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.

1
 Matched Filter
• Detection of pulse in presence of additive noise
Receiver knows what pulse shape it is looking for

g(t) x(t) h(t) y(t) y(T) T is the

symbol
Pulse t=T
Matched period
signal
i l
w(t) filter
Additive white Gaussian y (t ) = g (t ) * h(t ) + w(t ) * h(t )
noise (AWGN) with zero = g 0 (t ) + n(t )
mean and variance N0 /2

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 η , where η is peak pulse SNR T is the
| g (T ) |2 instantane ous power symbol
η= 0 2 =
E{n (t )} average
g power
p period

g(t) x(t) h(t) y(t) y(T)

Pulse t=T
signal Matched
w(t) filter

2
 Energy Spectra- Deterministic Signals
• Deterministic signal x(t) • Autocorrelation of x(t)
w/ Fourier transform X(f)
(f) rx (τ ) = x (τ ) * x* ( −τ )
Energy spectrum is square of Maximum value (when it
absolute value of magnitude exists) is at Rx(0)
response (phase is ignored) rx(τ) is even symmetric,
2
Ex ( f ) = X ( f ) = X ( f ) X * ( f ) i.e. rx(τ) = rx(-τ)
x(t)
Multiplication in Fourier domain 1
is convolution in time domain
Conjugation in Fourier domain is 0 Ts t
Rx(τ)
reversal & conjugation in time Ts
{
X ( f ) X ( f ) = F x(τ ) * x (−τ )
* *
}
-Ts Ts τ
2
Thus, Ex ( f ) = X ( f ) = F{rx (τ )}

Power Spectra – Random Signals

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

{ } ∞
Rn (τ ) = E n(t ) n* (t + τ ) = ∫ n(t ) n* (t + τ ) dt
−∞

{ } ∞
Rn (−τ ) = E n(t ) n* (t − τ ) = ∫ n(t ) n* (t − τ ) dt = n(τ ) * n* (−τ )
−∞

For zero-mean Gaussian random process n(t) with variance σ2

{ }
Rn (τ ) = E n(t ) n* (t + τ ) = σ 2 δ (τ ) ⇔ Pn ( f ) = σ 2

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 Output SNR for White Input Noise
Noise power
g(t) x(t) h(t) y(t) y(T) spectrum SW(f)
N0
Pulse t=T 2
signal w(t) Matched filter f
N
• Noise n(t ) = w(t ) * h(t ) S N ( f ) = SW ( f ) S H ( f ) = 0 | H ( f ) |2
2
AWGN Matched
∞ ∞
N filter
E{ n (t ) } = ∫ S N ( f ) df = 0
2
∫| H ( f ) |
2
df
−∞
2 −∞

• Signal g 0 (t ) = g (t ) * h(t ) G 0 ( f ) = H ( f )G ( f )
∞

∫ H ( f ) G( f ) e
j 2π f t
g 0 (t ) = df T is the
−∞
∞ symbol
∫ H ( f ) G( f ) e
j 2π f T
| g 0 (T ) |2 = | df |2 period
−∞

Matched Filter Criterion

• Find h(t) that maximizes output peak SNR η

∫ H ( f ) G( f ) e
j 2π f T
| df | 2
η= −∞
∞
N0
∫
2
| H ( f ) | df
2 −∞

4
 Schwartz Inequality
∫ | Φ (x ) | dx < ∞
2
1 Requirements: In this case,
they must be finite signals.
∫ | Φ (x ) | dx < ∞
2
2

∞ ∞
| ∫ Φ 1 ( x )Φ 2 ( x )dx | ≤ ∫ | Φ 1 (x ) | dx ∫ | Φ 2 ( x ) |2 dx
2 2

−∞ −∞

The equality holds if φ1(x) =k φ2*(x).

Matched Filter Derivation

Let φ1 ( f ) = H ( f ) and φ2 ( f ) = G* ( f ) e− j 2 π f T
∞ ∞ ∞
|∫ H ( f ) G( f ) e j 2π f T
df | ≤ ∫ | H ( f ) | df
2 2
∫ | G( f ) |
2
df
-∞ −∞ −∞
∞
|∫ H ( f ) G( f ) e j 2 π f T df |2 ∞
2
η= ≤ ∫ | G( f ) |
-∞ 2
∞
df
N0 N0
∫ | H( f ) | −∞
2
df T is the
2 −∞ symbol
∞
2 period
ηmax = ∫
N0 −∞
| G( f ) |2 df , which occurs when

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

Hence, hopt (t ) = k g * (T − t )

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 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
ηmax = ∫ = ∫ | g (t ) |2 dt = b = SNR
2
| G( f ) | df
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 (τ )h (t − τ )d τ
−∞
• From the definition of the matched filter, we can incorporate the
p
impulse h(t)
( ) and the input
p signal
g φ( φ(t)) so that:
h (t ) = Φ (T − t )
• Then, the output becomes:
∞
y (t ) = ∫ x (τ )Φ (T − t + τ )dτ
−∞

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 Sampling at t = T, we get:

∞ T
y (T ) = ∫ x (τ )Φ (τ )dτ = ∫ x (τ )Φ (τ )dτ
−∞ 0
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!!!