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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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Title: Gradient Estimation for Stochastic Optimization of Optical Code-Division Multiple-Access Systems: Part I -- Generalized Sensitivity Analysis
Author: Mandayam, Narayan B.; Aazhang, Behnaam
Type: Journal Paper
Keywords: Discrete-event simulations; frequency-encoded; OCDMA; infinitesimal perturbation analysis; likelihood ratio; method; time-encoded OCDMA
Citation: 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.
Abstract: 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.
Date Published: 1997-05-20

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  • ECE Publications [1034 items]
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    Publications by Rice Faculty and graduate students in multimedia communications