• 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 10^{10} 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=935867