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Optimal sampling in state space models with applications to network monitoring

Published: 02 June 2008 Publication History

Abstract

Advances in networking technology have enabled network engineers to use sampled data from routers to estimate network flow volumes and track them over time. However, low sampling rates result in large noise in traffic volume estimates. We propose to combine data on individual flows obtained from sampling with highly aggregate data obtained from SNMP measurements (similar to those used in network tomography) for the tracking problem at hand. Specifically, we introduce a linearized state space model for the estimation of network traffic flow volumes from combined SNMP and sampled data. Further, we formulate the problem of obtaining optimal sampling rates under router resource constraints as an experiment design problem. Theoretically it corresponds to the problem of optimal design for estimation of conditional means for state space models and we present the associated convex programs for a simple approach to it. The usefulness of the approach in the context of network monitoring is illustrated through an extensive numerical study.

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Cited By

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  • (2023)A-optimal designs for state estimation in networksStatistical Papers10.1007/s00362-023-01435-y64:4(1159-1186)Online publication date: 24-Mar-2023
  • (2021)Edge Intelligence Empowered Urban Traffic Monitoring: A Network Tomography PerspectiveIEEE Transactions on Intelligent Transportation Systems10.1109/TITS.2020.302482422:4(2198-2211)Online publication date: Apr-2021
  • (2017)Data-Driven Techniques in Computing System ManagementACM Computing Surveys10.1145/309269750:3(1-43)Online publication date: 27-Jul-2017
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    Published In

    cover image ACM SIGMETRICS Performance Evaluation Review
    ACM SIGMETRICS Performance Evaluation Review  Volume 36, Issue 1
    SIGMETRICS '08
    June 2008
    469 pages
    ISSN:0163-5999
    DOI:10.1145/1384529
    Issue’s Table of Contents
    • cover image ACM Conferences
      SIGMETRICS '08: Proceedings of the 2008 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
      June 2008
      486 pages
      ISBN:9781605580050
      DOI:10.1145/1375457
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 02 June 2008
    Published in SIGMETRICS Volume 36, Issue 1

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    Author Tags

    1. internet traffic matrix estimation
    2. kalman filtering
    3. optimal design of experiments
    4. state space models

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    Cited By

    View all
    • (2023)A-optimal designs for state estimation in networksStatistical Papers10.1007/s00362-023-01435-y64:4(1159-1186)Online publication date: 24-Mar-2023
    • (2021)Edge Intelligence Empowered Urban Traffic Monitoring: A Network Tomography PerspectiveIEEE Transactions on Intelligent Transportation Systems10.1109/TITS.2020.302482422:4(2198-2211)Online publication date: Apr-2021
    • (2017)Data-Driven Techniques in Computing System ManagementACM Computing Surveys10.1145/309269750:3(1-43)Online publication date: 27-Jul-2017
    • (2016)Framework for traffic engineering under uncertain traffic information2016 International Conference on Information and Communication Technology Convergence (ICTC)10.1109/ICTC.2016.7763482(264-266)Online publication date: Oct-2016
    • (2015)Fisher Information-based Experiment Design for Network TomographyACM SIGMETRICS Performance Evaluation Review10.1145/2796314.274586243:1(389-402)Online publication date: 15-Jun-2015
    • (2015)Fisher Information-based Experiment Design for Network TomographyProceedings of the 2015 ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems10.1145/2745844.2745862(389-402)Online publication date: 15-Jun-2015
    • (2014)A transform domain-based anomaly detection approach to network-wide trafficJournal of Network and Computer Applications10.5555/2773807.277406140:C(292-306)Online publication date: 1-Apr-2014
    • (2014)A transform domain-based anomaly detection approach to network-wide trafficJournal of Network and Computer Applications10.1016/j.jnca.2013.09.01440(292-306)Online publication date: Apr-2014
    • (2013)Fast Algorithms for Optimal Link Selection in Large-Scale Network MonitoringIEEE Transactions on Signal Processing10.1109/TSP.2013.224206661:8(2088-2103)Online publication date: 1-Apr-2013
    • (2013)Power allocation to a network of charging stations based on network tomography monitoring2013 18th International Conference on Digital Signal Processing (DSP)10.1109/ICDSP.2013.6622681(1-6)Online publication date: Jul-2013
    • Show More Cited By

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