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Preface | ||
1 | Elements of Importance Sampling | 1 |
1.1 | Rare events and simulation | 1 |
1.2 | Fast simulation | 2 |
1.3 | Optimal biasing | 4 |
1.4 | The simulation gain | 8 |
2 | Methods of Importance Sampling | 9 |
2.1 | Conventional biasing methods | 10 |
2.2 | Adaptive IS - optimized biasing | 25 |
2.3 | Combined scaling and translation | 34 |
2.4 | Other biasing methods | 36 |
3 | Sums of Random Variables | 47 |
3.1 | Tail probability of an i.i.d. sum | 48 |
3.2 | The g-method | 49 |
3.3 | The inverse IS problem | 55 |
3.4 | Approximations for tail probability | 57 |
3.5 | Asymptotic IS | 61 |
3.6 | Density estimation for sums | 71 |
4 | Detection Theory | 85 |
4.1 | The Neyman-Pearson lemma | 85 |
4.2 | Approximations for the error probabilities | 88 |
4.3 | Asymptotically constant error probabilities | 91 |
4.4 | Densities for the log-likelihood ratio | 93 |
5 | CFAR detection | 97 |
5.1 | Constant false alarm rate detection | 97 |
5.2 | IS for CFAR algorithms | 99 |
5.3 | Multiplier determination-adaptive optimization | 101 |
5.4 | Exponential twisting for CA-CFAR | 101 |
5.5 | Approximations for CA-CFAR | 105 |
5.6 | The GM-CFAR detector | 107 |
5.7 | Point of application of biasing | 111 |
5.8 | FAP decomposition for SO detectors: CA and GM | 113 |
5.9 | Examples in CFAR detection | 121 |
5.10 | STAP detection | 132 |
6 | Ensemble CFAR detection | 137 |
6.1 | Ensemble processing | 137 |
6.2 | The E-CFAR detector | 139 |
6.3 | Performance in nonhomogeneous clutter | 145 |
6.4 | Results for some ensembles | 146 |
6.5 | Randomized ensembles | 153 |
6.6 | Tuning the multipliers: homogeneous operating points | 161 |
7 | Blind Simulation | 167 |
7.1 | Blind biasing | 167 |
7.2 | Tail probability estimation | 169 |
7.3 | CFAR detection | 174 |
8 | Digital Communications | 185 |
8.1 | Adaptive simulation | 185 |
8.2 | DPSK in AWGN | 187 |
8.3 | Parameter optimization | 190 |
8.4 | Sum density of randomly phased sinusoids | 194 |
8.5 | M-ary PSK in co-channel interference | 196 |
8.6 | Crosstalk in WDM networks | 211 |
8.7 | Multiuser detection | 223 |
8.8 | Capacity of multi-antenna systems | 230 |
References | 235 | |
Index | 241 |
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Add 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 , Importance Sampling: Applications in Communications and Detection to the inventory that you are selling on WonderClubX
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Add 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 , Importance Sampling: Applications in Communications and Detection to your collection on WonderClub |