Application of optimal filtering methods for on-line of queueing network statesстатья
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Scopus
Статья опубликована в журнале из перечня ВАК
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 10 октября 2019 г.
Автор:
Borisov A.V.
Журнал:
Automation and Remote Control
Том:
77
Номер:
2
Год издания:
2016
Издательство:
Pleiades Publishing, Ltd
Местоположение издательства:
Road Town, United Kingdom
Первая страница:
277
Последняя страница:
296
DOI:
10.1134/S0005117916020053
Аннотация:
We show the solution to the optimal filtering problem for states of Markov jump processes by observations of multivariant point processes. A characteristic feature of observations is that their compensators are random linear functions of the system state, and the composite “state–observations” process does not possess the Markov property. The provided optimal filtering estimate is expressed via the solution of some recurrent system of linear differential equations and algebraic relations. We present examples of using theoretical results to construct typical models of real queueing networks. We establish the connections between our new optimal filtering algorithm and classical results of Kalman–Bucy and Wonham. We propose a solution for the problem of estimating the current state of a UDP connection given the observations of video stream. © 2016, Pleiades Publishing, Ltd.
Добавил в систему:
Борисов Андрей Владимирович