Importance Sampling: Applications in Communications and Detection / Edition 1by Rajan Srinivasan
Pub. Date: 08/15/2002
Publisher: Springer Berlin Heidelberg
This monograph on fast shastic simulation deals with methods of adaptive importance sampling (IS). The concept of IS is introduced and described in detail with several numerical examples in the context of rare event simulation. Adaptive simulation and system parameter optimization to achieve specified performance criteria are described. The techniques are applied to the analysis and design of radar CFAR (constant false alarm rate) detectors. Development of robust detection algorithms using ensemble - or E-CFAR processing is described. A second application treats the performance evaluation and parameter optimization of digital communication systems that cannot be handled analytically or even by using standard numerical techniques.
Table of ContentsElements of Importance Sampling.- Methods of Importance Sampling.- Sums of Random Variables.- Detection Theory.- CFAR Detection.- Ensemble CFAR Detection.- Blind Simulation.- Digital Communications.
and post it to your social network
Most Helpful Customer Reviews
See all customer reviews >