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NPT41 - Band Pass Processes
NPT41 - Band Pass Processes
NPT41 - Band Pass Processes
We can do the correlation and power spectral analysis of such signals in the usual
manner. However, for analysis of nonlinear operations like the multiplication with a
random process, the following trigonometric representation is useful.
Fig. Power spectrum of a band-pass random process
and
RX C X S (t ) = RX (t ) cos w0 (t + t ) cos w 0t - RY (t )sin w 0 (t + t ) sin w 0t
- RXY (t ) cos w0 (t + t ) sin w 0t + RYX (t ) sin w0 (t + t ) cos w 0t
= RX (t )[cos w 0 (t + t ) cos w 0t - sin w 0 (t + t )sin w 0t ]
- RXY (t )[cos w 0 (t + t )sin w 0t - si n w 0 (t + t ) cos w 0t ]
= RX (t ) cos w 0t - RXY (t )sin( -w 0t )
= RX (t ) cos w 0t - RYX (t )sin w0t
{Y (t )}
{ X (t )}h(t ) = p1t
�-j if w >0
�
H ( w ) = �j if w <0
�0 if w =0
�
\ H (w ) = - j sgn(w )
2
and H (w ) = 1
\ SY ( w ) = H ( w ) S X (w ) = S X ( w )
2
and
�jS (w ) for w > 0
S XY (w ) = H ( w ) S XX (w ) = � XX
�- jS XX (w ) for w < 0
�- jS ( w ) for w >0
SYX (w ) = H * ( w ) S XX (w ) = � XX
�jS XX ( w ) for w <0
\ SY ( w ) = S X ( w )
and
S XY (w ) = - SYX ( w )
RX (t ) = RY (t )
and
RXY (t ) = - RYX (t )
�
The Hilbert transform of X (t ) is denoted as X (t ). Therefore, from (2) and (3) we
establish
�
X C (t ) = X (t ) cos w0t + X (t )sin w0t
�
and X S (t ) = X (t ) cos w0t - X (t ) sin w0t
and
The realization for the in phase and the quadrature phase components is shown in the
figure below.
From the above analysis, we can summarise the following expressions for the
autocorrelation functions
RX (t ) = RX (t ) = RX (t ) cos w0t + RYX (t ) sin w 0t
C S
where
Rˆ X (t ) = Hilbert transform of RX (t )
�
h( s) RX (t - s)ds
=�
-�
s X2 c = s X2 s = RX (0).
RX (t )h(t ) = pt1 Rˆ X (t )
Similarly,
RX C X S (t ) =RX (t )sin w0t - RYX (t ) cos w0t
=RX (t ) sin w0t - Rˆ X (t ) cos w 0t
and
�j[ S (w + w0 ) - S X (w - w 0 )] w �B
S X C X S (w ) = � X
�0 otherwise
Notice that the cross power spectral density S X C X S (w ) is purely imaginary. Particularly, if
S X (w ) is locally symmetric about w 0 ,
S X C X S (w ) = 0
implying that
RX C X S (t ) = 0
Consequently, the zero-mean processes { X c (t )} and { X s (t )} are also uncorrelated.
Example
Suppose the band-limited white-noise process { X (t )} has the PSD S X (w ) as shown in
Fig below.
N0 w
2
B
wc w
S Xc (w ) = S X s (w )
N0
2
-B B w
2
2
Bt
N 0 B sin 2
RX (t ) = cos w 0t
2p Bt
2
The plot of S X c (w ) = S X s (w ) is as shown in the Fig. Therefore,
Bt
sin
N B 2
RX c (t ) = RX s (t ) = 0
2p Bt
2
Remark
(1) The representation of the band-pass process { X (t )} in terms of the in-phase and
the quadrature phase components is not unique. By selecting different w c , we can
have different representations.
(2) The band-pass process { X (t )} can be represented as
X (t ) = A(t ) cos(w 0 t + Q(t ))
where
A(t ) = X c2 (t ) + X s2 (t )
and
X s (t )
Q(t ) = tan -1 .
X c (t )
A(t ) and Q(t ) are respectively called the envelope and the phase of the process
{ X (t )}.
(3) If { X (t )} is a Gaussian process, then { Xˆ (t )} ( being linear transform of { X (t )} )
is also Gaussian. Consequently, the processes { X c (t )} and { X s (t )} are also
Gaussian.
(4) Under the condition of local symmetry of S X (w ) about w 0 , { X c (t )} and { X s (t )}
are uncorrelated. If { X c (t )} and { X s (t )} are also Gaussian. processes, then
{ X c (t )} and { X s (t )} will be independent . Using the results on the PDF of
functions of RVs, we get following.
The envelope A(t ) = X c2 (t ) + X s2 (t ) will be Rayleigh-distributed. Thus
�
2
x
-
� x 2 RX c {0)
� e , for x > 0
f A( t ) ( x) = �RX {0)
�
c
�0 otherwise
-1 X s (t )
The phase Q(t ) = tan will be U [0 2p ] distributed
X c (t )