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Signal
Processing
ECE 5615 Lecture Notes
Spring 2015
Distorted
Input
x[n]
Equalized
Input
Equalizer
y[n]
e[n]
20072015
Mark A. Wickert
Estimated
Data
+1
-1
d[n]
Chapter
Course Introduction/Overview
Contents
1.1
Introduction . . . . . . . . . . . . . . . . . . . . . . .
1-3
1.2
1-4
1.3
Instructor Policies . . . . . . . . . . . . . . . . . . . .
1-6
1.4
1-7
1.5
Required Background . . . . . . . . . . . . . . . . . .
1-8
1.6
1-9
1.7
1.8
1.9
1-1
1-2
1.1. INTRODUCTION
1.1
Introduction
Course perspective
Course syllabus
Instructor policies
Software tools for this course
Required background
Statistical signal processing overview
1-3
1.2
ECE 2205
Signals &
Systems I
ECE 3205
Signals &
Systems II
ECE 3610
Eng. Prob.
& Stats.
ECE 5650
Modern
DSP
ECE 4680
DSP
Lab
ECE 5625
Comm.
Systems I
ECE 4670
Comm.
Lab
ECE 5615
Statistical
Signal Proc
ECE 5630
Comm.
Systems II
ECE 5645
Info Thy &
Coding
ECE 5610
Random
Signals
ECE 5675
PLL &
Applic.
ECE 6640
Spread
Spectrum
ECE 6620
Detect. &
Estim. Thy.
ECE 5720
Optical
Comm.
ECE 5635
Wireless
Comm.
ECE 6650
Estim. &
Adapt. Fil.
Wireless Net,
Image Proc,
Sat. Comm,
Radar Sys
1-4
1.3
Instructor Policies
1-5
1.4
In working homework problems pencil and paper type solutions are mostly all that is needed
It may be that problems will be worked at the board by
students
In any case pencil and paper solutions are still required to
be turned in later
Occasionally an analytical expression may need to be plotted,
here a visualization tool such as Python (via IPython console
or notebook), MATLAB or Mathematica will be very helpful
Simple simulations can be useful in enhancing your understanding of mathematical concepts
The use of Python for computer work is encouraged since it is
fast and efficient at evaluating mathematical models and running Monte-Carlo system simulations
There will be one or more Python or MATLAB based simulation projects, and the Hayes text supports this with MATLAB
based exercises at the end of each chapter
I intend to rework MATLAB examples in Python, including converting code from the text to freely available Python
1-6
1.5
Required Background
1-7
1.6
The author points out that the text title is not unique, in fact
A Second Course in Discrete-Time Signal Processing is also
appropriate
The Hayes text covers:
Review of discrete-time signal processing and matrix theory for statistical signal processing
Discrete-time random processes
Signal modeling
The Levinson and Related Recursions
Wiener and Kalman filtering
Spectrum estimation
Adaptive filters
The intent of this course is not entirely aligned with the text
topics, as this course is also attempting to fill the void left
by Random Signals, Detection and Extraction of Signals from
Noise, and Estimation Theory and Adaptive Filtering
A second edition to the classic detection and estimation theory
text by Van Trees is another optional text for 2015; This is the
text I first learned from
Two Steven Kay books on detection and estimation are now
optional texts, and may take the place of the Hayes book in the
future
1-8
1.7
Course Syllabus
ECE 5615/4615
Statistical Signal Processing
Spring Semester 2015
Instructor:
Office Hrs:
Required
Texts:
Optional
Texts:
H.L. Van Trees, K.L. Bell, and Z. Tian, Detection, Estimation, and Modulation
Theory, Part I, 2nd. ed., Wiley, 2013. Steven Kay, Fundamentals of Statistical
Signal Processing, Vol I: Estimation Theory, Vol II: Detection Theory, Prentice
Hall, 1993/1998. ISBN-978-0133457117/978-0135041352
Optional
Software:
Scientific Python (PyLab) via the IPython command line or notebook (http://
ipython.org/ install.html). IPython Notebook is highly recommended. A Linux
Virtual machine is available with all the needed tools. The ECE PC Lab also
has IPython and the notebook installed. If needed the full version of MATLAB
for windows (release 2014b) is also in the lab.
Grading:
Phone: 255-3500
Fax: 255-3589
Text Sections
Notes ch 1
2.12.4 (N ch2)
3.13.7 (N ch3)
N ch4
(optional texts)
5. Signal modeling
4.14.8 (N ch5)
5.15.5 (N ch6)
7.17.5 (N ch8)
8. Spectrum estimation
8.18.8 (N ch9)
9. Adaptive filtering
9.19.4
(N ch10)
1-9
1.8
Mathematical Models
Define Experiment to
Test Hypothesis
Modify
Physical
or Simulation of
Process/System
Model
Observations
Predictions
Sufficient
Agreement?
No
No
All Aspects
of Interest
Investigated?
Stop
1-11
1.9
Engineering Applications
Signal
Processing
Estimation
and Filtering
Information
Theory
;ommunication
= >ireless
!elia2ility
!andom Signals
and Systems
:inear
Systems
Bthers
Pro2a2ility
!andom
Aaria2les
Statistics
Decision
Theory
9ame
Theory
Mathematics
1.10
"!
(utput
!
!
!
"
"
"!
! = Error!Pro-a-ility
Binary
Information
Coder
Binary
Channel
Received
Information
Decoder
Communication!System!with!Error!Control
1-13
2 3
1-14
!
"
Departing
7ustomers
...
:andom
Arrivals at !
per unit time
,exponentially
distriAuted4
Servers
:ate
T s = Average Service
Time
7ustomers
Separate
*ueues
Servers
!
"
Departing
7ustomers
...
:andom
Arrivals at !
per unit time
,exponentially
distriAuted4
m
:ate
Assume customers
!!m
randomly picE Fueues
(ne long serviceBtime customer
forces those Aehind into a long -ait
T s = Average Service
Time
Mike Tanner, Practical Queuing Analysis, The IBM-McGraw-Hill Series, New York, 1995.
1-15
Ec .m; u/ C m.1 / Ts
D
m.1 /
where
um=m
Ec .m; u/ D
P 1 k
um=m C .1 / m
kD0 u =k
Ec .m; u/ C .m
m u
u/
Ec .m; u/
C1
m u
Ts
1
Ts
Ts
m
mTs
m
Ts
m
m
Ts
m
m
1-17
&
*
TQ
!!!!!!!
Ts
Separate
m,#
%
)
$
(
Common
#
'
!
!"#
!"$
!"%
!"&
'
'"#
'"$
'"%
'"&
Traffic Intensity = !T s
*
)
m,'
TQ
!!!!!!!
Ts
Separate
#
'
&
Common
%
$
!
!"#
$"#
%"#
&
&"#
'
Traffic Intensity = !T s
1
X
2Pc cos 2f0t C 2fd
ang.t
nTb /
nD 1
1
2
t
1
g.t / D erf
BTb
2
ln 2
Tb 2
r
2
t
1
C erf
BTb
C
ln 2
Tb 2
1-19
The GMSK shaping factor is BTb D 0:3 and the bit rate is
Rb D 1=Tb D 270:833 kbps
We can model the baseband GSM signal as a complex random
process
Suppose we would like to obtain the fraction of GSM signal
power contained in an RF bandwidth of B Hz centered about
the carrier frequency
There is no closed form expression for the power spectrum of a
GMSK signal, but a simulation, constructed in MATLAB, can
be used to produce a complex baseband version of the GSM
signal
>;
;
9>;
P fraction
9=;
9<;
9:;
9@;
9?;
9:;;
9<;;
9=;;
9>;;
>;;
=;;
<;;
:;;
Fre$uency in +H1-20
Using averaged periodogram spectral estimation we can estimate SGMSK.f / and then find the fractional power in any RF
bandwidth, B, centered on the carrier
R B=2
B=2 SGMSK .f / df
R
Pfraction D 1
1 SGMSK .f / df
The integrals become finite sums in the MATLAB calculation
GSM Power Containment vs. RF Bandwidth
#
Fractional Po1er
!&)
!&(
!&'
!&$
"!
#!!
#"!
$!!
$"!
%!!
*F -and1idth in 5H7
1-21
px ( X H0 )
px ( X H1 )
VT
X
1
V1
V+1
px ! X H1 "
P D # Pr ! x # v T H 1 "
VT
X
!1
V!1
V"1
Area corresponding to PD
1-22
P F # Pr ! x # v T H 0 "
VT
X
!1
V!1
V"1
Area corresponding to PF
1-23
m.t
O /j2g
Pulse
Generator
PM
PM
PM
Modulator
Baseband
PM
Demodulator
Baseband
Random
Number
Scope
Re
Im
Real-Imag to
Complex
Scope1
Random
Number1
Check Signal
Attributes
U( : )
num(z)
Im(u)
ts(1)(z)
Kv
1-z -1
den(z)
Discrete Integrator
Discrete
Modulo
Integrator
Ph
Input m(t)
0.5
Estimate at 0 dB
Estimate at 20 dB
0
0
10
10
10
0.5
0.5
Time
Input/output waveforms
2
n/
1-25
N
Y
iD1
1
2
2
n
exp
.Ri A/2
2 n2
N
1
ln prja .RjA/ D ln
2
2 n2
N
1 X
N
@ lnprja .RjA/
1 X
D 2
.Ri
@A
n i D1
ADaO ml
A/
2
n iD1
H)
Check the bias:
EfaO ml.r/
aO ml
N
1 X
D
Ri
N i D1
N
1 X
Ag D E
ri
N i D1
.Ri
ADaO ml
A/2
D0
N
1 X
D
Efri g A D 0
N iD1
A
No Bias!
1-26
Modulation
Impairments
Bandpass
Filtering
HPA
(TWTA)
! BPSK
! IQ amplitude imbalance ! Spurious PM
! QPSK ! IQ phase imbalance
! Incidental AM
! OQPSK ! Waveform asymmetry
! Clock jitter
and rise/fall time
!
!
!
!
Phase noise
Spurious PM
Incidental AM
Spurious outputs
Other
Signals
Downlink
Channel
Mod.
HPA
(TWTA)
WGN
Noise
(off)
Other
Signals
Transponder
Bandpass
Filtering
Mod.
Data
Source
Uplink
Channel
WGN
Noise
(on)
Bandpass
Filtering
Mod.
Receiver
PSK Demod
(bit true with
full synch)
Adaptive
Equalizer
Recovered
Data
! Phase noise
Other ! Spurious PM
Signals ! Incidental AM
! Spurious outputs
An adaptive filter can be used to estimate the channel distortion, for example a technique known as decision feedback
equalization
ECE 5615/4615 Statistical Signal Processing
1-27
Decision
Feedback
+
M1 Tap
Complex Re
FIR
M1 Tap
Complex Im
FIR
M2 Tap
Real
FIR
Recovered
I Data
2
Adapt
Tap
CM Error/ Mode
DD Error/
Weight LMS Update
LMS Update
Update
CM, DD CM Error/
DF,
LMS Update
z-1
Stagger for
OQPSK, omit
for QPSK
DD Error/
LMS Update
+
-
+
Recovered
Q Data
Decision
Feedback
M2 Tap
Real
FIR
Since the distortion is both linear (bandlimiting) and nonlinear (amplifiers and other interference), the distortion cannot be
completely eliminated
The following two figures show first the modulation 4-phase
signal points with and with out the equalizer, and then the bit
error probability (BEP) versus received energy per bit to noise
power spectral density ratio (Eb =N0)
4
Mark Wickert, Shaheen Samad, and Bryan Butler. An Adaptive Baseband Equalizer for High
Data Rate Bandlimited Channels, Proceedings 2006 International Telemetry Conference, Session
5, paper 065-03.
1-28
1.5
0.5
0.5
Quadrature
Quadrature
1.5
0.5
0.5
1.5
1.5
0.5
0
0.5
Inphase
1.5
1.5
1.5
0.5
0
0.5
Inphase
1.5
10
10
10
10
Theory
EQ
NO EQ
10
10
4.0 dB
10
12
14
16
Eb/N0 (dB)
8.1 dB
18
20
22
24
1-29