Confidence Intervals for Univariate Discrete-Event Simulation Output Using the Kalman Filter.
Randall B. HowardMark A. GallagherKenneth W. Bauer Jr.Peter S. MaybeckPublished in: WSC (1992)
Keyphrases
- kalman filter
- confidence intervals
- discrete event simulation
- kalman filtering
- semiconductor manufacturing
- sample size
- discrete event
- particle filter
- supply chain
- object tracking
- state estimation
- stochastic systems
- extended kalman filter
- markov chain
- monte carlo
- test set
- stopping rules
- particle filtering
- mean shift
- importance sampling
- conditional probabilities
- state space model
- roc curve
- dynamic systems
- training data
- data sets
- upper bound
- computer vision
- machine learning