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
 
}}
 
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[[File:P_ID647__Sto_Z_5_8.png|right|]]
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[[File:P_ID647__Sto_Z_5_8.png|right|frame|Spectrum&nbsp; $G(f)\ \bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \ g(t)$;&nbsp; <br>power-sprectral density ${\it \Phi}_n (f)$]]
:Die bei einem System wirksame Störleistungsdichte kann als bereichsweise konstant angenommen werden:
+
The interference power-spectral density effective on a system can be assumed to be constant in range:
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{f\ddot{u}r}  \\  \rm{f\ddot{u}r}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
+
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{for}  \\  \rm{for}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
  
:Hierbei sei die Störleistungsdichte <i>N</i><sub>1</sub> im äußeren Bereich <nobr>(> <i>f</i><sub>N</sub>)</nobr> stets sehr viel kleiner als <i>N</i><sub>0</sub>. Verwenden Sie zum Beispiel die folgenden Werte:
+
*Here,&nbsp; let the power-spectral density&nbsp; $N_1$&nbsp; in the outer region&nbsp; $|f| > f_{\rm N}$&nbsp; always be much smaller than&nbsp; $N_0$.  
 +
*For example,&nbsp; 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 <i>n</i>(<i>t</i>) tritt beispielsweise dann auf, wenn die dominante Störquelle nur Anteile unterhalb der Grenzfrequenz <i>f</i><sub>N</sub> beinhaltet. Aufgrund des unvermeidbaren thermischen Rauschens ist jedoch auch oberhalb von |<i>f</i>| = <i>f</i><sub>N</sub> die Störleistungsdichte <i>&Phi;<sub>n</sub></i>(<i>f</i>) &ne; 0.
+
Such an interference signal&nbsp; $n(t)$&nbsp; occurs,&nbsp; for example,&nbsp; when the dominant interference source contains only components below the frequency limit&nbsp; $f_{\rm N}$.&nbsp; &nbsp; Due to the unavoidable thermal noise,&nbsp; also for&nbsp; $|f| > f_{\rm N}$&nbsp; interference power-spectral density is&nbsp; ${\it \Phi}_n(f) \ne 0$.
  
:Das Spektrum <i>G</i>(<i>f</i>) des Nutzsignals sei entsprechend der obigen Skizze ebenfalls rechteckförmig. Der zugehörige Nutzimpuls <i>g</i>(<i>t</i>) hat deshalb mit &Delta;<i>f</i> = 2 &middot; <i>f</i><sub>G</sub> folgenden Verlauf:
+
Further,&nbsp; it holds:
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm si}\nolimits} \left( {{\rm{\pi }} \cdot \Delta f \cdot t} \right).$$
+
*Let the spectrum&nbsp; $G(f)$&nbsp; of the useful signal&nbsp; $g(t)$&nbsp; also be rectangular according to the above diagram.
 +
*Therefore,&nbsp;  $g(t)$&nbsp;  has the following curve with&nbsp; $\Delta f = 2 \cdot f_{\rm G}$:&nbsp;  
 +
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm sinc}\nolimits} \left( { \Delta f \cdot t} \right).$$
  
:Verwenden Sie für numerische Berechnungen stets die Zahlenwerte
+
*Let the frequency response&nbsp; $H_{\rm E}(f)$&nbsp; of the receiver filter&nbsp; (German:&nbsp; "Empfangsfilter" &nbsp; &rArr; &nbsp; subscript "E")&nbsp;  be optimally matched to the spectrum&nbsp; $G(f)$&nbsp; and the interference power-spectral density&nbsp; ${\it \Phi}_n(f)$.&nbsp;
 +
*That is,&nbsp; let&nbsp; $H_{\rm E}(f) = H_{\rm MF}(f)$&nbsp; &rArr; &nbsp; "Matched Filter".&nbsp;
 +
*Let the detection time be simplified&nbsp; $T_{\rm D}  = 0$&nbsp; (acausal system description).
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
Notes:
 +
*The exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
 +
 +
*For numerical calculations always use the numerical values
 
:$$G_0  = 10^{ - 4} \;{\rm{V/Hz}}{\rm{, }}\quad \Delta f = 10\;{\rm{kHz}}.$$
 
:$$G_0  = 10^{ - 4} \;{\rm{V/Hz}}{\rm{, }}\quad \Delta f = 10\;{\rm{kHz}}.$$
 
:Das Empfangsfilter sei optimal an das Nutzspektrum <i>G</i>(<i>f</i>) und das Störleistungsdichtespektrums <i>&Phi;<sub>n</sub></i>(<i>f</i>) angepasst. Das heißt, es gelte <i>H</i><sub>E</sub>(<i>f</i>) = <i>H</i><sub>MF</sub>(<i>f</i>). Der Detektionszeitpunkt sei vereinfachend <nobr><i>T</i><sub>D</sub> = 0</nobr> (akausale Systembeschreibung).
 
  
  
  
===Fragebogen===
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===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Welche der folgenden Aussagen gelten unter der Voraussetzung <i>f</i><sub>N</sub> &gt; <i>f</i><sub>G</sub>?
+
{Which of the following statements are valid under the condition&nbsp; $f_{\rm N} > f_{\rm G}$?
 
|type="[]"}
 
|type="[]"}
+ Anwendbar ist das &bdquo;Matched-Filter&rdquo; für &bdquo;Weißes Rauschen&rdquo;.
+
+ Applicable is the "matched filter for white noise".
- Der MF&ndash;Ausgangsimpuls ist dreieckförmig.
+
- The matched filter output pulse is triangular.
+ Der MF&ndash;Ausgangsimpuls ist s&ndash;förmig.
+
+ The matched filter output pulse is&nbsp; $\rm sinc$&ndash;shaped.
- Der MF&ndash;Ausgangsimpuls ist si<sup>2</sup>&ndash;förmig.
+
- The matched filter output pulse is&nbsp; $\rm sinc^2$&ndash;shaped.
  
  
{Welches S/N&ndash;Verhältnis (in dB) ergibt sich für <i>f</i><sub>N</sub> &gt; <i>f</i><sub>G</sub>?
+
{What is the S/N ratio (SNR) of the detection signal&nbsp; $d(t)$&nbsp; for&nbsp; $f_{\rm N} > f_{\rm G}$?
 
|type="{}"}
 
|type="{}"}
$10\ .\ lg(\rho_d)$ = { 20 3% } $dB$
+
$10 \cdot \lg \; \rho_d \ =  \ $ { 20 3% } $\ \rm dB$
  
  
{Welches SNR (in dB) ergibt sich für <i>f</i><sub>N</sub> = <i>f</i><sub>G </sub>/2? Interpretation.
+
{What SNR results for&nbsp; $f_{\rm N} = f_{\rm G}/2$?&nbsp; Interpretation.
 
|type="{}"}
 
|type="{}"}
$10\ .\ lg(\rho_d)$ = { 37.03 3% } $dB$
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$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}}
:<b>1.</b>&nbsp;&nbsp;Für alle Frequenzen |<i>f</i>| &lt; <i>f</i><sub>G</sub>, bei denen das Nutzsignal Spektralanteile besitzt (<i>G</i>(<i>f</i>) &ne; 0), ist das Störleistungsdichtespektrum <i>&Phi;<sub>n</sub></i>(<i>f</i>) = <i>N</i><sub>0 </sub>/2. Damit lautet der Frequenzgang des Matched-Filters<i>T</i><sub>D</sub> = 0 vorausgesetzt:
+
'''(1)'''&nbsp; <u>Solutions 1 and 3</u>&nbsp; are correct:
 +
*For all frequencies&nbsp; $|f| > f_{\rm G}$&nbsp; at which the useful signal&nbsp; $d_{\rm S}(t)$&nbsp; has spectral components&nbsp; $(G_d(f) \ne 0)$,&nbsp; <br>the interference power-spectral density is&nbsp; ${\it}\Phi_n(f) = N_0/2$.  
 +
*Thus,&nbsp; the frequency response of the matched filter is,&nbsp; assuming&nbsp; $T_{\rm D} = 0$:
 
:$$H_{\rm MF} (f) = K_{\rm MF}  \cdot G(f).$$
 
:$$H_{\rm MF} (f) = K_{\rm MF}  \cdot G(f).$$
 +
*In this case,&nbsp; the optimal frequency response&nbsp; $H_{\rm MF}(f)$,&nbsp; just like&nbsp; $G(f)$,&nbsp; is rectangular with width&nbsp; $\Delta f$.
 +
*Thus,&nbsp; for the useful component of the matched filter output signal&nbsp; $d(t)$&nbsp; 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&nbsp; $\rm sinc$&ndash;shaped.
 +
  
:Der optimale Frequenzgang <i>H</i><sub>MF</sub>(<i>f</i>) ist in diesem Fall ebenso wie <i>G</i>(<i>f</i>) rechteckförmig mit Breite &Delta;<i>f</i>. Für den Nutzanteil des MF-Ausgangssignals gilt:
 
:$$d_{\rm S}(t)\quad \circ\!\!-\!\!\!-\!\!\!-\!\!\bullet\, \quad G(f) \cdot H_{\rm MF} (f).$$
 
  
:Das Produkt zweier Rechteckfunktionen gleicher Breite ergibt wiederum diese Rechteckfunktion. Daraus folgt weiter, dass der Ausgangsimpuls des Matched-Filters ebenfalls si-förmig verläuft. Richtig sind also <u>die Lösungsvorschläge 1 und 3</u>.
 
  
:<b>2.</b>&nbsp;&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 <i>G</i><sub>0</sub><sup>2</sup> &middot; &Delta;<i>f</i>. Daraus folgt:
+
*The integral yields the value&nbsp; $G_0^2 \cdot \Delta f$.&nbsp; It follows that:
:$$\rho _d  = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2 $$
+
[[File:P_ID648__Sto_Z_5_8_c.png|right|frame|Regarding subtask&nbsp; '''(3)''']]
:$$\Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$
+
 
[[File:P_ID648__Sto_Z_5_8_c.png|right|]]
+
:$$\rho _d  = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2  
:<b>3.</b>&nbsp;&nbsp;Allgemein gilt für das SNR bei farbiger Störung:
+
\quad \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$
:$$\rho _d  = 2 \cdot \int_0^\infty  {\frac{\left| {G(f)} \right|^2 }{\it{\Phi} _n (f)}} \, {\rm{d}}f.$$
 
  
:Wie aus der nebenstehenden qualitativen Skizze hervorgeht, ist der Integrand bei den vorgegebenen Frequenzgängen stückweise konstant. Mit <i>f</i><sub>G</sub> = 5 kHz und <i>f</i><sub>N</sub> = <i>f</i><sub>G</sub>/2  <nobr>(= 2.5 kHz)</nobr> erhält man somit:
 
:$$\rho _d  = 2 \cdot 2.5\;{\rm{kHz}}\left( { \frac{10^{ - 2}}{\rm{Hz}} +  \frac{1}{{{\rm{Hz}}}} } \right) = 5.05 \cdot 10^3$$
 
:$$ \Rightarrow \quad 10\cdot\lg \rho _d  \hspace{0.15cm}\underline {= 37.03\;{\rm{dB}}}.$$
 
  
:<b>Interpretation:</b><br>Der Matched&ndash;Filter&ndash;Frequenzgang <i>H</i><sub>MF</sub>(<i>f</i>) hat genau den selben Verlauf wie der oben skizzierte Integrand. Wird die Konstante <i>K</i><sub>MF</sub> (willkürlich) so gewählt, dass im Bereich <i>f</i><sub>N</sub> &#8804; <i>f</i> &#8804; <i>f</i><sub>G</sub> der MF&ndash;Frequenzgang den Wert 1 besitzt, so gilt für tiefe Frequenzen (|<i>f</i>| &lt; <i>f</i><sub>N</sub>): <i>H</i><sub>MF</sub>(<i>f</i>) = 0.01. Das bedeutet: Das Matched&ndash;Filter bevorzugt diejenigen Frequenzen, die durch die Störung <i>&Phi;<sub>n</sub></i>(<i>f</i>) nur wenig beeinträchtigt werden.
+
'''(3)'''&nbsp; In general,&nbsp; the SNR for colored interference is:
 +
:$$\rho _d  = 2 \cdot \int_0^\infty  \frac{\left| {G(f)} \right|^2 }{{\it \Phi}_n (f)} \, {\rm{d}}f.$$
  
:Würde man stattdessen ein Filter <i>H</i>(<i>f</i>) verwenden, das alle Frequenzen des Nutzsignals bis einschließlich <i>f</i><sub>G</sub> gleich bewertet (violetter Kurvenverlauf in der unteren Skizze), so ergäben sich folgende Verhältnisse:
+
*As can be seen from the accompanying qualitative diagram,&nbsp; that the integrand is piecewise constant for the given frequency responses.
:$$d_{\rm S}( {T_{\rm D} } ) = G_0  \cdot 2 \cdot f_{\rm G} = 1\;{\rm{V}},$$
+
*Thus,&nbsp; 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:
:$$\sigma _d ^2 = 10^{ - 6} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot f_{\rm G}  + 10^{ - 8} \frac{{{\rm{V}}^{\rm{2}} }}{{{\rm{Hz}}}} \cdot ( {f_{\rm G} - f_{\rm N} } ) = 2.5 \cdot 1.01 \cdot 10^{ - 3} \;{\rm{V}}^{\rm{2}}$$
+
:$$\rho _d  = 2 \cdot 2.5\;{\rm{kHz}}\left( { \frac{10^{ - 2}}{\rm{Hz}} \frac{1}{{{\rm{Hz}}}} } \right) = 5.05 \cdot 10^3
:$$ \Rightarrow \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}.$$
+
\quad \Rightarrow \quad 10\cdot\lg \rho _d  \hspace{0.15cm}\underline {= 37.03\;{\rm{dB}}}.$$
  
:Das Signal&ndash;zu&ndash;Rauschverhältnis ist somit um ca. 11 dB schlechter, als wenn man das Matched&ndash;Filter für farbige Störungen verwendet.
+
'''Interpretation''':&nbsp;
 +
*The matched filter frequency response&nbsp; $H_{\rm MF}(f)$&nbsp; has exactly the same shape as the integrand sketched above.
 +
*If the constant&nbsp; $K_{\rm MF}$&nbsp; is chosen (arbitrarily) so that&nbsp; $H_{\rm MF}(f) = 1$&nbsp; in the range&nbsp; $f_{\rm N} \le |f| \le f_{\rm G}$,&nbsp;  then for low frequencies&nbsp;  $(|f| < f_{\rm N})$:  &nbsp; $H_{\rm MF}(f) = 0.01$.&nbsp; This means: The matched filter favors those frequencies that are only slightly affected by the interference&nbsp; ${\it \Phi}_n(f)$.&nbsp;
 +
*If instead we would use a filter&nbsp; $H(f)$,&nbsp; which gives equal weight to all frequencies up to and including&nbsp; $f_{\rm G}$&nbsp; (purple curve in the sketch below), <br>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&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}}
  
  
  
[[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 15:19, 23 February 2022

Spectrum  $G(f)\ \bullet\!\!\!-\!\!\!-\!\!\!-\!\!\circ\, \ g(t)$; 
power-sprectral density ${\it \Phi}_n (f)$

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

$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\ \end{array} \right.\quad \begin{array}{*{20}c} \rm{for} \\ \rm{for} \\\end{array}\quad \begin{array}{*{20}c} {\left| f \right| \le f_{\rm N} ,} \\ {\left| f \right| > f_{\rm N} .} \\\end{array}$$
  • Here,  let the power-spectral 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  $|f| > f_{\rm N}$  interference power-spectral density is  ${\it \Phi}_n(f) \ne 0$.

Further,  it holds:

  • Let the spectrum  $G(f)$  of the useful signal  $g(t)$  also be rectangular according to the above diagram.
  • Therefore,  $g(t)$  has the following curve with  $\Delta f = 2 \cdot f_{\rm G}$: 
$$g(t) = G_0 \cdot \Delta f \cdot {\mathop{\rm sinc}\nolimits} \left( { \Delta f \cdot t} \right).$$
  • Let the frequency response  $H_{\rm E}(f)$  of the receiver filter  (German:  "Empfangsfilter"   ⇒   subscript "E")  be optimally matched to the spectrum  $G(f)$  and the interference power-spectral density  ${\it \Phi}_n(f)$. 
  • That is,  let  $H_{\rm E}(f) = H_{\rm MF}(f)$  ⇒   "Matched Filter". 
  • 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 matched filter output pulse is triangular.
The matched filter output pulse is  $\rm sinc$–shaped.
The matched filter output pulse is  $\rm sinc^2$–shaped.

2

What is the S/N ratio (SNR) of the detection signal  $d(t)$  for  $f_{\rm N} > f_{\rm G}$?

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

$\ \rm dB$

3

What SNR 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  $d_{\rm S}(t)$  has spectral components  $(G_d(f) \ne 0)$, 
    the interference power-spectral density is  ${\it}\Phi_n(f) = N_0/2$.
  • Thus,  the frequency response of the matched filter is,  assuming  $T_{\rm D} = 0$:
$$H_{\rm MF} (f) = K_{\rm MF} \cdot G(f).$$
  • 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 matched filter output signal  $d(t)$  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  $\rm sinc$–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:
Regarding subtask  (3)
$$\rho _d = \frac{G_0 ^2 \cdot \Delta f }{N_0 /2} = \frac{ 10^{ - 8}\,(\rm V/Hz)^2 \;\cdot10^4 \;{\rm{Hz}} }{10^{ - 6}\,\rm V^2/Hz} = 10^2 \quad \Rightarrow \quad 10\lg \rho _d \hspace{0.15cm}\underline { = 20\;{\rm{dB}}}.$$


(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,  that 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  $H_{\rm MF}(f) = 1$  in the range  $f_{\rm N} \le |f| \le f_{\rm G}$,  then for low frequencies  $(|f| < f_{\rm N})$:   $H_{\rm MF}(f) = 0.01$.  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 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.