1

Chapter 2:
MATCHED FILTERS AND SIGNAL
SPACE REPRESENTATIONS
References for Transparencies:
Sorour Falahati (uu.se), Comlab.hut.fin, Forouzan Mc.Graw Hill
Lectured by Assoc. Prof. Dr. Thuong Le-Tien
Sept, 2011
2
Formatting and transmission of baseband signal
Information (data) rate:
Symbol rate :
For real time transmission:
Sampling at rate
(sampling time=Ts)
Quantizing each sampled
value to one of the
L levels in quantizer.
Encoding each q. value to
bits
(Data bit duration Tb=Ts/l)
Encode
Pulse
modulate Sample Quantize
Pulse waveforms
(baseband signals)
Bit stream
(Data bits)
Format
Digital info.
Textual
info.
Analog
info.
source
Mapping every data bits to a
symbol out of M symbols and transmitting
a baseband waveform with duration T
s s
T f / 1 =
L l
2
log =
M m
2
log =
[bits/sec] / 1
b b
T R =
ec] [symbols/s / 1 T R =
mR R
b
=
3
Quantization example
t
Ts: sampling time
x(nTs): sampled values
xq(nTs): quantized values
boundaries
Quant. levels
111 3.1867
110 2.2762
101 1.3657
100 0.4552
011 -0.4552
010 -1.3657
001 -2.2762
000 -3.1867
PCM
codeword
110 110 111 110 100 010 011 100 100 011
PCM sequence
amplitude
x(t)
4
Example of M-ary PAM
0 Tb 2Tb 3Tb 4Tb 5Tb 6Tb
0 Ts 2Ts
0 T 2T 3T
2.2762 V 1.3657 V
1 1 0 1 0 1
-B
B
T
01
3B
T
T
-3B
T
00
10
1
A.
T
0
T
-A.
Assuming real time tr. and equal energy per tr. data bit for
binary-PAM and 4-ary PAM:
4-ary: T=2Tb and Binay: T=Tb

4-ary PAM
(rectangular pulse)
Binary PAM
(rectangular pulse)
11
0 T 2T 3T 4T 5T 6T
2 2
10B A =
5
Demodulation and detection
Major sources of errors:
Thermal noise (AWGN)
disturbs the signal in an additive fashion (Additive)
has flat spectral density for all frequencies of interest (White)
is modeled by Gaussian random process (Gaussian Noise)
Inter-Symbol Interference (ISI)
Due to the filtering effect of transmitter, channel and receiver,
symbols are smeared.
Format
Pulse
modulate
Bandpass
modulate
Format Detect
Demod.
& sample
) (t s
i
) (t g
i
i
m
i
m
) (t r ) (T z
channel
) (t h
c
) (t n
transmitted symbol
estimated symbol
M i , , 1 =
M-ary modulation
6
Example:
Impact of
the channel
Figure a: (top)
Binary Signal
Figure b:
M-array Signal
7
Receiver job
Demodulation and sampling:
Waveform recovery and preparing the
received signal for detection:
Improving the signal power to the noise power
(SNR) using matched filter
Reducing ISI using equalizer
Sampling the recovered waveform
Detection:
Estimate the transmitted symbol based on
the received sample
8
Receiver structure
Frequency
down-conversion
Receiving
filter
Equalizing
filter
Threshold
comparison
For bandpass signals
Compensation for
channel induced ISI
Baseband pulse
(possibly distored)
Sample
(test statistic)
Baseband pulse
Received waveform
Step 1 waveform to sample transformation Step 2 decision making
) (t r
) (T z
i
m
Demodulate & Sample Detect
9
Baseband and bandpass
Bandpass model of detection process is
equivalent to baseband model because:
The received bandpass waveform is first
transformed to a baseband waveform.
Equivalence theorem:
Performing bandpass linear signal processing
followed by heterodying the signal to the
baseband, yields the same results as
heterodying the bandpass signal to the
baseband , followed by a baseband linear
signal processing.
10
Steps in designing the receiver
Find optimum solution for receiver design
with the following goals:
1. Maximize SNR
2. Minimize ISI
Steps in design:
Model the received signal
Find separate solutions for each of the goals.
First, we focus on designing a receiver
which maximizes the SNR.
11
Design the receiver filter to maximize the SNR
Model the received signal
Simplify the model:
Received signal in AWGN
) (t h
c
) (t s
i
) (t n
) (t r
) (t n
) (t r
) (t s
i
Ideal channels
) ( ) ( t t h
c
o =
AWGN
AWGN
) ( ) ( ) ( ) ( t n t h t s t r
c i
+ - =
) ( ) ( ) ( t n t s t r
i
+ =
12
Matched filter receiver
Problem:
Design the receiver filter such that the SNR is
maximized at the sampling time when
is transmitted.
Solution:
The optimum filter, is the Matched filter, given by
which is the time-reversed and delayed version of the
conjugate of the transmitted signal
) (t h
) ( ) ( ) (
*
t T s t h t h
i opt
= =
) 2 exp( ) ( ) ( ) (
*
fT j f S f H f H
i opt
t = =
M i t s
i
,..., 1 ), ( =
T 0 t
) (t s
i
T 0 t
) ( ) ( t h t h
opt
=
13
Example of matched filter
T t T t T t 0 2T
) ( ) ( ) ( t h t s t y
opt i
- =
2
A
) (t s
i
) (t h
opt
T t T t T t 0 2T
) ( ) ( ) ( t h t s t y
opt i
- =
2
A
) (t s
i
) (t h
opt
T/2 3T/2 T/2 T T/2
2
2
T A

T
A
T
A
T
A
T
A
T
A
T
A
14
Properties of the matched filter
1. The Fourier transform of a matched filter output with the matched
signal as input is, except for a time delay factor, proportional to the
ESD of the input signal.
2. The output signal of a matched filter is proportional to a shifted
version of the autocorrelation function of the input signal to which
the filter is matched.
3. The output SNR of a matched filter depends only on the ratio of the
signal energy to the PSD of the white noise at the filter input.
4. Two matching conditions in the matched-filtering operation:
spectral phase matching that gives the desired output peak at time T.
spectral amplitude matching that gives optimum SNR to the peak value.
) 2 exp( | ) ( | ) (
2
fT j f S f Z t =
s s s
E R T z T t R t z = = = ) 0 ( ) ( ) ( ) (
2 /
max
0
N
E
N
S
s
T
=
|
.
|

\
|
15
Correlator receiver
The matched filter output at the
sampling time, can be realized as the
correlator output.
> =< =
- =
}
) ( ), ( ) ( ) (
) ( ) ( ) (
*
0
t s t r d s r
T r T h T z
i
T
opt
t t t
16
Implementation of matched filter receiver
(
(
(

M
z
z

1
z =
) (t r
) (
1
T z
) (
*
1
t T s
) (
*
t T s
M

) (T z
M
z
Bank of M matched filters
Matched filter output:
Observation
vector
) ( ) ( t T s t r z i
i
- =
-
M i ,..., 1 =
) ,..., , ( )) ( ),..., ( ), ( (
2 1 2 1 M M
z z z T z T z T z = = z
17
Implementation of correlator receiver
dt t s t r z
i
T
i
) ( ) (
0
}
=
}
T
0
) ( 1 t s
-
}
T
0
) (t s M
-
(
(
(

M
z
z

1
z =
) (t r
) (
1
T z
) (T z
M
z
Bank of M correlators
Correlators output:
Observation
vector
) ,..., , ( )) ( ),..., ( ), ( (
2 1 2 1 M M
z z z T z T z T z = = z
M i ,..., 1 =
18
Example of implementation of
matched filter receivers
(
(
(

2
1
z
z
z =
) (t r
) (
1
T z
) (
2
T z
z
Bank of 2 matched filters
T t
) (
1
t s
T t
) (
2
t s
T
T 0
0
T
A
T
A
T
A
T
A
0
0
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Signal space
What is a signal space?
Vector representations of signals in an N-
dimensional orthogonal space
Why do we need a signal space?
It is a means to convert signals to vectors and
vice versa.
It is a means to calculate signals energy and
Euclidean distances between signals.
Why are we interested in Euclidean distances
between signals?
For detection purposes: The received signal is
transformed to a received vectors. The signal
which has the minimum distance to the received
signal is estimated as the transmitted signal.
20
Schematic example of a signal space
) , ( ) ( ) ( ) (
) , ( ) ( ) ( ) (
) , ( ) ( ) ( ) (
) , ( ) ( ) ( ) (
2 1 2 2 1 1
32 31 3 2 32 1 31 3
22 21 2 2 22 1 21 2
12 11 1 2 12 1 11 1
z z t z t z t z
a a t a t a t s
a a t a t a t s
a a t a t a t s
= + =
= + =
= + =
= + =
z
s
s
s




) (
1
t
) (
2
t
) , (
12 11 1
a a = s
) , (
22 21 2
a a = s
) , (
32 31 3
a a = s
) , (
2 1
z z = z
Transmitted signal
alternatives
Received signal at
matched filter output
21
Signal space
To form a signal space, first we need to
know the inner product between two
signals (functions):
Inner (scalar) product:
Properties of inner product:
}

>= < dt t y t x t y t x ) ( ) ( ) ( ), (
*
= cross-correlation between x(t) and y(t)
> < >= < ) ( ), ( ) ( ), ( t y t x a t y t ax
> < >= < ) ( ), ( ) ( ), (
*
t y t x a t ay t x
> < + > >=< + < ) ( ), ( ) ( ), ( ) ( ), ( ) ( t z t y t z t x t z t y t x
22
The distance in signal space is measure by
calculating the norm.
What is norm?
Norm of a signal:
Norm between two signals:
We refer to the norm between two signals as
the Euclidean distance between two signals.
x
E dt t x t x t x t x = = > < =
}

2
) ( ) ( ), ( ) (
) ( ) ( t x a t ax =
) ( ) (
,
t y t x d
y x
=
= length of x(t)
23
Example of distances in signal space
) (
1
t
) (
2
t
) , (
12 11 1
a a = s
) , (
22 21 2
a a = s
) , (
32 31 3
a a = s
) , (
2 1
z z = z
z s
d
,
1
z s
d
,
2
z s
d
,
3
The Euclidean distance between signals z(t) and s(t):
3 , 2 , 1
) ( ) ( ) ( ) (
2
2 2
2
1 1 ,
=
+ = =
i
z a z a t z t s d
i i i z s
i
1
E
3
E
2
E
24
N-dimensional orthogonal signal space is
characterized by N linearly independent functions
called basis functions. The basis functions
must satisfy the orthogonality condition
where
If all , the signal space is orthonormal.
{ }
N
j
j
t
1
) (
=

ji i j
T
i j i
K dt t t t t o = >= <
}
) ( ) ( ) ( ), (
*
0
T t s s 0
N i j ,..., 1 , =

=
=
=
j i
j i
ij
0
1
o
1 =
i
K
25
Example: 2-dimensional orthonormal signal space
Example: 1-dimensional orthonornal signal space
1 ) ( ) (
0 ) ( ) ( ) ( ), (
0 ) / 2 sin(
2
) (
0 ) / 2 cos(
2
) (
2 1
2
0
1 2 1
2
1
= =
= >= <

< s =
< s =
}
t t
dt t t t t
T t T t
T
t
T t T t
T
t
T


t
t
T t
) (
1
t
T
1
0
) (
1
t
) (
2
t
0
1 ) (
1
= t
) (
1
t
0
26
Any arbitrary finite set of waveforms
where each member of the set is of duration T,
can be expressed as a linear combination of N
orthonogal waveforms where .
where
{ }
M
i i
t s
1
) (
=
{ }
N
j
j
t
1
) (
=

M N s

=
=
N
j
j ij i
t a t s
1
) ( ) (
M i ,..., 1 =
M N s
dt t t s
K
t t s
K
a
T
j i
j
j i
j
ij
) ( ) (
1
) ( ), (
1
0
*
}
>= < = T t s s 0
M i ,..., 1 =
N j ,..., 1 =
) ,..., , (
2 1 iN i i i
a a a = s
2
1
ij
N
j
j i
a K E

=
=
Vector representation of waveform
Waveform energy
27

=
=
N
j
j ij i
t a t s
1
) ( ) (
) ,..., , (
2 1 iN i i i
a a a = s
(
(
(

iN
i
a
a

1
) (
1
t
) (t
N

1 i
a
iN
a
) (t s
i
}
T
0
) (
1
t
}
T
0
) (t
N

(
(
(

iN
i
a
a

1
m
s =
) (t s
i
1 i
a
iN
a
m
s
Waveform to vector conversion Vector to waveform conversion
28
Example of projecting signals to an
orthonormal signal space
) , ( ) ( ) ( ) (
) , ( ) ( ) ( ) (
) , ( ) ( ) ( ) (
32 31 3 2 32 1 31 3
22 21 2 2 22 1 21 2
12 11 1 2 12 1 11 1
a a t a t a t s
a a t a t a t s
a a t a t a t s
= + =
= + =
= + =
s
s
s



) (
1
t
) (
2
t
) , (
12 11 1
a a = s
) , (
22 21 2
a a = s
) , (
32 31 3
a a = s
Transmitted signal
alternatives
dt t t s a
T
j i ij
) ( ) (
0
}
=
T t s s 0
M i ,..., 1 =
N j ,..., 1 =
29
To find an orthonormal basis functions for a given
set of signals, Gram-Schmidt procedure can be
used.
Gram-Schmidt procedure:
Given a signal set , compute an orthonormal
basis
1. Define
2. For compute
If let
If , do not assign any basis function.
3. Renumber the basis functions such that basis is
This is only necessary if for any i in step 2.
Note that
{ }
M
i i
t s
1
) (
=
{ }
N
j
j
t
1
) (
=

) ( / ) ( / ) ( ) (
1 1 1 1 1
t s t s E t s t = =
M i ,..., 2 =

=
> < =
1
1
) ( ) ( ), ( ) ( ) (
i
j
j j i i i
t t t s t s t d
0 ) ( = t d
i
) ( / ) ( ) ( t d t d t
i i i
=
0 ) ( = t d
i
{ } ) ( ),..., ( ), (
2 1
t t t
N

0 ) ( = t d
i
M N s
30
Example of Gram-Schmidt procedure
Find the basis functions and plot the signal space for
the following transmitted signals:
Using Gram-Schmidt procedure:
T t
) (
1
t s
T t
) (
2
t s
) ( ) (
) ( ) (
) ( ) (
2 1
1 2
1 1
A A
t A t s
t A t s
= =
=
=
s s

) (
1
t
-A A 0
1
s
2
s
T
A
T
A
0
0
T t
) (
1
t
T
1
0
0 ) ( ) ( ) ( ) (
) ( ) ( ) ( ), (
/ ) ( / ) ( ) (
) (
1 2 2
0
1 2 1 2
1 1 1 1
0
2
2
1 1
= =
= >= <
= =
= =
}
}
t A t s t d
A dt t t s t t s
A t s E t s t
A dt t s E
T
T

1
2
31
Implementation of matched filter receiver
) (t r
1
z
) ( 1 t T
-

) ( t T N
-

N
z
Bank of N matched filters
Observation
vector
) ( ) ( t T t r z
j j
- =
N j ,..., 1 =
) ,..., , (
2 1 N
z z z = z

=
=
N
j
j ij i
t a t s
1
) ( ) (
M N s
M i ,..., 1 =
(
(
(

N
z
z
1
z =
z
32
Implementation of correlator receiver
) ,..., , (
2 1 N
z z z = z
N j ,..., 1 = dt t t r z
j
T
j
) ( ) (
0

}
=
}
T
0
) (
1
t
}
T
0
) (t
N

(
(
(

N
r
r

1
z =
) (t r
1
z
N
z
z
Bank of N correlators
Observation
vector

=
=
N
j
j ij i
t a t s
1
) ( ) ( M i ,..., 1 =
M N s
33
Example of matched filter receivers using
basic functions
Number of matched filters (or correlators) is reduced by 1 compared to
using matched filters (correlators) to the transmitted signal.
T t
) (
1
t s
T t
) (
2
t s
T t
) (
1
t
T
1
0
| |
1
z
z =
) (t r z
1 matched filter
T t
) (
1
t
T
1
0
1
z
T
A
T
A
0
0
34
White noise in orthonormal signal space
AWGN n(t) can be expressed as
) (
~
) (

) ( t n t n t n + =
Noise projected on the signal space
which impacts the detection process.
Noise outside on the signal space
> =< ) ( ), ( t t n n
j j

0 ) ( ), (
~
>= < t t n
j

) ( ) (
1
t n t n
N
j
j j
=
=
N j ,..., 1 =
N j ,..., 1 =
Vector representation of
) ,..., , (
2 1 N
n n n = n
) ( t n
independent zero-mean
Gaussain random variables with
variance
{ }
N
j
j
n
1 =
2 / ) var(
0
N n
j
=