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in the

Presence of Noise

WERNER ROSENKRANZ

Abstract-"

nonlinear mathematical model of phase-locked loops

with limiter phase detectorsin the presence of noiseis presented. The

model, which is an extension of the well-known baseband

model of

loops with sinusoidal phase detectors without limiters, incorporates a

modified nonlinear phase detector characteristic, the form ofwhich is

changed if the input carrier-to-noise ratio alters, as well as a modified

phase noise as aninput to the model. Both the modified phase detector

characteristic and the spectral density of the modified noiseterm are

calculated specifically for sinusoidal, triangular, and sawtooth types

of limiter phase detectors, allowing the application of various methods

to determine the loop noise performance. As an example, the phase

error variance of a first-order phase-locked loop

is calculated, thereby

showingastrongdependenceonthespecificphasedetectorrealization.

-+-

IN

T u o Il

$

BP

vco A

(b) SINUSOIDALLIMITER

PO (TYPE II)

I. INTRODUCTION

HASE-LOCKED loops (PLL) with hard limiterspreceding the phase detector (PD), resulting, for example, in a

sinusoidal,triangular, or sawtooth type of nonlinearcharacteristic, are of great practical interest [ l ] , [2] . The theoretical examination of their noise performance, however, is difficult because of the hardlimiting of the noisy input signal and

the following nonlinear operation forming the specific phase

detector characteristic of Fig. l(b), (c),(d). Therefore,the

very well documented nonlinear theory, equivalentmodels,

and results (e.g., [ l ] , [2]), developed for the sinusoidal phase

detector (multiplier) without limiter, as illustrated in Fig. l(a),

are not immediately applicable.

Although there are a few papers [3]-161 dealing with some

aspects of limiter phase detectors in an open loop condition,

very little seems to be known about the noise performance of

the closed PLL. Therefore, it is worth looking at the problem

more closely, particularly as both the limitation and the specific nonlinear characteristic may strongly influence the noise

performance, as we will see later on in an example. The purpose of the present paper is to develop a more general equivalent model for phase-locked loops comprisingphase detectorswith limiters and,to some extent,arbitrary periodic

characteristicsin the presence of noise. The equivalent PLL

model is an extension of the well-known mathematical model

[ I ] , 123 mainly for two reasons.

1)The new general model, having the same structure,

allows the application of the well-known linear or nonlinear

methods for calculating the noise performance.

Manuscript received June 5, 1981; revised December 22, 1981. This

work has been supported by the Deutsche Forschungsgemeinscha.

The author is withLehrstuhlfurNachrichtentechnik,Universitat

Erlangen-Niirnberg, D-8520 Erlangen, West Germany.

i

d TRIANGULAR LIMITER PO (TYPE 111)

(d) SAWTOOTHLIMITER

PO (TYPE

IV)

and (b), ( c ) , (d) limiter phase detectors.

thereby allowing the limits ofthe very usefullinearization

techniques for weak disturbances to be estimated.

11. GENERAL PLLMODEL FOR NOISY INPUT SIGNALS

The usual mathematical baseband model of the PLL(sinusoidal PD without limiter, i.e., an analog multiplier) with additive narrow-band Gaussian input noise n(t) of bandwidth B 1 ,

variance a n 2 ,and zero mean represents the phase detector by

means of a nonlinear element sin cp excited by the phase error

process cp(t) as definedin Fig. 2. Here sin cp is the low frequency term of the PD output signal resulting from the product of the signal u1( t ) [total input signal: u1(t) n(t)]

andtheoutput

(VCO)

(1)

u z ( t ) = i i 2 cos [ q t+ 42(t)].

(2)

2298

IEEE TRANSACTIONS

ON

*,I

-PD

LP

vco

V = @,I-*,:

phaseerror

KO: p h a s ed e t e c t o rg a i n

KO: VCO g a l n

F ( s ) :l o o pf i l t e rt r a n s f e rf u n c t i o n

P L L i n p u ts i g n a l :u , ( t ) + n ( t ) =

i,sin(w,t+$,)+n(t)=

A(t)sin(w,t+O,+Q,)

V C O o u t p u ts i g n a l :

Fig. 2.

u,(t)= ~ , c o s ( w , t + ~ , )

processes cp and Gn via the nonlinear PD characteristic. Proceeding on the same assumption B1 S BL that leads to ( S ) , a

phase error cp results which is much smaller and varies much

more slowly than the input phase noise G n . To establish an

equivalent model where, as in ( S ) , the PD output signal is

described as the sum of a noise term and asignal term, we shall

first consider cp fixed. Then, uo may be written as a mean depending on the low frequency phase error plus a broad-band

zero-mean noise term associated with the inputnoise n(t)

u O ( t , cp) = KDLEk(q + 4 n ) I

+ n(t, cp)]

= KD[g(P) I Z ( ~ ,

(8)

from the expectation

baseband phase noise n(t) resulting from the product

1

KD

with KD = 1/2 l i l i i 2 as phase detector constant. It has been

reasonable assumption that the

shown [ l ] , [2] that, on the

closed loop noise bandwidth BL (one-sided) is much smaller

than the input noise bandwidth B , , the modified phase noise

n(t)is independent ofcpor G2 and hasvariance anr2= an2/iil,

bandwidth B 1 = B 1 , anda powerspectraldensity

Sn(O),

which is assumed to be constant in the input band B 1 ,i.e., for

frequencies -rrBl < o < rrB1.

(9)

g(cp) is a modifiednonlinearPDcharacteristicwhich

enters

the equivalent model in Fig. 2 and is in general not equal to

the actual PD characteristic g(-).

The rapidly varying noise term n(t, cp) is generally also a

function of cp. Comparison of (7) to (8) yields

n(t, CP)

= dc~

+ G n ) -g(V>.

(10)

The variance O , ~ ( ~ J >of this noise term has been evaluated for

specific g(.) and fixed cp in [4] and [8], with the result that

onr2 is not altered much from

itsmaximum value at O,L = 0

even if cp is as large as, say, r / 4 . Moreover, the smaller the input

carrier-to-noise ratio is (the case when large values of cp are

expected at all), the smaller is the deviation of anr2(cp)from

its value at q = 0. Therefore, we neglect the state dependence

of the modified phase noise and (IO) becomes simplified in all

cases where cp(t)has zero-mean (no static phase error)

n ( 0 = g(@n>.

(1 1)

the baseband output signal uo(t) of the phase detector which

is described by the sum of a nonlinearitysin cp, and a modified With the PD output signal given by (8), the equivalent basephase noise term n(t) with known andsimple statistics

band model of the

closed loop is depicted in Fig. 2. It contains phase detector, loop filter(LP), and the voltage inputuo(t, cp) = [ul(t) + 4t>l * u 2 ( 0

phase output relationship of the voltage-controlled oscillator.

= KD [sin q(t)+ n(t)].

(5) Using the key relationships (9) and (1 1) it is now possible to

determine quantitatively the modified characteristic g(cp), and

In the case of a limiter phase detector the output signal uo the statistics, i.e., variance a, and bandwidth B , of n, to

is primarily given as a nonlinear function g(.)(e.g., sinusoidal, yield its spectral density No in the interesting range around

triangular, or sawtooth) of the phase difference between the

zero frequency. This is carried out in the following section for

input phase and the phase G2 of the VCO-signal. From

three specific characteristics of limiter phase detectors, i.e., of

the sinusoidal, triangular, and sawtooth type.

ul(t) + n(t) = A ( t ) sin [ o l t+ @ l ( t ) + #n(t)l

(6)

111. THE MODIFIED PHASE DETECTOR

(see Fig. 2 ) with random envelope A and random phase Gn the

CHARACTERISTIC

total input phase is G1 &.Therefore,

From [3] -[SI it is known that the characteristic of a lim-

where KO

= const.

triangular,,or sawtooth form in the presence of noise. Here we

show that by applying (9) and expanding the periodic characteristic g(.)in a Fourier series, a relatively clear analytical expression for g(p) may be found.

2299

R O S E N K R A N Z : P H A S E - L O C K E D LOOPS W I T H L I M I T E RP H A S E D E T E C T O R S

On accountofthe

sinusoidalcharacteristic s(.) we find

from (9), after a trigonometric manipulation and considering

that the input phase noise

Here

has zeromean,

Expanding the periodic triangular characteristic g(cp + &)

in a Fourier series and averaging, with cp remaining fixed, yields

(k=2v- 1 , u E N )

Now from (1 2)-(14) with the factors p,, in (1 7) the modified phase detector characteristic which enters the equivalent

model may be expressed as in Table I. Numerical evaluation

yields the graphs of gr(cp) in Fig. 3 and of gof, the slope of

g(q) at the origin cp = 0 in Fig. 4 as a function of CNR. Both

the slope go and the maximum values ofg(cp) are degraded if

CNR decreases.

Applying the same procedure as before we obtain (v EN)

g(cp) = 2

(-1)

v=1,2,3

- E {cos v&}

- sin vcp.

noise term at the phase detector output has variance anr2and

spectral bandwidth B1 in the baseband. As will be shown subsequently, B1 is only slightly differentfrom B1 and B1 is

much larger than B L , the loop noise bandwidth. As a result,

the phase noise n f ( t ) is regarded as an approximatelywhite

process with constant (two-sided) spectral density

(14)

anf2and the spectral bandwidth B1 from the definition given

in (1 1).

where p(&) is the probability density function (pdf) of the

random phase @n of the noisy input signal according to (6).

p($,) may berepresented

[7] inintegral form as marginal

(-n <

pdfofthe

envelope A (0 < A S w) and phase

dn

r+

<4

rm

1

The asymptotic values for very low and very high CNR are,

respectively,

on2 = L ,

2

Equation (15) with (16) has been solved elsewhere [3]. The

result is known as signal suppression factor pv [8] and may

be expressed in terms of modified Bessel functions I of order

(v f 1)/2 P I

CNR < 1

(22)

equal to the bandwidth of the noise term at the output of the

bandpass-limiter preceding the multiplier [see Fig. l(b)] which

has been determined in [ 8 ] . Referring to [8],the bandpasslimiter output noise, being the spectral component of the first

zone [8] at the limiter output,has the bandwidth

2300

TABLE I

CHARACTERISTIC VALUES O F THE GENERAL EQUIVALENT

PLL MODEL WITH DIFFERENTTYPES OF

PHASE DETECTORS

1.2

Type I

1.0

CNR =

- 10

I

0.6

1.2

0.1

0.01

10

CNR

I

loo

different types of phase detectors.

0.0 1

Fig. 5.

01

10

CNR

loo

of phase detectors.

the asymptotic values

B,'=BI,

and (for a

sity)

(c)

Modified phase detector characteristics for different values of

(a) Sinusoidal. (b) TriCNR and different limiter phase detectors.

angular. (c) Sawtooth.

CNRS 1

(25)

Fig. 3.

postulated on the basis of numerical evaluations. Experimental

measurements of the noise bandwidth at the output of a lim-

2301

1.4

t

0.8

0.0 1

0.1

10

100

CNR

Fig. 6 .

ular phase dgector may also be approximatedforourpurposes by(24)-(26) as in the sinusoidal case. Apart from the

fact that an analytical evaluation does not seem possible, this

approximation may bejustifiedfromthe

results of careful

measurements of the noise bandwidth at the PD output (see

Fig. 6). It is confirmed that B, does not alter much if CNR

changes. This again justifies the approximation,

of phase detectors.

ment with (24) (see Fig. 6).

were also ingood agreewhich may be evaluated, as is shown in the Appendix, in terms

of p u (v EN) as defined in (1 7 ) :

In order to calculate the variance of the modified phase

noise we first simplify the integration due to the fact that both

the pdf p ( @ , ) and the square of the triangular characteristic

g(*)

are even functions:

1

(33)

v-1.2

rn

yields

of the sum

in the Appendix. We find an infinite sum of expressions of the

same form as in (17). Therefore, we write in terms of the signal suppression factors pz,1 = 2v, v E N .

considering the properties of the signal suppression factors the

asymptotic values of unr2become

arbitrary values of CNR. However, analytical methods may be

used to determine the asymptotic values. The high CNR limit

is as before B1 = B , , which is easy to show. The maximum

value of B1 is achieved in the limit CNR -+ 0 and has been

evaluatedin [IO] using some properties of the narrow-band

Gaussian input noise. For a rectangular spectral density of the

input noise, the asymptotic value becomes

affected much by the nonlinear phase detectoroperation.

Therefore, it seems to be a good policy to approximateB1 by

an analogous exponential relationship as before.

is shown in Fig. 6.

The derived analytical expressions ofthe

characteristic

values of the equivalent PLL model in Fig. 2 are summarized

in Table I and compared to the simple multiplier PD case. The

diagrams of these values in Figs. 3-6 may be useful in applying

the equivalent model as, for example, in calculating the phase

error variance, which is shown in the next section.

2302

IEEE TRANSACTIONS

ON

OF THE FIRST-ORDERLOOP

The phase error variance of a first-order PLL (F(s) = 1)

is calculatedin ordertodemonstratean

application of the

equivalent model in a simple but important example. In the

case of a sinusoidal phase detector without limiter (i.e., multiplier), this problem has been solved using Fokker-Planck techniques [ I ] , [2] to account for the nonlinear behavior in the

low CNR case, whereas, in most practical applications, useful

approximate results are achieved by linearizing the PLL. Both

techniquesmay beapplied directly to the limiter phase detector case because of the common structureof the equivalent

model.

Overall Linearization: Linearizing the loop with multiplier

means

neglecting

thenonlinearity

of the phase detector

characteristic. The PLL (F(s) = 1) may then be regarded, in

respect toitsabilityto

restore the noisy input signal, as a

linearfilter

withbandwidth BL = KO K D / ~In. this case

(sinusoidal PD without limiter andlinearization sin cp: = cp) the

variance up2 bf the phase error becomes independent of the

PD characteristic

(43)

Thus, we findthe

analysis

4-6. With CNR = a-v as in (38) it is possible to depict graphically the variance as a function of l/a with u as a parameter.

This was done in Fig. 7 for a typical value u = K o K D / ( ~ B=~ )

1/50. Now, even thoughthe equivalent model is linearized

with respect toits nonlinear element g(cp), the phase error

variance depends on the specific characteristic of the limiter

phase detector. From Fig. 7 it is evident that the variance may

improve

dramatically from that of the no limiter case. Considwhere

ering the PLL model, this may be explained by the degradation of go with increasing noise, thereby decreasing the ef(39) fective loop noise bandwidth in an adaptive sense. Moreover,

(44) is a good approximation as long as the phase error process

does not substantially exceed the linear portion ofg(cp).

and l/a is a common abbreviation for the phase error variance

Fokker-Planck Techniques: If we want to take the nonas calculated from the approximation (38). For the multiplier linear nature of the phase detector into full account we have

phase detector (38) is a good approximation as long as u92 < to refer to the Fokker-Planck differential equation [2], [7].

0.2, which means that CNR may be rather small as long as BL Omitting the details, the Fokker-Planck equation, taking the

is substantially smaller than B , .

nonlinear equivalent model of Fig. 2 as a basis, yields the pdf

However, in the case of limiter phase detectors, the phase of the phase error which must be integrated numerically to

error variance is only equal to (38) (i.e., up2 = l/a) and, thus, achieve the variance. The results obtained by this technique

independent of the specific nonlinear phase detector, for com- are also depicted in Fig. 7, in order to compare them with the

paratively high CNR, that is, if the asymptotic values (see Sec- above approximations and with measurements. A description

tions I11 and IV)

of the experimental setup is given in the Appendix. As can be

seen, the experimental points are in good agreement with the

g(lP) = cp

>dcp

(40)

nonlinear theoretical results.

The above example demonstrates one of the possible applications, and verifies the accuracy, of the derived PLL model.

We recognize that as long as the phase error variance is small

(i.e., up2 2 0.2) the model with the linearized modified phase

detector characteristic i s applicable, whereas the result u92 =

l/a of the overall linearization is restricted torather high

are achieved. This is roughly true if CNR > 10 as is seen in carrier-to-noiseratios (CNR > 10) if limiter phase detectors

Figs. 4-6. Therefore, the result up2 = l / a , although widely ap- are applied.

plicable for multiplier phase detectors, is far less useful in the

VI. CONCLUSIONS

limiter phase detector case. Here linearization of g(cp) yields

A nonlinear equivalent phase-locked loop model has been

comparable results.

Linearization of Modified Characteristic g(cp): Linearizing developed (Fig. 2) which describes loopswith generalized

the modified phase detector characteristic g(cp) aroundthe

phase detectors, includinglimiter

phase detectors, in the

origin cp = 0 results in a linear equivalent model withg(cp) re- presence of noise. The model is based on a representation of

ROSENKRANZ:

PHASE-LOCKED

LOOPS

WITH

PHASELIMITER

noise characteristics of phase-locked loops with limiter phase

detectors may be obtained from the nonlinear model. Referring to methods which were developed for the multiplier phase

dete&r, higher order loops or thecycle-slipping phenomenon,

for&!mple, have been studied [ 101 . Also, the acquisition behavior and the performance of the loop as an FM-receiver have

been investigated in [ 101 with the aid of the described model.

1.0

/

/

0.8

/'

/'

0.6

2303

DETECTORS

-F O K K E R -

0.4

APPENDIX

PLANCK

LINEAR

Sawtooth LimiterPD

0.2

0.2

0.6

0.4

0.8

10

(a)

lla

Y

/

0.4 -

-F O K K E R -

./

F=

PLANCK

_ _ _ LINEAR

I_:

4n2P(4n) d4n = 2

6'

4n2P(4n> d4rI

(-41)

are to be solved. With the pdf ~(4,) as in (16) and with the

Anger-Jacobi formula [9]

,/'

(*l>'Iu(a>COS ~4~

e+-acosGn= ~ ~ ( a 2)

u= 1

0.6 -

0.4 -

lla ./

-FOKKER-

--- LINEAR

PLANCK

/'

/'

/'

/.

0.2

0.4

0.6

0.8

1.0

(C)

xe-ax21u(bx) dx

--0

0.2

0.4

0.6

LINEAR

0.8

1.0

and

(4

approximations, and measured points. u = B L / B ~=, K O K D / ( ~ B =I )

1/50.(a) Sinusoidal PD without limiter. (b) Sinusoidal, (c) triangular,

(d) sawtooth limiterPD.

the phase detector by a modified phase detector characteristics

g'(p) and a modified phase noise n'(t). All necessary data of

I or in the diagrams of

the modelaresummarizedinTable

Figs. 3-6, specifically for sinusoidal, triangular, and sawtooth

characteristics.

The phase error variance of a first-order loop is calculated

to provide an example of an application of the model. The

results are in good agreement with experimental outcomes and The second term contains signal suppression factors as defined

show that a specific phase detector realizationmay strongly in (17). Therefore, for the sawtooth characteristic, the

result

influence the noise performance.

in (33) is obtained directly.

2304

WHITE

NOISE

TRANSACTIONS

IEEE

COMMUNICATIONS,

ON

6,;

12,SkHz

REFERENCES

PLL,6,=KoK,/4-256 Hz

A. J. Viterbi. Principles of Coherent Communication. New York:

r-----------i

McGraw-Hill,1966.

GEN.

I

I

W. C. Lindsey, S-vnchronizution Systems in Communicationand

Control. Englewood Cliffs, NJ: Prentice-Hall, 1972.

A. H. Pouzet,"Characteristics of phase detectors in presence of

noise," in Proc. 8rh Int. Telem. Conf., Los Angeles, CA, 1972, pp.

818-828.

I

I

F. H.Raab."Square-wave

correlation phase detector with VLF

L _ _ _ _ _ _ - _ _ - _

J

atmosphericnoise,"

IEEE Trans.Aerosp.Electron.

S w t . . vol.

AES-15,pp. 726-732, 1979.

B. N . Biswar et a l . . "Phase detector response tonoisy and noisy

RMSfading signals," IEEE Trans. Aerosp. Electron. Syst.. vol. AESVOLTMETER

16. pp. 150-157, 1980.

S . A. Butman and J . R. Lesh, "The effects of bandpass limiters on

Fig. 8. Experimental setup for phase error measurement.

n-phase tracking systems," IEEE Trans. Commun., vol. COM-25,

pp. 569-576. 1977.

For a triangular phase detector the result (29) may be calD. Middleton, An Introduction to Srutistical

Communication

Theory. New York: McGraw-Hill, 1960.

culated from (28) in a similar way, bearing in mind the new

J . C. SpringettandM.

K . Simon, "An analysis of the phase

limits of integration and the substitution p(@,).

in

coherent-incoherent output of the bandpass limiter,'' IEEE Trans.

Commun. Technol.. vol.COM-19. pp. 42-49. 1971.

Experimental Setup

I . S . Gradshteyn and I . M. Ryzhik, Table oj'lntegruls. Series and

Products. New York: Academic,1965.

The outline of the experimental setup for the measurement

W. Rosenkranz, "Ein allgemeines Ersatzmodell zur nichtlinearen

of uv2 is shown in Fig. 8. Any one of the four phase detectors

Berechnung des Storverhaltens von Phasenregelkreisen ( A general

equivalentmodel for thenonlinearcalculation

of the noiseperin Fig. l(a)-(d) was connected with a VCO to form a firstformance of phaselockedloops)."

AusgewiihlteArbeitenuber

order PLL. Each PD includes an RC low-pass filter (PD-LP in

Nachrichrensysteme no. 44, issued by Prof.

Dr.-lng.

H.

W.

larger thanthe

Fig. 1) withacutofffrequencysufficiently

Schiissler, Erlangen, West Germany, 1980.

high frequency disturbances. A voltage proportionaltothe

phase error (mod 2n) was obtainedby means of a highly

linear phase detector(sawtooth). During the measurements

all parameters were held constant; only the noise power was

changed to yield different values of l / a which were computed

from the measured CNR at the PLL input.

ACKNOWLEDGMENT

The author wishes to thank Prof.M. Brunk of the Lehrstuhl

fur N a c h r i c h t e n t e c h n i k , U n i v e r s i t y of Erlangen-Nurnberg, who

valuable suggestions. He is also grateful tothe

Deutsche

Forschungsgemeinschaft (DFG) for their support.

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