TY - JOUR
T1 - Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity over Generalized Fading Channels
AU - Rached, Nadhir B.
AU - Kammoun, Abla
AU - Alouini, Mohamed-Slim
AU - Tempone, Raul
N1 - KAUST Repository Item: Exported on 2020-10-01
PY - 2015/11/13
Y1 - 2015/11/13
N2 - The outage capacity (OC) is among the most important performance metrics of communication systems operating over fading channels. Of interest in the present paper is the evaluation of the OC at the output of the Equal Gain Combining (EGC) and the Maximum Ratio Combining (MRC) receivers. In this case, it can be seen that this problem turns out to be that of computing the Cumulative Distribution Function (CDF) for the sum of independent random variables. Since finding a closedform expression for the CDF of the sum distribution is out of reach for a wide class of commonly used distributions, methods based on Monte Carlo (MC) simulations take pride of price. In order to allow for the estimation of the operating range of small outage probabilities, it is of paramount importance to develop fast and efficient estimation methods as naive Monte Carlo (MC) simulations would require high computational complexity. In this line, we propose in this work two unified, yet efficient, hazard rate twisting Importance Sampling (IS) based approaches that efficiently estimate the OC of MRC or EGC diversity techniques over generalized independent fading channels. The first estimator is shown to possess the asymptotic optimality criterion and applies for arbitrary fading models, whereas the second one achieves the well-desired bounded relative error property for the majority of the well-known fading variates. Moreover, the second estimator is shown to achieve the asymptotic optimality property under the particular Log-normal environment. Some selected simulation results are finally provided in order to illustrate the substantial computational gain achieved by the proposed IS schemes over naive MC simulations.
AB - The outage capacity (OC) is among the most important performance metrics of communication systems operating over fading channels. Of interest in the present paper is the evaluation of the OC at the output of the Equal Gain Combining (EGC) and the Maximum Ratio Combining (MRC) receivers. In this case, it can be seen that this problem turns out to be that of computing the Cumulative Distribution Function (CDF) for the sum of independent random variables. Since finding a closedform expression for the CDF of the sum distribution is out of reach for a wide class of commonly used distributions, methods based on Monte Carlo (MC) simulations take pride of price. In order to allow for the estimation of the operating range of small outage probabilities, it is of paramount importance to develop fast and efficient estimation methods as naive Monte Carlo (MC) simulations would require high computational complexity. In this line, we propose in this work two unified, yet efficient, hazard rate twisting Importance Sampling (IS) based approaches that efficiently estimate the OC of MRC or EGC diversity techniques over generalized independent fading channels. The first estimator is shown to possess the asymptotic optimality criterion and applies for arbitrary fading models, whereas the second one achieves the well-desired bounded relative error property for the majority of the well-known fading variates. Moreover, the second estimator is shown to achieve the asymptotic optimality property under the particular Log-normal environment. Some selected simulation results are finally provided in order to illustrate the substantial computational gain achieved by the proposed IS schemes over naive MC simulations.
UR - http://hdl.handle.net/10754/582497
UR - http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7328688
UR - http://www.scopus.com/inward/record.url?scp=84962861008&partnerID=8YFLogxK
U2 - 10.1109/JSTSP.2015.2500201
DO - 10.1109/JSTSP.2015.2500201
M3 - Article
SN - 1932-4553
VL - 10
SP - 376
EP - 388
JO - IEEE Journal of Selected Topics in Signal Processing
JF - IEEE Journal of Selected Topics in Signal Processing
IS - 2
ER -