Application of infinitesimal perturbation analysis to the sensitivity analysis of the leaky-bucket filter with stationary gradual input

Application of infinitesimal perturbation analysis to the sensitivity analysis of the leaky-bucket filter with stationary gradual input

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Article ID: iaor20014
Country: United States
Volume: 14
Issue: 2
Start Page Number: 219
End Page Number: 241
Publication Date: Jan 2000
Journal: Probability in the Engineering and Informational Sciences
Authors:
Keywords: ATM (asynchronous transfer mode), leaky bucket
Abstract:

We investigate the sensitivity of the leaky-bucket filter, which is known as a traffic shaping mechanism of source traffic entering an asynchronous transfer mode network. Adopting the gradual input source model and using the infinitesimal perturbation analysis, we derive the strongly consistent estimators for the gradients of mean cell delay and a smoothness index of output process with respect to the design parameters of the system. Simulation results show the validity of our estimators.

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