Multiple Importance Sampling for Efficient ...
Document type :
Compte-rendu et recension critique d'ouvrage
DOI :
Title :
Multiple Importance Sampling for Efficient Symbol Error Rate Estimation
Author(s) :
Elvira, Víctor [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Institut TELECOM/TELECOM Lille1
Santamaria, Ignacio [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Institut TELECOM/TELECOM Lille1
Santamaria, Ignacio [Auteur]
Journal title :
IEEE Signal Processing Letters
Pages :
420-424
Publisher :
Institute of Electrical and Electronics Engineers
Publication date :
2019
ISSN :
1070-9908
HAL domain(s) :
Informatique [cs]/Traitement du signal et de l'image [eess.SP]
Sciences de l'ingénieur [physics]/Traitement du signal et de l'image [eess.SP]
Sciences de l'ingénieur [physics]/Traitement du signal et de l'image [eess.SP]
English abstract : [en]
Digital constellations formed by hexagonal or other non-square two-dimensional lattices are often used in advanced digital communication systems. The integrals required to evaluate the symbol error rate (SER) of these ...
Show more >Digital constellations formed by hexagonal or other non-square two-dimensional lattices are often used in advanced digital communication systems. The integrals required to evaluate the symbol error rate (SER) of these constellations in the presence of Gaussian noise are in general difficult to compute in closed form, and therefore Monte Carlo simulation is typically used to estimate the SER. However, naive Monte Carlo simulation can be very inefficient and requires very long simulation runs, especially at high signal-to-noise ratios. In this letter, we adapt a recently proposed multiple importance sampling technique, called ALOE (for "at least one rare event"), to this problem. Conditioned to a transmitted symbol, an error (or rare event) occurs when the observation falls in a union of half-spaces or, equivalently, outside a given polytope. The proposal distribution for ALOE samples the system conditionally on an error taking place, which makes it more efficient than other importance sampling techniques. ALOE provides unbiased SER estimates with simulation times orders of magnitude shorter than conventional Monte Carlo.Show less >
Show more >Digital constellations formed by hexagonal or other non-square two-dimensional lattices are often used in advanced digital communication systems. The integrals required to evaluate the symbol error rate (SER) of these constellations in the presence of Gaussian noise are in general difficult to compute in closed form, and therefore Monte Carlo simulation is typically used to estimate the SER. However, naive Monte Carlo simulation can be very inefficient and requires very long simulation runs, especially at high signal-to-noise ratios. In this letter, we adapt a recently proposed multiple importance sampling technique, called ALOE (for "at least one rare event"), to this problem. Conditioned to a transmitted symbol, an error (or rare event) occurs when the observation falls in a union of half-spaces or, equivalently, outside a given polytope. The proposal distribution for ALOE samples the system conditionally on an error taking place, which makes it more efficient than other importance sampling techniques. ALOE provides unbiased SER estimates with simulation times orders of magnitude shorter than conventional Monte Carlo.Show less >
Language :
Anglais
Popular science :
Non
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- http://arxiv.org/pdf/1901.04918
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- 1901.04918
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