• DocumentCode
    766
  • Title

    Reducing dimensionality effect in importance sampling simulations

  • Author

    Sanz-Gonzalez, J.L. ; Zazo, S. ; Alvarez-Vaquero, F.

  • Author_Institution
    Dpto. SSR, Universidad Polit??cnica de Madrid, ETSI de Telecomunicaci??n-UPM, Ciudad Universitaria, Madrid 28040, Spain
  • Volume
    49
  • Issue
    23
  • fYear
    2013
  • fDate
    Nov. 7 2013
  • Firstpage
    1479
  • Lastpage
    1481
  • Abstract
    The dimensionality effect is avoided by the use of sufficient statistics in event probability estimators realised by importance sampling. If the system function is not a sufficient statistic, an approach is proposed to reduce the dimensionality effect in the estimators. Simulation results of false-alarm probability estimations, applied to radar detection, confirm a clear concordance with the theoretical results.
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el.2013.1451
  • Filename
    6675740
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=766