Depi 9
Depi 9
E = s 2 (t )dt
0
r (t ) = n(t ) ; (S0)
r (t ) = s(t ) + n(t ) ; (S1)
n(t ) - zgomot alb Gaussian
N
n ( ) = 0 ; R
2
1
p (ni ) =
ni2
2 2
e
2
ni = n(KTc ) N 0, 2
r (t ) = lim rk v k (t )
N
{vk (t )}KN =1
v
0
(1)
K =1
1, k = i
(t )vi (t )dt = Ki =
0, k i
(2)
rk = r (t )v k (t )dt
(3)
v1 (t ) =
s (t )
E
D
1
r1 (t ) =
r (t )s(t )dt
E 0
1
r1 / S 0 =
E
1
r1 / S1 =
(4)
(5)
(6)
E+
k>1:
D
rk / S 0 = n(t )v k (t )dt
(8)
rk / S 0 = rk / S1 ; k > 1
(7)
( ) (( ))
~
l / S1 = E +
(7)
Il stim pe si vrem sa determinam p()=?
N
n(t ) n( KT ) sin c K t
(11)
K =1
sin c k t =
T=
sin 2w(t KT )
2w(t KT )
1
; w banda
2w
N
s (t ) s ( jT ) sin c j t
(12)
j =1
N=
l / S0 = =
sin c
1
E
N
N
n
(
KT
)
sin
c
t
k s ( jT ) sin c j t dt (13)
E 0 K =1
j =1
T , k = j
=
(14)
0, k j
t sin c j t dt = T Kj
T , k = j
sin
c
t
sin
c
t
dt
K
j
0
0, k j
T N
(13) si (14) => =
n( KT )s( KT )
E k =1
n(KT) Gaussian N(0,T2)
a k n(KT ) Gaussian
Gaussian
=?
var{ } = 2 = ?
n(KT)=0
n aleator (alb, Gaussian)
s determinat
=> = a1 0 + a 2 0 + L = 0
(14)
(15)
(a)
n 2 = a12 n12 + L + a N2 n N2
(b)
n1 = L = n N = 0 => n = 0
2 =
T2
E
( KT )s 2 ( KT ) (17)
K =1
n ( KT ) = n 2 ( jT ) = 2
2
T 2 N 2
T s ( KT )
=
E K =1
2
E = T s 2 ( KT )
(18)
K =1
1 2 N0
=
2w
2
2 = T 2 =
Obs Pn =
1
2
dom
(19)
( w)dw
n (w)
N0
2
w
-2w
2w
1
Pn = =
2
2w
N ,
p( ) =
N0
N
dw = 0 w 22ww = N 0 w
2
4
w
N0
N0
2
p(l / S 0 ) =
p (l / S1 ) =
N0
2
2
1
N 0
1
N 0
l2
N0
(20)
(l E )2
N0
(21)
p(l / S1 )
(l ) =
e
p(l / S 0 )
ln (l ) =
(l E )2 +l 2
N0
(22)
2l E
E
(23)
N0
N0
>
D1
(25)
ln (l ) ln K =>
<
D0
Bayes
> N0
< 2
ln K +
D1
E
=>
2
D0
(26)
2
E
(24)
ln (l ) =
r (t ) s (t )dt
N0 0
N0
r(t) semnalul receptionat
s(t) semnalul transmis
E energia lui s(t)
N0/2 densitatea spatiului de putere a zgomotului
K pragul testului Bayes
Ipoteza continua
r(t) = s(t) + n(t)
(1)
d(t) = s(t + )
(2)
[r (t ) s(t + )]2
sa fie minim
r semnal receptionat
s semnal transmis
n zgomot
d semnal dorit
d(t)
Receptor optimal
Teoria lui Wiener si Holmogroff
Se dau:
Bss() = Rss()
Rnn() functia de autocorelatie a zgomotului
Rsr() sau Rsi n()
s(t)
r(t)
canal
^
d(t)
H(w)
h(t)
n(t)
receptor
optimal
zgomot
(t ) = [d (t ) d (t + )]
= d (t ) d (t )
(3)
h(t) = ?
sau
H(w) = ?
a.i. 2 (t ) sa fie minim!
h(t)
H(w)
^
d(t)
r(t)
)
d (t ) =
r ( )h(t )d =
h( )r (t )d
(4)
(t ) = [d (t ) d (t + )]
2
= s (t + ) d (t ) = [ s (t + ) h( )r (t )d ] 2
(5)
2 (t ) = s 2 (t + ) 2 h( )r (t ) s(t + )d + h( )h( )r (t )r (t )d .d =
(6)
l = Rs , s (0) 2 h( ) Rs ,r ( + )d 2 g ( ) Rs ,r ( + )d + h( )h( ) Rr ,r ( )d .d +
2
+ 2 h( ) Rs ,r ( )dd +
g ( )h( ) R
r ,r
( )d .d
l 2 = 2 2 [ g ( ) Rs ,r ( + )d h( ) g ( ) Rr ,r ( )d .d ] + 2 g ( ) g ( ) Rr ,r ( )d .d
g ( ) g ( ) R
r ,r
( )d .d = [ g ( )r (t )d ] 2 0
l ;
2
(10)
g ( ) R
(9)
s ,r
( + )d h( ) g ( ) Rr ,r ( )d .d = 0
g ( )[ R
(12)
(13)
+
( + ) h( ) Rr ,r ( )d ]d = 0
(14)
( )d = Rs ,r ( + )
(15)
s ,r
h( ) R
(11)
r ,r
-ecuatia Wiener ; 0
r(t)=s(t)+n(t)
d(t)=s(t+)
Fitrare optimala
(h(t)-solutie a ecuatiei integrale (15))
(15) este conditia necesara si suficienta.
Ecuatia (15) pentru cazul particular al unui filtru nerealizabil:
+
h( ) R
r ,r
( )d = Rs ,r ( + )
< < +
(15)
F{h(t)*Rr,r(t)}=F{Rs,r(t+)}
F{h(t)}F{Rr,r(t)}=F{Rs,r(t+)}
H ( ) r ( ) = s ,r ( )e j
H ( ) =
s ,r ( )e j
r ( )
r(t)=s(t)+n(t)
Rr ,r (t ) = [ s (t ) + n(t )][ s (t + ) + n(t + )]
(16)
(17)
(18)
s (t )n(t + ) = s (t + )n(t ) = 0
Rr ,r ( ) = Rs , s ( ) + Rn ,n ( )
r ( ) = s ( ) + n ( )
(19)
Rs ,r ( ) = s (t )r (t + ) = s (t )[ s (t + ) + n(t + )] = s (t ) s (t + ) + s (t )n(t + ) = Rs , s ( )
Rs ,r ( ) = Rs , s ( )
s ,r ( ) = s ( )
H ( ) =
s ( )
e j
s ( ) + n ( )
(20)
(21) filtrul obtinut nu e
realizabil