Identification of Stochastic Timed Discrete Event Systems with st-IPN

Algorithm 3

Stochastic Identification.

Input:   𝛿_𝑜𝑖tr_{𝑙,𝑞𝑙}=𝑡¹_{𝑙,𝑞𝑙},…,𝑡^𝑘_{𝑙,𝑞𝑙} with 𝑘≥5, 𝛼, 𝑑_𝑜𝑝,

Output:   𝑛_{𝑙,𝑞𝑙}

for 𝑙∶=1 to 𝑐

for 𝑞_𝑙∶=1 to 𝑞_𝑙

 (1) 𝑛_{𝑙,𝑞𝑙}=𝛿_𝑜𝑖tr_{𝑙,𝑞𝑙};

 (2) compute 𝑋, 𝑆;

 (3) if 𝑛_{𝑙,𝑞𝑙}≤30 compute st=𝑡_𝑛−1

  (i)    else compute st=𝑧_𝛼/2

   end if

 (4) 𝑑=st_𝛼/2×𝑆/𝑛_{𝑙,𝑞𝑙};

  (i)     If 𝑑≤𝑑_𝑜𝑝

       execute Algorithm 4

  (ii)   end if

end for

end for