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Question 19.14: Find the PDF of τk for a sinusoid with amplitude A and angul......

Find the PDF of τ_{k} for a sinusoid with amplitude A and angular frequency \omega _{0} in additive white gaussian noise, n(t), with variance \sigma _{n}^{2} .

 

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The sinusoid may be described as:

v(t) = A\sin (\omega _{0}t) + n(t)           (19.77)

As in Example 19.9, assuming the noise n is much smaller than the amplitude of oscillation, \sigma _{n}~«~A , the absolute jitter is linearly related to n _{k} by the slope of the sinusoid around its zero crossings.

\tau _{k} \cong \frac{n_{k}}{A\omega _{0}}

Since n _{k} is gaussian-distributed, absolute jitter is also gaussian-distributed with the following PDF:

f_{\tau }(t) = \frac{1}{\sigma _{\tau }\sqrt{2\pi }}exp\left\lgroup\frac{t^{2}}{2\sigma _{\tau }^{2}} \right\rgroup         (19.78)

Where \sigma _{\tau } is given by (19.57).

\sigma ^{2}_{\tau } = \frac{\sigma ^{2}_{n}}{A^{2} \omega _{0}^{2}}           (19.57)

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