Importance Sampling: Applications in Communications and Detection / Edition 1

Importance Sampling: Applications in Communications and Detection / Edition 1

by Rajan Srinivasan
     
 

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ISBN-10: 3540434208

ISBN-13: 9783540434207

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

Overview

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.

Product Details

ISBN-13:
9783540434207
Publisher:
Springer Berlin Heidelberg
Publication date:
08/15/2002
Series:
Engineering Online Library
Edition description:
2002
Pages:
242
Product dimensions:
6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Elements of Importance Sampling.- Methods of Importance Sampling.- Sums of Random Variables.- Detection Theory.- CFAR Detection.- Ensemble CFAR Detection.- Blind Simulation.- Digital Communications.

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