An Improved Importance Sampling Method for Digital Communication System Simulations

The use of importance sampling techniques can substantially reduce the variance of probability of error estimates obtained by Monte Carlo type simulations of digital communication systems. However, the advantages of importance sampling diminish as the memory length of the system becomes greater. Thi...

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Veröffentlicht in:	I.R.E. transactions on communications systems 1986-07, Vol.34 (7), p.715-719
1. Verfasser:	Davis, B.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Bit rate Coding, codes Digital communication Electrons Error analysis Exact sciences and technology Frequency Information, signal and communications theory Monitoring Monte Carlo methods Optical fibers Optical pulses Power measurement Signal and communications theory Systems, networks and services of telecommunications Telecommunications Telecommunications and information theory Transmission and modulation (techniques and equipments)
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Zusammenfassung:	The use of importance sampling techniques can substantially reduce the variance of probability of error estimates obtained by Monte Carlo type simulations of digital communication systems. However, the advantages of importance sampling diminish as the memory length of the system becomes greater. This paper presents a modified importance sampling method which achieves substantial variance reduction for systems with memory.
ISSN:	0090-6778 0096-2244 1558-0857
DOI:	10.1109/TCOM.1986.1096598