Quasi-Analytical method for estimating low false alarm rate

This paper proposes a new approach for estimating low false alarm rate (FAR) using Quasi-Analytical (QA) method. The results from both theoretical analysis and simulation show that QA estimation is unbiased with obvious simulation speed improvement with respect to Monte Carlo (MC) and Conventional I...

Full description

Saved in:
Bibliographic Details
Main Author: Dingqing Lu
Format: Conference Proceeding
Language:English
Subjects:
Analytical models
Detectors
Estimation
Monte Carlo methods
Numerical models
Optimized production technology
Online Access:Request full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper proposes a new approach for estimating low false alarm rate (FAR) using Quasi-Analytical (QA) method. The results from both theoretical analysis and simulation show that QA estimation is unbiased with obvious simulation speed improvement with respect to Monte Carlo (MC) and Conventional Importance Sampling (IS) for typical application cases. Furthermore, unlike IS approaches that rely on complex optimization procedures for optimal IS parameters or sub optimal parameters, the QA is simple to implement and computationally effective.