Some results in importance sampling and an application to detection

DOI10.1016/S0165-1684(97)00208-9MaRDI QIDQ1129033zbMATH OpenWikidataFDO

Authors Rajan Srinivasan

Publication date 13 August 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://ris.utwente.nl/ws/files/6714841/Srinivasan98some.pdf

zbMATH Keywords

\(g\)-methodCFAR detectionimportance samplinginverse importance sampling

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Recommendations

• Importance sampling. Applications in communications and detection
• A class of optimum importance sampling strategies
• Importance sampling in rare event simulation
• A note on estimating false alarm rates via importance sampling

Cited in

(5)

• A note on estimating false alarm rates via importance sampling
• Importance sampling. Applications in communications and detection
• Optimal importance sampling for some quadratic forms of ARMA processes
• Simulating false alarm probability in K-distributed sea clutter
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis

This page was built for publication: Some results in importance sampling and an application to detection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1129033)