Difference between revisions of "Aufgaben:Exercise 5.8Z: Matched Filter for Rectangular PSD"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Matched-Filter
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Matched_Filter
 
}}
 
}}
  
[[File:P_ID647__Sto_Z_5_8.png|right|frame|Nutzsignal–Spektrum  $G(f)$  und LDS  ${\it \Phi}_n (f)$  der Störung]]
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[[File:P_ID647__Sto_Z_5_8.png|right|frame|Useful signal spectrum  $G(f)$  and PSD  ${\it \Phi}_n (f)$  of the interference]]
Die bei einem System wirksame Störleistungsdichte kann als bereichsweise konstant angenommen werden:
+
The interference power density effective on a system can be assumed to be constant in range:
 
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{f\ddot{u}r}  \\  \rm{f\ddot{u}r}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
 
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{f\ddot{u}r}  \\  \rm{f\ddot{u}r}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
  
*Hierbei sei die Störleistungsdichte  $N_1$  im äußeren Bereich  $|f| > f_{\rm N}$  stets sehr viel kleiner als  $N_0$.  
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*Here, let the interference power density  $N_1$  in the outer region  $|f| > f_{\rm N}$  always be much smaller than  $N_0$.  
*Verwenden Sie zum Beispiel die folgenden Werte:
+
*For example, use the following values:
 
:$$N_0  = 2 \cdot 10^{ - 6} \;{\rm{V}}^{\rm{2}} /{\rm{Hz}},\quad N_1  = 2 \cdot 10^{ - 8} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
 
:$$N_0  = 2 \cdot 10^{ - 6} \;{\rm{V}}^{\rm{2}} /{\rm{Hz}},\quad N_1  = 2 \cdot 10^{ - 8} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
  
Ein solches Störsignal  $n(t)$  tritt zum Beispiel auf, wenn die dominante Störquelle nur Anteile unterhalb der Grenzfrequenz  $f_{\rm N}$  beinhaltet.  Aufgrund des unvermeidbaren thermischen Rauschens ist auch für  $|f| > f_{\rm N}$  die Störleistungsdichte  ${\it \Phi}_n(f) \ne 0$.
+
Such an interference signal  $n(t)$  occurs, for example, when the dominant interference source contains only components below the frequency limit  $f_{\rm N}$.    Due to the unavoidable thermal noise, also for  $|f| > f_{\rm N}$  the interference power density is  ${\it \Phi}_n(f) \ne 0$.
  
Weiter gelte:
+
Further, it holds:
*Das Spektrum  $G(f)$  des Nutzsignals sei entsprechend der obigen Skizze ebenfalls rechteckförmig.  
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*Let the spectrum  $G(f)$  of the useful signal also be rectangular according to the above diagram.
*Der zugehörige Nutzimpuls  $g(t)$   hat deshalb mit  $\Delta f = 2 \cdot f_{\rm G}$  den folgenden Verlauf:
+
*Therefore, the corresponding useful pulse  $g(t)$   has the following curve with  $\Delta f = 2 \cdot f_{\rm G}$:   
 
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm si}\nolimits} \left( {{\rm{\pi }} \cdot \Delta f \cdot t} \right).$$
 
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm si}\nolimits} \left( {{\rm{\pi }} \cdot \Delta f \cdot t} \right).$$
  
*Das Empfangsfilter sei optimal an das Nutzspektrum  $G(f)$  und das Störleistungsdichtespektrums  ${\it \Phi}_n(f)$  angepasst.
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*Let the reception filter be optimally matched to the useful spectrum  $G(f)$  and the interference power density spectrum  ${\it \Phi}_n(f)$. 
*Das heißt,  es gelte  $H_{\rm E}(f) = H_{\rm MF}(f)$.  Der Detektionszeitpunkt sei vereinfachend  $T_{\rm D}  = 0$  (akausale Systembeschreibung).
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*That is,  let  $H_{\rm E}(f) = H_{\rm MF}(f)$.  Let the detection time be simplified  $T_{\rm D}  = 0$  (acausal system description).
  
  
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''Hinweise:''  
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''Notes:''  
*Die Aufgabe gehört zum  Kapitel  [[Theory_of_Stochastic_Signals/Matched-Filter|Matched-Filter]].
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*The exercise belongs to the chapter  [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
 
   
 
   
*Verwenden Sie für numerische Berechnungen stets die Zahlenwerte
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*For numerical calculations always use the numerical values
 
:$$G_0  = 10^{ - 4} \;{\rm{V/Hz}}{\rm{, }}\quad \Delta f = 10\;{\rm{kHz}}.$$
 
:$$G_0  = 10^{ - 4} \;{\rm{V/Hz}}{\rm{, }}\quad \Delta f = 10\;{\rm{kHz}}.$$
  
  
  
===Fragebogen===
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===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Welche der folgenden Aussagen gelten unter der Voraussetzung&nbsp; $f_{\rm N} > f_{\rm G}$?
+
{Which of the following statements are valid under the condition&nbsp; $f_{\rm N} > f_{\rm G}$?
 
|type="[]"}
 
|type="[]"}
+ Anwendbar ist das "Matched-Filter" für "Weißes Rauschen".
+
+ Applicable is the "matched filter" for "white noise".
- Der MF&ndash;Ausgangsimpuls ist dreieckförmig.
+
- The MF output pulse is triangular.
+ Der MF&ndash;Ausgangsimpuls ist&nbsp; $\rm si$&ndash;förmig.
+
+ The MF output pulse is&nbsp; $\rm si$&ndash;shaped.
- Der MF&ndash;Ausgangsimpuls ist&nbsp; $\rm si^2$&ndash;förmig.
+
- The MF output pulse is&nbsp; $\rm si^2$&ndash;shaped.
  
  
{Welches S/N&ndash;Verhältnis (in dB) ergibt sich für&nbsp; $f_{\rm N} > f_{\rm G}$?
+
{What is the S/N ratio (in dB) for&nbsp; $f_{\rm N} > f_{\rm G}$?
 
|type="{}"}
 
|type="{}"}
 
$10 \cdot \lg \; \rho_d \ =  \ $ { 20 3% } $\ \rm dB$
 
$10 \cdot \lg \; \rho_d \ =  \ $ { 20 3% } $\ \rm dB$
  
  
{Welches SNR (in dB) ergibt sich für&nbsp; $f_{\rm N} = f_{\rm G}/2$?&nbsp; Interpretation.
+
{What SNR (in dB) results for&nbsp; $f_{\rm N} = f_{\rm G}/2$?&nbsp; Interpretation.
 
|type="{}"}
 
|type="{}"}
 
$10 \cdot \lg \; \rho_d \ =  \ $ { 37.03 3% } $\ \rm dB$
 
$10 \cdot \lg \; \rho_d \ =  \ $ { 37.03 3% } $\ \rm dB$
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</quiz>
 
</quiz>
  
===Musterlösung===
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===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; Richtig sind <u>die Lösungsvorschläge 1 und 3</u>:
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'''(1)'''&nbsp; <u>Solutions 1 and 3</u> are correct:
*Für alle Frequenzen&nbsp; $|f| > f_{\rm G}$, bei denen das Nutzsignal Spektralanteile besitzt&nbsp; $(G_d(f) \ne 0)$, ist das Störleistungsdichtespektrum&nbsp; ${\it}\Phi_n(f) = N_0/2$.  
+
*For all frequencies&nbsp; $|f| > f_{\rm G}$ at which the useful signal has spectral components&nbsp; $(G_d(f) \ne 0)$, the interference power density spectrum is&nbsp; ${\it}\Phi_n(f) = N_0/2$.  
*Damit lautet der Frequenzgang des Matched-Filters,&nbsp;  $T_{\rm D} = 0$&nbsp; vorausgesetzt:
+
*Thus, the frequency response of the matched filter, assuming&nbsp;  $T_{\rm D} = 0$&nbsp; is:
 
:$$H_{\rm MF} (f) = K_{\rm MF}  \cdot G(f).$$
 
:$$H_{\rm MF} (f) = K_{\rm MF}  \cdot G(f).$$
*Der optimale Frequenzgang&nbsp; $H_{\rm MF}(f)$&nbsp; ist in diesem Fall ebenso wie&nbsp; $G(f)$&nbsp; rechteckförmig mit Breite&nbsp; $\Delta f$.  
+
*In this case, the optimal frequency response&nbsp; $H_{\rm MF}(f)$,&nbsp; just like&nbsp; $G(f)$,&nbsp; is rectangular with width&nbsp; $\Delta f$.  
*Für den Nutzanteil des MF-Ausgangssignals gilt somit:
+
*Thus, for the useful component of the MF output signal holds:
 
:$$d_{\rm S}(t)\quad \circ\!\!-\!\!\!-\!\!\!-\!\!\bullet\, \quad G(f) \cdot H_{\rm MF} (f).$$
 
:$$d_{\rm S}(t)\quad \circ\!\!-\!\!\!-\!\!\!-\!\!\bullet\, \quad G(f) \cdot H_{\rm MF} (f).$$
*Das Produkt zweier Rechteckfunktionen gleicher Breite ergibt wiederum eine Rechteckfunktion.  
+
*The product of two rectangular functions of equal width again yields a rectangular function.
*Daraus folgt weiter, dass der Ausgangsimpuls des Matched-Filters ebenfalls&nbsp; $\rm si$-förmig verläuft.
+
*It further follows that the output pulse of the matched filter is also&nbsp; $\rm si$-shaped.
 
   
 
   
  
  
  
'''(2)'''&nbsp; Bei weißem Rauschen erhält man:
+
'''(2)'''&nbsp; With white noise one obtains:
 
:$$\rho _d  = \frac{1}{N_0 /2}\int_{ - \infty }^{ + \infty } {\left| {G(f)} \right|^2 \, {\rm{d}}f.}$$
 
:$$\rho _d  = \frac{1}{N_0 /2}\int_{ - \infty }^{ + \infty } {\left| {G(f)} \right|^2 \, {\rm{d}}f.}$$
  
*Das Integral liefert den Wert&nbsp; $G_0^2 \cdot \Delta f$.&nbsp; Daraus folgt:
+
*The integral yields the value&nbsp; $G_0^2 \cdot \Delta f$.&nbsp; It follows that:
 
:$$\rho _d  = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2  
 
:$$\rho _d  = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2  
 
\quad \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$
 
\quad \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$
  
  
[[File:P_ID648__Sto_Z_5_8_c.png|right|frame|Zur Teilaufgabe&nbsp; '''(3)''']]
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[[File:P_ID648__Sto_Z_5_8_c.png|right|frame|Regarding subtask&nbsp; '''(3)''']]
'''(3)'''&nbsp; Allgemein gilt für das SNR bei farbiger Störung:
+
'''(3)'''&nbsp; In general, the SNR for colored interference is:
 
:$$\rho _d  = 2 \cdot \int_0^\infty  \frac{\left| {G(f)} \right|^2 }{{\it \Phi}_n (f)} \, {\rm{d}}f.$$
 
:$$\rho _d  = 2 \cdot \int_0^\infty  \frac{\left| {G(f)} \right|^2 }{{\it \Phi}_n (f)} \, {\rm{d}}f.$$
  
*Wie aus nebenstehender qualitativer Skizze hervorgeht, ist der Integrand bei den vorgegebenen Frequenzgängen stückweise konstant.  
+
*As can be seen from the accompanying qualitative diagram, the integrand is piecewise constant for the given frequency responses.
*Mit&nbsp; $f_{\rm G} = 5 \; \rm kHz$&nbsp; und&nbsp; $f_{\rm N} = f_{\rm G}/2 = 2.5 \; \rm kHz$&nbsp; erhält man somit:
+
*Thus, with&nbsp; $f_{\rm G} = 5 \; \rm kHz$&nbsp; and&nbsp; $f_{\rm N} = f_{\rm G}/2 = 2.5 \; \rm kHz$,&nbsp; we obtain:
 
:$$\rho _d  = 2 \cdot 2.5\;{\rm{kHz}}\left( { \frac{10^{ - 2}}{\rm{Hz}} +  \frac{1}{{{\rm{Hz}}}} } \right) = 5.05 \cdot 10^3
 
:$$\rho _d  = 2 \cdot 2.5\;{\rm{kHz}}\left( { \frac{10^{ - 2}}{\rm{Hz}} +  \frac{1}{{{\rm{Hz}}}} } \right) = 5.05 \cdot 10^3
 
\quad \Rightarrow \quad 10\cdot\lg \rho _d  \hspace{0.15cm}\underline {= 37.03\;{\rm{dB}}}.$$
 
\quad \Rightarrow \quad 10\cdot\lg \rho _d  \hspace{0.15cm}\underline {= 37.03\;{\rm{dB}}}.$$
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'''Interpretation''':&nbsp;  
 
'''Interpretation''':&nbsp;  
*Der Matched&ndash;Filter&ndash;Frequenzgang&nbsp; $H_{\rm MF}(f)$&nbsp; hat genau den selben Verlauf wie der oben skizzierte Integrand.  
+
*The matched filter frequency response&nbsp; $H_{\rm MF}(f)$&nbsp; has exactly the same shape as the integrand sketched above.
*Wird die Konstante&nbsp; $K_{\rm MF}$&nbsp; (willkürlich) so gewählt, dass im Bereich&nbsp; $f_{\rm N} \le |f| \le f_{\rm G}$&nbsp; der MF&ndash;Frequenzgang den Wert&nbsp; $1$&nbsp; besitzt, so gilt für tiefe Frequenzen&nbsp;  $(|f| < f_{\rm G})$:  &nbsp; $H_{\rm MF}(f) = 0.01$. Das bedeutet:  
+
*If the constant&nbsp; $K_{\rm MF}$&nbsp; is chosen (arbitrarily) so that in the range&nbsp; $f_{\rm N} \le |f| \le f_{\rm G}$&nbsp; the MF frequency response has the value&nbsp; $1$,&nbsp; then for low frequencies&nbsp;  $(|f| < f_{\rm G})$:  &nbsp; $H_{\rm MF}(f) = 0.01$. This means:  
:*Das Matched&ndash;Filter bevorzugt diejenigen Frequenzen, die durch die Störung&nbsp; ${\it \Phi}_n(f)$&nbsp; nur wenig beeinträchtigt werden.
+
:*The matched filter favors those frequencies that are only slightly affected by the interference&nbsp; ${\it \Phi}_n(f)$.&nbsp;
:*Würde man stattdessen ein Filter&nbsp; $H(f)$&nbsp; verwenden, das alle Frequenzen des Nutzsignals bis einschließlich&nbsp; $f_{\rm G}$&nbsp; gleich bewertet&nbsp; (violetter Kurvenverlauf in der unteren Skizze), so ergäben sich folgende Verhältnisse:
+
:*If instead we would use a filter&nbsp; $H(f)$,&nbsp; which gives equal weight to all frequencies of the wanted signal up to and including&nbsp; $f_{\rm G}$&nbsp; &nbsp; (purple curve in the sketch below), the following ratios would result:
 
::$$d_{\rm S}( {T_{\rm D} } ) = G_0  \cdot 2 \cdot f_{\rm G}  = 1\;{\rm{V}}, \quad \sigma _d ^2  = 10^{ - 6} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot f_{\rm G}  + 10^{ - 8} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot ( {f_{\rm G}  - f_{\rm N} } ) = 2.5 \cdot 1.01 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}$$
 
::$$d_{\rm S}( {T_{\rm D} } ) = G_0  \cdot 2 \cdot f_{\rm G}  = 1\;{\rm{V}}, \quad \sigma _d ^2  = 10^{ - 6} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot f_{\rm G}  + 10^{ - 8} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot ( {f_{\rm G}  - f_{\rm N} } ) = 2.5 \cdot 1.01 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}$$
 
:$$ \Rightarrow \hspace{0.3cm} \rho _d  = \frac {d_{\rm S}( {T_{\rm D} } )^2}{\sigma _d ^2} = \frac{1 \;{\rm{V}}^{\rm{2}}}{2.525 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}} = 396 \hspace{0.3cm} \Rightarrow \hspace{0.3cm}10 \cdot {\rm lg} \, \rho _d  = 25.98 \, {\rm dB}.$$
 
:$$ \Rightarrow \hspace{0.3cm} \rho _d  = \frac {d_{\rm S}( {T_{\rm D} } )^2}{\sigma _d ^2} = \frac{1 \;{\rm{V}}^{\rm{2}}}{2.525 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}} = 396 \hspace{0.3cm} \Rightarrow \hspace{0.3cm}10 \cdot {\rm lg} \, \rho _d  = 25.98 \, {\rm dB}.$$
:*Das Signal&ndash;zu&ndash;Rauschverhältnis ist somit um ca.&nbsp; $11\ \rm  dB$&nbsp; schlechter, als wenn man das Matched&ndash;Filter für farbige Störungen verwendet.
+
:*The signal&ndash;to&ndash;noise ratio is thus about&nbsp; $11\ \rm  dB$&nbsp; worse than when using the matched filter for colored interference.
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  

Revision as of 15:57, 26 January 2022

Useful signal spectrum  $G(f)$  and PSD  ${\it \Phi}_n (f)$  of the interference

The interference power density effective on a system can be assumed to be constant in range:

$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\ \end{array} \right.\quad \begin{array}{*{20}c} \rm{f\ddot{u}r} \\ \rm{f\ddot{u}r} \\\end{array}\quad \begin{array}{*{20}c} {\left| f \right| \le f_{\rm N} ,} \\ {\left| f \right| > f_{\rm N} .} \\\end{array}$$
  • Here, let the interference power density  $N_1$  in the outer region  $|f| > f_{\rm N}$  always be much smaller than  $N_0$.
  • For example, use the following values:
$$N_0 = 2 \cdot 10^{ - 6} \;{\rm{V}}^{\rm{2}} /{\rm{Hz}},\quad N_1 = 2 \cdot 10^{ - 8} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$

Such an interference signal  $n(t)$  occurs, for example, when the dominant interference source contains only components below the frequency limit  $f_{\rm N}$.    Due to the unavoidable thermal noise, also for  $|f| > f_{\rm N}$  the interference power density is  ${\it \Phi}_n(f) \ne 0$.

Further, it holds:

  • Let the spectrum  $G(f)$  of the useful signal also be rectangular according to the above diagram.
  • Therefore, the corresponding useful pulse  $g(t)$  has the following curve with  $\Delta f = 2 \cdot f_{\rm G}$: 
$$g(t) = G_0 \cdot \Delta f \cdot {\mathop{\rm si}\nolimits} \left( {{\rm{\pi }} \cdot \Delta f \cdot t} \right).$$
  • Let the reception filter be optimally matched to the useful spectrum  $G(f)$  and the interference power density spectrum  ${\it \Phi}_n(f)$. 
  • That is,  let  $H_{\rm E}(f) = H_{\rm MF}(f)$.  Let the detection time be simplified  $T_{\rm D} = 0$  (acausal system description).





Notes:

  • For numerical calculations always use the numerical values
$$G_0 = 10^{ - 4} \;{\rm{V/Hz}}{\rm{, }}\quad \Delta f = 10\;{\rm{kHz}}.$$


Questions

1

Which of the following statements are valid under the condition  $f_{\rm N} > f_{\rm G}$?

Applicable is the "matched filter" for "white noise".
The MF output pulse is triangular.
The MF output pulse is  $\rm si$–shaped.
The MF output pulse is  $\rm si^2$–shaped.

2

What is the S/N ratio (in dB) for  $f_{\rm N} > f_{\rm G}$?

$10 \cdot \lg \; \rho_d \ = \ $

$\ \rm dB$

3

What SNR (in dB) results for  $f_{\rm N} = f_{\rm G}/2$?  Interpretation.

$10 \cdot \lg \; \rho_d \ = \ $

$\ \rm dB$


Solution

(1)  Solutions 1 and 3 are correct:

  • For all frequencies  $|f| > f_{\rm G}$ at which the useful signal has spectral components  $(G_d(f) \ne 0)$, the interference power density spectrum is  ${\it}\Phi_n(f) = N_0/2$.
  • Thus, the frequency response of the matched filter, assuming  $T_{\rm D} = 0$  is:
$$H_{\rm MF} (f) = K_{\rm MF} \cdot G(f).$$
  • In this case, the optimal frequency response  $H_{\rm MF}(f)$,  just like  $G(f)$,  is rectangular with width  $\Delta f$.
  • Thus, for the useful component of the MF output signal holds:
$$d_{\rm S}(t)\quad \circ\!\!-\!\!\!-\!\!\!-\!\!\bullet\, \quad G(f) \cdot H_{\rm MF} (f).$$
  • The product of two rectangular functions of equal width again yields a rectangular function.
  • It further follows that the output pulse of the matched filter is also  $\rm si$-shaped.



(2)  With white noise one obtains:

$$\rho _d = \frac{1}{N_0 /2}\int_{ - \infty }^{ + \infty } {\left| {G(f)} \right|^2 \, {\rm{d}}f.}$$
  • The integral yields the value  $G_0^2 \cdot \Delta f$.  It follows that:
$$\rho _d = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2 \quad \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$


Regarding subtask  (3)

(3)  In general, the SNR for colored interference is:

$$\rho _d = 2 \cdot \int_0^\infty \frac{\left| {G(f)} \right|^2 }{{\it \Phi}_n (f)} \, {\rm{d}}f.$$
  • As can be seen from the accompanying qualitative diagram, the integrand is piecewise constant for the given frequency responses.
  • Thus, with  $f_{\rm G} = 5 \; \rm kHz$  and  $f_{\rm N} = f_{\rm G}/2 = 2.5 \; \rm kHz$,  we obtain:
$$\rho _d = 2 \cdot 2.5\;{\rm{kHz}}\left( { \frac{10^{ - 2}}{\rm{Hz}} + \frac{1}{{{\rm{Hz}}}} } \right) = 5.05 \cdot 10^3 \quad \Rightarrow \quad 10\cdot\lg \rho _d \hspace{0.15cm}\underline {= 37.03\;{\rm{dB}}}.$$


Interpretation

  • The matched filter frequency response  $H_{\rm MF}(f)$  has exactly the same shape as the integrand sketched above.
  • If the constant  $K_{\rm MF}$  is chosen (arbitrarily) so that in the range  $f_{\rm N} \le |f| \le f_{\rm G}$  the MF frequency response has the value  $1$,  then for low frequencies  $(|f| < f_{\rm G})$:   $H_{\rm MF}(f) = 0.01$. This means:
  • The matched filter favors those frequencies that are only slightly affected by the interference  ${\it \Phi}_n(f)$. 
  • If instead we would use a filter  $H(f)$,  which gives equal weight to all frequencies of the wanted signal up to and including  $f_{\rm G}$    (purple curve in the sketch below), the following ratios would result:
$$d_{\rm S}( {T_{\rm D} } ) = G_0 \cdot 2 \cdot f_{\rm G} = 1\;{\rm{V}}, \quad \sigma _d ^2 = 10^{ - 6} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot f_{\rm G} + 10^{ - 8} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot ( {f_{\rm G} - f_{\rm N} } ) = 2.5 \cdot 1.01 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}$$
$$ \Rightarrow \hspace{0.3cm} \rho _d = \frac {d_{\rm S}( {T_{\rm D} } )^2}{\sigma _d ^2} = \frac{1 \;{\rm{V}}^{\rm{2}}}{2.525 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}} = 396 \hspace{0.3cm} \Rightarrow \hspace{0.3cm}10 \cdot {\rm lg} \, \rho _d = 25.98 \, {\rm dB}.$$
  • The signal–to–noise ratio is thus about  $11\ \rm dB$  worse than when using the matched filter for colored interference.