Informatics and Applications
2014, Volume 8, Issue 3, pp 53-69MONITORING REMOTE SERVER ACCESSIBILITY: THE OPTIMAL FILTERING APPROACH
- A. V. Borisov
Abstract
The online monitoring problem of a remote server, accessible via the http protocol, is formulated in the terms of optimal filtering. The unobservable server state is treated as a finite-dimensional Markov jump process, meanwhile the observation is supposed to be a multivariate point process with a finite set of possible values. The key point of the investigated observation system is that the random intensity of observations is a linear function of the unobservable Markov state. It is proved that the optimal filtering estimate is a solution to some closed finite system of recursive formulae and ordinary linear differential equations with a random right-hand side. The applicability of the obtained theoretical results is illustrated by an example of monitoring accessibility of the queueing system "communication channel - database server." The unobservable state of this system consists of three possible values (no connection, low workload, high workload), meanwhile the possible observations belong to the set of two possible values (answer to the query, error message). The conclusion of the paper contains possible prospectives for the further research.[+] References (20)
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[+] About this article
Title
MONITORING REMOTE SERVER ACCESSIBILITY: THE OPTIMAL FILTERING APPROACHJournal
Informatics and Applications2014, Volume 8, Issue 3, pp 53-69
Cover Date
2014-03-31DOI
10.14357/19922264140307Print ISSN
1992-2264Publisher
Institute of Informatics Problems, Russian Academy of SciencesAdditional Links
Key words
Markov models; optimal filtering; stochastic jump processes; conditional probability distribution; queueing theoryAuthors
A. V. Borisov
,
Author Affiliations
Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian
Federation
Department of Probability Theory, School of Applied Mathematics and Physics, Moscow Aviation Institute, 4 Volokolamskoe Shosse, GSP-3, A-80, Moscow 125993, Russian Federation