G4 Matched Filters ‘A particully important topic in detection theory isthe matched iter. ‘Two cases willbe considered, the matched alter for wnite noise, and the everlzed matched Hler for nonwhite or colored noise (¢-). A new criteion of goodness, signabtonoise rato, wil be itrodueed. The equiv= ‘lence to cotelation type rscier wll be pntd ou Known Signals and White Noi (7-5) Consider the correlator ia the upper branch of the ressiver shown in Fig. 63 and redrawn in Fig 6-5, The ouput ofthe corelaor at tne = Tie ei = Fnascoas (64) a ® f ein We now inguite iPe(7) could be obtained by using a Linear tr istead of| the muller and integrator. Assume that Such filter docs exist with a weighting function i(). Then the output of the fer in response to sn Inger «l= [hort ae In patcular the output ofthe fra ie = T's piven by [nconr—oee ey ‘Suppose we make a fonuitous session of f() snd assume that AWnatr=n, ostsT ess Seating thi into Fa (649 we et = [scr—onr—9ee= [scone 648) Observe that Ea, (64) iientcal to Eg. (642), Therefore the ouput ofthe correlator at tne Fis Mental tothe output of the iter aso at ime 7. The Fier defined by Eq (6-45) scaled matched fie I the same form the signal excop fora reveral in time. An example of sign and the corresponding matched iter i shown in Fig 66 : A. Whalen, Detection of Siyanbr (rn Werte. Acacture fess C191), 68 natenen Lees 1 20) ne Fe.66 Asia an he conepanig matted fe, Tne above results applied the signa (9. Fors), the matched fier would be AasP-0, Ose (646) ‘These Mess can be used to implement the operations of the coraation receiver of Fig. 6. The matched ter equivalent i showa ia Fig 7 Pi62 Matched terse, ‘We emphasize thatthe eortlator output and the matched flee output are the sae only at time 7. For a sine wave inp, the otpt of the cor reltor (vith F replaced by ) i approximately a liner ramp for 051 57. (Os the other hand the matched iter oulpat i approximately sine wave amplitude modulated by a Tnear ramp for (0 <1 <7) (se Sect. 3. These ‘ulpuls ae shown in Fig. 68. Tis of interest to compare the signal and the matched iter inthe Fe> ‘queney domain. Suppose te sigal has a Feuteruatsform 5440) = Fane ar ay “The transfer funeton ofthe ier, denoted by HG) is yor foe ar (os170 DETECTION OF KNOWN SONALS Fp. 68 Out of color and mish fer fr sine wae, ‘Substituting the matched fer condition, Ea, (4) ayaf@-% Oster sia n= [are a cage tee == Bt r= [4am G0) = 9) isa real function then the integrals S*(J) so thatthe matched filer and signal ar elated inthe eequency demain by the relation ja) =<" 590) (650) Known Sinan Nowslite Noite Wo next dicuss a standard engineering paramstsr ell ga 1-oi ‘aio bik i the aio ofthe signal power Uo the noe power. In mny instance, may be defied asthe ratio o the squat ofthe weruge value of 4 random variable tothe variane of the rindom variable [twill be shown that the machod fiers defied above raximizes tis rao forthe white oie cave (7,9). Thi reat in drived elo as «special ease of the general ited matched ier for nave noe, Fer the derivation ofthe generalized matched Str, start off by defining nev problem and x rew citron of goodness. This wil ead tothe general 64 watoneD rurens m solution ofthe matched ster problem fr ponsite noise. The solution wil then be used forthe special ese of white nt ‘Conder a received waveform containing sigal and nose, that i, 1) =H) +1). The signal is completely known and extends over the fnterval (0.7). The nose whichis nol necessarily white or Gaussian, has ‘zero mean and autocortéaion function Rt therefore at last wide ‘Sense stationary. We want to design a linear ter Mf) such that he signal tovnode rao ofthe output a ime Ts a maximum. "The output af the fltor atime Tis y= [Morr ¢e = [fuewer der [nemnr-9ée 8D “The sia ad aie eomponens are easy erie as sin= [aowr 9 on) Naps [Taour—syée os (Note that Sir) also the average value Of 7). In sais the ratio of, Sandard deviation to average walue of «random varable i called the ‘oficent of variation. Ths our eiterion here might also be expresed as ‘irimizing this coeticient of variation.) The oie component has ze mesa, fit variance or power i rer elf [faomener ~ ont ~ pees) at machen ran eqn = fF [aamerRe— 9 de de (658) “Thesignalto-rsaoiseratioisherefore (T/CEWN"(T)I]", Forsmeoningt solution the rtio is maximied subject othe eonsirai that S(T) is co Sant Then to manimize the raio must miniao E(N°(7)). Tae com Strain is introduced by adding S(T) to E{N°(7)}. where isa Lagrange smuliptier (10). Thus = EWA) — uSIT) os)m DETECTION OF KNOWN SIGNALS sto be mininae with respect to the fer weighting Function Ko). The ‘explicit expression for @ is a nfl [uoman(e-odede—n [Kone —ade 656 To accompli te msiiaon, we ute les of vriaon (10 ‘eet Alan ne ee ae i) = ha) +6) 6m ses astray funtion defied for 0 7, i in the" future” and is beyond the aecers of phys elizsbe ler To account fo this Wecan modify th relation of Eg (673) 0 be ‘While such a lier physi eliza, it must be recognize that it may be only an approximation tothe optimum system. ‘uve processing is done in nonteal ime ne we alow a delay in obi Jing the sigalo-noes the point Ty the appropriate ile uneion becomes