Improved Monte Carlo sampling for conflict probability estimation
April 12, 2010
Probabilistic alerting systems for airborne collision avoidance often depend upon accurate estimates of the probability of conflict. Analytical, numerical approximation, and Monte Carlo methods have been applied to conflict probability estimation. The advantage of a Monte Carlo approach is the greater flexibility afforded in modeling the stochastic behavior of aircraft encounters, but typically many samples are required to provide an adequate conflict probability estimate. One approach to improve accuracy with fewer samples is to use importance sampling, where trajectories are sampled according to a proposal distribution that is different from the one specified by the model. This paper suggests several different sample proposal distributions and demonstrates how they result in significantly improved estimates.