aux_Kcdf_noise_Znuc

(rtools/aux_Kcdf_noise_Znuc.m)

Function Synopsis

out = aux_Kcdf_noise_Znuc(sigma,T,nu,mu,rho)

Help text

function out = aux_Kcdf_noise_Znu(sigma,T,nu,mu,rho)

 Auxiliary function for integration within Kcdf_noise
 requires further multiplication by nu/(mu * gamma(nu))

 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.

 Unfortunately, it's difficult.

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
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