Sequential Monte Carlo inference of internal delays in nonstationary data networks

On-line, spatially localized information about internal network performance can greatly assist dynamic routing algorithms and traffic transmission protocols. However, it is impractical to measure network traffic at all points in the network. A promising alternative is to measure only at the edge of the network and infer internal behavior from these measurements. We concentrate on the estimation and localization of internal delays based on end-to-end delay measurements from a source to receivers. We propose a sequential Monte Carlo (SMC) procedure capable of tracking nonstationary network behavior and estimating time-varying, internal delay characteristics. Simulation experiments demonstrate the performance of the SMC approach.

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