Gii thiu phng php Monte Carlo ng dng trong m phng cc h thng vin thng HVCH: Nguyn nh Lm GVHD: PGS. TS Nguyn Hu Phng I.Khi nim c bn ..................................................................................... 2 1.1Tn s tng quan .............................................................................. 2 1.2Tnh nht qun v n nh ca c lng ........................................... 3 1.3c lng Monte Carlo...................................................................... 3 1.4c lng gi tr Pi ............................................................................ 5 1.5ng dng trong h thng truyn thng knh truyn AWGN ........... 6 1.6Phn b nh thc ................................................................................. 6 II.M hnh Monte Carlo n gin ................................................................ 8 2.1K thut nh gi xc sut li Monte Carlo ........................................ 9 2.2Qu trnh quyt nh ca my thu v xc sut li ca h thng .......... 9 2.3Nguyn tc c bn ............................................................................ 10 2.4K vng v phng sai ca c lng theo phng php Monte Carlo14 III.Kt lun ............................................................................................... 15 Trong chng ny ta s gii thiu c bn k thut Monte Carlo cho vic c lng gi tr tham s.I .Khini m c bn M phng Monte Carlo c da trn tr chi may ri, bt ngun cho tn gi ca thut ton l Monte Carlo, mt thnh ph a trung hi ni ting v tr chi nh bc. TrongtiliutasdngthuttonvitngiclngMonteCarlohaymphng MonteCarlo,nhmmtmphngccthamstrongmththngnhltllibit (BER). c lng Monte Carlo l qu trnhc tnhgi tr camt tham s bng cch thc hin cc thc nghim ngu nhin hay gi ngu nhin . 1.1 Tn s tng quan c lng Monte Carlo da trn din gii tn s tng quan ca cc xc sut. xc nh tn s tng quan, bc u tin l ch nh mt php th ngu nhin v mt s kin quan tm A. Nhc li l thuyt xc sut c bn, ta thy mt php th ngu nhin l php th trong c cc kt qu thc nghim khng th d on chnh xc m ch c th d on mt cch thng k. Php th ngu nhin c bn l vic tung ng xu c kt qu xc nh bi tp hp {xp, nga}, tuy nhin ta thy rng mi kt qu trong tp hp {xp, nga} s xy ra vi xc sut bng nhau v c lp. Mi bin c s c mt kt qu hoc mt tp hp cc kt qu, lin kt vi mt php th ngu nhin. H thng truyn thng s l mt v d, php th ngu nhin n gin ch l vic truyn tn hiu bit 1. Kt qu pha u thu s l c lng ca k t nh phn c truyn i, chnh l gi tr 0 hoc 1. Bin c quan tm c th l li xy ra trong qu trnh truyn tn hiu bit 1. Vic quyt nh li BER h thng bao gm c lng iu kin xc sut nhn c bit 0 pha u thu khi bit 1 c truyn i. T vic nh ngha php th ngu nhin v bin c quan tm, ta xem xt bc tip theotrongphngphpMonteCarlo,thchinccphpthngunhinnhiuln(N ln). Xt s lng xy ra ca bin c quan tm l NA , xc sut xy ra bin c A bng xp x tn s tng quan ca bin c, c nh ngha l NA/N. Xc sut ca bin c A, quy nh trong ngha tn s tng quan thu c bng cch lp li cc phpth ngu nhin vi s ln lp v hn ta c:

(1) Trng hp c tnh xc sut li ca h thng truyn dn s, gi N l tng s bit hoc symbol c truyn i v NA l s li xy ra (c o hoc c lng). Khi N