Concurrent sample path analysis of discrete event systems

The sample path constructability problem for discrete event systems (DES) involves the observation of a sample path under a particular parameter value θ of the system with the requirement to concurrently construct multiple sample paths of the DES under different values using only information available along the given sample path. This allows the on-line estimation of performance measures of the form J(θ), not available in closed form, over a range of values of θ. We present a sample path coupling approach that solves the problem without imposing any restrictions on the event processes in the system. A specific “time warping” algorithm is described and its performance is analysed in terms of computational cost. We also identify a structural condition on DES, termed regularity: in regular DES the occurrence of any event can never trigger more than one additional event at the next state. We have found that for DES with this property (satisfied by a wide range of systems) concurrent sample path construction techniques are computationally efficient