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1
Sample and population
− Sample
A sample is a group of units selected from a
larger group (the population).
By studying the sample it is hoped to draw
valid conclusions about the larger group.
Population
A population is any entire collection of
people, animals, plants or things from which
we may collect data. It is the entire group we
are interested in, which we wish to describe
or draw conclusions about. 2
Statistic
− A statistic is a quantity that is calculated
from a sample of data.
3
Statistic
− It is possible to draw more than one sample
from the same population and the value of a
statistic will in general vary from sample to
sample.
4
Statistic
− Statistics are often assigned Roman letters (e.g. m
and s), whereas the equivalent unknown values in
the population (parameters ) are assigned Greek
letters (e.g. µ and σ ).
5
A random variable
− A random variable (observations) is a function that
associates a unique numerical value with every outcome
of an experiment.
6
Expected Value
− The expected value (or population mean) of a
random variable indicates its average or central
value.
− It is a useful summary value (a number) of the
variable's distribution.
− Stating the expected value gives a general
impression of the behaviour of some random
variable without giving full details of its probability
distribution (if it is discrete) or its probability
density function (if it is continuous).
− The expected value of a random variable X is
symbolized by E(X) or µ.
7
Expected Value
− The expected value
from the roll of an
ordinary six-sided “die”
is given
8
Mean ,Median and Mode
− The mean is the sum of all the data divided
by the number of pieces of data.
9
Variance
− The variance of a random variable is a non-
negative number which gives an idea of how widely
spread the values of the random variable are likely
to be
12
Standard deviation
− Standard deviation is a measure of deviation
from a reference value (mean) of certain
values of a sample.
13
Standard deviation
− A low standard deviation indicates that the
data is clustered around the mean, whereas
a high standard deviation indicates that the
data is widely spread with significantly
higher/lower figures than the mean.
14
A data set with a mean of 50 (shown in blue) and
a standard deviation (σ) of 20.
15
Probability and Probability Distribution
− Probability is the chance that something is the case or that an
event will occur
17
Characterization of probability distribution
− There are various ways to characterize a
probability distribution.
− For
19
Cumulative Distribution Function
− Example
− Discrete case : Suppose a random variable X
has the following probability distribution
p(xi):
Xi 0 1 2 3
4 5
Xi 0 1 2 3
4 5
21
Probability density function
− As random variable has either an associated
probability distribution (discrete random variable) or
probability density function (continuous random
variable )
23
Probability Density Function
− If X is a discrete random variable with possible
values x1, x2, x3, ..., xn,
and p(xi) denotes P(X = xi), then the expected value
of X is defined by:
where the elements are summed over all values of
the random variable X.
24
Normal Distribution and Gaussian Distribution
− Normal distributions model (some) continuous random variables
25
Normal Distribution and Gaussian Distribution
− Many distributions
arising in practice can be
approximated by a
Normal distribution.
− Other random variables
may be transformed to
normality.
− The simplest case of the
normal distribution,
known as the Standard
Normal Distribution, has
expected value zero and
variance one.
− This is written as N(0,1).
26
Normal Distribution and Gaussian Distribution
− The continuous probability
density function of the normal
distribution is the Gaussian
function
27
Other Distributions
− Poisson distributions model discrete random
variables
− Binomial distributions model discrete random
variables
− Geometric distributions model discrete random
variables
− Uniform distributions model continuous and
discrete random variables
28
Multipaths: Power-Delay Profile
Power
path-1
path-2
path-3
multi-path propagation path-2
Path Delay
path-1
path-3
Mobile Station (MS)
Base Station (BS)
29
Central limit theorem
− The larger the value of the sample size N, the better the
approximation to the normally distributed.
30
Central limit theorem
− The central limit theorem says that the distribution
of a sum of many independent, identically
distributed random variables tends towards the
normal distribution.
− If a data distribution is approximately normal then
about 68% of the values are within 1 standard
deviation of the mean (mathematically, μ ± σ, where
μ is the arithmetic mean),
about 95% of the values are within two standard
deviations (μ ± 2σ),
and about 99.7% lie within 3 standard deviations (μ
± 3σ).
This is known as the 68-95-99.7 rule, or the empirical
rule. 31
PDF of received signal amplitude
− In order to obtain the probability density
function (PDF) of the signal amplitude “ρ” of
a Rayleigh fading signal, we observe the
random processes of the inphase and
quadrature components, I(t) and Q(t) ,
respectively, at one particular instant t0.
32
PDF of received signal amplitude
− Received signal (in black)
consisting of N = 5
reflected waves (in blue).
− The resulting signal
amplitude “ρ” consists of
an inphase component I
and a quadrature
component Q.
− If the antenna moves the
relative phases of the
reflected waves change
over time, so “ρ”, I and Q
become a function of − Phasor diagram of a set of
time t. scattered waves
33
PDF of received signal amplitude
A received signal amplitude is given as the sum of delayed
components. In terms of phasor notation it is given as:
N
S r (t ) = ∑ ai cos (2πf c + φi )
i =1
Or
N N
S r (t ) = cos(2πf c t ) ∑ ai cos (φi ) − sin( 2πf c t ) ∑ ai sin(φi )
i =1 i =1
In-phase Quadrature
34
PDF of received signal amplitude
The phaseφ i can be assumed to be uniformly distributed in
the range (0, 2π ), provided the locations of buildings etc. are
completely random.
S r (t ) = X cos(2πf c t ) − Y sin(2πf c t )
N N
where X = ∑ ai cos (φi ), Y = ∑ ai sin(φi )
i =1 i =1
Rayleigh
Probability
density
function
Exponential
A or power P 36
Major Categories of Fading –We already know
− Large Scale Fading :
Caused by the
• superposition or cancellation of multipath propagation signals
• the speed of the transmitter or receiver
• the bandwidth of the transmitted signal.
39
Fading channel characterization and modeling
− Different models exist to study the statistical behaviour
and to calculate the probability density function (PDF) of
the received signal envelope for short term fading.
41
A sample of a Rayleigh fading signal
42
A sample of a Rayleigh fading signal
− A sample of a Rayleigh fading signal shows
45
Model of Rayleigh fading
46
Model of Rayleigh fading
− Model of Rayleigh fading assumes
48
Rayleigh Fading Distribution and its PDF
− The Rayleigh distribution has a probability density function (pdf)
given by
r r2
exp( − ) 0 ≤ r ≤∞
p ( r ) = σ2 2σ2
0 r <0
49
Rayleigh Fading Distribution and its PDF
2r
4− π 2
− rpeak =σ
− p(σ )=0.6065/σ
50
Rayleigh Fading Distribution and its PDF
2 P0 = 2σ 2 is the mean square power of the component
subject to short-term fading
51
Mean and Median
rrms = 2σ
52
Variance
∞
Mean Square := E[r ] = ∫ r 2 p(r)dr = 2 P0 = 2σ 2
2
0
2
Variance := σ r = E[r 2 ] − ( E[r ]) 2 = 0.4292 P0 = 0.4292σ 2
∞ σ 2π
σ = E [ r ]− E [ r ] = ∫ r p ( r )dr −
2
r
2 2 2
= 0.4292 σ 2
0 2
which represents the ac power in the signal envelope.
mean = 1.2533σ
median = 1.177σ
variance = 0.4292σ 2
53
RayleIgh Distributions
− Mean and the median differ by only
0.55 dB in a Rayleigh fading signal.
54
Rayleigh PDF
0.7
0.6 0.6065/σ
mean = 1.2533σ
0.5 median = 1.177σ
variance = 0.4292σ 2
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5
σ 2 3 4σ 5σ
σ σ
55
Rayleigh PDF
56
Rayleigh CDF
− The probability that the envelope of the received
signal (Envelope ) does not exceed a specified value of
R is given by the Cumulative Distribution function
R R2
− 2
P ( R ) = Pr (r ≤ R) = ∫ p (r )dr = 1 − e 2σ
57
PDF of Received Power
− The instantaneous power has the exponential pdf
Rayleigh
Probability
density
function
Exponential
58
A or power P
Revision
− Bessel Differential Equation
The Bessel differential equation is the linear second-
order ordinary differential equation given by
− Bessel functions
The solutions to this equation define the Bessel
functions
59
Revision
− There are two classes of solution, called
the Bessel function of the first kind
60
Ricean Distribution
− When there is a dominant, stationary (non-fading) LOS
signal present, then the received envelope distribution
is Ricean.
i.e. there is one LOS component.
− Rayleigh + direct path
− Good for rural areas
61
Ricean Distributions
− If the received signal is a combination of a number of indirect paths and a
direct line-of-sight path then the received signal envelope will follow the
Rician distribution
62
Ricean Distributions
− Consequently, the mean of two random variables,
representing the I and Q components, does not remain
zero.
63
Ricean Distributions
64
Rician Fading
Besides the dominant component, the mobile antenna
receives a large number of reflected and scattered waves.
65
Ricean Fading Distribution
r ( r 2 + A2 ) Ar
2 exp[− ]I 0 ( 2 ) 0 ≤ r ≤ ∞, A≥0
p ( r ) = σ 2σ 2
σ
0 r <0
66
Ricean Fading Distribution
− The Bessel function i s defined as
67
Ricean Fading Distribution & Rician K Factor
A2
K =
2σ2
− It has a great impact on the bit error rate performance of a communication system.
− As the K factor increases, the probability of encountering a deep fade reduces, and
consequently the mean error rate decreases.
68
Probability density function of Ricean distributions:
− The Rice channel is considered more friendly as
compared to Rayleigh, which is regarded as the worst
case mobile channel.
− As A→0, K → -∞ dB, Ricean distribution degenerates to
Rayleigh distribution.
69
Ricean Fading
Cont….Distribution
70
Ricean Fading
Cont Distribution
71
Rice time series
72
Summary
− Fading distribution depends on environment
NLOS: Rayleigh distribution
• Amplitude pdf: Rayleigh
• Power pdf: exponential
• Phase: uniformly distributed over [-π, π]
73
Nakagami fading
− As some experimental data does not fit well into either of
Rayleigh and Rician distributions distributions. The Nakagami
distribution was selected to fit empirical data, and is known to
provide a closer match to some experimental data than either the
Rayleigh, Ricean, or lognormal distributions
74
Nakagami Model
− In many cases the received signal can not be described as a pure LOS +
diffuse components
− The Nakagami distribution is often used in such cases and it describes
the magnitude of the received envelope by the probability density
function:
m mr 2
2 m 2 m−1 −
P(r ) = r e Ω
Γ(m) Ω
( r )
2
2
1
m= ≥, (mΓ) is G am m a function and
2
r Ω =
( r− r )2 2
r =envelope amplitude
Ω = the average received power or average CNR (link carrier to
noise ratio (CNR),
75
Nakagami Math
− If the envelope is Nakagami distributed, the
corresponding instantaneous power is
gamma distributed.
76
Nakagami Model and Parameter m
• The parameter m is the fading figure or shape factor that denotes the
severity of the fading.
77
Nakagami Model and Parameter m
− For m = 1
the distribution reduces to Rayleigh fading.
Rayleigh fading is recovered, with an exponentially distributed
instantaneous power
− For m>1,
the fluctuations of the signal strength are reduced as compared to
Rayleigh Fading
− For m = ∞
• the distribution is without fading i.e. AWGN with no fading.
78
Nakagami Model and Parameter m
P(r)
79
Nakagami Model
• This model is a general model. The Rayleigh
and Rician distributions can be derived out
of the above relationship by assigning
appropriate values to m.
80
Suzuki Model
81
Suzuki Model
82
Weibull Model
83
Weibull Model
− where “k” is the “shape parameter” and “λ” is the
“scale parameter” (The larger the scale parameter, the
more spread out the distribution ) of the distribution.
84
Weibull Model
− Under certain parameterizations, the Weibull distribution
reduces to several other familiar distributions:
85
Weibull Model
86
Level Crossing Rate (LCR)& Average Fade Duration( AFD) Statistics
87
Level Crossing Rate (LCR)& Average Fade Duration( AFD) Statistics
89
Level Crossing Rate (LCR)
90
Level Crossing Rate (LCR)
91
Level Crossing Rate (LCR)
− If the signal always crosses the threshold with the same
derivative, then:
Average number of crossings per second *time duration
= Probability that the amplitude is in the interval [R, R +
dr].
Threshold (R)
N R = 2π f m ρe −ρ2
where
94
Solution
ρ =1
fm = 20 Hz
The number of level crossings is:
NR = √ 2π (20) e-1
= 18.44 Crossings/Sec
Maximum velocity of mobile
= fd λ = 20 (3 X 108)/(900X106)
= 6.66 m/s
95
Average Fade Duration (AFD)
− Quantifies how long the signal spends below the
threshold.
− The received signal will experience periods of:
Sufficient signal strength or "non-fade
intervals", during which the receiver can work
reliably and at low bit error rate.
96
Average Fade Duration (AFD)
97
Average Fade Duration (AFD)
Cont…..
98
Average Fade Duration (AFD)
− The average fade duration is defined as
“The average period of time for which the received
signal is below a specified level ”.
99
Average Fade Duration (AFD)
− Average duration that
the envelop level
remains below R
Depends on maximum
Doppler frequency,
velocity
Dictates performance
measure
Determines the
number of bits that will
be lost in a fade
100
Average Fade Duration (AFD)
− If there is a particular fade margin built into the
mobile communication system, it is appropriate to
evaluate the receiver performance by determining
the rate at which the input signal falls below a given
level B, and how long it remains below the level, on
average.
101
Revision -Interleaving
102
Revision -Interleaving
103
Revision -Interleaving
104
Revision -Interleaving
106
De-interleaving
107
Example
− Find the average fade duration for threshold levels
p = 0.01, p = 0.1, and p = I, when the Doppler
frequency is 200 Hz.
108
Solution
109
Example
− A. Find the average fade duration for a
threshold level of p = 0.707 when the
Doppler frequency is 20 Hz.
− B. For a binary digital modulation with bit
duration of 50 bps, is the Rayleigh fading
slow or fast?
− C. What is the average number of bit errors
per second for the given data rate.
Assume that a bit error occurs whenever
any portion of a bit encounters a fade for
which p < 0.1
110
Solution
111
Solution
Using equation below , the number of level crossings
for p = 0.1 is N,. = 4.96 crossings per seconds.
−ρ 2
N R = 2π f m ρe
where
113
Example
115