Theoretical aspects of importance sampling applied to false alarms
- 1 January 1983
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 29 (1), 73-82
- https://doi.org/10.1109/tit.1983.1056611
Abstract
A study is made of the theoretical improvements which are possible using importance sampling techniques to estimate iow false alarm rates in a radar simulator. Conditions are shown where significant improvements can be obtained. In realistic situations importance sampling can dramatically decrease the number of Monte Carlo runs from impractical orders of magnitude such as10^{10}to practical numbers of the order of 1000.Keywords
This publication has 3 references indexed in Scilit:
- Importance Sampling Applied to Simulation of False Alarm StatisticsIEEE Transactions on Aerospace and Electronic Systems, 1981
- Correction to "Angular Accuracy of a Scanning Radar Employing a Two-Pole Filter"IEEE Transactions on Aerospace and Electronic Systems, 1974
- Detection performance of some nonparametric rank tests and an application to radarIEEE Transactions on Information Theory, 1970