Optimum Receiver for

Signals Corrupted by AWGN

©Dr. James S. Kang
Professor
ECE Department
Cal Poly Pomona

1
 Received Signal
• One of M signal waveforms [sm(t), m = 1, 2, ….,. M], 0 ≤ t < T, is
transmitted.
• 𝑠𝑠𝑚𝑚 𝑡𝑡 = ∑𝑁𝑁𝑘𝑘=1 𝑠𝑠𝑚𝑚𝑘𝑘 𝑓𝑓𝑘𝑘 (𝑡𝑡), linear combination of orthonormal basis
functions. AWGN n(t) is added to signal.
• r(t) = sm(t) + n(t), 0 ≤ t < T, received signal.
𝑁𝑁𝑜𝑜
• Φ𝑛𝑛𝑛𝑛 𝑓𝑓 = 𝑊𝑊/𝐻𝐻𝐻𝐻, noise PSD.
2
sm(t) r(t) No/2

n(t) 0 f

2
 Model for Optimum Receiver
• Design a receiver that is optimum in the sense that it minimizes the
probability of making an error.

r(t) Signal r Output

Demodulator Detector
𝒓𝒓 = 𝑟𝑟1 , 𝑟𝑟2 , … , 𝑟𝑟𝑁𝑁 Decision

• Signal demodulator: correlator demodulator or matched filter

demodulator. Changes waveform r(t) to a vector r.
• Detector decides which of the M signals was transmitted based on r.
• Maximum likelihood (ML) detector or maximum a posteriori (MAP)
detector.
3
 Correlator Demodulator

𝑇𝑇
� ( )𝑑𝑑𝑑𝑑 r1
0 t=T
f1(t)
r(t) 𝑇𝑇
� ( )𝑑𝑑𝑑𝑑 r2
0 t=T
f2(t)

𝑇𝑇
� ( )𝑑𝑑𝑑𝑑 rN
0
fN(t) t=T

4
 Correlator Demodulator
𝑇𝑇 𝑇𝑇
• 𝑟𝑟𝑘𝑘 = ∫0 𝑟𝑟𝑘𝑘 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫0 𝑠𝑠𝑚𝑚 𝑡𝑡 + 𝑛𝑛(𝑡𝑡) 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑
𝑇𝑇 𝑇𝑇
• = ∫0 𝑠𝑠𝑚𝑚 𝑡𝑡 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛(𝑡𝑡)𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑
• 𝑟𝑟𝑘𝑘 = 𝑠𝑠𝑚𝑚𝑘𝑘 + 𝑛𝑛𝑘𝑘 , 𝑘𝑘 = 1, 2, 3, … , 𝑁𝑁
𝑇𝑇
• 𝑠𝑠𝑚𝑚𝑘𝑘 = ∫0 𝑠𝑠𝑚𝑚 𝑡𝑡 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑, 𝑘𝑘 = 1, 2, 3, … , 𝑁𝑁 signal component
𝑇𝑇
• 𝑛𝑛𝑘𝑘 = ∫0 𝑛𝑛(𝑡𝑡)𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑, 𝑘𝑘 = 1, 2, 3, … , 𝑁𝑁 noise component
• 𝒔𝒔𝑚𝑚 = [𝑠𝑠𝑚𝑚1 , 𝑠𝑠𝑚𝑚2 , … , 𝑠𝑠𝑚𝑚𝑁𝑁 ] = one of the vectors in the constellation
• 𝒓𝒓 = 𝑟𝑟1 , 𝑟𝑟2 , … , 𝑟𝑟𝑁𝑁 = received vector

5
 Noise
• 𝑟𝑟 𝑡𝑡 = 𝑠𝑠𝑚𝑚 𝑡𝑡 + 𝑛𝑛 𝑡𝑡 = ∑𝑁𝑁 𝑠𝑠 𝑓𝑓
𝑘𝑘=1 𝑚𝑚𝑘𝑘 𝑘𝑘 𝑡𝑡 + ∑𝑁𝑁
𝑘𝑘=1 𝑛𝑛𝑘𝑘 𝑓𝑓𝑘𝑘 𝑡𝑡 + 𝑛𝑛𝑛(𝑡𝑡)
• 𝑟𝑟 𝑡𝑡 = ∑𝑁𝑁 (𝑠𝑠
𝑘𝑘=1 𝑚𝑚𝑘𝑘 + 𝑛𝑛 )𝑓𝑓
𝑘𝑘 𝑘𝑘 𝑡𝑡 + 𝑛𝑛𝑛(𝑡𝑡) = ∑𝑁𝑁
𝑘𝑘=1 𝑟𝑟𝑘𝑘 𝑓𝑓𝑘𝑘 𝑡𝑡 + 𝑛𝑛𝑛(𝑡𝑡)
• 𝑛𝑛 𝑡𝑡 = ∑𝑁𝑁 𝑘𝑘=1 𝑛𝑛𝑘𝑘 𝑓𝑓𝑘𝑘 𝑡𝑡 + 𝑛𝑛𝑛(𝑡𝑡)
• 𝑛𝑛′ 𝑡𝑡 = 𝑛𝑛 𝑡𝑡 − ∑𝑁𝑁 𝑘𝑘=1 𝑛𝑛𝑘𝑘 𝑓𝑓𝑘𝑘 𝑡𝑡
• 𝑛𝑛′ 𝑡𝑡 is a zero-mean Gaussian noise process that represents the
difference between the original noise process n(t) and the projection
of n(t) onto the basis functions [fk(t)]. 𝑛𝑛′ 𝑡𝑡 is irrelevant to the
decision. 𝑛𝑛′ 𝑡𝑡 is the projection of n(t) onto other dimensions, other
than f1(k), f2(k), ….., fN(t).
6
 Noise
• The decision may be based entirely on
• 𝑟𝑟𝑘𝑘 = 𝑠𝑠𝑚𝑚𝑘𝑘 + 𝑛𝑛𝑘𝑘 , 𝑘𝑘 = 1, 2, 3, … , 𝑁𝑁
𝑇𝑇
• 𝑛𝑛𝑘𝑘 = ∫0 𝑛𝑛(𝑡𝑡)𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑, 𝑘𝑘 = 1, 2, 3, … , 𝑁𝑁
• [nk] are Gaussian, since nk can be viewed as the sampled output of a
linear filter excited by Gaussian noise.
• Mean value of nk:
𝑇𝑇
• 𝐸𝐸[𝑛𝑛𝑘𝑘 ] = ∫0 𝐸𝐸[𝑛𝑛 𝑡𝑡 ]𝑓𝑓𝑘𝑘 𝑡𝑡 𝑑𝑑𝑑𝑑 = 0

7
 Covariances of Noise
• Covariances
𝑇𝑇 𝑇𝑇
• 𝐸𝐸 𝑛𝑛𝑘𝑘 𝑛𝑛𝑚𝑚 = ∫0 ∫0 𝐸𝐸 𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑓𝑓𝑚𝑚 𝜏𝜏 𝑑𝑑𝑑𝑑𝑑𝑑𝜏𝜏
• n(t) is wide-sense stationary process.
𝑁𝑁𝑜𝑜
• 𝐸𝐸 𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 = 𝑅𝑅𝑁𝑁 𝑡𝑡 − 𝜏𝜏 = 𝛿𝛿(𝑡𝑡 − 𝜏𝜏)
2
−1 𝑁𝑁𝑜𝑜 𝑁𝑁𝑜𝑜
• 𝑅𝑅𝑁𝑁 𝜏𝜏 = 𝐹𝐹 = 𝛿𝛿(𝜏𝜏)
2 2
𝑇𝑇 𝑇𝑇 𝑁𝑁𝑜𝑜
• 𝐸𝐸 𝑛𝑛𝑘𝑘 𝑛𝑛𝑚𝑚 = ∫0 ∫0 𝛿𝛿(𝑡𝑡 − 𝜏𝜏) 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑓𝑓𝑚𝑚 𝜏𝜏 𝑑𝑑𝑑𝑑𝑑𝑑𝜏𝜏
2
∞
• Sifting property: ∫−∞ 𝛿𝛿 𝑡𝑡 − 𝑎𝑎 𝑓𝑓 𝑡𝑡 𝑑𝑑𝑑𝑑 = 𝑓𝑓(𝑎𝑎)
8
 Covariances of Noise
𝑁𝑁𝑜𝑜 𝑇𝑇 𝑇𝑇 1, 𝑘𝑘 = 𝑚𝑚
• 𝐸𝐸 𝑛𝑛𝑘𝑘 𝑛𝑛𝑚𝑚 = ∫ 𝑓𝑓 𝑡𝑡 𝑓𝑓𝑚𝑚 𝑡𝑡 𝑑𝑑𝑑𝑑, ∫0 𝑓𝑓𝑘𝑘 𝑡𝑡 𝑓𝑓𝑚𝑚 𝑡𝑡 𝑑𝑑𝑑𝑑 = �
2 0 𝑘𝑘 0, 𝑘𝑘 ≠ 𝑚𝑚
𝑁𝑁𝑜𝑜
𝑁𝑁𝑜𝑜 , 𝑘𝑘 = 𝑚𝑚
• 𝐸𝐸 𝑛𝑛𝑘𝑘 𝑛𝑛𝑚𝑚 = 𝛿𝛿 = �2
2 𝑚𝑚𝑚𝑚
0, 𝑘𝑘 ≠ 𝑚𝑚
• The N noise components [nk] are zero-mean, uncorrelated Gaussian
random variables with a common variance
𝑁𝑁𝑜𝑜
• 𝜎𝜎𝑛𝑛2 =
2

9
 Correlator Output
• The correlator outputs [rk] conditioned on the mth signal being
transmitted are Gaussian random variables with mean
• 𝐸𝐸(𝑟𝑟𝑘𝑘 ) = 𝐸𝐸(𝑠𝑠𝑚𝑚𝑘𝑘 ) + 𝐸𝐸 𝑛𝑛𝑘𝑘 = 𝑠𝑠𝑚𝑚𝑘𝑘 + 0 = 𝑠𝑠𝑚𝑚𝑘𝑘
• 𝑛𝑛𝑘𝑘 has Gaussian pdf. 𝑟𝑟𝑘𝑘 has Gaussian pdf with mean 𝑠𝑠𝑚𝑚𝑘𝑘 and variance
𝑁𝑁𝑜𝑜
• 𝜎𝜎𝑟𝑟2 = 𝜎𝜎𝑛𝑛2 =
2
• {nk} are uncorrelated Gaussian random variables. Then, {nk} are
statistically independent Gaussian random variables.
• 𝒓𝒓 = 𝑟𝑟1 , 𝑟𝑟2 , … , 𝑟𝑟𝑁𝑁 = received vector

10
 Conditional pdf
• 𝑝𝑝 𝒓𝒓|𝒔𝒔𝑚𝑚 = ∏𝑁𝑁
𝑘𝑘=1 𝑝𝑝 𝑟𝑟𝑘𝑘 |𝑠𝑠𝑚𝑚𝑘𝑘 , 𝑚𝑚 = 1, 2, … , 𝑀𝑀
2
1 𝑟𝑟𝑘𝑘 −𝑠𝑠𝑚𝑚𝑘𝑘
• 𝑝𝑝 𝑟𝑟𝑘𝑘 |𝑠𝑠𝑚𝑚𝑘𝑘 = 𝑒𝑒𝑒𝑒𝑒𝑒 − 𝑁𝑁 , 𝑘𝑘 = 1, 2, … , 𝑁𝑁
𝑁𝑁
2𝜋𝜋 2𝑜𝑜 2 2𝑜𝑜
2
1 𝑟𝑟𝑘𝑘 −𝑠𝑠𝑚𝑚𝑘𝑘
• 𝑝𝑝 𝒓𝒓|𝒔𝒔𝑚𝑚 = 𝑁𝑁 𝑒𝑒𝑒𝑒𝑒𝑒 − ∑𝑁𝑁
𝑘𝑘=1 , 𝑚𝑚 = 1, 2, … , 𝑀𝑀
𝑁𝑁𝑜𝑜
𝜋𝜋𝑁𝑁𝑜𝑜 2
• [r1, r2, ….., rN] are sufficient statistics. No additional relevant
information can be extracted from the remaining noise process n′(t).
n′(t) are uncorrelated with the N correlator outputs {rk}, that is,

11
 Conditional pdf
• 𝐸𝐸 𝑛𝑛𝑛(𝑡𝑡)𝑛𝑛𝑘𝑘 = 𝐸𝐸 𝑛𝑛 𝑡𝑡 − ∑𝑁𝑁
𝑗𝑗=1 𝑛𝑛𝑗𝑗 𝑓𝑓𝑗𝑗 𝑡𝑡 𝑛𝑛𝑘𝑘
𝑇𝑇
• 𝑛𝑛𝑘𝑘 = ∫0 𝑛𝑛(𝜏𝜏)𝑓𝑓𝑘𝑘 𝜏𝜏 𝑑𝑑𝜏𝜏
𝑇𝑇
• 𝐸𝐸 𝑛𝑛𝑛(𝑡𝑡)𝑛𝑛𝑘𝑘 = ∫0 𝐸𝐸[𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 ]𝑓𝑓𝑘𝑘 𝜏𝜏 𝑑𝑑𝜏𝜏 − ∑𝑁𝑁
𝑗𝑗=1 𝐸𝐸[𝑛𝑛𝑗𝑗 𝑛𝑛𝑘𝑘 ]𝑓𝑓𝑗𝑗 𝑡𝑡
𝑁𝑁𝑜𝑜
• 𝐸𝐸 𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 = 𝑅𝑅𝑁𝑁 𝑡𝑡 − 𝜏𝜏 = 𝛿𝛿(𝑡𝑡 − 𝜏𝜏),
2
𝑁𝑁𝑜𝑜
𝑁𝑁𝑜𝑜 , 𝑗𝑗 = 𝑘𝑘 ∞
• 𝐸𝐸 𝑛𝑛𝑗𝑗 𝑛𝑛𝑘𝑘 = 𝛿𝛿𝑗𝑗𝑘𝑘 = � 2 , ∫−∞ 𝛿𝛿 𝑡𝑡 − 𝑎𝑎 𝑓𝑓 𝑡𝑡 𝑑𝑑𝑑𝑑 = 𝑓𝑓(𝑎𝑎)
2
0, 𝑗𝑗 ≠ 𝑘𝑘
𝑇𝑇 𝑁𝑁𝑜𝑜 𝑁𝑁 𝑁𝑁𝑜𝑜
• 𝐸𝐸 𝑛𝑛𝑛(𝑡𝑡)𝑛𝑛𝑘𝑘 = ∫0 2 𝛿𝛿(𝑡𝑡 − 𝜏𝜏) 𝑓𝑓𝑘𝑘 𝜏𝜏 𝑑𝑑𝜏𝜏 − ∑𝑗𝑗=1 𝛿𝛿𝑗𝑗𝑘𝑘 𝑓𝑓𝑗𝑗 𝑡𝑡
2
12
 Conditional pdf
𝑁𝑁𝑜𝑜 𝑁𝑁𝑜𝑜
• 𝐸𝐸 𝑛𝑛𝑛(𝑡𝑡)𝑛𝑛𝑘𝑘 = 𝑓𝑓 𝑡𝑡 − 𝑓𝑓 𝑡𝑡 = 0
2 𝑘𝑘 2 𝑘𝑘
• n′(t) and {rk} are Gaussian and uncorrelated. They are statistically
independent.
• n′(t) belongs to other dimensions, N+1, N+2, …...
• n′(t) does not contain any information relevant to the decision as to
which signal waveform was transmitted.
• n′(t) can be ignored.

13
 EXAMPLE
• M-ary PAM: Dimension N =1 a

• g(t) = a, 0 ≤ t < T. (Square pulse)

g(t)
0

• Energy of g(t) = Eg = a2T 0

t
T

• Basis function
1/sqrt(T)
1 1
• 𝑓𝑓 𝑡𝑡 = 𝑔𝑔 𝑡𝑡 = ,0 ≤ 𝑡𝑡 < 𝑇𝑇

f(t)
𝐸𝐸𝑔𝑔 𝑇𝑇 0
0 T

• Received vector r t

𝑇𝑇 1 𝑇𝑇 1 𝑇𝑇
• 𝑟𝑟 = ∫0 𝑟𝑟 𝑡𝑡 𝑓𝑓 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫0 𝑟𝑟 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫0 𝑠𝑠𝑚𝑚 𝑡𝑡 + 𝑛𝑛(𝑡𝑡) 𝑑𝑑𝑑𝑑
𝑇𝑇 𝑇𝑇
1 𝑇𝑇 1 𝑇𝑇
• = ∫0 𝑠𝑠𝑚𝑚 𝑡𝑡 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛(𝑡𝑡)𝑑𝑑𝑑𝑑 = 𝑠𝑠𝑚𝑚 + 𝑛𝑛
𝑇𝑇 𝑇𝑇

14
 EXAMPLE
• 𝐸𝐸 𝑛𝑛 = 0
• Variance of n is
1 𝑇𝑇 𝑇𝑇
• 𝑣𝑣𝑣𝑣𝑣𝑣 𝑛𝑛 = 𝜎𝜎𝑛𝑛2 = 𝐸𝐸 ∫0 ∫0
𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 𝑑𝑑𝑑𝑑𝑑𝑑𝜏𝜏
𝑇𝑇
1 𝑇𝑇 𝑇𝑇 1 𝑇𝑇 𝑇𝑇 𝑁𝑁𝑜𝑜
•= ∫ ∫ 𝐸𝐸[𝑛𝑛 𝑡𝑡 𝑛𝑛 𝜏𝜏 ]𝑑𝑑𝑑𝑑𝑑𝑑𝜏𝜏 = 𝑇𝑇 ∫0 ∫0 2 𝛿𝛿(𝑡𝑡 − 𝜏𝜏)𝑑𝑑𝑑𝑑𝑑𝑑𝜏𝜏
𝑇𝑇 0 0
1 𝑁𝑁𝑜𝑜 𝑇𝑇 𝑁𝑁𝑜𝑜 𝑇𝑇
•= ∫0
1𝑑𝑑𝑑𝑑 = , ∫0 𝛿𝛿(𝑡𝑡 − 𝜏𝜏)𝑑𝑑𝜏𝜏 = 1
𝑇𝑇 2 2
1 𝑟𝑟−𝑠𝑠𝑚𝑚 2
• 𝑝𝑝 𝑟𝑟|𝑠𝑠𝑚𝑚 = 𝑒𝑒𝑒𝑒𝑒𝑒 − 𝑁𝑁
𝑁𝑁
2𝜋𝜋 2𝑜𝑜 2 2𝑜𝑜

15
 Matched Filter Demodulator

y1(t)
f1(T-t) r1
t=T

r(t) y2(t)
f2(T-t) r2
t=T

y3(t)
f3(T-t) rN
t=T

16
 Matched Filter Demodulator
• Matched filter demodulator has the same performance as the
correlation demodulator.
• The received signal r(t) is applied to N linear filters with impulse
responses f1(T-t), f2(T-t), ….., fN(T-t). Let the output of the filters be
y1(t), y2(t), ….., yN(t) respectively. The outputs are sampled at t = T to
produce r1, r2, ….., rN.
• ℎ𝑘𝑘 𝑡𝑡 = 𝑓𝑓𝑘𝑘 𝑇𝑇 − 𝑡𝑡 , 0 ≤ 𝑡𝑡 < 𝑇𝑇
• 𝑓𝑓𝑘𝑘 (𝑡𝑡) are the N basis functions
𝑇𝑇 𝑇𝑇
• 𝑦𝑦𝑘𝑘 𝑡𝑡 = ∫0 𝑟𝑟(𝜏𝜏)ℎ𝑘𝑘 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝜏𝜏 = ∫0 𝑟𝑟(𝜏𝜏)𝑓𝑓𝑘𝑘 𝑇𝑇 − 𝑡𝑡 + 𝜏𝜏 𝑑𝑑𝜏𝜏

17
 Matched Filter Demodulator
• Sample at t = T.
𝑇𝑇 𝑇𝑇
• 𝑦𝑦𝑘𝑘 𝑇𝑇 = ∫0 𝑟𝑟 𝜏𝜏 𝑓𝑓𝑘𝑘 𝑇𝑇 − 𝑇𝑇 + 𝜏𝜏 𝑑𝑑𝜏𝜏 = ∫0 𝑟𝑟 𝜏𝜏 𝑓𝑓𝑘𝑘 𝜏𝜏 𝑑𝑑𝜏𝜏 , 𝑘𝑘 = 1,2, … , 𝑁𝑁
• This is the same result as that of correlator demodulator.
• A filter with impulse response h(t) = s(T-t) is called the matched filter
to the signal s(t).
• Flip s(t) to get s(-t).
• shift s(-t) to the right by T to get s(-(t-T)) = s(T-t)

18
 EXAMPLE
𝐴𝐴
• 𝑠𝑠 𝑡𝑡 = 𝑡𝑡, 0 ≤ 𝑡𝑡 < 𝑇𝑇 A

𝑇𝑇

s(t)
𝐴𝐴
• 𝑠𝑠 −𝑡𝑡 =
0

− 𝑡𝑡, −𝑇𝑇 ≤ 𝑡𝑡 < 0 0 T

𝑇𝑇 t

𝐴𝐴
• ℎ 𝑡𝑡 = 𝑠𝑠 𝑇𝑇 − 𝑡𝑡 = − 𝑡𝑡 − 𝑇𝑇 A

𝑇𝑇

s(-t)
𝐴𝐴 0

•= − 𝑡𝑡 + 𝐴𝐴, 0 ≤ 𝑡𝑡 < 𝑇𝑇
-T 0
t
𝑇𝑇
A

s(T-t)
0
0 T
t

19
 Matched Filter

s(t) y(t)
h(t) = s(T-t)

𝑡𝑡 𝑡𝑡
• 𝑦𝑦 𝑡𝑡 = ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 = ∫0 𝑠𝑠 𝜏𝜏 𝑠𝑠 𝑇𝑇 − 𝑡𝑡 + 𝜏𝜏 𝑑𝑑𝑑𝑑 = 𝑅𝑅𝑠𝑠 (𝑇𝑇 − 𝑡𝑡)
• 𝑦𝑦 𝑡𝑡 is the time autocorrelation function of s(t).
𝑇𝑇 2
• 𝑦𝑦 𝑇𝑇 = ∫0 𝑠𝑠 𝜏𝜏 𝑑𝑑𝜏𝜏 = 𝑅𝑅𝑠𝑠 0 = energy of s(t)
• 𝑅𝑅𝑠𝑠 0 ≥ 𝑅𝑅𝑠𝑠 𝜏𝜏
• The sample at t = T is the maximum value of autocorrelation of s(t).
20
 Matched Filter

s(t) r(t) y(t) y(T)

h(t) = s(T-t)
t=T

n(t)

• Under AWGN, matched filter provides maximum output SNR.

𝑡𝑡 𝑡𝑡
• 𝑦𝑦 𝑡𝑡 = ∫0 𝑟𝑟 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 = ∫0 [𝑠𝑠 𝜏𝜏 + 𝑛𝑛(𝜏𝜏)]ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑
𝑡𝑡 𝑡𝑡
•= ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛(𝜏𝜏)ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑
𝑡𝑡 𝑡𝑡
•= ∫0 𝑠𝑠 𝜏𝜏 𝑠𝑠 𝑇𝑇 − 𝑡𝑡 + 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛 𝜏𝜏 𝑠𝑠 𝑇𝑇 − 𝑡𝑡 + 𝜏𝜏 𝑑𝑑𝑑𝑑
21
 Matched Filter
𝑇𝑇 𝑇𝑇
• 𝑦𝑦 𝑇𝑇 = ∫0 𝑠𝑠 𝜏𝜏 𝑠𝑠 𝑇𝑇 − 𝑇𝑇 + 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛 𝜏𝜏 𝑠𝑠 𝑇𝑇 − 𝑇𝑇 + 𝜏𝜏 𝑑𝑑𝑑𝑑
𝑇𝑇 2 𝑇𝑇
• 𝑦𝑦 𝑇𝑇 = ∫0 𝑠𝑠 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛 𝜏𝜏 𝑠𝑠
𝜏𝜏 𝑑𝑑𝑑𝑑 = 𝑦𝑦𝑠𝑠 𝑇𝑇 + 𝑦𝑦𝑛𝑛 (𝑇𝑇)
• Find h(t) that maximizes (SNR)o.
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝑦𝑦𝑠𝑠2 (𝑇𝑇)
• (𝑆𝑆𝑆𝑆𝑆𝑆)𝑜𝑜 = =
𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴 𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁 𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝐸𝐸 𝑦𝑦𝑛𝑛2 (𝑇𝑇)
• 𝐸𝐸 𝑦𝑦𝑛𝑛2 (𝑇𝑇) = variance of the noise term
𝑡𝑡 𝑡𝑡
• 𝑦𝑦 𝑡𝑡 = ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛(𝜏𝜏)ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑
𝑇𝑇 𝑇𝑇
• 𝑦𝑦 𝑇𝑇 = ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑 + ∫0 𝑛𝑛(𝜏𝜏)ℎ 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑 = 𝑦𝑦𝑠𝑠 𝑇𝑇 + 𝑦𝑦𝑛𝑛 (𝑇𝑇)
22
 Matched Filter
𝑇𝑇 𝑇𝑇
• 𝐸𝐸 𝑦𝑦𝑛𝑛2 (𝑇𝑇) = 𝐸𝐸 ∫0 𝑛𝑛(𝜏𝜏)ℎ 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑 ∫0 𝑛𝑛(𝑡𝑡)ℎ 𝑇𝑇 − 𝑡𝑡 𝑑𝑑𝑡𝑡
𝑇𝑇 𝑇𝑇
• = ∫0 ∫0 𝐸𝐸 𝑛𝑛 𝜏𝜏 𝑛𝑛(𝑡𝑡) ℎ 𝑇𝑇 − 𝜏𝜏 ℎ 𝑇𝑇 − 𝑡𝑡 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
𝑁𝑁𝑜𝑜 𝑇𝑇 𝑇𝑇
• = ∫0 ∫0 𝛿𝛿(𝑡𝑡 − 𝜏𝜏) ℎ 𝑇𝑇 − 𝜏𝜏 ℎ 𝑇𝑇 − 𝑡𝑡 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
2
𝑇𝑇
• ∫0 𝛿𝛿(𝑡𝑡 − 𝜏𝜏) ℎ 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑 = ℎ 𝑇𝑇 − 𝑡𝑡
2 𝑁𝑁𝑜𝑜 𝑇𝑇 2
• 𝐸𝐸 𝑦𝑦𝑛𝑛 (𝑇𝑇) = ∫0 ℎ 𝑇𝑇 − 𝑡𝑡 𝑑𝑑𝑑𝑑
2
𝑇𝑇 2
• ∫0 ℎ 𝑇𝑇 − 𝑡𝑡 𝑑𝑑𝑑𝑑 = energy of h(t) = energy of s(t)

23
 Matched Filter
𝑇𝑇
• 𝑦𝑦𝑠𝑠 𝑇𝑇 = ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑
𝑇𝑇 2
𝑦𝑦𝑠𝑠2 (𝑇𝑇) ∫0 𝑠𝑠 𝜏𝜏 ℎ 𝑇𝑇−𝜏𝜏 𝑑𝑑𝑑𝑑
• (𝑆𝑆𝑆𝑆𝑆𝑆)𝑜𝑜 = = 𝑁𝑁𝑜𝑜 𝑇𝑇 2
𝐸𝐸 𝑦𝑦𝑛𝑛2 (𝑇𝑇) ∫ ℎ 𝑇𝑇−𝑡𝑡 𝑑𝑑𝑑𝑑
2 0
• Maximize the numerator while the denominator is held constant. Use
Cauchy-Schwarz inequality.
∞ 2 ∞ ∞
• ∫−∞ 𝑔𝑔1 𝑡𝑡 𝑔𝑔2 𝑡𝑡 𝑑𝑑𝑡𝑡 ≤ ∫−∞ 𝑔𝑔12 𝑡𝑡 𝑑𝑑𝑑𝑑 ∫−∞ 𝑔𝑔22 𝑡𝑡 𝑑𝑑𝑑𝑑
• Equality holds when 𝑔𝑔1 𝑡𝑡 = 𝑐𝑐𝑔𝑔2 𝑡𝑡
• Let 𝑔𝑔1 𝑡𝑡 = ℎ 𝑡𝑡 , 𝑔𝑔2 𝑡𝑡 = 𝑠𝑠(𝑇𝑇 − 𝑡𝑡).
24
 Matched Filter
• SNR is maximized when
• ℎ 𝑡𝑡 = 𝑐𝑐𝑐𝑐(𝑇𝑇 − 𝑡𝑡)
• ℎ 𝑇𝑇 − 𝑡𝑡 = 𝑐𝑐𝑐𝑐(𝑡𝑡)
• The scale factor c2 drops out or set c = 1.
• The maximum SNR is
𝑇𝑇 𝑇𝑇
∫0 ℎ2 𝜏𝜏 𝑑𝑑𝜏𝜏 ∫0 𝑠𝑠 2 𝑇𝑇−𝜏𝜏 𝑑𝑑𝜏𝜏 2 𝑇𝑇 2 2 𝑇𝑇 2 2𝐸𝐸
• (𝑆𝑆𝑆𝑆𝑆𝑆)𝑜𝑜,𝑚𝑚𝑚𝑚𝑚𝑚 = 𝑁𝑁𝑜𝑜 𝑇𝑇 2 = ∫0
𝑠𝑠 𝑇𝑇 − 𝜏𝜏 𝑑𝑑𝑑𝑑 = ∫0
𝑠𝑠 𝑡𝑡 𝑑𝑑𝑑𝑑 =
∫ ℎ 𝑇𝑇−𝑡𝑡 𝑑𝑑𝑑𝑑 𝑁𝑁𝑜𝑜 𝑁𝑁𝑜𝑜 𝑁𝑁𝑜𝑜
2 0

• where E is the energy of s(t). The maximum output SNR depends on

energy of s(t), not on the shape of s(t).
25