Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model

Nadhir Ben Rached, Zdravko Botev, Abla Kammoun, Mohamed Slim Alouini, Raul Tempone

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

7 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3909-3913
Number of pages5
ISBN (Print)9781538646588
DOIs
StatePublished - Sep 10 2018
Event2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada
Duration: Apr 15 2018Apr 20 2018

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2018-April
ISSN (Print)1520-6149

Conference

Conference2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Country/TerritoryCanada
CityCalgary
Period04/15/1804/20/18

Keywords

  • Generalized selection combining
  • Importance sampling
  • Monte Carlo
  • Order statistics
  • Outage probability

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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