多维 AR 模型梯格滤波的一般形式及其在不同数据窗下的实现

本文以基本的矩阵代数为工具,对于多维AR模型推导了梯格滤波的一般公式。在此基础上,可方便地得到在不同数据窗下(如预加窗、协方差窗和滑动窗)的实现算法。     

Values for optimum reject allowances

Industrial situations exist where it is necessary to estimate the optimum number of parts to start through a manufacturing process in order to obtain a given number of completed good items. The solution to this problem is not straightforward when the expected number of rejects from the process is a random variable and when there are alternative penalties associated with producing too many or too few items. This paper discusses various aspects of this problem as well as some of the proposed solutions to it. In addition, tables of optimum reject allowances based on a comprehensive model are presented.     

Properties of the geometric and related processes

Some properties of the geometric process are studied along with those of a related process which we propose to call the α‐series process. It is shown that the expected number of counts at an arbitrary time does not exist for the decreasing geometric process. The decreasing version of the α‐series process does have a finite expected number of counts, under certain conditions. This process also has the same advantages of tractability as the geometric process; it exhibits some properties which may make it a useful complement to the increasing geometric process. In addition, it may be fit to observed data as easily as the geometric process. Applications in reliability and stochastic scheduling are considered in order to demonstrate the versatility of the alternative model. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

基于二值细化指纹图像细节点提取算法的研究

指纹细节点的提取对于指纹识别系统的性能至关重要,文中在二值细化指纹图像的细节点提取算法基础上,对细节点提取范围进行了算法改进,用C++语言实现了一种限制提取范围的算法和一种去除伪细节点的算法。实验表明,改进算法提取细节点的速度和精度都有了明显改进,相对原始的未加限制和去除伪细节点的算法,文中算法耗时减少了约2/3,细节点有效性提升了约3/4。     

求解不确定型车辆路径问题的弱鲁棒优化方法

为降低鲁棒优化模型最优解的保守性,以最小化违约车辆数和总惩罚成本为目标,建立针对旅行时间不确定的开放式车辆路径问题的弱鲁棒优化模型。对于不确定数据集的每个取值,该模型的最优解可以使其目标函数值始终不超过某数值,进而改善最优解的保守性。为提高启发式算法发现最优解的概率,提出一种自设计遗传算法对模型进行求解,其主要思想是利用粒子群算法搜索出可使遗传算法预期产生最好解的算法要素,并将其进行组合,从而产生新的遗传算法。采用新产生的遗传算法对模型继续求解,输出最好解。计算结果表明:与以往的鲁棒优化方法相比,弱鲁棒优化方法的最优解的保守性显著降低。     

基于数值模拟的拔伸成形工艺分析与优化

变薄拔伸是厚壁深筒件生产的关键工序,成形难度大.针对现行的拔伸成形工艺,为改善成形稳定性、提高成形质量、延长模具寿命,通过采用刚粘塑性有限元法,根据不同参数和条件,在计算机上对拔伸工艺进行数值模拟分析,分别讨论了拔伸模圈道数、变形量分配、模圈间距及入模角等因素对拔伸成形过程的影响,进而提出了"多模短距长拔"、变形量依次递减和较小入模角等优化措施.这样既减少了大量现场试验,又达到了工艺优化的目的.     

Criteria and approximate methods for path-constrained moving-target search problems

A search is conducted for a target moving in discrete time among a finite number of cells according to a known Markov process. The searcher must choose one cell in which to search in each time period. The set of cells available for search depends upon the cell chosen in the last time period. The problem is to find a search path, i.e., a sequence of search cells, that either maximizes the probability of detection or minimizes the mean number of time periods required for detection. The search problem is modelled as a partially observable Markov decision process and several approximate solutions procedures are proposed. © 1995 John Wiley & Sons, Inc.     

Discrete compound poisson processes and tables of the geometric poisson distribution

This paper discusses the properties of positive, integer valued compound Poisson processes and compares two members of the family: the geometric Poisson (stuttering Poisson) and the logarithmic Poisson. It is shown that the geometric Poisson process is particularly convenient when the analyst is interested in a simple model for the time between events, as in simulation. On the other hand, the logarithmic Poisson process is more convenient in analytic models in which the state probabilities (probabilities for the number of events in a specified time period) are required. These state probabilities have a negative binomial distribution. The state probabilities of the geometric Poisson process, known as the geometric Poisson distribution, are tabled for 160 sets of parameter values. The values of mean demand range from 0.10 to 10; those for variance to mean ratio from 1.5 to 7. It is observed that the geometric Poisson density is bimodal.     

A simple Markov model for the analysis of multiple air combat

It is proposed to describe multiple air-to-air combat having a moderate number of participants with the aid of a stochastic process based on end-game duels. A simple model describing the dominant features of air combat leads to a continuous time discrete-state Markov process. Solution of the forward Kolmogorov equations enables one to investigate the influence of initial force levels and performance parameters on the outcome probabilities of the multiple engagement. As is illustrated, such results may be useful in the decision-making process for aircraft and weapon system development planning. Some comparisons are made with Lanchester models as well as with a semi-Markov model.     

一甲基肼的高压蒸发研究

对一甲基肼的高压蒸发进行了研究,计算了一甲基肼液滴温度和半径的变化历程,并对各种不同环境压力下的结果进行了比较。计算了蒸发常数、传热数和传质数,所得结果同已有的实验数据相比较是吻合的,且考虑了不同的Le数对蒸发界限压力的影响,说明了此蒸发模型和计算方法的合理性。所得结论对于分析液体火箭发动机的燃烧过程是重要的。这一方法还可以用来计算其他燃料的蒸发。     

Scheduling on M parallel machines subject to random breakdowns to minimize expected mean flow time

The problem of scheduling n jobs on m parallel machines is considered when the machines are subject to random breakdowns and job processing times are random variables. An objective function of mean flow time is developed for a general parallel machine system, and an expression of its expected value is derived. The problem is transformed into a deterministic unrelated parallel machine scheduling model with modified processing times when the number of breakdowns is modeled as a generalized Poisson process. © 1994 John Wiley & Sons, Inc.     

The political and military effectiveness of Commonwealth forces in Confrontation 1963–661

Low-intensity conflicts such as counterinsurgencies tend to be characterized by a large number of contacts. The sheer number and often inconclusive nature of these incidents makes it difficult to determine whether military operations are effective. This article uses Confrontation as a case study, first building a database of incidents (including contacts) and then analysing the database statistically to identify patterns. This process shows that the British Commonwealth security forces succeeded in controlling the number of incidents and the space to force ratio. They also dominated the contact battle. The article helps to account for the British Commonwealth success at the operational and tactical level.     

The applicability of acceptance sampling with respect to process stability and control

This article examines the applicability of acceptance sampling and the effectiveness of Deming's kp rule in relation to the degree of process stability achieved through statistical process control techniques. A discrete-event simulation model is used to characterize the correlation between the number of defective units in a randomly drawn sample versus in the remainder of a lot, in response to a number of system and control chart parameters. The model reveals that such correlation is typically present when special causes of variation affect the production process from time to time, even though the process is tightly monitored through statistical process control. Comparison of these results to an analogous mixed binomial scenario reveals that the mixed binomial model overstates the correlation in question if the state of the process is not necessarily constant during lot production. A generalization of the kp analysis is presented that incorporates the possibility of dependence between a sample and the unsampled portion of the lot. This analysis demonstrates that acceptance sampling is generally ineffective for lots generated by a process subject to statistical process control, despite the fact that the number of defectives in the sample and in the remainder of the lot are not strictly independent. © 1994 John Wiley & Sons, Inc.     

虚拟环境中坦克射击训练仿真系统

在作战仿真系统中,坦克是一种重要的武器仿真实体,其火力模拟常成为研究的重点.结合科研实践,采用计算机仿真技术和部分坦克实装相结合的方式,对坦克炮长在虚拟环境中的射击训练进行仿真,着重从系统设计原理、系统软件和硬件的设计与实现等方面进行系列研究.实践证明,单片机技术和汇编编程的组合运用,不仅使系统数据的采集和传输更加实时准确,而且大大提高了系统的效能比,取得较高的军事效益和经济效益.     

A duel complicated by false targets and uncertainty as to opponent type

An attacker, being one of two types, initiates an attack at some time in the interval [-T, 0]. The a priori probabilities of each type are known. As time elapses the defender encounters false targets which occur according to a known Poisson process and which can be properly classified with known probability. The detection and classification probabilities for each type attacker are given. If the defender responds with a weapon at the time of attack, he survives with a probability which depends on the number of weapons in his possession and on attacker type. If he does not respond, his survival probability is smaller. These probabilities are known, as well as the current number of weapons in the defender's possession. They decrease as the number of weapons decreases. The payoff is the defender's survival probability. An iterative system of first-order differential equations is derived whose unique solution V₁(t),V₂(t),…,V_k(t) is shown to be the value of the game at time t, when the defender has 1, 2,…, k,… weapons, respectively. The optimal strategies are determined. Limiting results are obtained as t→-∞, while the ratio of the number of weapons to the expected number of false targets remaining is held constant.     

Stochastic regret minimization for revenue management problems with nonstationary demands

We study an admission control model in revenue management with nonstationary and correlated demands over a finite discrete time horizon. The arrival probabilities are updated by current available information, that is, past customer arrivals and some other exogenous information. We develop a regret‐based framework, which measures the difference in revenue between a clairvoyant optimal policy that has access to all realizations of randomness a priori and a given feasible policy which does not have access to this future information. This regret minimization framework better spells out the trade‐offs of each accept/reject decision. We proceed using the lens of approximation algorithms to devise a conceptually simple regret‐parity policy. We show the proposed policy achieves 2‐approximation of the optimal policy in terms of total regret for a two‐class problem, and then extend our results to a multiclass problem with a fairness constraint. Our goal in this article is to make progress toward understanding the marriage between stochastic regret minimization and approximation algorithms in the realm of revenue management and dynamic resource allocation. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 433–448, 2016     

舰载火炮闭环射击效力在线评估方法

舰炮火力决策中要依据射击效力实时评估结果,对评估准确性有较高高要求。本方法针对火炮系统闭环校射技术的特点,利用跟踪雷达提供的弹目脱靶量,将弹丸脱靶量实测数据用于修正原解析算法得出的弹丸单发命中概率,修正多发弹丸累积毁伤概率。评估过程应用了已测量的弹丸脱靶量,与传统解析估算法相比,由于最大程度地利用了实测数据代替误差估计数据,具有较高的精度。     

Optimal replacement under additive damage in randomly varying environments

A system is subject to a sequence of randomly occurring shocks. Each shock causes a random amount of damage which accumulates additively. Any of the shocks might cause the system to fail. The shock process is in some sense related to an environmental process in order to describe randomly varying external factors of an economical and/or technical nature as well as internal factors of a statistical nature. A discrete time formulation of the problem is given. Sufficient conditions are found for optimality of a generalized control-limit rule with respect to the total cost criterion: Whenever the accumulated damage s is not less than a specified critical number t(i), depending on the environmental state i, replace the system by a new one; otherwise do not replace it. Moreover, bounds are given for these critical numbers.     

神经计算机及其研究进展

本文分析比较了神经计算机与传统计算机的联系与区别。在软件实现、虚拟实现和全硬件实现三个方面,综述了近年来国际神经计算机的研究进展。最后,在就神经网络的兴衰原因提出自己的不同看法后,对神经计算机的发展方向作了展望。     

基于合作博弈的智能集群自主聚集研究

智能集群是指由大量智能体构成、采用自组织策略协作完成任务的群体。以无人车集群系统协同监视再入体着靶过程为任务背景,开展智能集群自组织策略的关键技术研究。设计了无人车集群执行再入体着靶协同监视的集群行为模式,提出了基于合作博弈的智能集群自组织策略,各智能体以实现群体聚集为“合作目标”,以降低自身能量消耗为“竞争目标”,开展博弈,基于微粒群算法规划局部路径,最终使群体系统涌现出聚集行为。仿真实验验证了设计的自主聚集策略的有效性。