Choice of the parameters of the cusum algorithms for parameter estimation in the markov modulated poisson process

Conference object English OPEN
Burkatovskaya, Yuliya Borisovna; Kabanova, T.; Khaustov, Pavel Aleksandrovich;
(2016)
  • Publisher: Изд-во ТПУ
  • Subject: электронные ресурсы | алгоритмы | пуассоновский процесс | моделирование

CUSUM algorithm for controlling chain state switching in the Markov modulated Poissonprocess was investigated via simulation. Recommendations concerning the parameter choice were givensubject to characteristics of the process. Procedure of the process parameter estimati... View more
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