Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation

01/04/2022
by   Eya Ben Amar, et al.
0

When assessing the performance of wireless communication systems operating over fading channels, one often encounters the problem of computing expectations of some functional of sums of independent random variables (RVs). The outage probability (OP) at the output of Equal Gain Combining (EGC) and Maximum Ratio Combining (MRC) receivers is among the most important performance metrics that falls within this framework. In general, closed form expressions of expectations of functionals applied to sums of RVs are out of reach. A naive Monte Carlo (MC) simulation is of course an alternative approach. However, this method requires a large number of samples for rare event problems (small OP values for instance). Therefore, it is of paramount importance to use variance reduction techniques to develop fast and efficient estimation methods. In this work, we use importance sampling (IS), being known for its efficiency in requiring less computations for achieving the same accuracy requirement. In this line, we propose a state-dependent IS scheme based on a stochastic optimal control (SOC) formulation to calculate rare events quantities that could be written in a form of an expectation of some functional of sums of independent RVs. Our proposed algorithm is generic and can be applicable without any restriction on the univariate distributions of the different fading envelops/gains or on the functional that is applied to the sum. We apply our approach to the Log-Normal distribution to compute the OP at the output of diversity receivers with and without co-channel interference. For each case, we show numerically that the proposed state-dependent IS algorithm compares favorably to most of the well-known estimators dealing with similar problems.

READ FULL TEXT

Authors

page 1

page 2

page 3

page 4

03/13/2019

An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers

In this work, we evaluate the outage probability (OP) for L-branch equal...
09/24/2019

Efficient Estimation of the Left Tail of Bimodal Distributions with Applications to Underwater Optical Communication Systems

In this paper, we propose efficient importance sampling estimators to ev...
11/12/2017

On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances

We consider the problem of evaluating the cumulative distribution functi...
01/23/2021

Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables

We aim to estimate the probability that the sum of nonnegative independe...
08/28/2019

A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems

We propose a unified rare-event estimator for the performance evaluation...
11/10/2017

Efficient Simulation for Portfolio Credit Risk in Normal Mixture Copula Models

This paper considers the problem of measuring the credit risk in portfol...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.