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

From LNTwww
m (Text replacement - "power spectral density" to "power-spectral density")
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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]]
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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 ${\it \Phi}_n (f)$]]
The interference power density effective on a system can be assumed to be constant in range:
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The interference power-spectral density effective on a system can be assumed to be constant in range:
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{f\ddot{u}r}  \\  \rm{f\ddot{u}r}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
+
:$$\it{\Phi} _n \left( f \right) = \left\{ \begin{array}{l} N_0 /2 \\ N_1 /2 \\  \end{array} \right.\quad \begin{array}{*{20}c}  \rm{for}  \\  \rm{for}  \\\end{array}\quad \begin{array}{*{20}c}  {\left| f \right| \le f_{\rm N} ,}  \\  {\left| f \right| > f_{\rm N} .}  \\\end{array}$$
  
*Here, let the interference power density&nbsp; $N_1$&nbsp; in the outer region&nbsp; $|f| > f_{\rm N}$&nbsp; always be much smaller than&nbsp; $N_0$.  
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*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, use the following values:
+
*For example,&nbsp; use the following values:
 
:$$N_0  = 2 \cdot 10^{ - 6} \;{\rm{V}}^{\rm{2}} /{\rm{Hz}},\quad N_1  = 2 \cdot 10^{ - 8} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
 
:$$N_0  = 2 \cdot 10^{ - 6} \;{\rm{V}}^{\rm{2}} /{\rm{Hz}},\quad N_1  = 2 \cdot 10^{ - 8} \;{\rm{V}}^{\rm{2}}/ {\rm{Hz}}.$$
  
Such an interference signal&nbsp; $n(t)$&nbsp; occurs, for example, when the dominant interference source contains only components below the frequency limit&nbsp; $f_{\rm N}$.&nbsp; &nbsp; Due to the unavoidable thermal noise, also for&nbsp; $|f| > f_{\rm N}$&nbsp; the interference power density is&nbsp; ${\it \Phi}_n(f) \ne 0$.
+
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; ${\it \Phi}_n(f) \ne 0$.
  
Further, it holds:
+
Further,&nbsp; it holds:
*Let the spectrum&nbsp; $G(f)$&nbsp; of the useful signal also be rectangular according to the above diagram.
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*Let the spectrum&nbsp; $G(f)$&nbsp; of the useful signal&nbsp; $g(t)$&nbsp; also be rectangular according to the above diagram.
*Therefore, the corresponding useful pulse&nbsp; $g(t)$&nbsp;  has the following curve with&nbsp; $\Delta f = 2 \cdot f_{\rm G}$:&nbsp;  
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*Therefore,&nbsp; $g(t)$&nbsp;  has the following curve with&nbsp; $\Delta f = 2 \cdot f_{\rm G}$:&nbsp;  
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm si}\nolimits} \left( {{\rm{\pi }} \cdot \Delta f \cdot t} \right).$$
+
:$$g(t) = G_0  \cdot \Delta f \cdot {\mathop{\rm sinc}\nolimits} \left( { \Delta f \cdot t} \right).$$
  
*Let the reception filter be optimally matched to the useful spectrum&nbsp; $G(f)$&nbsp; and the interference power-spectral density&nbsp; ${\it \Phi}_n(f)$.&nbsp;
+
*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; Let the detection time be simplified&nbsp; $T_{\rm D}  = 0$&nbsp; (acausal system description).
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*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).
  
  
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''Notes:''
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Notes:  
 
*The exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
 
*The exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Matched_Filter|Matched Filter]].
 
   
 
   
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{Which of the following statements are valid under the condition&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="[]"}
+ Applicable is the "matched filter" for "white noise".
+
+ Applicable is the "matched filter for white noise".
- The MF output pulse is triangular.
+
- The matched filter output pulse is triangular.
+ The MF output pulse is&nbsp; $\rm si$&ndash;shaped.
+
+ The matched filter output pulse is&nbsp; $\rm sinc$&ndash;shaped.
- The MF output pulse is&nbsp; $\rm si^2$&ndash;shaped.
+
- The matched filter output pulse is&nbsp; $\rm sinc^2$&ndash;shaped.
  
  
{What is the S/N ratio (in dB) for&nbsp; $f_{\rm N} > f_{\rm G}$?
+
{What is the S/N ratio (SNR) 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% } $\ \rm dB$
  
  
{What SNR (in dB) results for&nbsp; $f_{\rm N} = f_{\rm G}/2$?&nbsp; Interpretation.
+
{What SNR 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% } $\ \rm dB$

Revision as of 13:57, 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) 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 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, 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.