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Radiophysics and Quantum Electronics

, Volume 49, Issue 7, pp 564–571 | Cite as

Multidimensional Gaussian probability density and its applications in the degenerate case

  • P. V. Mikheev
Article

Abstract

We obtain an analytical expression for the probability density of the Gaussian vector with a degenerate covariance matrix. The expression generalizes a similar expression for the nondegenerate case. A definition of the Gaussian vector on the basis of a probability density, which is common for the degenerate and nondegenerate cases, is given. Examples of using the obtained probability density for the synthesis of optimal signal-processing algorithms are presented.

Keywords

Probability Density Antenna Array Arrival Direction Conditional Probability Density Gaussian Vector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, Inc. 2006

Authors and Affiliations

  • P. V. Mikheev
    • 1
  1. 1.Nizhny Novgorod Research Institute of RadioengineeringNizhny NovgorodRussia

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