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EM Based Parameter Estimation for Markov Modulated Fluid Arrival Processes

Published: 09 December 2021 Publication History

Abstract

Markov modulated discrete arrival processes have a wide literature, including parameter estimation methods based on expectation-maximization (EM). In this paper, we investigate the adaptation of these EM based methods to Markov modulated fluid arrival processes (MMFAP), and conclude that only some parameters of MMFAPs can be approximated this way.

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Cited By

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  • (2022)The CME methodACM SIGMETRICS Performance Evaluation Review10.1145/3543146.354315549:4(29-34)Online publication date: 6-Jun-2022

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Published In

cover image Guide Proceedings
Performance Engineering and Stochastic Modeling: 17th European Workshop, EPEW 2021, and 26th International Conference, ASMTA 2021, Virtual Event, December 9–10 and December 13–14, 2021, Proceedings
Dec 2021
498 pages
ISBN:978-3-030-91824-8
DOI:10.1007/978-3-030-91825-5
  • Editors:
  • Paolo Ballarini,
  • Hind Castel,
  • Ioannis Dimitriou,
  • Mauro Iacono,
  • Tuan Phung-Duc,
  • Joris Walraevens

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Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 09 December 2021

Author Tags

  1. Markov modulated fluid arrival processes
  2. Expectation-maximization method
  3. Parameter estimation

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  • (2022)The CME methodACM SIGMETRICS Performance Evaluation Review10.1145/3543146.354315549:4(29-34)Online publication date: 6-Jun-2022

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