A recursive estimator of worst-case burstiness

The leaky-bucket regulator has several potential roles in the operation of future transport networks; among them, the bounding of possible source trajectories in implementations of worst-case approaches to network design. It seems plausible that there will be applications whose specific traffic characteristics are known a priori neither to the user nor to the network; in such cases, a recursive algorithm for setting the leaky-bucket parameters may prove useful. We devise such an algorithm here. The leaky-bucket parameters are computed recursively over a limited period of observation of the source behavior. We provide an explicit characterization of the dynamics of the estimator, and the results of a simulation study of performance in the case of real source trajectories