Importance Sampling: Applications in Communications and Detection
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 spec...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2002
|
| Ausgabe: | 1st ed. 2002 |
| Schlagworte: | |
| Online-Zugang: | UBY01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (XIV, 242 p) |
| ISBN: | 9783662050521 |
| DOI: | 10.1007/978-3-662-05052-1 |
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| discipline | Informatik Mathematik |
| discipline_str_mv | Informatik Mathematik |
| doi_str_mv | 10.1007/978-3-662-05052-1 |
| edition | 1st ed. 2002 |
| format | Electronic eBook |
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| index_date | 2024-07-03T16:12:23Z |
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| institution | BVB |
| isbn | 9783662050521 |
| language | English |
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| spelling | Srinivasan, Rajan Verfasser aut Importance Sampling Applications in Communications and Detection by Rajan Srinivasan 1st ed. 2002 Berlin, Heidelberg Springer Berlin Heidelberg 2002 1 Online-Ressource (XIV, 242 p) txt rdacontent c rdamedia cr rdacarrier 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 Simulation and Modeling Probability Theory and Stochastic Processes Computational Intelligence Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Communications Engineering, Networks Computer simulation Probabilities Computational intelligence Statistics Electrical engineering Seltenes Ereignis (DE-588)4425827-6 gnd rswk-swf Stichprobennahme (DE-588)4183250-4 gnd rswk-swf Stichprobennahme (DE-588)4183250-4 s Seltenes Ereignis (DE-588)4425827-6 s DE-604 Erscheint auch als Druck-Ausgabe 9783642077814 Erscheint auch als Druck-Ausgabe 9783540434207 Erscheint auch als Druck-Ausgabe 9783662050538 https://doi.org/10.1007/978-3-662-05052-1 Verlag URL des Eerstveröffentlichers Volltext |
| spellingShingle | Srinivasan, Rajan Importance Sampling Applications in Communications and Detection Simulation and Modeling Probability Theory and Stochastic Processes Computational Intelligence Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Communications Engineering, Networks Computer simulation Probabilities Computational intelligence Statistics Electrical engineering Seltenes Ereignis (DE-588)4425827-6 gnd Stichprobennahme (DE-588)4183250-4 gnd |
| subject_GND | (DE-588)4425827-6 (DE-588)4183250-4 |
| title | Importance Sampling Applications in Communications and Detection |
| title_auth | Importance Sampling Applications in Communications and Detection |
| title_exact_search | Importance Sampling Applications in Communications and Detection |
| title_exact_search_txtP | Importance Sampling Applications in Communications and Detection |
| title_full | Importance Sampling Applications in Communications and Detection by Rajan Srinivasan |
| title_fullStr | Importance Sampling Applications in Communications and Detection by Rajan Srinivasan |
| title_full_unstemmed | Importance Sampling Applications in Communications and Detection by Rajan Srinivasan |
| title_short | Importance Sampling |
| title_sort | importance sampling applications in communications and detection |
| title_sub | Applications in Communications and Detection |
| topic | Simulation and Modeling Probability Theory and Stochastic Processes Computational Intelligence Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Communications Engineering, Networks Computer simulation Probabilities Computational intelligence Statistics Electrical engineering Seltenes Ereignis (DE-588)4425827-6 gnd Stichprobennahme (DE-588)4183250-4 gnd |
| topic_facet | Simulation and Modeling Probability Theory and Stochastic Processes Computational Intelligence Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Communications Engineering, Networks Computer simulation Probabilities Computational intelligence Statistics Electrical engineering Seltenes Ereignis Stichprobennahme |
| url | https://doi.org/10.1007/978-3-662-05052-1 |
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