Expansions of Cumulative Distribution Functions Directly from Characteristic Functions
Abstract
Expansions of probability density functions and their corresponding cumulative distribution functions, directly from given characteristic functions, have been achieved in a series form, with four parameters which are under the control of the user, thereby enabling realization of more rapidly convergent terms. Typical examples of characteristic functions encountered in detection of multiple matched filter outputs are presented, along with an application to a noisy channel with partially correlated fading. The series presented here enable immediate evaluation of performance of a related normalizer once the expansion coefficients have been determined. An extension to allow for additive Gaussian noise is realized through a set of simple but efficient recursions.... Series expansions, Cumulative distributions, Characteristic functions, Rapid convergence, Fading application, Normalization
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 08, 1993
- Accession Number
- ADA267727
Entities
People
- Albert H. Nuttall
Organizations
- Naval Undersea Warfare Center