Title :
Computing the generalized Marcum Q-function
Author :
Helstrom, Carl W.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., La Jolla, CA, USA
fDate :
7/1/1992 12:00:00 AM
Abstract :
A modified version of the method of saddlepoint integration is shown to compute the generalized Marcum Q-function accurately over a broad range of parameters. Bounds on the truncation error incurred by stopping the numerical quadrature at a certain point are presented
Keywords :
integration; signal detection; generalized Marcum Q-function; numerical quadrature; saddlepoint integration; signal detection; truncation error; Distributed computing; Distribution functions; Equations; Finite wordlength effects; Polynomials; Random variables; Roundoff errors;
Journal_Title :
Information Theory, IEEE Transactions on
