Appendix B

Power Spectral Density

of Random Processes
B.1

Power Spectral Density of a Wide-Sense Stationary

Random Process

A mathematical description of the average spectral content of a continuous-time random process X(t)
(or a discrete-time random process {Xn }) is provided by its power spectral density (PSD). This function
can be dened for some families of random process and, in particular, for wide-sense stationary (WSS)
processes. A continuous-time random process X(t) is WSS if its mean function:
X (t)
E{X(t)}

(B.1)

is constant (i.e., X (t) = X ) and its autocorrelation function (ACF):

RX (t, )
E{X(t + ) X (t)}

(B.2)

depends on the lag or delay only, that is:

RX (t, ) = RX ( ).

(B.3)

Similarly, a discrete-time random process {Xn } is WSS if its mean function X [n]
E{Xn } and its
ACF RX [n, k]
E{Xn+k Xn } are such that:
X [n] = X

(B.4)

RX [n, k] = RX [k],

(B.5)

and
respectively. The PSD1 SX (f ) of a WSS process X(t) can be evaluated as:

+
RX ( ) exp(j 2f ) d,
SX (f ) = FCT[RX ( )] =

Two-sided spectral densities are always considered in this appendix and in the rest of this book.

Wireless Communications: Algorithmic Techniques, First Edition.

Giorgio M. Vitetta, Desmond P. Taylor, Giulio Colavolpe, Fabrizio Pancaldi, Philippa A. Martin.
2013 John Wiley & Sons, Ltd. Published 2013 by John Wiley & Sons, Ltd.

(B.6)

594

Appendix B

that is, as the continuous Fourier transform of its autocorrelation function RX ( ). Similarly, given
a WSS random sequence {Xn }, its PSD SX (f ) can be evaluated as the Fourier transform of its
autocorrelation sequence RX [k], that is, as:
SX (f )
FTS[RX [n]] =

+


RX [k] exp(j 2 kfT ),

(B.7)

k=

where the parameter T represents a reference time interval (e.g., the symbol interval when a random
sequence of channel symbols generated by a digital modulator is considered). The results (B.6) and
(B.7), relating the PSD of a WSS random process to its ACF, are usually known in the literature as
the WienerKhintchine theorem [400].
Note that the average power PX (t)
E{|X(t)|2 } (PX [n]
E{|Xn |2 }) of a WSS process X(t) ({Xn })
is constant. In fact, the statistical power PX of a continuous-time WSS process X(t) is given by:
E{|X(t)|2 } = RX (0)

(B.8)

and can be evaluated by integrating its PSD SX (f ) over all frequencies:

+
SX (f ) df .
PX =

(B.9)

Similar considerations apply to the average power PX of a WSS random sequence {Xn }, since PX [n]

E{|Xn |2 } = RX [0] = PX and:

1/(2T )
(B.10)
SX (f ) df .
PX = T
1/(2T )

B.2

Power Spectral Density of a Wide-Sense Cyclostationary

Random Process

As mentioned in Sections 3.53.7, the digital modulation formats described in Chapter 3 cannot be
modeled as WSS random processes. However, they all belong to another important family of random
processes, that of wide-sense cyclostationary (WSC) processes. A continuous-time random signal
X(t) is WSC with period T0 if its mean function X (t) (B.1) and its ACF RX (t, ) (B.2) satisfy the
equalities2 :
(B.11)
X (t + T0 ) = X (t)
and
RX (t + T0 , ) = RX (t, ),

(B.12)

respectively, for any t (in other words, they are periodic functions, with period T0 , in the variable t).
Note that, in this case, the statistical power:
PX (t)
E{|X(t)|2 } = RX (t, 0)

(B.13)

is also periodic with period T0 , so that it is reasonable to dene the average power PX of X(t) as:
PX

2

1
T0

0

T0

PX (t) dt =

1
T0

0

T0

RX (t, 0) dt.

(B.14)

As already illustrated for WSS random processes, similar expressions can be also given to describe the property
of wide-sense cyclostationarity for a random sequence.

Appendix B

595

By analogy with what has been shown for WSS random processes (see (B.9)), the average power PX
(B.14) of a WSC process X(t) can be expressed as the integral, over the whole frequency interval, of
a proper PSD, which can be evaluated by resorting to the following procedure [55, 79]. First, given
RX (t, ), the average ACF RX ( ) of X(t) is evaluated by averaging RX (t, ) over a period (with
respect to the variable t), that is:

T0
1
RX (t, ) dt.
(B.15)
R X ( )

T0 0
Then the average PSD SX (f ) of X(t) is computed as the FCT of RX ( ) (B.15), that is, as:

+
R X ( ) exp(j 2f ) d.
SX (f ) =

(B.16)

Substituting SX (f ) in (B.9) (in place of SX (f )) yields PX (B.14).

Finally, it is worth mentioning that the average PSD SX (f ) (B.16) has the same physical meaning
as its counterpart evaluated for a WSS process (see (B.6)); in other words, both functions describe
the average spectral content of the sample functions of a random process.

B.3

Power Spectral Density of a Bandpass Random Process

In wireless communications the random signal sRF (t) generated by a digital modulator is bandpass
and is characterized by a carrier frequency fc . Such a signal can be expressed as:
sRF (t) = Re{s(t) exp(j 2 fc t)} =

s(t) exp(j 2 fc t) + s (t) exp(j 2 fc t)

,
2

(B.17)

where s(t) denotes its complex envelope evaluated with respect to fc . In addition, we have that
s(t) = sI (t) + j sQ (t), where sI (t) and sQ (t) denote the in-phase and quadrature components of
sRF (t), respectively. In Chapter 3 it is shown that, for all the digital modulation formats of practical
interest, s(t) is a WSC random process, whose spectral content is described by its average PSD Ss (f ).
In the following we derive a formula relating Ss (f ) to the average PSD SRF (f ) of sRF (t) (B.9), which
is characterized by its ACF:

(t)}.
(B.18)
RRF (t, )
E{sRF (t + ) sRF
To begin our derivation, we substitute the RHS of (B.17) into (B.18). This yields the expression:
1
RRF (t, ) = {E{s(t + ) s (t) } exp(j 2 fc )
4
+ E{s(t + ) s(t) } exp(j 2 fc (2t + ))
+ E{s (t + ) s (t) } exp(j 2 fc (2t + ))
+ E{s (t + ) s(t)} exp(j 2 fc ) }.

(B.19)

Let us now make the following assumptions:

1. The random signals sI (t) and sQ (t) are characterized by the same average ACF.
2. The cross-correlation between sI (t) and sQ (t) is the opposite of that between sQ (t) and sI (t)::
RIQ (t, )
E{sI (t + ) sQ (t)}
= RQI (t, )
E{sQ (t + ) sI (t)}.

(B.20)

596

Appendix B

If (B.20) holds, it is not difcult to prove that:

E{s(t + ) s(t)} = E{s (t + ) s (t)} = 0,

(B.21)

so that (B.19) simplies to the form:

RRF (t, ) =

1
1
Rs (t, ) exp(j 2 fc ) + Rs (t, ) exp(j 2 fc ).
4
4

Then substituting (B.22) into the RHS of the denition:

T0
1
RRF ( )

RRF (t, ) dt
T0 0

(B.22)

(B.23)

of the average ACF of sRF (t) (B.17), where T0 denotes the period of cyclostationarity, gives:
RRF ( ) =

1
1
R ( ) exp(j 2 fc ) + Rs ( ) exp(j 2 fc ),
4 s
4

where
Rs ( )

1
T0

0

(B.24)

T0

Rs (t, ) dt

(B.25)

denotes the average ACF of s(t) and Rs (t, )
E{s(t + ) s (t)}. Finally, computing the FCT of
both sides of (B.24) yields:
SRF (f ) =

1
[S (f + fc ) + Ss (f fc )],
4 s

which relates the average PSD of sRF (t) to that of s(t).

(B.26)