Robust Matched Filters

The problem of designing robust matched filters for situations in which there is uncertainty in the signal structure or noise statistics is considered. Two general aspects of this problem are treated. First, maximin robust designs are characterized for a general Hilbert-space formulation of the matched filtering problem and explicit solutions are given for two intuitively appealing models for uncertainty. These results are seen to generalize earlier results for specific matched filtering problems. The second general aspect treated is the application of the theoretical maximin results to the particular problem of designing filters to combat uncertain nonlinear channel distortion. Channel distortion is modeled by considering an unknown received signal which may differ in L₂-norm from the transmitted or nominal signal by no more than a fixed amount. The effect of the channel distortion is seen to be equivalent to that of adding a white noise to the channel whose spectral height depends on the degree of distortion. General expressions are developed for the determination of the robust filter and its performance, and numerical results are presented for the case of baseband detection in Gauss–Markov noise.