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Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
CONTENT
SI.
Topic
Page No.
1.
3-10
2.
11-15
3.
16-34
4.
35-49
5.
50-53
6.
54-58
7.
59-64
8.
65-93
9.
94-102
10.
103-123
11.
134-134
12.
135-208
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
1
RANDOM SIGNALS & NOISE
... (i)
Two possible outcomes of an experiment are defined as being mutually exclusive if the occurrence of
one outcome precludes the occurrence of the other. Hence,
P (A1 or A2) = P (A1) + (A2)
... (ii)
P(A, B)
B
P =
P(A)
A
... (iii)
B
Where P is the conditional probability of outcome B, given A has occurred and P(A, B) is the
A
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
EC-Communication
Random Variables:
The term random variable is used to signify a rule by which a real number is assigned to each possible
outcome of an experiment.
A random experiment with sample space S. A random variable X( ) is a single valued real
function that assigns a real number called the value of to each sample point of S.
The sample space S is termed as domain of random variable X and the collection of all numbers
[values of ] is termed as the range of random variable X.
The random variable X induces a probability measure on the real line
If X can take on only a countable number of distinct values, then X is called a discrete random variable.
If X can assume any values within one are more intervals on the real line, then X is called a continuous
random variable.
Cumulative Distribution Function (CDF):
The cumulative distribution function associated with a random variable is defined as the probability that
the outcome of an experiment will be one of the outcome for which X(A) x, where x is any given number.
If Fx (x) is the cumulative distribution function then
Fx (x) = P (X x)
where P (X x) is the probability of the outcome.
Fx (x) has the following properties:
1.
0 F (x) 1
2.
F () = 0, F () = 1
3.
d
Fx (x)
dx
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
EC-Communication Systems
1.
2.
(x) dx = 1
3.
Fx (x) =
(x) dx
The relation between probability and probability density can be written as:
x2
P(x1 x x2) =
f (x) dx
x1
Example 1:
Consider the probability f (x) = ae-b|x|, where X is a random variable whose Allowable values range from
x = to x = +.
Find:
a. The cumulative distribution function F (x).
b. The relationship between a and b
c. The probability that the outcome x lies between 1 and 2.
Solution:
a)
(x) dx
ae
b|x|
a bx
x0
b e ,
=
a (2 e bx ) x 0
b
f (x) dx
= 1
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
ae
b|x|
dx =
2a
=1
b
a
b
1
2
EC-Communication
b
1
P(1 x 2) = e b|x|dx (e b e 2b )
21
2
The average value of a random variable is given as:
X = E (x) = m =
x P (x )
i
where x or E(x) or m represents the average, expected or mean value of random variable x.
The variance (2) x is given as
2 =E (x2) m2
where is the standard deviation of x.
If the average value m = 0 then
2 E(X) 2
E(xy)
x y x y
Gaussian PDF:
The Gaussian PDF is of great importance in the analysis of random variables. It is defined as
f (x) =
(x m)2
1
2
22
And is plotted in figure below, m and 2 are the average value and variance of f(x).
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
EC-Communication Systems
Thus,
x = m=
xf (x) dx and
E [(x-m)2]
(x m)
2
f (x) dx =
It can be deduced from figure that when x - m = , f (x) has fallen to 0.606 of its peak value. When
x = m 2, f (x) falls to 0.135 of the peak value.
The Rayleigh PDF:
The Rayleigh PDF is defined by
r r2 ,
2 e2 0 r
f(r)
0,
r < 0
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
EC-Communication
2 .
2
R ( ) = Tlim
1
T
1
2
n(t) n(t ) dt
T
2
Where is known as time lag parameter. For a random process the PSD G(f) is given as:
G (f) = F [R ( )] =
R () e
jw
dr
F
Thus, G(f)
R( ) they constitute a Fourier Transform pair..
Consider a deterministic waveform v (t), extending from - to . Let a section of waveform V(t) be
Selected such that VT (t) = v(t) for
T
T
to
and zero otherwise. It vT (f) is the Fourier Transform of
2
2
vT(t), |vT(f)|2 is the energy spectral density. Hence over the interval T the normalized power density is
| vT (f ) |2
. As T , VT (t) V(t)
T
Thus, the physical significance of PSD G (f), is that
G(f) = Tlim
1
| VT (f ) |2
T
| G(f ) |
E =
df
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
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EC-Communication Systems
Total available output power (due to device and source) per unit bandwidth
Total available output noise power due to the source alone
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
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10
EC-Communication
(SNR)input
= (SNR)
output
Example 2:
A pentode having an equivalent noise resistance of 5 k is selected for Equation as an amplifier with a
signal source of emf 100 V and an internal resistance 125 k connected across the input. The grid
leakage resistance is 175 k. The width may be taken as 10KHz and the temperature as 27oC. Calculate
the signal to --ratio at the output of trhe amplifier and express the value in dB. (Given 1.38x1023 J/K).
Solution:
100
RsR g
Rs Rg
125 175
= 72.92k
125 175
175
= 58.33 V
300
Voltage,
= 4(Ra + Reff) KTB
= 4(5 x 103 + 72.92 x 103) x 1.38 x 10-23 x 300 x 104
= 1290.36 x 10-34 volts2
= 3.592V
2
2
S
Vn 4
58.33
=
= 263.7
2 =
N pentode
Vn
3.592
Postal Course (IES, GATE & PSUs) 2015 Engineers Institute of India . All Rights Reserved.
28-B/7, Jia Sarai, Near IIT, Hauz Khas, New Delhi-110016. Ph. 011-26514888 www.engineersinstitute.com
EC-Communication Systems
11
2
INFORMATION THEORY
Information
The amount of information contained in an event is closely related to its uncertainty. For a discrete
memoryless source (DMS), denoted by X, with symbols {x1, x2, ... xm}, the information context of a
symbol is given by
1
I(x1) = log P(x )
i
Unless mentioned take base as 2 since we are dealing with binary digits
I( xi ) log 2 P( xi )
bits
i 1
i 1
1
M
1 1 1
Example: A source is generating 3 possible symbols with probability , , . Find the information
4 4 2
associated with each of the symbol.
Solution:
We know that
1
4
1
I( xi ) log 2
P( xi )
P( x1 )
P( x2 )
1
4
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12
I( x1 ) log 2 4 2 bits
EC-Communication
The probability of occurrence of x3 is high hence information associated with it will be less
Information Rate:
If the time rate at which source x emits symbols is r (symbols/s), the information rate R of the source is
given by
R = rH b/s
1 1 2
Example:
A source is generating 3 possible symbols with probabilities of , , . Find entropy and
4 4 4
information. Rate if the source is generating one symbol per millisecond.
Solution:
We have
H P( xi ) log 2 P( xi )
1
1
1
1 1 1
log 2 4 log 2 4 log 2 2
4
2
4
2 2 2
3
H = bits/symbols r = 1 symbol/millisecond
2
where B-bandwidth
S
-SNR at the Channel output
N