Matched Filtering from Limited Frequency Samples

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive matched filter" as a random process whose mean equals the scaled, shifted autocorrelation function of the template signal. Using tools from the theory of empirical processes, we prove that the expected maximum deviation of this process from its mean decreases sharply as the number of measurements increases, and we also derive a probabilistic tail bound on the maximum deviation. Putting all of this together, we bound the minimum number of measurements required to guarantee that the empirical maximum of this random process occurs sufficiently close to the true peak of its mean function. We conclude that for broad classes of signals, this compressive matched filter will successfully estimate the unknown delay (with high probability, and within a prescribed tolerance) using a number of random frequency-domain samples that scales inversely with the signal-to-noise ratio and only logarithmically in the in the observation bandwidth and the possible range of delays.Comment: Submitted to the IEEE Transactions on Information Theory on January 13, 201

Channel Sounding for the Masses: Low Complexity GNU 802.11b Channel Impulse Response Estimation

New techniques in cross-layer wireless networks are building demand for ubiquitous channel sounding, that is, the capability to measure channel impulse response (CIR) with any standard wireless network and node. Towards that goal, we present a software-defined IEEE 802.11b receiver and CIR estimation system with little additional computational complexity compared to 802.11b reception alone. The system implementation, using the universal software radio peripheral (USRP) and GNU Radio, is described and compared to previous work. By overcoming computational limitations and performing direct-sequence spread-spectrum (DS-SS) matched filtering on the USRP, we enable high-quality yet inexpensive CIR estimation. We validate the channel sounder and present a drive test campaign which measures hundreds of channels between WiFi access points and an in-vehicle receiver in urban and suburban areas

Matching matched filtering with deep networks in gravitational-wave astronomy

We report on the construction of a deep convolutional neural network that can reproduce the sensitivity of a matched-filtering search for binary black hole gravitational-wave signals. The standard method for the detection of well modeled transient gravitational-wave signals is matched filtering. However, the computational cost of such searches in low latency will grow dramatically as the low frequency sensitivity of gravitational-wave detectors improves. Convolutional neural networks provide a highly computationally efficient method for signal identification in which the majority of calculations are performed prior to data taking during a training process. We use only whitened time series of measured gravitational-wave strain as an input, and we train and test on simulated binary black hole signals in synthetic Gaussian noise representative of Advanced LIGO sensitivity. We show that our network can classify signal from noise with a performance that emulates that of match filtering applied to the same datasets when considering the sensitivity defined by Reciever-Operator characteristics.Comment: 5 pages, 3 figures, submitted to PR

Oversampling Increases the Pre-Log of Noncoherent Rayleigh Fading Channels

We analyze the capacity of a continuous-time, time-selective, Rayleigh block-fading channel in the high signal-to-noise ratio (SNR) regime. The fading process is assumed stationary within each block and to change independently from block to block; furthermore, its realizations are not known a priori to the transmitter and the receiver (noncoherent setting). A common approach to analyzing the capacity of this channel is to assume that the receiver performs matched filtering followed by sampling at symbol rate (symbol matched filtering). This yields a discrete-time channel in which each transmitted symbol corresponds to one output sample. Liang & Veeravalli (2004) showed that the capacity of this discrete-time channel grows logarithmically with the SNR, with a capacity pre-log equal to $1-{Q}/{N}$. Here, $N$ is the number of symbols transmitted within one fading block, and $Q$ is the rank of the covariance matrix of the discrete-time channel gains within each fading block. In this paper, we show that symbol matched filtering is not a capacity-achieving strategy for the underlying continuous-time channel. Specifically, we analyze the capacity pre-log of the discrete-time channel obtained by oversampling the continuous-time channel output, i.e., by sampling it faster than at symbol rate. We prove that by oversampling by a factor two one gets a capacity pre-log that is at least as large as $1-1/N$. Since the capacity pre-log corresponding to symbol-rate sampling is $1-Q/N$, our result implies indeed that symbol matched filtering is not capacity achieving at high SNR.Comment: To appear in the IEEE Transactions on Information Theor

Extraction of black hole coalescence waveforms from noisy data

We describe an independent analysis of LIGO data for black hole coalescence events. Gravitational wave strain waveforms are extracted directly from the data using a filtering method that exploits the observed or expected time-dependent frequency content. Statistical analysis of residual noise, after filtering out spectral peaks (and considering finite bandwidth), shows no evidence of non-Gaussian behaviour. There is also no evidence of anomalous causal correlation between noise signals at the Hanford and Livingston sites. The extracted waveforms are consistent with black hole coalescence template waveforms provided by LIGO. Simulated events, with known signals injected into real noise, are used to determine uncertainties due to residual noise and demonstrate that our results are unbiased. Conceptual and numerical differences between our RMS signal-to-noise ratios (SNRs) and the published matched-filter detection SNRs are discussed.Comment: 15 pages, 11 figures. Version accepted for publicatio

Noise in a Calorimeter Readout System Using Periodic Sampling

Fourier transform analysis of the calorimeter noise problem gives quantitative results on a) the time-height correlation, b) the effect of background on optimal shaping and on the ENC, c) sampling frequency requirements, and d) the relation between sampling frequency and the required quantization error

An excess power statistic for detection of burst sources of gravitational radiation

We examine the properties of an excess power method to detect gravitational waves in interferometric detector data. This method is designed to detect short-duration (< 0.5 s) burst signals of unknown waveform, such as those from supernovae or black hole mergers. If only the bursts' duration and frequency band are known, the method is an optimal detection strategy in both Bayesian and frequentist senses. It consists of summing the data power over the known time interval and frequency band of the burst. If the detector noise is stationary and Gaussian, this sum is distributed as a chi-squared (non-central chi-squared) deviate in the absence (presence) of a signal. One can use these distributions to compute frequentist detection thresholds for the measured power. We derive the method from Bayesian analyses and show how to compute Bayesian thresholds. More generically, when only upper and/or lower bounds on the bursts duration and frequency band are known, one must search for excess power in all concordant durations and bands. Two search schemes are presented and their computational efficiencies are compared. We find that given reasonable constraints on the effective duration and bandwidth of signals, the excess power search can be performed on a single workstation. Furthermore, the method can be almost as efficient as matched filtering when a large template bank is required. Finally, we derive generalizations of the method to a network of several interferometers under the assumption of Gaussian noise.Comment: 22 pages, 6 figure