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
Poisson representation and monte carlo estimation of generalized marcum Q-function
IEEE Transactions on Aerospace and Electronic Systems ; 42 , 4 ; 1520-1531
01.10.2006
878458 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
CORRESPONDENCE - Poisson Representation and Monte Carlo Estimation of Generalized Marcum Q-Function
Online Contents | 2006
|Estimation of the mixed logit likelihood function by randomized quasi-Monte Carlo
Online Contents | 2012
|Improved Monte Carlo Sampling for Conflict Probability Estimation
British Library Conference Proceedings | 2010
|