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estimation variance bounds of importance sampling simulations in digital communication systemsIn practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.
Document ID
19920035842
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Lu, D.
(EEsof, Inc. Westlake Village, CA, United States)
Yao, K.
(California, University Los Angeles, United States)
Date Acquired
August 15, 2013
Publication Date
October 1, 1991
Publication Information
Publication: IEEE Transactions on Communications
Volume: 39
ISSN: 0090-6778
Subject Category
COMMUNICATIONS AND RADAR
Funding Number(s)
CONTRACT_GRANT: NSF NCR-88-14407
CONTRACT_GRANT: NCC2-374
Distribution Limits
Public
Copyright
Other