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Series approximations for Rayleigh distributions of arbitrary dimensions and covariance matrices

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Nadarajah, S 

Abstract

The multivariate Rayleigh distribution is of crucial importance to many applied problems of engineering, such as in the analysis of multi-antenna wireless systems. Due to the lack of a generalised closed form of the distribution, the dependence on effective approximation methods for evaluation has created numerous numerical approaches with considerable restrictions in both dimensionality, as well as the structure of covariance matrices. In this paper we extend a previously introduced method [1] without either of these limitations. We then compare the performance of the new algorithms to recent integration methods of fixed dimension, presented by Beaulie and Zhang [2] and highlight the advantages of the new method.

Description

Keywords

Correlation, Covariance, Multivariate rayleigh distribution, Signal processing

Journal Title

Signal Processing

Conference Name

Journal ISSN

0165-1684
1872-7557

Volume Title

165

Publisher

Elsevier BV