Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter

DOI10.1007/BF02136837zbMATH Open0819.93075MaRDI QIDQ1805488FDOQ1805488

Authors: Mark A. Gallagher, Kenneth W. jun. Bauer, Peter S. Maybeck 

Publication date: 18 May 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

time-dependentcomputer simulations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems and control (93E99) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Detecting Initialization Bias in Simulation Output
• Stochastic models, estimation, and control. Vol. 2,3
• Stochastic models, estimation, and control. Vol. 1
• Title not available (Why is that?)
• Arma-Based Confidence Intervals for Simulation Output Analysis
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Title not available (Why is that?)
• Investigation of moving-bank multiple model adaptive algorithms
• Title not available (Why is that?)
• Evaluation of startup policies in simulation experiments
• Bias Considerations in Simulation Experiments
• A new approach for dealing with the startup problem in discrete event simulation
• A Time Series Approach to Queueing Systems with Applications for Modeling Job-Shop In-Process Inventories
• Evaluation of commonly used rules for detecting “steady state” in computer simulation
• Estimating Sample Size in Computing Simulation Experiments

Cited In (1)

• Adaptive Minimum Confidence Region Rule for Multivariate Initialization Bias Truncation in Discrete-Event Simulations

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