A Maximum Likelihood Estimationfor Markov-modulated Poisson Processes
DOI:
Author:
Affiliation:

Clc Number:

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    Abstract:

    During the last decade,Hidden Markov Models (HMMs) have become a widespread tool for modeling sequence of dependent variables. Parameter estimation of HMMs is most important in actual application. By changing continued-time HMMs into discrete-time HMMs, we consider maximum likelihood estimation for a special HMMs which is called Markov-modulated Poisson processes. Such processes have been proposed for modeling traffic streams in complex telecommunication networks.

    Reference
    Related
    Cited by
Get Citation
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:November 29,2001
  • Revised:
  • Adopted:
  • Online: August 21,2013
  • Published:
Article QR Code