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    Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model

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    Type
    Conference Paper
    Authors
    Ben Rached, Nadhir cc
    Botev, Zdravko
    Kammoun, Abla cc
    Alouini, Mohamed-Slim cc
    Tempone, Raul cc
    KAUST Department
    Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
    Date
    2018-09-21
    Online Publication Date
    2018-09-21
    Print Publication Date
    2018-04
    Permanent link to this record
    http://hdl.handle.net/10754/630800
    
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    Abstract
    We consider the problem of evaluating outage probability (OP) values of generalized selection combining diversity receivers over fading channels. This is equivalent to computing the cumulative distribution function (CDF) of the sum of order statistics. Generally, closed-form expressions of the CDF of order statistics are unavailable for many practical distributions. Moreover, the naive Monte Carlo method requires a substantial computational effort when the probability of interest is sufficiently small. In the region of small OP values, we propose instead an efficient, yet universal, importance sampling (IS) estimator that yields a reliable estimate of the CDF with small computing cost. The main feature of the proposed IS estimator is that it has bounded relative error under a certain assumption that is shown to hold for most of the challenging distributions. Moreover, an improvement of this estimator is proposed for the Pareto and the Weibull cases. Finally, the efficiency of the proposed estimators are investigated through various numerical experiments.
    Citation
    Rached, N. B., Botev, Z., Kammoun, A., Alouini, M.-S., & Tempone, R. (2018). Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model. 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). doi:10.1109/icassp.2018.8462177
    Publisher
    Institute of Electrical and Electronics Engineers (IEEE)
    Journal
    2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    Conference/Event name
    2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    DOI
    10.1109/ICASSP.2018.8462177
    Additional Links
    https://ieeexplore.ieee.org/abstract/document/8462177
    ae974a485f413a2113503eed53cd6c53
    10.1109/ICASSP.2018.8462177
    Scopus Count
    Collections
    Conference Papers; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

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