I am trying to work out a summation for packet delays which is very similar to the summation for estimating RTT, which is an exponentially weighted moving average. I have modified the estimating RTT summation below (I think I did it correctly) but it does not seem to fit correctly with the part I know is right (where 0.1
has been substituted for u
). If I have written this summation out correctly can someone explain why the summation raises (1-u)
to the ith
power and why the summation replaces u
with (1-u)^n-1
and why the summation is multiplied by u/(1-u)
.
EDIT:
If I had not looked at the estimated RTT summation this is what I would have guessed...
Answer
HINT
Since there is uncertainty with 1-u
, I suggest backtracking, and writing the first few terms completely out:
$d_1 = u(r_1 - t_1)$
$d_2 = (1-u)^1 u(r_1 - t_1) + u(r_2 - t_2)$
$d_3 = (1-u)^2 u(r_1 - t_1) + (1-u)^1 u(r_2 - t_2) + u(r_3-t_3)$
Now, adding in a $(1-u)^0$ which equals one, we can get:
$d_1 = (1-u)^0 u(r_1 - t_1)$
$d_2 = (1-u)^1 u(r_1 - t_1) + (1-u)^0 u(r_2 - t_2)$
$d_3 = (1-u)^2 u(r_1 - t_1) + (1-u)^1 u(r_2 - t_2) + (1-u)^0 u(r_3-t_3)$
By looking at the equations that are written out, the powers of (1-u)
are of reverse magnitude to the indexes of r
and t
. So I think that you're looking for that in your sum. Both summations you have don't do that.
Consider this: it's possible to consolodate everything into one sum, once you match up the powers and indexes correctly.
So here's something that you can try. Take $d_2$, the equation with two terms. How do you write that as a sum, for example $d_2 = \sum_{i=0}^{2-1}{\mbox{equation}}$
Try $d_2 = u\sum_{i=0}^{2-1}{(1-u)^i(r_{2-i}-t_{2-i})}$
This should check out as being $d_2$.
Once this is confirmed, it shouldn't be too much trouble to extend this so that 2
can be replaced with n
.
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