A new Approach to the Statistical Analysis of Non-Central Complex Gaussian Quadratic Forms With Applications

Abstract

This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable that replaces the original CGQF and converges in distribution to it. This technique is valid for both definite and indefinite CGQFs and yields simple expressions of the probability density function (PDF) and the cumulative distribution function (CDF) that only involve elementary functions. This overcomes a major limitation of previous approaches, where the complexity of the resulting PDF and CDF does not allow for further analytical derivations. Additionally, the mean square error between the original CGQF and the auxiliary one is provided in a simple closed-form formulation. These new results are then leveraged to analyze the outage probability and the average bit error rate of maximal ratio combining systems over correlated Rician channels.