Optimum Receiver For Coloured Noise

Chapter 17 Colored noise
SUMMARY: So far we have only considered additive white Gaussian noise. In this chapter we will see that we should use a whitening lter if the channel noise is nonwhite. We will discuss the corresponding receiver structures.
17.1 Introduction
n (t ) m
- transmitter ? sm ( t ) - + r ( t ) = sm ( t ) + n ( t )
m receiver
-
Figure 17.1: Communication over an additive waveform channel. The noise n (t ) is nonwhite and Gaussian. Consider gure 17.1. There the transmitter sends, depending on the message index m , one of the signals (waveforms) s1 (t ), s2 (t ), , s|M| (t ) over a waveform channel. The channel adds wide-sense-stationary zero-mean non-white Gaussian noise n (t ) with power spectral density Sn ( f ) to this waveform1 . Therefore the output of the channel r (t ) = sm (t ) + n (t ). How should an optimum receiver process this output signal r (t ) now? We will show next that we can use a so-called whitening lter to make the colored noise white. Then we proceed as usual.
17.2 Another result on reversibility

We could try to construct an optimum receiver in two steps (see gure 17.2). First an operation is performed on the channel output r (t ). This yields a new channel output r o (t ). Then we construct
1 See
appendix D.
150
CHAPTER 17. COLORED NOISE

sm ( t ) r (t ) channel r o (t ) operation
151 m
receiver
Figure 17.2: Insertion of an operation between channel output and receiver. an optimum receiver for the channel with input sm (t ) and output r o (t ). It will be clear that such a two-step procedure cannot result in a smaller average error probability PE than an optimum one-step procedure would achieve. If an inverse operation exist which permits r (t ) to be reconstructed from r o (t ) however, the theorem 4.3 of reversibility states that the average error probability need not be increased by a two-step procedure. The second step could in that case consist of the calculation of r (t ) from r o (t ), followed by the optimum receiver for r (t ). The theorem of reversibility in its most general form states: RESULT 17.1 A reversible operation, transforming r (t ) into one or more waveforms, may be inserted between the channel output and the receiver without affecting the minimum attainable average error probability.
17.3 Additive nonwhite Gaussian noise

Suppose that we use a lter with impulse response g (t ) and transfer function G ( f ) to change the power spectral density Sn ( f ) of the Gaussian noise process N (t ). Consider gure 17.3. The lter produces the Gaussian noise process N o (t ) at its output. From equation (D.6) in appendix D we know that Sn o ( f ) = Sn ( f )G ( f )G ( f ) = Sn ( f )|G ( f )|2 . (17.1)
If we use the lter g (t ) to whiten the noise, i.e. to produce noise at the output with power spectral density Sn o ( f ) = N0 /2, the lter should be such that Sn ( f )|G ( f )|2 = N0 /2. In appendix I we have shown how to determine a realizable linear lter with transfer function G ( f ), which has a realizable inverse and for which |G ( f )|2 = N0 1 . 2 Sn ( f ) (17.2)
The method in the appendix is applicable if whenever Sn ( f ) can be expressed (or approximated) as a ratio of two polynomials in f . We will work out an example next. n (t ) n o (t ) h (t )
-
Figure 17.3: Filtering the noise process N (t ).

Example 17.1 Consider (see gure 17.4) noise with power spectral density Sn ( f ) = f2+4 . f2+1
152
(17.3)
Observe that we can take as transfer function of our whitening lter

4
3.5
2.5
1.5
0.5
0 10
10
Figure 17.4: The power spectrum Sn ( f ) = ( f 2 + 4)/( f 2 + 1) of the noise and the squared modulus ( f 2 + 1)/( f 2 + 4) of the transfer function G ( f ) of the corresponding whitening lter.
G( f ) = f j , f 2j
(17.4)
then both G ( f ) and its inverse are realizable (see appendix I).
17.4 Receiver implementation

17.4.1 Correlation type receiver
When the whitening lter g (t ) has been determined we can construct the optimum receiver. Note that we actually place the whitening lter at the channel output r (t ) as in the left part of gure 17.5 but this is equivalent to the circuit containing two lters g (t ) as in the right part of gure 17.5. Therefore the effect of applying the whitening lter g (t ) is that we have transformed the channel into an additive white Gaussian noise waveform channel and that the signals sm (t ) are changed by the whitening lter g (t ) into the signals
o ( t ) = sm ( t ) g ( t ) = sm
sm ()g (t )d for m M.
(17.5)

n (t )
?
153
g (t ) n (t )
? sm ( t ) - + r (t )
g (t )
sm ( t )
g (t )
r o (t )
? - + s o (t ) r o (t )
m
n w (t )
Figure 17.5: Two equivalent channel/whitening-lter circuits. This observation leads to the optimum receiver shown in gure 17.6. This receiver correlates o (t ) for all m M. The signals the output r o (t ) of the whitening lter g (t ) with the signals sm o (t ) are obtained at the output of lters with impulse response g (t ) when s (t ) is input. Note sm m o for m M are now that the constants cm
o cm (t ) =
1 N0 ln Pr{ M = m } 2 2
o [s m (t )]2 dt ,
(17.6)
o (t ). since the signal sm (t ) has changed into sm
17.4.2 Matched-lter type receiver

To determine the matched-lter type receiver here, we will do some frequency-domain investigations. Suppose that for some m M the Fourier spectrum of the waveform sm (t ) is denoted by Sm ( f ). Assume that sm (t ) = 0 except for 0 t T . The transfer function of the corresponding matched lter h m (t ) = sm (T t ) is then given by
Hm ( f ) = =
sm (T t ) exp( j 2 f t )dt sm () exp( j 2 f (T ))d

( f ), (17.7) sm () exp( j 2 f )d = exp( j 2 f T ) Sm
= exp( j 2 f T )
( f ) is the complex conjugate of S ( f ). where Sm m o (t ). First note that the spectrum Now what is the matched lter corresponding to the signal sm o (t ) is of sm o ( f ) = G ( f ) Sm ( f ). (17.8) Sm
Suppose that g (t ) is only non-zero for 0 t T1 . Moreover let all sm (t ) be zero outside the o (t ) = s () g (t )d can only be non-zero if an time interval 0 t T2 . Then sm m

s1 (t )
-
154
g (t )
s2 (t ) r (t )
-
g (t )
r o (t )
g (t )
? - ? -
o s2 (t )
o s1 (t )
? - + ? - +
o c2
o c1
m select largest
-
. . . s|M| (t )
-
g (t )
? -
s|o M | (t )
. . .
? - +
c|oM|
Figure 17.6: Correlation receiver for the additive nonwhite Gaussian noise channel (lteredreference receiver). exists such that 0 T2 and 0 t T1 hence if 0 t T1 + T2 . The transfer function o (t ) should therefore be H o ( f ) of the lter matched to sm
o o Hm ( f ) = [ Sm ( f )] exp( j 2 f (T1 + T2 )) = G ( f ) Sm ( f ) exp( j 2 f (T1 + T2 )) = G ( f ) exp( j 2 f T1 ) Sm ( f ) exp( j 2 f T2 ).
(17.9)
This corresponds to a cascade of the lter g (T1 t ) followed by the lter sm (T2 t ), one for o (t ) consists of a part matched to the channel (thus each m M. Thus the lter matched to sm to the whitening lter) and a part that is matched to the signal sm (t ). This leads to the receiver structure in gure 17.7. It is interesting to see what the front-end of this receiver does. This consists of the cascade of the whitening lter g (t ) and the part of the matched lter matched to the channel (the whitening lter). The transfer function of this cascade is G ( f )G ( f ) exp( j 2 f T1 ) = |G ( f )|2 exp( j 2 f T1 ) N0 /2 exp( j 2 f T1 ). = Sn ( f )
(17.10)
This cascade may be implemented as a single lter. This effect of this lter is to pass energy over frequency bands where the the noise power is small and to suppress energy over frequency bands where it is strong.

o c1
155
s1 (T2 t )
H HH
? - + ? - +
o c2
m select largest
-
r (t )
r o (t ) g (t )
- g (T t ) 1 -
s2 (T2 t ) . . .
H HH
- s|M| (T2 t )
H HH
? - +
c|oM|
? sample at t = T1 + T2
Figure 17.7: Matched lter receiver for the additive nonwhite Gaussian noise channel (lteredsignal receiver).
17.5 Exercises
1. A communication system uses the { j (t )} shown in gure 17.8 to transmit one of two equally likely messages by means of the signals s1 (t ) = E s 1 (t ), s2 (t ) = E s 2 (t ). The channel is also illustrated in gure 17.8. (a) What is the probability of error for an optimum receiver when E s / N0 = 5? (b) Give a detailed block diagram, including waveshapes in the absence of noise, of the optimum correlation receiver (ltered-signal receiver). (Exercise 7.1 from Wozencraft and Jacobs [25].)
156
6 1 (t )
6 2 (t )
1
-
2 n w (t )
s (t )
s 0 (t ) h (t )
? r (t ) - +
6 h (t )
1
-
1/2
4 9/2
Figure 17.8: Building blocks waveforms, communication system, and the channel impulse response h (t ).

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Chapter 17 Colored noise

17.2 Another result on reversibility

CHAPTER 17. COLORED NOISE

17.3 Additive nonwhite Gaussian noise

Figure 17.3: Filtering the noise process N (t ).

CHAPTER 17. COLORED NOISE

Observe that we can take as transfer function of our whitening lter

17.4 Receiver implementation

CHAPTER 17. COLORED NOISE

o (t ). since the signal sm (t ) has changed into sm

17.4.2 Matched-lter type receiver

sm (T t ) exp( j 2 f t )dt sm () exp( j 2 f (T ))d

CHAPTER 17. COLORED NOISE

CHAPTER 17. COLORED NOISE

CHAPTER 17. COLORED NOISE

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