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On the PDF of the sum of random vectors

Abdi, A ; Sharif University of Technology | 2000

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  1. Type of Document: Article
  2. DOI: 10.1109/26.818866
  3. Publisher: 2000
  4. Abstract:
  5. There are various cases in physics and engineering sciences (especially communications) where one requires the envelope probability density function (pdf) of the sum of several random sinusoidal signals. According to the correspondence between a random sinusoidal signal and a random vector, the sum of random vectors can be considered as an abstract mathematical model for the above sum. Now it is desired to obtain the pdf of the length of the resulting vector. Considering the common and reasonable assumption of uniform distributions for the angles of vectors, many researchers have obtained the pdf of the length of the resulting vector only for special cases. However in this paper, the pdf is obtained for the most general case in which the lengths of vectors are arbitrary dependent random variables. This pdf is in the form of a definite integral, which may be inappropriate for analytic manipulations and numerical computations. So an appropriate infinite Laguerre expansion is also derived. Finally, the results are applied to solve a typical example in computing the scattering cross section of random scatterers
  6. Keywords:
  7. Random variables ; Probability density function ; Physics ; Laser radar ; Clutter ; Fading ; Radar scattering ; Light scattering ; Electromagnetic scattering ; Random media
  8. Source: IEEE Transactions on Communications ; Volume 48, Issue 1 , 2000 , Pages 7-12 ; 00906778 (ISSN)
  9. URL: https://ieeexplore.ieee.org/document/818866