Implementation of importance sampling techniques using the Signal Processing WorkSystem (SPW)

Abstract

The author presents the development of importance sampling function blocks for the Signal Processing WorkSystem (SPW) simulation tool. The derivation and implementation of SPW blocks for both conventional and improved importance sampling techniques are discussed. Conventional importance sampling provides improvement in the simulation times for linear systems that contain little or no memory. Improved importance sampling reduces the simulation time required independently of memory length. The bit-error-rate (BER) performance of a baseband communication system is analyzed using these new blocks in order to quantify the improvement in simulation time using importance sampling as opposed to direct Monte-Carlo simulation.<>