EE 475 : Homework #2 Solution

Prof. Uf Tureli, Stevens Institute of Technology

email/tel/fax: utureli@stevens-tech.edu, 201.216.5603/8246

Note: Haykin, Q. 4.1, 4.3,4.6,4.11

1. Question: Matched Filters. Consider the signal shown in Figure P4.1.

(a) Determine the impulse response of a filter matched to this signal and sketch it as a
function of time.

Solution: The matched filter impulse response is:

h(t) = S(T − t)

(b) Plot matched filter output as a function of time.

Solution: The matched filter output is:
Z ∞
so (t) = h(τ ) S(t − τ )dτ
−∞

(c) What is the peak value of output?

Solution: The matched filter output is maximized at t = T and equals A2 T /4.

2. Question: Matched Filters. Consider a rectangular pulse defined by:

(
A, 0 ≤ t ≤ T
g(t) =
0, otherwise

It is proposed to approximate the matched filter for g(t) by an ideal low-pass filter of
bandwidth B; maximization of the peak pulse signal-to-noise ratio is the primary objective.

(a) Determine the optimum value of B for which the ideal low-pass filter provides the
best approximation to the matched filter.
Solution: The transfer function of the matched filter for a rectangular pulse of
duration T and and amplitude A is given by:

Hopt (f ) = sin(f T )exp(−jπf T )

To approximate the amplitude response, we determine the particular value of band-

width B that will provide the best approximation to the matched filter. The criteria
to be used is the output signal to noise ratio at the time of sampling.
The maximum value of the output signal, produced by an ideal low-pass filter in
response to a rectangular pulse occurs at t = T /2 for BT ≤ 1 and is equal to
(2A/π) sin(πBT ). The average noise power at the output of the ideal low-pass filter

1
 is equal to BN0 . The maximum output signal-to-noise ratio of the ideal low-pass
filter is therefore:
0 (2A/π)sinc(πBT )2
(SN R)0 =
BN0
Assuming AT = 1, we get:
0
(SN R)0 2
= 2 sin2 (πBT )
(SN R)0 π BT

The peak value occurs at BT = 0.685.

(b) By how many decibels is the ideal low-pass filter worse than the the matched filter?
Solution: The best value or the bandwidth of the ideal low pass filter characteristic
of is B = 0.685/T . The maximum signal-to-noise ratio of ideal low pass filter is
0.84 dB below that of true matched filter.

3. Question: Probability of Error Calculation. In a binary pulse coded modulation (PCM)

system, symbols 0 and 1 have a priori probabilities p0 and p1 respectively. The conditional
probability density function of the random variable Y (with sample value y) obtained by
sampling the matched filter output in the receiver of Figure 4.4 at the end of a signaling
intercal, given that symbol 0 was tranmsitted, is denoted by fY (y|0). Similarly, fY (y|1)
denotes the conditional probability density function of Y , given that symbol 1 was trans-
mitted. Let Λ denote the threshold used in the receiver, so that if the sample value y
exceeds λ, the receiver decides in favor of symbold 1; otherwise, it decides, in favor of
symbol 0. Show that the optimum threshold λo pt , for which the average probability of
error is a minimum, is given by the solution of:

fY (λo pt|1) p0
=
fY (λo pt|0) p1

Solution: The average probability of error is:

Z λ Z ∞
Pe = p 1 fY (y|1)dx + ρ0 fY (y|0)dx.
−∞ λ

An optimum choice of λ corresponds to minimum Pe . Differentiating Eq. (1) with respect

to λ, we get:
∂Pe
= p1 fY (λ|1) − p0 fY (λ|0)
∂λ
Setting ∂P
∂λ
e
= 0, we get the following condition for the optimum value of λ.

fY (λo pt|1) p0
= ,
fY (λo pt|0) p1

which is the desired result.

2
4. Question: Probability of Error Calculation. In this problem, we revisit the PCM receiver
of Figure 4.4., but this time we consider the use of bipolar nonreturn-to-zero signaling, in
which case the transmitted signal s(t) is defined by:

• Binary symbol 1: s(t) = ±A for 0 < t ≤ T

• Binary symbol 0: s(t) = 0, 0 < t ≤ T

Determine the average probability of symbol error Pe for this receiver assuming that the
binary symbos 0 and 1 are equiprobable.
Solution: Probability of error for bipolar NRZ signal:
Binary symbol 1: s(t) = ±A
Binary symbol 0: s(t) = ±0
Energy of symbol 1 = Eb = A2 Tb

1
√ 1
√
The absolute value of the threshold is λ = 2
Eb = 2
A 2 Tb .
√
−(y + Eb )2
" #
1 Zλ
Pr(error|s = −A) = √ exp dy
πN0 −λ N0
√
(y+
√ Eb ) ,
Let z = N0
then:
√
1 Z λ+ Eb ³ ´
Pr(error|s = −A) = √ √ exp −z 2 dz
πN0 −λ+ Eb

Similary, Pr(error|s = −A) = Pr(error|s = A) and

à s
−y 2
" # !
2×1 Z ∞ 1 Eb
Pr(error|s = 0) = √ exp dy = erfc
πN0 λ N0 2 N0

The average probability of error is therefore:

Pre = Pr(s
h
= ±A) Pr(error|s ³± q
³ q ´
A) +´iPr(s = 0)³Pr(error|s
q ´
= 0)
11 1 Eb 3 Eb 1 1 Eb
= 2 2 erfc 2 N0 − erfc 4 N0 + 2 erfc 2 N0
³ q ´ ³ q ´
= 34 erfc 1
2
Eb
N0
− 41 erfc 3
4
Eb
N0