Proceedings of the 2016 Conference on Information Technologies in Science, Management, Social Sphere and Medicine 2016
DOI: 10.2991/itsmssm-16.2016.90
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Choice of the Parameters of the CUSUM Algorithms for Parameter Estimation in the Markov Modulated Poisson Process

Yulia Burkatovskaya1,
Tatiana Kabanova2,
Павел Александрович Хаустов3

Abstract: CUSUM algorithm for controlling chain state switching in the Markov modulated Poisson process was investigated via simulation. Recommendations concerning the parameter choice were given subject to characteristics of the process. Procedure of the process parameter estimation was described.

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