On the von mises approximation for the distribution of the phase angle between two independent complex Gaussian vectors

Nick Letzepis · 2015

This paper analyses the von Mises approximation for the distribution of the phase angle between two independent complex Gaussian vectors. By upper bounding the Kullback-Leibler divergence, it is shown that when their circular means and variances coincide, the distribution converges to a von Mises distribution both in the low and high signal-to-noise ratio regimes.

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