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Estimation of Linear Stochastic Systems over a Queueing Network

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Estimation of Linear Stochastic Systems over a Queueing Network
— In this paper, we consider the standard state estimation problem over a congested packet-based network. The network is modeled as a queue with a single server processing the packets. This provides a framework to consider the effect of packet drops, packet delays and bursty losses on state estimation. We use a modified Kalman Filter with buffer to cope with delayed packets. We analyze the stability of the estimates with varying buffer length and queue size. We use high order Markov chains for our analysis. Simulation examples are presented to illustrate the theory.
Michael Epstein, Abhishek Tiwari, Ling Shi, Richar
Added 25 Jun 2010
Updated 25 Jun 2010
Type Conference
Year 2005
Where ICW
Authors Michael Epstein, Abhishek Tiwari, Ling Shi, Richard M. Murray
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