Comparison of Batch Means and Independent Replications Techniques to Applications of the Kalman Filter for Simulation Output Analysis

Abstract

The purpose of this thesis was twofold. First, to develop software which automated the current simulation output analysis techniques of batch means and independent replications. Second, to determine the applicability of employing Kalman filtering for simulation output analysis on an M/M/1 queue. The Output Analysis Program incorporates batch means and independent replications into a menu driven, micro-computer program. The program allows the user to quickly analyze the simulation output graphically, discard the transient, and then perform the two techniques. The Kalman Filter proved valuable in providing insight into the underlying system variance in steady state, and appeared to offer several avenues for further research, particularly in the area of transient identification. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1990
Accession Number
ADA220656

Entities

People

  • Charles H. Porter

Organizations

  • Air Force Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computer Programs
  • Computers
  • Data Science
  • Estimators
  • Filters
  • Filtration
  • Information Science
  • Kalman Filtering
  • Kalman Filters
  • Mathematical Filters
  • Operations Research
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Database Systems and Applications
  • Mathematical Modeling and Probability Theory.