Optimal sample size allocation for tests with multiple levels of stress with extreme value regression

In this article, we discuss the optimal allocation problem in a multiple stress levels life‐testing experiment when an extreme value regression model is used for statistical analysis. We derive the maximum likelihood estimators, the Fisher information, and the asymptotic variance–covariance matrix of the maximum likelihood estimators. Three optimality criteria are defined and the optimal allocation of units for two‐ and k‐stress level situations are determined. We demonstrate the efficiency of the optimal allocation of units in a multiple stress levels life‐testing experiment by using real experimental situations discussed earlier by McCool and Nelson and Meeker. Monte Carlo simulations are used to show that the optimality results hold for small sample sizes as well. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于估计协方差MME检测的频谱感知算法

针对小采样数据长度下,采样协方差矩阵对统计协方差矩阵估计不准,影响传统最大最小特征值(MME)检测算法检测性能的问题,提出一种基于逼近收缩(OAS)矩阵估计的改进MME检测算法。首先利用OAS估计量对采样数据做协方差矩阵估计,再对估计协方差矩阵特征值分解,将最大最小特征值之比作为检测统计量,克服了传统MME算法检测门限随采样点大幅波动的缺陷,提高了检测门限的鲁棒性。仿真结果表明,所提算法的检测门限具有鲁棒性,检测性能提高了1 d B~2 d B。     

基于DSP的SMI方法快速实现研究

空时自适应处理(STAP)权值计算有数据域和均方域两种方法,分别以QR分解和样本协方差矩阵求逆(SMI)方法为代表.QR分解方法可以映射到脉动阵上并行实现,但实现复杂且设计成本较高;SMI方法实现则相对简单,但需要对样本协方差矩阵直接求逆.首先考察了不同矩阵求逆方法的内在并行性,基于DSP支持的片内并行技术,提出并实现了SMI方法的单DSP分块并行处理,进一步给出了数值稳定性分析和改善方法,实验结果证明了方法的有效性.     

Asymptotic properties of imperfect repair models and estimation of repair efficiency

The aim of this articles is to study the asymptotic behavior of two imperfect repair models, called Arithmetic Reduction of Intensity and Arithmetic Reduction of Age models. These models have been proposed by Doyen and Gaudoin (Reliab Eng Syst Safe 84 (2004) 45–56) and include many usual virtual age models. First, it is proved that the failure intensity of these models is asymptotically almost surely equivalent to a deterministic increasing function with a cumulative error proportional to a logarithm. Second, the almost sure convergence and asymptotic normality of several estimators of repair efficiency are derived, when the wear‐out process without repair is known. Finally, the coverage rate of the asymptotic confidence intervals issued from those estimators is empirically studied. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

非匹配摄动系统协方差矩阵的定界估计

基于Ｌｙａｐｕｎｏｖ 稳定性理论,在系统矩阵及噪声输入矩阵均存在非匹配摄动的一般情形下,研究随机系统稳态状态协方差的定界估计问题,通过求解两个代数Ｒｉｃｃａｔｉ方程,给出了该协方差矩阵上下界的估计式,并提供了一个说明性算例     

Tests for homogeneity of distributions of component lifetimes from system lifetime data with known system signatures

In this article, we discuss the problem of testing the homogeneity of distributions of component lifetimes based on system lifetime data when the system signatures are known. Both parametric and nonparametric procedures are developed for this problem. For nonparametric testing, the Mann–Whitney‐type statistic is used, and its performance and limitations are discussed. Next, we assume the component lifetimes to follow exponential distributions and then develop different parametric tests. Exact and asymptotic methods are developed based on the method of moments estimators. A Monte Carlo simulation study is used to compare the performance of different parametric procedures with that of the nonparametric procedure. Based on the results of the simulation study, discussions and practical recommendations are made and finally some concluding remarks are provided. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 550–563, 2015     

在线构造Toeplitz矩阵对相干信号DOA估计

针对相干信号源的DOA估计问题,提出了一种基于最大特征矢量在线构造Toeplitz矩阵解相干的方法。通过接收到的数据,实时构造基于最大特征矢量的Toeplitz矩阵来估计相干源的DOA,它无需估计数据的协方差,计算量小,不损失阵列孔径。相比常规的解相干算法,在小快拍和低信噪比情况下,具有更好的估计性能,理论分析和仿真结果验证了该方法的有效性。     

An F approximation for two-parameter weibull and log-normal tolerance bounds based on possibly censored data

An approximation suggested in Mann, Schafer and Singpurwalla [18] for obtaining small-sample tolerance bounds based on possibly censored two-parameter Weibull and lognormal samples is investigated. The tolerance bounds obtained are those that effectively make most efficient use of sample data. Values based on the approximation are compared with some available exact values and shown to be in surprisingly good agreement, even in certain cases in which sample sizes are very small or censoring is extensive. Ranges over which error in the approximation is less than about 1 or 2 percent are determined. The investigation of the precision of the approximation extends results of Lawless [8], who considered large-sample maximum-likelihood estimates of parameters as the basis for approximate 95 percent Weibull tolerance bounds obtained by the general approach described in [18]. For Weibull (or extreme-value) data the approximation is particularly useful when sample sizes are moderately large (more than 25), but not large enough (well over 100 for severely censored data) for asymptotic normality of estimators to apply. For such cases simplified efficient linear estimates or maximum-likelihood estimates may be used to obtain the approximate tolerance bounds. For lognormal censored data, best linear unbiased estimates may be used, or any efficient unbiased estimators for which variances and covariances are known as functions of the square of the distribution variance.     

Recursive weighted least squares estimation algorithm based on minimum model error principle

Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive esti-mation algorithm is insensitive to initial conditions and of good robustness.     

基于改进K-L变换的特征提取技术

在模式识别中,为解决样本增加时,反复使用传统K L变换进行特征提取耗时多的缺点,提出了一种改进的K L变换方法,该方法利用快速递推算法来计算协方差矩阵,并使用矩阵扰动理论来求解协方差矩阵的特征值和特征向量。仿真试验表明该方法在确保计算精度的前提下,大大减少了运算时间。     

基于协方差矩阵估计的稳健Capon波束形成算法

常规Capon波束形成器性能对模型误差或失配非常敏感,尤其是当期望信号包含在训练数据中,导向矢量失配将引起性能急剧下降。为解决这一问题,提出了一种采用干扰噪声协方差矩阵和导向矢量联合估计的稳健波束形成算法。该方法通过对Capon空间谱在非目标信号的方位区域内的积分,实现对干扰噪声协方差矩阵的估计,解决数据协方差矩阵包含有目标信号时引起信号自相消问题;其次为了克服导向矢量失配的影响,通过最大化输出功率,并增加二次型约束防止估计的导向矢量接近于干扰导向矢量,实现对导向矢量的估计。仿真实验表明:该算法能获得近似最优的输出信干噪比,与现有算法相比稳健性更强。     

局部线性估计在半参数条件矩中的应用

半参数方法在计量经济领域有着广泛的应用，但由于其既有参数变量，又有未知函数，因此采用条件矩限制和Sieve方法来得到其参数估计是一个比较好的方法。作为一种非参数回归方法，局部线性估计具有优良的统计特性，因此本文用它来得到条件矩的一个非参数估计，并在此基础上证明了估计参数的一致性和收敛速率。     

运动目标DOA自适应跟踪算法

战场区域移动通信系统中,指挥中心实时地将主波束对准作战分队来波方向,而将其他方向的来波作为干扰置零陷,不仅提高了抗干扰能力,而且还可对作战分队进行定位。这一过程是通过跟踪移动用户信号的波达角(DOA)来实现的,传统的高分辨率DOA估计算法,如MUSIC、ESPRIT等算法,无法实现自适应、实时跟踪,因为它需要对接收信号的协方差矩阵反复进行特征值分解或奇异值分解,计算量大。针对这一问题,引入基于改进的信号子空间自适应跟踪的卡尔曼(Kalman)滤波算法,该算法直接从信号子空间中提取DOA的更新,无需从协方差矩阵中提取。仿真结果表明,该算法不仅降低了运算量,而且可跟踪多用户的DOA。     

On optimal system designs in reliability‐economics frameworks

Reliability Economics is a field that can be defined as the collection of all problems in which there is tension between the performance of systems of interest and their cost. Given such a problem, the aim is to resolve the tension through an optimization process that identifies the system which maximizes some appropriate criterion function (e.g. expected lifetime per unit cost). In this paper, we focus on coherent systems of n independent and identically distributed (iid) components and mixtures thereof, and characterize both a system's performance and cost as functions of the system's signature vector (Samaniego, IEEE Trans Reliabil (1985) 69–72). For a given family of criterion functions, a variety of optimality results are obtained for systems of arbitrary order n. Approximations are developed and justified when the underlying component distribution is unknown. Assuming the availability of an auxiliary sample of N component failure times, the asymptotic theory of L‐estimators is adapted for the purpose of establishing the consistency and asymptotic normality of the proposed estimators of the expected ordered failure times of the n components of the systems under study. These results lead to the identification of ε‐optimal systems relative to the chosen criterion function. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

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。     

Robust adaptive UKF based on SVR for inertial based integrated navigation

Aiming at the problem that the traditional Unscented Kalman Filtering (UKF) algorithm can’t solve the problem that the measurement covariance matrix is unknown and the measured value contains outliers, this paper proposes a robust adaptive UKF algorithm based on Support Vector Regression (SVR). The algorithm combines the advantages of support vector regression with small samples, nonlinear learning ability and online estimation capability of adaptive algorithm based on innovation. Firstly, the SVR model is trained by using the innovation in the sliding window, and the new innovation is monitored. If the deviation between the estimated innovation and the measured innovation exceeds a given threshold, then measured innovation will be replaced by the predicted innovation, and then the processed innovation is used to calculate the measurement noise covariance matrix using the adaptive estimation algorithm. Simulation experiments and measured data experiments show that SVRUKF is significantly better than the traditional UKF, robust UKF and adaptive UKF algorithms for the case where the covariance matrix is unknown and the measured values have outliers.     

一种高机动场景下的单快拍DOA估计算法

针对高机动场景下目标信号样本数据少,常规算法难以获取信号子空间的问题,提出一种基于改进协方差矩阵的单快拍DOA估计算法。所提算法首先对接收的单次采样数据做互相关预处理,利用预处理所得数据重构等效协方差矩阵,再基于MUSIC算法完成相干信号的DOA估计。在不损失阵列孔径的同时,算法保证了谱估计精度。计算机仿真表明,在样本量较小的情况下,所提算法能够有效估计出相干目标信号,较现有算法估计精度有所提高。     

块Toeplitz矩阵低复杂度求逆的卫星导航空时抗干扰算法

采样协方差矩阵求逆是空时抗干扰算法的基本运算单元,但由于其运算量随时域抽头个数急剧增长,直接限制了空时抗干扰技术在卫星导航接收机中的应用。针对该问题,提出了基于块Toeplitz矩阵快速求逆的空时抗干扰方法。通过采用新的协方差矩阵近似计算方法,使得该矩阵同时为块Toeplitz矩阵与Hermite矩阵,并运用块Toeplitz矩阵的快速求逆算法,将时域抽头个数为K的计算复杂度从O[K3]降至O[K2]。理论分析和仿真结果表明,在阵元数为4、时域抽头为15的典型情况下,相比现有矩阵求逆方法,该算法的抗干扰性能损耗小于1d B,但计算量可降低约2/3。     

具有离散时滞与分时时滞的非自治系统的渐近稳定性

研究了一类具有离散时滞与分布时滞的非自治线性系统的渐近稳定性问题，利用Lyaplunov函数方法和线性矩阵不等式（LMI），得到了系统渐近稳定性的一些充分条件，这些条件能够利用线性矩阵不等式（LMIs）表示，且表达式中含有具有时变时滞与分布时滞项，这样，具有时变时滞与分布时滞的非自治线性系统的稳定性就能够通过Matlab的LIM工具箱进行验证。