Carte Importance Sampling Rajan Srinivasan

Importance Sampling

Applications in Communications and Detection

Limbă: engleză
Legare: Carte broșată
Editura: Springer, Berlin
Disponibilitate: În depozitul extern în cantități mici
Expediem în 11-15 zile
582.21 lei
This monograph on fast stochastic simulation deals with methods of adaptive importance sampling (IS)...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2010
Pagini
242
EAN
9783642077814
ISBN
3642077811
Enbook ID
01652878
Greutate
403
Dimensiuni
155 x 234 x 13

Descriere completă

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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