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The Resource Importance sampling : applications in communications and detection, Rajan Srinivasan

Importance sampling : applications in communications and detection, Rajan Srinivasan

Label
Importance sampling : applications in communications and detection
Title
Importance sampling
Title remainder
applications in communications and detection
Statement of responsibility
Rajan Srinivasan
Creator
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1948-
http://library.link/vocab/creatorName
Srinivasan, Rajan
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Sampling (Statistics)
  • Monte Carlo method
Label
Importance sampling : applications in communications and detection, Rajan Srinivasan
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [235]-240) and index
Contents
  • Preface
  • 1.
  • Elements of Importance Sampling.
  • p. 1
  • 1.1.
  • Rare events and simulation.
  • p. 1
  • 1.2.
  • Fast simulation.
  • p. 2
  • 1.3.
  • Optimal biasing.
  • p. 4
  • 1.4.
  • simulation gain.
  • p. 8
  • 2.
  • Methods of Importance Sampling.
  • p. 9
  • 2.1.
  • Conventional biasing methods.
  • p. 10
  • 2.2.
  • Adaptive IS - optimized biasing.
  • p. 25
  • 2.3.
  • Combined scaling and translation.
  • p. 34
  • 2.4.
  • Other biasing methods.
  • p. 36
  • 3.
  • Sums of Random Variables.
  • p. 47
  • 3.1.
  • Tail probability of an i.i.d. sum.
  • p. 48
  • 3.2.
  • g-method.
  • p. 49
  • 3.3.
  • inverse IS problem.
  • p. 55
  • 3.4.
  • Approximations for tail probability.
  • p. 57
  • 3.5.
  • Asymptotic IS.
  • p. 61
  • 3.6.
  • Density estimation for sums.
  • p. 71
  • 4.
  • Detection Theory.
  • p. 85
  • 4.1.
  • Neyman-Pearson lemma.
  • p. 85
  • 4.2.
  • Approximations for the error probabilities.
  • p. 88
  • 4.3.
  • Asymptotically constant error probabilities.
  • p. 91
  • 4.4.
  • Densities for the log-likelihood ratio.
  • p. 93
  • 5.
  • CFAR detection.
  • p. 97
  • 5.1.
  • Constant false alarm rate detection.
  • p. 97
  • 5.2.
  • IS for CFAR algorithms.
  • p. 99
  • 5.3.
  • Multiplier determination-adaptive optimization.
  • p. 101
  • 5.4.
  • Exponential twisting for CA-CFAR.
  • p. 101
  • 5.5.
  • Approximations for CA-CFAR.
  • p. 105
  • 5.6.
  • GM-CFAR detector.
  • p. 107
  • 5.7.
  • Point of application of biasing.
  • p. 111
  • 5.8.
  • FAP decomposition for SO detectors: CA and GM.
  • p. 113
  • 5.9.
  • Examples in CFAR detection.
  • p. 121
  • 5.10.
  • STAP detection.
  • p. 132
  • 6.
  • Ensemble CFAR detection.
  • p. 137
  • 6.1.
  • Ensemble processing.
  • p. 137
  • 6.2.
  • E-CFAR detector.
  • p. 139
  • 6.3.
  • Performance in nonhomogeneous clutter.
  • p. 145
  • 6.4.
  • Results for some ensembles.
  • p. 146
  • 6.5.
  • Randomized ensembles.
  • p. 153
  • 6.6.
  • Tuning the multipliers: homogeneous operating points.
  • p. 161
  • 7.
  • Blind Simulation.
  • p. 167
  • 7.1.
  • Blind biasing.
  • p. 167
  • 7.2.
  • Tail probability estimation.
  • p. 169
  • 7.3.
  • CFAR detection.
  • p. 174
  • 8.
  • Digital Communications.
  • p. 185
  • 8.1.
  • Adaptive simulation.
  • p. 185
  • 8.2.
  • DPSK in AWGN.
  • p. 187
  • 8.3.
  • Parameter optimization.
  • p. 190
  • 8.4.
  • Sum density of randomly phased sinusoids.
  • p. 194
  • 8.5.
  • M-ary PSK in co-channel interference.
  • p. 196
  • 8.6.
  • Crosstalk in WDM networks.
  • p. 211
  • 8.7.
  • Multiuser detection.
  • p. 223
  • 8.8.
  • Capacity of multi-antenna systems.
  • p. 230
  • References.
  • p. 235
  • Index.
  • p. 241
Control code
ocm49493492
Dimensions
25 cm.
Extent
xiv, 242 p.
Isbn
9783540434207
Lccn
2002021691
Other physical details
ill.
Label
Importance sampling : applications in communications and detection, Rajan Srinivasan
Publication
Bibliography note
Includes bibliographical references (p. [235]-240) and index
Contents
  • Preface
  • 1.
  • Elements of Importance Sampling.
  • p. 1
  • 1.1.
  • Rare events and simulation.
  • p. 1
  • 1.2.
  • Fast simulation.
  • p. 2
  • 1.3.
  • Optimal biasing.
  • p. 4
  • 1.4.
  • simulation gain.
  • p. 8
  • 2.
  • Methods of Importance Sampling.
  • p. 9
  • 2.1.
  • Conventional biasing methods.
  • p. 10
  • 2.2.
  • Adaptive IS - optimized biasing.
  • p. 25
  • 2.3.
  • Combined scaling and translation.
  • p. 34
  • 2.4.
  • Other biasing methods.
  • p. 36
  • 3.
  • Sums of Random Variables.
  • p. 47
  • 3.1.
  • Tail probability of an i.i.d. sum.
  • p. 48
  • 3.2.
  • g-method.
  • p. 49
  • 3.3.
  • inverse IS problem.
  • p. 55
  • 3.4.
  • Approximations for tail probability.
  • p. 57
  • 3.5.
  • Asymptotic IS.
  • p. 61
  • 3.6.
  • Density estimation for sums.
  • p. 71
  • 4.
  • Detection Theory.
  • p. 85
  • 4.1.
  • Neyman-Pearson lemma.
  • p. 85
  • 4.2.
  • Approximations for the error probabilities.
  • p. 88
  • 4.3.
  • Asymptotically constant error probabilities.
  • p. 91
  • 4.4.
  • Densities for the log-likelihood ratio.
  • p. 93
  • 5.
  • CFAR detection.
  • p. 97
  • 5.1.
  • Constant false alarm rate detection.
  • p. 97
  • 5.2.
  • IS for CFAR algorithms.
  • p. 99
  • 5.3.
  • Multiplier determination-adaptive optimization.
  • p. 101
  • 5.4.
  • Exponential twisting for CA-CFAR.
  • p. 101
  • 5.5.
  • Approximations for CA-CFAR.
  • p. 105
  • 5.6.
  • GM-CFAR detector.
  • p. 107
  • 5.7.
  • Point of application of biasing.
  • p. 111
  • 5.8.
  • FAP decomposition for SO detectors: CA and GM.
  • p. 113
  • 5.9.
  • Examples in CFAR detection.
  • p. 121
  • 5.10.
  • STAP detection.
  • p. 132
  • 6.
  • Ensemble CFAR detection.
  • p. 137
  • 6.1.
  • Ensemble processing.
  • p. 137
  • 6.2.
  • E-CFAR detector.
  • p. 139
  • 6.3.
  • Performance in nonhomogeneous clutter.
  • p. 145
  • 6.4.
  • Results for some ensembles.
  • p. 146
  • 6.5.
  • Randomized ensembles.
  • p. 153
  • 6.6.
  • Tuning the multipliers: homogeneous operating points.
  • p. 161
  • 7.
  • Blind Simulation.
  • p. 167
  • 7.1.
  • Blind biasing.
  • p. 167
  • 7.2.
  • Tail probability estimation.
  • p. 169
  • 7.3.
  • CFAR detection.
  • p. 174
  • 8.
  • Digital Communications.
  • p. 185
  • 8.1.
  • Adaptive simulation.
  • p. 185
  • 8.2.
  • DPSK in AWGN.
  • p. 187
  • 8.3.
  • Parameter optimization.
  • p. 190
  • 8.4.
  • Sum density of randomly phased sinusoids.
  • p. 194
  • 8.5.
  • M-ary PSK in co-channel interference.
  • p. 196
  • 8.6.
  • Crosstalk in WDM networks.
  • p. 211
  • 8.7.
  • Multiuser detection.
  • p. 223
  • 8.8.
  • Capacity of multi-antenna systems.
  • p. 230
  • References.
  • p. 235
  • Index.
  • p. 241
Control code
ocm49493492
Dimensions
25 cm.
Extent
xiv, 242 p.
Isbn
9783540434207
Lccn
2002021691
Other physical details
ill.

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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