Difference between revisions of "Aufgaben:Exercise 5.8: Matched Filter for Colored Interference"

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[[File:P_ID646__Sto_A_5_8.png|right|frame|Spectrum  $G(f)$  of the useful signal and PSD  ${\it \Phi}_n (f)$  of the interference ]]
+
[[File:P_ID646__Sto_A_5_8.png|right|frame|Spectrum&nbsp; $G(f)\ \bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \ g(t)$;&nbsp; <br>PSD ${\it \Phi}_n (f)$&nbsp; of the interference ]]
 
At the input of a filter there is a Gaussian pulse
 
At the input of a filter there is a Gaussian pulse
 
:$$g(t) = g_0  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t} \right)^2 }$$
 
:$$g(t) = g_0  \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t} \right)^2 }$$
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*The energy of this Gaussian pulse is given as follows:
 
*The energy of this Gaussian pulse is given as follows:
 
:$$E_g  = \int_{ - \infty }^{ + \infty } {g^2(t) \ {\rm{d}}t = \frac{g_0 ^2  \cdot \Delta t}{\sqrt 2 }}  = 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}.$$
 
:$$E_g  = \int_{ - \infty }^{ + \infty } {g^2(t) \ {\rm{d}}t = \frac{g_0 ^2  \cdot \Delta t}{\sqrt 2 }}  = 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}.$$
 
  
 
An interference&nbsp; $n(t)$&nbsp; is superimposed on the impulse&nbsp; $g(t)$,&nbsp; which largely covers the impulse. &nbsp;  
 
An interference&nbsp; $n(t)$&nbsp; is superimposed on the impulse&nbsp; $g(t)$,&nbsp; which largely covers the impulse. &nbsp;  
  
 
Two alternatives are considered for this purpose:
 
Two alternatives are considered for this purpose:
*Let the bilateral interference power density be constant (only for the first subtask):
+
*Let the bilateral interference power density be constant&nbsp; (only for the first subtask):
 
:$${\it \Phi}_n (f) = \frac{N_0 }{2},\quad N_0  = 10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
 
:$${\it \Phi}_n (f) = \frac{N_0 }{2},\quad N_0  = 10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
*Let the interference signal&nbsp; $n(t)$&nbsp; be colored with the following interference power density:
+
*Let the interference signal&nbsp; $n(t)$&nbsp; be colored with the following interference power-spectral density&nbsp; $\rm (PSD)$:
 
:$${\it \Phi}_n (f) = \frac{N_0 /2}{{1 + \left( {f/f_0 } \right)^2 }},\quad f_0  = 500\;{\rm{Hz}}.$$
 
:$${\it \Phi}_n (f) = \frac{N_0 /2}{{1 + \left( {f/f_0 } \right)^2 }},\quad f_0  = 500\;{\rm{Hz}}.$$
  
This second PSD response can be modeled, for example, from white noise by a shape filter with frequency response
+
This second PSD response can be modeled,&nbsp; for example,&nbsp; from white noise by a shape filter with frequency response&nbsp; (first order low-pass):&nbsp;
 
:$$H_{\rm N}(f) = \frac{1}{{1 + {\rm{j}}\cdot f/f_0 }}\quad\bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \quad h_{\rm N}(t) = 2{\rm{\pi }}f_0  \cdot {\rm{e}}^{ - 2{\rm{\pi }}f_0 t} $$
 
:$$H_{\rm N}(f) = \frac{1}{{1 + {\rm{j}}\cdot f/f_0 }}\quad\bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \quad h_{\rm N}(t) = 2{\rm{\pi }}f_0  \cdot {\rm{e}}^{ - 2{\rm{\pi }}f_0 t} $$
(first order low pass). Further, let it hold:
+
Further,&nbsp; let it hold:
  
*Let the filter be optimally matched to the transmission pulse shape&nbsp; $g(t)$&nbsp; and the interference power-spectral density&nbsp; ${\it \Phi}_n (f)$,&nbsp; respectively: &nbsp; $H(f) = H_{\rm MF}(f)$.
+
*Let the filter be optimally matched to the transmitted pulse shape&nbsp; $g(t)$&nbsp; and the interference power-spectral density&nbsp; ${\it \Phi}_n (f)$,&nbsp; respectively: &nbsp;  
 +
:$$H(f) = H_{\rm MF}(f).$$  
 
*The filter constant&nbsp; $K_{\rm MF}$&nbsp; is to be chosen such that&nbsp; $H(f= 0) =1$.&nbsp;  
 
*The filter constant&nbsp; $K_{\rm MF}$&nbsp; is to be chosen such that&nbsp; $H(f= 0) =1$.&nbsp;  
*Let the detection time be&nbsp; $T_{\rm D}= 0$&nbsp; for simplicity (acausal system description).
+
*Let the detection time be&nbsp; $T_{\rm D}= 0$&nbsp; for simplicity&nbsp; (acausal system description).
  
  
  
  
 
+
Notes:  
 
 
 
 
''Notes:''
 
 
*The chapter belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
 
*The chapter belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
+
*In particular,&nbsp; we refer to the page&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter#Generalized_matched_filter_for_the_case_of_colored_interference|Generalized matched filter for the case of colored interference]].
*Given is also the following definite integral:
+
*Given is the following definite integral:
 
:$$\frac{1}{{\sqrt {2{\rm{\pi }}} }}\int_{ - \infty }^{ + \infty } {x^2  \cdot {\rm e}^{ - x^2 /2} \,\,{\rm{d}}x}  = 1.$$
 
:$$\frac{1}{{\sqrt {2{\rm{\pi }}} }}\int_{ - \infty }^{ + \infty } {x^2  \cdot {\rm e}^{ - x^2 /2} \,\,{\rm{d}}x}  = 1.$$
  
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<quiz display=simple>
 
<quiz display=simple>
{What is the S/N ratio (in dB) in the white noise case?
+
{What is the&nbsp; "maximum signal-to-interference ratio" &nbsp; $\rho_{\text{MF, WN}}$&nbsp; (in dB)&nbsp; in the white noise case?
 
|type="{}"}
 
|type="{}"}
$10 \cdot \lg \hspace{0.1cm} \rho_{d,\hspace{0.08cm} \rm WR} \ = \ $ { 37.53 3% } $\ \rm dB$
+
$10 \cdot \lg \hspace{0.1cm} \rho_{\text{MF, WN}} \ = \ $ { 37.53 3% } $\ \rm dB$
  
  
{Calculate the MF frequency response in the presence of colored interference.&nbsp; What is the magnitude of the value of&nbsp; $H_\text{MF}(f)$&nbsp; at frequency&nbsp; $f = 1 \hspace{0.08cm} \rm kHz$?&nbsp;
+
{Calculate the matched filter frequency response in the presence of colored interference.&nbsp; <br>What is the magnitude of&nbsp; $H_\text{MF}(f)$&nbsp; at frequency&nbsp; $f = 1 \hspace{0.08cm} \rm kHz$?&nbsp;
 
|type="{}"}
 
|type="{}"}
 
$|H_\text{MF}(f = 1 \hspace{0.08cm} \rm kHz)| \ =  \ $ { 0.216 3% }
 
$|H_\text{MF}(f = 1 \hspace{0.08cm} \rm kHz)| \ =  \ $ { 0.216 3% }
  
  
{What is the S/N ratio at the receiver in the case of the given colored interference?&nbsp; Give reasons for the better result.
+
{What is the&nbsp; "maximum signal-to-interference ratio" &nbsp; $\rho_{\text{MF}}$&nbsp;  at the receiver in the case of the given colored interference?&nbsp; Give reasons for the better result.
 
|type="{}"}
 
|type="{}"}
$10 \cdot \lg \hspace{0.1cm} \rho_d \ =  \ $ { 38.73 3% } $\ \rm dB$
+
$10 \cdot \lg \hspace{0.1cm} \rho_{\text{MF}} \ =  \ $ { 38.73 3% } $\ \rm dB$
  
  
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===Solution===
 
===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
'''(1)'''&nbsp; For white noise, according to the general equations in the theory section:
+
'''(1)'''&nbsp; For white noise,&nbsp; according to the general equations in the theory section:
 
:$$\rho_{d,\ \rm WR}  = \frac{2E_g }{N_0 } = \frac{{2 \cdot 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}}} = 5.66 \cdot 10^3 \quad
 
:$$\rho_{d,\ \rm WR}  = \frac{2E_g }{N_0 } = \frac{{2 \cdot 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}}} = 5.66 \cdot 10^3 \quad
 
\Rightarrow \quad 10\lg \cdot \rho _{d,\ \rm WR}  \hspace{0.15cm}\underline {= 37.53\;{\rm{dB}}}.$$
 
\Rightarrow \quad 10\lg \cdot \rho _{d,\ \rm WR}  \hspace{0.15cm}\underline {= 37.53\;{\rm{dB}}}.$$
  
  
 
+
'''(2)'''&nbsp; For the frequency response in the case of colored interferences,&nbsp; under the condition&nbsp; $T_{\rm D}= 0$:
'''(2)'''&nbsp; For the frequency response in the case of colored interferences, under the condition&nbsp; $T_{\rm D}= 0$:
+
:$$H_\text{MF} (f) = K_\text{MF}\cdot  \frac{G^{\star}  (f)}{\left| {H_{\rm N} (f)} \right|^2 }\hspace{0.2cm}{\rm with}\hspace{0.15cm}
:$$H_\text{MF} (f) = K_\text{MF}\cdot  \frac{G^{\star}  (f)}{\left| {H_{\rm N} (f)} \right|^2 }\hspace{0.2cm}{\rm mit}\hspace{0.15cm}
 
 
G(f) = g_0  \cdot \Delta t \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta t \hspace{0.03cm}\cdot \hspace{0.03cm}f} \right)^2 } ,\hspace{0.15cm}\frac{1}{\left| {H_{\rm N} (f)} \right|^2 } =1+\left( f/f_0 \right)^2. $$
 
G(f) = g_0  \cdot \Delta t \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta t \hspace{0.03cm}\cdot \hspace{0.03cm}f} \right)^2 } ,\hspace{0.15cm}\frac{1}{\left| {H_{\rm N} (f)} \right|^2 } =1+\left( f/f_0 \right)^2. $$
  
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:$$H_{\rm MF} (f) = {\rm{e}}^{ - {\rm{\pi }}[ {\Delta t \cdot f} ]^2 }  \cdot \left( {1 + \left(f/f_0 \right)^2 } \right).$$
 
:$$H_{\rm MF} (f) = {\rm{e}}^{ - {\rm{\pi }}[ {\Delta t \cdot f} ]^2 }  \cdot \left( {1 + \left(f/f_0 \right)^2 } \right).$$
  
*For white (frequency-independent) noise, the matched filter would be given by the first term alone, which causes the matching to the useful pulse&nbsp; $g(t)$.&nbsp;
+
*For white&nbsp; (frequency-independent)&nbsp; noise,&nbsp; the matched filter would be given by the first term alone,&nbsp; which causes the matching to the pulse&nbsp; $g(t)$.&nbsp;
*For colored interference &nbsp;&#8658;&nbsp; interference power-spectral density&nbsp; ${\it \Phi}_n(f)$,&nbsp; higher frequencies are raised by the correction term&nbsp; $1+\left( f/f_0 \right)^2$&nbsp; because in this range the interference is lower.
+
*For colored interference &nbsp;&#8658;&nbsp; PSD&nbsp; ${\it \Phi}_n(f)$,&nbsp; higher frequencies are raised by the correction term&nbsp; $1+\left( f/f_0 \right)^2$&nbsp; because in this range the interference is lower.
 
*For&nbsp; $f = 1/\Delta t = 2f_0 = 1\hspace{0.08cm} \rm kHz$&nbsp; we obtain:
 
*For&nbsp; $f = 1/\Delta t = 2f_0 = 1\hspace{0.08cm} \rm kHz$&nbsp; we obtain:
 
:$$H_{\rm MF} ( {f = {1}/{\Delta t}} ) = {\rm{e}}^{ - {\rm{\pi }}}  \cdot \left( {1 + 2^2 } \right) \hspace{0.15cm}\underline {= 0.216}.$$
 
:$$H_{\rm MF} ( {f = {1}/{\Delta t}} ) = {\rm{e}}^{ - {\rm{\pi }}}  \cdot \left( {1 + 2^2 } \right) \hspace{0.15cm}\underline {= 0.216}.$$
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'''(3)'''&nbsp; In general, the S/N ratio at the output of the matched filter is:
+
'''(3)'''&nbsp; In general,&nbsp; the S/N ratio at the output of the matched filter is:
 
:$$\rho _d  = \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{\it{\Phi _n} \left( f \right)}\,\,{\rm{d}}f = } \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}} \, \,{\rm{d}}f \hspace{0.3cm}+ \hspace{0.3cm} \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}}  \cdot \frac{f^2 }{f_0 ^2 }\,\,{\rm{d}}f.$$
 
:$$\rho _d  = \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{\it{\Phi _n} \left( f \right)}\,\,{\rm{d}}f = } \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}} \, \,{\rm{d}}f \hspace{0.3cm}+ \hspace{0.3cm} \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}}  \cdot \frac{f^2 }{f_0 ^2 }\,\,{\rm{d}}f.$$
  
*The first summand is equal to the S/N ratio in white noise.&nbsp; For the second summand, we obtain:
+
*The first summand is equal to the S/N ratio withn white noise.&nbsp; For the second summand,&nbsp; we obtain:
 
:$$\Delta \rho _d  = \frac{g_0 ^2  \cdot \Delta t^2 }{N_0 /2 \cdot f_0 ^2 }\cdot \int_{ - \infty }^{ + \infty } {f^2  \cdot {\rm{e}}^{ - 2{\rm{\pi }}\left( {f \cdot \Delta t} \right)^2 } }\,\, {\rm{d}}f.$$
 
:$$\Delta \rho _d  = \frac{g_0 ^2  \cdot \Delta t^2 }{N_0 /2 \cdot f_0 ^2 }\cdot \int_{ - \infty }^{ + \infty } {f^2  \cdot {\rm{e}}^{ - 2{\rm{\pi }}\left( {f \cdot \Delta t} \right)^2 } }\,\, {\rm{d}}f.$$
  
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:$$\Delta \rho _d  = \frac{\sqrt 2  \cdot g_0 ^2  \cdot \Delta t}{N_0 } \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }} \cdot \int_{ - \infty }^{ + \infty } {\frac{x^2 }{\sqrt {2{\rm{\pi }}} }}  \cdot {\rm{e}}^{ - x^2 /2}\,\, {\rm{d}}x.$$
 
:$$\Delta \rho _d  = \frac{\sqrt 2  \cdot g_0 ^2  \cdot \Delta t}{N_0 } \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }} \cdot \int_{ - \infty }^{ + \infty } {\frac{x^2 }{\sqrt {2{\rm{\pi }}} }}  \cdot {\rm{e}}^{ - x^2 /2}\,\, {\rm{d}}x.$$
  
*This particular integral was given in the front; it has the value&nbsp; $1$.&nbsp; The first factor again describes the S/N ratio in white noise.
+
*This particular integral was given in the front;&nbsp; it has the value&nbsp; $1$.&nbsp; The first factor again describes the S/N ratio with white noise.
 
*This gives the following equations:
 
*This gives the following equations:
 
:$$\Delta \rho _d  = \rho _{d,\rm WR}  \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }}, \hspace{1cm}
 
:$$\Delta \rho _d  = \rho _{d,\rm WR}  \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }}, \hspace{1cm}
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<u>Conclusion:</u>
 
<u>Conclusion:</u>
*There is a&nbsp; $1.2 \; \rm dB$&nbsp; better result than with white noise, because here&nbsp; ${\it \Phi}_n(f)$&nbsp; is smaller than&nbsp; $N_0/2$ in the whole frequency range except for the frequency&nbsp; $f = 0$&nbsp; $($here the equal sign applies$)$.&nbsp;
+
There is a&nbsp; $1.2 \; \rm dB$&nbsp; better result than with white noise,&nbsp; because&nbsp; ${\it \Phi}_n(f)$&nbsp; is here smaller than&nbsp; $N_0/2$ in the whole frequency range except for the frequency&nbsp; $f = 0$&nbsp; $($here the equal sign applies$)$.&nbsp; This fact is also used by the matched filter.
*This fact is also used by the matched filter.
 
 
{{ML-Fuß}}
 
{{ML-Fuß}}
  

Latest revision as of 11:08, 22 February 2022

Spectrum  $G(f)\ \bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \ g(t)$; 
PSD ${\it \Phi}_n (f)$  of the interference

At the input of a filter there is a Gaussian pulse

$$g(t) = g_0 \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {t/\Delta t} \right)^2 }$$

with amplitude  $g_0 = 2 \hspace{0.08cm}\rm V$  and equivalent pulse duration  $\Delta t = 1 \hspace{0.08cm}\rm ms$. 

  • The corresponding spectral function  $G(f)$  is sketched above.
  • The energy of this Gaussian pulse is given as follows:
$$E_g = \int_{ - \infty }^{ + \infty } {g^2(t) \ {\rm{d}}t = \frac{g_0 ^2 \cdot \Delta t}{\sqrt 2 }} = 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}.$$

An interference  $n(t)$  is superimposed on the impulse  $g(t)$,  which largely covers the impulse.  

Two alternatives are considered for this purpose:

  • Let the bilateral interference power density be constant  (only for the first subtask):
$${\it \Phi}_n (f) = \frac{N_0 }{2},\quad N_0 = 10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
  • Let the interference signal  $n(t)$  be colored with the following interference power-spectral density  $\rm (PSD)$:
$${\it \Phi}_n (f) = \frac{N_0 /2}{{1 + \left( {f/f_0 } \right)^2 }},\quad f_0 = 500\;{\rm{Hz}}.$$

This second PSD response can be modeled,  for example,  from white noise by a shape filter with frequency response  (first order low-pass): 

$$H_{\rm N}(f) = \frac{1}{{1 + {\rm{j}}\cdot f/f_0 }}\quad\bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \quad h_{\rm N}(t) = 2{\rm{\pi }}f_0 \cdot {\rm{e}}^{ - 2{\rm{\pi }}f_0 t} $$

Further,  let it hold:

  • Let the filter be optimally matched to the transmitted pulse shape  $g(t)$  and the interference power-spectral density  ${\it \Phi}_n (f)$,  respectively:  
$$H(f) = H_{\rm MF}(f).$$
  • The filter constant  $K_{\rm MF}$  is to be chosen such that  $H(f= 0) =1$. 
  • Let the detection time be  $T_{\rm D}= 0$  for simplicity  (acausal system description).



Notes:

$$\frac{1}{{\sqrt {2{\rm{\pi }}} }}\int_{ - \infty }^{ + \infty } {x^2 \cdot {\rm e}^{ - x^2 /2} \,\,{\rm{d}}x} = 1.$$



Questions

1

What is the  "maximum signal-to-interference ratio"   $\rho_{\text{MF, WN}}$  (in dB)  in the white noise case?

$10 \cdot \lg \hspace{0.1cm} \rho_{\text{MF, WN}} \ = \ $

$\ \rm dB$

2

Calculate the matched filter frequency response in the presence of colored interference. 
What is the magnitude of  $H_\text{MF}(f)$  at frequency  $f = 1 \hspace{0.08cm} \rm kHz$? 

$|H_\text{MF}(f = 1 \hspace{0.08cm} \rm kHz)| \ = \ $

3

What is the  "maximum signal-to-interference ratio"   $\rho_{\text{MF}}$  at the receiver in the case of the given colored interference?  Give reasons for the better result.

$10 \cdot \lg \hspace{0.1cm} \rho_{\text{MF}} \ = \ $

$\ \rm dB$


Solution

(1)  For white noise,  according to the general equations in the theory section:

$$\rho_{d,\ \rm WR} = \frac{2E_g }{N_0 } = \frac{{2 \cdot 2.83 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}} {\rm{s}}}}{{10^{ - 6} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}}} = 5.66 \cdot 10^3 \quad \Rightarrow \quad 10\lg \cdot \rho _{d,\ \rm WR} \hspace{0.15cm}\underline {= 37.53\;{\rm{dB}}}.$$


(2)  For the frequency response in the case of colored interferences,  under the condition  $T_{\rm D}= 0$:

$$H_\text{MF} (f) = K_\text{MF}\cdot \frac{G^{\star} (f)}{\left| {H_{\rm N} (f)} \right|^2 }\hspace{0.2cm}{\rm with}\hspace{0.15cm} G(f) = g_0 \cdot \Delta t \cdot {\rm{e}}^{ - {\rm{\pi }}\left( {\Delta t \hspace{0.03cm}\cdot \hspace{0.03cm}f} \right)^2 } ,\hspace{0.15cm}\frac{1}{\left| {H_{\rm N} (f)} \right|^2 } =1+\left( f/f_0 \right)^2. $$
  • From the condition  $H_\text{MF}(f = 0) = 1$  it follows  $K_\text{MF} = 1/(g_0 \cdot \Delta t)$.  Thus one obtains:
$$H_{\rm MF} (f) = {\rm{e}}^{ - {\rm{\pi }}[ {\Delta t \cdot f} ]^2 } \cdot \left( {1 + \left(f/f_0 \right)^2 } \right).$$
  • For white  (frequency-independent)  noise,  the matched filter would be given by the first term alone,  which causes the matching to the pulse  $g(t)$. 
  • For colored interference  ⇒  PSD  ${\it \Phi}_n(f)$,  higher frequencies are raised by the correction term  $1+\left( f/f_0 \right)^2$  because in this range the interference is lower.
  • For  $f = 1/\Delta t = 2f_0 = 1\hspace{0.08cm} \rm kHz$  we obtain:
$$H_{\rm MF} ( {f = {1}/{\Delta t}} ) = {\rm{e}}^{ - {\rm{\pi }}} \cdot \left( {1 + 2^2 } \right) \hspace{0.15cm}\underline {= 0.216}.$$


(3)  In general,  the S/N ratio at the output of the matched filter is:

$$\rho _d = \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{\it{\Phi _n} \left( f \right)}\,\,{\rm{d}}f = } \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}} \, \,{\rm{d}}f \hspace{0.3cm}+ \hspace{0.3cm} \int_{ - \infty }^{ + \infty } {\frac{\left| {G(f)} \right|^2 }{N_0 /2}} \cdot \frac{f^2 }{f_0 ^2 }\,\,{\rm{d}}f.$$
  • The first summand is equal to the S/N ratio withn white noise.  For the second summand,  we obtain:
$$\Delta \rho _d = \frac{g_0 ^2 \cdot \Delta t^2 }{N_0 /2 \cdot f_0 ^2 }\cdot \int_{ - \infty }^{ + \infty } {f^2 \cdot {\rm{e}}^{ - 2{\rm{\pi }}\left( {f \cdot \Delta t} \right)^2 } }\,\, {\rm{d}}f.$$
  • After substituting  $x = 2 \cdot \pi^{0.5}\cdot f \cdot \Delta t$,  this integral becomes:
$$\Delta \rho _d = \frac{\sqrt 2 \cdot g_0 ^2 \cdot \Delta t}{N_0 } \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }} \cdot \int_{ - \infty }^{ + \infty } {\frac{x^2 }{\sqrt {2{\rm{\pi }}} }} \cdot {\rm{e}}^{ - x^2 /2}\,\, {\rm{d}}x.$$
  • This particular integral was given in the front;  it has the value  $1$.  The first factor again describes the S/N ratio with white noise.
  • This gives the following equations:
$$\Delta \rho _d = \rho _{d,\rm WR} \cdot \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }}, \hspace{1cm} \rho _d = \rho _{d,\rm WR} + \Delta \rho _d = \rho _{d, \rm WR} \left( {1 + \frac{1}{{4{\rm{\pi }}\left( {\Delta t \cdot f_0 } \right)^2 }}} \right).$$
$$\Rightarrow \hspace{0.3cm} \Delta t \cdot f_0 = 0.5 : \hspace{0.3cm} \rho _d = 1.318 \cdot \rho _{d,\rm WR} = 7.46 \cdot 10^3 \hspace{0.3cm} \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline {= 38.73\;{\rm{dB}}}.$$

Conclusion: There is a  $1.2 \; \rm dB$  better result than with white noise,  because  ${\it \Phi}_n(f)$  is here smaller than  $N_0/2$ in the whole frequency range except for the frequency  $f = 0$  $($here the equal sign applies$)$.  This fact is also used by the matched filter.