Książka Importance Sampling Rajan Srinivasan

Importance Sampling

Applications in Communications and Detection

Język: Angielski
Oprawa: Miękka
Wydawca: Springer, Berlin
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
423.57
This monograph on fast stochastic simulation deals with methods of adaptive importance sampling (IS)...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2010
strony
242
EAN
9783642077814
ISBN
3642077811
Enbook ID
01652878
Waga
403
Wymiary
155 x 234 x 13

Pełny opis

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.

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