Finite Length Discrete Matched Filters
PRINCETON UNIV NJ INFORMATION SCIENCES AND SYSTEMS LAB
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The Matched Filter MF is well known to be the linear detector that has the maximum output Signal-to-Noise Ratio SNR. The problem of finding the minimum filter length in discrete time to achieve a certain level of performance is considered when there is some freedom in choosing a signal shape. Upper and lower bounds on the SNR are given in terms of the eigenvalues of the noise covariance matrix. Since these bounds are rather difficult to compute, looser, but easier to compute, bounds are given. Several examples are presented which illustrate the exact and approximate bounds. Keywords signal detection and matched filter.
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