Real-time high percentile tracking of quasi-exponential delays

In many applications certain parameters of a system should be set on the basis of some large percentiles of a delay random variable, for which the characteristics may not be known or may change slowly with time. Assuming that sample values of delays are available sequentially, the authors obtain a simple algorithm to track two key statistical characteristics of the delay. Any high percentile then may be approximated as a simple linear function of these parameters. The approach is based on a quasi-exponential assumption concerning the delays.<>