Statistics, Social Sciences - Research, Computer Science & Combinatorics, Mathematical Programming & Operations Research
Available on Bookshop
Write a review
Books.org participates in affiliate programs including Bookshop.org and the Amazon Services LLC Associates Program. We may earn a commission from qualifying purchases made through links on this page, at no additional cost to you.
Log in to track your reading progress.
Overview
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.Book Details
Published
December 10, 2010
Publisher
Springer-Verlag New York, LLC
Pages
255
Format
Paperback
ISBN
9783642077814