Digital matched filters for detecting Gaussian signals in Gaussian noise (Q2553419)

The use of a set of digital matched filters is presented as an alternative to direct computation of the likelihood ratio, for the problem of detecting a random signal in random noise. It is assumed that a random process composed of Gaussian background noise and (with probability \(P\)) a zero-mean Gaussian signal is sampled at \(N\) instants, the samples being corrupted by additive Gaussian measurement noise. The samples are processed by \(K<N\) digital correlation filters which are structured so that the signal can be detected with minimum Bayes risk. The optimum filters are shown to be matched to the most relevant components of the simultaneously orthogonal expansion of the set of sampled data. State variable techniques are used to find a very practical method for determining the optimum filter structures. We have shown that the matched filter concept can be successfully applied to the problem of detecting zero-mean Gaussian signals in Gaussian noise. For cases in which the signal and noise processes admit state-variable models, we have developed an efficient, easily implemented technique for finding the optimum set of digital matched filters. Approximations to the continuous problem (i.e. finding the best set of continuous filters) may be obtained by making \(N\) large. Just as in the Kalman-Bucy filtering problem, we find it necessary to assume that the observed process contained additive white measurement noise. In order to discover what happens in a specific problem when there is no such white noise, we may determine the optimum filter set for successively smaller values of \(M(i)\). In our treatment the use of a set of \(K\) matched filters was taken as an alternative to the direct (and difficult) computation of the likelihood ratio. Although our technique may yield a somewhat larger Bayes risk (particularly if \(K\) is very smali) its inherent simplicity may make fit more practical, or even necessary, for many real problems. Since the matched filter basically involves a correlation process, many existing devices (optical, mechanical, etc.) can be used for its implementation. Another advantage over the direct computation of the likelihood ratio is that the transformation of the data achieved by the use of matched filters is quite simple (and linear), and even if the statistical assumptions for which the filters were designed are incorrect or only approximately correct, the reduced-data vector \(y\) will still probably prove useful for signal detection purposes. The assumption that the signal is zero-mean is somewhat restrictive, but there is a large class of problems which fit this assumption, particularly problems of ``passive listening'' and noncoherent reception. The remark has been made previously that the independent variable ``\(t\)'' could represent position in space. If this is so the quantities \(t_1,t_2,\ldots,t_N\) represent not sampling instants, but receiving element positions, \(s(t)\) is the spatial random process impressed upon the receiving elements by the signal, \(n(t)\) is that due to background noise, and the \(m_i\)'s represent receiver noise