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An Improved Importance Sampling Method for Digital Communication System Simulations

by: B Davis
Communications, IEEE Transactions on [legacy, pre - 1988], Vol. 34, No. 7. (1986), pp. 715-719.

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The use of importance sampling techniques can substantially reduce the variance of probability of error estimates obtained by Monte Carlo type simulations of digital communication systems. However, the advantages of importance sampling diminish as the memory length of the system becomes greater. This paper presents a modified importance sampling method which achieves substantial variance reduction for systems with memory.


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