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ENG573 Leature Note Week 3-1

1. Matched filters provide optimal detection of signals in additive white Gaussian noise channels by maximizing the signal-to-noise ratio. 2. For binary signals, the output of the matched filter is compared to a threshold to determine which signal was sent. The threshold is chosen to minimize the average probability of error. 3. For binary orthogonal signals, the received signal is passed through two matched filters and the difference of the outputs is used for detection. The probability of error depends on the variance of the difference.

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0% found this document useful (0 votes)
29 views16 pages

ENG573 Leature Note Week 3-1

1. Matched filters provide optimal detection of signals in additive white Gaussian noise channels by maximizing the signal-to-noise ratio. 2. For binary signals, the output of the matched filter is compared to a threshold to determine which signal was sent. The threshold is chosen to minimize the average probability of error. 3. For binary orthogonal signals, the received signal is passed through two matched filters and the difference of the outputs is used for detection. The probability of error depends on the variance of the difference.

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Digital Modulation Methods

in AWGN Channels (2)


Sina Vafi
College of Engineering, IT and Environment
Matched-filter type demodulator

Binary antipodal signals:


r(t)=smψ (t) + n(t) 0 ≤t < Tb

Assume the received signal r(t) passes through a linear time-invariant filter

h(t)=ψ(Tb-t) 0≤ t < Tb

• The filter output: y(t)= ℎ −


• We sample the output of the filter at t=Tb, y(Tb)= ℎ −
• We know h(Tb-τ)=ψ (τ). Therefore,

[ + ( )] = ( ) + ( ) = +

Conclusion: The output of filter at t=Tb is the same as the output obtained from the cross
correlator

A filter with impulse response h(t)=s(T-t) (0 ≤t <T) is named matched filter to the signal s(t).
y(t)= − +
Binary Orthogonal signals
• Binary Orthogonal signals are two-dimensional signals
• In place of correlators, two linear time invariant filter is applied

r(t)=sm(t)+n(t) 0≤t <Tb m=1,2

• The impulse response of two filters matched to ψ1(t) and ψ2(t) are defined as:

h1(t)=ψ1(Tb-t) 0 ≤ t <Tb and h2(t)=ψ2(Tb-t) 0 ≤ t <Tb

• The received signal is passed through two filters. Output of filters are:
= ℎ − = 1,2
• Sample ym(t) at t=Tb :

= = ℎ − = m=1,2

The output obtained from matched filter is the same as the output from cross-correlator.
Properties of Matched filter
Received signal: r(t)=s(t) +n(t)
n(t): AWGN with zero mean and a power spectral density Sn(f)=N0/2 W/Hz

• r(t) is passed through a filter with the impulse response h(t), 0 ≤ t <T

• The filter output:


= ℎ −

= ℎ − + ℎ −

• Samples of y(t) at time t=T

= ( )ℎ − + ( )ℎ − = + !

ys(T): Signal component


yn(T): noise component

We select a filter so as to maximise the output Signal to Noise Ratio (SNR)


" ( )
=
# $ %( ! ( )
% ! = % ℎ − ℎ −
&'
= ( − ℎ − ℎ −
&'
= ℎ −

• Variance depends on the power spectral density of noise and energy in impulse response h(t)

" ℎ − ℎ −
= =
# # #
$
2 ℎ − 2 ℎ −

• (S/N)o is maximised when the denominator is constant and nominator is in a maximum value

How to maximise nominator?

+ + +
Apply Cauchy-Schwartz inequality: )
,+ *
) ≤ )
,+ * ,+
)

• Equality holds when )* = =) , where = is a constant.


• Take )* = ℎ and ) (t)=s(T-t). (S/N)o is maximised when h(t)=Cs(T-t). This means h(t) is
matched to the signal s(t).
" 2 2%
= =
# $
# #$
Es: Energy of the signal s(t).

• Frequency domain implementation of matched filter

We have h(t)=s(T-t)
• Fourier transform of h(t):

− C ,D EF = ( )C D EFG C ,D EF = " ∗ (B)C ,D EF


A B =

Conclusion:
1. |H(f)|=|S(f)|
2. Phase of H(f) is the negative of phase of S(f).
3. The output of waveform:
+ +
= I B CD EF
B= "(B) C ,D EF
CD EF
B
,+ ,+
By sampling ys(t) at time t=T:
+
= "(B) B= =%
,+
4. The noise of the output of matched filter has a power spectral density of:
#
" B = A(B)
2
5. The total noise power at the output of the matched filter:
+ + +
# # %#
J! = " B B= A(B) B= "(B) B=
,+ ,+ 2 2 ,+ 2

The signal power: J = ( )

K LM OMP OM
Then, & $
= LN
= Q = &'
OM '
P
Performance of optimum detector:

Binary antipodal signals


• The output of demodulator is: y=sm+n =± %
• The input to the detector is scalar. This means, the detector compares y with a threshold α.
• If y>α: signal s1(t) was transmitted
• If y<α: signal s2(t) was transmitted

The average probability of error (in terms of α):


T +
J S = J( * ) B * + J( ) B( | )
,+ T
• P(s1) and P(s2) are the a-priori probabilities of two possible transmitted signals.

What value of α minimizes the average probability of error?


VLP (T)
• We need to find VT
=0.
F(T| W) L( P)
• P(s1)f(α|s1)-P(s2)f(α|s2)=0. Hence, =
F(T| P ) L( W)
* P
,(X, Y ) /&'
• We have B( | )= C m=1,2
E&'
P P
T, O [ T\ O [ J(" )
C &' C &' =
J("* )
Then,
]T O /&'
J(" ) J(" ) #
C = → S= `
J("* ) 4 % J("* )

• If P(s1) > P(S2) : α <0


• If P(s1) < P(S2) : α >0
• If P(s1)=P(s2), then α=0

Average probability of error:


P
1 1 1 X, O [
J = B * + B * = B * = C &'
2 ,+ 2 ,+ ,+ a# ,+

Note:
&'
Let x=(y- % )/ b 1 ,c
1 +
,iP / P/
h d = C j= C ,i j
*
Pe
bQ ,c P / O 2a ,+ 2a c
J = E ,+
'C d= Q( &'
)
Binary Orthogonal signals
• y1 = % + * , =
• n1 and n2: statistically independent with zero
mean Gaussian variables and k! = &'b
• Probability of error depends on the difference
between y1 and y2
• If y1-y2<0, transmission of s1(t) is decided.
• If y1-y2>0, transmission of s2(t) is decided.
• Let z=y1-y2= % + * −
• z is Gaussian random variable with mean % and variance kl = #
* P
Probability density function of z: B(m)= C ,(l, O ) / &'
E&'
The average probability of error :
O
, &
1 ' P %
J =J m<0 = B m m= C ,c ⁄ d=h
,+ 2a ,+ #
Remember:
O
• For binary antipodal signals: J = h
&'
• For the same probability of error, antipodal signals require 3 dB less signal energy than
orthogonal signals.
Expression of probability of error
+
• Based on Euclidean distance between two signals: * = ,+ * − ( )
For antipodal signals:
• Signals are separated by distance d12: * = 2 %
P
qWP Pb qWP
Hence, % = ] and J = h .
&'

qWP Pb
For orthogonal signals: * = 2% , % =
M-Ary digital modulation
• Binary information sequence is subdivided into blocks of k bits (symbols)
• Each block (symbol) is represented by one of M=2k signals (each of duration T)
• Signalling rate Rs=1/T
• Each signal carries k=log2M bits of information.
• Bit rate is Rb=kRs=k/T
• Bit interval: Tb=1/Rb=T/k
Note:
• M-ary signals may be one dimensional or multidimensional.
Optimum receiver for M-ary signals
• Each of M=2k symbols is expressed by: sm(t), m=1,2,…,M and 0 ≤ t <T
• Received signal (after passing through the channel) is given by r(t)=sm(t)+n(t)
• n(t): AWGN with power spectral density Sn(f)=N0/2 W/Hz
Signal demodulator:
• Converts the received waveform r(t) into an N-dimensional vector y=(y1,y2,…,yN)
Signal detector:
• Decides which of M possible signals were transmitted.
• M-ary signal waveforms: = ∑& st* s s ( ) 0 ≤t <T m=1,2,…,M
Note:
sm=(sm1,sm2,…,smN)
s : N orthogonal basis waveforms that span the N-dimensional space.
Correlation-type demodulator Matched filter type demodulator
Correlation-type demodulator
• The correlator outputs at the end of the signal interval are:

s = + s

yk=smk+nk k=1,2,…,N

=
s s and s = s
sm: depends on which of M signals was transmitted.

& & &

=u +u + v( )=u + v( )
s s s s s s
st* st* st*

v = − ∑&st* s s (n’(t): zero mean Gaussian noise)


Mean value of noise components:

% s = % s =0
Covariance of noise components :
&'
% s = % s = ( − s
&' &'
= s = ( s
PDF of noise components
P
N•
* , ∑Q
B(n)=∏&
~t* B ~ = Q/P C •€WQ' (*)
E&'

E( s ) = % s+ s = s
kX = k! = # ⁄2

• Noise components {nk} are uncorrelated Gaussian random variables (statistically independent).
• The correlator outputs ({yk}) are also statistically independent
Conditional probability density function of y=(y1,y2,…,yN)
&

B •‚ = ƒ B( s| s)
st*
* X„ , Y„ P /&'
B s s = C, k=1,2,…,N (**)
E&'

From (*) and (**):


&
1
B •‚ = Cd… − u s − s /#
a# &/
st*
*
= E&' Q/P
exp − • − ‚ /# = 1,2, … , ‡
Is n’(t) uncorrelated with N correlator outputs ({yk})?
v v v v
% s =% s +% s =% s
=% − ∑&
Dt* D D( ) s
&' &'
= % s − ∑&
Dt* %( D s) D( ) = s − s =0
We know:
# #
% s = ( − s = s( )
2 2

As discrete signals (similar to the continuous one represented by the above integral:
&
#
u% D s D = s
2
Dt*

Conclusions:
1. For detection of one of yks, no additional relevant information is extracted from n’(t).
2. n‘(t) and rk (or {yk}) are uncorrelated (reason: n’(t) is zero mean)
3. n’(t) does not contain any information that is relevant to the decision as to which signal
waveform was transmitted.
4. n’(t) can be ignored.

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