DocumentCode :
2885982
Title :
Extensions of the Chernoff Importance Sampling Method
Author :
Gerlach, Karl ; Wagner, Kevin
Author_Institution :
Naval Res. Lab., Washington
fYear :
2007
fDate :
17-20 April 2007
Firstpage :
869
Lastpage :
874
Abstract :
Importance sampling is a technique used to reduce the number of Monte Carlo trials needed to attain a given estimation error. Recently a technique called Chernoff importance sampling was developed which enabled greater reduction of Monte Carlos by a Chernoff-like bound. In this work we extend the results of Chernoff importance sampling to the estimation of probability of false alarm for single pulse greatest of, least of, median, and skew greatest of CA-CFAR detectors. In addition to this, we develop a Chernoff importance sampling methodology for multi-pulse CFAR detectors that do not have known analytic forms for the probability of false alarm as a function of threshold.
Keywords :
importance sampling; radar theory; Chernoff importance sampling method; Monte Carlo trials; estimation error; false alarm; Detectors; Estimation error; Laboratories; Monte Carlo methods; Probability density function; Radar detection; Random variables; Robustness; Sampling methods; Standards development;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Radar Conference, 2007 IEEE
Conference_Location :
Boston, MA
ISSN :
1097-5659
Print_ISBN :
1-4244-0284-0
Electronic_ISBN :
1097-5659
Type :
conf
DOI :
10.1109/RADAR.2007.374334
Filename :
4250428
Link To Document :
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