Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales

1 December 1975

journal article
Published by Cambridge University Press (CUP) in Advances in Applied Probability

Vol. 7 (4) , 845-863
https://doi.org/10.2307/1426403

Abstract

We establish the estimation equations corresponding to a system in which the state is a process with jumps and the observation is a point process. We then solve two problems: the estimation of the state of a queue when its output is observed, and the estimation of the time of disorder of a machine when the ‘complaints process’ is observed.

Keywords

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