Optimal estimation of the states of a synchronous double stochastic flow of events

被引：17

作者：

Bushlanov, IV ^{[1
]}

Gortsev, AM ^{[1
]}

机构：

[1] Tomsk VV Kuibyshev State Univ, Tomsk 634050, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2004年 / 65卷 / 09期

关键词：

Mathematical Model; Mechanical Engineer; Simulation Model; Numerical Calculation; System Theory;

D O I：

10.1023/B:AURC.0000041418.09187.63

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Estimation of the states of a synchronous double stochastic flow of events with an arbitrary (finite) number of states was considered. The flow is a mathematical model of the information flows of the customers circulating in the queuing systems and networks. An explicit form of the a posteriori probabilities representing the total characteristics of the flow of event was determined. Decision about the state of flow is made using the criterion for maximum of the a posteriori probability. Numerical calculations of the a posteriori probabilities and statistical experiments with a simulation model are illustrated.

引用

页码：1389 / 1399

页数：11

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