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Importance Sampling

Name: Importance Sampling
Brand: Springer, Berlin
SKU: 01652878
Price: 102.86 EUR
Availability: InStock
Author: Rajan Srinivasan
ISBN: 9783642077814

Applications in Communications and Detection

Rajan Srinivasan

Language

English

Book Paperback

Libristo code: 01652878

Publishers Springer, Berlin, November 2009

This monograph on fast stochastic simulation deals with methods of adaptive importance sampling (IS)... Full description

Libristo code: 01652878

249 b

102.86 €

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This monograph on fast stochastic 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.