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Random Processes and Spectral

Analysis
Introduction to Communication Systems • An RV that is a function of time is called a
Lecture 12 random process or stochastic process.

• Communication signals as well as noises,

Performance Analysis of Digital
Communication System typically random and varying with time, are
well characterized by random processes.
Bilge Kartal Çetin, PhD

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Ensemble- Sample Function

Random Variable vs Random Process
-SAMPLE FUNCTION
A wafeforms in this
possible waveforms
collection
• In the case of an RV, the outcome of each trial of
the experiment is a number.

-ENSEMBLE-
The collection of all
• An Random Process also can be seen as the
possible waveforms outcome of an experiment, where the outcome
of each trial is a waveform (a sample function)
that is a function of t.

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The Mean 𝑥(𝑡) of a random process

Characterization of a Random Process
x(t)
• The ensemble has the complete information • The mean of a random process can
about the RP. determined from the first order PDF as
• Need some quantitative measure that will specify
or characterize the RP.
• Consider RP as an RV x that is a function of time.
Hence RP is just a collection of an infine number
of RVs, which are generally dependent.
• Joint PDF provides the complete information of • The mean of a random process is typically a
several dependent RV which it belongs to. deterministic function of time t.
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Autocorrelation Function of a Random Using correlation to measure the

Process
• Autocorrelation function is the most important
statistical characteristic of a Random Process
• It has the information about the spectral content of
the process which depends on the rapidity of the
amplitude change with time.
similarity of amplitudes at t1 and t2=t1+𝜏
• Autocorrelaton function Rx(t1,t2) is defined as
• The correlation of RV x(t1) and x(t2), indicate the similarity
between RVs x(t1) and x(t2)
• For small 𝜏, the product x1x2  positive but y1y2 will be
 equally likley to be positive or negative.
• X1 and x2 will show correlation for considerable larger of 𝜏,
whereas y1 and y2 will lose correlation quicly, even for
small 𝜏.
• Autocorrelation function provides valuable information
about he frequency content of the process.

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Power Spectral Density and Wiener-

Khintchine Theorem for Random Process
• The PSD of a random process x(t) is the ensemble
average of the PSDs of all sample functions.

• FT of time truncated RP

• Wiener-Khintchine theorem

• For the PSD to exist, the process must be stationary (at

• For small 𝜏, the product x1x2  positive but y1y2 will be  equally likley to be
positive or negative. least wide sense). Stationary process are power signals.
• Hence, 𝑥 𝑥 will be larger than 𝑦 𝑦
• X1 and X2 will show correlation for considerably larger values of τ, whereas y1 and
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y2 will lose correlation quicly.

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Autocorrelation function for real Mean square value of random process is

process is an even function of 𝜏 Rx(0)
• Because is an • The mean square value 𝑥 of the random process
even function of f, x(t) is 𝑅 0

•  even function
• The mean square value 𝑥 is not the time mean
of f square of a sample function
• The mean square value 𝑥 is the ensemble
 even function of 𝜏 average of the amplitude squares of sample
functions at any instant t.

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Bandpass White Gaussian Random

The Power of a Random Process
Process
• The power Px (average power) of a wide-sense • Gaussian random process with a uniform PSD
random process x(t) is its mean square value is called white gaussian RP
𝑥 . • Popular notion for white gaussian noise is
Sn(t)=N/2, and bandwidth of 2B

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Quandrature Representaion of Noise How to find the White Gaussian Noise

RVs nc(t) and ns(t) are uncorrelated Gaussina
RVs with zero mean and variance 2NB. So
their PDFs are identical
Mean is zero
Power?
• We know mean square values of guadrature components
of the noise are identical to that of n(t)
𝑅 𝜏 = 𝑥 𝑡 𝑥(𝑡 + 𝜏)  𝑅 0 = 𝑥 𝑡 𝑥(𝑡) = 𝑥(𝑡) = 𝑥
• 𝑅 𝜏 =∫ 𝑆 (𝑓)𝑒 𝑑𝑓
• 𝑃 = 𝑛 = 𝑅 0 = ∫ 𝑆 (𝑓) 𝑑𝑓
• 𝑆 (𝑓) is even function of f so
• 𝑃 = 𝑛 = 𝑅 0 = 2 ∫ 𝑆 (𝑓) 𝑑𝑓 **this is the area
under the PSD, mean square value of n(t) equal to its
power

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Cumulative Distribution Function

Probability Density Function (PDF)
CDF
• For any real number x, the CDF is the probability
that the random variables X is no larger than x.
• All random variabless have cumulatie distribution
but only discrete random variables have
probability mass function.
• CDF describes the probability that an outcome will
be less than or equal to a specified value.
• 𝐹 𝑥 = 𝑃(𝑥 ≤ 𝑥)

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The Gaussian Random Variable Gaussian Random Variable

• Standard Gaussian or Normal probability • From the symmetry of 𝑝 𝑥 about the origin,
density. Named after mathematician Carl and the fact that the total area under
𝑝 𝑥
Friedrich Gauss equal to 1

x=2 error is 18.7%

x=4 error is 10.4%
x=6 error is 2.3%
x>2.15 error is <1%
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General Gaussian Density Function (m, 𝜎) Gaussian PDF with mean m and variance
𝜎

Letting (x-m)/ 𝜎 =z

• Erfc function (error function or gauss error

function)

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PERFORMANCE ANALYSIS OF DIGITAL Learning Outcomes in Performance

COMMUNICATION SYSTEMS Analysis
• Analog Communication  Reproduction of • Ability to apply the fundamental tools of
waveform probability theory and random process for
• Digital CommunicationWhich waveform is BER performance analysis.
transmitted

• Optimum detection receivers to minimize the

• Analog Communication Output Signal to Noise
Ratio receiver BER
• Digital Communication  Probability of bit error
(Bit error rate-BER)
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Gaussian PDF with mean m and

The Gaussian Random Variable
variance 𝜎
• Standard Gaussian or Normal probability
density. Named after mathematician Carl
Friedrich Gauss
Letting (x-m)/ 𝜎 =z

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Received Pulses with Noise

Threshold Detection Optimum detecion threshold
Transmitted messages:
Due to channel noise the sampler output is ±𝐴 + 𝑛, n = n(𝑇 )
• m=1  positive pulse p(t)
• m=0  negative pulse –p(t)
• To detect the pulses at the receiver, each pulse is
sampled at its peak amplitude.
• Let the peak amplitude of p(t) be 𝐴 at 𝑡 = 𝑇 ,
𝑝 𝑇 =𝐴
• At the receiver input; In the absence of noise, the
the optimum detection threshold is zero;
sampler output is either The received pulse is detected as
𝐴 (for m=1) or −𝐴 (for m=0) 1 if the sample value is +
0 if the sample value is -
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Noise has Gaussian PDF with zero

Binary Data Detection Error Probability
mean
• 0 is transmitted detected as 1 • Error probabilities can be calculated with Q(.) function
𝑨𝒑
• if −𝐴 + 𝑛 > 0 𝑡ℎ𝑎𝑡 𝑖𝑠 𝑛>𝐴 • 𝑷 𝝐 𝟎 = 𝑷 𝒏 > 𝑨𝒑 = 𝑸( )
𝝈𝒏
• Error proability given that 0 is transmitted • 𝑷 𝝐 𝟏 = 𝑷 𝒏 < −𝑨𝒑 = 𝑸
𝑨𝒑
=𝑷 𝝐𝟎
𝝈𝒏

𝑷 𝝐 𝟎 = 𝑷(𝒏 > 𝑨𝒑 )
𝒙 𝒎
𝑷 𝑿 > 𝒙 = 𝑸( )
• 1 is transmitted detected as 0 𝝈𝒏

• if 𝐴 + 𝑛 < 0 𝑡ℎ𝑎𝑡 𝑖𝑠 𝑛 < −𝐴

• Error proability given that 1 is transmitted

𝑷 𝝐 𝟏 = 𝑷(𝒏 < −𝑨𝒑 )

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We can use a single table with 𝜇 =

Q function & erfc 0 𝑎𝑛𝑑 𝜎 = 1 for the probability of bit error

Q(1.82) ?
1 𝑥
𝑄 𝑥 = erfc
2 2

erfc x = 2Q(x 2)

Q(2.63) ?

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