Discrete Stochastic Modelling of ATM-Traffic with Circulant Transition Matrices

Reference

T. Van Gestel, K. De Cock, R. Jans, B. De Schutter, Z. Degraeve, and B. De Moor, "Discrete stochastic modelling of ATM-traffic with circulant transition matrices," Mathematical Theory of Networks and Systems (Proceedings of the MTNS-98 Symposium, held in Padova, Italy, July 1998) (A. Beghi, L. Finesso, and G. Picci, eds.), Padova, Italy: Il Poligrafo, pp. 891-894, 1998.

Abstract

In this paper a new approach to the modelling of ATM-traffic is proposed. The traffic is measured and characterised by its first and second order statistic moments. A Markov Modulated Poisson Process (MMPP) is used to capture the information in these two stochastic moments. Instead of a general MMPP, a circulant MMPP is used to reduce the computational cost. A circulant MMPP (CMMPP) is an MMPP with a circulant transition matrix. The main advantages of this approach are that the eigenvalue decomposition is a Fast Fourier Transform and that the optimisation towards the two stochastic moments is decoupled. Based on these properties, a fast time domain identification algorithm is developed.

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BibTeX

@inproceedings{VanDeC:97-109,
   author    = {Van Gestel, Tony and De Cock, Katrien and Jans, Raf and De
                Schutter, Bart and Degraeve, Zeger and De Moor, Bart},
   title     = {Discrete Stochastic Modelling of {ATM}-Traffic with Circulant
                Transition Matrices},
   booktitle = {Mathematical Theory of Networks and Systems
                \normalfont(Proceedings of the MTNS-98 Symposium, held in
                Padova, Italy, July 1998)},
   editor    = {Beghi, Alessandro and Finesso, Lorenzo and Picci, Giorgio},
   publisher = {Padova, Italy: Il Poligrafo},
   pages     = {891--894},
   year      = {1998}
   }


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