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		<title>Average PSD of QAM signals</title>
		<link>http://assafbart.wordpress.com/2009/08/08/average-psd-of-qam-signals/</link>
		<comments>http://assafbart.wordpress.com/2009/08/08/average-psd-of-qam-signals/#comments</comments>
		<pubDate>Sat, 08 Aug 2009 10:29:56 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[Signal Processing]]></category>

		<guid isPermaLink="false">http://assafbart.wordpress.com/?p=299</guid>
		<description><![CDATA[The previous post showed that the &#8220;periodogram&#8221; can be applyed on WSCS signals. Linear digital modulation signals are generally represented (in base-band) as: where T is the trasnmission period, are the information symbols (which are complex in the case of QAM) and is the shaping filter. Calculating , the auto-correlation function of the base-band signal, [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=299&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>The previous post showed that the &#8220;periodogram&#8221; can be applyed on WSCS signals.</p>
<p>Linear digital modulation signals are generally represented (in base-band) as:</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=x%28t%29%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Csum%7D%7DI_%7Bn%7D%5Ccdot+g%28t-nT%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;sum}}I_{n}&#92;cdot g(t-nT)' title='x(t)=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;sum}}I_{n}&#92;cdot g(t-nT)' class='latex' /></p>
<p style="text-align:left;">where T is the trasnmission period, <img src='http://s0.wp.com/latex.php?latex=I_%7Bn%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I_{n}' title='I_{n}' class='latex' /> are the information symbols (which are complex in the case of QAM) and <img src='http://s0.wp.com/latex.php?latex=g%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='g(t)' title='g(t)' class='latex' /> is the shaping filter.</p>
<p style="text-align:left;">Calculating <img src='http://s0.wp.com/latex.php?latex=R_%7Bxx%7D%28t%2B%5Ctau%2Ct%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='R_{xx}(t+&#92;tau,t)' title='R_{xx}(t+&#92;tau,t)' class='latex' />, the auto-correlation function of the base-band signal, shows that the process is WSCS. Note that the signal is a random process since the information symbols are assumed to be random. Moreover, we assume that the symbols are a discrete-time WSS process.</p>
<p style="text-indent:0;margin:0;">Let&#8217;s try to find the average PSD &#8220;directly&#8221;, i.e. not through the auto-correlation.</p>
<p style="text-indent:0;margin:0;">Define:</p>
<p style="text-indent:0;margin:0;"><img src='http://s0.wp.com/latex.php?latex=x_%7BN%7D%28t%29%5Cequiv%5Coverset%7BN%7D%7B%5Cunderset%7Bn%3D-N%7D%7B%5Csum%7D%7DI_%7Bn%7D%5Ccdot+g%28t-nT%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x_{N}(t)&#92;equiv&#92;overset{N}{&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot g(t-nT)' title='x_{N}(t)&#92;equiv&#92;overset{N}{&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot g(t-nT)' class='latex' />,</p>
<p style="text-indent:0;margin:0;">which is <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' /> bounded by a window of size <img src='http://s0.wp.com/latex.php?latex=%5Cbar%7BT%7D%3D%282N%2B1%29%5Ccdot+T&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;bar{T}=(2N+1)&#92;cdot T' title='&#92;bar{T}=(2N+1)&#92;cdot T' class='latex' />.</p>
<p style="text-indent:0;margin:0;">Taking the Fourier transform yields:</p>
<p style="text-indent:0;margin:0;"><img src='http://s0.wp.com/latex.php?latex=X_%7BN%7D%28w%29%3D%5Coverset%7BN%7D%7B%5Cunderset%7Bn%3D-N%7D%7B%5Csum%7D%7DI_%7Bn%7D%5Ccdot+G%28w%29e%5E%7B-jw%28nT%29%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{N}(w)=&#92;overset{N}{&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot G(w)e^{-jw(nT)}' title='X_{N}(w)=&#92;overset{N}{&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot G(w)e^{-jw(nT)}' class='latex' /></p>
<p style="text-indent:0;margin:0;">Now comes the interesting part:</p>
<p style="text-indent:0;margin:0;">
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=E%5B%7C%5Cfrac%7BX_%7BN%7D%28w%29%7D%7B%5Csqrt%7B%5Cbar%7BT%7D%7D%7D%7C%5E%7B2%7D%5D%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7DE%5B%7CX_%7BN%7D%28w%29%7C%5E%7B2%7D%5D%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7DE%5BX%28w%29%5Ccdot+X%5E%7B%2A%7D%28w%29%5D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='E[|&#92;frac{X_{N}(w)}{&#92;sqrt{&#92;bar{T}}}|^{2}]=&#92;frac{1}{&#92;bar{T}}E[|X_{N}(w)|^{2}]=&#92;frac{1}{&#92;bar{T}}E[X(w)&#92;cdot X^{*}(w)]=' title='E[|&#92;frac{X_{N}(w)}{&#92;sqrt{&#92;bar{T}}}|^{2}]=&#92;frac{1}{&#92;bar{T}}E[|X_{N}(w)|^{2}]=&#92;frac{1}{&#92;bar{T}}E[X(w)&#92;cdot X^{*}(w)]=' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7DE%5B%5Coverset%7BN%7D%7B%28%5Cunderset%7Bn%3D-N%7D%7B%5Csum%7D%7DI_%7Bn%7D%5Ccdot+G%28w%29e%5E%7B-jw%28nT%29%7D%29%5Coverset%7BN%7D%7B%5Ccdot%28%5Cunderset%7Bk%3D-N%7D%7B%5Csum%7D%7DI_%7Bk%7D%5E%7B%2A%7D%5Ccdot+G%5E%7B%2A%7D%28w%29e%5E%7B%2Bjw%28kT%29%7D%29%5D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}E[&#92;overset{N}{(&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot G(w)e^{-jw(nT)})&#92;overset{N}{&#92;cdot(&#92;underset{k=-N}{&#92;sum}}I_{k}^{*}&#92;cdot G^{*}(w)e^{+jw(kT)})]=' title='=&#92;frac{1}{&#92;bar{T}}E[&#92;overset{N}{(&#92;underset{n=-N}{&#92;sum}}I_{n}&#92;cdot G(w)e^{-jw(nT)})&#92;overset{N}{&#92;cdot(&#92;underset{k=-N}{&#92;sum}}I_{k}^{*}&#92;cdot G^{*}(w)e^{+jw(kT)})]=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%5Cunderset%7Bn%7D%7B%5Csum%7D%5Cunderset%7Bk%7D%7B%5Csum%7D%7CG%28w%29%7C%5E%7B2%7D%5Ccdot+e%5E%7BjwT%28k-n%29%7DE%5BI_%7Bn%7DI_%7Bk%7D%5E%7B%2A%7D%5D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}&#92;underset{n}{&#92;sum}&#92;underset{k}{&#92;sum}|G(w)|^{2}&#92;cdot e^{jwT(k-n)}E[I_{n}I_{k}^{*}]=' title='=&#92;frac{1}{&#92;bar{T}}&#92;underset{n}{&#92;sum}&#92;underset{k}{&#92;sum}|G(w)|^{2}&#92;cdot e^{jwT(k-n)}E[I_{n}I_{k}^{*}]=' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%7CG%28w%29%7C%5E%7B2%7D%5Cunderset%7Bn%7D%7B%5Csum%7D%5Cunderset%7Bk%7D%7B%5Csum%7DR_%7BII%7D%5Bn-k%5D%5Ccdot+e%5E%7B-jwT%28n-k%29%7D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{n}{&#92;sum}&#92;underset{k}{&#92;sum}R_{II}[n-k]&#92;cdot e^{-jwT(n-k)}=' title='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{n}{&#92;sum}&#92;underset{k}{&#92;sum}R_{II}[n-k]&#92;cdot e^{-jwT(n-k)}=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%7CG%28w%29%7C%5E%7B2%7D%5Cunderset%7Bk%7D%7B%5Csum%7D%5Cunderset%7Bn%7D%7B%28%5Csum%7DR_%7BII%7D%5Bn-k%5D%5Ccdot+e%5E%7B-jwTn%29%7D%29e%5E%7BjwTk%7D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k}{&#92;sum}&#92;underset{n}{(&#92;sum}R_{II}[n-k]&#92;cdot e^{-jwTn)})e^{jwTk}=' title='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k}{&#92;sum}&#92;underset{n}{(&#92;sum}R_{II}[n-k]&#92;cdot e^{-jwTn)})e^{jwTk}=' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%7CG%28w%29%7C%5E%7B2%7D%5Cunderset%7Bk%7D%7B%5Csum%7D%28S_%7BII%7D%28wT%29%5Ccdot+e%5E%7B-jwTk%7D%29e%5E%7BjwTk%7D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k}{&#92;sum}(S_{II}(wT)&#92;cdot e^{-jwTk})e^{jwTk}=' title='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k}{&#92;sum}(S_{II}(wT)&#92;cdot e^{-jwTk})e^{jwTk}=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%7CG%28w%29%7C%5E%7B2%7D%5Cunderset%7Bk%3D-N%7D%7B%5Coverset%7BN%7D%7B%5Csum%7D%7DS_%7BII%7D%28wT%29%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k=-N}{&#92;overset{N}{&#92;sum}}S_{II}(wT)=' title='=&#92;frac{1}{&#92;bar{T}}|G(w)|^{2}&#92;underset{k=-N}{&#92;overset{N}{&#92;sum}}S_{II}(wT)=' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7B%282N%2B1%29T%7D%7CG%28w%29%7C%5E%7B2%7D%5Ccdot+S_%7BII%7D%28wT%29%5Ccdot%282N%2B1%29%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{(2N+1)T}|G(w)|^{2}&#92;cdot S_{II}(wT)&#92;cdot(2N+1)=' title='=&#92;frac{1}{(2N+1)T}|G(w)|^{2}&#92;cdot S_{II}(wT)&#92;cdot(2N+1)=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7BT%7D%5Ccdot+S_%7BII%7D%28wT%29%5Ccdot%7CG%28w%29%7C%5E%7B2%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{T}&#92;cdot S_{II}(wT)&#92;cdot|G(w)|^{2}' title='=&#92;frac{1}{T}&#92;cdot S_{II}(wT)&#92;cdot|G(w)|^{2}' class='latex' /></p>
<p>Using the previous post results, we get:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Cmathbf%7B%5Cbar%7BS%7D_%7Bxx%7D%28w%29%3Dlim_%7BN%5Crightarrow%5Cinfty%7DE%5B%7C%5Cfrac%7BX_%7BN%7D%28w%29%7D%7B%5Csqrt%7B%282N%2B1%29T%7D%7D%7C%5E%7B2%7D%5D%3D%5Cfrac%7B1%7D%7BT%7D%5Ccdot+S_%7BII%7D%28wT%29%5Ccdot%7CG%28w%29%7C%5E%7B2%7D%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;mathbf{&#92;bar{S}_{xx}(w)=lim_{N&#92;rightarrow&#92;infty}E[|&#92;frac{X_{N}(w)}{&#92;sqrt{(2N+1)T}}|^{2}]=&#92;frac{1}{T}&#92;cdot S_{II}(wT)&#92;cdot|G(w)|^{2}}' title='&#92;mathbf{&#92;bar{S}_{xx}(w)=lim_{N&#92;rightarrow&#92;infty}E[|&#92;frac{X_{N}(w)}{&#92;sqrt{(2N+1)T}}|^{2}]=&#92;frac{1}{T}&#92;cdot S_{II}(wT)&#92;cdot|G(w)|^{2}}' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p style="text-indent:0;text-align:left;margin:0;">Which is the average-PSD of linearly modulated signals (e.g. QAM).</p>
<p style="text-indent:0;text-align:left;margin:0;">Only 1 note: You probably ask yourself where we  used the limit <img src='http://s0.wp.com/latex.php?latex=N%5Crightarrow%5Cinfty&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='N&#92;rightarrow&#92;infty' title='N&#92;rightarrow&#92;infty' class='latex' />. The answer is that this allowed us to treat the summations as from <img src='http://s0.wp.com/latex.php?latex=-%5Cinfty&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='-&#92;infty' title='-&#92;infty' class='latex' /> to <img src='http://s0.wp.com/latex.php?latex=%2B%5Cinfty&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='+&#92;infty' title='+&#92;infty' class='latex' />, yielding the Fourier transform of <img src='http://s0.wp.com/latex.php?latex=R_%7BII%7D%5Bl%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='R_{II}[l]' title='R_{II}[l]' class='latex' />.</p>
<p style="text-indent:0;text-align:center;margin:0;">
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">
<p style="text-align:left;">
<p style="text-align:left;">
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		<title>Average Power Spectrum Density</title>
		<link>http://assafbart.wordpress.com/2009/08/07/average-power-spectrum-density/</link>
		<comments>http://assafbart.wordpress.com/2009/08/07/average-power-spectrum-density/#comments</comments>
		<pubDate>Fri, 07 Aug 2009 20:01:47 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[Signal Processing]]></category>

		<guid isPermaLink="false">http://assafbart.wordpress.com/?p=152</guid>
		<description><![CDATA[While going over some topics in digital communication, I came across the Average-PSD (Average Power Spectrum Density) term; the A-PSD is a statistical character of WSCS (Wide Sense Cyclo-Stationary) random process much like the PSD is a statistical character of WSS (Wide Sense Stationary) random process. Following, I will talk about the PSD, how it [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=152&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>While going over some topics in digital communication, I came across the<br />
Average-PSD (Average Power Spectrum Density) term; the A-PSD is a statistical<br />
character of WSCS (Wide Sense Cyclo-Stationary) random process much<br />
like the PSD is a statistical character of WSS (Wide Sense Stationary) random<br />
process. Following, I will talk about the PSD, how it is calculated,<br />
and how it represents the average power density of a WSS process. Later,<br />
I will do the same with A-PSD and WSCS process.</p>
<p><strong>1. PSD (of a WSS process)</strong></p>
<p>When a random process is said to be Wide-Sense Stationary (WSS) &#8211; it has a time-invariant mean and a 1D auto-correlation function; that is, for a WSS process <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' /> we have:</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Cmu_%7Bx%7D%28t%29%3DE%5Bx%28t%29%5D%3D%5Cmu_%7Bx%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;mu_{x}(t)=E[x(t)]=&#92;mu_{x}' title='&#92;mu_{x}(t)=E[x(t)]=&#92;mu_{x}' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Ctilde%7BR%7D_%7Bxx%7D%28t%2B%5Ctau%2Ct%29%5Cequiv+E%5Bx%28t%2B%5Ctau%29x%5E%7B%2A%7D%28t%29%5D%3DR_%7Bxx%7D%28%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;tilde{R}_{xx}(t+&#92;tau,t)&#92;equiv E[x(t+&#92;tau)x^{*}(t)]=R_{xx}(&#92;tau)' title='&#92;tilde{R}_{xx}(t+&#92;tau,t)&#92;equiv E[x(t+&#92;tau)x^{*}(t)]=R_{xx}(&#92;tau)' class='latex' /></p>
<p>And the PSD is defined as the Fourier transform of <img src='http://s0.wp.com/latex.php?latex=R_%7Bxx%7D%28%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='R_{xx}(&#92;tau)' title='R_{xx}(&#92;tau)' class='latex' />:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%28w%29%3DF%5C%7BR_%7Bxx%7D%28%5Ctau%29%5C%7D%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DR_%7Bxx%7D%28%5Ctau%29%5Ccdot+e%5E%7B-jw%5Ctau%7Dd%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}(w)=F&#92;{R_{xx}(&#92;tau)&#92;}=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(&#92;tau)&#92;cdot e^{-jw&#92;tau}d&#92;tau' title='S_{xx}(w)=F&#92;{R_{xx}(&#92;tau)&#92;}=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(&#92;tau)&#92;cdot e^{-jw&#92;tau}d&#92;tau' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p>Let us do some math:</p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%28w%29%3DF%5C%7BR_%7Bxx%7D%28%5Ctau%29%5C%7D%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DR_%7Bxx%7D%28%5Ctau%29%5Ccdot+e%5E%7B-jw%5Ctau%7Dd%5Ctau%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}(w)=F&#92;{R_{xx}(&#92;tau)&#92;}=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(&#92;tau)&#92;cdot e^{-jw&#92;tau}d&#92;tau=' title='S_{xx}(w)=F&#92;{R_{xx}(&#92;tau)&#92;}=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(&#92;tau)&#92;cdot e^{-jw&#92;tau}d&#92;tau=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DE%5Bx%28t%2B%5Ctau%29x%5E%7B%2A%7D%28t%29%5De%5E%7B-jw%5Ctau%7Dd%5Ctau%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DE%5Bx%28t%2B%5Ctau%29x%5E%7B%2A%7D%28t%29e%5E%7B-jw%5Ctau%7D%5Dd%5Ctau%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}E[x(t+&#92;tau)x^{*}(t)]e^{-jw&#92;tau}d&#92;tau=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}E[x(t+&#92;tau)x^{*}(t)e^{-jw&#92;tau}]d&#92;tau=' title='=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}E[x(t+&#92;tau)x^{*}(t)]e^{-jw&#92;tau}d&#92;tau=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}E[x(t+&#92;tau)x^{*}(t)e^{-jw&#92;tau}]d&#92;tau=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3DE%5B%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7Dx%28t%2B%5Ctau%29x%5E%7B%2A%7D%28t%29e%5E%7B-jw%5Ctau%7Dd%5Ctau%5D%3DE%5Bx%5E%7B%2A%7D%28t%29%5Ccdot%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7Dx%28t%2B%5Ctau%29e%5E%7B-jw%5Ctau%7Dd%5Ctau%5D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=E[&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}x(t+&#92;tau)x^{*}(t)e^{-jw&#92;tau}d&#92;tau]=E[x^{*}(t)&#92;cdot&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}x(t+&#92;tau)e^{-jw&#92;tau}d&#92;tau]=' title='=E[&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}x(t+&#92;tau)x^{*}(t)e^{-jw&#92;tau}d&#92;tau]=E[x^{*}(t)&#92;cdot&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}x(t+&#92;tau)e^{-jw&#92;tau}d&#92;tau]=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3DE%5Bx%5E%7B%2A%7D%28t%29%5Ccdot+X%28w%29%5Ccdot+e%5E%7Bjwt%7D%5D%3DE%5BX%28w%29%5Ccdot%28x%28t%29e%5E%7B-jwt%7D%29%5E%7B%2A%7D%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=E[x^{*}(t)&#92;cdot X(w)&#92;cdot e^{jwt}]=E[X(w)&#92;cdot(x(t)e^{-jwt})^{*}]' title='=E[x^{*}(t)&#92;cdot X(w)&#92;cdot e^{jwt}]=E[X(w)&#92;cdot(x(t)e^{-jwt})^{*}]' class='latex' /></p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">And this is true for every <img src='http://s0.wp.com/latex.php?latex=w&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='w' title='w' class='latex' /> and every <img src='http://s0.wp.com/latex.php?latex=t&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='t' title='t' class='latex' /> !</p>
<p style="text-indent:0;margin:0;">Note, that even though <img src='http://s0.wp.com/latex.php?latex=t&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='t' title='t' class='latex' /> appears on the right hand side of the equality, the result will be independent of t (since we assume that the process is WSS). Also note that we consider <img src='http://s0.wp.com/latex.php?latex=X%28w%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X(w)' title='X(w)' class='latex' /> to be the Fourier transform of <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' /> in the sense that it is a new &#8220;random process&#8221; of variable <img src='http://s0.wp.com/latex.php?latex=w&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='w' title='w' class='latex' />. We also assume that all realizations of <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' /> are bounded in time <img src='http://s0.wp.com/latex.php?latex=%5B-0.5T%2C0.5T%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='[-0.5T,0.5T]' title='[-0.5T,0.5T]' class='latex' />, in order to avoid convergence issues. However, the boundaries shall meet the requirement of <img src='http://s0.wp.com/latex.php?latex=T&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='T' title='T' class='latex' /> being &#8220;very large&#8221; . Thus, from now on we will refer to the latter as <img src='http://s0.wp.com/latex.php?latex=X_%7BT%7D%28w%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{T}(w)' title='X_{T}(w)' class='latex' />, as to point out that the Fourier transform is taken over a window with a size <img src='http://s0.wp.com/latex.php?latex=T&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='T' title='T' class='latex' />.</p>
<p style="text-indent:0;margin:0;">
<p>Let us now integrate both sides of the equation with respect to <img src='http://s0.wp.com/latex.php?latex=t&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='t' title='t' class='latex' />:</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cunderset%7B-0.5T%7D%7B%5Cfrac%7B1%7D%7BT%7D%5Coverset%7B0.5T%7D%7B%5Cint%7D%7DS_%7Bxx%7D%28w%29dt%3D%5Cunderset%7B-0.5T%7D%7B%5Cfrac%7B1%7D%7BT%7D%5Coverset%7B0.5T%7D%7B%5Cint%7D%7DE%5BX_%7BT%7D%28w%29%5Ccdot%28x%28t%29e%5E%7B-jwt%7D%29%5E%7B%2A%7D%5Ddt&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}S_{xx}(w)dt=&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}E[X_{T}(w)&#92;cdot(x(t)e^{-jwt})^{*}]dt' title='&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}S_{xx}(w)dt=&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}E[X_{T}(w)&#92;cdot(x(t)e^{-jwt})^{*}]dt' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%28w%29%3DE%5BX_%7BT%7D%28w%29%5Ccdot%5Cunderset%7B-0.5T%7D%7B%5Cfrac%7B1%7D%7BT%7D%5Coverset%7B0.5T%7D%7B%5Cint%7D%7D%28x%28t%29e%5E%7B-jwt%7D%29%5E%7B%2A%7D%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}(w)=E[X_{T}(w)&#92;cdot&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}(x(t)e^{-jwt})^{*}]' title='S_{xx}(w)=E[X_{T}(w)&#92;cdot&#92;underset{-0.5T}{&#92;frac{1}{T}&#92;overset{0.5T}{&#92;int}}(x(t)e^{-jwt})^{*}]' class='latex' /></p>
<p>Now since <img src='http://s0.wp.com/latex.php?latex=T%5Crightarrow%5Cinfty&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='T&#92;rightarrow&#92;infty' title='T&#92;rightarrow&#92;infty' class='latex' />, we get:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Cmathbf%7BS_%7Bxx%7D%28w%29%3Dlim_%7BT%5Crightarrow%5Cinfty%7D%5C%7BE%5B%5Cmid%5Cfrac%7BX_%7BT%7D%28w%29%7D%7B%5Csqrt%7BT%7D%7D%5Cmid%5E%7B2%7D%5D%5C%7D%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;mathbf{S_{xx}(w)=lim_{T&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{T}(w)}{&#92;sqrt{T}}&#92;mid^{2}]&#92;}}' title='&#92;mathbf{S_{xx}(w)=lim_{T&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{T}(w)}{&#92;sqrt{T}}&#92;mid^{2}]&#92;}}' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p>To summaries, if we look at the Fourier transform of a &#8220;very long&#8221; (<img src='http://s0.wp.com/latex.php?latex=T%5Crightarrow%5Cinfty&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='T&#92;rightarrow&#92;infty' title='T&#92;rightarrow&#92;infty' class='latex' />) window of <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' />, we get <img src='http://s0.wp.com/latex.php?latex=X_%7BT%7D%28w%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{T}(w)' title='X_{T}(w)' class='latex' /> which is a random variable for every <img src='http://s0.wp.com/latex.php?latex=w&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='w' title='w' class='latex' />. The result shows that the PSD is essentially the mean of <img src='http://s0.wp.com/latex.php?latex=%7CX_%7BT%7D%28w%29%7C%5E%7B2%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|X_{T}(w)|^{2}' title='|X_{T}(w)|^{2}' class='latex' />, thus being the &#8220;mean power&#8221; of the random process for every frequency <img src='http://s0.wp.com/latex.php?latex=w&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='w' title='w' class='latex' />.</p>
<p style="text-indent:0;margin:0;"><strong>2. (Time) Averaged PSD (of a WSCS process)</strong><strong><br />
</strong></p>
<p>When a random process is said to be Wide-Sense Cyclo-Stationary (WSCS) &#8211; it has a periodic mean and a 2D auto-correlation function which is periodic as well. That is, for a WSCS process <img src='http://s0.wp.com/latex.php?latex=x%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='x(t)' title='x(t)' class='latex' /> we have:</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Cmu_%7Bx%7D%28t%29%3DE%5Bx%28t%29%5D%3D%5Cmu_%7Bx%7D%28t%2Bk%5Ccdot+T%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;mu_{x}(t)=E[x(t)]=&#92;mu_{x}(t+k&#92;cdot T)' title='&#92;mu_{x}(t)=E[x(t)]=&#92;mu_{x}(t+k&#92;cdot T)' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=R_%7Bxx%7D%28t%2B%5Ctau%2Ct%29%5Cequiv+E%5Bx%28t%2B%5Ctau%29x%5E%7B%2A%7D%28t%29%5D%3DR_%7Bxx%7D%28t%2B%5Ctau%2Bk%5Ccdot+T%2Ct%2Bk%5Ccdot+T%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='R_{xx}(t+&#92;tau,t)&#92;equiv E[x(t+&#92;tau)x^{*}(t)]=R_{xx}(t+&#92;tau+k&#92;cdot T,t+k&#92;cdot T)' title='R_{xx}(t+&#92;tau,t)&#92;equiv E[x(t+&#92;tau)x^{*}(t)]=R_{xx}(t+&#92;tau+k&#92;cdot T,t+k&#92;cdot T)' class='latex' /></p>
<p><!-- p, li { white-space: pre-wrap; } --></p>
<p style="text-indent:0;margin:0;">where <img src='http://s0.wp.com/latex.php?latex=T&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='T' title='T' class='latex' /> is the &#8220;period&#8221;&#8216; of the random process.</p>
<p style="text-indent:0;margin:0;">Note that WSCS processes are very common in the field of digital communication, e.g. QAM signal.</p>
<p style="text-indent:0;margin:0;">Let us now define:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%28w%3Bt%29%5Cequiv+F%5C%7BR_%7Bxx%7D%28t%2B%5Ctau%2Ct%29%5C%7D%5Cequiv%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DR_%7Bxx%7D%28t%2B%5Ctau%2Ct%29%5Ccdot+e%5E%7B-jw%5Ctau%7Dd%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}(w;t)&#92;equiv F&#92;{R_{xx}(t+&#92;tau,t)&#92;}&#92;equiv&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+&#92;tau,t)&#92;cdot e^{-jw&#92;tau}d&#92;tau' title='S_{xx}(w;t)&#92;equiv F&#92;{R_{xx}(t+&#92;tau,t)&#92;}&#92;equiv&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+&#92;tau,t)&#92;cdot e^{-jw&#92;tau}d&#92;tau' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p><!-- p, li { white-space: pre-wrap; } --></p>
<p style="text-indent:0;text-align:left;margin:0;">From here we go on pretty much like in the case of a WSS processes as shows in section 1, only this time we get:</p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%5Calpha%5Cequiv%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%5Coverset%7B0.5%5Cbar%7BT%7D%7D%7B%5Cunderset%7B-0.5%5Cbar%7BT%7D%7D%7B%5Cint%7D%7DS_%7Bxx%7D%28w%3Bt%29dt%3DE%5BX%28w%29%5Ccdot%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%5Coverset%7B0.5%5Cbar%7BT%7D%7D%7B%5Cunderset%7B-0.5%5Cbar%7BT%7D%7D%7B%5Cint%7D%7D%28x%28t%29e%5E%7B-jwt%7D%29%5E%7B%2A%7D%5D%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;alpha&#92;equiv&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}S_{xx}(w;t)dt=E[X(w)&#92;cdot&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}(x(t)e^{-jwt})^{*}]=' title='&#92;alpha&#92;equiv&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}S_{xx}(w;t)dt=E[X(w)&#92;cdot&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}(x(t)e^{-jwt})^{*}]=' class='latex' /></p>
<p style="text-align:left;"><img src='http://s0.wp.com/latex.php?latex=%3Dlim_%7B%5Cbar%7BT%7D%5Crightarrow%5Cinfty%7D%5C%7BE%5B%5Cmid%5Cfrac%7BX_%7B%5Cbar%7BT%7D%7D%28w%29%7D%7B%5Csqrt%7B%5Cbar%7BT%7D%7D%7D%5Cmid%5E%7B2%7D%5D%5C%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=lim_{&#92;bar{T}&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{&#92;bar{T}}(w)}{&#92;sqrt{&#92;bar{T}}}&#92;mid^{2}]&#92;}' title='=lim_{&#92;bar{T}&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{&#92;bar{T}}(w)}{&#92;sqrt{&#92;bar{T}}}&#92;mid^{2}]&#92;}' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">
<p>Note that while the right han side remain un-changed, the spectrum is now a function of <img src='http://s0.wp.com/latex.php?latex=t&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='t' title='t' class='latex' /> as well &#8211; making the integral not-so-trivial as in the case of WSS processes.</p>
<p>However, by definition we can show that the spectrum is periodic T:</p>
<p><img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%28w%3Bt%2Bk%5Ccdot+T%29%5Cequiv%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DR_%7Bxx%7D%28t%2Bk%5Ccdot+T%2B%5Ctau%2Ct%2Bk%5Ccdot+T%29%5Ccdot+e%5E%7B-jw%5Ctau%7Dd%5Ctau%5Cunderset%7BWSCS%7D%7B%3D%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}(w;t+k&#92;cdot T)&#92;equiv&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+k&#92;cdot T+&#92;tau,t+k&#92;cdot T)&#92;cdot e^{-jw&#92;tau}d&#92;tau&#92;underset{WSCS}{=}' title='S_{xx}(w;t+k&#92;cdot T)&#92;equiv&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+k&#92;cdot T+&#92;tau,t+k&#92;cdot T)&#92;cdot e^{-jw&#92;tau}d&#92;tau&#92;underset{WSCS}{=}' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%3D%5Cunderset%7B-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Cint%7D%7DR_%7Bxx%7D%28t%2B%5Ctau%2Ct%29%5Ccdot+e%5E%7B-jw%5Ctau%7Dd%5Ctau%3DS_%7Bxx%7D%28w%3Bt%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+&#92;tau,t)&#92;cdot e^{-jw&#92;tau}d&#92;tau=S_{xx}(w;t)' title='=&#92;underset{-&#92;infty}{&#92;overset{&#92;infty}{&#92;int}}R_{xx}(t+&#92;tau,t)&#92;cdot e^{-jw&#92;tau}d&#92;tau=S_{xx}(w;t)' class='latex' /></p>
<p>Without the loss of generality, we assume <img src='http://s0.wp.com/latex.php?latex=%5Cbar%7BT%7D%3DT%5Ccdot+M&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;bar{T}=T&#92;cdot M' title='&#92;bar{T}=T&#92;cdot M' class='latex' />; thus, we can re-write the right hand side:</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Calpha%3D%5Cfrac%7B1%7D%7B%5Cbar%7BT%7D%7D%5Coverset%7B0.5%5Cbar%7BT%7D%7D%7B%5Cunderset%7B-0.5%5Cbar%7BT%7D%7D%7B%5Cint%7D%7DS_%7Bxx%7D%28w%3Bt%29dt%3D%5Cfrac%7B1%7D%7BTM%7D%5Ccdot%5Cunderset%7Bi%3D0%7D%7B%5Coverset%7BM-1%7D%7B%5Csum%7D%7D%5Coverset%7B%28i%2B1%29T%7D%7B%5Cunderset%7BiT%7D%7B%5Cint%7D%7DS_%7Bxx%7D%28w%3Bt%29dt%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;alpha=&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}S_{xx}(w;t)dt=&#92;frac{1}{TM}&#92;cdot&#92;underset{i=0}{&#92;overset{M-1}{&#92;sum}}&#92;overset{(i+1)T}{&#92;underset{iT}{&#92;int}}S_{xx}(w;t)dt=' title='&#92;alpha=&#92;frac{1}{&#92;bar{T}}&#92;overset{0.5&#92;bar{T}}{&#92;underset{-0.5&#92;bar{T}}{&#92;int}}S_{xx}(w;t)dt=&#92;frac{1}{TM}&#92;cdot&#92;underset{i=0}{&#92;overset{M-1}{&#92;sum}}&#92;overset{(i+1)T}{&#92;underset{iT}{&#92;int}}S_{xx}(w;t)dt=' class='latex' /></p>
<p style="text-indent:0;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cfrac%7B1%7D%7BTM%7D%5Ccdot%5Cunderset%7Bi%3D0%7D%7B%5Coverset%7BM-1%7D%7B%5Csum%7D%7DT%5Ccdot+S_%7Bxx%7D%5E%7BAV%7D%28w%29%3D%5Calpha&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;frac{1}{TM}&#92;cdot&#92;underset{i=0}{&#92;overset{M-1}{&#92;sum}}T&#92;cdot S_{xx}^{AV}(w)=&#92;alpha' title='=&#92;frac{1}{TM}&#92;cdot&#92;underset{i=0}{&#92;overset{M-1}{&#92;sum}}T&#92;cdot S_{xx}^{AV}(w)=&#92;alpha' class='latex' /></p>
<p style="text-indent:0;margin:0;">where we define <img src='http://s0.wp.com/latex.php?latex=S_%7Bxx%7D%5E%7BAV%7D%28w%29%5Cequiv%5Cfrac%7B1%7D%7BT%7D%5Ccdot%5Cunderset%7B%3CT%3E%7D%7B%5Cint%7DS_%7Bxx%7D%28w%3Bt%29dt&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='S_{xx}^{AV}(w)&#92;equiv&#92;frac{1}{T}&#92;cdot&#92;underset{&lt;T&gt;}{&#92;int}S_{xx}(w;t)dt' title='S_{xx}^{AV}(w)&#92;equiv&#92;frac{1}{T}&#92;cdot&#92;underset{&lt;T&gt;}{&#92;int}S_{xx}(w;t)dt' class='latex' />, the (time-) &#8220;average&#8221; PSD.</p>
<p style="text-indent:0;margin:0;">
<p><img src='http://s0.wp.com/latex.php?latex=%5Calpha%3D%5Cfrac%7B1%7D%7BM%7D%5Ccdot+M%5Ccdot+S_%7Bxx%7D%5E%7BAV%7D%28w%29%3DS_%7Bxx%7D%5E%7BAV%7D%28w%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;alpha=&#92;frac{1}{M}&#92;cdot M&#92;cdot S_{xx}^{AV}(w)=S_{xx}^{AV}(w)' title='&#92;alpha=&#92;frac{1}{M}&#92;cdot M&#92;cdot S_{xx}^{AV}(w)=S_{xx}^{AV}(w)' class='latex' /></p>
<p>So we get:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Cmathbf%7BS_%7Bxx%7D%5E%7BAV%7D%28w%29%3Dlim_%7B%5Cbar%7BT%7D%5Crightarrow%5Cinfty%7D%5C%7BE%5B%5Cmid%5Cfrac%7BX_%7B%5Cbar%7BT%7D%7D%28w%29%7D%7B%5Csqrt%7B%5Cbar%7BT%7D%7D%7D%5Cmid%5E%7B2%7D%5D%5C%7D%5Cequiv%5Cbar%7BS%7D_%7Bxx%7D%28w%29%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;mathbf{S_{xx}^{AV}(w)=lim_{&#92;bar{T}&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{&#92;bar{T}}(w)}{&#92;sqrt{&#92;bar{T}}}&#92;mid^{2}]&#92;}&#92;equiv&#92;bar{S}_{xx}(w)}' title='&#92;mathbf{S_{xx}^{AV}(w)=lim_{&#92;bar{T}&#92;rightarrow&#92;infty}&#92;{E[&#92;mid&#92;frac{X_{&#92;bar{T}}(w)}{&#92;sqrt{&#92;bar{T}}}&#92;mid^{2}]&#92;}&#92;equiv&#92;bar{S}_{xx}(w)}' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p>Beautiful. The latter equation shows that the mean of <img src='http://s0.wp.com/latex.php?latex=%7CX_%7B%5Cbar%7BT%7D%7D%28w%29%7C%5E%7B2%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|X_{&#92;bar{T}}(w)|^{2}' title='|X_{&#92;bar{T}}(w)|^{2}' class='latex' /> is essentially the &#8220;average&#8221; PSD for a WSCS process.</p>
<p><strong>3. Conclusions</strong></p>
<p style="text-indent:0;margin:0;">The result is interesting since:</p>
<ol>
<li> One way to compute the average PSD is to first compute the time-average autocorrelation function (averaged over a single period), and then take the Fourier transform. However, if one is not interested in the autocorrelation function,but only in the average PSD, he may want to use the method previously shown.</li>
<li>The results also show that if we have a lab equipment such as a &#8220;spectrum analyzer&#8221; which finds the PSD of a WSS process by averaging <img src='http://s0.wp.com/latex.php?latex=%7CX_%7B%5Cbar%7BT%7D%7D%28w%29%7C%5E%7B2%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|X_{&#92;bar{T}}(w)|^{2}' title='|X_{&#92;bar{T}}(w)|^{2}' class='latex' />, it will find the average PSD of a WSCS process as well.</li>
</ol>
<p>OK, it has been a long post already. Next time I will talk a little bit about WSCS processes in digital communication, and show how to use the results of the current post on QAM signals.</p>
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		<title>No-Cost Useful Software</title>
		<link>http://assafbart.wordpress.com/2009/07/09/no-cost-useful-software/</link>
		<comments>http://assafbart.wordpress.com/2009/07/09/no-cost-useful-software/#comments</comments>
		<pubDate>Thu, 09 Jul 2009 20:05:26 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[PC Software]]></category>

		<guid isPermaLink="false">http://assafbart.wordpress.com/?p=148</guid>
		<description><![CDATA[Hi There, Long time no post&#8230; This time something a little bit different. There&#8217;s a list of some free (as in freedom) and free (as in free beer) software that my dear friend Idan and myself have been maintaining for some time now. The idea began as a list of s/w, divided by category,  to [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=148&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>Hi There,</p>
<p>Long time no post&#8230;</p>
<p>This time something a little bit different. There&#8217;s a list of some free (as in freedom)</p>
<p>and free (as in free beer) software that my dear friend Idan and myself have been</p>
<p>maintaining for some time now.</p>
<p>The idea began as a list of s/w, divided by category,  to install once you format your</p>
<p>computer. However, I think you might find it interesting &#8211; so here it is:</p>
<p>&#8211; Security &#8211;<br />
AVG Antivirus<br />
Ad-aware<br />
Spybot<br />
Zonealarm Firewall</p>
<p>&#8211; Utils &#8211;<br />
7-Zip<br />
SIW &#8211; System Information for Windows<br />
Hashcalc &#8211; Calculate MD5/SHA1/CRC32 &#8230;.<br />
RealVNC Server / Viewer &#8211; remote desktop</p>
<p>&#8211; PDF/PS &#8211;<br />
FoxitReader (PDF reader)<br />
CutePDF Writer (PDF Printer)<br />
pdftk &#8211; pdf manipulator<br />
Ghostscript &#8211; for viewing postscript files</p>
<p>&#8211; File Manipulation / Documentation Tools &#8211;<br />
TKDiff &#8211; Excellent linux/windows application for comparing files<br />
Scite (Enhanced Text Editor)<br />
Notepad++ (Supports almost every language)<br />
OpenOffice<br />
Dia<br />
KHexEdit (Linux) (Binary file editor)<br />
Kompozer (HTML editor)<br />
Lyx (Latex editor)</p>
<p>&#8211; Internet &#8211;<br />
Firefox + Thunderbird (Browser + Mail)<br />
- Firefox Addons: Noia 2 extreme (theme); fireFTP; DownThemAll; FlashBlock; Gmarks; Greasemonkey; Xmarks; Answers.com<br />
- Thunderbird Addons: Nioa 2 extreme (theme); Enigmail; Lightning<br />
NVU (Website editor/WYSIWYG)<br />
GPG4Win<br />
Free Download Manager<br />
WinSCP &#8211; GUI for scp (copy files via SSH)<br />
PuTTY &#8211; SSH client<br />
KeePassX &#8211; Manage passwords for websites</p>
<p>&#8211; Chat &#8211;<br />
Skype<br />
Pidgin</p>
<p>&#8211; Development Accessories &#8211;<br />
Wireshark/Ethereal (Network Sniffer)<br />
Visual Studio Express 2008 &#8211; The microsoft free version of VS<br />
Poderosa (Terminal supposting COM/Telnet etc.)</p>
<p>&#8211; Backup Tools &#8211;<br />
CDBurnerXP &#8211; CD/DVD burning program (also compatible with Windows Vista)<br />
Daemon Tools (load an ISO to a virtual CD drive, as if you&#8217;ve just burned that CD and put it into your CD drive)</p>
<p>&#8211; Video / Sound &#8211;<br />
Avidemux &#8211; Manipulate video files (very useful if you need to convert formats, or some basic editing)<br />
Audacity (Greate Audio editing program)<br />
Gom player / VLC player (both are MP3 / movies players. Quite good)<br />
VLC media player &#8211; Cross Platform media (also DVD!) player<br />
Bytessence MPxConverter 1.1 (MP4 to AMV converter &#8211; for MP4 player)<br />
HandBrake &#8211; Ripping video DVDs and converting them<br />
IsoBuster &#8211; Also rips video DVDs, but can also handle problematic DVDs (e.g. if you didn&#8217;t finalize the disc)</p>
<p>&#8211; Image Manipulation &#8211;<br />
Gimp &#8211; Photoshop replacement<br />
IcoFX &#8211; Icon editor</p>
<p>&#8211; Cad &#8211;<br />
KiCad (Linux) (Schematics + PCB Editor)</p>
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		<title>Stability Of Discrete-Time LTI Systems</title>
		<link>http://assafbart.wordpress.com/2009/04/12/stability-of-discrete-time-lti-systems/</link>
		<comments>http://assafbart.wordpress.com/2009/04/12/stability-of-discrete-time-lti-systems/#comments</comments>
		<pubDate>Sun, 12 Apr 2009 21:24:42 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[Signal Processing]]></category>

		<guid isPermaLink="false">http://assafbart.wordpress.com/?p=116</guid>
		<description><![CDATA[This time I&#8217;d like to show you an insight that I thought of a long time ago; it was during a semester in which I was taking both &#8220;Complex Analysis&#8221; and &#8220;Linear Systems&#8221; classes. Let&#8217;s look at a discrete-time LTI system , with a Z-Transform , where and are both polynomials. Assuming that is causal, [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=116&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p style="text-indent:0;margin:0;">This time I&#8217;d like to show you an insight that I thought of a long time ago; it was during a semester in which I was taking both &#8220;Complex Analysis&#8221; and &#8220;Linear Systems&#8221; classes.</p>
<p style="text-indent:0;margin:0;">Let&#8217;s look at a discrete-time LTI system <img src='http://s0.wp.com/latex.php?latex=h%5Bn%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='h[n]' title='h[n]' class='latex' />, with a Z-Transform <img src='http://s0.wp.com/latex.php?latex=H%28z%29%3D%5Cfrac%7BN%28z%29%7D%7BD%28z%29%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='H(z)=&#92;frac{N(z)}{D(z)}' title='H(z)=&#92;frac{N(z)}{D(z)}' class='latex' />, where <img src='http://s0.wp.com/latex.php?latex=N%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='N(z)' title='N(z)' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> are both polynomials.</p>
<p style="text-indent:0;margin:0;">Assuming that <img src='http://s0.wp.com/latex.php?latex=h%5Bn%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='h[n]' title='h[n]' class='latex' /> is causal, it is stable iff all poles of <img src='http://s0.wp.com/latex.php?latex=H%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='H(z)' title='H(z)' class='latex' /> are inside the unit circle; i.e. all zeros of <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> are inside the unit circle.</p>
<p style="text-indent:0;margin:0;">Since <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> could be a polynomial of some degree, finding its zeros could be &#8220;difficult&#8221;. This gives rise to the need for systems stability criterion, which will not require finding them explicitly.</p>
<p style="text-indent:0;margin:0;">There is a direct Routh method for discrete-time systems, made up by Prof. Yuval Bistriz. However, what I would like to talk about is not a method, but rather a little &#8220;trick&#8221; which can be useful in certain cases.</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">Let <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> be a polynomial of degree n:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=D%28z%29%3Da_%7Bn%7Dz%5E%7Bn%7D%2Ba_%7Bn-1%7Dz%5E%7Bn-1%7D%2B...%2Ba_%7B1%7Dz%5E%7B1%7D%2Ba_%7B0%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)=a_{n}z^{n}+a_{n-1}z^{n-1}+...+a_{1}z^{1}+a_{0}' title='D(z)=a_{n}z^{n}+a_{n-1}z^{n-1}+...+a_{1}z^{1}+a_{0}' class='latex' /></p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;"><strong><em>Lemma</em></strong>:</p>
<p style="text-indent:0;margin:0;">Pick the coefficient <img src='http://s0.wp.com/latex.php?latex=a_%7Bi%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='a_{i}' title='a_{i}' class='latex' /> with the highest absolute value.</p>
<p style="text-indent:0;margin:0;">If <img src='http://s0.wp.com/latex.php?latex=%7Ca_%7Bi%7D%7C%3E%5Cunderset%7Bj%5Cneq+i%7D%7B%5Csum%7D%7Ca_%7Bj%7D%7C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|a_{i}|&gt;&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|' title='|a_{i}|&gt;&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|' class='latex' /> then:</p>
<p style="text-indent:0;margin:0;">1. If <img src='http://s0.wp.com/latex.php?latex=i%3Dn&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='i=n' title='i=n' class='latex' /> than the system is stable since all <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> zeros are inside the UC.</p>
<p style="text-indent:0;margin:0;">2. If <img src='http://s0.wp.com/latex.php?latex=i%5Cneq+n&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='i&#92;neq n' title='i&#92;neq n' class='latex' /> than the system is unstable, since <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> has zeros outside the UC.</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">Now comes the part in which Complex Analysis met Linear Systems in my mind -</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;"><strong><em>Proof</em></strong>:</p>
<p style="text-indent:0;margin:0;">Let me define:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=I%28z%29%3Da_%7Bi%7Dz%5E%7Bi%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I(z)=a_{i}z^{i}' title='I(z)=a_{i}z^{i}' class='latex' />,</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=J%28z%29%3D%5Cunderset%7B%5Cunderset%7Bj%5Cneq+i%7D%7Bj%3D0%7D%7D%7B%5Coverset%7Bn%7D%7B%5Csum%7D%7Da_%7Bj%7Dz%5E%7Bj%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='J(z)=&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}a_{j}z^{j}' title='J(z)=&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}a_{j}z^{j}' class='latex' /></p>
<p style="text-indent:0;margin:0;">Where</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%7Ca_%7Bi%7D%7C%3E%5Cunderset%7Bj%5Cneq+i%7D%7B%5Csum%7D%7Ca_%7Bj%7D%7C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|a_{i}|&gt;&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|' title='|a_{i}|&gt;&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|' class='latex' />,</p>
<p style="text-indent:0;text-align:left;margin:0;">and obviously,</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=D%28z%29%3DI%28z%29%2BJ%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)=I(z)+J(z)' title='D(z)=I(z)+J(z)' class='latex' />.</p>
<p style="text-indent:0;margin:0;">What we are interested in is the number of zeros <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> has inside the closed contour <img src='http://s0.wp.com/latex.php?latex=%7Cz%7C%3D1&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|z|=1' title='|z|=1' class='latex' />, i.e the unit circle (alternatively: <img src='http://s0.wp.com/latex.php?latex=z%3De%5E%7Bjw%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='z=e^{jw}' title='z=e^{jw}' class='latex' />).</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;text-align:left;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%7CI%28z%29%7C_%7Bz%3De%5E%7Bjw%7D%7D%3D%7Ca_%7Bi%7De%5E%7Bjw%7D%7C%3D%7Ca_%7Bi%7D%7C%5Cunderset%7Bgiven%7D%7B%3E%7D%5Cunderset%7Bj%5Cneq+i%7D%7B%5Csum%7D%7Ca_%7Bj%7D%7C%5Cunderset%7B%281%29%7D%7B%5Cgeq%7D%7CJ%28z%29%7C_%7Bz%3De%5E%7Bjw%7D%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|I(z)|_{z=e^{jw}}=|a_{i}e^{jw}|=|a_{i}|&#92;underset{given}{&gt;}&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|&#92;underset{(1)}{&#92;geq}|J(z)|_{z=e^{jw}}' title='|I(z)|_{z=e^{jw}}=|a_{i}e^{jw}|=|a_{i}|&#92;underset{given}{&gt;}&#92;underset{j&#92;neq i}{&#92;sum}|a_{j}|&#92;underset{(1)}{&#92;geq}|J(z)|_{z=e^{jw}}' class='latex' /></p>
<p style="text-indent:0;margin:0;">While (1) is true since</p>
<p style="text-indent:0;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%7CJ%28z%29%7C_%7Bz%3De%5E%7Bjw%7D%7D%3D%7C%5Cunderset%7B%5Cunderset%7Bj%5Cneq+i%7D%7Bj%3D0%7D%7D%7B%5Coverset%7Bn%7D%7B%5Csum%7D%7Da_%7Bj%7Dz%5E%7Bj%7D%7C_%7Bz%3De%5E%7Bjw%7D%7D%5Cleq%5Cunderset%7B%5Cunderset%7Bj%5Cneq+i%7D%7Bj%3D0%7D%7D%7B%5Coverset%7Bn%7D%7B%5Csum%7D%7D%7Ca_%7Bj%7De%5E%7Bjw%7D%7C%3D%5Cunderset%7B%5Cunderset%7Bj%5Cneq+i%7D%7Bj%3D0%7D%7D%7B%5Coverset%7Bn%7D%7B%5Csum%7D%7D%7Ca_%7Bj%7D%7C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|J(z)|_{z=e^{jw}}=|&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}a_{j}z^{j}|_{z=e^{jw}}&#92;leq&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}|a_{j}e^{jw}|=&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}|a_{j}|' title='|J(z)|_{z=e^{jw}}=|&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}a_{j}z^{j}|_{z=e^{jw}}&#92;leq&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}|a_{j}e^{jw}|=&#92;underset{&#92;underset{j&#92;neq i}{j=0}}{&#92;overset{n}{&#92;sum}}|a_{j}|' class='latex' />.</p>
<p style="text-indent:0;margin:0;">What we have shown is that <img src='http://s0.wp.com/latex.php?latex=%7CI%28z%29%7C%3E%7CJ%28z%29%7C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='|I(z)|&gt;|J(z)|' title='|I(z)|&gt;|J(z)|' class='latex' /> anywhere on the unit circle. By Rouché&#8217;s theorem, we can conclude that <img src='http://s0.wp.com/latex.php?latex=I%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I(z)' title='I(z)' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=D%28z%29%3DI%28z%29%2BJ%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)=I(z)+J(z)' title='D(z)=I(z)+J(z)' class='latex' /> have the same number of zeros inside the unit circle.</p>
<p style="text-indent:0;margin:0;">Thus,</p>
<p style="text-indent:0;margin:0;">if <img src='http://s0.wp.com/latex.php?latex=i%3Dn&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='i=n' title='i=n' class='latex' />, than <img src='http://s0.wp.com/latex.php?latex=I%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I(z)' title='I(z)' class='latex' /> has n zeros inside the unit circle (all of them at z=0). It follows that <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> also has n zeros inside the unit circle, i.e. <strong>all </strong>of its zeros are in it (as a polynomial of degree n, it has exactly n zeros).</p>
<p style="text-indent:0;margin:0;">However,</p>
<p style="text-indent:0;margin:0;">if <img src='http://s0.wp.com/latex.php?latex=i%5Cneq+n&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='i&#92;neq n' title='i&#92;neq n' class='latex' /> than <img src='http://s0.wp.com/latex.php?latex=I%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I(z)' title='I(z)' class='latex' /> has i zeros inside the unit circle (again, all of them at z=0), where i&lt;n. It follows that <img src='http://s0.wp.com/latex.php?latex=D%28z%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='D(z)' title='D(z)' class='latex' /> also has only i zeros inside the unit circle, thus must have (n-i) zeros outside of it.</p>
<p style="text-indent:0;margin:0;">Q.E.D.</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">Note that this is Not a general method for checking whether a system is stable or not, but can be a nice trick for that purpose when one of the coefficients&#8217; absolute value is &#8220;very large&#8221;.</p>
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		<title>Linear Systems &#8211; Point of View</title>
		<link>http://assafbart.wordpress.com/2009/03/20/linear-systems-point-of-view/</link>
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		<pubDate>Fri, 20 Mar 2009 17:51:49 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[Signal Processing]]></category>

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		<description><![CDATA[This post is going to be much shorter than the previous one, and might be very obvious to the most of you. However, I still found it worth writing. A continuous time linear system can be described using a function of 2 variables, i.e. , which is the impulse response (a function of t) for [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=86&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>This post is going to be much shorter than the previous one, and might be very obvious to the most of you. However, I still found it worth writing.</p>
<p>A continuous time linear system can be described using a function of 2 variables, i.e.</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=h%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='h(t,&#92;tau)' title='h(t,&#92;tau)' class='latex' />,</p>
<p style="text-align:left;">which is the impulse response (a function of t) for an impulse signal input arriving at time <img src='http://s0.wp.com/latex.php?latex=%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;tau' title='&#92;tau' class='latex' />.</p>
<p style="text-align:left;">The figure below describes a general linear system:</p>
<p style="text-align:left;"><a href="http://assafbart.files.wordpress.com/2009/03/linearsystem.jpg"><img class="aligncenter size-full wp-image-88" title="LinearSystem" src="http://assafbart.files.wordpress.com/2009/03/linearsystem.jpg?w=341&#038;h=59" alt="LinearSystem" width="341" height="59" /></a></p>
<p style="text-indent:0;margin:0;">The output is calculated by convolving the input and the impulse response of the system, with respect to <img src='http://s0.wp.com/latex.php?latex=%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;tau' title='&#92;tau' class='latex' />:</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=y%28t%29%3D%5Coverset%7B%2B%5Cinfty%7D%7B%5Cunderset%7B-%5Cinfty%7D%7B%5Cint%7D%7Dh%28t%2C%5Ctau%29%5Ccdot+x%28%5Ctau%29d%5Ctau%5Cequiv+A&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='y(t)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}h(t,&#92;tau)&#92;cdot x(&#92;tau)d&#92;tau&#92;equiv A' title='y(t)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}h(t,&#92;tau)&#92;cdot x(&#92;tau)d&#92;tau&#92;equiv A' class='latex' />,</p>
<p style="text-indent:0;text-align:center;margin:0;">
<p style="text-indent:0;text-align:left;margin:0;">which is actually a superposition of all impulse responses.<br />
However, a linear system can be observed in a slightly different manner (yet equivalent).</p>
<p style="text-indent:0;text-align:left;margin:0;">Let me re-write the integral by changing variables:</p>
<p style="text-indent:0;text-align:left;margin:0;">
<p style="text-indent:0;text-align:left;margin:0;"><img src='http://s0.wp.com/latex.php?latex=A%5Cunderset%7B%5Ctau%3Dt-%5Calpha%7D%7B%3D%7D%5Coverset%7B-%5Cinfty%7D%7B%5Cunderset%7B%2B%5Cinfty%7D%7B%5Cint%7D%7Dh%28t%2Ct-%5Calpha%29%5Ccdot+x%28t-%5Calpha%29d%28-%5Calpha%29%3D%5Coverset%7B%2B%5Cinfty%7D%7B%5Cunderset%7B-%5Cinfty%7D%7B%5Cint%7D%7Dh%28t%2Ct-%5Calpha%29%5Ccdot+x%28t-%5Calpha%29d%5Calpha%5Cequiv+B&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='A&#92;underset{&#92;tau=t-&#92;alpha}{=}&#92;overset{-&#92;infty}{&#92;underset{+&#92;infty}{&#92;int}}h(t,t-&#92;alpha)&#92;cdot x(t-&#92;alpha)d(-&#92;alpha)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}h(t,t-&#92;alpha)&#92;cdot x(t-&#92;alpha)d&#92;alpha&#92;equiv B' title='A&#92;underset{&#92;tau=t-&#92;alpha}{=}&#92;overset{-&#92;infty}{&#92;underset{+&#92;infty}{&#92;int}}h(t,t-&#92;alpha)&#92;cdot x(t-&#92;alpha)d(-&#92;alpha)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}h(t,t-&#92;alpha)&#92;cdot x(t-&#92;alpha)d&#92;alpha&#92;equiv B' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">
<p style="text-indent:0;margin:0;">Now lets define a new function, <img src='http://s0.wp.com/latex.php?latex=%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;overset{&#92;sim}{h}(t,&#92;tau)' title='&#92;overset{&#92;sim}{h}(t,&#92;tau)' class='latex' />, as the impulse response at time t for an impulse arriving at time <img src='http://s0.wp.com/latex.php?latex=t-%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='t-&#92;tau' title='t-&#92;tau' class='latex' />.</p>
<p style="text-indent:0;margin:0;">We can say that <img src='http://s0.wp.com/latex.php?latex=%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;overset{&#92;sim}{h}(t,&#92;tau)' title='&#92;overset{&#92;sim}{h}(t,&#92;tau)' class='latex' /> is a different representation of the system, yet fully describes it.</p>
<p style="text-indent:0;margin:0;">Note that the relation between <img src='http://s0.wp.com/latex.php?latex=%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;overset{&#92;sim}{h}(t,&#92;tau)' title='&#92;overset{&#92;sim}{h}(t,&#92;tau)' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=h%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='h(t,&#92;tau)' title='h(t,&#92;tau)' class='latex' /> is given by:</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29%3Dh%28t%2Ct-%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;overset{&#92;sim}{h}(t,&#92;tau)=h(t,t-&#92;tau)' title='&#92;overset{&#92;sim}{h}(t,&#92;tau)=h(t,t-&#92;tau)' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;">
<p style="text-indent:0;margin:0;">It follows that:</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=B%3D%5Coverset%7B%2B%5Cinfty%7D%7B%5Cunderset%7B-%5Cinfty%7D%7B%5Cint%7D%7D%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Calpha%29%5Ccdot+x%28t-%5Calpha%29d%5Calpha&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='B=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}&#92;overset{&#92;sim}{h}(t,&#92;alpha)&#92;cdot x(t-&#92;alpha)d&#92;alpha' title='B=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}&#92;overset{&#92;sim}{h}(t,&#92;alpha)&#92;cdot x(t-&#92;alpha)d&#92;alpha' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">
<p style="text-indent:0;text-align:left;margin:0;">Replacing <img src='http://s0.wp.com/latex.php?latex=%5Calpha&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;alpha' title='&#92;alpha' class='latex' /> with <img src='http://s0.wp.com/latex.php?latex=%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;tau' title='&#92;tau' class='latex' />, we get that:</p>
<p style="text-indent:0;text-align:left;margin:0;">
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=y%28t%29%3D%5Coverset%7B%2B%5Cinfty%7D%7B%5Cunderset%7B-%5Cinfty%7D%7B%5Cint%7D%7D%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29%5Ccdot+x%28t-%5Ctau%29d%5Ctau&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='y(t)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}&#92;overset{&#92;sim}{h}(t,&#92;tau)&#92;cdot x(t-&#92;tau)d&#92;tau' title='y(t)=&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}&#92;overset{&#92;sim}{h}(t,&#92;tau)&#92;cdot x(t-&#92;tau)d&#92;tau' class='latex' />.</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">The latter shows the output of a linear system as a superposition of functions,each is a delayed variation of the input signal, x(t), multiplied by some function of t, <img src='http://s0.wp.com/latex.php?latex=%5Coverset%7B%5Csim%7D%7Bh%7D%28t%2C%5Ctau%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;overset{&#92;sim}{h}(t,&#92;tau)' title='&#92;overset{&#92;sim}{h}(t,&#92;tau)' class='latex' />.</p>
<p style="text-indent:0;margin:0;">This way is sometimes preferable, for example in wireless communication systems involving multipath channel.</p>
<p style="text-indent:0;margin:0;">
<p style="text-align:left;">
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		<title>Sampling &#8211; Projection Onto a Sinc(.) Basis ?</title>
		<link>http://assafbart.wordpress.com/2009/03/13/sampling-projection-onto-a-sinc-basis/</link>
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		<pubDate>Fri, 13 Mar 2009 22:34:35 +0000</pubDate>
		<dc:creator>assafbart</dc:creator>
				<category><![CDATA[Signal Processing]]></category>

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		<description><![CDATA[The idea for my first post &#8211; the one you&#8217;re reading right now &#8211; came to my mind after I attended a guest lecture at Tel-Aviv University. The latter was given by Prof. Alan V. Oppenheim from MIT. His lecture carried the title “sampling, sampling”, so you can guess what it was about. What I [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=assafbart.wordpress.com&amp;blog=5367071&amp;post=6&amp;subd=assafbart&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>The idea for my first post &#8211; the one you&#8217;re reading right now &#8211; came to my mind after I attended a guest lecture at Tel-Aviv University. The latter was given by Prof. Alan V. Oppenheim from MIT. His lecture carried the title “sampling, sampling”, so you can guess what it was about. What I would like to talk about this time is a brief note, made by Prof. Oppenheim during his lecture, which yet caught my attention. Let me quickly refresh your memory with the basics of uniform sampling model, and I promise to get back to that point right afterwards.</p>
<p>Lets assume a continuous-time signal, X(t); sampling it yields a discrete-time signal, X[n] = X(nT), where T is the sampling period. The mathematical model commonly used to describe the sampler is multiplication of X(t) by an impulse train, <img src='http://s0.wp.com/latex.php?latex=I%28t%29%3D%5Cunderset%7Bn%7D%7B%5Csum%7D%5Cdelta%28t-nT%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='I(t)=&#92;underset{n}{&#92;sum}&#92;delta(t-nT)' title='I(t)=&#92;underset{n}{&#92;sum}&#92;delta(t-nT)' class='latex' />, and then converting every Dirac delta function (continuous time impulse) to a Kronecker delta function (discrete time impulse).</p>
<p>Under the assumption that X(t) satisfies the Nyquist–Shannon criterion, i.e. band-limited <img src='http://s0.wp.com/latex.php?latex=%28-%5Cfrac%7B%5Cpi%7D%7BT%7D%2C%5Cfrac%7B%5Cpi%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' title='(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' class='latex' />, it can be fully recovered from its samples X[n] by using an ideal interpolator. The latter first converts every Kronecker delta function of X[n] to a Dirac delta function, and then applies an ideal LPF with a cut-off frequency of <img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7B%5Cpi%7D%7BT%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;frac{&#92;pi}{T}' title='&#92;frac{&#92;pi}{T}' class='latex' />.</p>
<p>The figure below describes this model:</p>
<div id="attachment_14" class="wp-caption aligncenter" style="width: 490px"><a href="http://assafbart.files.wordpress.com/2009/03/samplerinterpolator1.jpg"><img class="size-full wp-image-14" title="SamplerInterpolator" src="http://assafbart.files.wordpress.com/2009/03/samplerinterpolator1.jpg?w=480&#038;h=270" alt="Sampler and Interpolator Figure" width="480" height="270" /></a><p class="wp-caption-text">Sampler and Interpolator Figure</p></div>
<p>The formula for the recovered signal,<img src='http://s0.wp.com/latex.php?latex=X_%7Br%7D%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{r}(t)' title='X_{r}(t)' class='latex' /> , is given by:</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=X_%7Br%7D%28t%29%3D%5Cunderset%7Bn%3D-%5Cinfty%7D%7B%5Coverset%7B%5Cinfty%7D%7B%5Csum%7D%7DX%5Bn%5D%5Ccdot+Sinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{r}(t)=&#92;underset{n=-&#92;infty}{&#92;overset{&#92;infty}{&#92;sum}}X[n]&#92;cdot Sinc(&#92;frac{&#92;pi(t-nT)}{T})' title='X_{r}(t)=&#92;underset{n=-&#92;infty}{&#92;overset{&#92;infty}{&#92;sum}}X[n]&#92;cdot Sinc(&#92;frac{&#92;pi(t-nT)}{T})' class='latex' />,</p>
<p>which is sometimes referred to as Whittaker–Shannon interpolation formula.</p>
<p>If X(t) satisfies the Nyquist–Shannon criterion, we get <img src='http://s0.wp.com/latex.php?latex=X_%7Br%7D%28t%29%3DX%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{r}(t)=X(t)' title='X_{r}(t)=X(t)' class='latex' />. The common proof is achieved in the frequency domain.</p>
<p style="text-indent:0;margin:0;">Let&#8217;s now go back to the point. Prof. Oppenheim wanted us to think of X[n] as a projection of X(t) onto a Sinc(.) basis &#8211; <img src='http://s0.wp.com/latex.php?latex=%5C%7BSinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29%5C%7D_%7Bn%3D-%5Cinfty%7D%5E%7B%5Cinfty%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' title='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' class='latex' />. This seems very logical when one&#8217;s looking at the interpolation formula; <img src='http://s0.wp.com/latex.php?latex=%5C%7BSinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29%5C%7D_%7Bn%3D-%5Cinfty%7D%5E%7B%5Cinfty%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' title='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' class='latex' />is the basis, and X[n] are the coefficients. The equality <img src='http://s0.wp.com/latex.php?latex=X_%7Br%7D%28t%29%3DX%28t%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X_{r}(t)=X(t)' title='X_{r}(t)=X(t)' class='latex' /> is proven (for X(t) functions that satisfy the Nyquist–Shannon criterion), and everything seems to fall into place.</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">However, I was wondering to myself, how could it be that sampling a continuous-time signal is the same as projecting it onto a Sinc(.) basis ?</p>
<p style="text-indent:0;margin:0;">How would a “straight-forward” proof of this claim look like ? How would the given data of X(t) (band limitation) be used in that proof ?</p>
<p style="text-indent:0;margin:0;">Here are my notes, hope you find them interesting:</p>
<p style="text-indent:0;margin:0;">
<p style="text-indent:0;margin:0;">Let&#8217;s define:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Cvarphi_%7Bn%7D%28t%29%5Cequiv+Sinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;varphi_{n}(t)&#92;equiv Sinc(&#92;frac{&#92;pi(t-nT)}{T})' title='&#92;varphi_{n}(t)&#92;equiv Sinc(&#92;frac{&#92;pi(t-nT)}{T})' class='latex' /></p>
<p style="text-indent:0;margin:0;">Its Fourier transform is:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%5Cphi_%7Bn%7D%28w%29%5Cequiv+F%5C%7B%5Cvarphi_%7Bn%7D%28t%29%5C%7D%3DT%5Ccdot+e%5E%7B-jwnT%7D%5Ccdot%5Cleft%5C%7B+%5Cbegin%7Barray%7D%7Bccc%7D+1+%26+%2C+%26+%7Cw%7C%3C%5Cfrac%7B%5Cpi%7D%7BT%7D+%5C%5C+0+%26+%2C+%26+o.w+%5Cend%7Barray%7D%5Cright.&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;phi_{n}(w)&#92;equiv F&#92;{&#92;varphi_{n}(t)&#92;}=T&#92;cdot e^{-jwnT}&#92;cdot&#92;left&#92;{ &#92;begin{array}{ccc} 1 &amp; , &amp; |w|&lt;&#92;frac{&#92;pi}{T} &#92;&#92; 0 &amp; , &amp; o.w &#92;end{array}&#92;right.' title='&#92;phi_{n}(w)&#92;equiv F&#92;{&#92;varphi_{n}(t)&#92;}=T&#92;cdot e^{-jwnT}&#92;cdot&#92;left&#92;{ &#92;begin{array}{ccc} 1 &amp; , &amp; |w|&lt;&#92;frac{&#92;pi}{T} &#92;&#92; 0 &amp; , &amp; o.w &#92;end{array}&#92;right.' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">Let&#8217;s also define:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%3C%5Cvarphi_%7Bn%7D%28t%29%2C%5Cvarphi_%7Bm%7D%28t%29%3E%5Cequiv%5Cint%5Cvarphi_%7Bn%7D%28t%29%5Cvarphi_%7Bm%7D%5E%7B%2A%7D%28t%29dt&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&lt;&#92;varphi_{n}(t),&#92;varphi_{m}(t)&gt;&#92;equiv&#92;int&#92;varphi_{n}(t)&#92;varphi_{m}^{*}(t)dt' title='&lt;&#92;varphi_{n}(t),&#92;varphi_{m}(t)&gt;&#92;equiv&#92;int&#92;varphi_{n}(t)&#92;varphi_{m}^{*}(t)dt' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">(who has just said “inner product” ?)</p>
<p style="text-indent:0;text-align:left;margin:0;">By Parseval&#8217;s/Plancherel&#8217;s theorem:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%3C%5Cvarphi_%7Bn%7D%28t%29%2C%5Cvarphi_%7Bm%7D%28t%29%3E%3DA%5Ccdot%3C%5Cphi_%7Bn%7D%28w%29%2C%5Cphi_%7Bm%7D%28w%29%3E%3DB%5Ccdot%5Coverset%7B%2B%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%7B%5Cunderset%7B-%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%7B%5Cint%7D%7De%5E%7B-jw%28n-m%29T%7Ddw%3D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&lt;&#92;varphi_{n}(t),&#92;varphi_{m}(t)&gt;=A&#92;cdot&lt;&#92;phi_{n}(w),&#92;phi_{m}(w)&gt;=B&#92;cdot&#92;overset{+&#92;frac{&#92;pi}{T}}{&#92;underset{-&#92;frac{&#92;pi}{T}}{&#92;int}}e^{-jw(n-m)T}dw=' title='&lt;&#92;varphi_{n}(t),&#92;varphi_{m}(t)&gt;=A&#92;cdot&lt;&#92;phi_{n}(w),&#92;phi_{m}(w)&gt;=B&#92;cdot&#92;overset{+&#92;frac{&#92;pi}{T}}{&#92;underset{-&#92;frac{&#92;pi}{T}}{&#92;int}}e^{-jw(n-m)T}dw=' class='latex' /></p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%3D%5Cleft%5C%7B+%5Cbegin%7Barray%7D%7Bccc%7D+-B%5Ccdot%5Cfrac%7B1%7D%7Bj%28n-m%29T%7De%5E%7B-jw%28n-m%29T%7D%5Cmid_%7B-%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%5E%7B%2B%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%3D0+%26+%2C+%26+n%5Cneq+m+%5C%5C+C+%26+%2C+%26+n%3Dm%5Cend%7Barray%7D%5Cright.%3DC%5Ccdot%5Cdelta%5Bn-m%5D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='=&#92;left&#92;{ &#92;begin{array}{ccc} -B&#92;cdot&#92;frac{1}{j(n-m)T}e^{-jw(n-m)T}&#92;mid_{-&#92;frac{&#92;pi}{T}}^{+&#92;frac{&#92;pi}{T}}=0 &amp; , &amp; n&#92;neq m &#92;&#92; C &amp; , &amp; n=m&#92;end{array}&#92;right.=C&#92;cdot&#92;delta[n-m]' title='=&#92;left&#92;{ &#92;begin{array}{ccc} -B&#92;cdot&#92;frac{1}{j(n-m)T}e^{-jw(n-m)T}&#92;mid_{-&#92;frac{&#92;pi}{T}}^{+&#92;frac{&#92;pi}{T}}=0 &amp; , &amp; n&#92;neq m &#92;&#92; C &amp; , &amp; n=m&#92;end{array}&#92;right.=C&#92;cdot&#92;delta[n-m]' class='latex' /></p>
<p style="text-indent:0;margin:0;">This shows that the functions <img src='http://s0.wp.com/latex.php?latex=%5C%7BSinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29%5C%7D_%7Bn%3D-%5Cinfty%7D%5E%7B%5Cinfty%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' title='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' class='latex' /> are orthogonal to one another. Now we would like to examine the projection of X(t) on <img src='http://s0.wp.com/latex.php?latex=Sinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='Sinc(&#92;frac{&#92;pi(t-nT)}{T})' title='Sinc(&#92;frac{&#92;pi(t-nT)}{T})' class='latex' />:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=%3CX%28t%29%2C%5Cvarphi_%7Bn%7D%28t%29%3E%3D%5Calpha%5Ccdot%3CX%28w%29%2C%5Cphi_%7Bn%7D%28w%29%3E%3D%5Calpha%5Ccdot+T%5Coverset%7B%2B%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%7B%5Cunderset%7B-%5Cfrac%7B%5Cpi%7D%7BT%7D%7D%7B%5Cint%7D%7DX%28w%29%5Ccdot+e%5E%7B%2BjwnT%7Ddw%5Cequiv+R%2C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&lt;X(t),&#92;varphi_{n}(t)&gt;=&#92;alpha&#92;cdot&lt;X(w),&#92;phi_{n}(w)&gt;=&#92;alpha&#92;cdot T&#92;overset{+&#92;frac{&#92;pi}{T}}{&#92;underset{-&#92;frac{&#92;pi}{T}}{&#92;int}}X(w)&#92;cdot e^{+jwnT}dw&#92;equiv R,' title='&lt;X(t),&#92;varphi_{n}(t)&gt;=&#92;alpha&#92;cdot&lt;X(w),&#92;phi_{n}(w)&gt;=&#92;alpha&#92;cdot T&#92;overset{+&#92;frac{&#92;pi}{T}}{&#92;underset{-&#92;frac{&#92;pi}{T}}{&#92;int}}X(w)&#92;cdot e^{+jwnT}dw&#92;equiv R,' class='latex' /></p>
<p style="text-indent:0;text-align:left;margin:0;">where <img src='http://s0.wp.com/latex.php?latex=X%28w%29%3DF%5C%7BX%28t%29%5C%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X(w)=F&#92;{X(t)&#92;}' title='X(w)=F&#92;{X(t)&#92;}' class='latex' /> is the Fourier transform of X(t).</p>
<p style="text-indent:0;margin:0;">Thus, if X(t) is band-limited <img src='http://s0.wp.com/latex.php?latex=%28-%5Cfrac%7B%5Cpi%7D%7BT%7D%2C%5Cfrac%7B%5Cpi%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' title='(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' class='latex' />, i.e. <img src='http://s0.wp.com/latex.php?latex=X%28w%29%3D0%2Cw%5Cnotin%28-%5Cfrac%7B%5Cpi%7D%7BT%7D%2C%5Cfrac%7B%5Cpi%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='X(w)=0,w&#92;notin(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' title='X(w)=0,w&#92;notin(-&#92;frac{&#92;pi}{T},&#92;frac{&#92;pi}{T})' class='latex' />, R can be re-written as:</p>
<p style="text-indent:0;text-align:center;margin:0;"><img src='http://s0.wp.com/latex.php?latex=R%3D%5Calpha%5Ccdot+T%5Coverset%7B%2B%5Cinfty%7D%7B%5Cunderset%7B-%5Cinfty%7D%7B%5Cint%7D%7DX%28w%29%5Ccdot+e%5E%7B%2Bjw%28nT%29%7Ddw%3D%5Cbeta%5Ccdot+F%5E%7B-1%7D%5C%7BX%28w%29%5C%7D%5Cmid_%7Bt%3DnT%7D%3D%5Cbeta%5Ccdot+X%28nT%29%2C&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='R=&#92;alpha&#92;cdot T&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}X(w)&#92;cdot e^{+jw(nT)}dw=&#92;beta&#92;cdot F^{-1}&#92;{X(w)&#92;}&#92;mid_{t=nT}=&#92;beta&#92;cdot X(nT),' title='R=&#92;alpha&#92;cdot T&#92;overset{+&#92;infty}{&#92;underset{-&#92;infty}{&#92;int}}X(w)&#92;cdot e^{+jw(nT)}dw=&#92;beta&#92;cdot F^{-1}&#92;{X(w)&#92;}&#92;mid_{t=nT}=&#92;beta&#92;cdot X(nT),' class='latex' /></p>
<p style="text-indent:0;margin:0;">meaning that the projection of X(t) (which satisfies the Nyquist–Shannon criterion) on <img src='http://s0.wp.com/latex.php?latex=Sinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='Sinc(&#92;frac{&#92;pi(t-nT)}{T})' title='Sinc(&#92;frac{&#92;pi(t-nT)}{T})' class='latex' /> is equivalent to sampling X(t) at t=nT !</p>
<p style="text-indent:0;margin:0;">Nice, isn&#8217;t it?</p>
<p style="text-indent:0;margin:0;">Only one comment: What I have shown here is not a proof. It is merely an insight. A rigorous proof will have to show that the set of functions <img src='http://s0.wp.com/latex.php?latex=%5C%7BSinc%28%5Cfrac%7B%5Cpi%28t-nT%29%7D%7BT%7D%29%5C%7D_%7Bn%3D-%5Cinfty%7D%5E%7B%5Cinfty%7D&#038;bg=ffffff&#038;fg=000000&#038;s=0' alt='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' title='&#92;{Sinc(&#92;frac{&#92;pi(t-nT)}{T})&#92;}_{n=-&#92;infty}^{&#92;infty}' class='latex' /> is a complete orthogonal system, with an inner product as (not) defined above.</p>
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