By Topic

Importance sampling simulation techniques applied to estimating false alarm probabilities

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Lu, D. ; Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA ; Yao, K.

An upper bound on the estimation variance and a lower bound on the improvement ratio (IR) are derived for importance sampling (IS) simulations with multidimensional input processes. Not only can the runs needed for some accuracy and the IR be obtained, but also various suboptimum IS parameters. Simulation and numerical results indicate that this bounding technique is tight and applicable to non-Gaussian clutters

Published in:

Circuits and Systems, 1989., IEEE International Symposium on

Date of Conference:

8-11 May 1989