EEE 461 1

Chapter 6
Chapter 6
Matched Filters
Matched Filters

Huseyin Bilgekul
EEE 461 Communication Systems II
Department of Electrical and Electronic Engineering
Eastern Mediterranean University

Matched Filters

Matched filters for white noise

Integrate and Dump matched filter

Correlation processing

EEE 461 2
Matched Filter
Matched Filter

The Matched Filter is the linear filter that maximizes:

Recall
( ) ( ) ( ) ( ) ( ) ( )
y t h t x t Y f H f X f
Matched Filter
h(t)
H(f)
r(t)=s(t)+n(t)
R(f)
r
o
(t)=s
o
(t)+n
o
(t)
R
o
(f)
( ) ( ) ( )
2
y x
S f H f S f
( )
( )
2
2
o
out o
s t
S
N n t
_

,

EEE 461 3
Matched Filter
Matched Filter

Design a linear filter to minimize the effect of noise while

maximizing the signal.
s(t) is the input signal and s
0
(t) is the output signal.

The signal is assumed to be known and absolutely time limited and

zero otherwise.
The PSD, P
n
(f) of the additive input noise is also assumed to be
known.

Design the filter such that instantaneous output signal power is

maximized at a sampling instant t
0
, compared with the average
output noise power:
( )
( )
2
2
o
out o
s t
S
N n t
_

,

EEE 461 4
Matched Filter
Matched Filter

The goal is maximize (S/N)

out

s(t)
T
T
( )
( )
2
2
o
out o
s t
S
N n t
_

,
h(t)
H(f)
Threshold
Detector
Sampler
t = t
o
r(t)=s(t)+n(t)
R(f)
r
o
(t)=s
o
(t)+n
o
(t)
R
o
(f)
s
o
(t)
r(t)=s(t)+n(t)
r
o
(t)=s
o
(t)+n
o
(t)

EEE 461 5
Matched Filter
Matched Filter

The matched filter does not preserve the input signal shape.

The objective is to maximize the output signal-to-noise ratio.

The matched filter is the linear filter that maximizes (S/N)
out
and has a
transfer function given by:

where S(f) = F[s(t)] of duration T sec.

t
0
is the sampling time

K is an arbitrary, real, nonzero constant.

The filter may not be realizable.

( )
( )
( )
o
j t
n
S f e
H f K
P f

EEE 461 6
Signal and Noise Calculation
Signal and Noise Calculation

Signal output:

Output noise power or variance

Putting the pieces together gives:

Simplify Using Schwartz Inequality.

Equality occurs only if A(f) = K B*(f)
( ) ( ) ( ) { } ( ) ( )
2
o
j t
o o
s t t F S f H f S f H f e df

EEE 461 7
Signal and Noise Calculation
Signal and Noise Calculation

Apply the Schwartz Inequality:

Then we obtain:
Maximum (S/N)
out
is attained when equality occurs if we
choose:
( ) ( ) ( ) ( ) ( ) ( )
,
o
j t
n n
A f H f P f B f S f e P f

( ) ( )
( )
( )
( )
( ) ( )
or
o o
j t j t
n
n
n
KS f e KS f e
H f P f H f
P f
P f


( )
( )
( )
o
j t
n
S f e
H f K
P f

EEE 461 8
Matched Filter for White Noise
Matched Filter for White Noise

For a white noise channel, P
n
(f ) = N
o
/2
Here E
s
is the energy of the input signal. The filter H(f ) is:
The output SNR depends on the signal energy E
s
and not on the
particular shape that is used.

Impulse response is the known signal wave shape played

Backwards and shifted by t
o.

EEE 461 9
Matched Filter for White Noise
Matched Filter for White Noise

Increase in the time-bandwidth product does not change the output

SNR.
If a symbol lasts for T seconds, then there are 3 cases: (t
o
< T,

t
o
= T

and

t
o
> T)
t
o
< T

gives a NONCAUSAL input response
t
o
> T

gives a DELAY in deciding what was sent
t
o
= T gives the MINIMUM DELAY for a decision plus it is
REALIZABLE.
( ) ( ) ( ) ( )
2 2
o
F
j t
o
o o
K K
h t s t t H f S f e
N N



EEE 461 10
Impulse Response of Matched Filter
Impulse Response of Matched Filter

Thus, s(t) and h(t) have duration T.

The delay is also T

The output has duration 2T

because s
0
(t) = s(t)*h(t).

Note that the peak value is at T.

2T
s(t)+n(t)
s
o
(t)
( ) ( ) ( ) ( )
F
j T
h t Cs T t H f CS f e



EEE 461 11
Impulse Response of Matched Filter
Impulse Response of Matched Filter
The output is obtained by performing convolution s
0
(t) = s(t)*h(t).

EEE 461 12
MF Example for White Noise
MF Example for White Noise

Consider the set of signals:

Draw the matched filter for each signal and

sketch the filter responses to each input
T/2 T
s
1
(t)
T/2 T
s
2
(t)

EEE 461 13
T/2 T
h
1
(t)
T/2 T
s
1
(t)
T/2
T
s
2
(t)
MF Example for White Noise
MF Example for White Noise

T/2
T
h
2
(t)
T/2 T
y
11
(t)=s
1
(t)*h
1
(t)
T/2 T
y
21
(t)=s
2
(t)*h
1
(t)

EEE 461 14
Integrate and Dump (Matched) Filter
Integrate and Dump (Matched) Filter

EEE 461 15
Integrate and Dump (Matched) Filter
Integrate and Dump (Matched) Filter
Input Signal
Backward Signal
Matched Filter Impulse Response
Matched Filter Output Signal

EEE 461 16
Integrate and Dump Realization of Matched Filter
Integrate and Dump Realization of Matched Filter

EEE 461 17
Correlation Processing
Correlation Processing

EEE 461 18
Correlation Processing
Correlation Processing

Theorem: For the case of white noise, the matched filter can be realized
by correlating the input with s(t) where r(t) is the received signal and
s(t) is the known signal wave shape.

Correlation is often used as a matched filter for Band pass signals.

( )
( ) ( )
o
o
t
o o
t T
r t r t s t dt

EEE 461 19
Correlation (Matched Filter) Detection of BPSK
Correlation (Matched Filter) Detection of BPSK
( )
cos If 2
cos If 2
( ) 2
c
c
A t
s t
A t
nT t n T

'

< +