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Lectures 8 - 9: Signal Detection in Noise
and the Matched Filter
Eytan Modiano
Aero-Astro Dept.
Eytan Modiano
Slide 1
Noise in communication systems
Eytan Modiano
Slide 2
Random Processes
$ $
1 T /2 1 T /2
Px = E[ lim x (t)dt = lim
2
Rx (0)dt =Rx (0)
t! " T #T / 2 t !" T #T / 2
Eytan Modiano
Slide 3
• If x(t) is WSS then the power spectral density function is given by:
Sx(f) = F[Rx(τ)]
• The total power in the process is also given by:
" "%" (
# S ( f )df = # ''& # R (t)e
! j2 $ ft
Px = x x dt * df
*)
!" !" !"
"%" (
# ''& # R (t)e
! j2 $ ft
= x df * dt
!" !"
*)
# # #
= Rx (t) ' e ! j2$ft df * dt = Rx (t)+ (t)dt = Rx (0)
'&!" *)
!" !"
Eytan Modiano
Slide 4
White noise
Sn(f)
No/2
• Notice that the total power over the entire frequency range is infinite
– But in practice we only care about the noise content within the signal
bandwidth, as the rest can be filtered out
• After filtering the only remaining noise power is that contained within the
filter bandwidth (B)
SBP(f)
No/2 No/2
-fc fc
Eytan Modiano
Slide 5
B B
AWGN
1 # x 2 / 2" 2
fx (x) = e
2! "
– AKA Normal r.v., N(0,σ2)
– σ2 = Px = BNo
! !
% f (x)dx = %
1 #x 2 / 2' 2
Fx (! ) = P[X " ! ] = e dx
2& '
x
#$ #$
Slide 6
AWGN, continued
• X(t) ~ N(0,σ2)
•
#E[X(t + ! )]E[X(t )] ! " 0
Rx (! ) = E[X(t + ! )X(t)] = $
% E[X 2 (t)] ! =0
#0 !"0
=$ 2
%& ! = 0
• Rx(0) = σ2 = Px = BNo
Eytan Modiano
Slide 7
• Receiver filter
– Designed to maximize signal-to-noise power ratio (SNR)
Eytan Modiano
Slide 8
Receiver filter
#
y(t) = r(t) * h(t) = r(! )h(t " ! )d!
0
T
#
Sampling at t = T $ y(T )= r(! )h(T " ! )d!
0
r (!) = s(! ) + n(! ) $
T T
#
y(T) = s(! )h(T " !) d! + # n(! )h(T " ! )d! = Y (T) + Y (T )
s n
0 0
2 2
%T ( %T (
Ys2 (T)
#
' s(! )h(T " ! )d! *
'& 0 *)
#
' h(! )s(T " !) d! *
'& 0 *)
SNR= = =
E[Yn2 (T )] T T
# #
N0 N0
h2 (T " t)dt h2 (T " t )dt
2 2
0 0
Eytan Modiano
Slide 9
Above holds with equality iff: g1 (t) = cg2 (t) for arbitrary constant c
2
$T ' T T
#
& s(+ )h(T ! + )d+ )
&% 0 )( # #
(s(+ )) 2 d+ h 2 (T ! + )d+ T
#
2 2Es
SNR= T * 0
T
0
= (s(+ )) d+ =
2
N0 N0
# #
N0 N0
h2 (T ! t )dt h 2 (T ! t)dt 0
2 2
0 0
T T
Eytan Modiano
Slide 11
Example, continued
Ys (t) = $ S(! )h(t " ! )d! , h(t' ) = g(T " t' ) # h(t " ! ) = g(T +! " t )
0
t t
Ys (t) = $ g(!)g(T + ! " t )d! = $ g(! )g(T " t + ! )d!
0 0
T
Ys (T ) = $ g2 (! )d!
0
Ys(t)
A2T
• Sample at t=T to obtain
maximum value
t
T
Eytan Modiano
Slide 12
Sample at t=kT
U(t) rx(t) g(T-t) rx(kT)
2Cos(2πfct)
Sample at t=kT
U(t) ry(t) g(T-t) ry(kT)
2Sin(2πfct)
Eytan Modiano
Slide 13
Binary PAM example, continued
g(t)
0 => S1 = g(t)
1 => S2 = -g(t)
A
S(t) “S1(t)” T
“S2(t)”
Y(t)
“Y1(t)”
“Y2(t)”
2T 3T T 2T
T 2T
T
Eytan Modiano
Slide 14
Alternative implementation: correlator receiver
! ()
T
r(t) Y(kT)
0
S(t)
! ! !
T T T
Y(T) = r (t)S(t) = S (t) + n(t)S(t) =Ys (T ) + Yn (T )
2
0 0 0
Eytan Modiano
Slide 15