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02Fall2012
Lecture#9
Asmallpostscriptonmultiplerandomvariables
Introductiontomodulationanddemodulation
Input/outputdescriptionsofsystems
Lineartimeinvariant(LTI)models
6.02 Fall 2012 Lecture 9, Slide #1
DealingwithMultipleRandomVariables
PDFofarandomvariableX:
fX(x) 0 and fX(x) dx = 1
(thisintegralisovertheentirerealline)
Thenaturalextensiontothecaseoftworandom
variables XandYisthejointPDFofX and Y:
fX,Y(x,y) 0 andfX,Y(x,y) dx dy = 1
(2Dintegralcoverstheentirex,y plane)
ExpectedvalueofafunctionofX,Y:
E[g(X,Y)] = g(x,y) fX,Y(x,y) dx dy
Andsimilarlyformorerandomvariables
6.02 Fall 2012 Lecture 9, Slide #2
InourSignalDetectionSetting
Lastlecturewediscussedaveragingmultiplerandom
variables:A = (w[1] + w{2] + .. + w[M]) / M
andwantedthemeanandvarianceofA.
Hereeachw[n] wastheadditivenoisecomponentofa
receivedsampleinafixedbitslot,andassumedtobea
zeromeanGaussianofvariance2,independentofall
otherw[.] .Thesew[.] constituteadditivewhite
Gaussiannoise(AWGN)whitehere=zeromeaniid
Strictlyspeaking,weshouldhavebeenworkingwith
thejointPDFoftheM randomvariables,inan M
dimensionalspace.However,thefollowingfactssuffice
togetusthroughwithjust1DPDFs:
6.02 Fall 2012 Lecture 9, Slide #3
TwoImportantFacts
WewritethesefortworandomvariablesX andY, buttheresults
extendtoM randomvariables.Also,g(.) and h(.) beloware
arbitraryfunctions.
1. Expectationisalwaysadditive,i.e.,
E[g(X,Y) + h(X,Y)] = E[g(X,Y)]+ E[h(X,Y)]
Followsfromthefactthatintegrationisadditive;needsno
assumptions(apartfromexistenceoftheexpectedvalue)
Inparticular,E[g(X) + h(Y)] = E[g(X)]+ E[h(Y)]
TheRHSonlyneeds1DPDFs,notjointPDFs!
2. ForINDEPENDENTrandomvariables,expectationis
alwaysmultiplicative.Infact,X andY areindependentifand
onlyif E[g(X)h(Y)] = E[g(X)].E[h(Y)]
forallchoicesoffunctionsg(.) andh(.).
Again,theRHSneedsonly1DPDFs,notjointPDFs!
6.02 Fall 2012 Lecture 9, Slide #4
ASingleLink
codeword
bitsin
generate
1001110101 digitized modulate DAC
symbols
demodulate sample&
ADC &filter threshold
1001110101
codeword
bitsout
1001110101
Sample
value
Samplenumbern
(discretetimeindex)
Distortednoisefreesignaly[n]atreceiver
continuoustime
NOISY & DISTORTING ANALOG CHANNEL
demodulate sample&
ADC &filter threshold
1001110101
codeword
clocked,discretetime bitsout
DAC:Digitaltoanalogconverter
ADC:Analogtodigitalconverter
6.02 Fall 2012 Lecture 9, Slide #7
ASingleLink
codeword
bitsin
generate
1001110101 digitized modulate DAC
symbols
demodulate sample&
ADC &filter threshold
1001110101
codeword
bitsout
bitratesamples
demodulate sample&
ADC &filter threshold
1001110101
y[n]
,PDJHE\0,72SHQ&RXUVH:DUH codeword
bitsout
v0 = 0 v1 = V > 0 (onoffor
amplitude keying)
oralternatively
v = V v = V > 0(bipolaror
0 1
phase-shiftkeying)
Couldalsokeythefrequency.
6.02 Fall 2012 Lecture 9, Slide #10
FromBrantRocktower,radioagewassparked
ByCarolynY.Johnson,GlobeStaff| July30,2006
MARSHFIELD,MA Acenturyago,radiopioneer
ReginaldA.Fessendenusedamassive420footradio
towerthatdwar fedBrantRocktosendvoiceandmusicto
shipsalongtheAtlanticcoast,inwhathasbecomeknown
astheworld'sfirstvoiceradiobroadcast.Thisweek,
Marshfieldwilllayclaimtoitslittleknownradioheritage
withathreedayextravaganzatocelebratethefeat
includingpilgrimagestothebaseofthelongdismantled
tower,acocktailtobenamedtheFessendenFizz,anda
dramaticreenactmentofthehistoricmoment,called
``MiracleatBrantRock.
AmplitudeModulation(AM)
1001110101
Manywaystodothat,e.g.,takeabsolutevalueand
thenlocalaverageoverhalfperiodofcarrier
Forbipolarkeying,weneedthesign:
v0 = V v1 = V > 0
z[n] = t[n]cos( c n)
x[n] t[n]
NOISY & DISTORTING ANALOG CHANNEL c=2/16
t[n] 16samplespercycle
z[n]
ADC demodulate
z[n]
1001110101
r[n]=z[n]++z[nL],L+1lengthoftheaveragingfilter
ForL+1=8,2ccomponentisat2/8,whichis8samplespercycle
So,the2ccomponentgetsaveragedout
Attransitions,thereisabitofdegradation,butwemakedecisionson
themiddlesamples
r[n]
1001110101
6.02
.02 Fall 2012 Lecture
Lecturre 9,
9 Slide #18
ModelingChannelBehavior
codeword
bitsin
generate x[n]
1001110101 digitized modulate DAC
symbols
demodulate sample&
ADC &filter threshold
1001110101
y[n]
codeword
bitsout
Distortednoisefreesignaly[n]atreceiver
x[n] S y[n]
Adiscretetimesignalsuchasx[n]ory[n]isdescribedby
aninfinitesequenceofvalues,i.e.,thetimeindexntakes
valuesinto+.Theabovepictureisasnapshotata
particulartimen.
Inthediagramabove,thesequenceofoutputvaluesy[.]is
theresponseofsystemStotheinputsequencex[.]
Question:WhydidntIwrite:
Inthediagramabove,thesequenceofoutputvaluesy[n]is
theresponseofsystemStotheinputsequencex[n] ??
6.02 Fall 2012 Lecture 9, Slide #21
Notation,Notation!
Wewanttobeclear,butbeingoverlyexplicitaboutthingsleads
toalotofnotationalclutter.Sowetakeshortcutsandliberties,
abusingandoverloadingthenotation,inthehopethatcontext
andotherfactorswillmakeourmeaningclear.
Butpoornotationcanalsoimpede,mislead,confuse!Soonehas
drawthelinecarefully.
Example:ourhardworkingdiscretetimeindexn
(incontinuoustime,itst).Specifically,x[n]candenote
(a) thevalueofthesignalxataparticulartimen
(b) thesequenceofvaluesforninto+,i.e.,the
entiresignalx.
For(b),itsoftenclearertowritex[.]orjustxparticularlyif
therearemultiplesignalsinvolved,becausethesamedummy
indexnshouldntbeusedforboth.
Ontheotherhand,ifyouwanttousex[n]foraspecificvalueof
time,itssometimesclearertowritex[n0]
6.02 Fall 2012 Lecture 9, Slide #22
UnitStep
Asimplebutusefuldiscretetimesignalistheunit step
signalorfunction,u[n],definedas
0, n < 0
u[ n] =
1, n 0
Notethatstandardalgebraicoperationsonsignals
(e.g.subtraction,addition,scalingbyaconstant)
aredefinedintheobviousway,instantbyinstant.
6.02 Fall 2012 Lecture 9, Slide #25
UnitSampleandUnitStepResponses
Unitsample Unitsampleresponse
[n] S h[n]
Unitstep Unitstepresponse
u[n] S s[n]
Adiscretetimesignalcanbedecomposed
intoasumoftimeshifted,scaledunit
samples.
Example:inthefigure,x[n]isthesumof
x[2][n+2]+x[1][n+1]++x[2][n2].
Ingeneral:
x[n] = x[k][n k]
k=
Foranyparticularindex,only
l i
onetermofthissumisnonzero
6.02 Fall 2012 Lecture 9, Slide #27
UnitStep
Decomposition
Digitalsignalingwaveformsare
D
e
easilydecomposedintotime
s
shifted,scaledunitsteps(each
t
transitioncorrespondstoanother
s
shifted,scaledunitstep).
I
Inthisexample,x[n]isthe
t
transmissionof1001110using4
s
samples/bit:
x = u[n] u[n 4]+ u[n 12] u[n 24]
x[n]
Lety[n]betheresponseofStoinputx[n].
Ifforallpossiblesequencesx[n]andintegersN
x[nN] S y[nN]
thensystemSissaidtobetime invariant(TI). Atime
shiftintheinputsequencetoSresultsinanidentical
timeshiftoftheoutputsequence.
Inparticular,foraTIsystem,ashiftedunitsample
[n N ] attheinputgeneratesanidentically
function
[n N ] attheoutput.
shiftedunitsampleresponseh
6.02 Fall 2012 Lecture 9, Slide #29
LinearSystems
Lety1[n]betheresponseofStoanarbitraryinputx1[n]
andy2[n]betheresponsetoanarbitraryx2[n].
If,forarbitraryscalarcoefficientsa andb, wehave:
ax [n]+ bx [n]
1 2 S ay1[n]+ by2 [n]
thensystemSissaidtobelinear. Iftheinputisthe
weightedsumofseveralsignals,theresponseisthe
superposition(i.e.,weightedsum)oftheresponseto
thosesignals.
Onekeyconsequence:Iftheinputisidentically0fora
linearsystem,theoutputmustalsobeidentically0.
6.02 Fall 2012 Lecture 9, Slide #30
OurfocuswillbeonLTIModels
LTI=Linearand TimeInvariant
Gooddescriptionoftimeinvariantsystemsfor
smalldeviationsfromanominaloperating
equilibrium
Lotsofstructure,detailedanalysispossible,
amenabletodevelopmentofgoodcomputational
tools,
Majorarenaforengineeringdesign
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