Saturday, December 15, 2018

noise - SNR After Multiplying Two Noisy Signals


If I have two noisy signals where the noise is not correlated and I know the SNR of each signal, how would I find the SNR after multiplying the two signals together?



Answer



The multiplication of the two noisy signal gives


$$(x_1+n_1)(x_2+n_2)=x_1x_2+x_1n_2+x_2n_1+n_1n_2=x+n\tag{1}$$


with the desired signal


$$x=x_1x_2\tag{1}$$


and the noise part


$$n=x_1n_2+x_2n_1+n_1n_2\tag{2}$$



Assuming all signals are independent of each other and have zero mean, we get for the signal power


$$\sigma^2_{x}=\sigma_{x_1}^2\sigma_{x_2}^2\tag{3}$$


and for the noise power


$$\sigma_n^2=\sigma_{x_1}^2\sigma^2_{n_2}+\sigma^2_{x_2}\sigma^2_{n_1}+\sigma^2_{n_1}\sigma^2_{n_2}\tag{4}$$


For the total SNR you get


$$\text{SNR}=\frac{\sigma_x^2}{\sigma_n^2}=\frac{\sigma_{x_1}^2\sigma_{x_2}^2}{\sigma_{x_1}^2\sigma^2_{n_2}+\sigma^2_{x_2}\sigma^2_{n_1}+\sigma^2_{n_1}\sigma^2_{n_2}}\tag{5}$$


With $\text{SNR}_1=\sigma_{x_1}^2/\sigma_{n_1}^2$ and $\text{SNR}_2=\sigma_{x_2}^2/\sigma_{n_2}^2$ this can be rewritten as


$$\text{SNR}=\frac{\text{SNR}_1\text{SNR}_2}{\text{SNR}_1+\text{SNR}_2+1}\tag{6}$$


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