Estimation of linear stochastic systems over a queueing network

Michael Epstein; Abhishek Tiwari; Ling Shi; Richard M. Murray

doi:10.1109/ICW.2005.46

Estimation of linear stochastic systems over a queueing network

Michael Epstein^*
, Abhishek Tiwari
, Ling Shi
, Richard M. Murray

^*Corresponding author for this work

Research output: Chapter in Book/Conference Proceeding/Report › Conference Paper published in a book › peer-review

5 Citations (Scopus)

Abstract

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.

Original language	English
Title of host publication	Proceedings - 2005 Systems Communications
Subtitle of host publication	ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks
Pages	389-394
Number of pages	6
DOIs	https://doi.org/10.1109/ICW.2005.46
Publication status	Published - 2005
Externally published	Yes
Event	Systems Communications 2005 - Montreal, Canada Duration: 14 Aug 2005 → 17 Aug 2005

Publication series

Name	Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks
Volume	2005

Conference

Conference	Systems Communications 2005
Country/Territory	Canada
City	Montreal
Period	14/08/05 → 17/08/05

Access to Document

10.1109/ICW.2005.46

Cite this

Epstein, M., Tiwari, A., Shi, L., & Murray, R. M. (2005). Estimation of linear stochastic systems over a queueing network. In Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks (pp. 389-394). Article 1515554 (Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks; Vol. 2005). https://doi.org/10.1109/ICW.2005.46

Epstein, Michael ; Tiwari, Abhishek ; Shi, Ling et al. / Estimation of linear stochastic systems over a queueing network. Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks. 2005. pp. 389-394 (Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks).

@inproceedings{14019cd7d5ce4414b122037a24ad86e7,

title = "Estimation of linear stochastic systems over a queueing network",

abstract = "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.",

author = "Michael Epstein and Abhishek Tiwari and Ling Shi and Murray, \{Richard M.\}",

year = "2005",

doi = "10.1109/ICW.2005.46",

language = "English",

isbn = "0769524222",

series = "Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks",

pages = "389--394",

booktitle = "Proceedings - 2005 Systems Communications",

note = "Systems Communications 2005 ; Conference date: 14-08-2005 Through 17-08-2005",

}

Epstein, M, Tiwari, A, Shi, L & Murray, RM 2005, Estimation of linear stochastic systems over a queueing network. in Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks., 1515554, Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks, vol. 2005, pp. 389-394, Systems Communications 2005, Montreal, Canada, 14/08/05. https://doi.org/10.1109/ICW.2005.46

Estimation of linear stochastic systems over a queueing network. / Epstein, Michael; Tiwari, Abhishek; Shi, Ling et al.
Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks. 2005. p. 389-394 1515554 (Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks; Vol. 2005).

Research output: Chapter in Book/Conference Proceeding/Report › Conference Paper published in a book › peer-review

TY - GEN

T1 - Estimation of linear stochastic systems over a queueing network

AU - Epstein, Michael

AU - Tiwari, Abhishek

AU - Shi, Ling

AU - Murray, Richard M.

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

UR - https://www.webofscience.com/wos/woscc/full-record/WOS:000232429900062

UR - https://openalex.org/W2164888589

U2 - 10.1109/ICW.2005.46

DO - 10.1109/ICW.2005.46

M3 - Conference Paper published in a book

SN - 0769524222

SN - 9780769524221

T3 - Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks

SP - 389

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BT - Proceedings - 2005 Systems Communications

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Y2 - 14 August 2005 through 17 August 2005

ER -

Epstein M, Tiwari A, Shi L, Murray RM. Estimation of linear stochastic systems over a queueing network. In Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks. 2005. p. 389-394. 1515554. (Proceedings - 2005 Systems Communications: ICW 2005, Wireless - ICHSN 2005, High Speed Networks - ICMCS 2005, Multimedia Communications Systems - SENET 2005, Sensor Networks). doi: 10.1109/ICW.2005.46

Estimation of linear stochastic systems over a queueing network

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