The authors present a series solution using Hermite polynomials to the long-standing problem of computing the probability P that positive definite noncentral quadratic form d(x) of a Gaussian random vector x in R satisfies d(x)<>
Distribution of general noncentral positive definite quadratic form in K-dimensions
IEEE Transactions on Aerospace and Electronic Systems ; 25 , 3 ; 411-414
01.05.1989
396997 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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