APPLICATION OF IPA TO THE SENSITIVITY ANALYSIS OF THE LEAKY-BUCKET FILTER WITH STATIONARY GRADUAL INPUT

  • Authors:
  • Naoto Miyoshi

  • Affiliations:
  • Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo 152-8552, Japan, E-mail: miyoshi@is.titech.ac.jp

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2000

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Abstract

We investigate the sensitivity of the leaky-bucket filter, which is known as a traffic-shaping mechanism of source traffic entering an ATM network. Adopting the gradual input source model and using the infinitesimal perturbation analysis, we derive the strongly consistent estimators for the gradients of mean cell delay and a smoothness index of output process with respect to the design parameters of the system. Simulation results show the validity of our estimators.