Please use this identifier to cite or link to this item: http://earchive.tpu.ru/handle/11683/31602
Title: Choice of the parameters of the cusum algorithms for parameter estimation in the markov modulated poisson process
Authors: Burkatovskaya, Yuliya Borisovna
Kabanova, T.
Khaustov, Pavel Aleksandrovich
Keywords: электронные ресурсы; алгоритмы; пуассоновский процесс; моделирование
Issue Date: 2016
Publisher: Изд-во ТПУ
Citation: Burkatovskaya Yu. B. Choice of the parameters of the cusum algorithms for parameter estimation in the markov modulated poisson process / Yu. B. Burkatovskaya, T. Kabanova, P. A. Khaustov // Информационные технологии в науке, управлении, социальной сфере и медицине : сборник научных трудов III Международной научной конференции, 23-26 мая 2016 г., Томск : в 2 ч. — Томск : Изд-во ТПУ, 2016. — Ч. 1. — [С. 4-6].
Abstract: 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 estimation was described.
URI: http://earchive.tpu.ru/handle/11683/31602
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