Abstract
A modulated synchronous doubly stochastic flow is considered. The flow under study is considered in conditions of a fixed dead time. It means that after each registered event there is a time of the fixed duration T (dead time), during which other flow events are inaccessible for observation. When duration of the dead time period finishes, the first event to occur creates the dead time period of duration T again and etc. It is supposed that the dead time period duration is an unknown variable. Using the maximum likelihood method and a moments of observed events occurrence the problem of dead time period estimation is solved.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Gortsev, A., Sirotina, M.: Joint probability density function of modulated synchronous flow interval duration. In: Dudin, A., Nazarov, A., Yakupov, R. (eds.) ITMM 2014. CCIS, vol. 487, pp. 145–152. Springer, Heidelberg (2014)
Gortsev, A., Sirotina, M.: Joint probability density function of modulated synchronous flow interval duration under conditions of fixed dead time. In: Dudin, A., Nazarov, A., Yakupov, R. (eds.) ITMM 2015. CCIS, vol. 564, pp. 41–52. Springer, Heidelberg (2015). doi:10.1007/978-3-319-25861-4_4
Dudin, A.N., Klimenok, V.N.: Queue Systems With Correlated Flows, p. 175. Belorussian State University, Minsk (2000)
Basharin, G.P., Gajdamaka, U.V., Samujlov, K.E.: Mathematical theory of teletraffic and its applications to analysis of multiservice networks of the next ages. Autom. Comput. 2, 11–21 (2013)
Kingman, J.F.C.: On doubly stochastic poisson process. In: Proceedings of Cambridge Phylosophical Society, vol. 60, no. 4, pp. 923–930. Cambridge University Press, Cambridge (1964)
Basharin, G.P., Kokotushkin, V.A., Naumov, V.A.: About the method of renewals of subnetwork computation: AN USSR, Techn. kibernetics, vol. 6, pp. 92–99 (1979)
Basharin, G.P., Kokotushkin, V.A., Naumov, V.A.: About the method of renewals of subnetwork computation: AN USSR, Techn. Kibernetics, vol. 1, pp. 55–61 (1980)
Lucantoni, D.M.: New results on the single server queue with a batch Markovian arrival process. Commun. Stat. Stochast. Models 7, 1–46 (1991)
Card, H.C.: Doubly stochastic Poisson processes in artifical neural learning. IEEE Trans. Neural Netw. 9(1), 229–231 (1998)
Bushlanov, I.V., Gortsev, A.M., Nezhel’skaya, L.A.: Estimating parameters of the synchronous twofold-stochastic flow of events. Autom. Remote Control 69(9), 1517–1533 (2008)
Gortsev, A.M., Golofastova, M.N.: Optimal state estimation of modulated synchronous doubly stochastic flow of events: control, computation and informstics. Tomsk State Univ. J. 2(23), 42–53 (2013)
Sirotina, M.N.: Optimal state estimation of modulated synchronous doubly stochastic flow of events in conditions of fixed dead time: control, computation and informstics. Tomsk State Univ. J. 1(26), 63–72 (2014)
Bushlanov, I.V., Gortsev, A.M.: Optimal estimation of the states of a synchronous double stochastic flow of events. Avtomatika i Telemekhanika 9, 40–51 (2004)
Bushlanov, I.V., Gortsev, A.M.: Optimal estimation of the states of a synchronous double stochastic flow of events. Autom. Remote Control 65(9), 1389–1399 (2004)
Gortsev, A.M., Shmyrin, I.S.: Optimal estimation of the states of a synchronous double stochastic flow of events in the presence of a measurement errors of time instants. Autom. Remote Control 60(1), 41–51 (1999)
Gortsev, A.M., Shmyrin, I.S.: Optimal state estimation of doubly stochastic flow under imprecise measurements of time instants. Dianzi Keji Daxue J. of the Univ. of Electron. Sci. and Technol. of China 27(7), 52–66 (1998)
Bakholdina, M.A., Gortsev, A.M.: Optimal estimation of the states of modulated semi-synchronous integrated flow of events in condition of its incomplete observability. Appl. Math. Sci. 9(29–32), 1433–1451 (2015)
Gortsev, A.M., Nezhel’skaya, L.A., Shevchenko, T.I.: Estimation of the states of an MC-stream of events in the presence of measurement errors. Russ. Phys. J. 36(12), 1153–1167 (1993)
Bakholdina, M., Gortsev, A.: Joint probability density of the intervals length of the modulated semi-synchronous integrated flow of events and its recurrence conditions. In: Dudin, A., Nazarov, A., Yakupov, R., Gortsev, A. (eds.) ITMM 2014. CCIS, vol. 487, pp. 18–25. Springer, Heidelberg (2014)
Gortsev, A.M., Nezhel’skaya, L.A.: An asynchronous double stochastic flow with initiation of superflows events. Discrete Math. Appl. 21(3), 283–290 (2011)
Vasil’eva, L.A., Gortsev, A.M.: Esimation of parameters of a double-stochastic flow of events under conditions of its incomplete observability. Autom. Remote Control 63(3), 511–515 (2002)
Vasil’eva, L.A., Gortsev, A.M.: Parameter esimation of a doubly stochastic flow of events under incomplete observability. Avtomatika i Telemekhanika 3, 179–184 (2002)
Gortsev, A.M., Shmyrin, I.S.: Optimal estimate of the parameters of a twice stochastic Poisson stream of events with errors in measuring times the events occur. Russ. Phys. J. 42(4), 385–393 (1999)
Gortsev, A.M., Nezhel’skaya, L.A.: Estimate of parameters of synchronously alternating Poisson stream of events by the moment method. Telecommun. Radio Eng. (English translation of Elektrosvyaz and Radiotekhnika) 50(1), 56–63 (1996)
Gortsev, A.M., Nezhel’skaya, L.A.: Estimation of the parameters of a synchro-alternating Poisson event flow by the method of moments. Radioteknika 40(7–8), 6–10 (1995)
Gortsev, A.M., Klimov, I.S.: Estimation of the parameters of an alternating Poisson stream of events. Telecommun. Radio Eng. (English translation of Elektrosvyaz and Radiotekhnika) 48(10), 40–45 (1993)
Gortsev, A.M., Klimov, I.S.: Estimation of intensity of Poisson stream of evnets for conditions under which it is partially unobservable. Telecommunations and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika) 47(1), 33–38 (1992)
Gortsev, A.M., Solov’ev, A.A.: Joint probability density of interarrival interval of a flow of physical events with unextendable dead time period. Russ. Phys. J. 57(7), 973–983 (2014)
Gortsev, A.M., Nezhel’skaya, L.A., Solov’ev, A.A.: Optimal state estimation in map event flows with unextendable dead time. Autom. Control 73(8), 1316–1326 (2012)
Gortsev, A.M., Nissenbaum, O.V.: Estimation of the dead time period and parameters of an asynchronous alternative flow of events with unextendable dead time period. Russ. Phys. J. 48(10), 1039–1054 (2005)
Gortsev, A.M., Nezhel’skaya, L.A.: Estimation of the dead time period and intensities of the synchronous double stochastic event flow. Radiotekhnika 10, 8–16 (2004)
Vasil’eva, L.A., Gortsev, A.M.: Dead-time interval estimation of incompletely observable asynchronous bistochastic flow of events. Avtomatika i Telemekhanika 12, 69–79 (2003)
Vasil’eva, L.A., Gortsev, A.M.: Estimation of the dead time of an asynchronous double stochastic flow of events under incomplete observability. Autom. Remote Control 64(12), 1890–1898 (2003)
Gortsev, A.M., Nezhel’skaya, L.A.: Estimation of the dead-time period and parameters of a semi-synchronous double-stochastic stream of events. Meas. Tech. 46(6), 536–545 (2003)
Gortsev, A.M., Parshina, M.E.: Estimation of parameters of an alternate stream of events in “dead” time conditions. Russ. Phys. J. 42(4), 373–378 (1999)
Gortsev, A.M., Klimov, I.S.: Estimation of the non-observability period and intensity of Poisson event flow. Radiotekhnika 2, 8–11 (1996)
Gortsev, A.M., Klimov, I.S.: An estimate for intensity of Poisson flow of events under the condition of its partial missing. Radiotekhnika 12, 3–7 (1991)
Acknowledgments
The work is supported by Tomsk State University Competitiveness Improvement Program.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this paper
Cite this paper
Gortsev, A., Sirotina, M. (2016). Maximum Likelihood Estimation of the Dead Time Period Duration of a Modulated Synchronous Flow of Events. In: Dudin, A., Gortsev, A., Nazarov, A., Yakupov, R. (eds) Information Technologies and Mathematical Modelling - Queueing Theory and Applications. ITMM 2016. Communications in Computer and Information Science, vol 638. Springer, Cham. https://doi.org/10.1007/978-3-319-44615-8_9
Download citation
DOI: https://doi.org/10.1007/978-3-319-44615-8_9
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-44614-1
Online ISBN: 978-3-319-44615-8
eBook Packages: Computer ScienceComputer Science (R0)