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Accurate and time efficient estimation of the probability of error in bursty channels
Author(s) -
Berber M. Stevan
Publication year - 2003
Publication title -
international journal of communication systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.344
H-Index - 49
eISSN - 1099-1131
pISSN - 1074-5351
DOI - 10.1002/dac.607
Subject(s) - computer science , monte carlo method , algorithm , variance (accounting) , channel (broadcasting) , block (permutation group theory) , control variates , estimation , probability of error , statistics , mathematics , hybrid monte carlo , markov chain monte carlo , telecommunications , geometry , accounting , business , management , economics
A method and a technique for the probability of error estimation in digital channels with memory are developed and demonstrated. The expressions for the mean and variance of a random variable, representing a block of bits transmission in a bursty channel (channel with memory), are derived. The influence of the memory is expressed by a parameter called the memory factor. It is shown that the traditional Monte Carlo method can be applied for the probability of error estimation. In order to control the accuracy and increase the time efficiency of estimation this method is modified and a new method, called the modified Monte Carlo method, is proposed. Based on this modified method a technique of estimation with controlled accuracy is developed and demonstrated using data obtained by simulation. According to this technique the sample size is adjusted in the course of estimating procedure to give an accurate estimate of the probability of error for a minimum required time of estimation. Copyright © 2003 John Wiley & Sons, Ltd.