A Computationally Efficient Approximation to a Discrete-Time Matched Filter

When the number of filter coefficients is large, the solution of the discrete-time matched filter equation can be computationally difficult. In this paper several techniques are presented for approximating the impulse response of a matched filter without actually solving the matched filter equation. The performance of these approximating filters is analyzed and compared with the performance of the matched filter. It is also shown that an approximation which is best in a mean-squared-error sense is not necessarily best in terms of output signal-to-noise ratio.