Kniha Importance Sampling Rajan Srinivasan

Importance Sampling

Applications in Communications and Detection

Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
2 286
This monograph on fast stochastic simulation deals with methods of adaptive importance sampling (IS)...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2010
Stránek
242
EAN
9783642077814
ISBN
3642077811
Enbook ID
01652878
Vydavatel
Hmotnost
403
Rozměry
155 x 234 x 13

Kompletní popis

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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