Approximation of Integrals Via Monte Carlo Methods, With An Application to Calculating Radar Detection Probabilities

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.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 2005
Accession Number
ADA433150

Entities

People

  • Graham V. Weinberg
  • Ross Kyprianou

Organizations

  • Defence Science and Technology Group

Tags

Communities of Interest

  • Electronic Warfare
  • Space

DTIC Thesaurus Topics

  • Applied Mathematics
  • Australia
  • Detection
  • Electronic Warfare
  • Engineering
  • Estimators
  • False Alarms
  • Information Science
  • Monte Carlo Method
  • Numerical Integration
  • Probability
  • Random Variables
  • Standards
  • Stochastic Processes
  • Systems Science
  • Universities
  • Warfare

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Fluid Dynamics.
  • Sensor Fusion and Tracking Systems.