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Optimal State Estimation of a Generalized MAP Event Flow with an Arbitrary Number of States

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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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Authors and Affiliations

  1. Tomsk State University, Tomsk, 634050, Russia

    L A. Nezhel’skaya & A. V. Keba

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  1. L A. Nezhel’skaya
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  2. A. V. Keba
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Correspondence to L A. Nezhel’skaya or A. V. Keba.

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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

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