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$$ \def\arg{,\text{arg}} \def\max{,\text{max}} \def\min{,\text{min}} \def\im{,\text{Im}} \def\re{,\text{Re}} \def\R{\mathbb R} \def\C{\mathbb C} \def\grad{\text{grad }} $$

COM302

GNU General Public License v3.0 licensed. Source available on github.com/zifeo/EPFL.

Spring 2016: Principles of Digital Communications

[TOC]

Introduction

  • index
  • notations
  • OSI model
  • modem : transmitter/receiver pair (result of contracting terms modulator and demodulator)
  • pulse train : $w(t)=\sum_{i=0}^\infty s_i p(t-iT_0)$
  • Nyquist result : can fit $n=2BT$ non-interfering pulses in $T$s with $B$Hz bandwidth
  • engineering contraints
    • symbols cannot take arbitrarily large value $[A,-A]$
    • receiver cannot estimate symbol with infinite precision $\pm\delta$
  • alphabet size : at most $m=1+A/\delta$
  • sequence : $m^n$ distinct $n$-length sequences ($2^k$ bits sequences)
  • highest possible rate (without noise) : $\frac{k}{T}\le 2B\log_2(1+\frac{A}{\delta})$bps
  • thermal noise : emmitted by every conductor, error-free communication impossible, but error can be as small as wanted
  • channel capacity : $\frac{k}{T}\le 2B\log_2(1+\frac{P}{N_0B})$bps with $P$ signal power and $N_0/2$ power spectral density of white gaussian noise
  • communication system over bandlimited gaussian channel
  • entropy : $-\sum_{i=1}^m p_i\log_2p_i$

Receiver design for discrete-time observations

  • random variable : mapping from the sample space to the reals
  • AWGN : discrete-time additive white gaussian noise
  • communication system
    • source : random variable $H={0,\ldots (m-1)}$ with $P_H(i)$
    • transmitter : mapping from to signal set $C={c_o,\ldots,c_{m-1}}$ (signal constellation)
    • channel : $P_{Y_1,\ldots,Y_n\mid X_1,\ldots, X_n}(y_1,\ldots,y_n\mid x_1,\ldots,x_n)=\Pi_{i=1}^n P_{Y_i\mid X_i}(y_i\mid x_i)$
    • receiver : random variable $\hat H\in H$ with receiver decision $î$
  • hypothesis testing
    • maximize correct probability : $P_c=Pr{\hat H=H}=E[P_{H|Y}(\hat H(Y)\mid Y)]=\int_y P_{H\mid Y}(\hat H(y)\mid y)f_Y(y)dy$
    • minimize error probability : $P_e=1-P_c=\sum_{i}P_e(i)P_H(i)$
    • prior probability : $P_H(h)$
    • channel : $f_{Y\mid H}(y\mid h)$
    • a posteriori probability : $P_{H\mid Y}(i\mid y)=\frac{P_H(i)f_{Y\mid H}(y\mid i)}{f_Y(y)}$
  • maximum a posteriori (MAP) : $\hat H_{MAP}(y)=\arg\max_{i\in H}P_{H\mid Y}(i\mid y)=\arg\max_{i\in H}P_H(i)f_{Y\mid H}(y\mid i)$
    • minimize the error
    • maximize correctness : $Pc=E[P_{H\mid Y}(\hat H(Y)\mid Y)]=\int_y P_{H\mid Y}(\hat H(y)\mid y)f_Y(y)dy$
    • optimum
  • maximum likelihood (ML) : $\hat H_{ML}(y)=\arg\max_{i\in H} f_{Y\mid H}(y\mid i)$
    • in case of uncertainty
    • unknown prior
    • not optimum
    • ML = MAP if prior uniform
  • binary hypothesis testing
  • binary MAP test : inverse comparison if negative division
    • likelihood ratio : $\Lambda(y)$
    • threshold : $\eta$
    • log likelihood ratio : $\ln(\Lambda(y))$
  • decision function : $\hat H:Y\to H$ (decoding function)
    • decision regions : $R_i={y\in Y : \hat H(y)=i}$
    • region error probability : $P_e(i)=Pr{Y\in R_1\mid H=i}=Pr{\Lambda(Y)\ge\eta\mid H=i}=\int_{R_1}f_{Y\mid H}(y\mid i)dy$
  • law of total expection : $E[Z]=\sum_w E[Z\mid W=w]P_W(w)$
  • $m$-ary hypothesis testing : as binary
  • Q-function : $Pr{Z\ge x}=Q(x)=\frac{1}{\sqrt{2\pi}}\int_x^\infty e^{-\zeta^2/2}d\zeta$ with $Z\sim N(0,1)$
    • with $Z\sim N(m,\sigma^2)$, $Pr{Z\ge x}=Q(\frac{x-m}{\sigma})$
    • $Q(0)=1/2$, $Q(1)\sim 0.158$, $Q(100)\sim 0$, $Q(-1)=1-Q(1)$
    • alternative expression : $Q(x)=\frac{1}{\pi}\int^{\pi/2}_0 e^{-\frac{x^2}{2\sin^2\theta}}d\theta$
  • discrete-time AWGN channel
    • binary decision for scalar observation
      • $H=0:Y\sim N(c_0,\sigma^2)$ and $H=1:Y\sim N(c_1,\sigma^2)$
      • threshold $\theta$ : middle point between $c_0$ and $c_1$
      • error : $P_e=P_H(0)Q(\frac{\theta-c_0}{\sigma})+P_H(1)Q(\frac{c_1-\theta}{\sigma})=Q(\frac{d}{2\sigma})$ if equiprobable and $d$ distance
    • binary decision for $n$-tuple
      • $H=0:Y=c_0+Z\sim N(c_0,\sigma^2 I_n)$ and $H=1:Y=c_1+Z\sim N(c_1,\sigma^2 I_n)$
      • $N(c_i,\sigma^2 I_n)=\frac{1}{(2\pi\sigma^2)^{n/2}}\exp(-\frac{||y-c_i||^2}{2\sigma^2})$
      • error : $P_e=P_H(0)Q(\frac{d}{2\sigma}+\frac{\sigma\ln\eta}{d})+P_H(1)Q(\frac{d}{2\sigma}-\frac{\sigma\ln\eta}{d})=Q(\frac{d}{2\sigma})$ if equiprobable and $d$ distance
    • $m$-ary decision for $n$-tuple
    • $\hat H_{ML}(y)=\arg\max_{i\in H}f_{Y\mid H}(y\mid i)=\arg\min_i||y-c_i||$
    • PAM of $m$ points (pulse amplitude modulation) : $P_e(2-\frac{2}{m})Q(\frac{d}{2\sigma})$
    • QAM of $m$ points (quadrature amplitude modulation) : $P_e=2Q(\frac{d}{2\sigma})-Q^2(\frac{d}{2\sigma})$ defined for all $m=(2i)^2$, $i$ integer
    • PSK of $m$ points (phase shift keying) : $P_e=2Q(\frac{\sqrt{\epsilon_s}}{\sigma}\sin\frac{\pi}{m})$
  • inner product : $<u,v>=b^Ha$ with $h$ hermitian
  • norm : $||u||=\sqrt{<u,v>}$ with $||a\pm b||^2=||a||^2+||b||^2\pm \re(<a,b>)$
  • markov chain $U\to V\to W$ : $P_{W\mid V,U}(w\mid v,u)=P_{W\mid V}(w\mid v)$, reversible, $P_{U,W\mid V}(u,w\mid v)=P_{U\mid V}(u\mid v)P_{W\mid V}(w\mid v)$
  • sufficient statistic $T$ : $H\to T(Y)\to Y$, error probability of MAP decoder do not different from $Y$
    • irrelevant : part not include in $T(y)$
    • Fisher-Neyman : $f_{Y\mid H}(y\mid i)=g_i(T(y))h(y)\iff T(y)$ is a sufficient statistique for each $i\in H$, often use indicator function
  • union bound : $P(\cup_{i=1}^m A_i)\le\sum_{i=1}^m P(A_i)$
  • bounded region : $B_{i,j}={y: P_H(j)f_{Y\mid H}(y\mid j)\ge P_H(i)f_{Y\mid H}(y\mid i)}$ with $R_i^c\subseteq\cup_{j\not=i}B_{i,j}$, contains $y$s for which a MAP decision would choose $j$ over $i$
    • upper bound error probability : $P_e(i)=\sum_{j\not=i}\int_{B_{i,j}}f_{Y\mid H}(y\mid i)dy$
    • ML with AWGN : $P_e(i)\le\sum_{j\not=i} Q(\frac{||c_j-c_i||}{2\sigma})$
  • union bhattacharyya bound : if not AWGN, rewrite $B_{i,j}={y:\frac{P_H(j)f_{Y\mid H}(y\mid j)}{P_H(i)f_{Y\mid H}(y\mid i)}\ge 1}$
    • bound : $Pr{Y\in B_{i,j}\mid H=i}\le\sqrt{\frac{P_H(j)}{P_H(i)}}\int_{y\in\R^n}\sqrt{f_{Y\mid H}(y\mid i)f_{Y\mid H}(y\mid j)}dy$
    • total error : $P_e\le\sum_i\sum_{j\not=i}\sqrt{P_H(i)P_H(j)}\int_{y\in\R^n}\sqrt{f_{Y\mid H}(y\mid i)f_{Y\mid H}(y\mid j)}dy$
  • Gram-Schmidt : $\alpha_i=\beta_i-\sum_{j=1}^{i-1}<\beta_i,\psi_j>\psi_j$ and $\psi_i=\frac{\alpha_i}{||\alpha_i||}$

Receiver design for continuous-time AWGN channel

  • continuous-time AWGN channel
  • signal energy : $||x||^2$
  • waveform channel abstraction
  • inner product : $<a,b>=\int a(t)b^*(t)dt$
  • covariance : $cov(Z_i,Z_j)=E[Z_iZ_j^*]$
  • white gaussian noise : power spectral density $\frac{N_0}{2}$ if $Z_i=\int N(\alpha)g_i(\alpha)d\alpha$ has $cov(Z_i,Z_j)=\frac{N_0}{2}<g_i,g_j>$
    • $g_i(t)$ orthonormal : $Z_i$ are zero-mean Gaussian iid with variance $\sigma^2=\frac{N_0}{2}$
  • sufficient statistic : $Y_i=\int R(\alpha)\psi_i^*(\alpha)d\alpha$ for hypothesis $H$ with orthonormal basis ${\psi_1(t),\ldots,\psi_n(t)}$
    • $H=i$ : $Y_j=\int R(\alpha)\psi_j^*(\alpha)=c_{i,j}+Z_{|V,j}$
    • projected noise : $Z_{|V,j}\sim N(0,\frac{N_0}{2}I_n)$ on $j$ element of orthonormal basis
  • decomposed transmitter and receiver
  • rectanguler pulse position modulation : low decay of side lobes, electrical circuit
  • frequency-shift keying : wireless communication
  • sinc pulse position modulation : finite support in frequency domain
  • spread spectrum : $s_{i,1},\ldots,s_{i,n}\in{\pm 1}^n$, robust against interfering (non-white, non-gaussian)
  • signal error probability : same as discrete $P_e=Q(\frac{||c_1-c_0||}{2\sigma})=Q(\sqrt{\frac{\epsilon}{N_0}})$ for codewords $(\sqrt{\epsilon},0)^T$ and $(0,\sqrt{\epsilon})^T$
  • single shot PAM : $w_i(t)=c_i\varphi(t)$ unit-energy with $c_i\in{\pm a,\pm 3a,\ldots,\pm (m-1)a}$
  • single shot PSK : $w_i(t)=\sqrt{\frac{2\epsilon}{T}}\cos(2\pi f_ct+\frac{2\pi}{m}i)1_{{t\in[0,T]}}$ with $i$ integer
  • single shot QAM
  • equivalent MAP tests
  • correlator
  • matched filter : output sampled at time $T$ with impulse response $h(t)=b^*(T-t)$ ($T$ enforce causality)
    • $y(t)=\int r(\alpha)h(t-\alpha)d\alpha=\int r(\alpha)b^*(T+\alpha-t)d\alpha$
    • at $t=T$, $y(T)=\int r(\alpha)b^*(\alpha)d\alpha$
  • map receiver for AWGN : $n$ dimensions for $m$ signal, alternative former requires $m$ matched filters
  • continous-time channel
    • attenuation and amplification : compensated by a cascade of amplifiers, noise also scaled
      • low-noise amplifier : filter at first amplification
      • automatic gain control (AGC) : bring signal in desired range
    • propagation delay and clock misalignment : receiver role to adapt itself
    • filtering : refractions modelised as channel impulse response, can be measured and inversed (if bursty, confirmation of impulse response needed or water-filling)
    • colored gaussian noise : filtered white noise, whitening filter in the range of interest

Signal design trade-offs

  • error probability : entirely determined by the codebook $C={c_0,\ldots,c_{m-1}}$
  • isometry $a$ : $\alpha,\beta\in V$ keep the distance between $\alpha$ and $\beta$ the same as $a(\alpha)$ and $a(\beta)$
    • composition : reflection, rotation, translation
    • minimize energy : average energy $\epsilon=E[||Y||^2]$
      • decreased by translation iff mean $m=E[Y]=\sum_i P_H(i)c_i$ non-zero
      • best energy in codebook : $\tilde c_i=c_i-m$ achieve $\tilde\epsilon =\epsilon-||m||^2$
      • best set of waveform energy : $\tilde w_i(t)=w_i(t)-m(t)$ where $m(t)=\sum_i P_H(i)w_i(t)$
  • average energy per bit : $\epsilon_b$
  • signal space dimension : $n$
  • number of signal : $m=|H|$, typically a power of $2$
  • number of bit : $k=\log_2 m$
  • transmission rate : $R_b=\frac{k}{T}=\frac{\log_2(m)}{T}$ bits/second
  • message error probability : $P_e$, block error
  • but error rate : $P_b$ with $\frac{P_e}{k}\le P_b\le P_e$
  • scalability : $n$ vs $k$ when $m\to\infty$ using $\epsilon=k\epsilon_b$ and $n=2^k$
    • $n=1$ fixed as $k$ grows : PAM
      • error : $P_e=(2-\frac{2}{m})Q(\frac{a}{\sigma})$
      • energy : $\epsilon=\frac{a^2(m^2-1)}{3}$
      • $a=\sqrt{\frac{3\epsilon_b\log_2 m}{(m^2-1)}}\to 0$ hence $P_e\to 1$
    • $n=2$ fixed as $k$ grows : single-shot PSK
      • error : $P_e\ge 2Q(\sqrt{\frac{\epsilon}{\sigma^2}}\sin\frac{\pi}{m})\frac{m-1}{m}\to 1$
      • circumference : grows as $\sqrt{k}$, number of points grows as $2^k$
    • $n$ linearly with $k$ : bit by bit
      • codewords : $c_{i,j}=b_{i,j}\sqrt{\epsilon_b}$ (+1/-1 bits)
      • shifts : $\omega_i(t)=\sum_{j=1}^k c_{i,j}\varphi(t-jT_s)$
      • correctness : $P_c(i)=[1-Q(\frac{\sqrt{\epsilon-b}}{\sigma})]^k\to 0$
      • incorrect decoding : does not depends on $k$
      • symbol by symbol : same as bit by bit but with PAM for each dimension
    • growing $n$ exponentially with $k$ : block-orthogonal
      • waveform : $\omega_i(t)=\sqrt{\epsilon}\varphi_i(t)$ with $\varphi_1(t)$ orthonormal and $n=m=2^k$
      • pulse position modulation : $\varphi_i(t)=\varphi(t-iT)$
      • $m$-ary frequency-shift keying : $\omega_i(t)=\sqrt{\frac{2\epsilon}{T}}\cos(2\pi f_i t)1_{t\in[0,T]}$ with $2f_i T=k_i$
      • correctness : $P_c=\int_{-\infty}^\infty \frac{1}{\sqrt{\pi N_0}}\exp{-\frac{(\alpha-\sqrt{\epsilon})^2}{N_0}}[1-Q(\frac{\alpha}{\sqrt{N_0/2}})]^{m-1}$
      • error : $P_e\le\exp[-k(\frac{\epsilon/k}{2N_0}-\ln 2)]\to 0$ with $\sigma^2=\frac{N_0}{2}$, $d^2=||c_i-c_j||^2=2\epsilon$, $m-1< 2^k$, $Q(x)\le\exp[-\frac{x^2}{2}]$
      • nonzero component : as large as $\sqrt{k\epsilon_b}$ where noise same for all
  • indistinguishable signal : at level $\eta$, difference norm less than $\eta$
  • time-limited signal : indistinguisabhle at level $\eta$ from $s(t)1_{{t\in(a,b)}}}$
    • duration $T$ : length of interval
  • frequency-limited signal : $s_F(f)$ and $s_F(f)1_{{f\in (c,d)}}$ indistinguishable at level $\eta$
    • bandwith $W$ : length of interval
  • finite-energy signal : finite duration, finite bandwidth
  • approximate dimension $n$ : at level $\varepsilon$ during interval $(-\frac{T}{2},\frac{T}{2})$, fixed collection of $n=n(T,\varepsilon)$ signals ${\varphi_1(t),\ldots,\varphi_n(t)}$ st. every signal over the interval indistinguishable at level $\varepsilon$ from $\sum_{i=1}^na_i\varphi_i(t)$
  • slepian theorem
    • set $G_n$ : all signals frequency-limited to $(-\frac{W}{2},\frac{W}{2})$ and time-limited to $(-\frac{T}{2},\frac{T}{2})$ at level $\eta$
    • approximate dimension $n(W,T,\eta,\varepsilon)$ of $G_n$ : at level $\varepsilon$ during interval $(-\frac{T}{2},\frac{T}{2})$
    • for every $\varepsilon>\eta$ : $\lim_{T\to\infty}\frac{n(W,T,\eta,\varepsilon)}{T}=W$, $\lim_{W\to\infty}=\frac{n(W,T,\eta,\varepsilon)}{W}=T$
    • in short : set of finite-energy signal spanned by $TW=n$ orthonormal functions
    • singled-sided bandwidth : $B$, $(-B,B)$
    • double-sided bandwith : $W$, $(-W/2,W/2)$
  • bit-by-bit vs block-orthogonal
    • error : $P_e(i)\approx N_d Q(\frac{d_m}{2\sigma})$
      • number of dominant terms : $N_d$, number of nearest neighbors to $c_i$
      • minimum distance : $d_m$, distance to a neareat neighbors
    • bit-by-bit
      • nearest neighbors : $N_d=k$
      • distance : $d_m=2\sqrt{\epsilon_b}$
      • $k$ increase : $N_d$ increase, $Q(\frac{d_m}{2\sigma})$ constant
    • block-orthogonal
      • nearest neighbors : $N_d=2^k-1=\exp(k\ln 2)-1$
      • distance : $d_m=\sqrt{2\epsilon}=\sqrt{2k\epsilon_b}$
      • $k$ increase : $\exp(k\ln 2)$ increase, $Q(\frac{d_m}{2\sigma})\le \exp(-\frac{k\epsilon_b}{4\sigma^2})$ decrease
  • trade time for bandwidth : $\phi_i(t)=\sqrt{b}\varphi_i(bt)$, $\phi_F(t)=\frac{1}{|b|}\varphi_F(\frac{f}{b})$
  • ultimate rate : $C=\frac{W}{2}\log_2(1+\frac{2P}{N_0W})=B\log_2(1+\frac{P}{N_0B})$ bps with power $P$ and power spectral density $N_0/2$ watts/Hz

Symbol by symbol on a pulse train

  • symbol by symbol : $\omega(t)=\sum_{j=1}^ns_j\varphi(t-jT)$ instead of $\omega_i(t)=\sum_{j=1}^nc_{i,j}\varphi(t-jT)$
    • $j$th enxcoder output : $s_j=\varphi(jT)\sqrt{T}$
    • waveform former : $\varphi(t)=\frac{1}{\sqrt{T}}sinc(\frac{t}{T})$
  • sampling theorem
    • $\omega(t)$ : continuous $L_2$ possibily complex
    • $\omega_F(f)$ : vanish for $f\not\in[-B,B]$
    • $\omega(t)$ : can be reconstructed from $\omega(nT)$ provided that $T\le\frac{1}{2B}$
    • reconstruction : $w(t)=\sum_{n=-\infty}^\infty\omega(nT)sinc(\frac{4}{t}{T}-n)$
  • power spectral density : PSD, spectrum, $S_X(f)=\frac{|\zeta-F(f)|^2}{T}\sum_k K_X[k]\exp(-j2\pi kfT)$
    • model : $X(t)=\sum_{i=-\infty}^\infty X_i\zeta(t-iT-\Phi)$
    • ${X_j}_{j=-\infty}^\infty$ : zero mean wide-sense stationary (WSS) discrete time process
    • $\zeta(t)$ : arbitrary $L_2$ function
    • $\Phi$ : independent random dither (delay)
    • self-similarity function : $R_\zeta(\tau)=\int_{-\infty}^\infty\zeta(\alpha+\tau)\zeta^*(\alpha)d\alpha$
    • autocovariance : $K_X[i]=E[(X_{j+i}-E[X_{j+i}])(X_j-E[X_j])^*]$
      • with mean $0$ : $K_X(\tau)=\sum_k K_X[k]\frac{1}{T}R_\zeta(\tau-kT)$
    • uncorrelated : $K_X[k]=\epsilon 1_{{k=0}}$ with $\epsilon=E[|X_i|^2]$
      • autocovariance : $K_X(\tau)=\epsilon\frac{R_\zeta(\tau)}{T}$
      • PSD : $S_X(f)=\epsilon\frac{|\zeta_F(f)|^2}{T}$
  • frequency-domain condition : $\int_{-\infty}^\infty\varphi(t-nT)\varphi^*(t)dt=1_{{n=0}}$
  • nyquist's criterion : ${\varphi(t-jT)}{j=-\infty}^\infty$ with $\varphi(t)\in L_2$ consists of ortthonormal functions iff $l.i.m.\sum{k=-\infty}^\infty |\varphi_F(f-\frac{k}{T})|^2=T$ (left side of equality has $1/T$ period)
  • nyquist example
    • $|\varphi_F(f)|^2=T1_{{-\frac{1}{2T}<f<\frac{1}{2T}}}(f)$
    • $|\varphi_F(f)|^2=Tcos^2(\frac{\pi}{2}fT)1_{{-\frac{1}{T}<f<\frac{1}{T}}}(f)$
    • $|\varphi_F(f)|^2=T(1-T|f|)1_{{-\frac{1}{T}<f<\frac{1}{T}}}(f)$
  • nyquist comments
    • constant but not $T$ : orthogonal to $T$-space time translate even when equal to other constant than $T$ ($||\varphi(t)||^2\not=1$)
    • minimum bandwidth : $\frac{1}{2T}$
    • test for bandwiths between $\frac{1}{2T}$ and $\frac{1}{T}$ : if $|\varphi_F(f)|^2$ vanishes outside $[-1/T,1/T]$, nyquist satisfied iff $|\varphi_F(\frac{1}{2T}-\varepsilon)|^2+|\varphi_F(-\frac{1}{2T}-\varepsilon)|^2=T$
    • test for arbitrary finite bandwidths : $|\varphi_F(f)|^2$ wider than $1/T$, nysquist satisfied iff $g(\varepsilon)=\sum_{i\in I}|\varphi_F(f_i+\varepsilon)|^2$ for $\varepsilon\in[-\frac{1}{2T},\frac{1}{2T}]$
  • root-raised-cosine family
    • when $\beta=0$ : $\varphi(t)=\sqrt{1/T}sinc(\frac{1}{T})$
  • eye diagrams
    • noiseless output : $y(jT)=\sum_i s_iR_\varphi((j-i)T)=s_j$
    • truncated pulse : too short, could be not orthogonal
    • inter-symbol interference : ISI, $y(jT)=\sum_is_il_{j-i}$ with $l_i=R_\varphi(iT)$
      • when $R_\varphi(\tau)$ nonzero for more than one sample
      • when matched filter output not sampled at correc times : $l_i=R_\varphi(iT+\Delta)$
    • should have single value at $t=0$
    • more space in middle : more tolerant to small sampling variation (jitter), larger $\beta$
  • sinc-rect relation : $b=cd$, $d=2ab$

Convolutional coding and Viterbi decoding

  • binary source symbols : ${\pm 1}$ rather than ${0,1}$, factoring out $\sqrt{\epsilon_s}$
  • convolutional encoder : for $b_j$ produce $x_{2j-1}$ and $x_{2j}$ with $b_{-1}=b_0=1$
    • length : $n=2k$
    • usage : only $2^k/2^n=2^{-k}$ used by codewords
    • specification
      • source symbols entering : number $k_0$
      • symbols produced : number $n_0>k_0$
      • constraint length : $m_0$, number of input $k_0$-tuples used to determine an output $n_0$-tuple
      • encoding function : $k_0\times m_0$ matrix
  • decoder
    • ML : maximizes $<c,y>-\frac{||c||^2}{2}$ or $<c,y>$ with $y$ channel output and $c=\sqrt{\epsilon_s}x$ codeword
    • bruteforce : $2^k$ sequence
  • viterbi algorithm : VA
    • linear
    • trellis : for $y=(1,3),(-2,1),(4,-1),(5,5),(-3,-3),(1,-6),(2,-4)$
      • depth $j=0$ : leftmost initial state
      • depth $j=k+2$ : rightmost final state
      • edge value : $y_{2j-1}x_{2j-1}+y_{2j}x_{2j}$ for depth $j-1$ to $j$ with output $x_{2j-1},x_{2j}$
      • survivor : largest subpath to this depth
  • reference path : by convenience, all-one path
  • detour
    • start at depth $j$ : $\omega_j$ number of bit errors of that detour (number of positions in which they differ)
    • no start at depth $j$ : $\omega_j=0$
    • incorrect bits : $\sum_{j=0}^{k-1}\omega_j$
    • incorrect fraction : $\frac{1}{kk_0}\sum_{j=0}^{k-1}\omega_j$
    • output distance $d$ : compare two segments of encoder output, count number position that differ
    • input distance $i$ : compare the segments of encoder input sequences, count number position that differ
    • counting : number of detour $a(i,d)$, does not depend on $j$ (time-invariant) nor on reference path (linear encoded)
    • flow graph : remove self-loop of start state, split it in start and end, label $I^iD^d$
    • generating function : $T(I,D)=\sum_{i,d}I^iD^d a(i,d)$
      • detour flow path : $a_l(i,d)$ from state $s$ and end state $l$, $T_l(I,D)=\sum_{i,d}I^iD^da_l(i,d)$, no detour means $T_l=1$
  • bit-error probability : $P_b$ upperbound
    • waveform : $\omega(t)=\sqrt{\epsilon}\sum_{j=1}^nx_j\varphi_j(t)$ with $\varphi_i(t)$ orthonormal
    • received signal : $y=(y_1,\ldots,y_n)$ with $y_i=\int r(t)\varphi_i^*(t)dt$
    • stochastic model : $P_b=\frac{1}{kk_0}\sum_{j=0}^{k-1}E[\Theta_j]$
    • expectation : $E[\Theta_j]=\sum_h i(h)\pi(h)\le\sum_{i=1}^\infty\sum_{d=1}^\infty i Q(\sqrt{\frac{\epsilon_s d}{\sigma^2}})a(i,d)\le\sum_{i=1}^\infty\sum_{d=1}^\infty i z^da(i,d)=\\ \frac{\partial}{\partial I}\sum_{i=1}^\infty\sum_{d=1}^\infty I^i D^da(i,d)|{I=1,D=z}=\frac{\partial}{\partial I}T(I,D)|{I=1,D=z}$ over all detours with $z=e^{-\frac{\epsilon_s}{2\sigma^2}}$
      • detour probability : $\pi(h)$
      • input distance between detour $h$ and reference path : $i(h)$
      • noise : $Z\sim N(0,\frac{N_0}{2}I_{2m})$
      • upperbound : $\pi(h)\le Q(\frac{d_E(h)}{2\sigma})=Q(\sqrt{\frac{\epsilon_s d(h)}{\sigma^2}})$
    • relation : $\sum_{i=1}^\infty i f(i)=\frac{\partial}{\partial I}\sum_{i=1}^\infty I^if(i)|_{I=1}$ for any function $f$
    • finally : $P_b=\frac{1}{kk_0}\sum_{j=0}^{k-1}E[\Theta_j]\le\frac{1}{k_0}\frac{\partial}{\partial I}T(I,D)|_{I=1,D=z}$, need no convergence issue ($0\le z\le 1/2$)
      • encoder : $\frac{T(I,D)}{k_0}$
      • channel : $z^d$ upperbound to ML receiver with Hamming distance $d$
      • Bhattacharyya bound : $z=\sum_y\sqrt{P(y\mid a)P(y\mid b)}$, guarantee $0\le z\le 1$ (tigher bound can improve to $1/2$)

Passband communication via up/down conversion

  • baseband vs passband
  • carrier frequency : $f_c$
  • reflection : if wavelength much smaller than obstacle size
  • diffraction : if wavelength much larger than obstacle size
  • sky wave : ionoshpere trapping signal to transmit elsewhere ($300$kHz to $30$Mhz)
  • absorption : under sea, very limited bandwith ELF-VLF ($2$-$3$dB per $1000$km attentuation on Earth)
  • passband signal : $x(t)=\sqrt{2}\re{\hat x(t)}=\sqrt{2}\re{x_E(t)e^{j2\pi f_ct}}$
  • baseband-equivalent : $x_E(t)=\hat x(t)e^{-j2\pi f_ct}$, complex valued
  • analytic-equivalent : $\hat x(t)=\sqrt{2}(x*h_>)(t)$
  • real-valued : conjugate symmetric $x_F^*(f)=x_F(-f)$
  • purely imaginary : conjugate anti-symmetric $x_F^*(f)=-x_F(-f)$
  • passband inner product : $<x,y>=\re{<\hat x,\hat y>}=\re{<x_E,y_E>}$, orthogonal iff purely imaginary
  • norm : $||x||^2=||\hat x||^2=||x_E||^2$
  • double-sideband modulation with suppressed carrier : DSB-SC $x(t)=\sqrt{2}b(t)\cos(2\pi f_ct)=\sqrt{2}\re{b(t)e^{j2\pi f_ct}}$, bandwidth efficiency by removing extra frequencies
  • AM modulation : $x(t)=(1+mb(t))\sqrt{2}\cos(2\pi f_ct)$, energy consumed by frequency carrier (allow simpler receiver)
  • single-sideband modulation : SSB, amateur radio (efficient use of limited spectrum)
    • USB : upper side-band
    • LSB : lower side-band
  • quadrature amplitude modulation : QAM, two real valued baseband information signaés $b(t)=b_R(t)+jb_I(t)$, bandwidth efficiency by doubling content, two streams doing symbol by symbol
  • parts : $x=\re(z)=\frac{z+\bar z}{2}$, $y=\im(z)=\frac{z-\bar z}{2i}$ for $z=x+iy$
  • baseband constellation :
    • baseband : $\omega_{E,i}(t)=\sum_{l=1}^n c_{i,l}\varphi_l(t)$
    • passband : $\omega_i(t)=\sqrt{2}\re{\omega_{E,i}(t)e^{j2\pi f_ct}}=\sum_{l=1}^n\re{c_{i,l}}\varphi_{1,l}(t)+\sum_{l=1}^n\im{c_{i,l}}\varphi_{2,l}(t)$
      • $\varphi_{1,l}(t)=\sqrt{2}\re{\varphi_l(t)e^{j2\pi f_ct}}$
      • $\varphi_{2,l}(t)=-\sqrt{2}\im{\varphi_l(t)e^{j2\pi f_ct}}$
    • orthonormal : ${\varphi_{1,l}(t),\varphi_{2,l}(t) : l=1,\ldots,n}$ iff $\varphi_l$ frequency-limited to $[-B,B]$
    • baseband dimension : $n$
    • passband dimension : $2n$
    • $2n$-tuple former : $Y=Y_1+jY_2$ with $Y_l=Y_{1,l}+jY_{2,l}=<\sqrt{2}e^{-j2\pi f_ct}R(t), \varphi_l(t)>$
      • $Y_{1,l}=<R(t),\varphi_{1,l}(t)>=\re{<\sqrt{2}e^{-j2\pi f_ct}R(t),\varphi_l(t)>}$
      • $Y_{2,l}=<R(t),\varphi_{2,l}(t)>=\im{<\sqrt{2}e^{-j2\pi f_ct}R(t),\varphi_l(t)>}$
  • PSK complex : 4-ary, $w(t)=\sqrt{2\epsilon}\sum_l\cos(2\pi f_ct+\phi_l)\varphi(t-lT)$ for symbol $s_l=\sqrt{\epsilon}e^{j\phi_l}$, real and imaginary not independent
  • QAM complex : $w(t)=\sqrt{2}\sum_l a_l\cos(2\pi f_ct+\phi_l)\varphi(t-lT)$ for symbol $s_l=a_le^{j\phi_l}$, twice efficiency of PAM
  • sub-layer
  • ML rule complex : $\hat H_{ML}(y)=\arg\min_i||y-c_i||=\arg\max_i \re{<y,c_i>}-\frac{||c_i||^2}{2}$
  • baseband equivalent channel : $U_l=<[\omega_i(t)h(t)]\sqrt{2}e^{-j2\pi f_c t},g_t(t)>=<(\omega_{E,i}(t)+\omega_{E,i}^(t)e^{-j4\pi f_ct})*h_0(t),g_l(t)>=<\omega_{E,i}(t)h_0(t),g_l(t)>$ with $h_0(t)=h(t)e^{-j2\pi f_ct}$, $\omega_i(t)=\frac{1}{2}[\omega_{E,i}(t)e^{j2\pi f_ct}+\omega_{E,i}^(t)e^{-j2\pi f_ct}]$
    • $\omega_{E,i}^*(t)e^{j4\pi f_ct}*h_0(t)$ nothing in common with $g_l(t)$ (frequency)
    • $h_0(t)$ : fourrier $h_F(f+f_c)$
  • independent white gaussian noise
    • $N_R(t)$, $N_I(t)$ independent : require any functions $h_1(t)$, $h_2(t)$ to give $\int N_R(t)h_1(t)dt$, $\int N_I(t)h_2(t)dt$ independent
    • noise output of down converter : $\tilde N_E(t)=\tilde N_R(t)+j\tilde N_I(t)$
      • $\tilde N_R(t)=N(t)\sqrt{2}\cos(2\pi f_ct)$, not independent
      • $\tilde N_I(t)=-N(t)\sqrt{2}\sin(2\pi f_ct)$, not independent
    • $Z_i=\int \tilde N_R(t)h_i(t)dt\sim N(0,\frac{N_0}{2}||\sqrt{2}\cos(2\pi f_ct)h_i(t)||^2$, $cov(Z_1,Z_2)=\frac{N_0}{2}&lt;\sqrt{2}\cos(2\pi f_ct)h_1(t),\sqrt{2}\cos(2\pi f_ct)h_2(t)&gt;=\frac{N_0}{2}&lt;h_1(t),h_2(t)&gt;$, $cov(Z_2,Z_3)=\frac{N_0}{2}&lt;\sqrt{2}\cos(2\pi f_ct)h_2(t),\sqrt{2}\sin(2\pi f_ct)h_3(t)&gt;=0$
    • bandlimited to $[-B,B]$ $B&lt;f_c$ : can model noise $N_E(t)=N_R(t)+jN_I(t)$ independent of spectral density $\frac{N_0}{2}$

Appendix

Algebraic

  • $\frac{1}{2}+\frac{1}{2^2}+\frac{1}{2^3}+\cdots+\frac{1}{2^n}=1-\frac{1}{2^n}$
  • $\sqrt{1+x}=1+\frac{x}{2}$ when $x &lt;&lt; 1$
  • $e^x=\lim_{n\to\infty}(1+\frac{x}{n})^n$
  • geometric series : converge to $\sum_{n=1}^\infty ar^{n-1}=\frac{a}{1-r}$ if $|r|&lt;1$
  • Riemann series : $\sum_{n=1}^\infty \frac{1}{p^\alpha}$ converges if $\alpha &gt;1$
  • $(x+y)^n=\sum_{k=0}^n {n \choose k} x^{n-k}y^k$
  • $erf(x)=\frac{2}{\sqrt{\pi}}\int_0^xe^{-t^2}dt$
  • $n!\approx n^ne^{-n}\sqrt{2\pi n}$

Trigonometric

  • $2\sin^2 t = 1-\cos 2t$
  • $2\cos^2 x = 1+\cos 2x$
  • $\sin 2x = 2\sin x \cos x$
  • $\sin(a+b)=\sin a\cos b+\cos a\sin b$
  • $\cos(a+b)=\cos a\cos b-\sin a\sin b$
  • $\tan^2 x +1=\frac{1}{\cos^2 x}$
  • $\cot^2 x +1=\frac{1}{\sin^2 x}$
  • $\sin 0 = \frac{1}{2}\sqrt{0} = \cos \pi/2 = 0$
  • $\sin \pi/6 = \frac{1}{2}\sqrt{1} = \cos \pi/3 = \frac{1}{2}$
    • $\sin \pi/4 =\frac{1}{2}\sqrt{2} = \cos \pi/4 =\frac{\sqrt{2}}{2}$
  • $\sin \pi/3 = \frac{1}{2}\sqrt{3} = \cos \pi/6=\frac{\sqrt{3}}{2}$
  • $\sin \pi/2 = \frac{1}{2}\sqrt{4} = \cos 0 = 1$
  • $\cosh z =\frac{e^z+e^{-z}}{2}$
  • $\sinh z =\frac{e^z-e^{-z}}{2}$
  • $\cos z =\frac{e^{iz}+e^{-iz}}{2}=\cosh iz$
  • $\sin z =\frac{e^{iz}-e^{-iz}}{2i}=\frac{\sinh iz}{i}$
  • $e^z=\cosh z +\sinh z=\cos z+i\sin z$
  • $e^{-z}=\cosh z -\sinh z$
  • $\cosh^2 z -\sinh^2 z = 1$
  • $\sin mx\cos nx=\frac{1}{2}[\sin (m+n)x + \sin (m-n)x]$
  • $\cos mx\cos nx=\frac{1}{2}[\cos (m+n)x + \cos (m-n)x]$
  • $\sin mx\sin nx=\frac{1}{2}[-\cos (m+n)x + \cos (m-n)x]$

Differentiation

  • $\tan'x=\sec^2x$
  • $\csc'x = -\csc x\cot x$
  • $\sec'x = \sec x\tan x$
  • $\cot'x = -\csc^2x$
  • $\sin'^{-1}x = \frac{1}{\sqrt{1-x^2}}$
  • $\cos'^{-1}x = -\frac{1}{\sqrt{1-x^2}}$
  • $\tan'^{-1}x = \frac{1}{1+x^2}$
  • $\csc'^{-1}x = -\frac{1}{x\sqrt{x^2-1}}$
  • $\sec'^{-1}x = \frac{1}{x\sqrt{x^2-1}}$
  • $\cot'^{-1}x = -\frac{1}{1+x^2}$

Integration

  • $\int \ln x dx = x \ln x - x$
  • $\int x \ln xdx= \frac{1}{4}x^2(2\ln x -1)$
  • $\int \frac{1}{x\log x}dx=\log (\log x)$
  • $\int \frac{1}{x\log^2 x}dx=-\frac{1}{\log x}$
  • $\int \frac{1}{x}dx = \ln |x|$
  • $\int a^x dx = \frac{1}{\ln a} a^x$
  • $\int \tan x dx = \ln |\sec x| $
  • $\int \frac{a}{a^2+x^2}dx = \tan^{-1}\frac{x}{a}$
  • $\int \frac{a}{a^2-x^2}dx = \frac{1}{2}\ln\left|\frac{x+a}{x-a}\right|$
  • $\int \frac{1}{\sqrt{a^2-x^2}} dx = \sin^{-1} \frac{x}{a}$
  • $\int \frac{1}{\sqrt{x^2-a^2}} dx = \cosh^{-1} \frac{x}{a}$
  • $\int \frac{1}{\sqrt{x^2+a^2}} dx = \sinh^{-1} \frac{x}{a}$
  • $\int \sin^{-1} x dx=\sqrt{1-x^2}+x\sin^{-1} x$
  • $\int \cos^{-1} x dx=-\sqrt{1-x^2}+x\cos^{-1} x$
  • $\int \tan^{-1} x dx=-\frac{1}{2}\ln(x^2+1)+x\tan^{-1} x$
  • $\int \sin x \cos xdx = -\frac{1}{2}\cos^2 x$
  • $\displaystyle\int^\pi_{-\pi} 1\cdot \cos (nx),dx=\left.\frac{1}{n}\sin (nx)\right|^{\pi}_{-\pi}=0.$
  • $\quad\displaystyle\int^\pi_{-\pi} 1\cdot \sin (nx),dx=\left.-\frac{1}{n}\cos (nx)\right|^{\pi}_{-\pi}=0.$
  • $\displaystyle\int^\pi_{-\pi} \sin (nx)\cos (nx),dx=\left.\frac{\sin^2 (nx)}{2n}\right|^{\pi}_{-\pi}=0.$
  • $\displaystyle\int^\pi_{-\pi} \sin (mx)\sin(nx),dx=0$
  • $\displaystyle\int^\pi_{-\pi} \cos (mx)\cos(nx),dx=0$
  • $\displaystyle\int^\pi_{-\pi} \sin (mx)\cos(nx),dx=0$
  • $\int_{{0}}^{{\frac{\pi}{2}}} \sin^n x , dx = \int_{{0}}^{{\frac{\pi}{2}}} \cos^n x , dx = \begin{cases}\frac{n-1}{n} \cdot \frac{n-3}{n-2} \cdots \frac{3}{4} \cdot \frac{1}{2} \cdot \frac{\pi}{2}, & \text{if }n\text{ is even}\\frac{n-1}{n} \cdot \frac{n-3}{n-2} \cdots \frac{4}{5} \cdot \frac{2}{3} & \text{if }n\text{ is odd andmore than 1}\end{cases}$
  • $\int_{{-c}}^{{c}}\sin {x};\mathrm{d}x = 0 !$
  • $\int_{{-c}}^{{c}}\cos {x};\mathrm{d}x = 2\int_{{0}}^{{c}}\cos {x};\mathrm{d}x = 2\int_{{-c}}^{{0}}\cos {x};\mathrm{d}x = 2\sin {c} !$
  • $\int_{{-c}}^{{c}}\tan {x};\mathrm{d}x = 0 !$
  • $\int_{-\frac{a}{2}}^{\frac{a}{2}} x^2\cos^2 {\frac{n\pi x}{a}};\mathrm{d}x = \frac{a^3(n^2\pi^2-6)}{24n^2\pi^2} \qquad\mbox{(for }n=1,3,5...\mbox{)},!$
  • $\int_{\frac{-a}{2}}^{\frac{a}{2}} x^2\sin^2 {\frac{n\pi x}{a}};\mathrm{d}x = \frac{a^3(n^2\pi^2-6(-1)^n)}{24n^2\pi^2} = \frac{a^3}{24} (1-6\frac{(-1)^n}{n^2\pi^2}) \qquad\mbox{(for }n=1,2,3,...\mbox{)},!$
  • $\int_{{0}}^{{2 \pi}}\sin^{2m+1}{x}\cos^{2n+1}{x};\mathrm{d}x = 0 ! \qquad {n,m} \in \mathbb{Z}$
  • $\int_0^{2\pi} \sin x \cos^2 x d x=0$
  • $\int_0^{2\pi} \sin^2 x \cos x d x=0$
  • $\int_0^{2\pi} \sin^2 x d x=\pi$
  • $\int_0^{2\pi} \cos^2 x d x=\pi$
  • $\int_0^{2\pi} \sin^4 x d x=\frac{3\pi}{4}$
  • $\int_0^{2\pi} \cos^4 x d x=\frac{3\pi}{4}$
  • $\int_0^{2\pi} \sin^2 x \cos^2 x d x=\frac{\pi}{4}$
  • $\int x\sin xd x=\frac{\sin(n x)-n x \cos(n x)}{n^2}$
  • $\int x\cos xd x=\frac{nx\sin(n x)+ \cos(n x)}{n^2}$
  • $\frac{2}{T}\int_0^T\cos(\frac{2\pi n}{T}x)\cos(\frac{2\pi m}{T}x)d x=\frac{2}{T}\int_0^T\sin(\frac{2\pi n}{T}x)\sin(\frac{2\pi m}{T}x)d x\cases{0 &amp;\text{si }n\not=m\\ 1 &amp;\text{si }n=m}$
  • $\int_0^T\sin(\frac{2\pi n}{T}x)\cos(\frac{2\pi m}{T}x)d x=0$

Analytic functions

  • $\frac{1}{1-ax}=\sum_{n=0}^\infty (ax)^n=1+ax+ax^2+ax^3+\cdots$
  • $\frac{1}{1+x}=\sum_{n=0}^\infty (-x)^n=1-x+x^2-x^3+\cdots$
  • $\frac{1}{(1-x)^2}=\sum_{n=0}^\infty (n+1)x^n=1+2x+3x^2+4x^3+\cdots$
  • $\sin x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n+1}}{(2n+1)!}=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\cdots$
  • $\cos x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n}}{(2n)!}=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$
  • $\tan^{-1} x=\sum_{n=0}^\infty (-1)^n \frac{x^{2n+1}}{2n+1}=x-\frac{x^3}{3}+\frac{x^5}{5}-\cdots$
  • $ln(1+x)=\sum_{n=1}^\infty (-1)^n \frac{x^n}{n}=x-\frac{x^2}{2}+\frac{x^3}{3}-\cdots$

Change of coordinates

  • Jacobian : $J=|\frac{\partial(x,y)}{\partial(u,v)}|=\begin{vmatrix} \frac{dx}{du}&\frac{dx}{dv} \\ \frac{dy}{du}&\frac{dy}{dv}\end{vmatrix}$
  • substitution : $\int_{\mathbb D}f(\vec x) d\vec x = \int_S f(T(\vec u)) J d\vec u$
  • polar coordinates : $x = r \cos \theta\quad y = r\sin\theta\quad J=r$ and $\int_{\mathbb D}f(\vec x)d\vec x = \int_a^b \int_{g(\theta)}^{f(\theta)} f(r,\theta)r dr d\theta$
  • cylindrial coordinates : $x = r \cos \theta\quad y = r\sin\theta\quad z=z \quad J=r$
  • spherical coordinates : $x = \rho \sin \phi \cos \theta\quad y = \rho \sin\phi\sin\theta\quad z=\rho\cos\phi \quad J=\rho^2\sin \phi$ where $0 \le \theta \le 2\pi$ and $0\le \phi\le\pi$ (starting on the positive y-axis side)
  • affine transformations : barycentric coordinates $\vec x = \vec v_1 \beta_1 + \vec v_2 \beta_2 \quad 0 \le \beta_i \le 1 \quad \beta_1+\beta_2=1$
  • rotation matrix : $A=\begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix}$

9.7 Distributions

  • gaussienne multivariée : $f_X(x)=\frac{1}{\sqrt{(2\pi)^ndet\Sigma}}e^{-\frac{1}{2}(x-\mu)^T\Sigma^{-1}(x-\mu)}$
    • matrice de covariance : $\Sigma$ symmetrique et semi-définie postivie
    • entièrement caractérisisé par les moments d'ordre 1 et 2
    • changement de variables linéaire : $Y=AX+b$ alors $S=A\Sigma A^T$ et $m=A\mu+b$ remplacent $A$ et $\mu$
    • décorrelation possible par diagonalisation