Randomly Adding Sinusoids

Calculus Level 4

Suppose we sum two sinusoidal waveforms of unit-amplitude together. The sinusoids are out of phase by an angle θ \theta , which is randomly and uniformly distributed over the range ( 0 , 2 π ) (0,2 \pi) .

What is the expected amplitude of the resulting waveform?


The answer is 1.2732.

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2 solutions

Joël Ganesh
Dec 31, 2018

Let f ( x ) = sin ( x ) + sin ( x + θ ) f(x) = \sin(x) + \sin(x+\theta) . It follows that f ( x ) = cos ( x ) + cos ( x + θ ) f'(x) = \cos(x) + \cos(x+\theta) . To find the amplitude of the combined sine-function, one can use the fact that the amplitude is equal to f ( x 0 ) |f(x_0)| , where x 0 x_0 is chosen such that f ( x 0 ) = 0 f'(x_0) = 0 . Therefore, we are interested in the following equation: cos ( x ) + cos ( x + θ ) = 0 \cos(x) + \cos(x+\theta) = 0 From this equation follows that cos ( x ) = cos ( x + θ ) \cos(x) = -\cos(x+\theta) , which is equivalent to saying cos ( x ) = cos ( x + θ + π ) \cos(x) = \cos(x+\theta+\pi) , from which we can see that x = x + θ + π + k 2 π x = x + \theta + \pi + k\cdot 2\pi or x = x θ + π + l 2 π x = -x - \theta + \pi + l\cdot2\pi , where k , l Z k,l \in \mathbb{Z} . We are particularly interested in values for x x , not for θ \theta , since θ \theta is arbitrarily chosen, so we skip to the second equation. We see that 2 x = l 2 π + π θ 2x = l\cdot2\pi + \pi -\theta , which is equal to saying x = l π + π θ 2 x = l\cdot \pi + \frac{\pi-\theta}{2} . We choose x 0 = π θ 2 x_0 = \frac{\pi-\theta}{2} . This does not matter, because the function has a period of 2 π 2\pi and for odd l l equals f ( x 0 ) -f(x_0) and for the amplitude we are just interested in the absolute value of this. We find that f ( x 0 ) = sin ( π θ 2 ) + sin ( π θ 2 + θ ) = sin ( π θ 2 ) + sin ( π + θ 2 ) |f(x_0)| = |\sin(\frac{\pi-\theta}{2}) + \sin(\frac{\pi-\theta}{2}+\theta)| = |\sin(\frac{\pi-\theta}{2}) + \sin(\frac{\pi+\theta}{2})| . Furthermore, with the addition formula for sine, namely sin ( u + v ) = sin ( u ) cos ( v ) + sin ( v ) cos ( u ) \sin(u+v) = \sin(u)\cos(v) + \sin(v)\cos(u) , we can see that sin ( π θ 2 ) = sin ( π + θ 2 ) = cos ( θ 2 ) \sin(\frac{\pi-\theta}{2}) = \sin(\frac{\pi+\theta}{2}) = \cos(\frac{\theta}{2}) . So, the amplitude, f ( x 0 ) |f(x_0)| , is equal to 2 cos ( θ 2 ) |2\cos(\frac{\theta}{2})| .

Now we use the fact that θ U ( 0 , 2 π ) \theta \sim U(0, 2\pi) . This means that the probability density function of θ \theta , say g ( θ ) g(\theta) , can be written as follows: g ( θ ) = { 1 2 π if 0 < θ < 2 π 0 elsewhere. g(\theta) = \begin{cases} \frac{1}{2\pi} \textrm{ if } 0 < \theta < 2\pi \\ 0 \textrm{ elsewhere.} \end{cases} With this, we can find the expected amplitude of the combined sine-function, as this is equal to 2 cos ( θ 2 ) g ( θ ) d θ , \int_{-\infty}^\infty \left|2\cos\left(\frac{\theta}{2}\right)\right|\cdot g(\theta) \textrm{ d}\theta, which is equivalent to saying the following 0 2 π 2 cos ( θ 2 ) 1 2 π d θ = 2 2 π 0 π 2 cos ( θ 2 ) d θ = 2 π 0 π cos ( θ 2 ) d θ = 2 π ( 2 sin ( θ 2 ) ) 0 π = 4 π . \int_{0}^{2\pi}\left|2\cos\left(\frac{\theta}{2}\right)\right|\cdot \frac{1}{2\pi} \textrm{ d}\theta \overset{\ast}= \frac{2}{2\pi}\int_{0}^{\pi}2\cos\left(\frac{\theta}{2}\right) \textrm{ d}\theta = \frac{2}{\pi}\int_{0}^{\pi}\cos\left(\frac{\theta}{2}\right) \textrm{ d}\theta = \left. \frac{2}{\pi}\left(2\sin\left(\frac{\theta}{2}\right)\right)\right|_{\textrm{ }0}^{\textrm{ }\pi} = \boxed{\frac{4}{\pi}}.

\ast ) This step can be derived from the fact that the function is even around θ = π \theta = \pi .

Steven Chase
Mar 16, 2018

Represent the sinusoids as two unit vectors separated by a random angle θ \theta . The first can be taken as the angle reference. We want to find the expected magnitude of the following quantity.

v = 1 + e j θ \large{v = 1 + e^{j \theta}}

Real and imaginary parts:

v R = 1 + c o s θ v I = s i n θ \large{v_R = 1 + cos \theta \\ v_I = sin \theta}

Magnitude:

M = v R 2 + v I 2 = 2 + 2 c o s θ = 2 1 + c o s θ \large{M = \sqrt{v_R^2 + v_I^2} = \sqrt{2 + 2 cos \theta} = \sqrt{2} \sqrt{1 + cos \theta}}

Take an angle-weighted average:

M a v = 2 2 π 0 2 π 1 + c o s θ d θ = 4 π 1.2732 \large{M_{av} = \frac{\sqrt{2}}{2 \pi} \int_0^{2 \pi} \sqrt{1 + cos \theta} \, d \theta = \frac{4}{\pi} \approx 1.2732}

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