On the PDF of the sum of random vectors

Ali Abdi, Homayoun Hashemi, Said Nader-Esfahani

Research output: Contribution to journalArticlepeer-review

74 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)7-12
Number of pages6
JournalIEEE Transactions on Communications
Volume48
Issue number1
DOIs
StatePublished - 2000
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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