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Parameter optimization for importance sampling in encoded systems

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4 Author(s)
Melo, H.L.M. ; Fed. Univ. of Campina Grande, Campina Grande ; Gurjao, E.C. ; Albert, B.B. ; de Assis, F.M.

In this paper we present a new methodology based on the stochastic gradient descent to optimizing parameters of the biased distribution along importance sampling simulations. A particular aspect of the new technique is that of use of multiple parameters for the simulation of each codeword. An example of application estimating the performance of a encoded system is given.

Published in:

Telecommunications Symposium, 2006 International

Date of Conference:

3-6 Sept. 2006