊ Error probability is
π /M
Pe = 1 − ∫ p Θ (θ )dθ
−π / M

◊ Not have a simple form except for M=2 or 4.

4
◊ When M=2 Î binary antipodal signaling

Pb = Q ( 2 Eb / N 0 )
◊ M=4, Î two binary phase modulation signals
When M=4
( )
2
⎡
Pc = (1 − Pb ) = 1 − Q 2 Eb / N 0
2 ⎤
⎣ ⎦
( ⎡ 1
) ⎤
Pe = 1 − Pc = 2Q 2 Eb / N 0 ⎢1 − Q 2 Eb / N 0 ⎥
⎣ 2 ⎦
( )
71
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ Symbol error probability of M-PSK

◊ M ↑, Required SNR ↑

72
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ For large
g SNR (E/N
( ) , pΘ(θ) is approximated
0>> 1) pp
− γ s sin 2 θ
pΘ (θ ) ≈ γ s / π cos θ e , for | θ |≤ π / 2

◊ Error probability is approximated by

π /M
Pe ≈ 1 − ∫
2
γ s / π cos θ e −γ s sin θ dθ
−π / M
u = γ s sin θ
2 ∞
∫γ
−u2
≈ e du γ s = E / N0
π s sin(π / M )

⎛ ⎛ π ⎞⎞ ⎛ 2 ⎛ π ⎞ Eb
⎞
= 2Q ⎜ 2γ s sin ⎜ ⎟ ⎟ = 2Q ⎜ (2 log 2 M ) sin ⎜ ⎟ ⎟⎟
⎝ ⎝ M ⎠⎠ ⎜ ⎝ M ⎠ N0 ⎠
⎝
Eb E γs
◊ = = When M=2 or 4:
N 0 N 0 log 2 M log 2 M
Pe ≈ 2Q 2 Eb / N 0 ( )
73
Chapter 4.3
4.3--2 Optimal Detection & Error Prob.
for PSK Signaling

◊ For large
g M and large
g SNR:
◊ sin(π/M) ~ π/M
◊ Error probability is approximated by
⎛ 2π 2 log M E ⎞
Pe ≈ 2Q ⎜ 2 b
⎟ for large M
⎜ M 2
N 0 ⎟⎠
⎝

◊ For large M,
M doubling M reduces effective SNR by 6 dB.
dB
◊ When Gray codes is used in the mapping
◊ Since the most probable errors occur in the erroreous selection of an
adjacent phase to the true phase
1
Pb ≈ Pe
k
74
Differentially Encoded PSK Signaling

◊ In p
practice,, the carrier pphase is extracted from the
received signal by performing nonlinear operation ⇒
phase ambiguity
p g y
◊ For BPSK
• The received signal is first squared.
• The resulting double-frequency component is filtered.
• The signal is divided by 2 in frequency to extract an estimate of the
carrier frequency and phase φ.φ
• This operation result in a phase ambiguity of 180°in the carrier phase.
◊ For QPSK,
QPSK there are phase ambiguities of ±90° and 180° in
the phase estimate.
◊ Consequently,
q y, we do not have an absolute estimate of the
carrier phase for demodulation.
75
Differentially Encoded PSK Signaling

◊ The pphase ambiguity

g y can be overcome by y encodingg the
information in phase differences between successive signals.
◊ In BPSK
◊ Bit 1 is transmitted by shifting the phase of carrier by 180°.
◊ Bit 0 is transmitted by a zero phase shift.
◊ IIn QPSK
QPSK, the
h phase
h shifts
hif are 0,
0 90°, 180°, and
d -90
90°, corresponding
di
to bits 00, 01, 11, and 10, respectively.
◊ The PSK signals resulting from the encoding process are
differentially encoded.
◊ The
h detector
d is
i a simple
i l phase
h comparator that
h
compares the phase of the demodulated signal over two
consecutive
i intervals
i l to extract the
h information.
i f i
76
Differentially Encoded PSK Signaling

◊ Coherent demodulation of differentially encoded PSK

results in a higher error probability than that derived for
absolute phase encoding.
◊ With differentially encoded PSK, an error in the
demodulated phase of the signal in any given interval
usually
ll results
lt in
i decoding
d di errors over two t consecutiveti
signaling intervals.
◊ Th error probability
The b bilit in
i differentially
diff i ll encoded
d d M-ary
M
PSK is approximately twice the error probability of M-
ary PSK with absolute phase encoding
encoding.
◊ Only a relative small loss in SNR.

77
Chapter 4.3
4.3--3 Optimal Detection & Error Prob.
for QAM Signaling

◊ In detection of Q
QAM signals,
g , need two filter matched to
φ1 (t ) = 2 / Eg g (t ) cos 2π f ct
φ2 (t ) = − 2 / Eg g (t ) sin 2π f ct

◊ Output of matched filters r =( r1, r2)

◊ Compute C (r, s m ) = 2r • s m − Em (See 4.2-28)
◊ Select mˆ = arg max C (r, s m )
1≤ m ≤ M

◊ To determine Pe Î must specify signal constellation

◊ For M=4,, figg ((a)) and ((b)) are ppossible constellations.
◊ Assume both have dmin =2A
• r = 2 A Î Eavg = 2 A2
1
• A1 = A, A2 = 3 A Î avg
E = ⎡⎣ 2(3 A2 ) + 2 A2 ⎤⎦ = 2 A2
4
78
Chapter 4.3
4.3--3 Optimal Detection & Error Prob.
for QAM Signaling

◊ When M=8,, four ppossible constellations in fig

g ((a)~(d).
) ( )
◊ Signal points (Amc, Ams)
◊ All have dmin =2A
◊ Average energy
1 M
Eavg =
M
∑ mc ms )
( A
m =1
2
+ A 2

A2 M
=
M
∑ (a
m =1
2
mc + ams
2
)

◊ (a) and (C): Eavg=6A2

◊ =6 83A2
(b): Eavg=6.83A
◊ (d): Eavg=4.73A2
◊ (d) require less energy

79
 Chapter 4.3
4.3--3 Optimal Detection & Error Prob.
for QAM Signaling
◊ Rectangular QAM
◊ Generated by two PAM signals in I-phase and Q-phase carriers.

◊ Easily demodulated.

◊ For M≧16, only requires energy slight greater than that of the

best 16-QAM constellation.

◊ When k is even, the constellation is square, the minimum
distance 6 log M
d min = 2
Ebavg
M −1
◊ Can be considered as two M -ary PAM constellations.
◊ An error occurs if either n1 or n2 is large enough to cause an error.
error
◊ Probability of correct decision is

( )
2
Pc , M −QAM = P2
c , M − PAM
= 1 − Pe, M − PAM

80
Chapter 4.3
4.3--3 Optimal Detection & Error Prob.
for QAM Signaling
◊ Probability of errors of square M-QAM
⎛ 1 ⎞
Pe , M −QAM = 1 − (1 − Pe, M − PAM
) 2
= 2 Pe , M − PAM ⎜1 − Pe , M − PAM ⎟
⎝ 2 ⎠
◊ Th error probability
The b bilit off PAM is
i (from
(f (4.3-4)
(4 3 4) & (4.3-5)
(4 3 5) )

⎛ 1 ⎞ ⎛ d min ⎞ ⎛ 1 ⎞ ⎛ 3log 2 M Ebavg ⎞

Pe, = 2 ⎜1 − ⎟ Q ⎜⎜ ⎟ = 2 ⎜1 − ⎟ Q ⎜⎜ ⎟
⎟
M − PAM
⎝ M ⎠ ⎝ 2 N0 ⎟ ⎝ M ⎠ ⎝ M −1 N0
⎠ ⎠
◊ Thus, the error probability of square M-QAM is
≦1
≦1
⎛ 1 ⎞ ⎛ 3log 2 M Ebavg ⎞ ⎛ ⎛ 1 ⎞ ⎛ 3log 2 M Ebavg ⎞⎞
Pe, M −QAM = 4 ⎜1 − ⎟ Q ⎜⎜ ⎟ × ⎜1 − ⎜1 − ⎟ Q ⎜⎜ ⎟⎟
⎝ M ⎠ ⎝ M − 1 N0 ⎟ ⎜ ⎝ M ⎠ ⎝ M − 1 N0 ⎟⎟
⎠ ⎝ ⎠⎠
⎛ 3log M ε bavg ⎞
≤ 4Q ⎜ 2
⎟ The upper bound is
⎜ M − 1 N0 ⎟
⎝ ⎠ quite
it tight
ti ht for
f large
l M

81
Chapter 4.3
4.3--3 Optimal Detection & Error Prob.
for QAM Signaling

◊ The penalty of increasing

transmission rate is 3dB/bit
for QAM.
◊ The penalty of increasing
transmission rate is 6dB/bit
for PAM and PSKPSK.
◊ QAM is more power efficient
compared with PAM and
PSK.
◊ The advantage g of PSK is its
constant-envelope properties.
◊ More comparisons
p are shown
in the text (page 200).
82
Chapter 4.3
4.3--4 Demodulation and Detection

◊ ASK,, PSK and QAM

Q have one- or two-dimensional
constellation
◊ Basis functions of PSK and QAM:
φ1 (t ) = 2 / Eg g (t ) cos 2π f c t
φ2 (t ) = − 2 / Eg g (t ) sin 2π f c t
◊ Basis functions of PAM:
φ1 (t ) = 2 / Eg g (t ) cos 2π f c t
◊ r(t) and basis functions are bandpass Î high sampling rate
◊ To relieve the requirement on sampling rate
Î First, demodulate signals to obtain a lowpass equivalent signals.
Î Then, perform signal detection.
83
Chapter 4.3
4.3--4 Demodulation and Detection

◊ From chapp 2.1 ((2.1-21 and 2.1-24):

)
Ex = Exl / 2 x(t ), y (t ) = Re { xl (t ), yl (t ) } / 2

◊ Optimal detection rule (MAP) becomes

⎛ N0 1 ⎞
m = arg
ˆ g max ⎜ r ⋅ s m + ln Pm − Em ⎟
1≤ m ≤ M ⎝ 2 2 ⎠
= arg max ( Re[rl ⋅ s ml ] + N 0 ln Pm − Eml / 2 )
1≤ m ≤ M
⎛ ⎡ ∞ ⎤ 1 ∞ ⎞
= arg max ⎜ Re ∫ rl (t ) sml (t )dt + N 0 ln Pm − ∫ sml (t ) dt ⎟
∗ 2

1≤ m ≤ M ⎝ ⎢⎣ −∞ ⎥⎦ 2 −∞ ⎠

◊ ML decision rule is
⎛ ⎡ ∞ ⎤ 1 ∞ ⎞
R ∫ rl (t ) s ml (t )dt
d − ∫ s ml (t ) dt
∗ 2
mˆ = arg max⎜ Re d ⎟
1≤ m ≤ M ⎝ ⎢⎣ −∞ ⎥⎦ 2 −∞ ⎠
84
Chapter 4.3
4.3--4 Demodulation and Detection

Complex
p matched filter.

Detailed structure of a
complex matched filter
in terms of its in-phase
and quadrature
components..

◊ Throughout this discussion we have assumed that the receiver

has complete knowledge of the carrier frequency and phase.
85
 Chaper 4.4:Optimal
Ch 4 4 O i l Detection
D i andd
Error Probability for Power-
Limited Signaling

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

86
Chaper 4.4-
4.4-1 Optimal Detection & Error Prob.
for Orthogonal Signaling

◊ In an equal-energy orthogonal signaling scheme, N=M and

s1 = ( E , 0,..., 0)
s 2 = (0,
(0 E ,..., 0)
=
s M = (0,
(0 00,..., E )

◊ For equiprobable equal-energy orthogonal signals, optimum

d t t
detector= largest
l t cross-correlation
l ti between
b t r and
d sm
mˆ = arg max r ⋅ s m
1≤ m ≤ M

∵ Constellation is symmetric & distance between signal points is 2E

∴ Error probability is independent of the transmitted signal

87
Chaper 4.4-
4.4-1 Optimal Detection & Error Prob.
for Orthogonal Signaling
◊ Suppose that s1 is transmitted, the received vector is
r = ( E + n1 , n2 ,..., nM )
◊ E is symbol energy
◊ (n r vs with σ n2 = N 0 / 2
( 1, n2,…, nM) are iid zero-mean Gaussian r.vs
◊ Define random variables R1 = r ⋅ s1
= ( E + n1 , n2 ,,...,, nM ) ⋅ ( E,0 ,0 )
Rm = r ⋅ s m , 1 ≤ m ≤ M = E + En1
Rm = Enm , 2 ≤ m ≤ M
◊ A correct decision is made if R1 > Rm for m=2,3,…,M
Pc = P[ R1 > R2 , R1 > R3 ,..., R1 > RM | s1 sent]

Baye’s
= P[ E + n1 > n2 , E + n1 > n3 ,..., E + n1 > nM | s1 sent]
∞
Theorem = ∫ P[n2 < n + E , n3 < n + E ,..., nM < n + E | s1 sent,n1 = n] ⋅ pn1 (n) dn
−∞
n2, n3,…,

( P[n )
M −1
nM are iid ∞
=∫ 2 < n + E | s1 sent,n1 = n] pn1 (n) dn
−∞
88
Chaper 4.4-
4.4-1 Optimal Detection & Error Prob.
for Orthogonal Signaling

◊ Since n2~N(0,N
( , 0/2))
⎛ n+ E ⎞
P[n2 < n + E | s1 sent,n1 = n] = 1 − Q ⎜ ⎟
⎜ N /2 ⎟
⎝ 0 ⎠
M −1
∞ 1 ⎡ ⎛ n+ E ⎞ ⎤ −
n2
◊ Pc = ∫ ⎢1 − Q ⎜ ⎟ ⎥ e 0 dn
N

π N 0 ⎢⎣ ⎜ ⎟ n+ E
⎝ N 0 / 2 ⎠ ⎥⎦
−∞
x=
N0 / 2
( x − 2 E / N0 )
2

1 ∞ −
∫
M −1
= (1 − Q ( x)) e 2
dx
2π −∞
( x − 2 E / N0 )
2
( x− )
2
2 E / N0
1 ∞ − 1 ∞ −

Pe = 1 − Pc = ∫ ⎡1 − (1 − Q ( x )) M −1
⎤ e 2
dx ∫ e 2
dx = 1
2π −∞ ⎣ ⎦
◊ 2π −∞

Pe Pe
P[[s m received | s1 sent ] = = k , 2 ≤ m ≤ M.
M −1 2 −1

89
Chaper 4.4-
4.4-1 Optimal Detection & Error Prob.
for Orthogonal Signaling

◊ Assume that s1 corresponds to data

sequence of length k and first bit=0
◊ Probability
y that first bit is detected as 1 =
prob. of detecting as {sm: first bit =1}
k −1 Pe 2k −1 1
Pb = 2 = P ≈ Pe
2 −1 2 −1
e
k k
2
◊ Last approximation holds for k>>1
◊ Fig: Prob. of bit error v.s. SNR per bit
◊ Increasing M, required SNR is reduced
Î in contrast with ASK, PSK and QAM

90
Error Probability in FSK signaling

◊ FSK signaling is a special case of orthogonal signaling when

l
Δf = , for any positive integer l
2T

◊ In binary FSK, a frequency separation that guarantees

orthogonality does not minimize the error probability.

◊ For binary FSK

FSK, the error probability is minimized when (see
Problem 4.18)
0.715
Δf =
T

91
A Union Bound on the Probability of Error in
Orthogonal Signaling
◊ From Sec.4.2-3, the union bound in AWGN channel is
2
d min
M −1 −
Pe ≤ e 4 N0

2
◊ In orthogonal signaling
signaling, d min = 2 E
E E
M − 1 − 2 N0 −
Pe ≤ e < Me 2 N0
2

◊ Using M=2k and Eb=E/k,

kEb k⎛ E ⎞
− − ⎜ b − 2ln 2 ⎟
2 ⎝ N0
Pe < 2k e 2 N0
=e ⎠

◊ If Eb / N 0 > 2 ln 2 = 1.39 (1.42dB) ⇒ Pe → 0 as k → ∞

Î If SNR per bit > 1.42 dB, reliable communication is possible (Sufficient, but
y)
not necessary)

92
A Union Bound on the Probability of Error in Orthogonal
Signaling

◊ A necessary and sufficient condition for reliable

communications is
Eb
> ln 2 = 0.693 ( − 1.6dB)
N0
◊ The -1.6 dB bound is obtained from a tighter bound on error
probability
⎧ e − ( k / 2)( Eb / N0 − 2ln 2) , Eb / N 0 > 4 ln 2
⎪
Pe ≤ ⎨
− k ( Eb / N 0 − ln l 2)
2

⎪⎩2e , ln 2 ≤ Eb / N 0 ≤ 4 ln 2

◊ The minimum value of SNR per bit needed, i.e., -1.6 dB is

Shannon Limit.

93
Chaper 4.4-
4.4-2 Optimal Detection & Error Prob. for
Bi--orthogonal Signaling
Bi

◊ A set of M
M=22k biorthogonal signals comes from NN=M/2
M/2
orthogonal signals by including the negatives of these signals
◊ Requires
q onlyy M/2 cross-correlators or matched filters
◊ Vector representation of biorthogonal signals
s1 = −s N +1 = ( E , 0,..., 0)
s 2 = −s N + 2 = (0, E ,..., 0)
=
s N = −s 2 N = (0, 0,..., E )
◊ Assume that s1 is transmitted, the received signal vector is
r = ( E + n1 , n2 ,..., nN )
◊ {nm} are zero-mean, iid Gaussian r.vs with σ n2 = N 0 / 2

94
94
Chaper 4.4-
4.4-2 Optimal Detection & Error Prob. for
Bi--orthogonal Signaling
Bi

◊ Since all signals are equiprobable and have equal energy

energy, the
optimum detector decides m with the larges magnitude of
C ( r, s m ) = r ⋅ s m , 1≤ m ≤ M / 2
◊ The sign is to decide whether sm(t) or –sm(t) is transmitted
◊ P [ correct decision ] = P[[r1 = E + n1 > 0, r1 >| rm |=| nm |,| m = 2,3,..., M ]
r1

But, P [| nm |< r1 | r1 > 0] = 1 r1 1

∫ ∫
2 2
e− x e − x / 2 dx
N0 2
◊ / N0
dx =
π N0 2π
r1
− r1 −
N0 2

◊ Probability of correct decision is

( M / 2) −1
∞⎛ 1 r1
⎞ r1 ~ N ( E , N 0 / 2)
Pc = ∫ ⎜ ∫
2
−x /2
dx ⎟
N0 2
e p (r1 )dr1 v = r1 2 / N 0
0 ⎜ ⎟
π
r1
⎝ 2 −
N 0 2 ⎠
( M / 2) −1
1 ∞ ⎛ 1 v + 2 E / N0 − x2 / 2 ⎞
∫ ∫
− v2 / 2
=
− 2E/N 0 ⎜ ⎟
e d
dx e dv
d
2π ⎝ 2π − ( v + 2 E / N0 )
⎠
95
Chaper 4.4-
4.4-2 Optimal Detection & Error Prob. for
Bi--orthogonal Signaling
Bi

◊ Symbol error Probability

Pe=1−Pc

◊ Fi Pe v.s. Eb/N0
Fig:
◊ E=k Eb

Shannon
Limit

96
96
Chaper 4.4-
4.4-3 Optimal Detection & Error Prob. for
Simplex Signaling

◊ Simplex
p signals
g are obtained from shifting
g a set of orthogonal
g
signals by the average of these orthogonal signals
ÎGeometry of simples signals is exactly the same as that of original
orthogonal signals
◊ The error probability equals to the original orthogonal signals
◊ Since simplex signals have lower energy, the energy in the
expression of error probability should be scaled, i.e.,
2
⎛ M 2E ⎞
−⎜⎜ x − ⎟⎟ / 2
1 ∞
∫−∞ ⎣
M −1 N 0
Pe = 1 − Pc = ⎡1 − (1 − Q ( x )) M −1
⎤⎦e ⎝ ⎠
dx
2π
◊ A relative
l i gain
i off 10 llog(M/M−1)
( / 1) dB
d over orthogonal
h l signaling
i li
◊ M=2Æ 3dB gain; M=10, 0.46 dB gain

97
 Chap 44.5
Ch 5 :Optimal
O i l Detection
D i in
i
Presence of Uncertainty: Non-
coherent Detection

Wireless Information Transmission System Lab.

Institute of Communications Engineering
g g
National Sun Yat-
Yat-sen University

98
Chaper 4.5 Optimal Detection in Presence of Uncertainty:
Non--coherent Detection
Non

◊ Previous sections assume that signal{s )} or orthonormal basis {φj((t)}

g { m((t)} )}
are available
◊ In many cases the assumption is not valid
◊ Transmission over channel introduces a random attenuation or a random
phase shift to the signal
◊ Imperfect knowledge of signals at rx when the tx and rx are not perfectly
synchronized
Î Although the tx knows {sm(t)}, due to asynchronism, it can only use {sm(t−
td)}; td is random time slip between the tx and rx clock
◊ Consider transmission over AWGN channel with random parameter(θ)
r (t ) = sm (t ;θ ) + n(t )
◊ By K-L expansion theorem (2.8-2), we can find an orthornaormal basis
r = s m ,θ + n

99
Chaper 4.5 Optimal Detection in Presence of Uncertainty:
Non--coherent Detection
Non

◊ The optimal (MAP) detection rule is (see 4.2-15)

mˆ = arg max Pm p (r | m)
1≤ m ≤ M

g max Pm ∫ p (r | m, θ ) p (θ )dθ
= arg
1≤ m ≤ M

= arg max Pm ∫ pn (r − s m ,θ ) p (θ )dθ

1≤ m ≤ M
◊ The decision rule determines the decision regions
◊ The minimum error probability is

( ∫ p(r | m,θ ) p(θ )dθ ) dr

M
Pe = ∑ Pm ∫
Dmc
m −1

∑ ∫ ( ∫ p (r − s )
M M
= ∑ Pm n m ,θ ) p (θ )dθ dr (4.5-3)
Dm '
m −1 m '=1
m '≠ m

100
Chaper 4.5 Optimal Detection in Presence of Uncertainty:
Non--coherent Detection
Non

◊ ( ) Consider a binaryy antipodal

(ex) p signaling
g g system
y w. equiprobable
q p
signals s1(t)=s(t) & s2(t)=−s(t) in an AWGN channel w. noise PSD N0/2
◊ The channel is modeled as
r (t ) = Asm (t ) + n(t )
◊ A>0: random gain with PDF p(A)
◊ A<0: random ggain with PDF p( )
p(A)=0
◊ p(r | m, A) = pn( r − A sm )
◊ Optimal decision region for s1(t) is

{
D1 = r : ∫ e
∞

0
− ( r − A Eb ) 2 / N 0
p ( A) dA > ∫ e
∞

0
− ( r + A Eb ) 2 / N 0
p ( A)dA }
= {r : ∫ e ( ) p( A)dA > 0} ∵ A>0
∞ −2 rA
− A2 Eb / N 0 2 rA
A Eb / N 0 A Eb / N 0
e −e
0
−2 rA Eb / N 0 −2 rA Eb / N 0
e
2 rA Eb / N 0
−e >0 ∴(e 2 rA Eb / N 0
−e )>0
= {r : r > 0} =e
4rA
A Eb / N 0
>1
=>4rA Eb / N 0 > 0
101 => r > 0
Chaper 4.5 Optimal Detection in Presence of Uncertainty:
Non--coherent Detection
Non

◊ The error probability is

⎛ ∞ 1 ⎞
2
( r + A Eb )
∞ −
Pb = ∫ ⎜ ∫ e N0
dr ⎟ p ( A)dA
0 ⎜ 0 ⎟
π N0
⎝ ⎠
∞⎛ ⎡ N ⎤⎞
= ∫ ⎜ P ⎢ N (− A Eb , 0 ) > 0 ⎥ ⎟ p ( A)dA
0
⎝ ⎣ 2 ⎦⎠
∞ ⎛ ⎡ A Eb ⎤ ⎞
=∫ ⎜ P ⎢ N (0,1) > ⎥ ⎟ p( A)dA
0 ⎜ ⎢ N 0 / 2 ⎥⎦ ⎟⎠
⎝ ⎣
( )
∞
= ∫ Q A 2 Eb / N 0 p ( A)dA
0

= E ⎡Q ( A 2 E / N )⎤
⎣ b 0
⎦

102
Chaper 4.5-
4.5-1 Noncoherent Detection of Carrier
Modulated Signals

◊ For carrier modulated signals, {sm(t)} are bandpass with

lowpass equivalents sml(t)
sm (t ) = Re ⎡⎣ sml (t )e j 2π fct ⎤⎦
◊ In AWGN channel,
r (t ) = sm (t − td ) + n(t )
◊ td : random
d time
ti asynchronismh i between b t t and
tx d rx
◊ r (t ) = Re ⎡⎣ sml (t − td )e j 2π fc ( t −td ) ⎤⎦ + n(t )
= Re ⎡⎣ sml (t − td )e − j 2π fctd e j 2π fct ⎤⎦ + n(t )
◊ Lowpass equivalent of sm(t − td) is sml (t − td )e − j 2π fctd
◊ In practice, td <<TS ⇒ sml (t − td) ≈ sml (t)
◊ The random phase shift φ =2πfctd could be large since fc is large
ÎNoncoherent Detection
103
Chaper 4.5-
4.5-1 Noncoherent Detection of Carrier
Modulated Signals

◊ In the noncoherent case,

Re ⎡⎣ rl (t )e j 2π fct ⎤⎦ = Re ⎡⎣ (e jφ sml (t ) + nl (t ))e j 2π fct ⎤⎦
◊ The baseband channel model:
rl (t ) = e jφ sml (t ) + nl (t )
◊ Vector equivalent form:
rl = e jφ s ml + n l
◊ The optimum noncoherent detection is

Pm 2π
∫
jφ
mˆ = arg max p (r − e s ml )dφ
1≤ m≤ M 2π 0 nl l
From (2.9 − 13)
F
From (4
(4.5-3)
5 3) Pm 1 2
2π − rl − e jφ s ml /(4 N0 ) nl ~ N (0 N ×1 , 2 N 0 I N )
N ∫0
= arg max e dφ
1≤ m ≤ M 2π ( 4π N 0 )

104
Chaper 4.5-
4.5-1 Noncoherent Detection of Carrier
Modulated Signals
sm = sml cos 2π f c t
P 1 2π
2
− rl − e jφ s ml /(4 N 0 ) 2

∫ dφ
sml
ˆ = arg
◊ m g max m e
2
→ Em = ∫ sml cos 2π f c t dt= 2

1≤ m ≤ M 2π ( 4π N 0 ) N 0
→ s ml
2
= 2Em
2

{ }
2 2
E 1 rl − e jφ sml
2
= rl − 2 Re rl ⋅ e jφ sml + e jφ sml
P − m 2π Re[ rl ⋅e jφ s ml ]
= arg max m e ∫ dφ
2 N0 2 N0
e R {r ⋅ e } + 2E
2 jφ
= rl − 2 Re sml
2π
l m
1≤ m ≤ M 0

( )
Em 1 H
Re[( rl ⋅s ml ) e − jφ ] ⋅ r =e- jφ ( sml ) ⋅ r
H
Pm − 2π rl ⋅ e jφ sml = e jφ sml
∫ dφ
2 N0 2 N0
= arg max e e
1≤ m ≤ M 2π 0 =e- jφ r ⋅ sml
Em 1
P − 2π Re[|rl ⋅s ml |e− j ( φ −θ ) ]

∫ dφ
2 N0 2 N0
= arg max m e e
1≤ m ≤ M 2π 0 rl ⋅ s ml =| rl ⋅ s ml | e jθ
Em 1
Pm − 2 N0 2π 2 N0 |rl ⋅sml |cos(φ −θ ) θ : phase of rl ⋅ s ml
= arg max
1≤ m ≤ M 2π
e ∫0
e dφ
I 0 ( x) is modified Bessel function
−
Em
⎛| r ⋅s |⎞ of the 1st kind and order zero
= arg max Pm e 2 N0
I 0 ⎜ l ml ⎟ 1 2π
1≤ m ≤ M ⎝ 2 N0 ⎠ I 0 ( x) =
2π ∫0
e x cosφ dφ
105
Chaper 4.5-
4.5-1 Noncoherent Detection of Carrier
Modulated Signals

◊ If signals are equiprobable and have equal energy,

⎛ | rl ⋅ s ml | ⎞
m = arg max I 0 ⎜
ˆ ⎟ I0(x) is increasing
1≤ m ≤ M ⎝ 2 N 0 ⎠
= arg max | rl ⋅ s ml |
1≤ m ≤ M
∞
= arg max | ∫ rl (t ) sm* l (t )dt | E l Detector
Envelop D t t
1≤ m ≤ M −∞

106
4.6 Comparison
p of Digital
g Modulation Methods

◊ One can compare the digital modulation methods on the basis of

the SNR required to achieve a specified probability of error.
◊ However, such a comparison would not be very meaningful,
unless it were made on the basis of some constraint, such as a
fixed data rate of transmission or, on the basis of a fixed
bandwidth.
bandwidth
◊ For multiphase signals, the channel bandwidth required is
simply the bandwidth of the equivalent low-pass
low pass signal pulse
g(t) with duration T and bandwidth W, which is approximately
equal to the reciprocal of T.
R
◊ Since T=k/R=(log2M)/R, it follows that W =
log 2 M

107
4.6 Comparison
p of Digital
g Modulation Methods

◊ As M is increased,, the channel bandwidth required,

q , when the bit
rate R is fixed, decreases. The bandwidth efficiency is measured
by the bit rate to bandwidth ratio, which is
R
= log 2 M
W
◊ The bandwidth-efficient method for transmitting PAM is single-
sideband. The channel bandwidth required to transmit the signal
is approximately
pp y equal
q to 1/2T and,
R
= 2 log 2 M
W
this iis a ffactor
thi t off 2 bbetter
tt ththan PSK
PSK.
◊ For QAM, we have two orthogonal carriers, with each carrier
having a PAM signal.signal

108
4.6 Comparison
p of Digital
g Modulation Methods

◊ Thus, we double the rate relative to PAM. However, the QAM

signal must be transmitted via double-sideband.
double sideband Consequently,
Consequently
QAM and PAM have the same bandwidth efficiency when the
bandwidth is referenced to the band
band-pass
pass signal.
◊ As for orthogonal signals, if the M = 2k orthogonal signals are
constructed by
y means of orthogonal
g carriers with minimum
frequency separation of 1/2T, the bandwidth required for
transmission of k = log2M information bits is
M M M
W = = = R
2T 2(k R ) 2 log 2 M
In the case, the bandwidth increases as M increases.
◊ In the case of biorthogonal
g signals,
g the required
q bandwidth is
one-half of that for orthogonal signals.
109
4.6 Comparison
p of Digital
g Modulation Methods

A compact and meaningful

comparison of modulation
methods is one based on the
normalized data rate R/W (bits per
second per hertz of bandwidth)
th SNR per bit (εb/N0 )
versus the
required to achieve a given error
probability
probability.
In the case of PAM, QAM, and
PSK, increasing M results in a
higher bit-to-bandwidth ratio R/W.

110
4.6 Comparison
p of Digital
g Modulation Methods

◊ However, the cost of achieving the higher data rate is an

increase in the SNR per bit.
◊ Consequently, these modulation methods are appropriate for
communication
i i channels
h l that
h are bandwidth
b d id h limited,
li i d where
h we
desire a R/W >1 and where there is sufficiently high SNR to
support increases in M.
M
◊ Telephone channels and digital microwave ratio channels are
p of such band-limited channels.
examples
◊ In contrast, M-ary orthogonal signals yield a R/W ≤ 1. As M
increases, R/W decreases due to an increase in the required
channel bandwidth.
◊ The SNR per bit required to achieve a given error probability
decreases as M increases.
111
4.6 Comparison
p of Digital
g Modulation Methods

◊ Consequently, M ary orthogonal signals are appropriate for

M-ary
power-limited channels that have sufficiently large bandwidth to
accommodate a large number of signals.
◊ A M→∞, the
As h error probability
b bili can be
b maded as smallll as desired,
d i d
provided that SNR>0.693 (-1.6dB). This is the minimum SNR
per bit required to achieve reliable transmission in the limit as
the channel bandwidth W→∞ and the corresponding R/W→0.
◊ The figure above also shown the normalized capacity of the
b d li i d AWGN channel,
band-limited h l which
hi h is
i due
d to Shannon
h (1948).
( )
◊ The ratio C/W, where C (=R) is the capacity in bits/s, represents
the highest achievable bit rate-to-bandwidth
rate to bandwidth ratio on this
channel.
◊ Hence,, it serves the upper
pp bound on the bandwidth efficiencyy of
any type of modulation.
112