Timeline for Closed form for Gaussian-like integral
Current License: CC BY-SA 3.0
5 events
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| Sep 22, 2015 at 8:02 | comment | added | DzeKap | Hi! Thank you for your thoughts! In the problem description, it now says $c$ instead of $d$, as it should be. So $c$ is just some given constant complex vector. I also have a feeling a closed form does not exist. However, you brought up an interesting question. Indeed, I am not really after a closed form here. Instead, I am interested in finding the $\tau$, $1\leq\tau\leq N$, that maximizes that expression for a given vector $c$. However, since I believe that one can get any $tau$ by changing $c$, I feel I must have a closed form expression to solve this maximization. | |
| Sep 22, 2015 at 8:01 | history | edited | DzeKap | CC BY-SA 3.0 |
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| Sep 21, 2015 at 22:38 | comment | added | Igor Khavkine | Just some comments. It seems that you haven't defined $c$. The $h^H \Sigma_h h$ term in the exponent seems rather ill adapted to get a closed form result for the $h$-integral over your domain. What is most important is that you have to be mentally prepared for the non-existence of any closed form for this integral. If a closed form didn't exist, what would you still really want to know about the result? | |
| Sep 21, 2015 at 21:44 | history | edited | DzeKap | CC BY-SA 3.0 |
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| Sep 21, 2015 at 14:50 | history | asked | DzeKap | CC BY-SA 3.0 |