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On the Product of Two Correlated Complex Gaussian Random Variables | IEEE Journals & Magazine | IEEE Xplore

On the Product of Two Correlated Complex Gaussian Random Variables


Abstract:

In this letter, we derive the exact joint probability density function (pdf) of the amplitude and phase of the product of two correlated non-zero mean complex Gaussian ra...Show More

Abstract:

In this letter, we derive the exact joint probability density function (pdf) of the amplitude and phase of the product of two correlated non-zero mean complex Gaussian random variables with arbitrary variances. This distribution is useful in many problems, for example radar and communication systems. We determine the joint pdf in terms of an infinite summation of modified Bessel functions of the first and second kinds, which generalizes the existing results. The truncation error is also studied when a truncated sum is employed. Finally, we evaluate the derived expressions through numerical experiments.
Published in: IEEE Signal Processing Letters ( Volume: 27)
Page(s): 16 - 20
Date of Publication: 15 November 2019

ISSN Information:

Funding Agency:

University of Electronic Science and Technology of China, Chengdu, China
University of Electronic Science and Technology of China, Chengdu, China
Lehigh University, Bethlehem, PA, USA

University of Electronic Science and Technology of China, Chengdu, China
University of Electronic Science and Technology of China, Chengdu, China
Lehigh University, Bethlehem, PA, USA

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