On the Distribution of Indefinite Quadratic Forms in Gaussian Random Variables

In this work, we propose a unified approach to evaluating the CDF and PDF of indefinite quadratic forms in Gaussian random variables. Such a quantity appears in many applications in communications, signal processing, information theory, and adaptive filtering. For example, this quantity appears in t...

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Veröffentlicht in:	IEEE transactions on communications 2016-01, Vol.64 (1), p.153-165
Hauptverfasser:	Al-Naffouri, Tareq Y., Moinuddin, Muhammed, Ajeeb, Nizar, Hassibi, Babak, Moustakas, Aris L.
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive filters Approximation methods Beamforming Correlated Gaussian random vectors Diversity reception Eigenvalues and eigenfunctions Integrals Joints Mathematical analysis multi-user diversity Probability density function Probability distribution Quadratic forms Random variables Step functions weighted norms of Gaussian variables wireless communications
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