guassian random variables

On the Distribution of Indefinite Quadratic Forms in Gaussian Random Variables

1 min read · Tue, Aug 6 2019

guassian random variables ISL Highlighted Publications

T. Y. Al-Naffouri and M. Moinuddin and N. Ajeeb and B. Hassibi and A. L. Moustakas, "On the Distribution of Indefinite Quadratic Forms in Gaussian Random Variables", IEEE Transactions on Communications. vol. 64 , pp. 153-165, Jan 2016. Abstract: 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 the mean-square-error (MSE) analysis of the normalized