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:
d1=u(r1−t1)
d2=(1−u)1u(r1−t1)+u(r2−t2)
d3=(1−u)2u(r1−t1)+(1−u)1u(r2−t2)+u(r3−t3)
Now, adding in a (1−u)0 which equals one, we can get:
d1=(1−u)0u(r1−t1)
d2=(1−u)1u(r1−t1)+(1−u)0u(r2−t2)
d3=(1−u)2u(r1−t1)+(1−u)1u(r2−t2)+(1−u)0u(r3−t3)
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 d2, the equation with two terms. How do you write that as a sum, for example d2=∑2−1i=0equation
Try d2=u∑2−1i=0(1−u)i(r2−i−t2−i)
This should check out as being d2.
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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