EM Based Parameter Estimation for Markov Modulated Fluid Arrival Processes

Salah Al-Deen Almousa,Gábor Horváth,Miklós Telek

PERFORMANCE ENGINEERING AND STOCHASTIC MODELING（2021）

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摘要

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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关键词

Markov modulated fluid arrival processes,Expectation-maximization method,Parameter estimation

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