Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

被引：2

作者：

Goritskii, Yu A. ^{[1
]}

Kazakov, V. A.

机构：

[1] Moscow Power Engn Inst, Moscow 111250, Russia

来源：

JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL | 2011年 / 50卷 / 06期

关键词：

STATIONARY-PROCESSES; SYSTEMS;

D O I：

10.1134/S1064230711060086

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

A statistical sampling and reconstruction procedure is developed for the class of stochastic processes indicated in the title. The Erlang phase method and recurrent recalculation for conditional Markov processes are used. Formulas for the a posteriori distribution of the transition time are obtained for the respective first moments and sampling interval. The procedures are easy-to-implement computationally. The influence of process parameters on the procedure parameters is analyzed. An illustrative example is given.

引用

页码：870 / 883

页数：14

共 29 条

[1] Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states
Yu. A. Goritskii
V. A. Kazakov
Journal of Computer and Systems Sciences International, 2011, 50 : 870 - 883
[2] Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
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[3] Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
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