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时间:2021-3-9 18:29:09 点击:

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% File: wilkinson.m
function [m_out,std_out] = wilkinson(m_x,std_x,r)
% this function computes the mean and standard deviation
% of the sum of two lognormal RV’s
% Input and ouput values are in dB.
lambda = 0.1*log(10);
m_x_cmp = m_x;
v_x_cmp = std_x.^2;
m_y = lambda*m_x_cmp;
v_y = (lambda^2)*v_x_cmp;
u_1 = 0;
for i = 1:length(m_y)
u_1 = u_1 + exp(m_y(i) + v_y(i)/2);
end
a = 0;
for i = 1:length(m_y)
a = a + exp(2*m_y(i) + 2*v_y(i));
end
b = 0;
for i = 1:length(m_y)-1
    for j = i+1:length(m_y)
b = b + exp( m_y(i) + m_y(j) )*...
exp(0.5*(v_y(i) + v_y(j) + ...
2*r*sqrt(v_y(i))*sqrt(v_y(j))));
end
end
u_2 = a + 2*b;
% mean and variance or the variable Z, which is normal
% in natural units
m_z = 2*log(u_1) - 0.5*log(u_2);
std_z = sqrt(log(u_2) - 2*log(u_1));
% mean and variance of the variable X, which is normal in dB.
g = 10*log10(exp(1));
m_out = g*m_z;
std_out = g*std_z;
% End of function file.

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Tags:WILKINSON 
作者:wilkinson 来源:wilkinson
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