On the Monte Carlo simulation of digital communication systems in Gaussian noise

被引:13
作者
Bucklew, JA [1 ]
Radeke, R
机构
[1] Univ Wisconsin, Dept Elect & Comp Engn, Madison, WI 53706 USA
[2] Dresden Univ Technol, Dept Elect Engn & Informat Technol, D-01069 Dresden, Germany
关键词
Gaussian noise; importance sampling; Monte Carlo simulation;
D O I
10.1109/TCOMM.2003.809280
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this paper, we consider the general problem of the simulation of highly reliable systems operating in the presence of Gaussian noise. Our methodology uses importance sampling which has been shown to be a particularly effective method in the general discipline of rare-event simulation. The methods we propose are optimal in a certain sense, i.e., they are efficient. We also give a new class of simulation distributions that are universally efficient in the sense that they depend only on a single scalar parameter, regardless of the dimensionality of the underlying system or of the error sets to be simulated.
引用
收藏
页码:267 / 274
页数:8
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