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jithin
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Convolving with Matched Filter is same as cross-correlation. Suppose

enter image description here Suppose say your known signal is $x[n]$ for $0 \le n \le N-1$.

The matched filter is $$ h[n] = x^*[N-n] $$ where $*$ denotes conjugate (considering a generic complex signal). You can drop the conjugate for real signals.

The convolution with matched filtering operation is $$ y[p] = \sum x[l]h[p-l] $$ $$ h[p-l]=x^*[N-(p-l)]=x^*[l-p+N] $$ Therefore $$ y[p]=\sum x[l]x^*[l-p+N]=\sum x[l]x^*[l-\tau] $$ where $\tau = p-N$ is the difference between index $p$ and $N$.

You can already see the matched filter output $y[p]=\sum x[l]x^*[l-\tau]$ is kind of cross correlation operation.

The Matched Filter output at $p=N$ is $$ y[N]=\sum x[l]x^*[l-N+N]=\sum x[l]x^*[l-\tau]\Big|_{\tau=0} $$ So as you can see here, Matched filtering output at $p=N$ which maximizes the SNR is the same as cross correlation output at zero lag, that is $\tau=0$.

Convolving with Matched Filter is same as cross-correlation. Suppose say your known signal is $x[n]$ for $0 \le n \le N-1$.

The matched filter is $$ h[n] = x^*[N-n] $$ where $*$ denotes conjugate (considering a generic complex signal). You can drop the conjugate for real signals.

The convolution with matched filtering operation is $$ y[p] = \sum x[l]h[p-l] $$ $$ h[p-l]=x^*[N-(p-l)]=x^*[l-p+N] $$ Therefore $$ y[p]=\sum x[l]x^*[l-p+N]=\sum x[l]x^*[l-\tau] $$ where $\tau = p-N$ is the difference between index $p$ and $N$.

You can already see the matched filter output $y[p]=\sum x[l]x^*[l-\tau]$ is kind of cross correlation operation.

The Matched Filter output at $p=N$ is $$ y[N]=\sum x[l]x^*[l-N+N]=\sum x[l]x^*[l-\tau]\Big|_{\tau=0} $$ So as you can see here, Matched filtering output at $p=N$ which maximizes the SNR is the same as cross correlation output at zero lag, that is $\tau=0$.

Convolving with Matched Filter is same as cross-correlation.

enter image description here Suppose say your known signal is $x[n]$ for $0 \le n \le N-1$.

The matched filter is $$ h[n] = x^*[N-n] $$ where $*$ denotes conjugate (considering a generic complex signal). You can drop the conjugate for real signals.

The convolution with matched filtering operation is $$ y[p] = \sum x[l]h[p-l] $$ $$ h[p-l]=x^*[N-(p-l)]=x^*[l-p+N] $$ Therefore $$ y[p]=\sum x[l]x^*[l-p+N]=\sum x[l]x^*[l-\tau] $$ where $\tau = p-N$ is the difference between index $p$ and $N$.

You can already see the matched filter output $y[p]=\sum x[l]x^*[l-\tau]$ is kind of cross correlation operation.

The Matched Filter output at $p=N$ is $$ y[N]=\sum x[l]x^*[l-N+N]=\sum x[l]x^*[l-\tau]\Big|_{\tau=0} $$ So as you can see here, Matched filtering output at $p=N$ which maximizes the SNR is the same as cross correlation output at zero lag, that is $\tau=0$.

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jithin
  • 2.3k
  • 2
  • 9
  • 17

Convolving with Matched Filter is same as cross-correlation. Suppose say your known signal is $x[n]$ for $0 \le n \le N-1$.

The matched filter is $$ h[n] = x^*[N-n] $$ where $*$ denotes conjugate (considering a generic complex signal). You can drop the conjugate for real signals.

The convolution with matched filtering operation is $$ y[p] = \sum x[l]h[p-l] $$ $$ h[p-l]=x^*[N-(p-l)]=x^*[l-p+N] $$ Therefore $$ y[p]=\sum x[l]x^*[l-p+N]=\sum x[l]x^*[l-\tau] $$ where $\tau = p-N$ is the difference between index $p$ and $N$.

You can already see the matched filter output $y[p]=\sum x[l]x^*[l-\tau]$ is kind of cross correlation operation.

The Matched Filter output at $p=N$ is $$ y[N]=\sum x[l]x^*[l-N+N]=\sum x[l]x^*[l-\tau]\Big|_{\tau=0} $$ So as you can see here, Matched filtering output at $p=N$ which maximizes the SNR is the same as cross correlation output at zero lag, that is $\tau=0$.