Discrete stochastic modelling of ATM-tra c with circulant transition matrices
نویسندگان
چکیده
with circulant transition matrices Tony Van Gestel Dept. of Electrical Engineering, ESAT/SISTA Katholieke Universiteit Leuven Kard. Mercierlaan 94, 3001 Leuven, Belgium [email protected] Katrien De Cock Dept. of Electrical Engineering, ESAT/SISTA Katholieke Universiteit Leuven Kard. Mercierlaan 94, 3001 Leuven, Belgium [email protected] Raf Jans Dept. of Applied Economics Katholieke Universiteit Leuven Naamsestraat 69, 3000 Leuven, Belgium [email protected] Bart De Schutter Dept. of Electrical Engineering, ESAT/SISTA Katholieke Universiteit Leuven Kard. Mercierlaan 94, 3001 Leuven, Belgium [email protected] Zeger Degraeve Dept. of Applied Economics Katholieke Universiteit Leuven Naamsestraat 69, 3000 Leuven, Belgium [email protected] Bart De Moor Dept. of Electrical Engineering, ESAT/SISTA Katholieke Universiteit Leuven Kard. Mercierlaan 94, 3001 Leuven, Belgium [email protected] Abstract In this paper a new approach to the modelling of ATMtra c is proposed. The tra c is measured and characterised by its rst and second order statistic moments. A Markov Modulated Poisson Process (MMPP) is used to capture the information in these two stochastic moments. Instead of a general MMPP, a circulant MMPP is used to reduce the computational cost. A circulant MMPP (CMMPP) is an MMPP with a circulant transition matrix. The main advantages of this approach are that the eigenvalue decomposition is a Fast Fourier Transform and that the optimisation towards the two stochastic moments is decoupled. Based on these properties, a fast time domain identi cation algorithm is developed.
منابع مشابه
Discrete stochastic modelling of ATM-traffic with circulant transition matrices
In this paper a new approach to the modelling of ATM-traffic is proposed. The traffic is measured and characterised by its first and second order statistic moments. A Markov Modulated Poisson Process (MMPP) is used to capture the information in these two stochastic moments. Instead of a general MMPP, a circulant MMPP is used to reduce the computational cost. A circulant MMPP (CMMPP) is an MMPP ...
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