Autocorrelation of a Binary Process

X (t )

ECE 3075A
Random Signals

Lecture 26

t0 t a

Autocorrelation Functions of
Random Binary Processes

ECE 3075A B. H. Juang

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Lecture #26, Slide #1

Therefore, due to the fact that the process is stationary, zero-mean,

RX ( ) = E[ X (t ) X (t + )] = E[ X (t )]E[ X (t + )] = 0, | |> ta

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t +
1
[ t1 + ( t1 t a )] = a
ta
ta

Pr{t1 and t1 + are in the same interval} =

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ECE 3075A B. H. Juang

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t1 +

t1

or

t1 +

ECE 3075A B. H. Juang

Copyright 2003

Lecture #26, Slide #2

2 ta | |
| |
= A2 1
, | | ta
A
RX ( ) = ta
ta

0 ,
| |> ta

interval, depending on the value of t0 .

= Pr{ t1 t a < t 0 t1 + } =

When t1 and t2 are in the same interval, the product of X 1 and X 2

is always A2 ; when they are not, X 1 and X 2 are independent
with zero mean and thus zero correlation. Hence,

When | |< ta , t1 and t2 = t1 + may or may not be in the same

t0

X (t1 )

Autocorrelation of a Binary Process

X (t1 ) and X (t 2 ) are independen t if | t1 t 2 | = | |> t a .

t
1
= Pr{ t1 + t a < t 0 t1 } = [ t1 ( t1 + t a )] = a
ta
ta
Pr{ t1 and t1 + , < 0 , are in the same interval }

t0 + 4 t a

A discrete (equi-probable at A ), stationary, zero-mean process.

State change clocked at ta interval with arbitrary starting time, t 0 ;
that is, t0 is considered a random variable uniformly distributed
over (0, t a ).
X(t) in one interval is statistically independent from X(t) in another
interval.
The process is very common in data communications and digital
computers.

Autocorrelation of a Binary Process

Pr{ t1 and t1 + , > 0 , are in the same interval }

t0 + t a

t0

t1

School of Electrical and Computer Engineering

Georgia Institute of Technology
Fall, 2003

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X (t1 + )

ta

t1

t0 + ta

Remarks:
When the two time instances are close to
each other, the two corresponding r.v.s are
likely to have the same value;
When they are apart far enough, it is equally
probable that theyll have the same value as
theyll have the opposite value;
At = 0 , the autocorrelation is the same as
the mean square value, representing the
power of the signal.

t1 +

ta | |
ta
Lecture #26, Slide #3

Fall 2003

ECE 3075A B. H. Juang

Copyright 2003

RX ( )
2

ta

ta
Lecture #26, Slide #4

Example 6-2.2
X (t )

t0 ta

t0
A

Other Examples of Autocorrelation Functions

The process is the same
as the binary process
previously discussed
except that it now does not
have a full duty cycle but
only b / ta .

t0 + 2ta

t0 + ta

1. Binary process with uniformly spaced switching

intervals see previous discussion.
2. Binary process with uniformly spaced switching
intervals and non-zero mean.
3. Binary process with randomly spaced switching
times the telegraph process.
4. Bandpass filtered signals discussion will take
place with introduction of power spectrum.

The product of X (t1 ) and X (t2 ) is zero if | t1 t2 |=| |> b.

When | |< b, t1 and t2 = t1 + may or may not be in the same interval.

The range that the center of the time-bar ( | | wide) can be in for
it to be totally in the shaded area is t + | | , t + b | |

This range has a width of b | | .

Therefore,

b | |
Pr{t1 and t1 + are in the same active duty interval} =
t0
t0 + ta
ta
2 b | |
| |
2 b
| |
, | | b
A
= A 1
RX ( ) = ta
ta
b
0,
| |> b
b / ta is called the duty cycle.

ECE 3075A B. H. Juang

Fall 2003

Copyright 2003

Lecture #26, Slide #5

Binary Process with Non-zero Mean

X (t )

A2 / 2
A2 / 4

t0 ta

t0

X (t1 )

t0 + ta

t1

X (t ) =

t1 +

ECE 3075A B. H. Juang

F ( )

A2 A2 | |
+

1 , | | t a
4 ta
RX ( ) = 42
A ,
| |> t a
4

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Lecture #26, Slide #7

Last
arrival

= 1 Pr{ X ( ) = 0} = 1 e , 0
d
f ( ) =
F ( ) = e , 0
An exponential distribution!
d

Therefore,

2 ta | |
| |
= A2 1 , | | t a
A
RX ' ( ) = t a
ta
0 ,
| |> t a

Lecture #26, Slide #6

Probability of arrival interval, , as a random variable is the same

as the probability that there is no arrival during that interval.
( ) 0
Pr{ X ( ) = 0} =
e = e
Arrival interval
0!

F ( ) = Pr{arrival interval }

= 1 Pr{no arrival in (0, )}

A
A
A
1
+ E[ X ' (t )] + E[ X ' (t + )] + E[ X ' (t ) X ' (t + )]
4 4
4
4

A2 1
A2 1
+ RX ' ( ) =
+ RX ' ( )
4 4
4 4

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A 1
+ X ' (t ) where X ' (t ) is the binary process previously discussed.
2 2
2

RX ( ) = E[ X (t ) X (t + )] =
=

t0 + 4ta

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Arrival Interval of A Poisson Process

RX ( )

X (t1 + )

ta

ECE 3075A B. H. Juang

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f ( )
e

1 e

Fall 2003

ECE 3075A B. H. Juang

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Lecture #26, Slide #8

Binary Process with Random Switching

Times
X (t )

t1

RX ( )

X (t '+ )

A
t1

t0

t2

A2

X (t ' )

t'

t '+

The switching times {ti }i = occur as Poisson arrivals a point

process.
When is less than the switching interval, the correlation
between X (t ' ) and X (t '+ ) has a value A2 .
Pr{t ' and t '+ fall within a switching interval}
= Pr{no switching or arrival in (0, | |)} = exp( | |)

Therefore,

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RX ( ) = A2 exp( | |)
ECE 3075A B. H. Juang

is the rate of switching (average

number of switching per unit time).
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Lecture #26, Slide #9