Filtering and the EM-Algorithm for the Markovian Arrival Process
نویسندگان
چکیده
منابع مشابه
Filtering and the EM-algorithm for the Markovian arrival process
In this paper, we deal with the so-called Markovian Arrival process (MAP). An MAP is thought of as a partially observed Markov process, so that the ExpectationMaximization (EM) algorithm is a natural way to estimate its parameters. Then, non-linear filters of basic statistics related to the MAP must be computed. The forward-backward principle is the basic way to do it. Here, bearing in mind a f...
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15 صفحه اولAn EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2007
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920701271038