Signal Processing in Noise PDF

Signal Processing in Noise
Naveen Cheggoju ©
Adjunct Assistant Professor of Practice
Department of Electronics and Communication Engineering

VNIT Nagpur
ECL407: Radar Engineering
September 28, 2019
Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 1 / 24

Contents
1 Detection of signals in noise

Recap
Matched Filter Receiver
Matched filter frequency response function
Impulse response of Matched Filter
Derivation of Matched Filter frequency response
Output signal from the Matched Filter
2 Introduction to other related topics

Detection Criteria
Detectors
3 Constant-False-Alarm Rate (CFAR) Receiver

Cell averaging CFAR
CFAR loss

Contents

Recap

Detection Criteria
Detectors

Cell averaging CFAR
CFAR loss

Introduction
Recap
Radar range equation in the presence of thermal noise has been
studied in the previous classes:
4 Pt GAe σ
Rmax = 2
(1)
(4π) kT0 BFn (S/N)min
Where,
Available thermal noise = kTBn , k- Boltzmann’s constant = 1.38 × 10−23 J/deg
Bn - Noise bandwidth, T-temperature in degrees Kelvin.
The term ‘B’ which we are seeing in the equation 1 refers to the half power
bandwidth of the receiver (equivalent to Bn ) at the output of IF amplifier (which
also contains the matched filter).
In this class, we will see regarding the matched filter and its importance in radar
signal processing.

Definition of matched filter
Definition
A linear device that maximizes the output peak-signal-to-noise
(power) ratio of a radar receiver to maximize the detectability of the
target is called as matched filter (MF).
So what do you know about matched filter?

Definition

Definition

Matched filter impulse response

Definition

Derivation of matched-filter frequency response

Definition

Derivation of matched-filter frequency response
Output signal from matched filter

Frequency response
The matched filter that maximizes the output peak-signal-to-noise
(power) ratio when the input noise spectral density is uniform (white
noise) has a frequency response function
H(f ) = Ga S ∗ (f )e −j2πftm (2)
Ga : constant, tm : time at which output of MF is maximum, S ∗ (f ): complex conjugate of

the received (input) signal s(t)

Frequency response
The matched filter that maximizes the output peak-signal-to-noise
(power) ratio when the input noise spectral density is uniform (white
noise) has a frequency response function
H(f ) = Ga S ∗ (f )e −j2πftm (2)
Ga : constant, tm : time at which output of MF is maximum, S ∗ (f ): complex conjugate of

the received (input) signal s(t)
Fourier transform of the received signal

Z ∞
S(f ) = s(t)e −j2πft dt
−∞

Signal spectrum
Received signal spectrum: S(f ) = |S(f )|e −jφs (f )
|S(f )|: amplitude spectrum, φs (f ): phase spectrum
Similarly, H(f ) = |H(f )|e −jφm (f )

Let Ga = 1, then equation 2 can be rewritten as,
|H(f )|e −jφm (f ) = |S(f )|e −jφs (f ) e −j2πftm

= |S(f )|e −j[φs (f )+2πftm ]
⇓
|H(f )| = |S(f )|
φm (f ) = −[φs (f ) + 2πftm ]
Negative sign is to cancel the phase components of the received signal signal so that all
frequency components are in phase to maximize the signal.

Impulse response of MF
What is impulse response?

What is impulse response? An impulse response is the reaction of any

dynamic system in response to some external change
Why only impulse is used to study the response?


Why only impulse is used to study the response? It contains all the
frequency components (the Fourier transform of impulse function is
‘1’).
Which input is used for transient analysis of system?


‘1’).
Which input is used for transient analysis of system? Unit step
Why unit step is used for transient analysis?


‘1’).
Why unit step is used for transient analysis? At t=0, system has an
external change and it continues at t=0+ , which shows the response
after (instead of at a given time) applying the external stimuli.
In general, impulse response is denoted by


‘1’).
Why unit step is used for transient analysis? At t=0, system has an
external change and it continues at t=0+ , which shows the response
after (instead of at a given time) applying the external stimuli.
In general, impulse response is denoted by h(t)

Impulse response
Z ∞
h(t) = H(f )e j2πft df
−∞
Z ∞
= Ga S ∗ (f )e −j2πftm e j2πft df
Z−∞
∞
= Ga S ∗ (f )e −j2πf (tm −t) df
−∞
S ∗ (f ) = S(−f ) ⇒
Z ∞
h(t) = Ga S(f )e j2πf (tm −t) df
−∞
= Ga s(tm − t) → time reversed signal starting from tm

Impulse response
Z ∞
h(t) = H(f )e j2πft df
−∞
Z ∞
= Ga S ∗ (f )e −j2πftm e j2πft df
Z−∞
∞
= Ga S ∗ (f )e −j2πf (tm −t) df
−∞
S ∗ (f ) = S(−f ) ⇒
Z ∞
h(t) = Ga S(f )e j2πf (tm −t) df
−∞
= Ga s(tm − t) → time reversed signal starting from tm
Throughout from here, impulse response is denoted by s(-t) and the frequency response function
as S ∗ (f )

Matched filter waveform
Figure: (a) input signal, (b) impulse response h(t) for input signal s(t)

Derivation of matched filter frequency response
Methods
1 Calculus of variations
2 Schwartz inequality

Methods
1 Calculus of variations
2 Schwartz inequality X
Schwartz inequality
It states that if P and Q are two complex functions, then
Z Z Z 2

∗ ∗ ∗
P P dx Q Q dx ≥ P Q dx

Equality sign appears when P = kQ, k: is a constant.

|s0 (t)|2max
The ratio to be maximized is: R = N
|s0 (t)|max : Max. value of the output signal voltage, N: mean square noise power at rx
output.

|s0 (t)|2max
The ratio to be maximized is: R = N
|s0 (t)|max : Max. value of the output signal voltage, N: mean square noise power at rx
output.
Magnitudes are given by:
∞
Z
j2πft

|s0 (t)| = S(f )H(f )e df
−∞
Z ∞
N0
N= |H(f )|2 df
2 −∞
N0 : input noise power per unit bandwidth. The factor 1/2 appears because the limits
extend from −∞ to ∞, but N0 is defined only for positive values.

Continued
To maximize the output t → tm and by using schwartz inequality P∗ = S(f )e j2πftm and
Q=H(f),
2
R
∞
−∞ S(f )H(f )e j2πftm df

⇒ Rf = N0
R ∞ 2
2 −∞ |H(f )| df
R∞ 2
R∞ 2
−∞ |H(f )| df −∞ |S(f )| df
⇒ Rf ≤ N0 ∞
R
2
2 −∞ |H(f )| df
R∞ 2
−∞ |S(f )| df E
= N0
= N0
→ Parseval 0 sTheorem
2 2

2E
Hence, the final expression is: Rf ≤
N0
From the equation it is clear that the maximum output depends on
the energy of the received signal and the noise power per unit
bandwidth.
It does not depend on either shaper or duration or bandwidth of the
signal.
These characteristics are used to improve the radar detectability.
1
Equality sign is valid when the constant k = Ga .
Noise power per hertz = kT0 Fn , Fn : Noise Figure, k: Boltzmann’s constant

Output signal from the matched filter
R
For an input signal yin (t) = s(t) + n(t); y0 (t) = yi n(λ)h(t − λ)dλ.
R
h(t) = s(-t); Ga = 1; tm = 0, then; y0 (t) = yi n(λ)s(λ − t)dλ.
Hence, output is the cross correlation of the received signal and the
transmitted signal.
So, for higher values of SNR i.e., when yin ≈ s(t), auto-correlation of
input is used to approximate the matched filter.

Output signal from the matched filter
R
For an input signal yin (t) = s(t) + n(t); y0 (t) = yi n(λ)h(t − λ)dλ.
R
h(t) = s(-t); Ga = 1; tm = 0, then; y0 (t) = yi n(λ)s(λ − t)dλ.
Hence, output is the cross correlation of the received signal and the
transmitted signal.
So, for higher values of SNR i.e., when yin ≈ s(t), auto-correlation of
input is used to approximate the matched filter.
Matched filter for nonwhite noise
!∗
1 S(f )
H(f ) = × Ga e −2πftm
Ni (f ) Ni (f )

Summary
Characteristics of MF for input s(t)

1 Frequency response:

Summary

1 Frequency response: S ∗ (f )
2 Max. output SNR:

Summary

2 Max. output SNR: 2E/N0
3 Magnitude of frequency response:

Summary

3 Magnitude of frequency response: |H(f )| = |S(f )|
4 Phase of the freq. response:

Summary

4 Phase of the freq. response: φm (f ) = −φs (f )
5 Impulse response:

Summary

5 Impulse response: s(-t)
6 For large SNR:

Summary

6 For large SNR: Output is equal to autocorrelation of s(t).

Summary

7 Bτ =1 (Relation b/w bandwidth and pulse width for rect.-like pulse
conventional filter)
8 Freq. response function for nonwhite noise:

Summary

7 Bτ =1 (Relation b/w bandwidth and pulse width for rect.-like pulse
conventional filter)
S ∗ (f )
8 Freq. response function for nonwhite noise: [Ni (f )]2

Contents

Recap

Detection Criteria
Detectors

Cell averaging CFAR
CFAR loss

Detection Criteria
Different types of algorithms are used at the system level to analyse

and take the decision from the received signal.
Some of the methods are listed below:
1 Neyman-Pearson Observer
2 Likelihood-Ratio Receiver
3 Inverse Probability Receiver
4 Sequential Observer, Sequential Detection

Detectors
Different types of Detectors used in the radar systems are listed below:
1 Optimum Envelope Detector Law
2 Logarithmic Detector
3 I,Q Detector
4 Coherent Detector

Contents

Recap

Detection Criteria
Detectors

Cell averaging CFAR
CFAR loss

CFAR
A fixed threshold can be used to detect the target when the noise is
only due to the internal factors likethermal noise.
But, in many cases when clutters are more in the radar space, they
create large number of false alarms and make the detection very
difficult.

CFAR
difficult.
This problem frequently occurs in systems like ADT (Automatic
Detection and Tracking) radars, which can handle more number of
targets.
So, for better working of systems like ADT, there must be some
adaptive thresholding methods that can vary the threshold limit based
on the clutter inputs received.

CFAR
difficult.
This problem frequently occurs in systems like ADT (Automatic
Detection and Tracking) radars, which can handle more number of
targets.
So, for better working of systems like ADT, there must be some
adaptive thresholding methods that can vary the threshold limit based
on the clutter inputs received.
One such method has been CFAR or constant false alarm rate
receiver.
CFAR automatically raises the threshold level to keep clutter echoes
and external noise from overloading the radar system with error
information.
Cell averaging CFAR
One of the major form of CFAR has been the cell-averaging CFAR.

Cell averaging CFAR
Figure: CA-CFAR block diagram

Cell averaging CFAR
Figure: CA-CFAR block diagram
Tapped delay line samples the received signal at a rate of radar

resolution (usually equal to pulse width), and two environments on
either sides of the test cell is formed.
On comparison of the two environments, adaptive threshold is
calculated. (k is predetermined multiplier)
CFAR loss
Greater the number of reference cells (M) better is the estimate.

But we limit 16 to 20 reference cells (typically) in an air surveillance
radar, which induces some loss in the detectability.

CFAR loss
Greater the number of reference cells (M) better is the estimate.

But we limit 16 to 20 reference cells (typically) in an air surveillance
radar, which induces some loss in the detectability.
Nitzberg has given an approximate expression for calculating CFAR
loss for single pulse detection (N=1):
5
Loss (dB) = − log Pfa
M

Thank you

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Signal Processing in Noise

Department of Electronics and Communication Engineering

ECL407: Radar Engineering

September 28, 2019

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 1 / 24

1 Detection of signals in noise

2 Introduction to other related topics

3 Constant-False-Alarm Rate (CFAR) Receiver

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 2 / 24

1 Detection of signals in noise

2 Introduction to other related topics

3 Constant-False-Alarm Rate (CFAR) Receiver

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 3 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 4 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 5 / 24

Matched filter frequency response function

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 5 / 24

Matched filter frequency response function

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 5 / 24

Matched filter frequency response function

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 5 / 24

Matched filter frequency response function

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 5 / 24

H(f ) = Ga S ∗ (f )e −j2πftm (2)

Ga : constant, tm : time at which output of MF is maximum, S ∗ (f ): complex conjugate of

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 6 / 24

H(f ) = Ga S ∗ (f )e −j2πftm (2)

Ga : constant, tm : time at which output of MF is maximum, S ∗ (f ): complex conjugate of

Fourier transform of the received signal

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 6 / 24

Similarly, H(f ) = |H(f )|e −jφm (f )

|H(f )|e −jφm (f ) = |S(f )|e −jφs (f ) e −j2πftm

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 7 / 24

What is impulse response?

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

What is impulse response? An impulse response is the reaction of any

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

What is impulse response? An impulse response is the reaction of any

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

What is impulse response? An impulse response is the reaction of any

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

What is impulse response? An impulse response is the reaction of any

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

What is impulse response? An impulse response is the reaction of any

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 8 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 9 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 9 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 10 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 11 / 24

Equality sign appears when P = kQ, k: is a constant.

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 11 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 12 / 24

Magnitudes are given by:

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 12 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 13 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 14 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 15 / 24

Naveen Cheggoju © (VNIT) ECL407 Radar Engineering September 28, 2019 15 / 24