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JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2025 Volume 19, Issue 2, Pages 35–44 (Mi ia943)

Mathematical support for monitoring of states and numerical characteristics of network connection based on compound statistical information

A. V. Borisova, Yu. N. Kurinovb, R. L. Smelianskyb

a Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
b M. V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation

Abstract: The paper focuses on the application of optimal filtering methods to estimate the current qualitative states and numerical characteristics of a TCP link. The available statistical information includes measurements of round-trip times, jitter, and the flows of packet losses and timeouts. The evolution of the link state is modeled using a special class of Markov jump processes where one set of components defines the qualitative state of the channel while the other represents its quantitative characteristics. The proposed stochastic model and measurement structure enable the filtering of both the state and characteristics of the TCP link, yielding estimates that are optimal in both the class of linear and arbitrary transformations of the available observations. A numerical example is provided to validate the accuracy of these estimates.

Keywords: special Markov jump process, optimal filtering estimate, stochastic differential observation system, Kushner–Stratonovich equation, Kalman–Bucy filter.

Received: 18.03.2024
Accepted: 15.05.2025

DOI: 10.14357/19922264250205



© Steklov Math. Inst. of RAS, 2025