Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales

Abstract

We establish the estimation equations corresponding to a system in which the state is a process with jumps and the observation is a point process. We then solve two problems: the estimation of the state of a queue when its output is observed, and the estimation of the time of disorder of a machine when the ‘complaints process’ is observed.