Some results in importance sampling and an application to detection

Signal Processing

Volumn 65, Issue 1, 1998, Pages 73-88

  Srinivasan, Rajan ^a  

^a UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

CFAR detection; g method; Importance sampling; Inverse IS

Indexed keywords

ALGORITHMS; INVERSE PROBLEMS; OPTIMIZATION; PROBABILITY; SIGNAL DETECTION;

IMPORTANCE SAMPLING;

SIGNAL FILTERING AND PREDICTION;

EID: 0031997233     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(97)00208-9     Document Type: Article

References (26)

1. P. Billingsley, Probability and Measure, Wiley, New York, 1995.
2. J.A. Bucklew, Large Deviation Techniques in Decision, Simulation, and Estimation, Wiley-Interscience, New York, 1990.
3. J.C. Chen, D. Lu, J.S. Sadowsky, K. Yao, On importance sampling in digital communications - Part I: Fundamentals, IEEE J. Selected Areas Commun. 11 (April 1993) 289-299.
4. M. Cottrell, J. Fort, G. Malgouyres, Large deviations and rare events in the study of stochastic algorithms, IEEE Trans. Automat Control AC-28 (September 1983) 907-920.
5. M. Devetsikiotis, J.K. Townsend, Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks, ACM/IEEE Trans. Networking 1 (1993) 293-305.
6. M. Devetsikiotis, J.K. Townsend, An algorithmic approach to the optimization of importance sampling parameters in digital communication system simulation, IEEE Trans. Commun. COM-41 (October 1993) 1464-1473.
7. P.P. Gandhi, S.A. Kassam, Analysis of CFAR processors in nonhomogenous background, IEEE Trans. Aerospace Electron. Systems 24 (July 1988) 427-445.
8. P. Heidelberger, Fast simulation of rare events in queuing and reliability models, ACM Trans. Modeling Comput. Simulation 5 (1995) 43-85.
9. S. Jain, Monte Carlo Simulation of Disordered Systems, World Scientific, Singapore, 1992.
10. R. S. Kennedy, Fading Dispersive Communication Channels, Wiley, New York, 1969.
11. D. Lu, K. Yao, Improved importance sampling technique for efficient simulation of digital communication systems, IEEE J. Selected Areas Commun. 6 (January 1988) 67-75.
12. R.E. Melchers, Search based importance sampling, Struct. Safety 9 (December 1990) 117-128.
13. R.L. Mitchell, Importance sampling applied to simulation of false alarm statistics, IEEE Trans. Aerospace Electron. Systems AES-17 (January 1981) 15-24.
14. G. Orsak, B. Aazhang, On the theory of importance sampling applied to the analysis of detection systems, IEEE Trans. Commun. 37 (April 1989) 332-339.
15. J.T. Rickard, G.M. Dillard, Adaptive detection algorithms for multiple-target situations, IEEE Trans. Aerospace Electron. Systems AES-13 (July 1977) 338-343.
16. J.A. Ritcey, Performance analysis of the censored mean-level detector, IEEE Trans. Aerospace Electron. Systems AES-22 (July 1986) 443-454.
17. J.S. Sadowsky, On the optimality and stability of exponential twisting in Monte Carlo estimation, IEEE Trans. Inform. Theory 39 (January 1993) 119-128.
18. J.S. Sadowsky, J.A. Bucklew, On large deviations theory and asymptotically efficient Monte Carlo simulation, Trans. Inform. Theory IT-36 (May 1990) 579-588.
19. M. Sekine, Y. Mao, Weibull Radar Clutter, Peter Peregrinus, London, 1990.
20. M. Shor, N. Levanon, Performance of ordered statistic CFAR, IEEE Trans. Aerospace Electron. Systems AES-13 (March 1991) 214-224.
21. R. Srinivasan, Threshold finding algorithms for CFAR detectors using importance sampling and false alarm probability bounds, IEEE Trans. Aerospace Electron. Systems, under review.
22. G. Ulrich, L.T. Watson, A method for computer generation of variates from arbitrary continuous distributions, J. Sci. Stat. Comput. 1 (2) (March 1987) 185-197.
23. H.L. Van Trees, Detection, Estimation, and Modulation Theory, Part I, Wiley, New York, 1968.
24. A.J. Viterbi, J.K. Omura, Principles of Digital Communication and Coding, McGraw Hill, New York, 1979.
25. L.S. Wilson, Two CFAR algorithms for interfering targets and nonhomogenous clutter, IEEE Trans. Aerospace Electron. Systems 29 (January 1993) 57-72.
26. R.J. Wolfe, M.C. Jeruchim, P.M. Hahn, On optimum and suboptimum biasing procedures for importance sampling in communication simulation, IEEE Trans. Commun. 38 (May 1990) 639-647.