ELEC3540 Analog and Digital Communications

Matched Filter Derivation

• Consider a general LTI filter with impulse response
h(t) or H(f), with x(t) as input and y(t) as output

x(t) LTI y(t)

h(t) or H(f)

where x(t) = s(t) + n(t) and y(t) = so(t) + no(t)

s(t) = signal component at input
n(t) = white noise component at input
so(t) = signal component at output
no(t) = noise component at output

• Since s(t) is known, its Fourier Transform S(f) can be

readily obtained, from superposition theorem,

Y (f ) = So (f ) + N o (f )

• The output signal so(t) is given by the inverse Fourier

Transform
s o ( t ) = s (t ) ∗ h (t )
= ∫−∞∞ H (f )S (f )e j2π ft df

• The power spectral density of the output noise no(t) is

given by
No
Pno ( f ) = Pn ( f ) H ( f ) = H (f )
2 2

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 ELEC3540 Analog and Digital Communications

• The average power of the output noise is the area

under the curve of Pno(f),
Pnave = ∫−∞∞ Pno (f )df
No ∞
= ∫ H (f ) 2
df
2 −∞

• Consider at time T, when the input s(t) is present, the

power in the output so(t) is made as large as possible
than the power in the noise no(t), the maximized
output signal-to-noise ratio is defined as
So (T )
2
SNR o =
Pno
2
∞
∫− ∞ H (f )S(f )e j2π fT df
=
No ∞
∫− ∞ H (f ) df
2
2

• Applying Schwarz’s Inequality,

[∞
∫− ∞ a (t )b(t )dt ] ≤ ∫−∞∞ a 2 (t )dt ∫−∞∞ b 2 (t )dt
2

for real functions

[∞
∫− ∞ A (f )B(f )dt ] ≤ ∫−∞∞ A(f ) 2 dt ∫−∞∞ B(f ) 2 dt
2

for complex functions,

A(f ) = B∗ (f )

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• Hence,
∫− ∞ H (f )df ∫− ∞ S (f )df
∞ 2 ∞ 2
SNR o ≤
No ∞
∫− ∞ H (f ) df
2
2
2 ∫−∞∞ S2 (f )df
≤
No

• It can be shown that the maximum signal-to-noise

ratio does not depend on the transfer function H(f) of
the filter

• Hence as long as H(f) takes on a optimum value, say,

Hopt(f), which can be defined as
H opt (f ) = S∗ (f )e − j2π fT
the SNR will be maximum

• Taking inverse Fourier Transform gives

h opt (t ) = ∫−∞∞ S∗ (f )e − j2π fT e j2π ft df
= ∫−∞∞ S∗ (f )e − j2π f (T - t )df

• Since s(t) is a real-value signal, S*(f) = S(−f),

therefore,
h opt (t ) = ∫−∞∞ S(− f )e − j2π f (T - t )df
= S(T − t )

• It is shown that the finite impulse hopt(t) is a delay,

mirror image conjugate of the original signal

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• For received signal s(t) where s(t) ⇔ S(f) the

matched filter impulse response
h (t ) = αs∗ (T − t ) ⇔ H (f ) = αS∗ (f )e − j2π fT

where a = constant and

T = time between transmitted signal and
received echo

• For a received signal, s(t), the energy of the signal,

E s = ∫−∞∞ s(t )dt
therefore,
2 ∫−∞∞ S 2 (f )df
SNR o,opt =
No
2E s
=
No

• Consider a rectangular pulse s(t) of period Ts and

amplitude A
s(t) h(t)

A A

Ts Ts

Signal s(t) Matched Filter,

h(t) = s(t−Ts)
Rectangular Pulse & its Matched Filter

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• The output signal from filter, so(t) = s(t)* h(t),

so (t ) = ∫−∞∞ H (f )S(f )e j2π ft df

= ∫−∞∞ S∗ (f )e- j2π fTS(f )e j2π ft df
= ∫−∞∞ S(f ) e j2π ( t -T )df
2

= R s (t - T )

• The output of the matched filter

s o (t)

Ts 2Ts

Matched Filter for a Rectangular Wave

• Consider a rectangular wave s(t) of period Ts and
amplitude A

s(t) h(t)
A A
2 2
Ts

Ts Ts Ts
A 2 A 2
2 2

Signal s(t) Matched Filter h(t)

Rectangular Wave and its Matched Filter

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• The output signal from filter,

h(t)
2
AT
4
Ts
2
2
-A T Ts 2Ts
8

Matched Filter Output (Autocorrelation)

• The peak value of the output is A2T/4 at Ts

Matched Filter for a RF Pulse

• Consider a RF pulse s(t) of duration Ts, amplitude A
and frequency fc where fc is an integer multiple of
1/Ts and large enough for s(t) to be considered a
narrowband signal

• Ts = 4π sec, fc = 1/π > 1/4π

1 1.5

0.8

0.6 1

0.4

0.2 0.5

-0.2 0

-0.4

-0.6 -0.5

-0.8

-1 -1
0 5 10 15 20 25 30 0 10 20 30 40 50 60

Input Signal s(t) Output Signal so(t)

RF Pulses and Matched Filter Output

• The peak value of the output is 1 at Ts, which is a

normalized value

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Properties of Matched Filters

• The spectrum of the output signal of a matched filter
is proportional to the energy spectral density of the
input signal, except for a time delay factor, i.e.

S o (f ) = H opt (f )S(f )
= S∗ (f )S(f )e - j2π fT
= S(f ) e - j2π fT
2

• The output signal of a matched filter is proportional

to shifted version of the autocorrelation function of
the input signal,
s o (t ) = R s (t - T )

• The output signal-to-noise ratio of a matched filter

depends only on the ratio of the signal energy to the
power spectral density of the white noise at the filter
input,
2E s
SNR o,opt =
No

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