Title :
Further results on the Beaulieu series
Author :
Tellambura, C. ; Annamalai, A.
Author_Institution :
Sch. of Comput. Sci. & Software Eng., Monash Univ., Clayton, Vic., Australia
fDate :
11/1/2000 12:00:00 AM
Abstract :
A frequent problem in digital communications is the computation of the probability density function (PDF) and cumulative distribution function (CDF), given the characteristic function (CHF) of a random variable (RV). This problem arises in signal detection, equalizer performance, equal-gain diversity combining, intersymbol interference, and elsewhere. Often, it is impossible to analytically invert the CHF to get the PDF and CDF in closed form. Beaulieu (1990, 1991) has derived an infinite series for the CDF of a sum of RVs that has been widely used. We rederive his series using the Gil-Pelaez (1951) inversion formula and the Poisson sum formula. This derivation has several advantages including both the bridging of the well-known sampling theorem with Beaulieu´s series and yielding a simple expression for calculating the truncation error term. It is also shown that the PDF and CDF can be computed directly using a discrete Fourier transform.
Keywords :
Poisson equation; digital communication; discrete Fourier transforms; error analysis; inverse problems; probability; random processes; series (mathematics); signal reconstruction; signal sampling; Beaulieu series; CDF; Gil-Pelaez inversion formula; PDF; Poisson sum formula; characteristic function; cumulative distribution function; digital communications; discrete Fourier transform; equal-gain diversity combining; equalizer performance; infinite series; intersymbol interference; probability density function; random variable; sampling theorem; signal detection; signal reconstruction; truncation error; Digital communication; Distributed computing; Distribution functions; Diversity reception; Equalizers; Intersymbol interference; Probability density function; Random variables; Sampling methods; Signal detection;
Journal_Title :
Communications, IEEE Transactions on