Chapter 7 Matched lters

SUMMARY: Here we discuss matched-lter receiver structures for optimum waveform communication. The optimum receiver can be implemented as a matched-lter receiver, so a matched lter not only maximizes the signal-to-noise ratio but it can also be used to minimize the error probability. In the last part of this chapter we consider the Parseval relation between correlation and dot product.

7.1 Matched-lter receiver

r (t )
E

u i (t ) h i (t ) = i (T t )
E

Figure 7.1: A lter matched to the building-block waveform i (t ). Note that for all i = 1, N the building-block waveforms are such that i (t ) 0 for t < 0 and t T . We can now replace the N multipliers and integrators by N matched lters and samplers. This can be advantageous in analog implementations since accurate multipliers are in that case more expensive than lters. Note that appendix C contains some elementary material on lters. Consider (see gures 7.1 and 7.2) lters with an impulse response h i (t ) = i (T t ) for i = 1, N . Note that h i (t ) 0 for t 0 (i.e. the lter is causal) and also for t > T . For the output of such a lter we can write

u i (t ) = r (t ) h i (t ) = =

r ()h i (t )d r ()i (T t + )d . (7.1)

64

CHAPTER 7. MATCHED FILTERS

65

e i (t ) e e

i (T t ) e
e e e

t T 0

e e

t T

Figure 7.2: A building-block waveform i (t ) and the impulse response i (T t ) of the corresponding matched lter. At t = T the matched-lter output
T

u i (T ) =

r ()i ()d =
0

r ()i ()d = ri ,

(7.2)

hence we can determine the i -th component of the vector r in this way. Note that ri is the i -th component of the sufcient statistic corresponding to the building-blocks. c1
E 1 ( T t )

r1 r rr E u 1 (t ) weighting matrix

r (t )
E 2 ( T t )

c$ (r s 1 ) ' E + E &%

m select largest
E

c2
c$ (r s 2 ) ' E + E &%

r rr

r2

u 2 (t )
i ri smi

c|M| (r s |M|' ) c$ E + E
&%

E N (T t )

rN r rr E u N (t )
c sample at t = T

Figure 7.3: Matched-lter receiver based on building-blocks. Now we have an alternative method for computing the vector r . This results in the receiver shown in gure 7.3. Note that for all m M
T

(r s m ) =
i =1, N

ri smi =
0

r (t )sm (t )dt .

(7.3)

CHAPTER 7. MATCHED FILTERS

66

A lter whose impulse response is a delayed time-reversed version of a signal i (t ) is called matched to i (t ). A receiver that is equipped with such lters is called a matched-lter receiver.

7.2 Direct receiver

Note that, just like the building-blocks, for all m M the transmitted waveforms are such that sm (t ) 0 for t < 0 and t T . Now for all m M consider a lter with impulse response sm (T t ), let the waveform channel output r (t ) be the input of all these lters and sample the |M| lter outputs at t = T . Then we obtain

r ()sm (T t + )d =

t =T

r ()sm ()d =
0

r ()sm ()d .

(7.4)

This gives another method to form an optimum receiver (see gure 7.4). This receiver is called a direct receiver since the lters are matched directly to the signals {sm (t ), m M}. Note that a direct receiver is usually more expensive than a receiver with lters matched to the building-block waveforms, since always M N and in practice even often M N . The weighting-matrix operations are not needed here however. c1
E c$ ' E + E &%

s1 ( T t )

r rr

m select largest
E

r (t )
E

c2 s2 ( T t )
r rr c $ ' E + E &%

c|M|
E s|M| (T t ) r rr c $ ' E + E &%

c sample at t = T

Figure 7.4: Direct matched-lter receiver.

7.3 Signal-to-noise ratio

We have seen in the previous section that a matched-lter receiver is optimum, i.e. minimizes the error probability PE . Not only in this sense is the matched lter optimum, we will show

CHAPTER 7. MATCHED FILTERS

r (t ) = s (t ) + n w (t ) u s (T ) + u n (T ) r rr E
c sample at t = T

67

h (t )

Figure 7.5: A matched lter maximizes S /N . next that it also maximizes the signal-to-noise ratio. To see what we mean by this, consider the communication situation shown in gure 7.5. A signal s (t ) is assumed to be non-zero only for 0 t < T . This signal is observed in additive white noise, i.e. the observer receives r (t ) = s (t ) + n w (t ). The process Nw (t ) is a zero-mean white Gaussian noise process with power spectral density Sw ( f ) = N0 /2 for all < f < . The problem is now e.g. to decide whether the signal s (t ) was present in the noise or not (or in a similar setting to decide whether s (t ) or s (t ) was seen). Therefore the observer uses a linear time-invariant lter with impulse response h (t ) and samples the lter output at time t = T . For the sampled lter output u (t ) at time t = T we can write u (T ) = r (t ) h (t )|t =T

r (T )h ()d = u s (T ) + u n (T ),

(7.5)

with u s (T ) = u n (T ) = s (T )h ()d , and

(7.6) (7.7)

n w (T )h ()d ,

where u s (T ) is the signal component and u n (T ) the noise component in the the sampled lter output. Denition 7.1 We can now dene the signal-to-noise ratio as S /N = u2 s (T ) , 2 ( T )] E [Un (7.8)

i.e. the ratio between signal energy and noise variance.

The noise variance can be expressed as
2 E [Un ( T )] = E [

Nw (T )h ()d

Nw (T )h ()d ]

= =

N0

E [ Nw (T ) Nw (T )]h ()h ()d d ( )h ()h ()d d = N0 2

h 2 ()d .

(7.9)

CHAPTER 7. MATCHED FILTERS

68

RESULT 7.1 If we substitute (7.9) and (7.6) in (7.8) we obtain for the maximum attainable signal-to-noise ratio S /N =
() 2 s ( T )h ()d N0 2 2 h ()d 2 2 s ( T )d h ()d N0 2 2 h ()d 2 T 2 s ( T )d 0 s ( T )d = . N0 N0 2 2

(7.10)

The inequality () in this derivation comes from Schwarz inequality (see appendix F). Equality is obtained if and only if h (t ) = Cs (T t ) for some constant C, i.e. if the lter h (t ) is matched to the signal s (t ). Note that the maximum signal-to-noise ratio depends only on the energy of the waveform s (t ) and not on its specic shape. It should be noted that in this section we have demonstrated a weaker form of optimality for the matched lter than the one that we have obtained in the previous chapter. The matched lter is not only the lter that maximizes signal-to-noise ratio, but can be used for optimum detection as well.

7.4 Parseval relation

Equation (7.3) demonstrates that a correlation can be expressed as the dot product of the corresponding vectors. We will investigate this phenomenon more closely here. Therefore consider a set of orthonormal waveforms {i (t ), i = 1, 2, , N } over interval [0, T ) and two waveforms f (t ) and g (t ) that can be expressed in terms of these building-blocks, i.e. f (t ) =
i =1 , N

f i i (t ), gi i (t ).
i =1 , N

g (t ) =

(7.11)

The vector-representations that correspond to f (t ) and g (t ) are f = ( f 1 , f 2 , , f N ) and g = (g1 , g2 , , g N ). Now:

(7.12)

CHAPTER 7. MATCHED FILTERS

RESULT 7.2 (Parseval relation)
T T

69

f (t )g (t )dt =
0 0 i =1, N

f i i (t )
j =1, N T

g j j (t )dt i (t ) j (t )dt
0

=
i =1, N j =1, N

fi g j

=
i =1, N j =1, N

f i g j i j =
i = 1, N

f i gi = ( f g ).

(7.13)

This result says that the correlation of f (t ) and g (t ), which is dened as the integral of their product, is equal to the dot product of the corresponding vectors. Note that this result can be regarded as an analogue to the Parseval relation in Fourier analysis (see appendix B) which says that f (t )g (t )dt =

F ( f ) G ( f )d f ,

(7.14)

with F( f ) =

f (t ) exp( j 2 f t )dt , and g (t ) exp( j 2 f t )dt .

G( f ) =

(7.15)

Here G ( f ) is the complex conjugate of G ( f ). The consequences of result 7.2 are: Take g (t ) f (t ) then
T 0

f 2 (t )dt = ( f f ) = f

(7.16)

This means that the energy of waveform f (t ) is simply the square of the length of the corresponding vector f . We therefore also call the squared length of a vector its energy. We have seen before that
T

E sm =

2 (t )dt = s m sm

(7.17)

the energy corresponding to the waveform sm (t ), for m M = {1, 2, , |M|}. Consider

T T

r (t )sm (t )dt =
0 0

r (t )
i =1, N T

smi i (t )dt r (t )i (t )dt =

0 i =1, N

=
i =1, N

smi

smi ri = (s m r ).

(7.18)

This result is similar to the Parseval result 7.2 but not identical since r (t ) = i =1, N ri i (t ), i.e. r (t ) can not be expressed as a linear combination of building-block waveforms. Note that (7.18) is identical to equation (7.3).

CHAPTER 7. MATCHED FILTERS

70

7.5 Notes

Figure 7.6: Dwight O. North, inventor of the matched lter. Photo IEEE-IT Soc. Newsl., Dec. 1998. The matched lter as a lter for maximizing the signal-to-noise ratio was invented by North [14] in 1943. The result was published in a classied report at RCA Labs in Princeton. The name matched lter was coined by Van Vleck and Middleton who independently published the result a year later in a Harvard Radio Research Lab report [24].

7.6 Exercises
1. One of two equally likely messages is to be transmitted over an additive white Gaussian noise channel with Sn ( f ) = 0.05 by means of binary pulse position modulation. Specically s1 ( t ) = p ( t ) s2 (t ) = p (t 2), in which the pulse p (t ) is shown in gure 7.7. (a) What mathematical operations are performed by the optimum receiver? (b) What is the resulting average error probability? (c) Indicate two methods of implementing the receiver, each of which uses a single linear lter followed by a sampler and comparison device. Method I requires that two samples from the lter output be fed into the comparison device. Method II requires that just one sample be used. For each method sketch the impulse response of the appropriate lter and its response to p (t ). Which of the methods is most easily extended to M -ary pulse position modulation, where sm (t ) = p (t 2m + 2), m = 1, 2, , M? (7.19)

CHAPTER 7. MATCHED FILTERS

71

2 1 0

p (t )
e e e e e

Figure 7.7: A pulse. (d) Suggest another pair of waveforms that require the same energy as the binary pulseposition waveforms and yield the same average error probability and a pair that achieves smaller error probability. (e) Calculate the minimum attainable average error probability if s1 (t ) = p (t ) and s2 (t ) = p (t 1). Repeat this for s1 (t ) = p (t ) and s2 (t ) = p (t 1). (Exercise 4.10 from Wozencraft and Jacobs [25].) s1 ( t ) (7.21) (7.20)

E s /2

E s /7

s2 (t )

1 2 3 4 5 6 7

0 E s /7

1 2

34

5 6 7

Figure 7.8: The waveforms s1 (t ) and s2 (t ). 2. Specify a matched lter for each of the signals shown in gure 7.8 and sketch each lter output as a function of time when the signal matched to it is the input. Sketch the output of the lter matched to s2 (t ) when the input is s1 (t ). (Exercise 4.14 from Wozencraft and Jacobs [25].) 3. Consider a transmitter that sends the signal sa (t ) =
k =1, K

ak h (t (k 1) ),

CHAPTER 7. MATCHED FILTERS

impulses a1 , , a K n w (t )
E

72

h (t )

sa (t )

c # E + E h (T t ) "!

rr r c

+1
T 0 c T 2

+1
T

t
3

d d d d d d d d d e 0 2 3 4 e e

h (t )

h (t 3 ) t

sample at t = T + (k 1)

1
0 d d f f

h (t )

d d d 3

d d 4

sa (t ) t

Figure 7.9: Pulse transmission and detection with a sampled-matched-lter receiver. Signals are also shown. when the message a = a1 , a2 , , a K has to be conveyed to the decoder (i.e. pulsetransmission, see gure 7.9). Assume that ak {1, +1} for k = 1, K , thus there are 2 K messages. The signal is sent over an additive white Gaussian noise waveform channel. Assume that h (t ) = 0 for t < 0 and t T . The receiver now uses a matched lter h (T t ) and samples its output at t = T + (k 1) , for k = 1, K . These K samples are then processed to form an estimate of the transmitted message (sequence). Show that this receiver is optimum if processing of the samples is done in the right way. What is optimum processing here? 4. One of two equally likely messages is to be transmitted over an additive white Gaussian noise channel with Sn ( f ) = N0 /2 = 1 by means of binary pulse-position modulation. Specically s1 (t ) = p (t ), s2 (t ) = p (t 2), in which the pulse p (t ) is shown in gure 7.10. (a) Describe (and sketch) an optimum receiver for this case? Express the resulting error probability in terms of Q (). (b) Give the implementation of an optimum receiver which uses a single linear lter followed by a sampler and comparison device. Assume that two samples from the lter output are fed into the comparison device. Sketch the impulse response of the

CHAPTER 7. MATCHED FILTERS

73

2 1 0 1 2

p (t )

Figure 7.10: A rectangular pulse. appropriate lter. What is the output of the lter at both sample moments when the lter input is s1 (t )? What are these outputs for lter input s2 (t )? (c) Calculate the minimum attainable average error probability if s1 (t ) = p (t ) and s2 (t ) = p (t 1). (Exam Communication Principles, October 6, 2003.) 5. In a communication system based on an additive white Gaussian noise waveform channel six signals (waveforms) are used. All signals are zero for t < 0 and t 8. For 0 t < 8 the signals are s1 ( t ) s2 ( t ) s3 ( t ) s4 ( t ) s5 ( t ) s6 ( t ) = = = = = = 0 +2 cos( t /2) +2 cos( t /2) + 2 sin( t /2) +2 cos( t /2) + 4 sin( t /2) +4 sin( t /2) +2 sin( t /2)

The messages corresponding to the signals all have probability 1/6. The power spectral density of the noise process Nw (t ) is N0 /2 = 4/9 for all f . The receiver observes the received waveform r (t ) = sm (t ) + n w (t ) in the time interval 0 t < 8. (a) Determine a set of building-block waveforms for these six signals. Sketch these building-block waveforms. Show that they are orthonormal over [0, 8). Give the vector representations of all six signals and sketch the resulting signal structure. = 1, M = (b) Describe for what received vectors r an optimum receiver chooses M 2, , and M = 6. Sketch the corresponding decision regions I1 , I2 , , I6 . Give an expression for the error probability PE obtained by an optimum receiver. Use the Q ()-function. (c) Sketch and specify a matched-lter implementation of an optimum receiver for the six signals (all occurring with equal a-priori probability). Use only two matched lters.

CHAPTER 7. MATCHED FILTERS

74

(d) Compute the average energy of the signals. We can translate the signal structure over a vector a such that the average signal energy is minimal. Determine this vector a . What is the minimal average signal energy? Specify the modied signals s1 (t ), s2 (t ), , s6 (t ) that correspond to this translated signal structure. (Exam Communication Theory, November 18, 2003.)