MATCHED FILTERS

What is a matched filter?

A matched filter is a filter used in communications to match

a particular transit waveform.

The purpose of the matched filter is to maximize the signal to

noise ratio at the sampling point of a bit stream and to

minimize the probability of undetected errors received from a
signal.

To achieve the maximum SNR, we want to allow through all

the signal frequency components, but to emphasize more on

signal frequency components that are large and so contribute
more to improving the overall SNR.

Matched Filter
Detection of pulse in presence of additive noise
Receiver knows what pulse shape it is looking for

g(t)

x(t)

Pulse
signal
i
l

t=T

Matched
filter

w(t)
Additive white Gaussian
noise (AWGN) with zero
mean and variance N0 /2

y(T)

y(t)

h(t)

T is the
symbol
period

y (t ) = g (t ) * h(t ) + w(t ) * h(t )

= g 0 (t ) + n(t )

Matched Filter Design

Design of matched filter
Maximize signal power i.e. power of g 0 (t ) = g (t ) * h(t ) at t = T
Minimize noise i.e. power of n(t ) = w(t ) * h(t )
Combine design criteria
max , where is peak pulse SNR

T is the
symbol
period

| g (T ) |2 instantane ous power

= 0 2
=
E{n (t )}
average
g power
p

g(t)

x(t)

Pulse
signal
w(t)

h(t)
Matched
filter

y(T)

y(t)
t=T

Energy Spectra- Deterministic Signals

Deterministic signal x(t)

w/ Fourier transform X(f)

(f)
Energy spectrum is square of
absolute value of magnitude
response (phase is ignored)
2

Ex ( f ) = X ( f ) = X ( f ) X * ( f )

Autocorrelation of x(t)
rx ( ) = x ( ) * x* ( )
Maximum value (when it
exists) is at Rx(0)
rx() is even symmetric,
i.e. rx() = rx(-)
x(t)

Multiplication in Fourier domain

is convolution in time domain
Conjugation in Fourier domain is
reversal & conjugation in time

0
Rx()

Ts

Ts

X ( f ) X ( f ) = F x( ) * x ( )
*

Thus, Ex ( f ) = X ( f ) = F{rx ( )}

-Ts

Ts

Power Spectra Random Signals

Pn ( f ) = F { Rn ( ) }
Two-sided random signal n(t)
Fourier transform may not exist, but power spectrum exists

Rn ( ) = E n(t ) n* (t + ) = n(t ) n* (t + ) dt

Rn ( ) = E n(t ) n* (t ) = n(t ) n* (t ) dt = n( ) * n* ( )

For zero-mean Gaussian random process n(t) with variance 2

Rn ( ) = E n(t ) n* (t + ) = 2 ( ) Pn ( f ) = 2

Output SNR for White Input Noise

g(t)

x(t)

y(T)

y(t)

h(t)

Noise power
spectrum SW(f)

N0
2

t=T

Pulse
signal

w(t)

Matched filter

Noise n(t ) = w(t ) * h(t )

N
E{ n (t ) } = S N ( f ) df = 0
2

AWGN

| H ( f ) |

g 0 (t ) =

H ( f ) G( f ) e

df

Matched
filter

G 0 ( f ) = H ( f )G ( f )

j 2 f t

| g 0 (T ) |2 = |

Signal g 0 (t ) = g (t ) * h(t )

N
S N ( f ) = SW ( f ) S H ( f ) = 0 | H ( f ) |2
2

H ( f ) G( f ) e

df

j 2 f T

df |2

T is the
symbol
period

Matched Filter Criterion

Find h(t) that maximizes output peak SNR

H ( f ) G( f ) e

N0
2

j 2 f T

df | 2

2
|
H
(
f
)
|
df

Schwartz Inequality

| (x ) |
| (x ) |

dx <

dx <

Requirements: In this case,

they must be finite signals.

| 1 ( x ) 2 ( x )dx | | 1 (x ) | dx | 2 ( x ) |2 dx
2

The equality holds if 1(x) =k 2*(x).

Matched Filter Derivation

Let 1 ( f ) = H ( f ) and 2 ( f ) = G* ( f ) e j 2 f T

| H ( f ) G( f ) e
-

j 2 f T

df | | H ( f ) | df
2

| G( f ) |

df

| H ( f ) G( f ) e j 2 f T df |2
-

N0
2

| H( f ) |

df

2
N0

| G( f ) |

df
T is the
symbol
period

2
| G( f ) |2 df , which occurs when

N0
Hopt ( f ) = k G* ( f ) e j 2 f T k by Schwartz ' s inequality

max =

Hence, hopt (t ) = k g * (T t )

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
2
max =
|
G
(
f
)
|
df
=
| g (t ) |2 dt = b = SNR

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

The equivalence of correlation and matched

filter receivers
To demonstrate the equivalence of a correlator and a matched

filter, consider a LTI filter with impulse response h(t).

With the received signal x(t) used as the filter input, the resulting
filter output, y(t), is defined by the convolution integral:

y (t ) =

x ( )h (t )d

From the definition of the matched filter, we can incorporate the

p
h(t)
( ) and the input
p signal
g (
(t)) so that:
impulse
Then, the output becomes:

h (t ) = (T t )

y (t ) =

x ( ) (T t + )d

Sampling at t = T, we get:

y (T ) =

x ( ) ( )d = x ( ) ( )d

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.

Matched Filter for Nonwhite

(Colored) Input Noise
Use Whitening Filters !!!!!!!

EXPLORE!!!