Detection of Known Signals in AWGN

Why Known-Signal Detection Matters

Every coherent digital receiver and every active sensing system --- radar, sonar, GNSS, ultrasound imaging --- faces the same elementary inference problem: is a known waveform s\mathbf{s} present in the observation, or is the receiver hearing only noise? The answer, when the noise is Gaussian and white, is exceptionally clean: the optimal test is a linear functional of the data, the correlation between what we observe and what we would expect. Out of this elementary observation grow the matched filter, the signal-space view of modulation, and the information-theoretic Es/N0E_s/N_0 scaling that we will meet again in Part II of this book.

We develop the theory in discrete time --- the reader should verify that every statement extends to the continuous-time L2L^2 setting we treat formally in Section 2.4.

Definition:

Known-Signal Detection Problem in AWGN

Let s=(s1,,sn)TRn\mathbf{s} = (s_1, \dots, s_n)^{\mathsf{T}} \in \mathbb{R}^n be a known deterministic signal and let wN(0,σ2I)\mathbf{w} \sim \mathcal{N}(\mathbf{0}, \sigma^2 \mathbf{I}) be an additive white Gaussian noise vector with per-sample variance σ2=N0/2\sigma^2 = N_0/2. The binary hypothesis testing problem

H0:y=w,H1:y=s+w,\mathcal{H}_0: \mathbf{y} = \mathbf{w}, \qquad \mathcal{H}_1: \mathbf{y} = \mathbf{s} + \mathbf{w},

is called the known-signal detection problem in AWGN. The signal energy is Es=s2=i=1nsi2E_s = \|\mathbf{s}\|^2 = \sum_{i=1}^{n} s_i^2.

The assumption that s\mathbf{s} is known corresponds, in communications, to a coherent receiver that has acquired phase and timing; in radar, to a clairvoyant detector that knows the target range and velocity. Composite generalisations are taken up in Section 2.2.

Definition:

Correlator Statistic

The correlator statistic for the detection problem above is the inner product of the observation and the signal template,

T(y)  =  y,s  =  i=1nsiyi  =  sTy.T(\mathbf{y}) \;=\; \langle \mathbf{y}, \mathbf{s}\rangle \;=\; \sum_{i=1}^n s_i \, y_i \;=\; \mathbf{s}^{\mathsf{T}} \mathbf{y}.

Geometrically, T(y)T(\mathbf{y}) is (up to the factor s\|\mathbf{s}\|) the orthogonal projection of y\mathbf{y} onto the one-dimensional subspace spanned by s\mathbf{s}.

Definition:

Deflection Coefficient

For a test statistic T(y)T(\mathbf{y}) with finite mean and variance under both hypotheses, the deflection coefficient is

d2  =  (E1[T]E0[T])2Var0(T).d^2 \;=\; \frac{\bigl(\mathbb{E}_1[T] - \mathbb{E}_0[T]\bigr)^2}{\text{Var}_{0}(T)}.

It measures the separation of the hypothesis means in units of the noise-only standard deviation of TT.

The deflection coefficient is the signal-to-noise ratio of the test statistic. For Gaussian observations and a linear statistic it determines performance exactly; more generally it governs the leading-order behaviour of PDP_D at low SNR.

Theorem: LRT for Known Signal in AWGN Reduces to the Correlator

For the detection problem in Definition DKnown-Signal Detection Problem in AWGN, the log-likelihood ratio is

(y)  =  1σ2sTy    Es2σ2,\ell(\mathbf{y}) \;=\; \frac{1}{\sigma^2}\,\mathbf{s}^{\mathsf{T}}\mathbf{y} \;-\; \frac{E_s}{2\sigma^2},

so the Neyman--Pearson test at level α\alpha is equivalent to comparing the correlator statistic T(y)=sTyT(\mathbf{y}) = \mathbf{s}^{\mathsf{T}}\mathbf{y} to a threshold γ\gamma:

g(y)=1    T(y)>γ.g(\mathbf{y}) = 1 \iff T(\mathbf{y}) > \gamma.

Only the component of y\mathbf{y} along the signal direction carries information about which hypothesis is true; noise in orthogonal directions is irrelevant. The LRT extracts exactly this component.

Theorem: Detection Performance in AWGN

For the correlator test T(y)>γT(\mathbf{y}) > \gamma, the false-alarm and detection probabilities are

Pf=Q ⁣(γσEs),Pd=Q ⁣(γEsσEs).P_f = Q\!\Bigl(\tfrac{\gamma}{\sigma\sqrt{E_s}}\Bigr), \qquad P_d = Q\!\Bigl(\tfrac{\gamma - E_s}{\sigma\sqrt{E_s}}\Bigr).

Eliminating γ\gamma yields the ROC relationship

Pd  =  Q ⁣(Q1(Pf)2Es/N0),P_d \;=\; Q\!\Bigl( Q^{-1}(P_f) - \sqrt{2 E_s / N_0}\,\Bigr),

and the deflection coefficient of the correlator is d2=2Es/N0d^2 = 2E_s/N_0.

The detection performance depends on the data only through Es/N0E_s/N_0. Doubling EsE_s (more transmit energy) shifts the ROC curve up by the same amount as halving N0N_0 (lower-noise receiver).

Theorem: The Matched Filter Maximises Output SNR

Let hRn\mathbf{h} \in \mathbb{R}^n be any non-zero linear filter applied to y\mathbf{y}, producing the output z=hTyz = \mathbf{h}^{\mathsf{T}}\mathbf{y}. Among all such filters, the filter h=cs\mathbf{h}^{\star} = c\,\mathbf{s} (for any non-zero constant cc) maximises the output signal-to-noise ratio

SNRout(h)  =  hTs2σ2h2,\mathrm{SNR}_{\mathrm{out}}(\mathbf{h}) \;=\; \frac{|\mathbf{h}^{\mathsf{T}}\mathbf{s}|^2}{\sigma^2\|\mathbf{h}\|^2},

and attains the maximum value SNRout(s)=Es/σ2=2Es/N0\mathrm{SNR}_{\mathrm{out}}(\mathbf{s}) = E_s/\sigma^2 = 2E_s/N_0.

Among all linear combinations of the data, the one weighted exactly by the signal template extracts the most signal per unit noise power. This is the discrete-time form of the matched-filter principle.

Example: Antipodal (BPSK) Detection

A binary antipodal modulator transmits one of two signals s1=+s\mathbf{s}_1 = +\mathbf{s} or s0=s\mathbf{s}_0 = -\mathbf{s} with equal prior probability, where s\mathbf{s} has energy EsE_s. The received vector is y=sm+w\mathbf{y} = \mathbf{s}_m + \mathbf{w} with wN(0,σ2I)\mathbf{w}\sim\mathcal{N}(\mathbf{0},\sigma^2\mathbf{I}). Derive the ML decision rule and the bit-error probability.

Example: Deflection of a Sub-Optimal Linear Detector

Consider a two-sample observation y=(y1,y2)T\mathbf{y} = (y_1, y_2)^{\mathsf{T}} with s=(1,2)T\mathbf{s} = (1, 2)^{\mathsf{T}} and σ2=1\sigma^2 = 1. Compute the deflection coefficient of the simple averager Tavg(y)=(y1+y2)/2T_{\mathrm{avg}}(\mathbf{y}) = (y_1 + y_2)/2 and compare it with the correlator.

Output SNR of Matched vs. Mismatched Filters

Sweep the input SNR and compare the output SNR of the matched filter against a boxcar filter and a Gaussian filter. The matched filter upper bounds every other unit-norm choice, confirming TThe Matched Filter Maximises Output SNR.

Parameters
-10
20
128

Correlator vs. Matched Filter (Time Domain)

Observe that the running integral of the correlator and the matched filter output agree at every lag. The detection decision is taken at t=Tt=T, where both produce the same number y,s\langle\mathbf{y},\mathbf{s}\rangle.

Parameters
200
0.2
7

ROC Curves for AWGN Detection

Receiver operating characteristic for the correlator at several values of Es/N0E_s/N_0. Drag the curves to see how the deflection coefficient d2=2Es/N0d^2 = 2E_s/N_0 determines the achievable (PF,PD)(P_F, P_D) operating point.

Parameters

Common Mistake: Energy, Not Amplitude, Drives Performance

Mistake:

"Doubling the signal amplitude doubles the SNR, so PDP_D should double at low false-alarm rates."

Correction:

Doubling the amplitude quadruples the energy, and hence quadruples Es/N0E_s/N_0. The argument of the QQ-function grows like Es/N0\sqrt{E_s/N_0}, so PDP_D responds non-linearly. Performance is set by Es/N0E_s/N_0, not by peak amplitude. This is why energy --- not amplitude --- is the canonical quantity in the link budget.

Common Mistake: N0N_0 vs. σ2\sigma^2 Conventions

Mistake:

"The deflection is Es/N0E_s/N_0, so the argument of Q(cdot)Q(\\cdot) should be sqrtEs/N0\\sqrt{E_s/N_0}."

Correction:

The discrepancy arises from the conversion between the one-sided PSD N0N_0 and the per-sample variance σ2=N0/2\sigma^2 = N_0/2. With this convention the correct argument is 2Es/N0=Es/σ2\sqrt{2 E_s/N_0} = \sqrt{E_s/\sigma^2}. Always pin down your noise convention on the first line of any derivation.

Common Mistake: Matched Filter Is Defined Only Up to a Scalar

Mistake:

"My code normalises the filter to unit norm, so the statistic is mathbfsmathsfTmathbfy/mathbfs\\mathbf{s}^{\\mathsf{T}}\\mathbf{y} / \\|\\mathbf{s}\\|, and the deflection coefficient becomes 2Es/N0/mathbfs22E_s/N_0/\\|\\mathbf{s}\\|^2."

Correction:

The deflection coefficient is scale-invariant: multiplying the filter by any constant multiplies the numerator of SNRout\mathrm{SNR}_{\mathrm{out}} by c2c^2 and the denominator by c2c^2. The statistic changes, and so does the threshold, but ROC performance does not.

Quick Check

The deflection coefficient for known-signal detection in AWGN is:

Es/N0E_s/N_0

2Es/N02E_s/N_0

2Es/N0\sqrt{2E_s/N_0}

Es2/N0E_s^2/N_0

Quick Check

Which statement about the matched filter in discrete AWGN is TRUE?

Any filter orthogonal to s\mathbf{s} maximises output SNR.

The matched filter is unique up to a positive scalar.

The matched filter achieves the Cramer--Rao lower bound.

The matched filter maximises PDP_D for every fixed PFP_F only when the noise is white.

Quick Check

For equal priors, the ML decision rule for known-signal detection in AWGN declares H1\mathcal{H}_1 when:

sTy>Es/2\mathbf{s}^{\mathsf{T}}\mathbf{y} > E_s / 2

sTy>0\mathbf{s}^{\mathsf{T}}\mathbf{y} > 0

ys2<y2\|\mathbf{y} - \mathbf{s}\|^2 < \|\mathbf{y}\|^2

y2>Es\|\mathbf{y}\|^2 > E_s

Historical Note: North's Matched Filter (1943)

1940s

The matched filter was introduced by Dwight O. North in a 1943 RCA technical report, "An Analysis of the Factors Which Determine Signal/Noise Discrimination in Pulsed-Carrier Systems" --- classified wartime work on radar signal processing. North proved that the filter matched to the expected pulse shape maximises the signal-to-noise ratio at the sampling instant. His report circulated widely within Allied laboratories but was not openly published until 1963 in the Proceedings of the IEEE. By then the matched filter had been independently rederived in the communications literature (by Van Vleck and Middleton, 1946) and had become the cornerstone of coherent detection.

🔧Engineering Note

Matched Filters in GPS Acquisition

A GPS receiver searching for a satellite's C/A code correlates 1 ms of received baseband with 1023 possible code-phase offsets of the satellite's known 1023-chip Gold code --- a direct application of the discrete AWGN matched filter with n2046n \approx 2046 samples (two samples per chip). The receiver detects the satellite when the correlator peak exceeds a threshold set for PF103P_F \approx 10^{-3} per code--Doppler bin. At the nominal received C/N045C/N_0 \approx 45 dB-Hz the processing gain 10log10(1023)3010\log_{10}(1023) \approx 30 dB lifts the buried signal out of the noise floor --- without the matched filter, acquisition would be impossible.

Practical Constraints
  • 1 ms coherent integration limited by the 50 Hz navigation data bit

  • Non-coherent combining over multiple code periods for weaker signals

  • Two-dimensional search over code phase and Doppler

📋 Ref: IS-GPS-200 (Interface Specification)
⚠️Engineering Note

Matched Filtering and Pulse Compression in Radar

A radar transmits a high-bandwidth frequency-modulated pulse (LFM or "chirp") of duration TT and bandwidth BB and applies the matched filter on receive. The pulse-compression ratio BTBT --- the time-bandwidth product --- equals the processing gain of the matched filter and typically reaches 10310^3--10510^5. This decouples range resolution (c/(2B)c/(2B)) from energy-on-target (PpeakTP_{\mathrm{peak}} T), which would otherwise require an impractical peak power. The detection rule is a thresholded matched-filter output per range gate; CFAR techniques (forward reference to Chapter 4) adapt the threshold to non-stationary clutter.

Practical Constraints
  • Transmit bandwidth set by FCC/ITU allocation (e.g., 30 MHz for S-band weather radar)

  • Peak-to-average power ratio bounded by amplifier saturation

  • Ambiguity function sidelobes drive waveform design

📋 Ref: MIL-STD-461 (radar EMI), IEEE 521 standard letter bands

Matched filter

The linear filter whose impulse response is the time-reverse of the known signal, h(t)=s(Tt)h(t) = s(T-t) (continuous time) or h=cs\mathbf{h} = c\,\mathbf{s} (discrete time). Its sampled output at t=Tt=T is the correlator statistic y,s\langle y, s\rangle, and it maximises the output SNR for detection in AWGN.

Related: Correlator receiver, Cauchy-Schwarz inequality, Signal-to-noise ratio

Deflection coefficient

For a test statistic TT, d2=(E1[T]E0[T])2/Var0(T)d^2 = (\mathbb{E}_1[T] - \mathbb{E}_0[T])^2 / \text{Var}_{0}(T). Equals 2Es/N02E_s/N_0 for the known-signal correlator in AWGN.

Related: Matched filter, The Continuous-Time Matched Filter Maximises Output SNR

Correlator receiver

A receiver that computes y,s=y(t)s(t)dt\langle y, s\rangle = \int y(t) s(t)\,dt (or its discrete analogue) and compares it to a threshold. Equivalent to a matched-filter sampled at t=Tt=T.

Related: Matched filter, Sufficient Statistic

Why This Matters: From Matched Filters to Coherent Demodulation

Every coherent digital receiver --- from IEEE 802.11 through 5G NR to deep-space Mariner-class telemetry --- performs matched filtering as its first baseband operation. In 5G NR, the demodulator projects the received OFDM symbol onto known DMRS (demodulation reference signal) pilots; in DVB-S2X, onto known pilot fields; in optical coherent links, onto a local oscillator carrying a reconstructed signal phase. The theoretical backdrop is invariably Theorem TLRT for Known Signal in AWGN Reduces to the Correlator.