Optimal Estimation of the States of Synchronous Generalized Flow of Events of the Second Order Under Its Complete Observability

We consider the optimal estimation problem of the states of synchronous generalized flow of events of the second order with two states; it is one of the mathematical models for an incoming stream of claims (events) in digital integral servicing networks and which is related to the class of Markov chains. The observation conditions for this flow are such that each event is accessible to observation. We offer the optimal estimation algorithm for the flow states, where the decision about the flow state is made by criterion of a posteriori probability maximum. The results of the analytical calculations of a posteriori probability and the simulation experiments with numerical results are presented.