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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Importance Sampling
• Podnázev: Applications in Communications and Detection
• Autor: Rajan Srinivasan
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 242
• EAN: 9783540434207
• ISBN: 3540434208
• ID: 01564201
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 1190 g
• Rozměry: 235 × 155 × 19 mm
• Datum vydání: 01. June 2002

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