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Analog Communicationlecture 15
Analog Communicationlecture 15
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
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)
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
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).
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
Input W(t) N0
SW ( f )
2
Output N(t) N0
, for f in passband
SN ( f ) 2
0,
N0 B
2
N
otherwise