Pade approximation for stochastic discrete-event systems
- 1 January 1995
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 40 (8), 1349-1358
- https://doi.org/10.1109/9.402227
Abstract
We show that Pade approximation can be effectively used for approximation of performance functions in discrete-event systems. The method is (1) obtaining the MacLaurin coefficients of the performance function and (2) finding a Pade approximant from the MacLaurin coefficients and use it to approximate the function. We use the method with the expected number of renewals in a random interval, GI/G/1 systems, and inventory systems. The results are very good.Keywords
This publication has 11 references indexed in Scilit:
- The MacLaurin series for the GI/G/1 queueJournal of Applied Probability, 1992
- The Power-Series Algorithm Applied to the Shortest-Queue ModelOperations Research, 1992
- Regenerative Inventory SystemsPublished by Springer Science and Business Media LLC ,1990
- Power Series for Stationary Distributions of Coupled Processor ModelsSIAM Journal on Applied Mathematics, 1988
- On a numerical method for calculating state probabilities for queueing systems with more than one waiting lineJournal of Computational and Applied Mathematics, 1987
- Transient behavior of regulated Brownian motion, I: Starting at the originAdvances in Applied Probability, 1987
- A Recursive Computation Scheme for Multivariate Rational InterpolantsSIAM Journal on Numerical Analysis, 1987
- Approximation of departure process from a G/M/1/0 queueing systemOperations Research Letters, 1986
- Algorithms for the multi-server queue with phase type serviceCommunications in Statistics. Stochastic Models, 1985
- General order Newton-Padé approximants for multivariate functionsNumerische Mathematik, 1984