PADE APPROXIMATIONS OF PROBABILITY DENSITY-FUNCTIONS

The analysis of radar detection systems often requires extensive knowl edge of the special functions of applied mathematics, and their comput ation. Yet, the moments of the detection random variable are often eas ily obtained. We demonstrate here how to employ a limited number of ex actly specified moments to approximate the probability density and dis tribution functions of various random variables. The approach is to us e the technique of Pade approximations (PA) which creates a pole-zero model of the moment generating function (mgf). This mgf is inverted us ing residues to obtain the densities.