Numerical Evaluation of Rice's Integral Representation of the Probability Density Function for Poisson Impulsive Noise
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Numerical evaluation of Rice's triple integral representation of the probability density function (pdf) for Poisson impulsive noise has been accomplished for the intermediate pulse repetition rate case with several meaningful waveforms. The technique was applied to (1) a case for which a closed form was available, (2) the low‐pulse repetition rate case where simplifications are possible, and (3) to several cases for which empirical results were available. In all cases, agreement was excellent. The technique consists of numerically computing the characteristic function, and obtaining from this the pdf by subtracting constant from the characteristic function, and transforming the constant analytically and the remainder numerically. The transformation is carried out separately in different regions, depending on the shape of the curve in a particular region, after which the individual integrals are added. This process overcomes some of the difficulties previously encountered in evaluating Rice's integral.