论文标题
队列中参数和状态估计的调查
A Survey of Parameter and State Estimation in Queues
论文作者
论文摘要
我们介绍了对排队系统的参数和状态估计的广泛文献调查。我们的方法基于各种推理活动，排队模型，观察方案和统计方法。我们将它们分为研究分支，称为估计范例。其中包括：经典抽样方法，反问题，非相互作用系统的推断，与离散抽样的推断，与排队基本面的推断，队列推理引擎问题，贝叶斯方法，在线预测，隐式模型，控制，设计，设计和不确定性定量。对于这些估计范式中的每一个，我们概述了原理和思想，同时调查了关键参考。我们还提出了各种简单的数值实验。除了这里提到的一些关键参考外，还将定期更新的有关参数的参考文献列表和各个队列估计的参考文献将保留在随附的带注释的书目中。
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into branches of research that we call estimation paradigms. These include: the classical sampling approach, inverse problems, inference for non-interacting systems, inference with discrete sampling, inference with queueing fundamentals, queue inference engine problems, Bayesian approaches, online prediction, implicit models, and control, design, and uncertainty quantification. For each of these estimation paradigms, we outline the principles and ideas, while surveying key references. We also present various simple numerical experiments. In addition to some key references mentioned here, a periodically-updated comprehensive list of references dealing with parameter and state estimation of queues will be kept in an accompanying annotated bibliography.
