Improved importance sampling technique for efficient simulation of digital communication systems
A new, improved importance sampling (IIS) approach to simulation is considered. Some basic concepts of IS are introduced, and detailed evolutions of simulation estimation variances for Monte Carlo (MC) and IS simulations are given. The general results obtained from these evolutions are applied to the specific previously known conventional importance sampling (CIS) technique and the new IIS technique. The derivation for a linear system with no signal random memory is considered in some detail. For the CIS technique, the optimum input scaling parameter is found, while for the IIS technique, the optimum translation parameter is found. The results are generalized to a linear system with memory and signals. Specific numerical and simulation results are given which show the advantages of CIS over MC and IIS over CIS for simulations of digital communications systems.