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

DOI10.1007/BF02136837MaRDI QIDQ1805488zbMATH OpenFDO

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)

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)

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Cites work

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• A Time Series Approach to Queueing Systems with Applications for Modeling Job-Shop In-Process Inventories
• A new approach for dealing with the startup problem in discrete event simulation
• Arma-Based Confidence Intervals for Simulation Output Analysis
• Bias Considerations in Simulation Experiments
• Detecting Initialization Bias in Simulation Output
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Estimating Sample Size in Computing Simulation Experiments
• Evaluation of commonly used rules for detecting “steady state” in computer simulation
• Evaluation of startup policies in simulation experiments
• Investigation of moving-bank multiple model adaptive algorithms
• Stochastic models, estimation, and control. Vol. 1
• Stochastic models, estimation, and control. Vol. 2,3

Cited in

(1)

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

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