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    Computation of the Circular Error Probability Integral

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    TR_91-12.pdf (319.8Kb)
    No. of downloads: 1859

    Date
    1991
    Author
    Gillis, J.T.
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    Abstract
    This note 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, a rapidly converging series expression is derived for the CEP.<P>The integral occurs in the evaluation of communication and radar signals, and other statistical applications.
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    http://hdl.handle.net/1903/5060
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