Random Processes and Noise
Random variables and processes, mean and autocorrelation, stationarity and ergodicity, power spectral density, white noise through LTI systems, thermal noise, noise figure and noise temperature.
Communication signals are received with noise. Describing both the message and the noise as random processes lets us predict the performance of a system.
Random processes
A random process X(t) is a family of random signals.
- Mean μ_X(t) = E[X(t)]; autocorrelation R_X(t₁, t₂) = E[X(t₁)X(t₂)].
- Wide-sense stationary (WSS): constant mean, and R_X depends only on τ = t₁ − t₂.
- Ergodic: time averages equal ensemble averages.
- R_X(0) = E[X²] = average power; R_X(τ) is even and maximum at τ = 0.
Power spectral density
Wiener–Khinchin theorem: the PSD S_X(f) is the Fourier transform of R_X(τ).
- Power = ∫ S_X(f) df = R_X(0).
- Through an LTI system H(f): S_Y(f) = |H(f)|² S_X(f); output mean = H(0) × input mean.
White noise: S(f) = N₀/2 for all f; R(τ) = (N₀/2)δ(τ). Through an ideal low-pass filter of bandwidth B, the noise power is N₀B.
Gaussian processes stay Gaussian through LTI systems.
Physical noise
- Thermal (Johnson) noise: available power P = kTB; open-circuit RMS voltage v_n = √(4kTRB). k = 1.38 × 10⁻²³ J/K. At 290 K, kT = −174 dBm/Hz.
- Shot noise: i_n² = 2qIB (diodes, transistors).
Noise figure and temperature
- Noise figure F = (SNR_in)/(SNR_out) ≥ 1 (NF in dB = 10 log F).
- Equivalent noise temperature T_e = (F − 1)T₀, with T₀ = 290 K.
- Friis formula for cascaded stages: F = F₁ + (F₂ − 1)/G₁ + (F₃ − 1)/(G₁G₂) + …. The first stage dominates, so receivers use a low-noise amplifier first.
Worked example
Find the thermal noise power in a 1 MHz bandwidth at 290 K.
- P = 1.38 × 10⁻²³ × 290 × 10⁶ = 4.0 × 10⁻¹⁵ W = −114 dBm.
Practice
Two amplifiers are cascaded: the first has F₁ = 2 and gain 10, the second F₂ = 5. What is the overall noise figure (as a ratio)?
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Answer: 2.4F = F₁ + (F₂ − 1)/G₁ = 2 + 4/10 = 2.4.
An amplifier has a noise figure of 2 (ratio). What is its equivalent noise temperature in K (T₀ = 290 K)?
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Answer: 290T_e = (F − 1)T₀ = 290 K.
White noise with N₀/2 = 10⁻⁹ W/Hz passes through an ideal low-pass filter of bandwidth 1 kHz. What is the output noise power in µW?
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Answer: 2Power = N₀B = 2 × 10⁻⁹ × 1000 = 2 × 10⁻⁶ W = 2 µW.
The power spectral density of a WSS process is the Fourier transform of its:
Show answer and explanation
Answer: AWiener–Khinchin theorem: S_X(f) = F{R_X(τ)}.