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.

中文翻译：

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具有任意状态数的广义 MAP 事件流的最优状态估计

摘要

我们考虑具有\(n\)状态的广义 MAP 流（马尔可夫到达过程）的最优状态估计问题，这是消息的真实信息流的数学模型之一。发现了所研究的流动状态的后验概率的显式形式。根据最大后验概率准则来决定流的状态。给出了基于广义MAP 事件流构建的仿真模型的状态估计数值计算结果。