有限状态空间连续时间马尔可夫链(ctmc)的有效瞬态分析:信号处理方法

2013 CACS International Automatic Control Conference (CACS) Pub Date : 2013-12-01 DOI:10.1109/CACS.2013.6734099

G. R. Murthy

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引用次数: 3

摘要

本文研究了连续时间马尔可夫链暂态概率分布的高效计算问题，提出了一种基于信号处理的方法。同时考虑了生成矩阵为结构化矩阵(Toeplitz, Toeplitz-type)的ctmc，并提出了两种计算暂态概率分布的有效算法。给出了基于随机模型的CTMC性能评价的数值结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Efficient transient analysis of finite state space continuous time Markov chains (CTMCs): Signal processing approach

In this research paper, the problem of efficient computation of transient probability distribution of a Continuous Time Markov chain (CTMC) is addressed and a signal processing based approach is proposed. Also CTMCs whose generator matrix is a structured matrix (Toeplitz, Toeplitz-type) are considered and two efficient algorithms for the computation of transient probability distribution are proposed. Numerical results are presented for performance evaluation of CTMC based stochastic models.

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2013 CACS International Automatic Control Conference (CACS)

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