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Lecture No. 11

Dr. Aoife Moloney

School of Electronics and Communications

Dublin Institute of Technology

Lecture No. 11: Matched Filter

Overview

This lecture will look at the following:

• Probability of error

• Error function

• Matched ﬁlter

February 2005 Slide:

1

Lecture No. 11: Matched Filter

Probability of Error

• There are 2 ways an error can occur:

– H

1

is chosen while s

2

was sent

– H

2

is chosen while s

1

was sent

• The total probability of error can be written:

P

B

= p(H

2

|s

1

)p(s

1

) + p(H

1

|s

2

)p(s

2

)

As s

1

and s

2

are equiprobable (p(s

1

)=p(s

2

)=1/2), and

because of the symmetry of the pdfs (p(H

2

|s

1

)=p(H

1

|s

2

)),

February 2005 Slide:

2

Lecture No. 11: Matched Filter

we have:

P

B

= p(H

1

|s

2

) = p(H

2

|s

1

)

= p

_

z(T) >

(a

1

+ a

2

)

2

|s

2

_

= p

_

z(T) <

(a

1

+ a

2

)

2

|s

1

_

We already know that the conditional probability den-

sity function of z, given that s

2

was transmitted, is given

by p(z|s

2

). So we can ﬁnd the probability that z >

(a

1

+ a

2

)/2 (eventhough an s

2

(not an s

1

) was sent) by

integrating the pdf p(z|s

2

) from (a

1

+ a

2

)/2 to inﬁnity.

February 2005 Slide:

3

Lecture No. 11: Matched Filter

So the total probability is given by:

P

B

=

1

σ

√

2π

∞

_

a

1

+a

2

2

exp

_

−

1

2

_

z −a

2

σ

_

2

_

dz

We now let u = (z −a

2

)/σ and get:

P

B

=

1

√

2π

∞

_

a

1

−a

2

2σ

exp

_

−

u

2

2

_

dz

There is no closed form solution to this integral. The

integral is evaluated using maths tables, numerical inte-

February 2005 Slide:

4

Lecture No. 11: Matched Filter

gration techniques or closed–form approximations. Here

we use an error function and tables to evaluate the inte-

gral.

The probability of error P

B

is therefore given by:

P

B

= Q

_

a

1

−a

2

2σ

_

Q is called the complementary or error function and

must be tabulated.

February 2005 Slide:

5

Lecture No. 11: Matched Filter

The Error Function Q

• The Q–function is an integral of a Gaussian pdf deﬁned

as

Q(a) =

1

√

2π

∞

_

a

exp

_

−

x

2

2

_

dx

• The Q–function has the following properties:

– Q(0) = 1/2

– Q(−∞) = 0

– Q(+∞) = 1

February 2005 Slide:

6

Lecture No. 11: Matched Filter

– Q(−a) = 1 −Q(a)

• There are a number of similar integral functions used for

error calculations. Common ones are:

erf(a) =

2

√

π

a

_

0

exp

_

−x

2

_

dx, a ≥ 0

erfc(a) =

2

√

π

∞

_

a

exp

_

−x

2

_

dx = 1 −erf

_

a

√

2

_

, a ≥ 0

February 2005 Slide:

7

Lecture No. 11: Matched Filter

• The Q function is related to these functions by:

Q(a) =

1

2

_

1 −erf

_

a

√

π

__

=

1

2

erfc

_

a

√

2

_

, a ≥ 0

• Q(a) or Q(x) cannot be calculated directly and is avail-

able in tabular form

• It is possible to deﬁne a simple approximation which al-

lows a quick evaluation, when a > 3:

Q(a) ≈

1

a

√

2π

exp

_

−

a

2

2

_

, a > 3

• An example of some Q function tables are given below:

February 2005 Slide:

8

Lecture No. 11: Matched Filter

February 2005 Slide:

9

Lecture No. 11: Matched Filter

Q(a)

1e-01

1e-02

1e-03

1e-04

1e-05

1e-06

1e-07

1e-08

1e-09

1e-10

a

1.2815

2.3263

3.0902

3.7190

4.2649

4.7535

5.1993

5.6120

5.9978

6.3613

a

3.5

3.6

3.7

3.8

3.9

4.0

4.5

5.0

Q(a)

2.327e-04

1.591e-04

1.078e-04

7.237e-05

4.812e-05

3.17e-05

3.40e-06

2.87e-07

a

5.5

6.0

6.5

7.0

7.5

8.0

8.5

9.0

Q(a)

1.90e-8

9.87e-10

4.02e-11

1.28e-12

3.19e-14

6.22e-16

9.48e-18

1.13e-19

February 2005 Slide:

10

Lecture No. 11: Matched Filter

Matched Filter

• The matched ﬁlter is the linear ﬁlter providing the maxi-

mum signal–to–noise power ratio at its output for a given

received symbol waveform

• Let us again consider the description used for the output

of our linear ﬁlter. The sampled output of the linear ﬁlter

can be written:

z(T) = a

i

(T) + n(T)

where a

i

(T) is the signal component, and n(T), the noise

February 2005 Slide:

11

Lecture No. 11: Matched Filter

component.

• The ratio of the instantaneous signal power to the average

noise power, at time T at the output of the receiver is:

(S/N)

T

=

a

2

i

n

2

• The signal at the output of the ﬁlter can be described

using the inverse Fourier transform of its sepctrum:

a(t) =

∞

_

−∞

H(f)S(f)e

j2πft

df

February 2005 Slide:

12

Lecture No. 11: Matched Filter

where S(f) is the Fourier transform of the signal at the

input of the ﬁlter, and H(f) is the ﬁlter transfer function

• The noise power at the output of the ﬁlter can be written:

n

2

=

N

0

2

∞

_

−∞

|H(f)|

2

df

Remember: The power spectral density of white noise

is N

0

/2

• We can rewrite the signal–to–noise ratio at the output of

February 2005 Slide:

13

Lecture No. 11: Matched Filter

the receiver at time T as:

_

S

N

_

T

=

¸

¸

¸

¸

∞

_

−∞

H(f)S(f)e

j2πfT

df

¸

¸

¸

¸

2

N

0

2

∞

_

−∞

|H(f)|

2

df

Note: We can use the Schwarz’s inequality:

¸

¸

¸

¸

¸

¸

∞

_

−∞

f(x)g(x)dx

¸

¸

¸

¸

¸

¸

2

≤

∞

_

−∞

|f(x)|

2

dx

∞

_

−∞

|g(x)|

2

dx

which holds for f(x) = kg

∗

(x), with k an arbitrary con-

February 2005 Slide:

14

Lecture No. 11: Matched Filter

stant and

∗

indicating complex conjugate

Using Schwarz’s inequality gives:

_

S

N

_

T

=

¸

¸

¸

¸

∞

_

−∞

H(f)S(f)e

j2πfT

df

¸

¸

¸

¸

2

N

0

2

∞

_

−∞

|H(f)|

2

df

≤

∞

_

−∞

|H(f)|

2

df

∞

_

−∞

|S(f)|

2

df

N

0

2

∞

_

−∞

|H(f)|

2

df

February 2005 Slide:

15

Lecture No. 11: Matched Filter

This simpliﬁes to:

_

S

N

_

T

=

2

N

0

∞

_

−∞

|S(f)|

2

df

We can identify the energy of the input signal as:

E =

∞

_

−∞

|S(f)|

2

df

Remember: The equation for energy spectral density

given in Lecture 5

February 2005 Slide:

16

Lecture No. 11: Matched Filter

So we can write the previous inequality as:

max

_

S

N

_

T

=

2E

N

0

The maximum signal to noise ratio depends on the en-

ergy of the input signal, and the power spectral density

of the noise

According to Schwarz’s theorem this equality holds for

H(f) = kS

∗

(f)e

−j2πfT

Taking the inverse Fourier transform, we get the time

February 2005 Slide:

17

Lecture No. 11: Matched Filter

domain response:

h(t) =

_

_

_

ks(T −t), for 0 < t < T;

0, elsewhere.

• Matched Filter Summary:

A ﬁlter that is matched to a signal s(t) of duration T, has

an impulse response that is a time–reversed and delayed

version of the input s(t)

The impulse response of the linear ﬁlter matching the

February 2005 Slide:

18

Lecture No. 11: Matched Filter

signal s(t) of duration T can be written:

h(t) =

_

_

_

s(T −t), for 0 < t < T;

0, elsewhere.

The peak pulse signal–to–noise ratio depends only on the

ratio of the signal energy to the power spectral density

of the white noise at the ﬁlter input. The peak pulse

signal–to–noise ratio is (S/N)

max

= 2E/N

0

, where N

0

/2

is the power spectral density of the input noise

February 2005 Slide:

19

Lecture No. 11: Matched Filter

Conclusion

This lecture has looked at the following:

• Probability of error

• Error function

• Matched ﬁlter

February 2005 Slide:

20

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