Abstract
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.
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Gortsev, A.M. and Nezhel’skaya, L.A., Optimal estimate of the states of a generalized asynchronous event flow with an arbitrary number of states, Tomsk State Univ. J. Control Comput. Sci., 2019, no. 47, pp. 12–23.
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Translated by V. Potapchouck
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Nezhel’skaya, L.A., Keba, A.V. Optimal State Estimation of a Generalized MAP Event Flow with an Arbitrary Number of States. Autom Remote Control 82, 798–811 (2021). https://doi.org/10.1134/S0005117921050056
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DOI: https://doi.org/10.1134/S0005117921050056