Simple and accurate approximations for marcum Q-function

In this project, the computation of the Marcum Q-function is the focus. The function computes the probability that x is greater than a constant R, where x is the distance from a point in a 2-dimensional plane to the origin when the 2 Cartesian coordinates of x are independent Gaussian random variabl...

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Bibliographic Details
Main Author: Feng, Lin
Other Authors: Li Kwok Hung
Format: Thesis-Master by Coursework
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/172812
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author Feng, Lin
author2 Li Kwok Hung
author_facet Li Kwok Hung
Feng, Lin
author_sort Feng, Lin
collection NTU
description In this project, the computation of the Marcum Q-function is the focus. The function computes the probability that x is greater than a constant R, where x is the distance from a point in a 2-dimensional plane to the origin when the 2 Cartesian coordinates of x are independent Gaussian random variables. The Marcum Q-function is an important function used in radar detection, signal processing and communications. However, the integral in this function cannot be evaluated in terms of ordinary functions. We will first confirm four numerical calculation methods and five boundary pairs used in the literature. After a comprehensive analysis of their computational accuracy and time efficiency, we will recommend good approximations for different ranges and designed accuracy requirements. Finally, the comprehensive performance of the recommended algorithm is analyzed. It also illustrates the shortcomings of this method to the underflow problem and puts forward an outlook for future research. Keywords: Marcum Q-function, numerical calculation methods, boundary pairs, approximations
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spelling ntu-10356/1728122023-12-22T15:45:23Z Simple and accurate approximations for marcum Q-function Feng, Lin Li Kwok Hung School of Electrical and Electronic Engineering EKHLI@ntu.edu.sg Engineering::Electrical and electronic engineering In this project, the computation of the Marcum Q-function is the focus. The function computes the probability that x is greater than a constant R, where x is the distance from a point in a 2-dimensional plane to the origin when the 2 Cartesian coordinates of x are independent Gaussian random variables. The Marcum Q-function is an important function used in radar detection, signal processing and communications. However, the integral in this function cannot be evaluated in terms of ordinary functions. We will first confirm four numerical calculation methods and five boundary pairs used in the literature. After a comprehensive analysis of their computational accuracy and time efficiency, we will recommend good approximations for different ranges and designed accuracy requirements. Finally, the comprehensive performance of the recommended algorithm is analyzed. It also illustrates the shortcomings of this method to the underflow problem and puts forward an outlook for future research. Keywords: Marcum Q-function, numerical calculation methods, boundary pairs, approximations Master of Science (Communications Engineering) 2023-12-22T04:35:57Z 2023-12-22T04:35:57Z 2023 Thesis-Master by Coursework Feng, L. (2023). Simple and accurate approximations for marcum Q-function. Master's thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/172812 https://hdl.handle.net/10356/172812 en application/pdf Nanyang Technological University
spellingShingle Engineering::Electrical and electronic engineering
Feng, Lin
Simple and accurate approximations for marcum Q-function
title Simple and accurate approximations for marcum Q-function
title_full Simple and accurate approximations for marcum Q-function
title_fullStr Simple and accurate approximations for marcum Q-function
title_full_unstemmed Simple and accurate approximations for marcum Q-function
title_short Simple and accurate approximations for marcum Q-function
title_sort simple and accurate approximations for marcum q function
topic Engineering::Electrical and electronic engineering
url https://hdl.handle.net/10356/172812
work_keys_str_mv AT fenglin simpleandaccurateapproximationsformarcumqfunction