Search for optimality in traffic matrix estimation : a rational approach by Cramer-Rao lower bounds
| Autor: | Paola Bermolen, I. Juva, Sandrine Vaton |
|---|---|
| Přispěvatelé: | Laboratoire d'informatique des télécommunications (LIT), Institut Télécom-Télécom Bretagne, Département informatique (INFO), Université européenne de Bretagne - European University of Brittany (UEB)-Télécom Bretagne-Institut Mines-Télécom [Paris] (IMT), Télécom Bretagne (devenu IMT Atlantique), Ex-Bibliothèque, Télécom Bretagne, Bibliothèque |
| Jazyk: | francouzština |
| Rok vydání: | 2006 |
| Předmět: |
Mathematical optimization
Computer science Estimation theory Estimator 020206 networking & telecommunications 02 engineering and technology Maximum likelihood sequence estimation 01 natural sciences Upper and lower bounds 010104 statistics & probability Matrix (mathematics) symbols.namesake Estimation of covariance matrices 0202 electrical engineering electronic engineering information engineering symbols 0101 mathematics Fisher information Cramér–Rao bound |
| Zdroj: | NGI'06 : 2nd Conference on Next Generation Internet Design and Engineering NGI'06 : 2nd Conference on Next Generation Internet Design and Engineering, Apr 2006, Valencia, Espagne. pp.224-231 |
| Popis: | In this paper we study the problem of traffic matrix estimation. The problem is ill-posed and thus some additional information has to be brought in to obtain an estimate. One common approach is to use the second moment statistics through a functional mean-variance relationship. We derive analytically the Fisher information matrix under this framework and obtain the Cramer-Rao lower bound (CRLB) for the variance of an estimator of the traffic matrix. Applications for the use of the CRLB are then demonstrated. From the bounds we can directly obtain confidence intervals for maximum likelihood estimates. Another use for the CRLB is the possibility to evaluate the efficiency of an estimator against the lower bound. A third possible application is to utilize the bounds in an approach to find the best placement for direct measurements of OD flows, so that it is optimal with regard to the traffic matrix estimation problem. |
| Databáze: | OpenAIRE |
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