Signal-Space Concepts

Why Geometry?

Digital modulation maps bits to waveforms. Each waveform sm(t)s_m(t) lives in a function space β€” an infinite-dimensional vector space. The remarkable insight of Kotel'nikov, Shannon, and Wozencraft is that for detection purposes, we need only the projections of the received signal onto a finite-dimensional subspace spanned by the transmitted waveforms. This reduces optimal detection to a problem in Euclidean geometry: finding the closest point in RN\mathbb{R}^N.

Definition:

Signal Space

The signal space for a set of MM waveforms {s1(t),s2(t),…,sM(t)}\{s_1(t), s_2(t), \ldots, s_M(t)\} is the smallest linear subspace of L2(R)L^2(\mathbb{R}) containing all MM signals.

Equip L2(R)L^2(\mathbb{R}) with the inner product

⟨f,g⟩=βˆ«βˆ’βˆžβˆžf(t) gβˆ—(t) dt\langle f, g \rangle = \int_{-\infty}^{\infty} f(t)\, g^*(t)\, dt

and induced norm βˆ₯fβˆ₯=⟨f,f⟩\|f\| = \sqrt{\langle f, f \rangle}. The signal space has dimension N≀MN \leq M, and each signal is represented by a coordinate vector sm∈RN\mathbf{s}_m \in \mathbb{R}^N with respect to an orthonormal basis {Ο†1(t),…,Ο†N(t)}\{\varphi_1(t), \ldots, \varphi_N(t)\}:

sm(t)=βˆ‘n=1Nsm,n φn(t),sm,n=⟨sm,Ο†n⟩s_m(t) = \sum_{n=1}^{N} s_{m,n}\, \varphi_n(t), \qquad s_{m,n} = \langle s_m, \varphi_n \rangle

In most practical modulation schemes N≀2N \leq 2 (in-phase and quadrature), but FSK and OFDM naturally produce higher-dimensional signal spaces.

,

Theorem: Gram-Schmidt Orthonormalisation for Waveforms

Given any set of MM energy-finite waveforms {s1(t),…,sM(t)}\{s_1(t), \ldots, s_M(t)\}, the Gram-Schmidt procedure produces an orthonormal set {Ο†1(t),…,Ο†N(t)}\{\varphi_1(t), \ldots, \varphi_N(t)\}, N≀MN \leq M, such that every sm(t)s_m(t) is a linear combination of {Ο†n(t)}n=1N\{\varphi_n(t)\}_{n=1}^{N}.

The procedure is:

  1. Ο†1(t)=s1(t)/βˆ₯s1βˆ₯\varphi_1(t) = s_1(t) / \|s_1\|

  2. For m=2,…,Mm = 2, \ldots, M:

    um(t)=sm(t)βˆ’βˆ‘n=1Nm⟨sm,Ο†nβŸ©β€‰Ο†n(t)u_m(t) = s_m(t) - \sum_{n=1}^{N_m} \langle s_m, \varphi_n \rangle\, \varphi_n(t)

    If βˆ₯umβˆ₯>0\|u_m\| > 0, set Ο†Nm+1(t)=um(t)/βˆ₯umβˆ₯\varphi_{N_m+1}(t) = u_m(t) / \|u_m\| and increment NmN_m. Otherwise, sm(t)s_m(t) lies in the span of the existing basis functions.

This is exactly the Gram-Schmidt procedure from Chapter 1, applied to the function space L2L^2 instead of Cn\mathbb{C}^n. The inner product ⟨f,g⟩=∫f gβˆ—β€‰dt\langle f, g \rangle = \int f\, g^*\, dt replaces yHx\mathbf{y}^H \mathbf{x}.

Definition:

Sufficient Statistics

Consider the AWGN channel model:

r(t)=sm(t)+w(t)r(t) = s_m(t) + w(t)

where w(t)w(t) is white Gaussian noise with two-sided PSD N0/2N_0/2. The sufficient statistics for deciding which signal sm(t)s_m(t) was transmitted are the projections of r(t)r(t) onto the basis functions:

rn=⟨r,Ο†n⟩=βˆ«βˆ’βˆžβˆžr(t) φnβˆ—(t) dt,n=1,…,Nr_n = \langle r, \varphi_n \rangle = \int_{-\infty}^{\infty} r(t)\, \varphi_n^*(t)\, dt, \qquad n = 1, \ldots, N

The observation vector r=[r1,…,rN]T\mathbf{r} = [r_1, \ldots, r_N]^T satisfies

r=sm+w\mathbf{r} = \mathbf{s}_m + \mathbf{w}

where w∼N(0,(N0/2)IN)\mathbf{w} \sim \mathcal{N}(\mathbf{0}, (N_0/2)\mathbf{I}_N).

The components of r(t)r(t) orthogonal to the signal space are pure noise, independent of which signal was sent, and carry no information about the transmitted message.

This is why signal-space analysis works: the infinite-dimensional observation r(t)r(t) is compressed to an NN-dimensional vector r\mathbf{r} with no loss of information relevant to detection.

,

Example: BPSK Signal-Space Representation

Binary phase-shift keying (BPSK) uses two signals:

s1(t)=2EbTbcos⁑(2Ο€fct),s2(t)=βˆ’2EbTbcos⁑(2Ο€fct)s_1(t) = \sqrt{\frac{2E_b}{T_b}} \cos(2\pi f_c t), \qquad s_2(t) = -\sqrt{\frac{2E_b}{T_b}} \cos(2\pi f_c t)

for 0≀t≀Tb0 \leq t \leq T_b. Find the signal-space representation.

Theorem: ML Detector Minimises Euclidean Distance

Under the AWGN channel model with equiprobable signals, the maximum-likelihood (ML) detector selects

m^=arg⁑min⁑m∈{1,…,M}βˆ₯rβˆ’smβˆ₯2\hat{m} = \arg\min_{m \in \{1, \ldots, M\}} \|\mathbf{r} - \mathbf{s}_m\|^2

That is, the ML detector chooses the signal point closest to the received vector r\mathbf{r} in Euclidean distance.

Equivalently, using the correlation metric:

m^=arg⁑max⁑m[2 smTrβˆ’βˆ₯smβˆ₯2]\hat{m} = \arg\max_{m} \left[ 2\,\mathbf{s}_m^T \mathbf{r} - \|\mathbf{s}_m\|^2 \right]

For equal-energy constellations (βˆ₯smβˆ₯2=Es\|\mathbf{s}_m\|^2 = E_s for all mm), this simplifies to the maximum-correlation detector:

m^=arg⁑max⁑mβ€…β€ŠsmTr\hat{m} = \arg\max_{m}\; \mathbf{s}_m^T \mathbf{r}

The received vector r=sm+w\mathbf{r} = \mathbf{s}_m + \mathbf{w} is the transmitted point corrupted by isotropic Gaussian noise. Isotropic noise is equally likely to push r\mathbf{r} in any direction, so the most likely transmitted point is simply the nearest one.

,

Definition:

Decision Regions (Voronoi Tessellation)

The decision region Rm\mathcal{R}_m for signal sm\mathbf{s}_m is the set of all received vectors r\mathbf{r} that the ML detector assigns to message mm:

Rm={r∈RN:βˆ₯rβˆ’smβˆ₯≀βˆ₯rβˆ’skβˆ₯β€…β€Šβ€…β€Šβˆ€β€‰kβ‰ m}\mathcal{R}_m = \{\mathbf{r} \in \mathbb{R}^N : \|\mathbf{r} - \mathbf{s}_m\| \leq \|\mathbf{r} - \mathbf{s}_k\| \;\; \forall\, k \neq m\}

The collection {R1,…,RM}\{\mathcal{R}_1, \ldots, \mathcal{R}_M\} forms a Voronoi tessellation of RN\mathbb{R}^N. The boundary between Rm\mathcal{R}_m and Rk\mathcal{R}_k is the perpendicular bisector of the segment smskβ€Ύ\overline{\mathbf{s}_m \mathbf{s}_k}.

An error occurs when the noise vector w\mathbf{w} pushes r\mathbf{r} outside Rm\mathcal{R}_m (the region of the actually transmitted signal). The error probability depends on dmin⁑d_{\min} and the noise variance N0/2N_0/2.

Signal-Space Visualization

Explore the signal-space representation of standard modulation schemes. Transmitted constellation points are shown as blue markers, received noisy observations as scattered dots, and Voronoi decision regions as coloured polygons.

Parameters
15

Key Takeaway

The signal-space representation reduces optimal detection of MM waveforms from an infinite-dimensional problem (processing r(t)r(t) for all tt) to a finite-dimensional one (finding the nearest point in RN\mathbb{R}^N, N≀MN \leq M). The sufficient statistics r=sm+w\mathbf{r} = \mathbf{s}_m + \mathbf{w} lose no information relevant to detection β€” the noise component orthogonal to the signal space is independent of which signal was sent.

Common Mistake: Signal Space is Not Frequency Domain

Mistake:

Confusing the signal-space axes Ο†1,Ο†2\varphi_1, \varphi_2 with the frequency domain or the time domain.

Correction:

The signal space is an abstract inner-product space whose axes are orthonormal basis functions. For QPSK, the two axes happen to be the in-phase (cos⁑\cos) and quadrature (sin⁑\sin) carriers, but this is a coincidence of the basis choice, not a frequency-domain representation. For 4-FSK, the four axes are four different carrier frequencies β€” still a signal space, but now 4-dimensional.

Quick Check

A modulation scheme uses M=8M = 8 equally spaced signals on a circle of radius Es\sqrt{E_s} (8-PSK). What is the dimension NN of the signal space?

1

2

8

4

Signal Space

A finite-dimensional subspace of L2(R)L^2(\mathbb{R}) spanned by a set of transmitted waveforms. Each signal is represented as a vector in RN\mathbb{R}^N, reducing detection to a geometric problem.

Related: Gram-Schmidt Orthonormalisation for Waveforms, Constellation Diagram, Voronoi

Sufficient Statistics

The projections of the received signal onto an orthonormal basis spanning the signal space. They contain all the information in the observation that is relevant for optimal detection.

Related: Signal Space, Matched Filter, Correlator Receiver

Decision Region

The subset of the observation space assigned to a particular signal point by the detector. For ML detection under AWGN, the decision regions form a Voronoi tessellation around the constellation points.

Related: Ml Detection, Voronoi, Constellation Diagram

Gram-Schmidt in Signal Space

Watch the Gram-Schmidt orthonormalisation procedure applied to three signal waveforms in a two-dimensional signal space. The animation shows how projections and residuals produce an orthonormal basis, and how the third signal lies in the span of the first two (N=2N = 2, not 3).
The Gram-Schmidt procedure reduces MM signals to an NN-dimensional orthonormal basis (N≀MN \leq M).

Detection Theory in Greater Depth

The ML detector derived here is a special case of hypothesis testing in Gaussian noise. The general framework β€” Neyman-Pearson, likelihood ratios, sufficient statistics, and the connection to Bayesian decision theory β€” is developed rigorously in the Foundations of Statistical Inference (FSI) book. Readers interested in optimal detection for non-Gaussian noise, composite hypotheses, or sequential detection should consult that treatment.

Chapter 9 of this book provides a self-contained summary of the key detection results needed for digital communications.

Historical Note: Wozencraft, Jacobs, and the Signal-Space Approach

1947-1965

The signal-space approach to digital communications was popularised by John Wozencraft and Irwin Jacobs in their 1965 textbook Principles of Communication Engineering. Building on earlier work by Kotel'nikov (1947) and Shannon (1948), they showed that optimal detection of digital signals in AWGN reduces to a nearest-neighbour problem in Euclidean space. This geometric viewpoint unified the analysis of all linear modulation schemes and remains the foundation of modern digital communications textbooks.