I. INTRODUCTION Distribution of the Envelope of a Sum of Random Sine Waves and Gaussian Noise A certain narrowband process has the form Re V0 (t)eit , with the carrier frequency and V0 (t) the complex envelope of the process. Sampling the envelope at time t yields the circular complex conditionally Gaussian random variable V = Aei£0 + M X bk ei£k + N: (1) k=1 CARL W. HELSTROM, Life Fellow, IEEE University of California, San Diego The cumulative distribution of the envelope of the sum of a sinusoidal signal, a number M of randomly phased interfering sine waves, and, possibly, Gaussian noise is expressed as the sum of Marcum’s Q-function and an asymptotic series of Laguerre polynomials, much like the ordinary Edgeworth series for the distribution of the sum of a number of independent random variables. A test of the method with M = 20 showed that its computation requires about 2% of the time needed for numerical inversion of the characteristic function of the distribution. Here A is a fixed amplitude; the M amplitudes bk either are fixed or are independent, real random variables; the phases £k , 0 · k · M are independently random and uniformly distributed over (0, 2¼); and N is a sample of the complex envelope of narrowband Gaussian noise, whose real and imaginary parts have expected value zero and variances equal to ¾ 2 . The first term in (1) we call the signal, the second term the interference. The array of coefficients bk we call the interference spectrum, although these are not necessarily associated with different frequencies. That first term might represent the strong reflection of a radar wave from a target, and the interference might consist of random reflections or glint from other points of the target or from nearby objects. In a communication system the first term might represent an information-bearing signal, with which leakage from signals in adjacent channels interferes. In studying such phenomena it is useful to know the cumulative probability distribution P 0 (r) = Pr(r < r) of a sample r = jVj = jV0 (t)j of the envelope of that narrowband random process. Rice [1] stated that it is given by the Fourier—Bessel transform Z 1 0 J1 (ru)©(u) du (2) P (r) = Pr(r < r) = r 0 where ©(u), the characteristic function of the real and imaginary parts of V = x + iy, ©(u) = E(eixu ) = E(eiyu ) is [1] ©(u) = J0 (Au) M Y 2 2 hJ0 (bk u)ie¡¾ u =2 (3) k=1 Manuscript received September 14, 1997; revised June 22, 1998. IEEE Log No. T-AES/35/2/04310. Author’s address: Dept. of Electrical and Computer Engineering, University of California, San Diego, La Jolla, CA 92093-0407. c 1999 IEEE 0018-9251/99/$10.00 ° 594 where angle brackets indicate an expected value with respect to the distribution of the interference amplitudes bk , if they happen to be random variables. Here Jn (¢) is the Bessel function of order n. Rice’s paper [1] provides references to the derivation of these equations. Computing the distribution P 0 (r) of r by numerically integrating (2) is time-consuming because of the necessity of evaluating a great many Bessel functions. Our aim here is to provide a more efficient numerical method for determining P 0 (r). Kluyver [2] considered the case of M randomly phased sine waves with a uniform spectrum in the absence of noise and gave the corresponding version of (3), and Pearson [3] derived from it six terms of IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 35, NO. 2 APRIL 1999 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. a series expansion for P 0 (r) in terms of Laguerre polynomials. Their work was cited by Greenwood and Durand [4], who determined a power series expansion for P 0 (r) from that Laguerre series. Slack [5], treating the same problem, presented approximations to P 0 (r) in terms of beta functions for M · 12. For a communications application Bennett [6] derived a Fourier—Bessel series for the distribution function P 0 (r) with an arbitrary, but nonrandom interference spectrum (A = 0), and Barakat [7] applied the same method to the distribution of the intensity in laser speckle patterns; for both, noise was absent. A Fourier—Bessel series for P 0 (r) that takes account of the presence of additive Gaussian noise was developed by Bird and George [8] and applied to determining error probabilities in an amplitude-shift keying system with cochannel interference. The terms of a Fourier—Bessel series are ratios of Bessel functions whose arguments are proportional to the zeros xk of the Bessel function, J0 (xk ) ´ 0, 1 · k < 1. Goldman [9] developed a series of Laguerre polynomials for P 0 (r) that includes and indeed requires the presence of Gaussian noise and which permits the amplitudes of the interfering sine waves to be random variables. Simon [10] showed how the probability density function of the envelope in the absence of random noise can be calculated recursively, starting with M = 1. Calculating the distribution P 0 (r) for r near its maximum value M X jbk j (4) B= k=1 is a difficult problem addressed by Rice in [11] and [1]. (We call B the span of the interference spectrum.) In the former he treated a uniform spectrum (A = 0) in the absence of noise (¾2 = 0), and in the latter he generalized his result to an arbitrary spectrum and showed how additive Gaussian noise could be taken into account. In [1] Rice also treated the numerical evaluation of the Fourier—Bessel integral (2) by means of the trapezoidal rule. The distribution of the envelope of the sum of two sine waves and Gaussian noise has been treated by Esposito and Wilson [12], Price [13], Bird [14, 15], and the writer [16]. The method described here, requiring the number M to be greater than about ten, is insufficiently accurate for that problem. Here we present asymptotic expansions for the cumulative distribution P(R) = Pr(R = 12 r2 < R) and its complement Q(R) = Pr(R ¸ R) that resemble Edgeworth’s series. Edgeworth’s series consists of corrections to the Gaussian distribution for random variables that are sums of a large number of independent random variables [17]. When in (1) the number M of interfering sine waves is large, the distribution of the envelope r = jVj has approximately the Rayleigh form for A = 0 and the Rayleigh-Rice form [18, eq. (3.10—11)] for A > 0. Our expansions, which we call quasi-Edgeworth series, represent corrections to those forms that are useful when M À 1. The key step in establishing them is to combine the variances of the real and imaginary parts of the sinusoidal components in (1) with those of the circular complex Gaussian noise N; see (10) and (22) below. II. QUASI-EDGEWORTH SERIES We show in the Appendix that the cumulative probability distribution P(R) = Pr(R < R) of the squared envelope R = 12 jV0 (t)j2 = 12 jVj2 at an arbitrary time t is given by the asymptotic expansion 1 P(R) = 1 ¡ Q(S=p, R=p) + R ¡(S+R)=p X (¡1)m m! cm e p pm m=2 ¢ 1 k X (R=p)k X (S=p)n k+n Lm ((S + R)=p), (k + 1)! n! k=0 n=0 S = 12 A2 Z where 1 Q(y, x) = x (5) p e¡(y+t) I0 (2 yt) dt (6) is a form of Marcum’s Q-function [19, 20, eq. (C-19), p. 526], I0 (¢) being the modified Bessel function. It can be computed as shown in [20, sect. C.3, pp. 528—530]. Furthermore, L®m (¢) is the associated Laguerre polynomial as in [21, sect. 10.12, pp. 188—192]. The coefficients cm are determined in the following way. With h¢i denoting an expected value with respect to the distribution of the interference amplitudes bk , we define the coefficients ®km = h( 12 bk2 )m i, gm = 1=m!2 , 1·k·M (7) and ¯m = M X ¯km , (8) k=1 with the ¯km calculated by the recurrence ¯k1 = g1 ®k1 = h 12 bk2 i ¯km = gm ®km ¡ 1 m m¡1 X (9) n¯kn gm¡n ®k,m¡n , m > 1: n=1 Furthermore, the quantity p in (5) is p = § 2 = ¾2 + ¯1 : (10) The coefficients cm in (5) are now given by the recurrence c1 = 0, c2 = ¯2 , c3 = ¯3 1X cm = ¯m + n¯n cm¡n , m m¡2 m > 3: (11) n=2 HELSTROM: DISTRIBUTION OF THE ENVELOPE OF A SUM OF RANDOM SINE WAVES AND GAUSSIAN NOISE 595 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. The complementary cumulative distribution Q(R) = Pr( 12 r2 ¸ R) is given by a similar asymptotic expansion 1 X (¡1)m m! cm Q(R) = Q(S=p, R=p) + e¡(S+R)=p pm value of the last term added in, but we found that that assumption somewhat underestimated the true error. Generally speaking, if that absolute value is greater than about 10¡4 times the total probability, the result is untrustworthy. m=2 ¢ 1 X k=0 (S=p) k! k k X n=0 (R=p)n k+n¡1 ((S + R)=p), Lm n! S = 12 A2 : (12) Some advice about computing the Laguerre polynomials is given at the end of the Appendix. When the interference amplitudes bk are not random variables, but fixed, the coefficients in (5) and (12) can be more expeditiously computed by first determining the numbers ¯m0 by the recurrence ¯10 = g1 = 1 1X 0 n¯n gm¡n , m m¡1 ¯m0 = gm ¡ m>1 (13) n=1 and then forming the coefficients ¯m = ¯m0 M X ( 12 bk2 )m , m ¸ 1: (14) k=1 Then p = § 2 is again as in (10). The factors (R=p)k =(k + 1)! in (5) increase with the index k until k + 1 equals the integral part bR=pc of R=p; beyond that they decrease to zero. The summation over k in (5) is stopped when the absolute value of the latest term added falls below " = 10¡8 times the absolute value of the accumulated sum, but in order to avoid premature termination of the summation, the index k is required to have passed bR=pc. The summation over k in (12) is terminated in the same manner, except that k is required to have surpassed the integral part bS=pc. Like Edgeworth’s series [17], (5) and (12) are asymptotic expansions: their terms decrease for awhile and then begin to increase, whereupon the series begins to diverge. One therefore faces the problem of telling one’s program when to stop its summations over m. We used two criteria. The summation is stopped when the absolute value of the current term is less than 10¡8 times the absolute value of the accumulated sum or–provided the number m of terms is greater than ten–when the absolute value of the current term exceeds the average of the absolute values of the previous nine terms. Our method is reliable only for numbers M of interference terms equal to about ten or greater. Except in the tails of the distribution the former criterion usually terminated the summation. It is difficult to estimate the error incurred by thus stopping the summation. It is often said that the error in an asymptotic series is less than the absolute 596 III. EXAMPLES In Table I we list values of the cumulative distribution P 0 (r) = Pr(r < r) and its complement Q0 (r) = Pr(r ¸ r) for the envelope of the sum r = jVj of M = 20 sine waves with amplitudes bk ´ 1 as computed by evaluating the quasi-Edgeworth series (5) and (12) and by numerical integration. The columns headed “NT” list the number m of terms taken in those series before termination. The left-hand group of columns lists the distributions in the absence of Gaussian noise (¾ 2 = 0); the right-hand columns list them for ¾ 2 = 10. Table II lists the same distributions with the additional presence of a single strong sine wave of amplitude A = 20. For the left-hand tail of the distribution of r = jVj we numerically integrated (2). For the right-hand tail we integrated Z 1 d©(u) Q0 (r) = 1 ¡ P 0 (r) = ¡ (15) J (ru) du du 0 0 # "M X b J (b u) AJ (Au) d©(u) k 1 k ¡ = ©(u) + 1 + ¾2 u du J0 (bk u) J0 (Au) k=1 (16) which follows by integrating (2) by parts [6]. Here we are assuming fixed amplitudes bk for the interference. With the quasi-Edgeworth series (5) and (12), computing each group of values of P 0 (r) or Q0 (r) took from 1 s to 3 s on a 66 MHz IBM PS/1. The numerical integrations were carried out in MathCAD 2.1, with which computing each group required from 1.5 m to 4 m. It was necessary to pick an upper limit for each integral beyond which the values of the integrand became negligible, but not so large that underflow occurred. All those results were confirmed in a Sun OS5.5 computer by numerical integration in Mathematica 3.0, which permits specifying an infinite upper limit. Fig. 1 displays the complementary cumulative distribution Q0 (r) versus r2 =M for a number of values of the number M of sine waves (bk ´ 1) in the absence of noise and of any strong signal (¾ 2 = 0, A = 0). The curves approach straight lines as M increases and the distributions approach the Rayleigh form. The ‘+’ signs for M = 10 indicate values of Q0 (r) calculated from Rice’s series in [11, (4.2)]. With equal interference amplitudes bk ´ 1, his series is applicable only for B ¡ 2 < r < B, B = M the span given in (4), and when M ¸ 20 the resulting values of Q0 (r) lie far below the range plotted in Fig. 1. IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 35, NO. 2 APRIL 1999 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. TABLE I Distribution of M = 20 Sine Waves A=0 r Edgeworth NT num. integ. Edgeworth ¾2 = 0 P 0 (r) 0.01 0.05 0.1 0.5 1 2 3 4 5 6 8 10 12 14 16 18 20 22 24 bk ´ 1 NT num. integ. ¾ 2 = 10 P 0 (r) 4.87608E-06 0.000121895 0.000487493 0.012118 0.047619 0.177588 0.356763 0.545161 0.710008 38 38 38 38 31 26 27 28 21 4.87608E-06 0.000121895 0.000487494 0.012118 0.047619 0.177588 0.356763 0.545161 0.710008 2.48414E-06 6.21017E-05 0.000248384 0.00619124 0.0245374 0.0946173 0.200472 0.328319 0.46328 19 19 19 19 19 19 19 19 19 2.48414E-06 6.21017E-05 0.000248384 0.00619124 0.0245374 0.0946173 0.200472 0.328319 0.46328 Q0 (r) 0.1661 0.0387042 0.00543121 0.000415952 1.44999E-05 1.53681E-07 32 30 26 24 31 30 0.1661 0.0387042 0.00543121 0.000415952 1.44998E-05 1.53683E-07 0.407845 0.2023 0.081751 0.0268211 0.00711355 0.00151746 0.000258832 3.50668E-05 3.74571E-06 3.12906E-07 Q0 (r) 13 13 13 12 13 11 13 13 13 13 0.407845 0.2023 0.081751 0.0268211 0.00711355 0.00151746 0.000258832 3.50668E-05 3.74571E-06 3.12906E-07 TABLE II Distribution of M = 20 + 1 Sine Waves A = 20 r Edgeworth NT num. integ. Edgeworth ¾2 = 0 P 0 (r) 4 8 12 16 20 24 28 32 36 40 ¾ 2 = 10 P 0 (r) 3.86351E-09 2.2817E-05 0.00392284 0.088875 0.468262 34 28 27 27 24 3.86371E-09 2.2817E-05 0.00392284 0.088875 0.468262 6.15145E-05 0.00207732 0.0265673 0.154103 0.455075 19 19 19 19 19 6.15145E-05 0.00207732 0.0265673 0.154103 0.455075 Q0 (r) 0.117604 0.00632647 4.76559E-05 1.20572E-08 27 13 28 34 0.117604 0.00632647 4.76558E-05 1.20578E-08 0.214699 0.0450635 0.00459746 0.000212522 4.16938E-06 Q0 (r) 13 13 12 13 13 0.214699 0.0450635 0.00459746 0.000212522 4.16938E-06 As a final example we consider the detectability of a sine wave of amplitude A in the presence of nineteen interfering sine waves having a triangular spectrum, bk = b20¡k = 0:1k, bk ´ 1 NT num. integ. 1 · k · 10, M = 19: (17) The receiver decides that the signal is present when the envelope r = jVj of its input exceeds a certain decision level r0 , which is set so that the false-alarm probability Q0 = Pr(r > r0 j A = 0) = 10¡6 . The average power ¯1 of the interference equals 3.35; see (8). Fig. 2 exhibits the false-dismissal probability Q = Pr(r · r0 j A) versus the signal-to-interference ratio A2 =2¯1 as the curves marked “T”. The curves marked “U” represent the false-dismissal probability Q for a uniform spectrum of nineteen sine waves having the same average power 12 Mbk2 ´ 3:35; bk ´ 0:59383, and for the same false-alarm probability Q0 . For the left-hand pair of curves, noise is absent, ¾2 = 0; for the right-hand pair ¾ 2 = 1. The detectability of the sinusoidal signal is greater with the triangular interference spectrum than with the uniform one because the span B of the former is the smaller and a fortiori so is the decision level r0 . When noise is present, ¾2 > 0, the dependence of the false-dismissal probability Q on the form of the interference spectrum is diminished. HELSTROM: DISTRIBUTION OF THE ENVELOPE OF A SUM OF RANDOM SINE WAVES AND GAUSSIAN NOISE 597 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. Fig. 1. Complementary cumulative distribution Q0 (r) of envelope of sum of M randomly phased sine waves of unit amplitude versus r2 =M. Curves are indexed with values of M. Values of Q0 (r) for M = 10 calculated by Rice’s formula [11] are marked with +. IV. CONCLUSION The envelope of a single sine wave in the presence of narrowband Gaussian noise has a Rayleigh-Rice distribution. When on the other hand there is no strong signal, but a random process consisting of a large number of randomly phased sine waves and Gaussian noise, the envelope of the resultant has nearly a Rayleigh distribution because the sums of their in-phase and quadrature components are nearly Gaussian random variables. In this work we have presented series approximations to the distribution of the envelope of an input such as (1) that span those two extremes. They apply even in the absence of Gaussian noise (¾2 = 0), but they require that the number M of interfering sine waves be larger than ten or so. Comparisons with the results of numerically integrating (2) and (15) indicate that these quasi-Edgeworth series are then accurate over a useful range of probabilities. Fig. 2. False-dismissal probability Q in detection of sinusoidal signal of amplitude A when the 19 interfering sine waves have triangular spectrum (17) (curves marked “T”) or uniform spectrum (curves marked “U”). Here ¯1 is average power of interfering sine waves. That average power ¯1 and false-alarm probability Q0 = 10¡6 are same for both. Curves are indexed by noise variance ¾2 . we write ln ©int (u) = M X lnhJ0 (bk u)i k=1 = 1 X ¯m (¡v)m , ¯m = M X ¯km k=1 in which the ¯km are calculated by the recurrence in (9) as in [20, eq. (5-16), p. 193]. We can then write (3) as ©(u) = J0 (Au)©int (u)e¡¾ ¡§ 2 u2 =2 = J0 (Au)e 2 2 u =2 " exp § 2 = ¾ 2 + ¯1 = ¾ 2 + 1 X =1+ (¡1)m (m!)¡2 hbk2m i( 12 u)2m ln J0 (x) = m m=1 v = 12 u2 (18) with gm and ®km as in (7). First treating the interference terms, ©int (u) = hJ0 (bk u)i k=1 598 M X h 12 bk2 i: (22) 1 X ¯m0 (¡ 14 x2 )m (23) m=1 gm ®km (¡v) , M Y (21) When the interference amplitudes are nonrandom, we can use the expansion in (18) after setting all the bk s in that equation equal to 1, and then we can write m=1 1 X # ¯m (¡ 12 u2 )m k=1 Writing out the power series for the Bessel function J0 (¢) and averaging, we obtain hJ0 (bk u)i = 1 + 1 X m=2 with APPENDIX (20) m=1 in which the coefficients ¯m0 are calculated by the recurrence in (13). When we put x = bk u, we obtain ln J0 (bk u) = 1 X ¯m0 ( 12 bk2 )m (¡v)m , m=1 (19) (24) v = 12 u2 : Summing over k and using (14), we again obtain (21). IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 35, NO. 2 APRIL 1999 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. Using the recurrence in (11) as in [20, eq. (5-17), p. 193] to take the exponential function of a power series, we can now write the characteristic function in (3) as " # 1 X 2 2 ©(u) = J0 (Au)e¡(1=2)§ u 1 + cm (¡ 12 u2 )m m=2 (25) and this we substitute into (2). For convenience replacing § 2 by p, we can write (2) as # " 1 m X d P 0 (r) = 1 + (26) cm m I(p) dp m=2 with Z 1 0 J1 (ru)J0 (Au)e¡pu Z r = 1 x dx 0 Z = 0 Q(S=p, R=p) = 1 k X (S=p)k X (R=p)n ¡(S+R)=p e k! n! k=0 n=0 frm [20, eqs. (C-30)—(C-32), pp. 528—529] with M = 1 [23]. Again using (28), but now with ® = k + n ¡ 1, we obtain (12). For A = S = 0, (12) reduces to # " 1 X (¡1)m m! ¡R=§ 2 1 2 c L (R=§ ) 1+ Q(R) = e § 2(m+1) m+1 m m=1 (30) when one uses xL1m¡1 (x) = ¡mL¡1 m (x) I(p) = r Z and into it we put 0 r 2 =2 which follows from [21, eqs. 10.12(23), 10.12(24), p. 190]. Had we not combined the term ¯1 with ¾ 2 as in (21), we should have obtained a result similar to Goldman’s equation [9, eq. (27)] with n = 2. The computations of (5) and (12) begin with evaluation of the first Laguerre polynomials, du uJ0 (xu)J0 (Au)e¡pu 2 =2 du · 2 ¸ x + A2 xp¡1 exp ¡ I0 (Ax=p) dx 2p L®0 (x) ´ 1, ® = ¡1, 0, 1 = 1 ¡ Q(S=p, R=p), S = 12 A2 , in terms of Marcum’s Q-function (6). Here we have used [21, eq. 7.7.3(25), p. 50]. Thus P(R) = 1 ¡ Q(S=p, R=p) + m=2 dm cm m [1 ¡ Q(S=p, R=p)] dp (27) and into this we put 1 ¡ Q(S=p, R=p) = (31) [21, eq. 10.12(6), p. 188], from which the subscript index is advanced by the recurrent relation R = 12 r2 1 X L®1 (x) = ® + 1 ¡ x, L®m+1 (x) = (m + 1)¡1 [(2m + ® + 1 ¡ x)L®m (x) ¡ (m + ®)L®m¡1 (x)] (32) [21, eq. 10.12(8), p. 188]. For the innermost summations in (5) and (12) one must advance the superscript ® = k + n or ® = k + n ¡ 1 by the recurrence ¡1 ® ®¡1 L®+1 m (x) = x [(® + x)Lm (x) ¡ (® + m)Lm ] (33) 1 k X (R=p)k+1 X (S=p)n k=0 (k + 1)! n=0 n! e¡(S+R)=p from [20, eqs. (C-33), (C-34), pp. 529—530] with M = 1 [22]. Here we need dm ¡a=p ¡(®+1) [e p ] = (¡1)m m! p®+1+m L®m (a=p)e¡a=p dpm (28) with a = S + R, ® = k + n in [21, eq. 10.12(26), p. 190]; L®m (¢) is the associated Laguerre polynomial. Putting this into (27) we obtain (5). From (27) we can write down the complementary cumulative distribution " # 1 X dm Q(R) = 1 ¡ P(R) = 1 + cm m Q(S=p, R=p) dp m=2 (29) which derives from [21, eqs. 10.12(23) and (24)], ® ® xL®+1 m (x) = (m + ®)Lm¡1 (x) ¡ (m ¡ x)Lm (x) ®¡1 = (m + ®)[L®m (x) ¡ Lm (x)] ¡ (m ¡ x)L®m (x): The array of values of the Laguerre polynomials from each value of the index k in (5) or (12) is saved for the following value of k (m fixed), and only the k+n new values of Lm (¢) or Lk+n¡1 (¢) are computed at m each stage by using (33). For a uniform interference spectrum, the coefficients ¯k in (14) are of order M. The largest contributions to the summation in (11) for m > 3 come from the terms with n = m ¡ 2, all the ¯n s being of the same order M. Thus c4 and c5 are of order M 2 , and a fortiori c2s and c2s+1 are of order M s . Because p = § 2 in (5) and (12) is of order M, the coefficients c2s =p2s in those summations are of order M s =M 2s = M ¡s , and the coefficients c2s+1 =p2s+1 are of HELSTROM: DISTRIBUTION OF THE ENVELOPE OF A SUM OF RANDOM SINE WAVES AND GAUSSIAN NOISE 599 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. order M s =M 2s+1 = M ¡(s+1) . Thus for integral s c2s¡1 =p2s¡1 = O(M ¡s ), [11] c2s =p2s = O(M ¡s ) and terms of equal order of magnitude M ¡s form adjacent pairs. In the usual Edgeworth series ([17, 20, p. 194]) terms of the same order in M form interlacing triplets, complicating the computations. The orders of magnitude of successive triplets, furthermore, decrease only by a factor M ¡1=2 ; those of the successive pairs of coefficients in (5) and (12) decrease by a factor M ¡1 . [12] [13] [14] REFERENCES [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] 600 Rice, S. O. 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New York: Dover Publications, 1954, 133—294. Marcum, J. I. (1948) A statistical theory of target detection by pulsed radar. Report RM-753, Rand Corporation, July 1, 1948. Reprinted in IRE Transactions on Information Theory, IT-6 (Apr. 1960), 59—267. Helstrom, C. W. (1995) Elements of Signal Detection and Estimation. Englewood Cliffs, NJ: Prentice-Hall, 1995. Erdélyi, et al. (1953) Higher Transcendental Functions, Vol. 2. New York: McGraw-Hill, 1953. McGee, W. F. (1970) Another recursive method of computing the Q function. IEEE Transactions on Information Theory, IT-16 (July 1970), 500—501. Dillard, G. M. (1973) Recursive computation of the generalized Q-function. IEEE Transactions on Aerospace and Electronic Systems, AES-9 (July 1973), 614—615. IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 35, NO. 2 APRIL 1999 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply. Carl W. Helstrom (SM’61–F’70–LF’93) was born in Easton, PA, on February 22, 1925. He received the B.S. degree in engineering physics from Lehigh University, Bethlehem, PA, in 1947 and the Ph.D. degree in physics from the California Institute of Technology, Pasadena, in 1951. From 1944 to 1946 he was a radio technician in the U.S. Navy. From 1951 to 1966 he worked in applied mathematics at the Westinghouse Research Laboratories, Pittsburgh, PA. On leave during the 1963—1964 academic year, he lectured in the Department of Engineering, University of California, Los Angeles. He joined the University of California, San Diego in 1966, where he is now Professor Emeritus of Electrical Engineering. From 1971 to 1973 and 1974 to 1977 he was Chairman of his department, and during the 1973—1974 and 1986—1987 academic years he was Professeur Associé at the Université de Paris-Sud. From 1967 to 1971 Dr. Helstrom served as Editor of the IEEE Transactions on Information Theory. He was Cochairman of the IEEE International Symposium on Information Theory in 1982 and Program Chairman of that Symposium in 1990. He is a member of Phi Beta Kappa and a Fellow of the Optical Society of America. HELSTROM: DISTRIBUTION OF THE ENVELOPE OF A SUM OF RANDOM SINE WAVES AND GAUSSIAN NOISE 601 Authorized licensed use limited to: SIMON FRASER UNIVERSITY. Downloaded on August 14,2010 at 00:50:42 UTC from IEEE Xplore. Restrictions apply.
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