Optimal Estimation of the States of a Synchronous Double Stochastic Flow of Events

Authors:
I. V. Bushlanov;A. V. Gortsev
Affiliations:
Tomsk State University, Tomsk, Russia;Tomsk State University, Tomsk, Russia
Venue:
Automation and Remote Control
Year:
2004

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Abstract

Estimation of the states of a synchronous double stochastic flow of events with an arbitrary (finite) number of states was considered. The flow is a mathematical model of the information flows of the customers circulating in the queuing systems and networks. An explicit form of the a posteriori probabilities representing the total characteristics of the flow of event was determined. Decision about the state of flow is made using the criterion for maximum of the a posteriori probability. Numerical calculations of the a posteriori probabilities and statistical experiments with a simulation model are illustrated.