Optimal filtering in traffic estimation for bandwidth brokers

We present a method for an on-line traffic optimal estimation on a communication link. The proposed filtering procedure is based on a traffic model consisting of a birth-and-death process, elaborates the current noisy measurements from the link and minimizes the estimation error conditional variance. Performance of the method is tested by considering both simulated and real data. This result is of interest with reference to a possible procedure for bandwidth allocation in the framework of bandwidth brokers. The bandwidth allocation is necessary to provide quality of service guarantees to users and requires, as a preliminary step, on-line traffic estimation.