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I've been studying the optimization of error probability in an AWGN channel, and I came across the following passage in my text:


To optimize (minimize) $P_{b}$ in the context of an AWGN channel and the receiver we need to select the optimum receiving filter in step 1 and the optimum decision threshold in step 2. For the binary case, the optimum decision threshold has already been chosen and it was shown that this threshold results in $P_{b}=Q(\frac{a_{1}-a_{2}}{2\sigma_{0}})$. Next, for minimizing $P_{b}$, it is necessary to choose the filter (matched filter) that maximizes the argument of $Q(\frac{a_{1}-a_{2}}{2\sigma_{0}})$. Thus, we need to determine the linear filter that maximizes $\frac{a_{1}-a_{2}}{2\sigma_{0}}$, or equivalently, that maximize $\frac{({a_{1}-a_{2}})^2}{\sigma_{0}^2}$


I understand that the matched filter is designed to maximize the output SNR for a known signal and its impulse response is the mirror of the signal input, but I'm having trouble understanding how this relates to maximizing the distance between $a_{1}$ and $a_{2}$ as mentioned in the passage.

  1. How does the matched filter enhance the difference between the signal components $a_{1}$ and $a_{2}$?
  2. How does maximizing the difference relate to optimizing the SNR and reducing the probability of error?
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  • $\begingroup$ What if $a_1 < a_2$? Wouldn't that result in a $P_b > \frac 12$? $\endgroup$ Commented Aug 14 at 17:01
  • $\begingroup$ @DilipSarwate Yes it will result to an argument less then zero and the error probability will be bigger. But if $a_{1}$ is received: The matched filter is designed to maximize the response to the $a_{1}$ signal while minimizing the effect of noise. What's its relationship to that argument? $\endgroup$
    – Mouh Kramo
    Commented Aug 14 at 20:02

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Let $s_0(t)$ and $s_1(t)$ be the two different finite-duration signals that the transmitter is using --- exactly one of these is transmitted, and the receiver's job is to determine which one -- and the assumption of finite-duration is because the receiver wants to make the decision after having examined the entire signal, and doesn't want to wait an infinite time for the transmitter to finish transmitting. Assume further that "different signals" means that the difference signal $s_d(t) = s_0(t) - s_1(t)$ has positive energy: $$\int_{-\infty}^\infty |s_d(t)|^2 \,\mathrm dt = \int_{-\infty}^\infty |s_0(t) - s_1(t)|^2 \,\mathrm dt = \mathbb E >0.$$ The receiver consists of a filter with impulse response $h(t)$ and a sampler at time $T$ after the entire signal has been received, followed by a decision device that declares "$s_0(t)$ was transmitted" or "$s_1(t)$ was transmitted" and we would like this declaration to be correct with as high a probability as possible.

The receiver input is $r(t) = s(t)+N(t)$ where $s(t)$ denotes the transmitted signal (either $s_0(t)$ or $s_1(t)$ but the receiver doesn't know which) and $\{N(t)\}$ is a white Gaussian noise process, independent of which signal $s(t)$ is, and with power spectral density $\frac{N_0}{2}$. Then, the noise process $\{\hat N(t)\}$ at the filter output is a zero-mean stationary Gaussian process with variance $$\sigma^2 = \frac{N_0}{2}\int_{-\infty}^\infty |h(t)|^2 \,\mathrm dt. \tag{1}$$ Thus, no matter what sampling instant $T$ is chosen, the noise is a $\mathcal N(0,\sigma^2)$ random variable. The receiver filter output is $$\hat r(t) = \int_{-\infty}^\infty s(t-\tau)h(\tau) \,\mathrm d\tau + \hat N(t)$$ where $s(t)$ is equally likely to be $s_0(t)$ or $s_1(t)$. For $i=0,1$, let $$\hat s_i(t) = \int_{-\infty}^\infty s_i(t-\tau)h(\tau) \,\mathrm d\tau$$ denote the signal output of the received filter when $s_i(t)$ is the transmitted signal. Thus, $$\hat r(t) = \begin{cases}\hat s_0(t) + \hat N(t) \sim \mathcal N(\hat s_0(t),\sigma^2), &\text{when }s_0(t)~\text{is the transmitted signal},\\ \hat s_1(t) + \hat N(t)\sim \mathcal N(\hat s_1(t),\sigma^2), & \text{when } s_1(t)~\text{is the transmitted signal} \end{cases} \tag{2}$$ The first criterion for choosing the sampling time $T$ is that at time $T$, $a_0 = \hat s_0(T)$ and $a_1 = \hat s_1(T)$ must be different numbers because if $a_0$ were to equal $a_1$, the receiver could not determine which signal was transmitted even if the noise were completely absent. Assuming without loss of generality that $a_0 > a_1$, the receiver compares $\hat r(T)$ to a threshold $\Theta$ and declares that $s_0(t)$ or $s_1(t)$ was transmitted according as $\hat r(T)$ is larger than or smaller than $\Theta$. Now, if $s_0(t)$ was actually transmitted, and so $\hat r(T) \sim \mathcal N(a_0,\sigma^2)$, the receiver's declaration is incorrect if $\hat r(T) < \Theta$, and so $P_{e,0}$, the conditional probability of error when $s_0(t)$ was transmitted, is $$P_{e,0} = P(\hat r(T) < \Theta\mid s_0) = \Phi\left(\frac{\Theta - a_0}{\sigma}\right) = Q\left(\frac{a_0-\Theta}{\sigma}\right). \tag{3}$$ Similarly, if $s_1(t)$actually transmitted, and so $\hat r(T) \sim \mathcal N(a_1,\sigma^2)$, the receiver's declaration is incorrect if $\hat r(T) > \Theta$, and so $P_{e,1}$, the conditional probability of error when $s_1(t)$ was transmitted, is $$P_{e,1} = P(\hat r(T) > \Theta\mid s_1) = Q\left(\frac{\Theta - a_1}{\sigma}\right).\tag{4}$$ Assuming $s_0(t)$ and $s_1(t)$ are equally likely the be transmitted, the average error probability is $$P_e = \left.\left.\frac 12 \right[Q\left(\frac{a_0 -\Theta}{\sigma}\right) + Q\left(\frac{\Theta-a_1}{\sigma}\right)\right]\tag{5}$$ and this average error probability is minimized if we choose $\Theta = \dfrac{a_0 + a_1}{2}$. The minimum value of $P_e$ is $$\min P_e = Q\left(\frac{a_0 - a_1}{2\sigma}\right)\tag{6}$$ exactly as promised by the OP's textbook. Note that Eq. $(6)$ also implicitly gives the second criterion for choosing the sampling time $T$; Choose $$T = \max_t |\hat s_0(t) - \hat s_1(t)|$$ (and if it so happens that $\hat s_0(T) < \hat s_1(T)$, use an inverter to effectively change the impulse response of the receiver filter from $h(t)$ to $-h(t)$ ....)

Notice that all the above was for an arbitrary linear filter with impulse response $h(t)$. Can clever choice of linear filter give an even smaller probability of error? The answer is Yes, but note that simply increasing the gain of the filter doesn't help in the least because both signal and noise get amplified and their ratio, which appears in the argument of $Q(\cdot)$ in , is unchanged. The optimum choice of linear filter, called a matched filter, can be determined by writing the arguments of $Q\cdot)$ in $(6)$ in terms of integrals and then applying the Cauchy-Schwarz inequality using the method described in detail in this answer of mine. Specifically, \begin{align} a_0-a_1&= \hat s_0(T) - \hat s_1(T)\\ &= \int_{-\infty}^\infty s_0(T-\tau)h(\tau) \,\mathrm d\tau - \int_{-\infty}^\infty s_1(T-\tau)h(\tau) \,\mathrm d\tau\\ &= \int_{-\infty}^\infty [s_0(T-\tau) - s_1(T-\tau)]h(\tau) \,\mathrm d\tau\\ &= \int_{-\infty}^\infty s_d(T-\tau)h(\tau) \,\mathrm d\tau\\ &\leq \sqrt{\int_{-\infty}^\infty |s_d(T-\tau)|^2 \,\mathrm d\tau}\sqrt{\int_{-\infty}^\infty |h(\tau)|^2 \,\mathrm d\tau} \tag{7}\\ &= \sqrt{\mathbb E}\sqrt{\int_{-\infty}^\infty |h(\tau)|^2 \,\mathrm d\tau}\tag{8} \end{align} and so the argument $\dfrac{a_1-a_0}{2\sigma}$ of $Q(\cdot)$ in $(6)$ has maximum value \begin{align}\frac{a_1-a_0}{2\sigma} &= \frac{\sqrt{\mathbb E}\sqrt{\int_{-\infty}^\infty |h(\tau)|^2 \,\mathrm d\tau}}{2\sqrt{\frac{N_0}{2}\int_{-\infty}^\infty |h(\tau)|^2 \,\mathrm d\tau}} = \sqrt{\frac{\mathbb E}{2N_0}} \end{align} exactly when $h(t) = \lambda s_d(T-t) = \lambda (s_0(T-t)-s_1(T-t)$ for some $\lambda > 0$, that is, the impulse response of the matched filter is just the difference signal reversed in time and delayed by $T$ and with an arbitrary (positive) gain constant, as has been mentioned previously. The minimum error probability (achieved with matched filtering) is $$P_{e,\scriptstyle{\text{matched filtering}}} = Q\left(\sqrt{\frac{\mathbb E}{2N_0}}\right).$$ Note that $\mathbb E$ is the energy of the difference signal.

Sanity Check: For antipodal signals, $s_d(t) = 2s_0(t)$ and so $\mathbb E = 4E_b$ leading to everybody's most favorite formula $P_{e,\scriptstyle{\text{antipodal}}} = Q\left(\sqrt{\dfrac{2E_b}{N_0}}\right)$. For orthogonal equal-energy signals, $\mathbb E =2E_b$ leading to everybody's second most favorite formula $P_{e,\scriptstyle{\text{orthogonal}}} = Q\left(\sqrt{\dfrac{E_b}{N_0}}\right)$. More generally, $\mathbb E = E_0 + E_1 - 2\langle s_0, s_1\rangle$ where $E_0$ and $E_1$ are the respective signal energies of $s_0(t)$ and $s_1(t)$ and $\langle s_0, s_1\rangle$ is their inner product, and we get the less-familiar $P_e = Q\left(\sqrt{\frac{E_0 + E_1 - 2\langle s_0, s_1\rangle}{2N_0}}\right)$.

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The matched filter is not maximizing the difference between $a_1$ and $a_2$ but maximizing that difference divided by the noise component $2\sigma_o$. So either the difference stays the same and the noise is minimized, or the noise stays the same and the difference is maximized. Which occurs all comes down to scaling that is actually used. The main point is the matched filter (under condition of white noise specifically and only!) will maximize the signal to noise ratio!

A simple way to see this intuitively is the case of a matched filter for $N$ samples of a constant value in the presence of white noise. If the noise is indeed white (meaning constant power spectral density in frequency), then it will necessarily be independent from sample to sample (any dependence or memory indicates filtering!). Since the signal is constant, the matched filter can be multiply each sample by $1$ and then sum the results, which just means sum all the samples (similar to an "Integrate and Dump" matched filter). If we add all the samples, the constant value will grow by $N$. If we add all the noise samples, the standard deviation of the noise $\sigma_n$ will grow by $\sqrt{N}$! To refer back to the "scaling" issue mentioned above, we can use these values directly to determine the signal to noise ratio (as a power quantity it would be the square of both), or we can scale our signal back to it's mean value by dividing both by $N$ (such that the mean has stayed the same and the noise has decreased by $\sqrt{N}/N = 1/\sqrt{N}$.).

Thus we have improved the magnitude of our signal to the magnitude (standard deviation) of the noise $\sqrt{N}$. To see this experimentally we would need to repeat the experiment many times independenty in order to get a statistically viable estimate of $\sigma_n$. I recommend any student that really wants to understand this (including developing an intuition for it beyond the math) to confirm this experimentally, given how simple it is to do with the common tools available to us (for example, Matlab, Octave or Python).

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  • $\begingroup$ If $a_{1}$ is received: The matched filter is designed to maximize the response to the $a_{1}$ signal while minimizing the effect of noise, and in the text the author said that What matters for the correct decision is the separation between $a_{1}$ and $a_{2}$ after filtering, and how this separation compares to the variance of the noise. This point it's not clear for me because the matched filter convolves the message with its mirror replica, so I don't see how this result leads to maximisation of $\frac{a_{1}-a_{2}}{2\sigma_{0}}$ $\endgroup$
    – Mouh Kramo
    Commented Aug 14 at 13:19
  • $\begingroup$ Does this have a relationship with the type of signal sent orthogonal or antipodal? if it'is antipodal the signal to correlate with is $a_{1}-a_{2}$ $\endgroup$
    – Mouh Kramo
    Commented Aug 14 at 13:35
  • $\begingroup$ Continue the example I gave where we have two choices: sending a constant +1 or sending a constant -1. The difference is 2 if we proceed with the average or $2N$ if we proceed with the sum. The point is we have minimized the noise by doing the “matched filter” as I have presented it. If you did any other weighted average the noise component would be larger. If the noise was larger than half that distance (assuming equiprobable data) we would make an error in our decision as to which symbol was sent. $\endgroup$ Commented Aug 14 at 14:49

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