Kniha Importance Sampling Rajan Srinivasan

Importance Sampling

Applications in Communications and Detection

Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Springer, Berlin
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
99.90
This monograph on fast stochastic simulation deals with methods of adaptive importance sampling (IS)...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2010
Stránok
242
EAN
9783642077814
ISBN
3642077811
Enbook ID
01652878
Vydavateľ
Hmotnosť
403
Rozmery
155 x 234 x 13

Kompletný 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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