ON THE CALCULATION OF THE GENERALIZED Q-FUNCTION VIA PARLS METHOD
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Parl has previously given error bounds suitable for calculating Marcum's Q-function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalized Q-function Qm(, ). The values of m, , and that result in successful algorithm completion are examined. Numerical results are presented for calculations of the noncentral chi-square distribution and the probability of detection for a classical multiobservation detection problem. Copyright 1986 by The Institute of Electrical and Electronics Engineers, Inc.