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1
Matched Filter
• Detection of pulse in presence of additive noise
Receiver knows what pulse shape it is looking for
Pulse t=T
signal Matched
w(t) filter
2
Energy Spectra- Deterministic Signals
• Deterministic signal x(t) • Autocorrelation of x(t)
w/ Fourier transform X(f)
(f) rx (τ ) = x (τ ) * x* ( −τ )
Energy spectrum is square of Maximum value (when it
absolute value of magnitude exists) is at Rx(0)
response (phase is ignored) rx(τ) is even symmetric,
2
Ex ( f ) = X ( f ) = X ( f ) X * ( f ) i.e. rx(τ) = rx(-τ)
x(t)
Multiplication in Fourier domain 1
is convolution in time domain
Conjugation in Fourier domain is 0 Ts t
Rx(τ)
reversal & conjugation in time Ts
{
X ( f ) X ( f ) = F x(τ ) * x (−τ )
* *
}
-Ts Ts τ
2
Thus, Ex ( f ) = X ( f ) = F{rx (τ )}
{ } ∞
Rn (τ ) = E n(t ) n* (t + τ ) = ∫ n(t ) n* (t + τ ) dt
−∞
{ } ∞
Rn (−τ ) = E n(t ) n* (t − τ ) = ∫ n(t ) n* (t − τ ) dt = n(τ ) * n* (−τ )
−∞
{ }
Rn (τ ) = E n(t ) n* (t + τ ) = σ 2 δ (τ ) ⇔ Pn ( f ) = σ 2
3
Output SNR for White Input Noise
Noise power
g(t) x(t) h(t) y(t) y(T) spectrum SW(f)
N0
Pulse t=T 2
signal w(t) Matched filter f
N
• Noise n(t ) = w(t ) * h(t ) S N ( f ) = SW ( f ) S H ( f ) = 0 | H ( f ) |2
2
AWGN Matched
∞ ∞
N filter
E{ n (t ) } = ∫ S N ( f ) df = 0
2
∫| H ( f ) |
2
df
−∞
2 −∞
• Signal g 0 (t ) = g (t ) * h(t ) G 0 ( f ) = H ( f )G ( f )
∞
∫ H ( f ) G( f ) e
j 2π f t
g 0 (t ) = df T is the
−∞
∞ symbol
∫ H ( f ) G( f ) e
j 2π f T
| g 0 (T ) |2 = | df |2 period
−∞
∫ H ( f ) G( f ) e
j 2π f T
| df | 2
η= −∞
∞
N0
∫
2
| H ( f ) | df
2 −∞
4
Schwartz Inequality
∫ | Φ (x ) | dx < ∞
2
1 Requirements: In this case,
they must be finite signals.
∫ | Φ (x ) | dx < ∞
2
2
∞ ∞
| ∫ Φ 1 ( x )Φ 2 ( x )dx | ≤ ∫ | Φ 1 (x ) | dx ∫ | Φ 2 ( x ) |2 dx
2 2
−∞ −∞
5
Matched Filter Impulse Response
• Impulse response is hopt(t) = k g*(T - t)
Symbol period T, transmitter pulse shape g(t) and gain k
Scaled, conjugated, time-reversed, and shifted version of g(t)
Duration and shape determined by pulse shape g(t)
• Maximizes peak pulse SNR
∞ ∞
2 2 2E
ηmax = ∫ = ∫ | g (t ) |2 dt = b = SNR
2
| G( f ) | df
N0 −∞ N0 −∞ N0
Does not depend on pulse shape g(t)
Proportional to signal energy (energy per bit) Eb
Inversely proportional to power spectral density of noise
6
Sampling at t = T, we get:
∞ T
y (T ) = ∫ x (τ )Φ (τ )dτ = ∫ x (τ )Φ (τ )dτ
−∞ 0
Thus, we can see that the detector part of the receiver may be
implemented using either matched filters or correlators. The output
of the correlator is equivalent to the output of a corresponding
matched filter when sampled at t = T.
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