Title :
Estimation variance bounds of importance sampling simulations in digital communication systems
Author :
Lu, D. ; Yao, K.
Author_Institution :
EEsof Inc., Westlake Village, CA, USA
fDate :
10/1/1991 12:00:00 AM
Abstract :
In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques
Keywords :
digital communication systems; error statistics; intersymbol interference; parameter estimation; bit error rate; digital communication systems; estimation variance; importance sampling simulations; intersymbol interference; linear communication systems; lower bounds; nonlinear communication systems; upper bounds; Analysis of variance; Bit error rate; Communications Society; Computational modeling; Digital communication; Digital filters; Information science; Monte Carlo methods; Signal design; Upper bound;
Journal_Title :
Communications, IEEE Transactions on