Difference between revisions of "Aufgaben:Exercise 5.7Z: Matched Filter - All Gaussian"

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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_ID578__Sto_Z_5_7.png|right|]]
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[[File:P_ID578__Sto_Z_5_7.png|right|frame|Given Gaussian pulse]]
:Am Eingang eines Filters liegt ein von weißem Rauschen mit der Rauschleistungsdichte <i>N</i><sub>0</sub> = 10<sup>&ndash;4 </sup>V<sup>2</sup>/Hz überlagerter Gaußimpuls mit der Amplitude <i>g</i><sub>0</sub> und der äquivalenten Dauer &Delta;<i>t<sub>g</sub></i> = 1 ms an:
+
At the input of a reception filter there is
:$$g(t) = g_0  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } .$$
+
*a Gaussian pulse &nbsp; $g(t)$&nbsp; with amplitude&nbsp; $g_0$&nbsp; and equivalent duration&nbsp;$\Delta t_g  = 1\hspace{0.08cm} \rm ms$,
 +
:$$g(t) = g_0  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } ,$$
 +
*superimposed by white Gaussian noise with power density&nbsp;$N_0 = 10^{-4}\hspace{0.08cm} \rm V^2 \hspace{-0.1cm}/Hz$.
  
:Die Impulsenergie beträgt <i>E<sub>g</sub></i> = 0.01 V<sup>2</sup>s. Das Empfangsfilter sei ein akausaler Gaußtiefpass mit dem Frequenzgang
+
 
 +
The pulse energy is &nbsp;$E_g = 0.01\hspace{0.08cm} \rm V^2 s$.&nbsp; Let the reception filter be an acausal Gaussian low-pass filter with frequency response
 
:$$H_{\rm E} (f) = {\rm{e}}^{ - {\rm{\pi }}\left( {f/\Delta f_{\rm E} } \right)^2 } .$$
 
:$$H_{\rm E} (f) = {\rm{e}}^{ - {\rm{\pi }}\left( {f/\Delta f_{\rm E} } \right)^2 } .$$
  
:Die dazugehörige Impulsantwort lautet somit:
+
The associated impulse response is thus:
 
:$$h_{\rm E} (t) = \Delta f_{\rm E}  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta f_{\rm E}  \hspace{0.03cm}\cdot \hspace{0.03cm}t} \right)^2 } .$$
 
:$$h_{\rm E} (t) = \Delta f_{\rm E}  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta f_{\rm E}  \hspace{0.03cm}\cdot \hspace{0.03cm}t} \right)^2 } .$$
  
:Die systemtheoretische Filterbandbreite &Delta;<i>f</i><sub>E</sub> soll so gewählt werden, dass der Gaußtiefpass optimal an den Eingangsimpuls <i>g</i>(<i>t</i>) angepasst ist. Man spricht dann von einem Matched-Filter.
+
The system-theoretical filter bandwidth&nbsp; $\Delta f_{\rm E}$&nbsp; should be chosen so that the Gaussian low-pass filter is optimally matched to the input impulse&nbsp; $g(t)$.&nbsp; This is then referred to as a:&nbsp; "matched filter".
 +
 
 +
 
  
:<b>Hinweis:</b> Die Aufgabe bezieht sich auf die theoretischen Grundlagen von Kapitel 5.4. Benutzen Sie zur Lösung das folgende bestimmte Integral:
+
 
 +
 
 +
Notes:  
 +
*The exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].  
 +
*Use the following definite integral to solve:
 
:$$\int_0^\infty  {{\rm{e}}^{ - a^2 x^2 } {\rm{d}}x = \frac{{\sqrt {\rm{\pi }} }}{2a}} .$$
 
:$$\int_0^\infty  {{\rm{e}}^{ - a^2 x^2 } {\rm{d}}x = \frac{{\sqrt {\rm{\pi }} }}{2a}} .$$
  
  
===Fragebogen===
+
 
 +
 
 +
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Berechnen Sie die Impulsamplitude.
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{Calculate the pulse amplitude.
 
|type="{}"}
 
|type="{}"}
$g_0$ = { 2.659 3% } $V$
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$g_0 \ = \ $ { 2.659 3% } $\ \rm V$
  
  
{Wie groß ist das maximale S/N&ndash;Verhältnis am Filterausgang in dB?
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{What is the maximum S/N ratio at the filter output in&nbsp; $\rm dB$?
 
|type="{}"}
 
|type="{}"}
$10\ \cdot \ lg\ \rho_d(T_\text{D,opt})$ = { 23 3% } $dB$
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$10 \cdot \lg\ \rho_d(T_\text{D, opt}\hspace{-0.05cm}) \ =  \ $ { 23 3% } $\ \rm dB$
  
  
{Bei welcher Filterbandbreite wird dieses S/N&ndash;Verhältnis erreicht?
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{At what filter bandwidth is this S/N ratio achieved?
 
|type="{}"}
 
|type="{}"}
$\Delta f_\text{E, opt}$ = { 1 3% } $kHz$
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$\Delta f_\text{E, opt}\ =  \ $ { 1 3% } $\ \rm kHz$
  
  
{Welche der nachfolgenden Aussagen treffen zu, wenn die Filterbandbreite &Delta;<i>f</i><sub>E</sub> kleiner ist als unter Punkt (3) berechnet?
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{Which of the following statements are true if the filter bandwidth&nbsp; $\Delta f_{\rm E}$&nbsp; is smaller than calculated in subtask&nbsp; '''(3)'''?&nbsp;
 
|type="[]"}
 
|type="[]"}
+ Der Nutzabtastwert <i>d</i><sub>S</sub>(<i>T</i><sub>D</sub><sub>, opt</sub>) ist kleiner als bei Anpassung.
+
+ The signal component&nbsp; $d_{\rm S}(T_\text{D, opt}\hspace{-0.05cm})$&nbsp; is smaller than with matching.
- Die Störleistung &sigma;<i><sub>d</sub></i><sup>2</sup> ist größer als  bei Anpassung.
+
- The noise power&nbsp; $\sigma_d^2$&nbsp; is larger than with matching.
+ Das S/N&ndash;Verhältnis ist kleiner als bei Punkt (2) berechnet.
+
+ The S/N ratio is smaller than calculated in subtask&nbsp; '''(2)'''.&nbsp;
  
  
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</quiz>
 
</quiz>
  
===Musterlösung===
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===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
<b>1.</b>&nbsp;&nbsp;Für die Energie eines Impulses <i>g</i>(<i>t</i>) gilt allgemein bzw. bei diesem Beispiel:
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'''(1)'''&nbsp; For the energy of an pulse&nbsp; $g(t)$&nbsp; applies in general,&nbsp; or for this example:
:$$E_g  = \int_{ - \infty }^{ + \infty } {g(t)^2 \hspace{0.1cm}{\rm{d}}t}  = g_0 ^2 \cdot \int_{ - \infty }^{ + \infty } {{\rm{e}}^{ - 2{\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } \hspace{0.1cm}{\rm{d}}t} .$$
+
:$$E_g  = \int_{ - \infty }^{ + \infty } {g^2(t) \hspace{0.1cm}{\rm{d}}t}  = g^2_0 \cdot \int_{ - \infty }^{ + \infty } {{\rm{e}}^{ - 2{\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } \hspace{0.1cm}{\rm{d}}t} .$$
  
:Diese Gleichung kann wie folgt umgeformt werden:
+
*This equation can be transformed as follows:
 
:$$E_g  = 2 \cdot g_0 ^2  \cdot \int_0^\infty  {{\rm{e}}^{ - \left( {\sqrt {2 \rm{\pi }} /\Delta t_g } \right)^2  \cdot \hspace{0.05cm} t^2 }\hspace{0.1cm} {\rm{d}}t} .$$
 
:$$E_g  = 2 \cdot g_0 ^2  \cdot \int_0^\infty  {{\rm{e}}^{ - \left( {\sqrt {2 \rm{\pi }} /\Delta t_g } \right)^2  \cdot \hspace{0.05cm} t^2 }\hspace{0.1cm} {\rm{d}}t} .$$
  
:Mit <i>a</i> = (2&pi;)<sup>1/2</sup>/&Delta;<i>t<sub>g</sub></i> und der angegebenen Formel gilt folgender Zusammenhang:
+
*With &nbsp; $a = (2\pi)^{1/2}\cdot 1/\Delta t_g$ &nbsp; and the formula given,&nbsp; the following relationship holds:
 
:$$E_g  = 2 \cdot g_0 ^2  \cdot \frac{{\sqrt {\rm{\pi }} }}{2a} = \sqrt 2  \cdot g_0 ^2  \cdot \Delta t_g .$$
 
:$$E_g  = 2 \cdot g_0 ^2  \cdot \frac{{\sqrt {\rm{\pi }} }}{2a} = \sqrt 2  \cdot g_0 ^2  \cdot \Delta t_g .$$
  
:Löst man diese Gleichung nach <i>g</i><sub>0</sub> auf, so erhält man als Endergebnis:
+
*Solving this equation for&nbsp; $g_0$,&nbsp; the final result is:
 
:$$g_0  = \sqrt {\frac{E_g }{\Delta t_g  \cdot \sqrt 2 }}  = \sqrt {\frac{{0.01\;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{0.001\;{\rm{s}} \cdot 1.414}}} \hspace{0.15cm}\underline { = 2.659\;{\rm{V}}}.$$
 
:$$g_0  = \sqrt {\frac{E_g }{\Delta t_g  \cdot \sqrt 2 }}  = \sqrt {\frac{{0.01\;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{0.001\;{\rm{s}} \cdot 1.414}}} \hspace{0.15cm}\underline { = 2.659\;{\rm{V}}}.$$
  
:<b>2.</b>&nbsp;&nbsp;Unter der Voraussetzung eines Matched-Filters lautet das S/N-Verhältnis am Ausgang:
+
 
 +
 
 +
'''(2)'''&nbsp; Assuming a matched filter,&nbsp; the S/N ratio at the output is:
 
:$$\rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = \frac{2 \cdot E_g }{N_0 } = \frac{{2 \cdot 10^{ - 2} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 4} \;{\rm{V}}^{\rm{2}} {\rm{/Hz}}}} = 200.$$
 
:$$\rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = \frac{2 \cdot E_g }{N_0 } = \frac{{2 \cdot 10^{ - 2} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 4} \;{\rm{V}}^{\rm{2}} {\rm{/Hz}}}} = 200.$$
  
:In logarithmischer Darstellung erhält man
+
*In logarithmic representation,&nbsp; the following result is obtained:
 
:$$10 \cdot \lg \rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = 10 \cdot \lg \left( {200} \right) \hspace{0.15cm}\underline {\approx 23\;{\rm{dB}}}.$$
 
:$$10 \cdot \lg \rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = 10 \cdot \lg \left( {200} \right) \hspace{0.15cm}\underline {\approx 23\;{\rm{dB}}}.$$
  
:<b>3.</b>&nbsp;&nbsp;Ein Vergleich zwischen dem Eingangsimpuls und dem Filterfrequenzgang zeigt, dass bei Anpassung &Delta;<i>f</i><sub>E</sub> = 1/&Delta;<i>t<sub>g</sub></i> gelten muss:
+
 
 +
 
 +
'''(3)'''&nbsp; A comparison between the input pulse and the filter frequency response shows that when&nbsp; $\Delta f_{\rm E} = 1/\Delta t_g$&nbsp; is fitted,&nbsp; it must hold:
 
:$$\Delta f_{{\rm{E,}}\,{\rm{opt}}} \hspace{0.15cm}\underline { = 1\;{\rm{kHz}}}.$$
 
:$$\Delta f_{{\rm{E,}}\,{\rm{opt}}} \hspace{0.15cm}\underline { = 1\;{\rm{kHz}}}.$$
  
:<b>4.</b>&nbsp;&nbsp;Eine kleinere Filterbandbreite ist günstig bezüglich Störungen, jedoch ungünstig hinsichtlich des Nutzsignals. Das heißt, der negative Einfluss überwiegt gegenüber dem positiven. Richtig sind also <u>die Lösungsvorschläge 1 und 3</u>.
+
 
 +
 
 +
'''(4)'''&nbsp; <u>Solutions 1 and 3</u>&nbsp; are correct:
 +
*A smaller filter bandwidth is favorable with respect to interference,
 +
*but unfavorable with respect to the useful signal.
 +
*The negative influence&nbsp; (smaller useful signal)&nbsp; outweighs the positive influence (less noise).
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  
  
  
[[Category:Aufgaben zu Stochastische Signaltheorie|^5.4 Matched-Filter^]]
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[[Category:Theory of Stochastic Signals: Exercises|^5.4 Matched Filter^]]

Latest revision as of 15:56, 21 February 2022

Given Gaussian pulse

At the input of a reception filter there is

  • a Gaussian pulse   $g(t)$  with amplitude  $g_0$  and equivalent duration $\Delta t_g = 1\hspace{0.08cm} \rm ms$,
$$g(t) = g_0 \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } ,$$
  • superimposed by white Gaussian noise with power density $N_0 = 10^{-4}\hspace{0.08cm} \rm V^2 \hspace{-0.1cm}/Hz$.


The pulse energy is  $E_g = 0.01\hspace{0.08cm} \rm V^2 s$.  Let the reception filter be an acausal Gaussian low-pass filter with frequency response

$$H_{\rm E} (f) = {\rm{e}}^{ - {\rm{\pi }}\left( {f/\Delta f_{\rm E} } \right)^2 } .$$

The associated impulse response is thus:

$$h_{\rm E} (t) = \Delta f_{\rm E} \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta f_{\rm E} \hspace{0.03cm}\cdot \hspace{0.03cm}t} \right)^2 } .$$

The system-theoretical filter bandwidth  $\Delta f_{\rm E}$  should be chosen so that the Gaussian low-pass filter is optimally matched to the input impulse  $g(t)$.  This is then referred to as a:  "matched filter".



Notes:

  • The exercise belongs to the chapter  Matched Filter.
  • Use the following definite integral to solve:
$$\int_0^\infty {{\rm{e}}^{ - a^2 x^2 } {\rm{d}}x = \frac{{\sqrt {\rm{\pi }} }}{2a}} .$$



Questions

1

Calculate the pulse amplitude.

$g_0 \ = \ $

$\ \rm V$

2

What is the maximum S/N ratio at the filter output in  $\rm dB$?

$10 \cdot \lg\ \rho_d(T_\text{D, opt}\hspace{-0.05cm}) \ = \ $

$\ \rm dB$

3

At what filter bandwidth is this S/N ratio achieved?

$\Delta f_\text{E, opt}\ = \ $

$\ \rm kHz$

4

Which of the following statements are true if the filter bandwidth  $\Delta f_{\rm E}$  is smaller than calculated in subtask  (3)

The signal component  $d_{\rm S}(T_\text{D, opt}\hspace{-0.05cm})$  is smaller than with matching.
The noise power  $\sigma_d^2$  is larger than with matching.
The S/N ratio is smaller than calculated in subtask  (2)


Solution

(1)  For the energy of an pulse  $g(t)$  applies in general,  or for this example:

$$E_g = \int_{ - \infty }^{ + \infty } {g^2(t) \hspace{0.1cm}{\rm{d}}t} = g^2_0 \cdot \int_{ - \infty }^{ + \infty } {{\rm{e}}^{ - 2{\rm{\pi }}\left( {t/\Delta t_g } \right)^2 } \hspace{0.1cm}{\rm{d}}t} .$$
  • This equation can be transformed as follows:
$$E_g = 2 \cdot g_0 ^2 \cdot \int_0^\infty {{\rm{e}}^{ - \left( {\sqrt {2 \rm{\pi }} /\Delta t_g } \right)^2 \cdot \hspace{0.05cm} t^2 }\hspace{0.1cm} {\rm{d}}t} .$$
  • With   $a = (2\pi)^{1/2}\cdot 1/\Delta t_g$   and the formula given,  the following relationship holds:
$$E_g = 2 \cdot g_0 ^2 \cdot \frac{{\sqrt {\rm{\pi }} }}{2a} = \sqrt 2 \cdot g_0 ^2 \cdot \Delta t_g .$$
  • Solving this equation for  $g_0$,  the final result is:
$$g_0 = \sqrt {\frac{E_g }{\Delta t_g \cdot \sqrt 2 }} = \sqrt {\frac{{0.01\;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{0.001\;{\rm{s}} \cdot 1.414}}} \hspace{0.15cm}\underline { = 2.659\;{\rm{V}}}.$$


(2)  Assuming a matched filter,  the S/N ratio at the output is:

$$\rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = \frac{2 \cdot E_g }{N_0 } = \frac{{2 \cdot 10^{ - 2} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 4} \;{\rm{V}}^{\rm{2}} {\rm{/Hz}}}} = 200.$$
  • In logarithmic representation,  the following result is obtained:
$$10 \cdot \lg \rho _{d} ( {T_{{\rm{D,}}\,{\rm{opt}}} } ) = 10 \cdot \lg \left( {200} \right) \hspace{0.15cm}\underline {\approx 23\;{\rm{dB}}}.$$


(3)  A comparison between the input pulse and the filter frequency response shows that when  $\Delta f_{\rm E} = 1/\Delta t_g$  is fitted,  it must hold:

$$\Delta f_{{\rm{E,}}\,{\rm{opt}}} \hspace{0.15cm}\underline { = 1\;{\rm{kHz}}}.$$


(4)  Solutions 1 and 3  are correct:

  • A smaller filter bandwidth is favorable with respect to interference,
  • but unfavorable with respect to the useful signal.
  • The negative influence  (smaller useful signal)  outweighs the positive influence (less noise).