Modul +an

TE3223
SISTEM KOMUNIKASI 2

REVIEW:
REVIEW
Transformasi
T
f
i Fourier
F
i &
Probabilitas Statistik
Program Studi S1 Teknik Telekomunikasi
Departemen
p
Teknik Elektro - Sekolah Tinggi
gg Teknologi
g Telkom
Bandung 2007

Transformasi Fourier

Spektral sinyal periodik s(t) selalu dapat dianalisis dengan

bantuan Deret Fourier.
Pada kenyataannya banyak sinyal-sinyal dalam sistem
komunikasi yang bersifat random non periodik, misalnya
sinyal informasi.
Untuk kasus sinyal non periodik kita gunakan formula yang
disebut Transformasi Fourier.
Fungsi Transformasi Fourier yaitu utk menganalisis bentuk
spektral S(f) dari suatu sinyal kawasan waktu s(t)
Fungsi Inverse Transformasi Fourier yaitu utk menganalisis
bentuk suatu sinyal kawasan waktu s(t) jika spektral sinyal
S(f)

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Formula Transformasi Fourier

+

S( f ) =

j 2ft
s
(
t
).
e
dt

S(f) dinamakan Transformasi Fourier dari s(t)

Jika Transformasi Fourier S(f) suatu sinyal diketahui maka

kita dapat menghitung persamaan sinyal dalam domain
waktu s(t) dengan formula Inverse Transformasi Fourier
+

s (t ) =

S ( f ).e

j 2ft

df

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Beberapa Transformasi penting

Transformasi Fourier impulse (sinyal delta dirac):

+

S( f ) =

j 2ft

(
t
).
e
dt = 1

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Beberapa Transformasi penting

Transformasi Fourier dari fungsi pulsa:

S(f)

s(t)

AT

- T/2

+ T/2

- 1/T

|S(f)|

+1/T

harga modulus

AT

- 1/T 0

+1/T

(f)|

f
harga fasa

- 1/T 0

+1/T

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Sifat-sifat Transformasi Fourier

(yang sering dipakai di siskom)
a. Time Scaling

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Sifat-sifat Transformasi Fourier

b Time shift
b.
Bila s(t) S(f) maka s(t-to) S(f).e-j2fto

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Sifat-sifat Transformasi Fourier

c Frequency shift
c.
Bila s(t) S(f) maka S(f-fo) s(t).e-j2fot

A j 2f ct
j 2f c t
e
+e
Contoh : s(t) = A Cos 2fct =
2

maka

A
A
S ( f ) = ( f + fc ) + ( f fc )
2
2

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Sifat-sifat Transformasi Fourier

d Transformasi Fourier Sinyal Periodik
d.

Bila x(t) X(f) (untuk sinyal tidak periodik)

+
M k untuk
Maka
t k
x p (t ) = x(t nT0 )
n =

( x(t) periodik dengan periode To )

Transformasi
a s o as fourier
ou e da
dari xp(t)

1
X p( f )=
T0

m. f
X

m =
To
+

m
. f
T0

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

Sifat-sifat Transformasi Fourier

e Integrasi pada kawasan waktu:
e.
Bila s(t) S(f), kemudian menghasilkan S(0)=0,
maka :
t

1
s( t ).dt j 2f . S ( f )

f. Diferensiasi pada kawasan waktu:

Bila s(t) S(f), jika pada kawasan waktu
dilakukan diferensiasi sekali, maka :

d
s( t ) j 2f . S ( f )
dt
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

10

Sifat-sifat Transformasi Fourier

g Konvolusi pada kawasan waktu:
g.
Bila s1(t) S1(f) dan s2(t) S2(f),
maka :

s ( t ).s (t )d S ( f ). S ( f )
1

h. Perkalian pada kawasan waktu:

Bila s1(t) S1(f) dan s2(t) S2(f),
maka :

s1 ( t ). s2 ( t )

S ( ). S ( f )d
1

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

11

Likelihood Principle

E
Experiment:
i
t
Pick

Box A or Box B at random

Select a ball from that Box.

The ball is black.

What is the probability that the selected
Box is A?

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

12

Likelihood Principle (Contd)

Write out what you know!

P(Bl k | BoxA)
P(Black
B A) = 1/3
P(Black | BoxB) = 2/3
P(Box A) = P(Box B) = 1/2
We want P(Box A | Black).
Gut feeling: Box B is more likely than Box A (given that
) But byy how much?
the ball is black).
This is an inverse probability problem.
Make sure you understand the inverse nature of the
conditional probabilities!
Solution technique: Use Bayes Theorem.
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

13

Likelihood Principle (Contd)

Bayes manipulations:
B
i l ti
P(Box A | Black) =
P(Box A and Black) /P(Black)
Decompose the numerator and denomenator in terms of the probabilities we
know.
P(Box A and Black) = P(Black | Box A)*P(Box A)
P(Black) = P(Black| Box A)*P(Box A) + P(Black| BoxB)*P(BoxB)
We know all these values (see prev page)! Plug in and crank.
P(Box A and Black) = 1/3 * 1/2
P(Black) = 1/3 * 1/2 + 2/3 * 1/2 = 1/2
P(Box A and Black) /P(Black) = 1/3 = 0.333
Notice that it matches our gut feeling that Box A is less likely,
likely once we have
seen black.
The information that the ball is black has CHANGED !
From P(Box A) = 0.5 to P(Box A | Black) = 0.333
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

14

Likelihood Principle

Way of thinking
Hypotheses: Box A or Box B ?
Observation: Black
Prior probabilities: P(Box A) and P(Box B)
Likelihood of Black given choice of Box: {aka forward probability}
P(Black
P(Bl k | Box
B A) and
d P(Bl
P(Black
k | Box
B B)
Posterior Probability: of each hypothesis given evidence
P(Box A | Black) {aka inverse probability}
Likelihood Principle (informal): All inferences depend ONLY on
The likelihoods P(Black | Box A) and P(Black | Box B), and
The priors P(Box A) and P(Box B)
Result is a probability (or distribution) model over the space of
possible hypotheses.
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

15

Maximum Likelihood (intuition)

Recall:
P(Box A | Black) = P(Box A and Black) /P(Black) =
P(Black
(
| BoxA)*P(Box
) (
A)) / P(Black)
(
)

P(Box? | Black) is maximized when P(Black | Box?) is maximized.

Maximization over the hypotheses space (Box A or Box B)

P(Black | Box?) = likelihood

Maximum Likelihood approach to maximizing posterior probability

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

16

Maximum Likelihood: intuition

Max likelihood

This hypothesis has the highest (maximum)

likelihood of explaining the data observed
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

17

Maximum Likelihood (ML): mechanics

Independent Observations (like Black): X1, , Xn

Hypothesis
Likelihood Function: L() = P(X1, , Xn | ) = i P(Xi | )
{Independence => multiply individual likelihoods}
Log Likelihood LL() = i log P(Xi | )
Maximum likelihood: by taking derivative and setting to
zero and solving for

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

18

Back to Box example

In our Box example, we are asking:

Given the observed data ball is black
which
hich h
hypothesis
pothesis (Box
(Bo A or Box
Bo B) has the highest likelihood
of explaining this observed data?
Ans from above analysis: Box B

Note: this does not give the posterior probability P(Box A | Black),
but quickly helps us choose the best hypothesis (Box B) that would
explain the data
More examples: (biased coin etc)
p
p
g
_likelihood
http://en.wikipedia.org/wiki/Maximum
http://www.inference.phy.cam.ac.uk/mackay/itprnn/book.html
(chap 3)

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

19

Review Probabilitas dan Statistik

G
Gaussian/Normal
i /N
l

Normal Distribution: Completely characterized by mean

() and variance ((2)
2

y
1
pN ( y ) =
exp
2
2
2

pN(y)
0.8

N1(=0,1)

0.7
0.6
0.5

2 > 1

0.4
0.3

N2(=0,2)

0.2
0.1
0
-3

-2

-1

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

20

Gaussian: Rapidly Dropping Tail Probability!

P
R

1
P=
2
1
R=
2

( y )2
exp
dy
2

( y )2
exp
dy
2

+ 2

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

21

Review Probabilitas dan Statistik

pN(y)

G
Gaussian/Normal
i /N
l

Normal Distribution: Completely

characterized by mean (=0) and
variance
i
((2=1)
1)

0.4

0.35

N(=0,=1)

0.3
0.25
0.2
0.15

Q-function: one-sided tail of normal

pdf

0.1
0 05
0.05
0
-4

-3

-2

-1

p(y>z)=

erfc(): two-sided tail.

So:

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

22

Standardize the Normal Distribution

X
Z=

Normal
Distribution

Standardized Normal
Distribution

=1

= 0

One table!
Modul +an - Siskom 2 - Transformasi Fourier & Probstat

23

Example P(X 8)
X 85
Z=
=
= .30

10

N
Normal
l
Distribution

= 10

St d di d Normal
Standardized
N
l
Distribution

=1
.5000

.3821
3821

.1179

=5

=0

.30
30 Z

Shaded area exaggerated

PERTANYAAN ! Luas daerah yang diarsir = 0.3821 = Q(??); ?? = 0.3

Modul +an - Siskom 2 - Transformasi Fourier & Probstat

24

Tabel
Q function
Q-function

Modul 11 - Siskom I - Base Band Transmission

25