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The calculation of the probability of detection and the generalized Marcum <e1>Q</e1>-function

by: DA Shnidman
Information Theory, IEEE Transactions on, Vol. 35, No. 2. (1989), pp. 389-400.


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A highly reliable, accurate, and efficient method of calculating the probability of detection, <e1>P</e1><sub>N</sub>(<e1>X</e1>,<e1>Y </e1>), for <e1>N</e1> incoherently integrated samples, where <e1>X</e1> is the constant received signal-to-noise ratio of a single pulse and <e1>Y</e1> is the normalized threshold level, is presented. The useful range of parameters easily exceeds most needs. On a VAX/11 computer with double precision calculations, better than 13-place absolute accuracy is normally achieved. There is a gradual loss of accuracy with increasing parameter values. For example, for <e1>N</e1>=10<sup>9</sup>, and with both <e1>NX</e1> and <e1>Y</e1> near 10<sup>7</sup>, the accuracy can drop to ten places. The function <e1>P</e1><sub>N</sub>(<e1>X</e1>,<e1>Y </e1>) can be equated to the generalized Marcum <e1>Q</e1>-function, <e1>Q</e1><sub>m</sub>(α,β). The corresponding limits on α and β are roughly 4500 for the 13-place accuracy and 60000 for ultimate (INTEGER×4) limit


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