Optimal sampling in state space models with applications to network monitoring
SIGMETRICS '08 Proceedings of the 2008 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
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We propose a new approach to optimize the deployment and the sampling rates of network monitoring tools, such as Netflow, on a large IP network. It reduces to solving a stochastic sequence of Second Order Cone Programs. We validate our approach with experiments relying on real data from a commercial network.