Information measure based stochastic system identification of ATM network traffic
Baibing Li, Bart De Moor · 1999
For ATM network traffic, a new approach based on the Kullback-Leibler (1959) information measure is proposed for stochastic system identification of packet traffic. This approach, equivalent to the maximum marginal likelihood estimate, can overcome the over-modeling problem discussed by De Cock and De Moor. (see Proceedings of ELISIPCO-98, 1998) such that much more parsimonious model order N can be obtained, and then can lead to a significant reduction in the latter queueing analysis involving in O(N/sup 3/) computational complexity. A practical case study is provided for a set of Internet traffic data.