Reference:
O. Gietelink,
B. De Schutter, and
M. Verhaegen,
"Adaptive importance sampling for probabilistic validation of advanced
driver assistance systems," Proceedings of the 2006 American
Control Conference, Minneapolis, Minnesota, pp. 4002-4007, June
2006.
Abstract:
We present an approach for validation of advanced driver assistance
systems, based on randomized algorithms. The new method consists of an
iterative randomized simulation using adaptive importance sampling.
The randomized algorithm is more efficient than conventional
simulation techniques. The importance sampling pdf is estimated by a
kernel density estimate, based on the results from the previous
iteration. The concept is illustrated with a simple adaptive cruise
control problem.