Unit 4-Detection of Signal :Estimation of Parameter

Classification: Digital Communication Radar and Sonar Digital Communication(PAM,PFM) over

DETECTION AND ESTIMATION IN WHITE GAUSSIAN NOISE(AWGN) DETECTION Simple Binary General Binary M-Ary

Detection_Simple Binary :AWGN

Under one hypothesis consists of a completely known signal, 0 s(t) corrupted by an additive zero-mean white Gaussian noise w(t) with spectral height N0/2; the received signal under the other hypothesis consists of the noise w(t) alone. Thus we can write, r(t)= sqrt{E(t)}+w(t) for 0<t<T: H1 w(t) for 0<t<T: H0 with assumption, E : Represents the received signal energy equal to one.

The problem is to observe r(t) over the interval [0, T] and decide whether Ho or H1 is true.(using either Bayes or Neyman-Pearson .)

Simple Binary :AWGN(contd.)

Let (series representation)

Generation of Sufficient Statistics

Simple Binary :AWGN(contd.)

Assuming s(t) being first orthogonal function

Remaining, ri(i>1)

With,

Simple Binary :AWGN(contd.)

From expression of r1and ri it is clear that Only r1 depends on which hypothesis is true all ri (i > 1) are statistically independent of r1

Also, other ri correspond to y. Because they will not affect the decision Hence, we can conclude that r1 is a sufficient statistic i.e.( r1 = I). There are two ways to realize r1, the sufficient statistics Correlated Rx Matched filter Rx

Correlated Rx:It correlates the input r(t) with a stored replica of the signal s(t). The output is r1, a sufficient statistic, is basically, a Gaussian random variable. Obtaining, r1, the decision problem will be identical to the classical problem i.e. we compare l to threshold in order to make a decision.

Simple Binary :AWGN(contd.)

Matched filter Rx: The impulse response of linear symtem h(t)= s(T-t) The out put at time T is the desired statistic l, Rx based on this principle is known as Matched filter Rx The sufficient statistic I is Gaussian under either hypothesis, with the mean and variances as following Eqn 10 Using eqn expression for PF and PD with d=sqrt(2E/No), we get the ROC

Likelihood ratio test: approximate r(t) in terms of some finite set of numbers, r1............. rK Choose these set r1, r2, r3...rK, conditioanaly indepenent such as

Simple Binary :AWGN(contd.)

Again using the series expansion for k tends to infinite, we can esily find that
Under H0

hypothesis:

Under H1

hypothesis:

Whrere,

Simple Binary :AWGN(contd.)

Also, ris are gausian i.e.

Now, LR=

Taking log on the both side,

Simple Binary :AWGN(contd.)

Using, the relation for ri and si,

Putting these values in LR, we have

So, the LRT,

Simple Binary :AWGN(contd.)

Observations: LRT can be found even if probability is not well defined. Decision space(DS) rather than actual wave is mportant (i.e. physical situations are important, which are responsible for particular DS) All the signal of equal energy map into same point in DS

General Binary :AWGN(contd.)

Here,

The so(t) and s1(t)are not normalized but may or may not be orthogoanl The correlation (<=1) between signal