Optimal estimation for an m/m/c queue with time varying parameters

DOI10.1080/15326348908807111MaRDI QIDQ3825971zbMATH OpenOpenAlexFDO

Authors S. L. Hantler, Zvi Rosberg

Publication date 1989

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326348908807111

zbMATH Keywords

communication networksKalman-Bucy filterdoubly-stochastic processesoptimal linear estimatorslinear dynamic additive noise modelminimal mean square error linear estimatorsminimum variance unbiased estimators of the arrival rateparallel-server queuesystem intensitytime homogeneous queuetime varying M/M/c queue

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(4)

• Best Unbiased Estimation and CAN Property in the Stable M/M/1 Queue
• Optimum downtime and state estimations for partially observable service systems
• Optimal design of measurements on queueing systems
• Change point estimation of service rate in an M/M/1/\(m\) queue

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