Pade approximation for stochastic discrete-event systems |
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| Authors: | Wei-Bo Gong Nananukul S Yan A |
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| Affiliation: | Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA; |
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| 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 |
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