A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

考虑仿真可信度的舰炮虚拟校射

为利用仿真模型在有限校射样本的条件下对校射补偿量进行合理估计,对考虑仿真可信度的舰炮虚拟校射方法进行了研究。对自适应加权贝叶斯估计方法进行了研究,一方面对仿真先验可信度的计算方法进行了分析,另一方面对考虑先验可信度的自适应加权贝叶斯估计算法进行了研究。在此基础上,结合舰炮虚拟校射的原理和需求,建立了舰炮虚拟校射诸元误差自适应加权贝叶斯估计模型。仿真验证表明:自适应加权贝叶斯估计方法能够利用试验数据对仿真模型的可信度进行有效验证并进一步实现对目标分布的有效估计;所设计的校射方法能够综合利用仿真模型和校射样本的优势,实现对诸元误差的合理估计,达到有效提高校射精度的目的。     

一种水下高速小目标回波频率估计方法

针对拦截水下高速小目标时近场区体目标效应对多普勒频率估计的影响,本文设计了一种选择区间加权频率估计方法,该算法将近场区时高速小目标看成体目标进行处理,通过对频率估计分量进行选择性幅度加权平均,降低了频率估计误差,减少了由于目标姿态变化对频率估计稳定性产生的不良影响。经仿真研究,与直接进行频率估计相比较,该方法能够较好的抑制体目标效应对多普勒频率估计造成的影响。在最不利情况下,频率估计误差数值低于300Hz,较好地满足了声引信利用多普勒频率进行后续参数估计的要求。     

基于Mean-Shift的传感器动态偏差估计方法

针对系统误差变化规律未知时的传感器探测系统偏差估计问题,提出了一种改进的基于Mean-Shift(均值偏移)的传感器动态偏差估计算法.该算法利用Mean-Shift方法对不同样本点对估计结果贡献不同的特点,根据样本点偏离均值的偏移量以及偏移时间构建权系数.仿真结果表明,该方法在系统误差变化规律未知的情况下,可有效估计多...     

General Matthei's refelation and Chile's role during the Falklands War: A new perspective on the conflict in the South Atlantic

Chile's controversial and little known role in the Flaklands Islands War has been the subject of much speculation. Recently, retired General Fernando Matthei, a former member of Chile's military regime and Commander-in-Chif of the Air Force, revealed key details about Chilean support of the British Task Force in the South Atlantic. This article analyses Matthei's statement and offers an initial assessment of the imapct of Chile's contribution to the military campaign. It explains the regional and international factors that conditioned Santiago's decision to support London. The article concludes that while it is impossible to determine with absolute certainty if the outocme of the conflict would have been different without Chile's support, it is clear that the campaign would have been longer and much more complicated without Santiago's cooperation.     

Ripples,complements, and substitutes in generalized networks

We extend the qualitative theory of sensitivity analysis for minimum-cost pure network flows of Granot and Veinott [17] to generalized network flow problems, that is, network flow problems where the amount of flow picked up by an arc is multiplied by a (positive) gain while traversing the arc. Three main results are presented. The ripple theorem gives upper bounds on the absolute value of optimal-flow variations as a function of variations in the problem parameter(s). The theory of substitutes and complements provides necessary and sufficient conditions for optimal-flow changes to consistently have the same (or the opposite) sign(s) in two given arcs, whereas the monotonicity theorem links changes in the value of the parameters to changes in optimal arc flows. Bounds on the rates of changes are also discussed. Compared with pure networks, the presence of gains makes qualitative sensitivity analysis here a much harder task. We show the profound effect on computational issues caused by the departure from the pure network structure. © 1996 John Wiley & Sons, Inc.     

Estimating value in a uniform auction

Consider an auction in which increasing bids are made in sequence on an object whose value θ is known to each bidder. Suppose n bids are received, and the distribution of each bid is conditionally uniform. More specifically, suppose the first bid X₁ is uniformly distributed on [0, θ], and the i^th bid is uniformly distributed on [X_i?1, θ] for i = 2, …?, n. A scenario in which this auction model is appropriate is described. We assume that the value θ is un known to the statistician and must be esimated from the sample X₁, X₂, …?, X_n. The best linear unbiased estimate of θ is derived. The invariance of the estimation problem under scale transformations in noted, and the best invariant estimation problem under scale transformations is noted, and the best invariant estimate of θ under loss L(θ, a) = [(a/θ) ? 1]² is derived. It is shown that this best invariant estimate has uniformly smaller mean-squared error than the best linear unbiased estimate, and the ratio of the mean-squared errors is estimated from simulation experiments. A Bayesian formulation of the estimation problem is also considered, and a class of Bayes estimates is explicitly derived.     

Chirp信号参数估计算法性能比较

通过数值仿真定量地比较了三种Chirp信号参数估计算法——解线调法、迭代估计法和局部搜索最大似然法的性能,并定性地比较了算法的运算量。仿真结果表明,在三种算法中,局部搜索最大似然法的估计性能最好,而运算量居中;解线调法运算量最大,但估计性能居中;迭代估计法的估计性能最差,但运算量最小。对于实际系统,应根据不同的估计精度和运算量要求,灵活选择不同的算法。综合考虑估计性能和运算量之间的折衷可以得到结论,在三种算法中局部搜索最大似然法是一种相对较好的选择。     

基于特征值分析的雷达脉冲波形估计及性能分析

雷达侦察接收机往往侦收到多个受噪声污染的目标雷达脉冲,如何从噪声中提取雷达脉冲波形,是现代雷达侦察信号处理中的一个重要内容。提出了一种基于特征值分析的雷达脉冲波形估计算法,该算法通过对脉冲协方差矩阵的特征值分析,给出了一种利用特征向量估计脉冲波形的方法,并理论分析了其估计性能。算法适应于任意形式脉冲波形,且不受各脉冲初始相位的影响。理论分析和仿真结果说明算法能够在较低信噪比环境下恢复脉冲信号波形。     

多约束条件下无人机航路规划动态评价方法

针对多约束条件的无人机航路规划评价方法缺乏合理性和动态特性的问题,提出了基于无人机六自由度模型的飞行仿真动态评价方法。分析了无人机航路规划的约束条件和影响航路评价的因素,基于某型无人机六自由度飞行动力学模型和飞行控制系统模型建立了无人机飞行仿真系统模型,将航路规划与评价进行有机结合进而进行航路评价方法软件的设计,通过对无人机沿规划航路的仿真飞行参数进行动态特性分析,以更接近真实情况的仿真手段对多约束条件下的航路规划效果进行评价。结果表明,该方法形象直观的实现了对无人机规划航路的动态综合评价,满足工程需求。     

Decision rules for attacking targets of opportunity

Frequently in warfare, a force is required to attack a perishable enemy target system - a target system where the targets are detected seemingly at random, and if not immediately attacked, will shortly escape from detection. A conflicting situation arises when an attack element detects a target of relatively low value and has to decide whether to expend his resources on that particular target or to wait for a more lucrative one, hoping one will be found. This paper provides a decision rule giving the least valued target that should be attacked as well as the resources that should be expended as a function of the attack element's remaining mission time.     

A good simple percentile estimator of the weibull shape parameter for use when all three parameters are unknown

In this paper we consider a simple three-order-statistic asymptotically unbiased estimator of the Weibull shape parameter c for the case in which all three parameters are unknown. Optimal quantiles that minimize the asymptotic variance of this estimator, c? are determined and shown to depend only on the true (unknown) shape parameter value c and in a rather insensitive way. Monte Carlo studies further verified that, in practice where the true shape parameter c is unknown, using always c? with the optimal quantities that correspond to c = 2.0 produces estimates, c?, remarkably close to the theoretical optimal. A second stage estimation procedure, namely recalculating c? based on the optimal quantiles corresponding to c?, was not worth the additional effort. Benchmark simulation comparisons were also made with the best percentile estimator of Zanakis [20] and with a new estimator of Wyckoff, Bain and Engelhardt [18], one that appears to be the best of proposed closed-form estimators but uses all sample observations. The proposed estimator, c?, should be of interest to practitioners having limited resources and to researchers as a starting point for more accurate iterative estimation procedures. Its form is independent of all three Weibull parameters and, for not too large sample sizes, it requires the first, last and only one other (early) ordered observation. Practical guidelines are provided for choosing the best anticipated estimator of shape for a three-parameter Weibull distribution under different circumstances.     

分布信号源的DOA估计

由于信号模型的偏差,传统的点目标假设下的DOA估计算法对分布信号源的估计误差较大,为此建立了分布信号源的模型,提出适用于分布源信号的DIS-MUSIC算法,并分析了该算法的估计性能。仿真结果表明,所提算法对分布信号源的DOA估计性能远优于MUSIC算法。     

Toward a study of bidding processes part IV - games with unknown costs

This paper represents a continuation of three previous papers [1-.3] in the study of competitive bidding processes. It treats the case where a bidder's knowledge of his competitor's cost i s given by a probability distribution over a certain interval. The results obtained extend the work of Vickrey [4] to the case where the cost intervals a r e not necessarily symmetric.     

卡尔曼滤波器和跟踪微分器在光电跟踪系统中的应用

光电跟踪系统通常采用跟踪偏差反馈闭环控制,若同时采用速度前馈复合控制可以有效提高系统跟踪精度,分别使用了卡尔曼滤波器和跟踪微分器两种算法求取跟踪速度信号,通过仿真分析和工程应用,确认卡尔曼滤波器求取的速度信号更准确,噪声更小,更适合于光电跟踪系统的前馈复合控制。     

提升地下战场作战能力研究

太空领域军民融合发展正在成为世界太空发展的主流形式,太空军民融合发展的程度已成为衡量一个国家太空实力的标尺,世界上主要的太空强国均在探索并完善符合本国国情的军民融合发展道路。美国的太空军民融合起步早、程度深,发展较为成熟,探寻其发展道路,启迪深化中国特色太空军民融合研究。     

面向实体的军事仿真规则提取方法研究

针对目前军事仿真系统开发中存在的军事仿真规则提取不完备的问题,在充分发挥ECA规则提取方法优势的基础上,提出了面向实体的军事仿真规则提取方法。该方法以实体状态变迁为中心,运用系统论方法,重点分析实体的环境、功能、行为、组元和结构状态,并将分析结果引入ECA规则。通过将该方法应用于装备抢修组实施抢修的规则提取中,验证了其对于提高规则的完备性与可信性具有较好的效果。     

一种鱼雷辐射噪声的线谱估计方法

基于鱼雷辐射噪声的物理特性和线谱特征,探讨了一种鱼雷目标特征提取方法。该方法结合经典谱与现代谱估计,提取水下目标辐射噪声线谱特征。通过两次估计采集数据的功率谱,得到估计算法功率谱图,然后分析功率谱图,先确定线谱存在的大致区域,再估计精确线谱。进行仿真研究,得到了较好的效果,证明该方法对低频段的线谱特征提取有很好的实用性。     

基于正则化的多平台导航定位及探测偏差估计方法

影响舰载雷达探测误差主要为平台导航定位误差和传感器自身探测误差,针对对这两类误差的影响因素进行了分析,首次综合考虑这两种系统误差,提出了一种基于正则化的多平台导航定位及探测偏差估计方法,利用不同舰艇上传感器对公共目标探测的迭合条件,建立系统误差观测方程,利用LS对两种系统误差同时进行了估计,并在偏差估计中采用正则化估计方法,提高估计结果的稳定性,最后进行了仿真验证,仿真效果验证了算法的有效性,具有较高的工程应用价值.     

Maintaining systems with heterogeneous spare parts

We consider the problem of optimally maintaining a stochastically degrading, single‐unit system using heterogeneous spares of varying quality. The system's failures are unannounced; therefore, it is inspected periodically to determine its status (functioning or failed). The system continues in operation until it is either preventively or correctively maintained. The available maintenance options include perfect repair, which restores the system to an as‐good‐as‐new condition, and replacement with a randomly selected unit from the supply of heterogeneous spares. The objective is to minimize the total expected discounted maintenance costs over an infinite time horizon. We formulate the problem using a mixed observability Markov decision process (MOMDP) model in which the system's age is observable but its quality must be inferred. We show, under suitable conditions, the monotonicity of the optimal value function in the belief about the system quality and establish conditions under which finite preventive maintenance thresholds exist. A detailed computational study reveals that the optimal policy encourages exploration when the system's quality is uncertain; the policy is more exploitive when the quality is highly certain. The study also demonstrates that substantial cost savings are achieved by utilizing our MOMDP‐based method as compared to more naïve methods of accounting for heterogeneous spares.