Digital Communications I:
Modulation and Coding Course
Period 3 - 2007
Catharina Logothetis
Lecture 5
Lecture 5 2
Last time we talked about:
Receiver structure
Impact of AWGN and ISI on the
transmitted signal
Optimum filter to maximize SNR
Matched filter and correlator receiver
Signal space used for detection
Orthogonal N-dimensional space
Signal to waveform transformation and vice
versa
Lecture 5 3
Today we are going to talk about:
Signal detection in AWGN channels
Minimum distance detector
Maximum likelihood
Average probability of symbol error
Union bound on error probability
Upper bound on error probability based
on the minimum distance
Lecture 5 4
Detection of signal in AWGN
Detection problem:
Given the observation vector , perform a
mapping from to an estimate of the
transmitted symbol, , such that the
average probability of error in the decision
is minimized.
m
ˆ
i
m
Modulator Decision rule
m
ˆ
i
m
z
i
s
n
z
z
Lecture 5 5
Statistics of the observation Vector
AWGN channel model:
Signal vector is deterministic.
Elements of noise vector are i.i.d
Gaussian random variables with zero-mean and
variance . The noise vector pdf is
The elements of observed vector are
independent Gaussian random variables. Its pdf is
), ,,(
21 iNiii
aaa
=
s
), ,,(
21 N
zzz
=
z
), ,,(
21 N
nnn
=
n
nsz
+
=
i
2/
0
N
()
⎟
⎟
⎠
⎞
⎜
⎜
⎝
⎛
−=
0
2
2/
0
exp
1
)(
N
N
p
N
n
n
n
π
()
⎟
⎠
⎜
⎝
0
0
N
N
π
⎟
⎞
⎜
⎛
−
−=
2
2/
exp
1
)|(p
i
N
i
sz
sz
z
Lecture 5 6
Detection
Optimum decision rule (maximum a
posteriori probability):
Applying Bayes’ rule gives:
., ,1 where
allfor ,)|sent Pr()|sent Pr(
if
ˆ
Set
Mk
ikmm
mm
ki
i
=
≠≥
=
zz
ik
p
mp
p
mm
k
k
i
=
=
allfor maximum is ,
)(
)|(
if
ˆ
Set
z
z
z
z
Lecture 5 7
Detection …
Partition the signal space into M decision
regions, such that
M
ZZ , ,
1
i
k
k
i
mm
ik
p
mp
p
Z
=
=
ˆ
meansThat
. allfor maximum is ],
)(
)|(
ln[
if region inside lies Vector
z
z
z
z
z
Lecture 5 8
Detection (ML rule)
For equal probable symbols, the optimum
decision rule (maximum posteriori probability)
is simplified to:
or equivalently:
which is known as
maximum likelihood
.
ikmp
mm
k
i
=
=
allfor maximum is ),|(
if
ˆ
Set
z
z
ikmp
mm
k
i
=
=
allfor maximum is )],|(ln[
if
ˆ
Set
z
z
Lecture 5 9
Detection (ML)…
Partition the signal space into M decision
regions, .
Restate the maximum likelihood decision
rule as follows:
M
ZZ , ,
1
i
k
i
mm
ikmp
Z
=
=
ˆ
meansThat
allfor maximum is )],|(ln[
if region inside lies Vector
z
z
z
Lecture 5 10
Detection rule (ML)…
It can be simplified to:
or equivalently:
ik
Z
k
i
=− allfor minimum is ,
if region inside lies Vector
sz
z
).( ofenergy theis where
allfor maximum is ,
2
1
if region inside lies Vector
1
tsE
ikEaz
Z
kk
k
N
j
kjj
i
=−
∑
=
r
Lecture 5 11
Maximum likelihood detector block
diagram
〉
〈
⋅
1
,s
〉
〈
⋅
M
s,
1
2
1
E−
M
E
2
1
−
Choose
the largest
z
m
ˆ
Lecture 5 12
Schematic example of ML decision regions
)(
1
t
ψ
)(
2
t
ψ
1
s
3
s
2
s
4
s
1
Z
2
Z
3
Z
4
Z
Lecture 5 13
Average probability of symbol error
Erroneous decision: For the transmitted symbol
or equivalently signal vector , an error in decision occurs
if the observation vector does not fall inside region .
Probability of erroneous decision for a transmitted symbol
or equivalently
Probability of correct decision for a transmitted symbol
sent) inside lienot does sent)Pr( Pr()
ˆ
Pr(
iiii
mZmmm z=≠
sent) inside liessent)Pr( Pr()
ˆ
Pr(
iiii
mZmmm z==
∫
==
i
Z
iiiic
dmpmZmP zz z
z
)|(sent) inside liesPr()(
)(1)(
icie
mPmP
−
=
i
m
i
s
z
i
Z
sent) and
ˆ
Pr()(
iiie
mmmmP
≠
=
Lecture 5 14
Av. prob. of symbol error …
Average probability of symbol error :
For equally probable symbols:
)
ˆ
(Pr)(
1
i
M
i
E
mmMP ≠=
∑
=
)|(
1
1
)(
1
1)(
1
)(
1
11
∑
∫
∑∑
=
==
−=
−==
M
i
Z
i
M
i
ic
M
i
ieE
i
dmp
M
mP
M
mP
M
MP
zz
z
Lecture 5 15
Example for binary PAM
)(
1
t
ψ
b
E
b
E−
0
1
s
2
s
)|(
1
mp z
z
)|(
2
mp z
z
2
)2(
0
⎟
⎟
⎠
⎞
⎜
⎜
⎝
⎛
==
N
E
QPP
b
EB
2/
2/
)()(
0
21
21
⎟
⎟
⎠
⎞
⎜
⎜
⎝
⎛
−
==
N
QmPmP
ee
ss
Lecture 5 16
Union bound
Let denote that the observation vector is closer to
the symbol vector than , when is transmitted.
depends only on and .
Applying Union bounds yields
z
i
s
k
s
i
s
ki
A
Union bound
The probability of a finite union of events is upper bounded
by the sum of the probabilities of the individual events.
),()Pr(
2 ikki
PA ss=
i
s
k
s
∑
≠
=
≤
M
ik
k
ikie
PmP
1
2
),()( ss
∑∑
=
≠
=
≤
M
i
M
ik
k
ikE
P
M
MP
11
2
),(
1
)( ss
Lecture 5 17
Union bound:
Example of union bound
1
ψ
1
s
4
s
2
s
3
s
1
Z
4
Z
3
Z
2
Z
r
2
ψ
1
ψ
1
s
4
s
2
s
3
s
2
A
r
1
ψ
1
s
4
s
2
s
3
s
3
A
r
1
ψ
1
s
4
s
2
s
3
s
4
A
r
2
ψ
2
ψ
2
ψ
∫
∪∪
=
432
)|()(
11
ZZZ
e
dmpmP rr
r
∫
=
2
)|(),(
1122
A
dmpP rrss
r
∫
=
3
)|(),(
1132
A
dmpP rrss
r
∫
=
4
)|(),(
1142
A
dmpP rrss
r
∑
=
≤
4
2
121
),()(
k
ke
PmP ss
Lecture 5 18
Upper bound based on minimum distance
⎟
⎟
⎠
⎞
⎜
⎜
⎝
⎛
=−=
=
∫
∞
2/
2/
)exp(
1
sent) is when , than closer to is Pr(),(
0
0
2
0
2
N
d
Qdu
N
u
N
P
ik
d
iikik
ik
π
ssszss
⎟
⎟
⎠
⎞
⎜
⎜
⎝
⎛
−≤≤
∑∑
=
≠
=
2/
2/
)1(),(
1
)(
0
min
11
2
N
d
QMP
M
MP
M
i
M
ik
k
ikE
ss
kiik
d ss −=
ik
ki
ki
dd
≠
=
,
min
min
Minimum distance in the signal space:
Lecture 5 19
Example of upper bound on av. Symbol
error prob. based on union bound
)(
1
t
ψ
)(
2
t
ψ
1
s
3
s
2
s
4
s
2,1
d
4,3
d
3,2
d
4,1
d
s
E
s
E−
s
E−
s
E
4, ,1 , === iEE
sii
s
s
ski
Ed
ki
Ed
2
2
min
,
=
≠
=
Lecture 5 20
Eb/No figure of merit in digital
communications
SNR or S/N is the average signal power to the
average noise power. SNR should be modified
in terms of bit-energy in DCS, because:
Signals are transmitted within a symbol duration
and hence, are energy signal (zero power).
A merit at bit-level facilitates comparison of
different DCSs transmitting different number of bits
per symbol.
b
bb
R
W
N
S
WN
ST
N
E
==
/
0
b
R
W
: Bit rate
: Bandwidth
Lecture 5 21
Example of Symbol error prob. For PAM
signals
)(
1
t
ψ
0
1
s
2
s
b
E
b
E−
Binary PAM
)(
1
t
ψ
0
2
s
3
s
5
2
b
E
5
6
b
E
5
6
b
E
−
5
2
b
E
−
4
s
1
s
4-ary PAM
T
t
)(
1
t
ψ
T
1
0