Computation of the circular error probability integral

Author

Gillis, J.T.

Author_Institution

Syst. Res. Center, Maryland Univ., College Park, MD, USA

Volume

27

Issue

6

fYear

1991

fDate

11/1/1991 12:00:00 AM

Firstpage

906

Lastpage

910

Abstract

The author describes a simplified derivation of the representation of the circular error probability (CEP) integral, which is the integral over a disk centered at the origin of a zero mean two-dimensional Gaussian random variable, as a one-dimensional integral. In addition, two series are presented which can be used to compute efficiently the CEP integral. The domain of applicability of the series and methods for acceleration of the convergence of these series are discussed. The integral occurs in the evaluation of communication and radar signals, and in other statistical applications.

Keywords

computerised signal processing; error statistics; radar theory; random processes; series (mathematics); telecommunications computing; Shanks transformation; circular error probability integral; communication; convergence acceleration; numerical integration; one-dimensional integral; radar signals; series; statistical applications; zero mean two-dimensional Gaussian random variable; Acceleration; Convergence; Covariance matrix; Error probability; Fires; History; NASA; Radar applications; Random variables; Space vehicles; Weapons;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.104258

Filename

104258