On the ratio of independent complex Gaussian random variables
In this paper, we derive a closed form equation for the joint probability distribution f R z , Θ z ( r z , θ z ) of the amplitude R z and phase Θ z of the ratio Z = X Y of two independent non-zero mean Complex Gaussian random variables X ∼ C N ( ν x e j ϕ x , σ x 2 ) and Y ∼ C N ( ν y e j ϕ y , σ y...
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Veröffentlicht in: | Multidimensional systems and signal processing 2018-10, Vol.29 (4), p.1553-1561 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
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Zusammenfassung: | In this paper, we derive a closed form equation for the joint probability distribution
f
R
z
,
Θ
z
(
r
z
,
θ
z
)
of the amplitude
R
z
and phase
Θ
z
of the ratio
Z
=
X
Y
of two independent non-zero mean Complex Gaussian random variables
X
∼
C
N
(
ν
x
e
j
ϕ
x
,
σ
x
2
)
and
Y
∼
C
N
(
ν
y
e
j
ϕ
y
,
σ
y
2
)
. The derived joint probability distribution only contains a confluent hypergeometric function of the first kind
1
F
1
without infinite summations resulting in computational efficiency. We further derive the probability distribution for the ratio of two non-zero mean independent real Rician random variables containing an infinite summation generated by the estimation of the Cauchy product of equivalent series of two modified Bessel functions. |
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ISSN: | 0923-6082 1573-0824 |
DOI: | 10.1007/s11045-017-0519-3 |