Optimal state estimation in MAP event flows with unextendable dead time

DOI10.1134/S000511791208005XMaRDI QIDQ2393000zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 7 August 2013

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s000511791208005x

zbMATH Keywords

numerical resultsoptimal state estimationposterior probabilitiesdigital integral servicing networksflow statesimitational modelingMarkovian arrival processes event flowobservation conditionsunextendable dead time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete event control/observation systems (93C65) Application models in control theory (93C95) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3717105 (Why is no real title available?)
• scientific article; zbMATH DE number 3744898 (Why is no real title available?)
• scientific article; zbMATH DE number 3217455 (Why is no real title available?)
• A versatile Markovian point process
• New results on the single server queue with a batch markovian arrival process
• Optimal estimation of states of a double stochastic flow of events in the presence of measurement errors of time instants

Cited in

(11)

• Maximum likelihood estimation of the dead time period duration in the modulated semi-synchronous generalized flow of events
• Maximum likelihood estimation of the dead time period duration of a modulated synchronous flow of events
• Optimum downtime and state estimations for partially observable service systems
• Analytical investigation of a single-server queueing system with an incoming MAP event flow
• Optimal state estimation in modulated MAP event flows with unextendable dead time
• States of a map flow of events: Optimal estimation by the maximal a posteriori state probability criterion
• Optimal estimation of the states of synchronous generalized flow of events of the second order under its complete observability
• Optimal state estimation of a generalized MAP event flow with an arbitrary number of states
• Optimal state estimation of semi-synchronous event flow of the second order under its complete observability
• Joint probability density of the intervals length of the modulated semi-synchronous integrated flow of events and its recurrence conditions
• Probability density of the interval duration between events in the generalized MAP with its incomplete observability

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