Noise and Signal
ECE 6323            H. Q. Le Copyright
Only for students of ECE 6323/5358/6358 - Do not distribute

ECE 6323-Noise and Signal-with exercise_1.gif

1. Noise basic concept and Power Spectral Density function

1.1 Introduction

Example 1

We measure some quantity as a function of time or space, or whatever. Our measurement is a set of numbers like this: (it has 50 elements):
{7,6,12,9,15,13,9,11,9,10,10,6,9,11,11,8,10,11,10,3,17,12,12,10,13,11,15,7,14,
  13,10,10,9,9,18,10,6,12,9,7,10,6,13,7,10,9,6,11,12,12};
We can plot our measurement like this:

ECE 6323-Noise and Signal-with exercise_2.gif

ECE 6323-Noise and Signal-with exercise_3.gif

The signal is not constant, but fluctuates a bit. What is the meaning of this fluctuation? is it meaningful? or meaningless? Does it contain information or not? There is NO WAY we can answer this question beyond a shadow of doubt. But if we don't find this variation with any useful information to us, we call it NOISE.

So, we define the concept of noise, but how do we describe it? Suppose we do the measurement again and this time with get the result like this:
{10.19,9.743,9.734,9.811,9.796,10.43,9.606,9.965,10.26,9.973,10.09,10.22,
  10.48,10.4,10.23,10.24,10.26,10.29,9.917,10.17,9.816,9.457,10.26,9.432,
  10.18,9.749,10.06,10.32,9.545,9.924,9.841,9.427,9.716,9.922,9.604,9.956,
  9.68,10.15,9.877,10.1,9.799,10.67,10.65,10.31,9.892,9.923,9.999,10.1,10.,
  9.543}
  Let's compare the previous signal with this:

ECE 6323-Noise and Signal-with exercise_4.gif

ECE 6323-Noise and Signal-with exercise_5.gif

We would intuitively say that the red is less noisy than the blue. But how much is less noisy? how do we quantify the "noisiness"?

1.2 Statistical perspective

Suppose that we KNOW THAT THE QUANTITY WE MEASURE IS SUPPOSED TO BE CONSTANT, then the fluctuation we see is definitely by definition, noise. We can plot the histogram like this

ECE 6323-Noise and Signal-with exercise_6.gif

ECE 6323-Noise and Signal-with exercise_7.gif

They are so different. We can estimate the mean and variance

ECE 6323-Noise and Signal-with exercise_8.gif

ECE 6323-Noise and Signal-with exercise_9.gif

ECE 6323-Noise and Signal-with exercise_10.gif

ECE 6323-Noise and Signal-with exercise_11.gif

ECE 6323-Noise and Signal-with exercise_12.gif

ECE 6323-Noise and Signal-with exercise_13.gif

Clearly, both signals have very similar mean, but one has a much smaller variance than the other. So, in this case, variance is a measure of the noise.

Can we always use variance as a measure of the noise?

Example 2

Suppose we have a new signal that looks like this:
y1={10.2,12.7,15.4,17.6,19.1,20.4,19.3,18.6,17.,14.2,11.5,8.65,6.05,3.52,1.52,
  0.46,0.294,1.03,2.19,4.67,7.02,9.62,13.4,15.2,18.1,19.1,20.,20.,18.1,16.6,
  14.,10.7,7.97,5.35,2.61,1.16,-0.129,0.2,0.684,2.48,4.43,8.04,11.,13.6,15.8,
  18.,19.4,20.1,19.7,18.} ;
  and
  y2={7.,6.3,12.6,9.78,15.9,14.,9.97,11.9,9.68,10.4,10.1,5.84,8.56,10.3,10.1,7.02,
  9.,10.1,9.23,2.45,16.7,12.,12.3,10.6,13.8,11.9,16.,7.97,14.9,13.7,10.4,10.1,
  8.83,8.54,17.3,9.12,5.02,11.,8.08,6.24,9.46,5.74,13.,7.33,10.6,9.8,6.94,12.,
  13.,12.8};
  we can find their variances:

ECE 6323-Noise and Signal-with exercise_14.gif

ECE 6323-Noise and Signal-with exercise_15.gif

ECE 6323-Noise and Signal-with exercise_16.gif

So should we say that y1 is noisier than y2?

ECE 6323-Noise and Signal-with exercise_17.gif

ECE 6323-Noise and Signal-with exercise_18.gif

In the above, y1 is blue (variance= 50) and y2 is red variance is 9.8. Their means are:

ECE 6323-Noise and Signal-with exercise_19.gif

ECE 6323-Noise and Signal-with exercise_20.gif

ECE 6323-Noise and Signal-with exercise_21.gif

Again, similar mean. Is it correct to say that y1 is noisier than y2?
This depends! If both y1 and y2 are supposed to be constant, we say that y1 fluctutates more and thus, noisier than y2. On the other hand, it is clearly that the fluctuation of y1 is somewhat predictable, and if we remove this "predictable" fluctuation, it may be less noisy. Thus, this is a key concept: noise BY DEFINITION CAN NOT BE DETERMINISTIC: in other words, noise has to be defined as the unpredictable, indeterministic part of the signal. One way to see in this example is to Fourier transform the signal.

ECE 6323-Noise and Signal-with exercise_22.gif

ECE 6323-Noise and Signal-with exercise_23.gif

What we plot here is the Fourier transform square, on Log scale (unit dB) of the signal. It is clear here, that the blue (y1) has  a periodic signal at bin ~ 2 that is much stronger than that of the red, and the y1 F-transform signal at higher frequency is actually less than that of y2. In other words, the blue (y1) has a large variance, but seems less noisy than the red (y2).
We see how useful Fourier transform is.
Let's do the follow: we define a new signal y1new that is from y1 but subtracted by a known function that we guess to be a sine function:

ECE 6323-Noise and Signal-with exercise_24.gif

ECE 6323-Noise and Signal-with exercise_25.gif

Now we compare y1new and y2:

ECE 6323-Noise and Signal-with exercise_26.gif

ECE 6323-Noise and Signal-with exercise_27.gif

From this, we have to say that y1 is less noise than y2! because eventhough it has a large fluctuation, we deterministically know exactly one component of that large fluctuation, (the sine function) and thus, it can be removed.

Example 3

Now we have a fairly complicated signal that looks like this:

ECE 6323-Noise and Signal-with exercise_28.gif

How do we analyze this? well, we can Fourier transform again:

ECE 6323-Noise and Signal-with exercise_29.gif

What do we see? is there a signal in there? how much is the noise. Intuitively, we see 2 big peaks that stand out above the rest. We would call those peak signals, and the rest, noise. But what are we doing here, plotting the square of the Fourier transform of the signal? what is the meaning of this? Why are we doing this?

1.3 Power spectral density function

1.3.1 Definition

We define the power-spectral-density function of a signal s(t) as:  
          ECE 6323-Noise and Signal-with exercise_30.gif

This is an important definition. To see what it does, let the signal be:  
ECE 6323-Noise and Signal-with exercise_31.gif; then
ECE 6323-Noise and Signal-with exercise_32.gif
ECE 6323-Noise and Signal-with exercise_33.gif

ECE 6323-Noise and Signal-with exercise_34.gif

ECE 6323-Noise and Signal-with exercise_35.gif

ECE 6323-Noise and Signal-with exercise_36.gif

ECE 6323-Noise and Signal-with exercise_37.gif

ECE 6323-Noise and Signal-with exercise_38.gif

ECE 6323-Noise and Signal-with exercise_39.gif

Therefore:
ECE 6323-Noise and Signal-with exercise_40.gif
Because ECE 6323-Noise and Signal-with exercise_41.gif
In other words, the PSD function of this signal tells us that it is zero for all frequency except for ECE 6323-Noise and Signal-with exercise_42.gif where it is a delta function with an amplitude factor ECE 6323-Noise and Signal-with exercise_43.gif. That's why we call it PSD: it is a measure of the density of the spectral content of the signal as a function of frequency.
The total power is finite:
ECE 6323-Noise and Signal-with exercise_44.gif
(the power density is infinite at ECE 6323-Noise and Signal-with exercise_45.gif because the signal has purely ECE 6323-Noise and Signal-with exercise_46.gif frequency)

1.3.2 Practical calculation of PSD

If we have a finite series of signal measurement (or sampled points): ECE 6323-Noise and Signal-with exercise_47.gif, how do we find its PSD?
Let say the series ECE 6323-Noise and Signal-with exercise_48.gif are measured with regular interval (either time, space, or whatever variable we used), then the series ECE 6323-Noise and Signal-with exercise_49.gif actually represent pairs of number:            ECE 6323-Noise and Signal-with exercise_50.gif
where Δt is the sampling interval. We can take the Fourier transform of this numerical series by approx. the integral as a summation:
ECE 6323-Noise and Signal-with exercise_51.gif
But if we discretize the variable f also, as a series (p-1) Δf for integer p, and choosing  Δf =1/(M Δt), we have the following expression:
ECE 6323-Noise and Signal-with exercise_52.gif
But we recall that in fast Fourier transform numerical technique, the Fourier transform ECE 6323-Noise and Signal-with exercise_53.gif of a list ECE 6323-Noise and Signal-with exercise_54.gif of length n is defined to be ECE 6323-Noise and Signal-with exercise_55.gif
Therefore, the above expression can be written as:
ECE 6323-Noise and Signal-with exercise_56.gif

This is the basis for numerical calculation. We thus obtain the PSD as:
ECE 6323-Noise and Signal-with exercise_57.gif
Now we can see why we did what we did: taking the FFT of that data and square its amplitude. Note that the quantity Δt give the unit of 1/(Whatever frequency). If t is time, it is frequency; if t is space, it is spatial frequency, we just call it generally frequency but keep in mind that it doesn't have to be strictly temporal frequency.
So the unit of the PSD is signal^2/frequency. That's why it's call power density.
Some example: if s is E is electric field, ECE 6323-Noise and Signal-with exercise_58.gif; if s is electric current as function of time, it is ECE 6323-Noise and Signal-with exercise_59.gif.

Example routine

FunctionPSD[x_,DelT_]:=Module[{mx,XFFT,XPSD,fr},

(* first, we take the mean to remove the DC bias *)
                    mx=Mean[x]  ;
(* then we take the FFT of the given series *)                    
                  XFFT=Fourier[x-mx] ;
(* PSD is simply as defined above *)
(* but for real series, we need to take only the *)
(* positive frequency component, which is the  *)
(* first half of the FFT series *)
               XPSD=Abs[Take[XFFT,Floor[Length[XFFT]/2] ] ]^2*DelT ;
(* To correspond the PDS with the frequency sries*)
(* we generate the frequency array *)
                   fr=(Range[Length[XPSD]]-1.)/(DelT*Length[XFFT]) ;
(* Then, we pair the frequency with its PSD *)
(* and drop the zero frequency component *)

Drop[ Transpose[{fr,XPSD}] ,1]
                    ] ;
LogPSD[x_,DelT_]:= Module[{fr,psd },
        {fr,psd}=Transpose[FunctionPSD[x,DelT]];
        Transpose[{fr,10*Log[10.,psd] }]
                          ] ;
PlotLogPSD[x_,DelT_]:=Module[{lpsd},
       lpsd=LogPSD[x,DelT];
       ListPlot[ lpsd
            ,Joined->True,
    PlotStyle->{RGBColor[0,0,1],Thickness[0.002]}
         , PlotRange->All
           (* , AxesOrigin->{0,-100} *)
        , Frame->True, ImageSize->{450,300}, GridLines->Automatic] ]    

ECE 6323-Noise and Signal-with exercise_60.gif

We see that the signal has a component at ~ 20 kHz and at ~ 111 kHz. What is the noise power relative to the signal power? ~ 26 dB and 18 dB, respectively.
The difference between the two strong signals are ~ 8 dB. Does that make sense?
Let's see the way the signal generated:
sig1 = x1+Table[0.5*Sin[x*0.7] + 1.3 *Sin[x*0.13],{x,0,1999,1} ];
        ListPlot[sig1  , PlotJoined->True]
Strong signal amplitude = 1.3, weak signal amplitude =0.5

ECE 6323-Noise and Signal-with exercise_61.gif

ECE 6323-Noise and Signal-with exercise_62.gif

Indeed it is about 8 dB. What about frequency? we assume the sampling interval is 10^(-6), say sec or microsecond. The frequencies are:

ECE 6323-Noise and Signal-with exercise_63.gif

ECE 6323-Noise and Signal-with exercise_64.gif

ECE 6323-Noise and Signal-with exercise_65.gif

Which is indeed the values we observed. How about our estimation of noise?

ECE 6323-Noise and Signal-with exercise_66.gif

ECE 6323-Noise and Signal-with exercise_67.gif

The noise looks like the same everywhere: this is what we call white noise, because like white light, it is constant for any color except at the two signals.
We can average them over a range, say, from point 500 to 900:

ECE 6323-Noise and Signal-with exercise_68.gif

ECE 6323-Noise and Signal-with exercise_69.gif

The noise PSD is about -60 dB/Hz. Where does this number come from?
x1=RandomArray[NormalDistribution[0,1],2000];
This expression tells us that the x1 noise is a normal (Gaussian) distribution with a standard of deviation of 1. The sampling time is 10^(-6) second, or the bandwidth is 0.5*10^6 Hz (remember Nyquist), therefore the power density is:
ECE 6323-Noise and Signal-with exercise_70.gif or -60 dB/Hz.
Let's redo the example above:

ECE 6323-Noise and Signal-with exercise_71.gif

ECE 6323-Noise and Signal-with exercise_72.gif

ECE 6323-Noise and Signal-with exercise_73.gif

ECE 6323-Noise and Signal-with exercise_74.gif

ECE 6323-Noise and Signal-with exercise_75.gif

ECE 6323-Noise and Signal-with exercise_76.gif

ECE 6323-Noise and Signal-with exercise_77.gif

ECE 6323-Noise and Signal-with exercise_78.gif

ECE 6323-Noise and Signal-with exercise_79.gif

ECE 6323-Noise and Signal-with exercise_80.gif

compare with
ECE 6323-Noise and Signal-with exercise_81.gif

ECE 6323-Noise and Signal-with exercise_82.gif

ECE 6323-Noise and Signal-with exercise_83.gif

Summary

In general, it can be proven that for a Gaussian process of standard deviation σ, and a sampling interval of Δt, or a bandwidth BW=1/(2 Δt), the PSD is = ECE 6323-Noise and Signal-with exercise_84.gif
or ECE 6323-Noise and Signal-with exercise_85.gif = 2 BW PSD.
The noise is taken as the square root of the PSD:
Noise amplitude = ECE 6323-Noise and Signal-with exercise_86.gif, and its unit is whatever/ECE 6323-Noise and Signal-with exercise_87.gif.

Homework and exercise on noise and signal

Utility package - please execute this

FunctionPSD[x_,DelT_]:=Module[{mx,XFFT,XPSD,fr},

(* first, we take the mean to remove the DC bias *)
                    mx=Mean[x]  ;
(* then we take the FFT of the given series *)                    
                  XFFT=Fourier[x-mx] ;
(* PSD is simply as defined above *)
(* but for real series, we need to take only the *)
(* positive frequency component, which is the  *)
(* first half of the FFT series *)
               XPSD=Abs[Take[XFFT,Floor[Length[XFFT]/2] ] ]^2*DelT ;
(* To correspond the PDS with the frequency sries*)
(* we generate the frequency array *)
                   fr=(Range[Length[XPSD]]-1.)/(DelT*Length[XFFT]) ;
(* Then, we pair the frequency with its PSD *)
(* and drop the zero frequency component *)

Drop[ Transpose[{fr,XPSD}] ,1]
                    ] ;
LogPSD[x_,DelT_]:= Module[{fr,psd },
        {fr,psd}=Transpose[FunctionPSD[x,DelT]];
        Transpose[{fr,10*Log[10.,psd] }]
                          ] ;
PlotLogPSD[x_,DelT_,Style_]:=Module[{lpsd},
       lpsd=LogPSD[x,DelT];
       ListPlot[ lpsd
            ,Joined->True,
    PlotStyle->Style
         , PlotRange->All
           (* , AxesOrigin->{0,-100} *)
        , Frame->True, ImageSize->{450,300}, GridLines->Automatic] ];
        
PlotLogLogPSD[x_,DelT_,Style_]:=Module[{},
       ListLogLogPlot[ FunctionPSD[x,DelT]
            ,Joined->True,
    PlotStyle->Style
         , PlotRange->All
           (* , AxesOrigin->{0,-100} *)
        , Frame->True, ImageSize->{450,300}, GridLines->Automatic] ]       

Use your microphone input as signal source

Do the following to simulate signal measurement vs noise using your computer microphone. Play the sound below.

ECE 6323-Noise and Signal-with exercise_88.gif

ECE 6323-Noise and Signal-with exercise_89.gif

ECE 6323-Noise and Signal-with exercise_90.gif

ECE 6323-Noise and Signal-with exercise_91.gif

ECE 6323-Noise and Signal-with exercise_92.gif

ECE 6323-Noise and Signal-with exercise_93.gif

Now, recording some other sounds with noise

ECE 6323-Noise and Signal-with exercise_94.gif

Perform spectral analysis: use the power spectral density function

Now you should compare the different signals - especially their noise level, signal level, and signal to noise ratio.

ECE 6323-Noise and Signal-with exercise_95.gif

Signal and noise

Generate some strong noise. Record it and perform spectral analysis.
Generate a signal, something you are familiar with, starting weak. Then increasing noise the signal until you see it above the noise. Determine the NES: noise equivalent signal.

2. Shot noise and related

2.1 Introduction

Suppose we measure the current from a detector or sensor or whatever, and it has a constant dark current (or DC current) even in the absence of the stimulus, ECE 6323-Noise and Signal-with exercise_96.gif. We sample at regular interval Δt. The average number of electrons is:
                                    ECE 6323-Noise and Signal-with exercise_97.gif
where e is the charge. The number of electrons per unit interval obeys Poisson distribution:
                                   ECE 6323-Noise and Signal-with exercise_98.gif
For large ECE 6323-Noise and Signal-with exercise_99.gif, this distribution approx to Gaussian:
                                    ECE 6323-Noise and Signal-with exercise_100.gif
where σ = ECE 6323-Noise and Signal-with exercise_101.gif.
What is the power spectral density of the dark current?

Exercise and Example Poisson

Select a number between 1 and 10. Use it as naverage and enter.

ECE 6323-Noise and Signal-with exercise_102.gif

ECE 6323-Noise and Signal-with exercise_103.gif

ECE 6323-Noise and Signal-with exercise_104.gif

Select a number between 40 and 80. Use it as "naverage" and enter.

ECE 6323-Noise and Signal-with exercise_105.gif

ECE 6323-Noise and Signal-with exercise_106.gif

ECE 6323-Noise and Signal-with exercise_107.gif

Exercise and Compare Poisson to Gaussian for large mean

Compare Poisson and Gaussian distribution for large mean value: they become similar to each other. Pick a mean value >50.

ECE 6323-Noise and Signal-with exercise_108.gif

ECE 6323-Noise and Signal-with exercise_109.gif

Do you notice that they become very similar to each other? You can plot them on top of each other as follow:

ECE 6323-Noise and Signal-with exercise_110.gif

ECE 6323-Noise and Signal-with exercise_111.gif

Exercise and Dark current example 1

Consider a PD with 1 mA dark current. Suppose we measure with 20 GS/s, which means that we perform 20,000,000,000 measurements per second, what is the distribution of the electrons in each measurement like?
The mean is:                   ECE 6323-Noise and Signal-with exercise_112.gif
                                        ECE 6323-Noise and Signal-with exercise_113.gif
                                        ECE 6323-Noise and Signal-with exercise_114.gif

ECE 6323-Noise and Signal-with exercise_115.gif

ECE 6323-Noise and Signal-with exercise_116.gif

ECE 6323-Noise and Signal-with exercise_117.gif

ECE 6323-Noise and Signal-with exercise_118.gif

What is the noise fluctuation?
                                ECE 6323-Noise and Signal-with exercise_119.gif

ECE 6323-Noise and Signal-with exercise_120.gif

ECE 6323-Noise and Signal-with exercise_121.gif

The noise current is:

ECE 6323-Noise and Signal-with exercise_122.gif

ECE 6323-Noise and Signal-with exercise_123.gif

Hence, the current fluctuation is in the order of 1.79 microAmp.
Is this large or small? well, it's all relative.
Consider that we have 0.1 uW signal falling on a detector with 0.5A/W responsivity. The signal would be:
                                            ECE 6323-Noise and Signal-with exercise_124.gif
This is smaller than the noise.

Dark current exercise 2

What is the minimum optical power you can detect with 20 GS/s? (in 50 ps) with the above detector?
Repeat the same calculation as above with sampling rate at 1 MS/s. (sampling time 1 μs)
What can you conclude about noise vs. bandwidth.

Noise current exercise 3

Simulate the current (including noise of course) for a detector with 5 μA dark current for the following cases:
1- sampling at 10 GS/s (10 gigasamples per second)
2- sampling at 100 MS/s (100 megasamples per second)
In each case, calculate the number of average electrons you detect, their fluctuation (standard of deviation). Which case has larger electron (hence current) fluctuation? If so, which case (1 or 2) is noisier? (BE VERY THOUGTHFUL and CAREFUL about this question).

2.2 Shot noise

Even without dark current, any signal also has statistical fluctuation that obeys Poisson statistics:
                                                ECE 6323-Noise and Signal-with exercise_125.gif
                                               ECE 6323-Noise and Signal-with exercise_126.gif
The corresponding distribution of the current measurement is:
                                   ECE 6323-Noise and Signal-with exercise_127.gif
where ECE 6323-Noise and Signal-with exercise_128.gif. Notice that:
                                       ECE 6323-Noise and Signal-with exercise_129.gif
Or:                                            ECE 6323-Noise and Signal-with exercise_130.gif
(remember that 1/Δt = 2B Nyquist); then PSD of this distribution (number of electrons in Δt interval) is:
                                          ECE 6323-Noise and Signal-with exercise_131.gif
Very often, for photodetector, the dark current shot noise is the limiting factor, then people define a noise equivalent power, which is the power that generates a signal = noise.
                                            NEP = ECE 6323-Noise and Signal-with exercise_132.gif
The unit of NEP is __W__
Often, we also scale the NEP per unit of ECE 6323-Noise and Signal-with exercise_133.gif, hence the NEP/ECE 6323-Noise and Signal-with exercise_134.gif is:
                                            NEP = ECE 6323-Noise and Signal-with exercise_135.gif
The unit of NEP per bandwidth is __W/ECE 6323-Noise and Signal-with exercise_136.gif_____
and the detector detectivity is define as:
                                            ECE 6323-Noise and Signal-with exercise_137.gif
For semiconductor PD, the dark current is proportional to the detector area, thus, people define a specific detectivity by scaling D vs. detector area ECE 6323-Noise and Signal-with exercise_138.gif:
                                          ECE 6323-Noise and Signal-with exercise_139.gif
The unit of specific detectivity ECE 6323-Noise and Signal-with exercise_140.gif is thus:  ECE 6323-Noise and Signal-with exercise_141.gif.
Notice, in some case, you may see this (without the factor of 2). It is just a matter of convention about the noise power (just one band or both bands).
                                    ECE 6323-Noise and Signal-with exercise_142.gif

Use the formulas given above to calculate the detectivity for a detector with a dark current of 0.5 nA, and responsivity of 0.65 A/W

If you are trying to detect a 10-nW signal, and suddenly, someone turns the light on in the room with 10 mW of ambient light falling on the detector, what is your SNR?

2.3 Optical quantum noise

Similar to electronic shot noise, we can have statistical fluctuation with photons. However, photon statistics is more complex when they are in certain quantum states. Neglecting these cases of quantum coherence, we can treat most other cases with Poisson statistics.
Suppose we have a stream of photons with an expected average ECE 6323-Noise and Signal-with exercise_143.gif within some time interval Δt. Then probability of detecting n photons is:
                                                    ECE 6323-Noise and Signal-with exercise_144.gif
But this is what we detect, it is NOT necessarily the statistics of light from a source, since we don't know the source characteristics, i. e. how it emits light.
For quantum-incoherent light emitters, the intensity distribution is actually:
                                                    ECE 6323-Noise and Signal-with exercise_145.gif
Thus, the photon statistics from such a source is obtained by averaging over the Poisson distribution, which yields:
                                                  ECE 6323-Noise and Signal-with exercise_146.gif     
This is known as Bose-Einstein distribution.

Example, let nave=9, this is the distribution:

ECE 6323-Noise and Signal-with exercise_147.gif

ECE 6323-Noise and Signal-with exercise_148.gif

Here is with larger nave.

ECE 6323-Noise and Signal-with exercise_149.gif

ECE 6323-Noise and Signal-with exercise_150.gif

2.4 Theoretical digital signaling quantum limit

Discussion

If we have a perfect detector, one that gives us zero dark current, and 100% quantum efficiency, and we use it for optical communication, do we have the probability of errors?
The answer is yes! this has NOTHING to do with how perfect the detector is, but the fundamental quantum process of detection. Remember from above, suppose we have a pulse of light with an expected average ECE 6323-Noise and Signal-with exercise_151.gif, we don't actually detect ECE 6323-Noise and Signal-with exercise_152.gif, but can be any number n with the probability:
                                                       ECE 6323-Noise and Signal-with exercise_153.gif

ECE 6323-Noise and Signal-with exercise_154.gif

ECE 6323-Noise and Signal-with exercise_155.gif

We see that there is a finite probability of error: we may detect no photon while in fact there is an average ECE 6323-Noise and Signal-with exercise_156.gif:
                                              ECE 6323-Noise and Signal-with exercise_157.gif
Suppose our system is digital, so that if there is one photo-electron, we call bit 1 and without it, we call bit 0, then in fact we have an error when we detect 0 photoelectrons. In other words, we miss a bit 1 signal.
Hence the probability of error is:
                                            ECE 6323-Noise and Signal-with exercise_158.gif     

Bit error rate

We define bit-error-rate (BER) is the fraction of error of all the bits. Hence, a BER of ECE 6323-Noise and Signal-with exercise_159.gif means that out of one billion bits, we may expect 1 bit error. Notice that we say "expect" only, not guarantee that there must be one bit error. We may have more or less, but the ensemble average is 1 bit of error in one billion bits.
Now, given the error above, what is the BER as a function of ECE 6323-Noise and Signal-with exercise_160.gif?

ECE 6323-Noise and Signal-with exercise_161.gif

ECE 6323-Noise and Signal-with exercise_162.gif

So, for a BER of ECE 6323-Noise and Signal-with exercise_163.gif, we need at least:
                               ECE 6323-Noise and Signal-with exercise_164.gif

ECE 6323-Noise and Signal-with exercise_165.gif

ECE 6323-Noise and Signal-with exercise_166.gif

Or 20.7 detected photons. Of course, this is the quantum limit for ideal receiver. Realistic system is a lot worse than that as we will see.

Example: For 10 Gb/s and a wavelength 1.55 um, how much power we need for an error rate of 10^-9?

The number of photons per bit:
                                  ECE 6323-Noise and Signal-with exercise_167.gif
The number of photons per second:
                                   ECE 6323-Noise and Signal-with exercise_168.gif
The power is:              ECE 6323-Noise and Signal-with exercise_169.gif

ECE 6323-Noise and Signal-with exercise_170.gif

ECE 6323-Noise and Signal-with exercise_171.gif

A mere 27 nWatt. In dBm, it is:

ECE 6323-Noise and Signal-with exercise_172.gif

ECE 6323-Noise and Signal-with exercise_173.gif

A useful physical constant is:

ECE 6323-Noise and Signal-with exercise_174.gif

ECE 6323-Noise and Signal-with exercise_175.gif

Or -46 dBm.
A chart we often plot is the BER as a function of power for a given BR:
                                     ECE 6323-Noise and Signal-with exercise_176.gif
      

ECE 6323-Noise and Signal-with exercise_177.gif

ECE 6323-Noise and Signal-with exercise_178.gif

ECE 6323-Noise and Signal-with exercise_179.gif

As we can see, we obtain the value of ECE 6323-Noise and Signal-with exercise_180.gif BER as expected.

ECE 6323-Noise and Signal-with exercise_181.gif

ECE 6323-Noise and Signal-with exercise_182.gif

2.5 Theoretical analog signaling quantum limit

Comparison of important parameters between DIGITAL and ANALOG
                             DIGITAL                              ANALOG
                              BER                                     Signal-to-noise ratio (SNR, S/N)
                              photons/bit                           Photocurrent
                              Discrete signal (1,0)             Continuous
                              Bit rate                                 Bandwidth (analog)                                  
The signal of analog system is not bit, but signal current (continuous), ECE 6323-Noise and Signal-with exercise_183.gif. The noise is                             
                                                         ECE 6323-Noise and Signal-with exercise_184.gif
The signal to noise ratio (SNR) in terms of current is:
                                                    ECE 6323-Noise and Signal-with exercise_185.gif
There is another definition of SNR that is in terms of signal power, not current.
Remember that Power < ECE 6323-Noise and Signal-with exercise_186.gif:
                                                  ECE 6323-Noise and Signal-with exercise_187.gif
In terms of incident optical power:
                                               ECE 6323-Noise and Signal-with exercise_188.gif    
Obviously, we are assuming an ideal detector without dark current. Assuming also that the QE is perfect 1,
                                              ECE 6323-Noise and Signal-with exercise_189.gif    

Example plot of signal to noise ratio

ECE 6323-Noise and Signal-with exercise_190.gif

ECE 6323-Noise and Signal-with exercise_191.gif

ECE 6323-Noise and Signal-with exercise_192.gif

3. Other noise

3.1 Johnson (thermal) noise

Electrons in a medium at a finite temperature do not rest, but agitate. Thus, there is a fluctuating current, of which the average is zero, but not the mean square. The kinetic energy of electrons ~ ECE 6323-Noise and Signal-with exercise_193.gif. The noise power is:            ECE 6323-Noise and Signal-with exercise_194.gif
If the curcuit resistor is R, then             ECE 6323-Noise and Signal-with exercise_195.gif     
Or:                                                           ECE 6323-Noise and Signal-with exercise_196.gif                                        

ECE 6323-Noise and Signal-with exercise_197.gif

ECE 6323-Noise and Signal-with exercise_198.gif

ECE 6323-Noise and Signal-with exercise_199.gif

ECE 6323-Noise and Signal-with exercise_200.gif

The noise current is ~ 18 nA.

3.2 Relative intensity noise and laser noise

3.2.1 Introduction

Beyond the light source quantum noise, lasers have other noise sources that come from a number of complex physical mechanisms. One way to describe the laser noise is the concept of relative intensity noise or RIN. As you measure the laser power, for example 1 mW, you will see that it is NOT always exactly 1 mW but fluctuate a little bit. See below.

ECE 6323-Noise and Signal-with exercise_201.gif

ECE 6323-Noise and Signal-with exercise_202.gif

ECE 6323-Noise and Signal-with exercise_203.gif

ECE 6323-Noise and Signal-with exercise_204.gif

If we take the fluctuation, divide it by the average, we will see the change in percentage. The above curve shows a fluctuation ~ 1%.

3.2.2 General discussion

General concept: Suppose we have a signal S[t] that is supposed to be constant ECE 6323-Noise and Signal-with exercise_205.gif. We measure the fluctuation in terms of its mean value ECE 6323-Noise and Signal-with exercise_206.gif: ECE 6323-Noise and Signal-with exercise_207.gif. We call this relative amplitude noise. If another quantity is a power function of S[t], e. g. ECE 6323-Noise and Signal-with exercise_208.gif, ECE 6323-Noise and Signal-with exercise_209.gif. Thus the power spectral density of relative noise of P[t] is ECE 6323-Noise and Signal-with exercise_210.gif of that of S[t].

Back to laser RIN: a laser source intensity (or power) is not constant, but fluctuates. Sure, we see that at the very least, we have quantum noise fluctuation. But usually, the fluctuation is even much larger than quantum noise. They are called intensity noise. Since it is measured relative to the DC intensity level, it is called RIN: Relative intensity noise
We express the power as: P(t), and let ECE 6323-Noise and Signal-with exercise_211.gifP(t)>. The relative intensity signal is: r(t) = ECE 6323-Noise and Signal-with exercise_212.gif(we can drop 1, which is just a constant with zero noise). Its noise PSD is:
      ECE 6323-Noise and Signal-with exercise_213.gif
Since r(t) is unitless, the PSD unit is usually expressed as dB/Hz. Sometimes, we just use the square root value and still call the same name RIN. How to tell one from the next? look at the unit, whether dB/Hz (power) or dB/ECE 6323-Noise and Signal-with exercise_214.gif (amplitude).

Understanding RIN is very important to use the laser properly.

3.2.3 Typical laser RIN

ECE 6323-Noise and Signal-with exercise_215.gif

Here is ONLY an example. By no means the same for all lasers. Each laser has its own RIN PSD.

Example: Suppose you purchase a laser diode with a flat RIN of -125 dB/Hz from 10-100 MHz. You want to modulate the laser at 50 MHz. What is the intensity noise do you expect?
                                               ECE 6323-Noise and Signal-with exercise_216.gif
                                               ECE 6323-Noise and Signal-with exercise_217.gif
                                               ECE 6323-Noise and Signal-with exercise_218.gif
                                              ECE 6323-Noise and Signal-with exercise_219.gif

ECE 6323-Noise and Signal-with exercise_220.gif

ECE 6323-Noise and Signal-with exercise_221.gif

Thus, the relative noise is 0.3976% or ~ 0.4%. This is how much the laser fluctuates at 50 MHz.
If you modulate the laser at 12.5 MHZ instead, what is the fluctuation?

4. Receiver (6323 only - part 2)

Introduction

Link to ppt file - receiver

Response

With voltage amplifier the response is simply the net load resistance, which is parallel between the bias load and the amplifier load
                                   ECE 6323-Noise and Signal-with exercise_222.gif

With transimpedance amplifier:
                                  ECE 6323-Noise and Signal-with exercise_223.gif
where G is the open-loop gain of the op-amp.
The approx 3-dB bandwidth is:
                                        ECE 6323-Noise and Signal-with exercise_224.gif
                                        or: ECE 6323-Noise and Signal-with exercise_225.gif
Notice that gain (given by ECE 6323-Noise and Signal-with exercise_226.gif ) is trade-off with bandwidth. This gain-bandwidth trade-off is very fundamental. Recall the gain-BW product of transistor. Later on we will also see gain-BW product limit of APD.

For other circuits, e. g. p-i-n FET (HEMT) or p-i-n HBT or APD-FET, HBT etc... all can also be modelled generically   ECE 6323-Noise and Signal-with exercise_227.gif where P and Q are polynomials. Often, parameters are obtained empirically.

Noise figure (general discussion)

A very important concept associated with any systems is noise figure. It is most often associated with amplifiers. Suppose we have a weak signal and we want to amplify.
Suppose we have this signal:

ECE 6323-Noise and Signal-with exercise_228.gif

ECE 6323-Noise and Signal-with exercise_229.gif

ECE 6323-Noise and Signal-with exercise_230.gif

ECE 6323-Noise and Signal-with exercise_231.gif

Our amplifier has a power gain of 30 dB. After amplification, we have a stronger signal:

ECE 6323-Noise and Signal-with exercise_232.gif

ECE 6323-Noise and Signal-with exercise_233.gif

We see that our signal is stronger. It is ~ 0.45 V compared with 0.015 V before, a gain of ~ 15 dB (power gain is 30 dB). Let's compare the signals. Do you think the noise is less for the amplified signal?

ECE 6323-Noise and Signal-with exercise_234.gif

ECE 6323-Noise and Signal-with exercise_235.gif

We can blow up the first signal to compare with the amplified signal

ECE 6323-Noise and Signal-with exercise_236.gif

ECE 6323-Noise and Signal-with exercise_237.gif

ECE 6323-Noise and Signal-with exercise_238.gif

ECE 6323-Noise and Signal-with exercise_239.gif

Why aren't the signals exactly on top of each other?
Let's look at the amplifed signal power

ECE 6323-Noise and Signal-with exercise_240.gif

ECE 6323-Noise and Signal-with exercise_241.gif

It looks quite similar to the one before amplified, with the only exception that the signal power is higher, ~ -43 dB instead of -73 dB.
Let's compare them on the same scale

ECE 6323-Noise and Signal-with exercise_242.gif

ECE 6323-Noise and Signal-with exercise_243.gif

ECE 6323-Noise and Signal-with exercise_244.gif

Are they similar with each other except for a vertical shift?

We notice that the signal gain 30 dB in power, but the noise floor seems to gain 40 dB in power. Thus, the signal-to-noise ratios before, 47 and 40 dB, become only ~ 37 and 30 dB. What happens? the SNR is worse! This happens because no amplifier is perfect. All amplifers add some extra noise to the output signal. The degradation of SNR is called noise figure (NF). Noise figure thus has a very specific definition, it's the noise level added to a signal by the amplifer. It is a figure of merit of the amplifier; needless to say, the lower it is the better.

If amplifers add noise, why bother using them?

Noise model p-i-n

Additive noise model

We will follow the additive noise model, which states that the total noise is the sum of the square of uncorrelated noise, which is based on the Gaussian:
                                             ECE 6323-Noise and Signal-with exercise_245.gif
For a PIN receiver, there are 3 effective noise terms: shot noise, thermal noise, and amplifier noise.
Shot noise:                                 ECE 6323-Noise and Signal-with exercise_246.gif
Thermal:                                     ECE 6323-Noise and Signal-with exercise_247.gif
For the amplifier, a most general model is that it is a source of noise that has a series voltage noise ECE 6323-Noise and Signal-with exercise_248.gif and a shunt current noise ECE 6323-Noise and Signal-with exercise_249.gif. Let Y be the shunt admittance of the amplifier, The total noise is an integration of these two over all frequencies within the bandwidth:
                                               ECE 6323-Noise and Signal-with exercise_250.gif     
which is usually done with an empirical model.
The total noise is:
                               ECE 6323-Noise and Signal-with exercise_251.gif   
Very often the amplifer noise ECE 6323-Noise and Signal-with exercise_252.gif  is referred to the input load resistance  ECE 6323-Noise and Signal-with exercise_253.gif for an effective noise power of the amplifier. Then we write:
                             ECE 6323-Noise and Signal-with exercise_254.gif
Then, the term    ECE 6323-Noise and Signal-with exercise_255.gif is treated as a parameter that is characteristic of the amplifier which we call noise figure:
                                   ECE 6323-Noise and Signal-with exercise_256.gif
This is indeed a very common and key concept as discussed above.

SNR

We now can obtain the SNR:
                              ECE 6323-Noise and Signal-with exercise_257.gif

Noise model APD

Excess noise

A most important concept with APD noise is excess noise. When gain is applied, the ideal condition is that:
                                           ECE 6323-Noise and Signal-with exercise_258.gif
where M is the gain. In reality, the noise is higher than the shot noise expected for  ECE 6323-Noise and Signal-with exercise_259.gif, which is:
                                    ECE 6323-Noise and Signal-with exercise_260.gif
We will see that in reality, no amplification or gain process is perfect: there will always be extra noise introduced (see noise figure concept later) on top of the input noise. For APD, there is intrisic random gain process (electron ionization process is a stochastic process with certain probability distribution). This process is intrinsic to the semiconductor and cannot be controlled.
Thus, a theoretical model can show that the actual noise is:
                                    ECE 6323-Noise and Signal-with exercise_261.gif    
where x is a parameter that is intrinsic to the carrier and the semiconductor (a complex dependence on electron mass, hole mass, ionization probability... ). Typical value of x is ~ 0.2 - 1 for various semiconductors and carriers.
The SNR of APD is thus:
                                           ECE 6323-Noise and Signal-with exercise_262.gif
where ECE 6323-Noise and Signal-with exercise_263.gif is the noise figure.

ECE 6323-Noise and Signal-with exercise_264.gif

ECE 6323-Noise and Signal-with exercise_265.gif

ECE 6323-Noise and Signal-with exercise_266.gif

We notice that depending on the signal, there is an optimal SNR for gain. In other words, when the signal is small, we need gain, but not as large as possible. Only certain value of M will give us the best SNR. In fact, we see that:

ECE 6323-Noise and Signal-with exercise_267.gif

ECE 6323-Noise and Signal-with exercise_268.gif

What if ECE 6323-Noise and Signal-with exercise_269.gif ? Is it possible? Yes.

ECE 6323-Noise and Signal-with exercise_270.gif

ECE 6323-Noise and Signal-with exercise_271.gif

ECE 6323-Noise and Signal-with exercise_272.gif

ECE 6323-Noise and Signal-with exercise_273.gif

Indeed, the reason is because of the excess noise factor. Let x=0

ECE 6323-Noise and Signal-with exercise_274.gif

ECE 6323-Noise and Signal-with exercise_275.gif

This shows that any gain is good and the larger the better!! Because with gain, we defeat the thermal noise and hence, the larger the better. But because of the excess noise factor, too high gain is counterproductive because the excess noise also grow and cause worse SNR. Infact, compare small x and large x:

ECE 6323-Noise and Signal-with exercise_276.gif

ECE 6323-Noise and Signal-with exercise_277.gif

ECE 6323-Noise and Signal-with exercise_278.gif

More accurate model of excess avalanche noise factor

The excess noise factor is actually more complex than just just ECE 6323-Noise and Signal-with exercise_279.gif. It is different for electrons and holes, because they have different transport behavior and ionization rate.
A more accurate model for excess noise factor has the factor different for electrons and holes. For electron:
                                 ECE 6323-Noise and Signal-with exercise_280.gif  ;
for hole:
                                  ECE 6323-Noise and Signal-with exercise_281.gif
where k is the ratio of ionization coefficients for electron and hole.
Obviously, k is a very important factor and one can plot

ECE 6323-Noise and Signal-with exercise_282.gif

ECE 6323-Noise and Signal-with exercise_283.gif

ECE 6323-Noise and Signal-with exercise_284.gif

Noise and BER with Gaussian model

If we have a string of 0 and 1 bit, noise can cause error when bit 1 is identified as 0 and vice versa. A threshold is usually set such that if signal S>ECE 6323-Noise and Signal-with exercise_285.gif, it's identified as 1 and 0 otherwise.
For a Gaussian noise model:

ECE 6323-Noise and Signal-with exercise_286.gif

ECE 6323-Noise and Signal-with exercise_287.gif

We see that it seems easy to distinguish bit 1 from bit 0 here.

ECE 6323-Noise and Signal-with exercise_288.gif

ECE 6323-Noise and Signal-with exercise_289.gif

ECE 6323-Noise and Signal-with exercise_290.gif

ECE 6323-Noise and Signal-with exercise_291.gif

We see now that we really have a problem if the signal occurs near center. We can choose the threshold at 0.5. Everything above is 1 and 0 otherwise. But there is ambiguity. We see that there is a significant probability that we can be wrong. That's the tail end of both distribution.

We can calculate the error rate. This is the error for mistaking 0 as 1 (because the noise make it > 0.5)

ECE 6323-Noise and Signal-with exercise_292.gif

ECE 6323-Noise and Signal-with exercise_293.gif

Or: ECE 6323-Noise and Signal-with exercise_294.gif
This is the error for mistaking 1 as 0 (because the noise make it < 0.5)

ECE 6323-Noise and Signal-with exercise_295.gif

ECE 6323-Noise and Signal-with exercise_296.gif

Or: ECE 6323-Noise and Signal-with exercise_297.gif  
Not surprisingly, they are the same because of the symmetry across the line 0.5.
Total error rate is:
                                                   ECE 6323-Noise and Signal-with exercise_298.gif

ECE 6323-Noise and Signal-with exercise_299.gif

ECE 6323-Noise and Signal-with exercise_300.gif

We can express in terms of signal to noise ratio:

ECE 6323-Noise and Signal-with exercise_301.gif

ECE 6323-Noise and Signal-with exercise_302.gif

Often, we plot the BER in the reverse log scale:

ECE 6323-Noise and Signal-with exercise_303.gif

ECE 6323-Noise and Signal-with exercise_304.gif

ECE 6323-Noise and Signal-with exercise_305.gif

ECE 6323-Noise and Signal-with exercise_306.gif

In a bit more details, the noise for 0 bit and that of 1 bit can be different, show how one should minimize error in that case.

Spikey Created with Wolfram Mathematica 9.0