Some results in importance sampling and an application to detection

DOI10.1016/S0165-1684(97)00208-9zbMATH Open0894.94019WikidataQ127305895 ScholiaQ127305895MaRDI QIDQ1129033FDOQ1129033

Authors: Rajan Srinivasan 

Publication date: 13 August 1998

Published in: Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

importance samplingCFAR detection\(g\)-methodinverse importance sampling

Mathematics Subject Classification ID

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

Cited In (4)

• Simulating false alarm probability in K-distributed sea clutter
• Title not available (Why is that?)
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• A note on estimating false alarm rates via importance sampling

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