Bandpass Random Processes

A random process { X (t )} is called a band-pass process if its power spectrum S X ( ) is

B B
zero outside a band ( 0 0 ) . B is called the band-width and 0 0 is
2 2
called the centre frequency of the band-pass process { X (t )}.

If B is very small compared to the centre frequency 0 , then { X (t )} is called a narrow

band process.

We can similarly define a low-pass random process as a random process { X (t )} if its

power spectral density S X ( w) is zero outside the band B.
In telecommunication, we often deal with random signals which have PSD
concentrated in a small frequency band and negligible outside this band.
Following are two examples. The information bearing signals like speech, image
and video are low-pass signals. These information-bearing signals modulate a
sinusoidal carrier for transmitting over the communication channel that acts as a
bandpass filter. For example, the amplitude- modulated waveform received by a
communication receiver is modeled as an amplitude-modulated random-phase
sinusoid
X (t ) M (t ) cos c t , where ~ U 0, 2 and M(t) is a
WSS process independent of . Here the modulation process translates the
spectrum of M (t ) from base-band to a band centred around c .
The noise associated with communication signal undergoes band-pass filtering in
the communication receiver and the band-pass filtered noise can be modeled as a
band-pass process.

We can do the correlation and power spectral analysis of such signals in the usual
manner. However, for analysis of nonlinear operations like the multiplication with a
random process, the following trigonometric representation is useful.
 Fig. Power spectrum of a band-pass random process

Rices representation or quadrature representation of a WSS process:

An arbitrary zero-mean WSS process { X (t )} can be represented in terms of the slowly

varying components X c (t ) and X s (t ) as follows:

X (t ) X c (t ) cos 0t X s (t ) sin 0t (1)

B B
where 0 is a center frequency arbitrary chosen in the band ( 0 0 ) .
2 2
X c (t ) and X s (t ) are respectively called the in-phase and the quadrature-phase
components of X (t ).

Let us choose a dual process {Y (t )} such that

X (t ) jY (t ) X c (t ) jX s (t ) e j0t
X c (t ) cos 0t X s (t ) sin 0t j X c (t ) sin 0t X s (t ) cos 0t
1 4 4 4 44 2 4 4 4 4 43 1 4 4 4 44 2 4 4 4 4 43
X (t ) Y (t )

Then, X c (t ) X (t ) cos 0t Y (t )sin 0t (2)

and X s (t ) X (t ) cos 0t Y (t )sin 0t (3)

We require the processes { X c (t )} and { X s (t )} to be WSS.

Note that
EX (t ) cos 0 tEX c (t ) sin 0 tEX s (t )
As { X (t )} is zero mean, we require that
EX c (t ) 0
and
EX s (t ) 0
Again
EX c (t ) cos 0t EX (t ) sin 0t EY (t )
EX s (t ) cos 0tEX (t ) sin 0tEY (t )
As each of EX c (t ), EX s (t ) and EX (t ) is zero-mean, we require that
EY (t ) 0 .
Also
RX C (t , t ) E[ X t cos 0 t Y t sin 0 t ][ X (t ) cos 0t Y (t ) sin 0t ]
RX ( ) cos 0 (t ) cos 0t RY ( ) sin 0 t sin 0t RXY ( ) cos 0 (t )sin 0t
RYX ( )sin 0 (t ) cos 0t
and

RX S (t , t ) RX ( ) cos 0 (t ) cos 0t RY ( )sin 0 t sin 0t

RXY ( ) cos 0 t sin 0t RYX sin 0 t cos 0t
and
RX C X S (t , t ) RX ( ) cos 0 (t ) cos 0 t RY ( )sin 0 (t )sin 0 t
RXY ( ) cos 0 (t )sin 0 t RYX ( ) sin 0 (t ) cos 0 t

Thus, RX C (t , t ), RX S (t , t ) and RX C X S (t , t ) will be independent of t if and only if

RY ( ) RX ( )
and
RXY ( ) RYX ( )

Under these conditions

RX ( ) RX ( ) RX ( ) cos 0 RYX ( ) sin 0
C S

and
RX C X S ( ) RX ( ) cos 0 (t ) cos 0t RY ( )sin 0 (t ) sin 0t
RXY ( ) cos 0 (t ) sin 0t RYX ( ) sin 0 (t ) cos 0t
RX ( )[cos 0 (t ) cos 0t sin 0 (t )sin 0t ]
RXY ( )[cos 0 (t )sin 0t si n 0 (t ) cos 0t ]
RX ( ) cos 0 RXY ( ) sin( 0 )
RX ( ) cos 0 RYX ( )sin 0

How to find {Y (t )} satisfying the above two conditions?

For this, consider {Y (t )} to be the Hilbert transform of { X (t )} , i.e.

Y (t ) X (s)h(t s)ds

 1
where h(t ) and the integral is defined in the mean-square sense.
t

{Y (t )}
{ X (t )}h(t ) 1t

The frequency response H of the Hilbert transform is given by

j if >0

H j if <0
0 if =0

H ( ) j sgn( )
2
and H ( ) 1
SY H S X ( ) S X
2

and
jS XX ( ) for 0
S XY ( ) H S XX ( )
jS XX ( ) for 0

jS XX for >0
SYX ( ) H * S XX ( )
jS XX for <0

SY S X
and
S XY ( ) SYX

From the above two relations, we get

RX ( ) RY ( )
and
RXY ( ) RYX ( )

The Hilbert transform of X (t ) is denoted as X (t ). Therefore, from (2) and (3) we
establish

X C (t ) X (t ) cos 0t X (t )sin 0t

and X S (t ) X (t ) cos 0t X (t ) sin 0t
and

X (t ) X c (t ) cos 0t X S (t ) sin 0t

The realization for the in phase and the quadrature phase components is shown in the
figure below.

From the above analysis, we can summarise the following expressions for the
autocorrelation functions
RX ( ) RX ( ) RX ( ) cos 0 RYX ( )sin 0
C S

RX ( ) cos 0 h(t ) * RX ( )sin 0 Q RYX ( ) h( ) * RX ( )

R ( ) cos R ( ) sin
X 0 X 0

where
R X ( ) Hilbert transform of RX ( )

= h( s) RX ( s)ds

The variances X c and X s are given by

2 2

X2 c X2 s RX (0).

Taking the Fourier transform of RX C ( ) and RX S ( ), we get

 S X ( 0 ) S X ( 0 ) B
S X C ( ) S X s ( )
0 otherwise

RX ( )h( ) 1 R X ( )

Similarly,
RX C X S ( ) =RX ( )sin 0 RYX ( ) cos 0
=RX ( ) sin 0 R X ( ) cos 0
and
j[ S X ( 0 ) S X ( 0 )] B
S X C X S ( )
0 otherwise

Notice that the cross power spectral density S X C X S ( ) is purely imaginary. Particularly, if
S X ( ) is locally symmetric about 0 ,
S X C X S ( ) 0
implying that
RX C X S ( ) 0
Consequently, the zero-mean processes { X c (t )} and { X s (t )} are also uncorrelated.

Example
Suppose the band-limited white-noise process { X (t )} has the PSD S X ( ) as shown in
Fig below.

We have earlier shown that

 S X ( )

N0
2
B

c
S Xc ( ) S X s ( )
N0
2

B B
2
2
B
N 0 B sin 2
RX ( ) cos 0
2 B
2
The plot of S X c ( ) S X s ( ) is as shown in the Fig. Therefore,
B
sin
N B 2
RX c ( ) RX s ( ) 0
2 B
2
Remark

(1) The representation of the band-pass process { X (t )} in terms of the in-phase and
the quadrature phase components is not unique. By selecting different c , we can
have different representations.
(2) The band-pass process { X (t )} can be represented as
X (t ) A(t ) cos( 0 t (t ))
where
A(t ) X c2 (t ) X s2 (t )
and
 X s (t )
(t ) tan 1 .
X c (t )
A(t ) and (t ) are respectively called the envelope and the phase of the process
{ X (t )}.
(3) If { X (t )} is a Gaussian process, then { X (t )} ( being linear transform of { X (t )} )
is also Gaussian. Consequently, the processes { X c (t )} and { X s (t )} are also
Gaussian.
(4) Under the condition of local symmetry of S X ( ) about 0 , { X c (t )} and { X s (t )}
are uncorrelated. If { X c (t )} and { X s (t )} are also Gaussian. processes, then
{ X c (t )} and { X s (t )} will be independent . Using the results on the PDF of
functions of RVs, we get following.
The envelope A(t ) X c2 (t ) X s2 (t ) will be Rayleigh-distributed. Thus

x2

x 2 RX c {0)
e , for x 0
f A( t ) ( x) RX {0)

c

0 otherwise
1 X s (t )
The phase (t ) tan will be U [0 2 ] distributed
X c (t )