access icon free Probability density for envelope of multiplicative noise

The closed-form probability density for the envelope of multiplicative noise, both for the zero and nonzero mean case, is considered. The distribution parameters are determined using a curve fitting optimisation that shows excellent agreement between the measured and parametric form of the density function.

Inspec keywords: noise; probability; optimisation; interference (signal); curve fitting; AWGN

Other keywords: density function; distribution parameters; envelope probability density; zero mean case; multiplicative noise; closed-form probability density; curve fitting optimisation; nonzero mean case

Subjects: Probability theory, stochastic processes, and statistics; Other topics in statistics; Optimisation techniques; Optimisation; Interpolation and function approximation (numerical analysis); Statistics; Numerical analysis; Optimisation techniques; Other topics in statistics; Interpolation and function approximation (numerical analysis); Numerical approximation and analysis

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