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Costas loop

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Phase-locked loop-based demodulator circuit

ACostas loop is aphase-locked loop (PLL) based circuit which is used forcarrier frequencyrecovery from suppressed-carriermodulation signals (e.g. double-sideband suppressed carrier signals) and phase modulation signals (e.g.BPSK,QPSK). It was invented byJohn P. Costas atGeneral Electric in the 1950s.[1][2] Its invention was described[3] as having had "a profound effect on modern digital communications".The primary application of Costas loops is in wireless receivers. Its advantage over other PLL-based detectors is that at small deviations the Costas loop error voltage issin(2(θiθf)){\displaystyle \sin(2(\theta _{i}-\theta _{f}))} as compared tosin(θiθf){\displaystyle \sin(\theta _{i}-\theta _{f})}. This translates to double the sensitivity and also makes the Costas loop uniquely suited for trackingDoppler-shifted carriers, especially inOFDM andGPS receivers.[3]

Classical implementation

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Costas loop working in the locked state.

In the classical implementation of a Costas loop,[4] a localvoltage-controlled oscillator (VCO) providesquadrature outputs, one to each of twophase detectors,e.g.,product detectors. The same phase of the inputsignal is also applied to both phase detectors, and the output of eachphase detector is passed through alow-pass filter. The outputs of these low-pass filters are inputs to another phase detector, the output of which passes through a noise-reduction filter before being used to control the voltage-controlled oscillator. The overall loop response is controlled by the two individual low-pass filters that precede the third phase detector, while the third low-pass filter serves a trivial role in terms of gain and phase margin.

The above figure of a Costas loop is drawn under the "locked" state, where the VCO frequency and the incoming carrier frequency have become the same due to the Costas loop process. The figure does not represent the "unlocked" state.

Mathematical models

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In the time domain

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Time domain model of BPSK Costas loop

In the simplest casem2(t)=1{\displaystyle m^{2}(t)=1}. Therefore,m2(t)=1{\displaystyle m^{2}(t)=1} does not affect the input of the noise-reduction filter.The carrier andvoltage-controlled oscillator (VCO) signals are periodic oscillationsfref,vco(θref,vco(t)){\displaystyle f_{ref,vco}(\theta _{ref,vco}(t))} with high-frequenciesθ˙ref,vco(t){\displaystyle {\dot {\theta }}_{ref,vco}(t)}.The block{\displaystyle \bigotimes } is ananalog multiplier.

Alinear filter can be described mathematically by a system of linear differential equations:

x˙=Ax+bud(t),uLF=cx.{\displaystyle {\begin{array}{ll}{\dot {x}}=Ax+bu_{d}(t),&u_{LF}=c^{*}x.\end{array}}}

whereA{\displaystyle A} is a constant matrix,x(t){\displaystyle x(t)} is a state vector of the filter,b{\displaystyle b} andc{\displaystyle c} are constant vectors.

The model of a VCO is usually assumed to be linear:

θ˙vco(t)=ωvcofree+KvcouLF(t),t[0,T],{\displaystyle {\begin{array}{ll}{\dot {\theta }}_{vco}(t)=\omega _{vco}^{free}+K_{vco}u_{LF}(t),&t\in [0,T],\end{array}}}

whereωvcofree{\displaystyle \omega _{vco}^{free}} is the free-running frequency of the VCO andKvco{\displaystyle K_{vco}} is the VCO gain factor. Similarly, it is possible to consider various nonlinear models of VCO.

Suppose that the frequency of the master generator is constantθ˙ref(t)ωref.{\displaystyle {\dot {\theta }}_{ref}(t)\equiv \omega _{ref}.}Equation of VCO and equation of filter yield

x˙=Ax+bfref(θref(t))fvco(θvco(t)),θ˙vco=ωvcofree+Kvcocx.{\displaystyle {\begin{array}{ll}{\dot {x}}=Ax+bf_{ref}(\theta _{ref}(t))f_{vco}(\theta _{vco}(t)),&{\dot {\theta }}_{vco}=\omega _{vco}^{free}+K_{vco}c^{*}x.\end{array}}}

The system isnon-autonomous and rather tricky for investigation.

In the phase-frequency domain

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Equivalent phase-frequency domain model of Costas loop
VCO input for phase-frequency domain model of Costas loop

In the simplest case, when

fref(θref(t))=cos(ωreft), fvco(θvco(t))=sin(θvco(t))fref(θref(t))2fvco(θvco(t))fvco(θvco(t)π2)=18(2sin(2θvco(t))+sin(2θvco(t)2ωreft)+sin(2θvco(t)+2ωreft)){\displaystyle {\begin{aligned}f_{ref}{\big (}\theta _{ref}(t){\big )}=\cos {\big (}\omega _{ref}t{\big )},\ f_{vco}{\big (}\theta _{vco}(t){\big )}&=\sin {\big (}\theta _{vco}(t){\big )}\\f_{ref}{\big (}\theta _{ref}(t){\big )}^{2}f_{vco}\left(\theta _{vco}(t)\right)f_{vco}\left(\theta _{vco}(t)-{\frac {\pi }{2}}\right)&=-{\frac {1}{8}}{\Big (}2\sin(2\theta _{vco}(t))+\sin(2\theta _{vco}(t)-2\omega _{ref}t)+\sin(2\theta _{vco}(t)+2\omega _{ref}t){\Big )}\end{aligned}}}

The standard engineering assumption is that the filter removes the upper sideband frequency from the input but leaves the lower sideband without change. Thus it is assumed that the VCO input isφ(θref(t)θvco(t))=18sin(2ωreft2θvco(t)).{\displaystyle \varphi (\theta _{ref}(t)-\theta _{vco}(t))={\frac {1}{8}}\sin(2\omega _{ref}t-2\theta _{vco}(t)).} This makes a Costas loop equivalent to aphase-locked loop withphase detector characteristicφ(θ){\displaystyle \varphi (\theta )} corresponding to the particular waveformsfref(θ){\displaystyle f_{ref}(\theta )} andfvco(θ){\displaystyle f_{vco}(\theta )} of the input and VCO signals. It can be proved that filter outputs in the time and phase-frequency domains are almost equal.[5][6][7]

Thus it is possible[8] to study the simplerautonomous system of differential equations

x˙=Ax+bφ(Δθ),Δθ˙=ωvcofreeωref+Kvcocx,Δθ=θvcoθref.{\displaystyle {\begin{aligned}{\dot {x}}&=Ax+b\varphi (\Delta \theta ),\\\Delta {\dot {\theta }}&=\omega _{vco}^{free}-\omega _{ref}+K_{vco}c^{*}x,\\\Delta \theta &=\theta _{vco}-\theta _{ref}.\end{aligned}}}.

TheKrylov–Bogoliubov averaging method allows one to prove that solutions of non-autonomous and autonomous equations are close under some assumptions.Thus, the Costas loop block diagram in the time domain can be asymptotically changed to the block diagram on the level of phase-frequency relations.

The transition to the analysis of an autonomous dynamical model of the Costas loop (in place of the non-autonomous one) allows one to overcome the difficulties related to modeling the Costas loop in the time domain, where one has to simultaneously observe a very fast time scale of the input signals and slow time scale of signal's phase. This idea makes it possible[9] to calculate core performance characteristics -hold-in, pull-in, and lock-in ranges.

Frequency acquisition

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Costas loop before synchronization
Costas loop after synchronization
Carrier and VCO signals before synchronization
VCO input during synchronization
Carrier and VCO signals after synchronization

The classical Costas loop will work towards making the phase difference between the carrier and the VCO become a small, ideally zero, value.[10][11][12] The small phase difference implies that frequency lock has been achieved.

QPSK Costas loop

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The classical Costas loop can be adapted toQPSK modulation for higher data rates.[13]

Classical QPSK Costas loop

The inputQPSK signal is as follows

m1(t)cos(ωreft)+m2(t)sin(ωreft),m1(t)=±1,m2(t)=±1.{\displaystyle m_{1}(t)\cos \left(\omega _{\text{ref}}t\right)+m_{2}(t)\sin \left(\omega _{\text{ref}}t\right),m_{1}(t)=\pm 1,m_{2}(t)=\pm 1.}

Inputs of low-pass filters LPF1 and LPF2 are

φ1(t)=cos(θvco)(m1(t)cos(ωreft)+m2(t)sin(ωreft)),φ2(t)=sin(θvco)(m1(t)cos(ωreft)+m2(t)sin(ωreft)).{\displaystyle {\begin{aligned}\varphi _{1}(t)&=\cos \left(\theta _{\text{vco}}\right)\left(m_{1}(t)\cos \left(\omega _{\text{ref}}t\right)+m_{2}(t)\sin \left(\omega _{\text{ref}}t\right)\right),\\\varphi _{2}(t)&=\sin \left(\theta _{\text{vco}}\right)\left(m_{1}(t)\cos \left(\omega _{\text{ref}}t\right)+m_{2}(t)\sin \left(\omega _{\text{ref}}t\right)\right).\end{aligned}}}

After synchronization,the outputs of LPF1Q(t){\displaystyle Q(t)} and LPF2I(t){\displaystyle I(t)} are used to get demodulated data (m1(t){\displaystyle m_{1}(t)} andm2(t){\displaystyle m_{2}(t)}). To adjust the frequency of the VCO to the reference frequency, signalsQ(t){\displaystyle Q(t)} andI(t){\displaystyle I(t)} are limited and cross-multiplied:

ud(t)=I(t)sgn(Q(t))Q(t)sgn(I(t)).{\displaystyle u_{d}(t)=I(t)\operatorname {sgn}(Q(t))-Q(t)\operatorname {sgn}(I(t)).}

Then the signalud(t){\displaystyle u_{d}(t)} is filtered by the loop filter and forms the tuning signal for the VCOuLF(t){\displaystyle u_{\text{LF}}(t)}, similar to BPSK Costas loop. Thus, QPSK Costas can be described[14] by a system ofordinary differential equations:

x˙1=ALPFx1+bLPFφ1(t),x˙2=ALPFx2+bLPFφ2(t),x˙=ALFx+bLF(cLPFx1sgn(cLPFx2)cLPFx2sgn(cLPFx1)),θ˙vco=ωvcofree+KVCO(cLFx+hLF(cLPFx1sgn(cLPFx2)cLPFx2sgn(cLPFx1))).{\displaystyle {\begin{aligned}{\dot {x}}_{1}&=A_{\text{LPF}}x_{1}+b_{\text{LPF}}\varphi _{1}(t),\\{\dot {x}}_{2}&=A_{\text{LPF}}x_{2}+b_{\text{LPF}}\varphi _{2}(t),\\{\dot {x}}&=A_{\text{LF}}x+b_{\text{LF}}{\big (}c_{\text{LPF}}^{*}x_{1}\operatorname {sgn}(c_{\text{LPF}}^{*}x_{2})-c_{\text{LPF}}^{*}x_{2}\operatorname {sgn}(c_{\text{LPF}}^{*}x_{1}){\big )},\\{\dot {\theta }}_{\text{vco}}&=\omega _{\text{vco}}^{\text{free}}+K_{\text{VCO}}{\Big (}c_{\text{LF}}^{*}x+h_{\text{LF}}{\big (}c_{\text{LPF}}^{*}x_{1}\operatorname {sgn}(c_{\text{LPF}}^{*}x_{2})-c_{\text{LPF}}^{*}x_{2}\operatorname {sgn}(c_{\text{LPF}}^{*}x_{1}){\big )}{\Big )}.\\\end{aligned}}}

HereALPF,bLPF,cLPF{\displaystyle A_{\text{LPF}},b_{\text{LPF}},c_{\text{LPF}}} are parameters of LPF1 and LPF2 andALF,bLF,cLF,hLF{\displaystyle A_{\text{LF}},b_{\text{LF}},c_{\text{LF}},h_{\text{LF}}} are parameters of the loop filter.

References

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  1. ^Costas, John P. (1956). "Synchronous communications".Proceedings of the IRE.44 (12):1713–1718.doi:10.1109/jrproc.1956.275063.
  2. ^Costas, John P. (August 2002) [1956]. "Synchronous Communications".Proceedings of the IEEE.90 (8):1461–1466.doi:10.1109/JPROC.2002.800876.
  3. ^abTaylor, D. (August 2002). "Introduction to 'Synchronous Communications', A Classic Paper by John P. Costas".Proceedings of the IEEE.90 (8):1459–1460.doi:10.1109/jproc.2002.800719.
  4. ^Feigin, Jeff (January 1, 2002)."Practical Costas loop design"(PDF).RF Design:20–36. Archived fromthe original(PDF) on February 11, 2012. RetrievedFebruary 17, 2010.
  5. ^Leonov, G. A.; Kuznetsov, N. V.; Yuldashev, M. V.; Yuldashev, R. V. (August 2012)."Differential equations of Costas loop"(PDF).Doklady Mathematics.86 (2):723–728.doi:10.1134/s1064562412050080.S2CID 255276607.
  6. ^Leonov, G. A.; Kuznetsov, N. V.; Yuldashev, M. V.; Yuldashev, R. V. (2012)."Analytical method for computation of phase-detector characteristic"(PDF).IEEE Transactions on Circuits and Systems Part II.59 (10):633–637.doi:10.1109/tcsii.2012.2213362.S2CID 2405056.[permanent dead link]
  7. ^Leonov, G. A.; Kuznetsov, N. V.; Yuldashev, M. V.; Yuldashev, R. V. (2015)."Nonlinear dynamical model of Costas loop and an approach to the analysis of its stability in the large"(PDF).Signal Processing.108. Elsevier:124–135.Bibcode:2015SigPr.108..124L.doi:10.1016/j.sigpro.2014.08.033.Archived(PDF) from the original on 2022-10-09.
  8. ^Kuznetsov, N. V.; Leonov, G. A.; Neittaanmaki, P.; Seledzhi, S. M.; Yuldashev, M. V.; Yuldashev, R. V. (2012). "Nonlinear mathematical models of Costas Loop for general waveform of input signal".2012 IEEE 4th International Conference on Nonlinear Science and Complexity (NSC). IEEE Press. pp. 75–80.doi:10.1109/NSC.2012.6304729.ISBN 978-1-4673-2703-9.S2CID 5812970.
  9. ^Kuznetsov, N. V.; Leonov, G. A.; Seledzhi, S. M.; Yuldashev, M. V.; Yuldashev, R. V. (2017)."Nonlinear model of the optical Costas loop: pull-in range estimation and hidden oscillations".IFAC-PapersOnLine.50. ELSEVIER:3325–3330.doi:10.1016/j.ifacol.2017.08.514.ISSN 2405-8963.
  10. ^Costas 1956 states, "The local oscillator must be maintained at proper phase so that the audio output contributions of the upper and lower sidebands reinforce one another. If the oscillator phase is 90° away from the optimum value, a null in audio output will result, which is typical of detectors of this type. The actual method of phase control will be explained shortly, but for the purpose of this discussion, maintenance of correct oscillator phase shall be assumed."
  11. ^Using a loop filter with an integrator allows a steady-state phase error of zero. SeePID controller § Integral term.
  12. ^Best, Roland E. (1997).Phase-Locked Loops (third ed.). New York: McGraw-Hill. pp. 44–45.ISBN 0-07-006051-7.
  13. ^US patent 4,085,378, Carl R. Ryan & James H. Stilwell, "QPSK demodulator", published 1976-11-26, assigned to Motorola Solutions Inc. 
  14. ^Best, R. E.; Kuznetsov, N. V.; Leonov, G. A.; Yuldashev, M. V.; Yuldashev, R. V. (2016). "Tutorial on dynamic analysis of the Costas loop".Annual Reviews in Control.42. ELSEVIER:27–49.arXiv:1511.04435.doi:10.1016/j.arcontrol.2016.08.003.S2CID 10703739.
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