Importance Sampling

Applications in Communications and Detection

  • Rajan┬áSrinivasan

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Rajan Srinivasan
    Pages 1-8
  3. Rajan Srinivasan
    Pages 9-46
  4. Rajan Srinivasan
    Pages 47-84
  5. Rajan Srinivasan
    Pages 85-96
  6. Rajan Srinivasan
    Pages 97-135
  7. Rajan Srinivasan
    Pages 137-165
  8. Rajan Srinivasan
    Pages 167-184
  9. Rajan Srinivasan
    Pages 185-233
  10. Back Matter
    Pages 235-242

About this book


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.


Detection Theory Importance Sampling Random variable Signal Processing algorithm communication optimization simulation

Authors and affiliations

  • Rajan┬áSrinivasan
    • 1
  1. 1.University of TwenteEnschedeNetherlands

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2002
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-07781-4
  • Online ISBN 978-3-662-05052-1
  • Buy this book on publisher's site