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Reducing dimensionality effect in importance sampling simulations
The dimensionality effect is avoided by the use of sufficient statistics in event probability estimators realised by importance sampling. If the system function is not a sufficient statistic, an approach is proposed to reduce the dimensionality effect in the estimators. Simulation results of false-alarm probability estimations, applied to radar detection, confirm a clear concordance with the theoretical results.doi:10.1049/el.2013.1451 fatcat:tjq4b6e3kfha5itza3wklrp5ki