aux_Kcdf_noise_Zlog

(rtools/aux_Kcdf_noise_Zlog.m)

Function Synopsis

out = aux_Kcdf_noise_Zlog(sigma,T,nu,mu,rho,logmfactor)

Help text

function out = aux_Kcdf_noise_Zlog(sigma,T,nu,mu,rho,mfactor)

 Auxiliary function for integration within Kcdf_noise
 requires further multiplication by mfactor, where
 mfactor = nu/(mu * gamma(nu))
 which should be passed as logmfactor = log(mfactor)

 Limit of sigma->0 is proportional to sigma^(nu-1)
 so a transform via Z = sigma^(1/nu + 1) should
 remove the singularity at zero.

 The remaining difficulty is setting the integration limits
 correctly - best achieved by differentiating this result.

 Uses logs for stability with extreme nu

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
 Please acknowledge use of this toolbox in any publication or software.
 This header must be retained in any derivative work

Cross-Reference Information

RT_Kcdf_noise                 rtools/RT_Kcdf_noise.m