Title :
Computation of the circular error probability integral
Author_Institution :
Syst. Res. Center, Maryland Univ., College Park, MD, USA
fDate :
11/1/1991 12:00:00 AM
Abstract :
The author describes a simplified derivation of the representation of the circular error probability (CEP) integral, which is the integral over a disk centered at the origin of a zero mean two-dimensional Gaussian random variable, as a one-dimensional integral. In addition, two series are presented which can be used to compute efficiently the CEP integral. The domain of applicability of the series and methods for acceleration of the convergence of these series are discussed. The integral occurs in the evaluation of communication and radar signals, and in other statistical applications.
Keywords :
computerised signal processing; error statistics; radar theory; random processes; series (mathematics); telecommunications computing; Shanks transformation; circular error probability integral; communication; convergence acceleration; numerical integration; one-dimensional integral; radar signals; series; statistical applications; zero mean two-dimensional Gaussian random variable; Acceleration; Convergence; Covariance matrix; Error probability; Fires; History; NASA; Radar applications; Random variables; Space vehicles; Weapons;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
