Adaptive importance sampling for performance evaluation and parameter optimization of communication systems

We present new adaptive importance sampling techniques based on stochastic Newton recursions. Their applicability to the performance evaluation of communication systems is studied. Besides bit-error rate (BER) estimation, the techniques are used for system parameter optimization. Two system models that are analytically tractable are employed to demonstrate the validity of the techniques. As an application to situations that are analytically intractable and numerically intensive, the influence of crosstalk in a wavelength-division multiplexing (WDM) crossconnect is assessed. In order to consider a realistic system model, optimal setting of thresholds in the detector is carried out while estimating error rate performances. Resulting BER estimates indicate that the tolerable crosstalk levels are significantly higher than predicted in the literature. This finding has a strong impact on the design of WDM networks. Power penalties induced by the addition of channels can also be accurately predicted in short run-times.

[1]  S. Thomas Alexander,et al.  Adaptive Signal Processing , 1986, Texts and Monographs in Computer Science.

[2]  Michel C. Jeruchim,et al.  On optimum and suboptimum biasing procedures for importance sampling in communication simulation , 1990, IEEE Trans. Commun..

[3]  Sumit Roy,et al.  Adaptive Importance Sampling , 1993, IEEE J. Sel. Areas Commun..

[4]  James A. Bucklew,et al.  Quick simulation of detector error probabilities in the presence of memory and nonlinearity , 1993, IEEE Trans. Commun..

[5]  Kung Yao,et al.  On Importance Sampling in Digital Communications - Part I: Fundamentals , 1993, IEEE J. Sel. Areas Commun..

[6]  Philip Heidelberger,et al.  Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes , 1993, IEEE Trans. Computers.

[7]  Sumit Roy,et al.  Importance sampling for detection of scale problems , 1995, IEEE Transactions on Communications.

[8]  Steven L. Smith,et al.  A modified importance sampling scheme for the estimation of detection system performance , 1995, IEEE Trans. Commun..

[9]  Michael Devetsikiotis,et al.  Stochastic gradient optimization of importance sampling for the efficient simulation of digital communication systems , 1995, IEEE Trans. Commun..

[10]  Khaled Ben Letaief,et al.  The performance of optical fiber direct-sequence spread-spectrum multiple-access communications systems , 1995, IEEE Trans. Commun..

[11]  Philip Heidelberger,et al.  Fast simulation of rare events in queueing and reliability models , 1993, TOMC.

[12]  K. Oda,et al.  Impact of crosstalk in an arrayed-waveguide multiplexer on N/spl times/N optical interconnection , 1996 .

[13]  J. Keith Townsend,et al.  A Stochastic Importance Sampling Methodology for the Efficient Simulation of Adaptive Systems in Frequency Nonselective Rayleigh Fading Channels , 1997, IEEE J. Sel. Areas Commun..

[14]  A.M.J. Koonen,et al.  Estimating error probabilities caused by in-band and out-band crosstalk in multi-wavelength all-optical networks , 1997 .

[15]  Behnaam Aazhang,et al.  Gradient Estimation for Stochastic Optimization of Optical Code-Division Multiple-Access Systems: Part I - Generalized Sensitivity Analysis , 1997, IEEE J. Sel. Areas Commun..

[16]  Khaled Ben Letaief Efficient evaluation of the error probabilities of spread-spectrum multiple-access communications , 1997, IEEE Trans. Commun..

[17]  M. Smit,et al.  A compact integrated single PHASAR optical crossconnect on InP , 1997 .

[18]  Khurram Muhammad,et al.  Fast Simulation of DS/CDMA With and Without Coding in Multipath Fading Channels , 1997, IEEE J. Sel. Areas Commun..

[19]  Mansoor Shafi,et al.  Quick Simulation: A Review of Importance Sampling Techniques in Communications Systems , 1997, IEEE J. Sel. Areas Commun..

[20]  Rajan Srinivasan Some results in importance sampling and an application to detection , 1998, Signal Process..

[21]  M. Smit,et al.  A compact integrated InP-based single-phasar optical crossconnect , 1998, IEEE Photonics Technology Letters.

[22]  Rajan Srinivasan Estimation and approximation of densities of i.i.d. sums via importance sampling , 1998, Signal Process..