Title :
Poisson representation and monte carlo estimation of generalized marcum Q-function
Author :
Weinberg, Graham V.
Author_Institution :
Electron. Warfare & Radar Div., Defence Sci. & Technol. Organ., Edinburgh, SA
fDate :
10/1/2006 12:00:00 AM
Abstract :
We derive a new relationship which links the generalized Marcum Q-function to a probabilistic comparison of a pair of independent Poisson random variables. Consequently, a new expression for the detection probability of a series of incoherently integrated pulses, in Gaussian cluster is also derived. These results lead to simple Monte Carlo estimators of the Marcum Q-function. We thus investigate if Monte Carlo techniques are useful in the estimation of the Marcum Q-function
Keywords :
Gaussian processes; Monte Carlo methods; estimation theory; signal detection; Gaussian cluster; Monte Carlo estimation; Poisson random variables; Poisson representation; generalized Marcum Q-function; Clutter; Gaussian noise; History; Monte Carlo methods; Object detection; Radar detection; Radar signal processing; Random variables; Signal processing; Signal to noise ratio;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.2006.314593