Accession Number : ADA267727


Title :   Expansions of Cumulative Distribution Functions Directly from Characteristic Functions


Descriptive Note : Technical progress rept.


Corporate Author : NAVAL UNDERSEA WARFARE CENTER NEWPORT DIV NEW LONDON CT NEW LONDON DETACHMENT


Personal Author(s) : Nuttall, Albert H


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a267727.pdf


Report Date : 08 Jun 1993


Pagination or Media Count : 66


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


Descriptors :   *DISTRIBUTION FUNCTIONS , *EXPANSION , *PROBABILITY DENSITY FUNCTIONS , CHANNELS , COEFFICIENTS , CONTROL , CONVERGENCE , DENSITY , DETECTION , FOURIER TRANSFORMATION , GAUSSIAN NOISE , MATCHED FILTERS , NOISE , OUTPUT , PARAMETERS , RANDOM VARIABLES , SERIES(MATHEMATICS)


Subject Categories : Numerical Mathematics


Distribution Statement : APPROVED FOR PUBLIC RELEASE