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 ...
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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.
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Add this copy of Importance Sampling-Applications in Communications and to cart. $93.00, very good condition, Sold by Moe's Books rated 4.0 out of 5 stars, ships from Berkeley, CA, UNITED STATES, published 2002 by Springer.
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Add this copy of Importance Sampling to cart. $101.42, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Importance Sampling to cart. $101.42, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2002 by Springer.