DocumentCode :
935867
Title :
Theoretical aspects of importance sampling applied to false alarms
Author :
Lank, Gerald W.
Volume :
29
Issue :
1
fYear :
1983
fDate :
1/1/1983 12:00:00 AM
Firstpage :
73
Lastpage :
82
Abstract :
A study is made of the theoretical improvements which are possible using importance sampling techniques to estimate iow false alarm rates in a radar simulator. Conditions are shown where significant improvements can be obtained. In realistic situations importance sampling can dramatically decrease the number of Monte Carlo runs from impractical orders of magnitude such as 
to practical numbers of the order of 1000.
to practical numbers of the order of 1000.Keywords :
Monte Carlo methods; Radar detection; Signal sampling/reconstruction; Discrete event simulation; Economic forecasting; Monte Carlo methods; Power generation economics; Radar detection; Radar theory; Random processes; Robustness; Sampling methods; Statistics;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1983.1056611
Filename :
1056611
Link To Document :
