Title :
Importance sampling simulation techniques applied to estimating false alarm probabilities
Author :
Lu, D. ; Yao, K.
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Abstract :
An upper bound on the estimation variance and a lower bound on the improvement ratio (IR) are derived for importance sampling (IS) simulations with multidimensional input processes. Not only can the runs needed for some accuracy and the IR be obtained, but also various suboptimum IS parameters. Simulation and numerical results indicate that this bounding technique is tight and applicable to non-Gaussian clutters
Keywords :
clutter; probability; radar theory; signal processing; estimation variance upper bound; false alarm probability estimation; importance sampling simulation techniques; improvement ratio lower bound; multidimensional input processes; nonGaussian clutters; numerical results; radar; suboptimum importance sampling parameters; tight bounding technique; Analytical models; Clutter; Computational Intelligence Society; Digital communication; Error probability; Financial advantage program; Monte Carlo methods; Numerical simulation; Radar theory; Upper bound;
Conference_Titel :
Circuits and Systems, 1989., IEEE International Symposium on
Conference_Location :
Portland, OR
DOI :
10.1109/ISCAS.1989.100423
