Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales
- 1 September 1975
- journal article
- research article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 7 (04) , 845-863
- https://doi.org/10.1017/s0001867800041045
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
This publication has 2 references indexed in Scilit:
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967