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Title:
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Gradient Estimation for Stochastic Optimization of Optical Code-Division Multiple-Access Systems: Part I -- Generalized Sensitivity Analysis |
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Author:
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Mandayam, Narayan B.; Aazhang, Behnaam
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Type:
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Journal Paper |
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Keywords:
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Discrete-event simulations; frequency-encoded; OCDMA; infinitesimal perturbation analysis; likelihood ratio; method; time-encoded OCDMA |
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Citation:
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N. B. Mandayam and B. Aazhang, "Gradient Estimation for Stochastic Optimization of Optical Code-Division Multiple-Access Systems: Part I -- Generalized Sensitivity Analysis," IEEE Journal in Selected Areas in Communication, vol. 15, no. 4, pp. 731-741, 1997. |
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Abstract:
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For optimizing the performance of optical code-division multiple-access (CDMA) systems, there is a need for determining the sensitivity of the bit-error rate (BER) of the system to various system parameters. Asymptotic approximations and bounds, used for system bit-error probabilities, seldom capture the sensitivities of the system performance. We develop single-run gradient estimation methods for such optical CDMA systems using a discrete-event dynamic systems (DEDS) approach. Specifically, computer-aided techniques such as infinitesimal perturbation analysis (IPA) and likelihood ratio (LR) methods are used for analyzing the sensitivity of the average BER to a wide class of system parameters. It is shown that the above formulation is equally applicable to time-encoded and frequency-encoded systems. Further, the estimates derived are unbiased, and also optimality of the variance of these estimates is shown via the theory of common random variates and importance sampling techniques. |
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Date Published:
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1997-05-20 |
