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The paper deals with new interpretation of LQG optimality. Known description of LQG optimality is abstract and that is why it is not popular for usage in applications. Presented interpretation is based on familiar terms of the control theory and it is shown that LQG optimality can be interpreted in deterministic point of view.
In this paper we propose a method for delay approximation in stochastic Petri nets. The method is based on utilization of Coxian distribution and least square fitting criteria. The problem is reduced to a direct parameters identification. Two examples illustrate the method application. The first one demonstrates approximation of power outage duration at a… (More)