An experimental investigation of conventional and efficient importance sampling

Importance sampling is a technique that can significantly reduce computer run-time in the estimation of bit error rate (BER). However, in the conventional implementation (CIS), the improvement reduces markedly for systems with long memory. An approach to recover the full improvement for such systems...

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Bibliographic Details
Published in:IEEE transactions on communications 1989-06, Vol.37 (6), p.578-587
Main Authors: Jeruchim, M.C., Hahn, P.M., Smyntek, K.P., Ray, R.T.
Format: Article
Language:English
Subjects:
Applied sciences
Bit error rate
Computational Intelligence Society
Estimation error
Exact sciences and technology
Information, signal and communications theory
Linear approximation
Monte Carlo methods
Power amplifiers
Predictive models
Runtime
Sampling methods
Sampling, quantization
Satellites
Signal and communications theory
Telecommunications and information theory
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Summary:Importance sampling is a technique that can significantly reduce computer run-time in the estimation of bit error rate (BER). However, in the conventional implementation (CIS), the improvement reduces markedly for systems with long memory. An approach to recover the full improvement for such systems has been previously suggested, and is called 'efficient' important sampling (EIS). A report is presented on an extensive series of simulation-based experiments with CIS and EIS, both to compare theoretical predictions to experimental observations, as well as to gain insight into the conditions of applicability, especially for EIS.< >
ISSN:0090-6778
1558-0857
DOI:10.1109/26.31142