Optimal State Estimation of a Generalized MAP Event Flow with an Arbitrary Number of States
| Autor: | L. A. Nezhel’skaya, A. V. Keba |
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| Rok vydání: | 2021 |
| Předmět: |
оценка оптимального состояния
Estimation Mathematical model State (functional analysis) апостериорная вероятность обобщенный MAP-поток событий Physics::Fluid Dynamics Flow (mathematics) Control and Systems Engineering критерий апостериорной вероятности Maximum a posteriori estimation Applied mathematics A priori and a posteriori Markovian arrival process Electrical and Electronic Engineering Mathematics Event (probability theory) |
| Zdroj: | Automation and remote control. 2021. Vol. 82, № 5. P. 798-811 |
| ISSN: | 1608-3032 0005-1179 |
| DOI: | 10.1134/s0005117921050056 |
| Popis: | We consider the optimal state estimation problem for a generalized MAP-flow (Markovian Arrival Process) with $$n$$ states, which is one of the mathematical models of real information flows of messages. An explicit form of the a posteriori probabilities of the states of the flow under study is found. The decision on the state of the flow is made according to the maximum a posteriori probability criterion. The results of numerical calculation of state estimates based on the constructed simulation model of a generalized MAP event flow are presented. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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