Concept:
For Gaussian random variable Probability density function (pdf) is defined as:
\({f_X}\left( x \right) = \frac{1}{{\sqrt {2\pi {\sigma ^2}} }}{e^{ - \frac{{{{\left( {x - \mu } \right)}^2}}}{{2{\sigma ^2}}}}}\);
where
is mean and σ2 is the variance of the random variable X.
It can be denoted as:
\(X \sim N\left( {\mu ,;{\sigma ^2}} \right)\)
If Y = X + c; where c is a constant, then:
\(Y \sim N\left( {\mu + c,;{\sigma ^2}} \right)\) and \({f_Y}\left( y \right) = \frac{1}{{\sqrt {2\pi {\sigma ^2}} }}{e^{ - \frac{{{{\left( {y - \mu - c} \right)}^2}}}{{2{\sigma ^2}}}}}\)
Also, the area under the pdf of any random variable is always 1.
Analysis:
\(X \in \left{ { - a,; + a} \right}\) and
\(p\left( {X = a} \right) = p\left( {X = - a} \right) = 0.5\)
\(Z \sim N\left( {\beta X,;1} \right)\);
Y = X + Z
There are two cases for Y:
- When X = a, Y = a + Z
Since:
\(Z \sim N\left( {\beta a,;1} \right)\)
\(Y \sim N\left( {a + \beta a,1} \right) = N\left( {a\left( {1 + \beta } \right),1} \right)\)
\({f_Y}\left( {\frac{y}{{X = a}}} \right) = \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{{\left( {y - a\left( {1 + \beta } \right)} \right)}^2}}}{2}}}\)
- When X = -a, Y = a + Z
Since:
\(Z \sim N\left( { - \beta a,;1} \right)\)
\(Y \sim N\left( { - a - \beta a,{\sigma ^2}} \right)\)
\( = N\left( { - a\left( {1 + \beta } \right),1} \right)\)
\({f_Y}\left( {\frac{y}{{X = - a}}} \right) = \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{{\left( {y + a\left( {1 + \beta } \right)} \right)}^2}}}{2}}}\)
The probability of error will be:
\({P_e} = p\left( {x = a} \right) \times p\left( {\frac{e}{{x = a}}} \right) + p\left( {x = - a} \right) \times p\left( {\frac{e}{{x = - a}}} \right)\)
Since a threshold detector with threshold 0 is used, we can write:
\({P_e} = p\left( {x = a} \right) \times p\left( {\frac{{y < 0}}{{x = a}}} \right) + p\left( {x = - a} \right) \times p\left( {\frac{{y > 0}}{{x = - a}}} \right)\)
\( = 0.5 \times \mathop \smallint \nolimits_{ - \infty }^0 {f_Y}\left( {\frac{y}{{X = a}}} \right)dy + 0.5 \times \mathop \smallint \nolimits_0^\infty {f_Y}\left( {\frac{y}{{X = - a}}} \right)dy\)
\( = 0.5 \times \mathop \smallint \nolimits_{ - \infty }^0 \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{{\left( {y - a\left( {1 + \beta } \right)} \right)}^2}}}{2}}}{\rm{;}}dy + 0.5 \times \mathop \smallint \nolimits_0^\infty \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{{\left( {y + a\left( {1 + \beta } \right)} \right)}^2}}}{2}}}dy\)
Let u = y – a (1 + β) and v = y + a (1 + β)
du = dy and dv = dy
\({P_e} = 0.5 \times \mathop \smallint \nolimits_{ - \infty }^{ - a\left( {1 + \beta } \right)} \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{u^2}}}{2}}}{\rm{;}}du + 0.5 \times \mathop \smallint \nolimits_{a\left( {1 + \beta } \right)}^\infty \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{v^2}}}{2}}}dv\)
Again, changing the variable of the first term, lets say u = -v
\({P_e} = 0.5 \times \mathop \smallint \nolimits_{a\left( {1 + \beta } \right)}^\infty \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{v^2}}}{2}}}{\rm{;}}dv + 0.5 \times \mathop \smallint \nolimits_{a\left( {1 + \beta } \right)}^\infty \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{v^2}}}{2}}}dv\)
\({P_e} = \mathop \smallint \nolimits_{a\left( {1 + \beta } \right)}^\infty \frac{1}{{\sqrt {2\pi } }}{e^{ - \frac{{{v^2}}}{2}}}{\rm{;}}dv = Q\left( {a\left( {1 + \beta } \right)} \right)\)
Given that when β = 0, then:
\({P_e} = Q\left( a \right) = {e^{ - \frac{{{a^2}}}{2}}} = 1 \times {10^{ - 8}}\)
\(a = \sqrt {2 \times \ln \left( {{{10}^8}} \right)} \approx 6.07\)
When β = -0.3 then:
\({P_e} = Q\left( {6.07 \times \left( {1 - 0.3} \right)} \right) = Q\left( {4.249} \right)\)
\({P_e} \approx {e^{ - \frac{{{{4.249}^2}}}{2}}} \approx 1.2 \times {10^{ - 4}}\)