Accession Number : ADA432535


Title :   Approximation of Integrals via Monte Carlo Methods, With an Applications to Calculating Radar Detection Probabilities


Descriptive Note : Technical rept.


Corporate Author : DEFENCE SCIENCE AND TECHNOLOGY ORGANISATION SALISBURY (AUSTRALIA) SYSTEMS SCIENCES LAB


Personal Author(s) : Weinberg, Graham V. ; Kyprianou, Ross


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA432535


Report Date : MAR 2005


Pagination or Media Count : 39


Abstract : The approximation of definite integrals using Monte Carlo simulations is the focus of the work presented here. The general methodology of estimation by sampling is introduced, and is applied to the approximation of two special functions of mathematics: the Gamma and Beta functions. A significant application, in the context of radar detection theory, is based upon the work of Shnidman 1998. The latter considers problems associated with the optimal choice of binary integration parameters. We apply the techniques of Monte Carlo simulation to estimate binary integration detection probabilities.


Descriptors :   *MONTE CARLO METHOD , *RADAR EQUIPMENT , SIMULATION , METHODOLOGY , INTEGRALS , PROBABILITY , RADAR , SAMPLING , MATHEMATICS , SPECIAL FUNCTIONS(MATHEMATICS).


Subject Categories : NUMERICAL MATHEMATICS
      ACTIVE AND PASSIVE RADAR DETECTION & EQUIPMENT


Distribution Statement : APPROVED FOR PUBLIC RELEASE