An approximation for the waiting time distribution in single server queues

Single server queues with general interarrival and service times are approximated by queues with two-point (Bernoulli) interarrival times and exponential service times. The parameters are chosen such that the first four moments of the difference of the service times and interarrival times in the approximating system equal those of the original system. The aptness of the approximation is discussed and some examples are presented comparing the exact and approximate waiting time distributions. A more complicated approximation is presented using the dual system (exponential arrivals, Bernoulli service) for those cases where the original approximation cannot be used.     

M/M/1 queues with interdependent arrival and service processes

We study via simulation an M/M/1 queueing system with the assumption that a customer's service time and the interarrival interval separating his arrival from that of his predecessor are correlated random variables having a bivariate exponential distribution. We show that positive correlation reduces the mean and variance of the total waiting time and that negative correlation has the opposite effect. By using spectral analysis and a nonparametric test applied to the sample power spectra associated with certain simulated waiting times we show the effect to be statistically significant.     

Power series expansions for the distribution and mean value function of a geometric process with Weibull interarrival times

The geometric process is considered when the distribution of the first interarrival time is assumed to be Weibull. Its one‐dimensional probability distribution is derived as a power series expansion of the convolution of the Weibull distributions. Further, the mean value function is expanded into a power series using an integral equation. © 2014 Wiley Periodicals, Inc. Naval Research Logistics, 61: 599–603, 2014     

An integral equation for the second moment function of a geometric process and its numerical solution

In this article, an integral equation satisfied by the second moment function M₂(t) of a geometric process is obtained. The numerical method based on the trapezoidal integration rule proposed by Tang and Lam for the geometric function M(t) is adapted to solve this integral equation. To illustrate the numerical method, the first interarrival time is assumed to be one of four common lifetime distributions, namely, exponential, gamma, Weibull, and lognormal. In addition to this method, a power series expansion is derived using the integral equation for the second moment function M₂(t), when the first interarrival time has an exponential distribution.     

Estimation in single server queues

Moment and maximum likelihood estimates (m.l.e.'s) arc investigated for nonparametric and parametric models for a single server queue observed over a random time horizon, namely, up to the nth departure epoch. Also. m.l.e's of the mean interarrival time and mean service time in anM/M/1 queue observed over a fixed time-interval are studied Limit distributions of these estimates are obtained Without imposing steady state assumptions on the queue-size or waiting time processes.     

On queues with dependent interarrival and service times

AnM/G/1 queueing system is studied in which the service time required by a customer is dependent on the interarrival time between his arrival and that of his predecessor Assuming the two variables are “associated,” we prove that the expected delay in this system is less than or equal to than of a conventional M/G/1 queue This conclusion has been verified via simulation by Mitchell and Paulson [9] for a special class of dependent M/M/1 queue. Their model is a special case of the one we consider here. We also study another modified GI/G/1 queue. where the arrival process and/or the service process are individually “associated”.     

Shock model in Markovian environment

A Markov modulated shock models is studied in this paper. In this model, both the interarrival time and the magnitude of the shock are determined by a Markov process. The system fails whenever a shock magnitude exceeds a pre‐specified level η. Nonexponential bounds of the reliability are given when the interarrival time has heavy‐tailed distribution. The exponential decay of the reliability function and the asymptotic failure rate are also considered for the light‐tailed case. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

用于目标跟踪的自适应广义调频波形设计算法

提出了一种用于雷达目标跟踪的自适应广义调频波形设计算法。该算法根据跟踪器的动态需求,以广义调频信号为样板波形自适应设计下一时刻的发射波形,其目的是使预测的目标跟踪均方误差最小化,并假定高信噪比条件,且目标跟踪运动模型和观测模型均为线性。利用与某一波形相对应的克拉美-罗下限(CRLB)以及卡尔曼滤波器,通过最小化预测的跟踪均方误差来实现广义调频波形的自适应设计。仿真结果表明:在信噪比相同的情况下,与使用固定参数、自适应参数的线性调频波形设计算法相比,所提出的算法能够获得更低的目标跟踪均方误差。     

Technical note: Traffic intensity estimation

This note examines estimation of the traffic intensity in an M/G/1 queue. We show that the ratio of sample mean service times to the sample mean interarrival times has undesirable sampling properties. To remedy this, two alternative estimators are introduced. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Two novel critical shock models based on Markov renewal processes

In this paper, we investigate systems subject to random shocks that are classified into critical and noncritical categories, and develop two novel critical shock models. Classical extreme shock models and run shock models are special cases of our developed models. The system fails when the total number of critical shocks reaches a predetermined threshold, or when the system stays in an environment that induces critical shocks for a preset threshold time, corresponding to failure mechanisms of the developed two critical shock models respectively. Markov renewal processes are employed to capture the magnitude and interarrival time dependency of environment-induced shocks. Explicit formulas for systems under the two critical shock models are derived, including the reliability function, the mean time to failure and so on. Furthermore, the two critical shock models are extended to the random threshold case and the integrated case where formulas of the reliability indexes of the systems are provided. Finally, a case study of a lithium-ion battery system is conducted to illustrate the proposed models and the obtained results.     

全球导航卫星系统接收机的复信号自适应陷波干扰抑制

为提高全球导航卫星系统接收机抑制带内窄带干扰的能力,提出一种采用复系数自适应陷波器的时域滤波干扰抑制方法。在数字基带通过自适应算法调整复数滤波器的频率参数,以实时检测和跟踪窄带干扰的中心频率。仿真结果表明,该方法可以快速、有效地抑制固定频率的窄带干扰和线性调频干扰,提高接收机在干扰条件下的捕获性能。其干扰抑制性能优于实系数自适应陷波器的干扰抑制方法。     

敷设气囊的充水圆柱壳的声辐射特性

为降低充水圆柱壳受内部点声源激励时的水下辐射噪声,在其外壳上敷设气囊,形成气囊圆柱壳。为指导气囊圆柱壳的设计,将充水裸圆柱壳和充水气囊圆柱壳分别简化为单、双层无限长隔板。比较隔板、气体与水的波阻抗,分析气体声速与层厚对双层无限长隔板在平面声波入射时的低频声辐射的影响机理。分析表明,声速小的气体和适当的气层厚度可以降低双层障板的辐射噪声。采用声无限元法计算气囊圆柱壳的水下声辐射,结论与对隔板的机理分析吻合。优化设计出的充水CO2气囊圆柱壳的水下辐射声功率与远场辐射声压明显低于充水裸圆柱壳。     

在线测量精密机床和加工工件直线度的新方法——优化误差分离法（OEST)

目前,运用多传感器对工件和精密机床的直线度进行在线测量的方法有ＳＴＰ法、ＳＴＲＰ法和ＦＳＴＰ法等。由于受到传感器相邻间隔距离的限制,这些方法往往只适合于长工件的在线测量。本文推荐的新方法──优化误差分离法（ＯＥＳＴ）可以用于短工件中的测量,它是基于频域分析和时域优化搜索的原理,可以克服频域变换中出现的边缘失效问题以保证频域变换的正确性。本文还介绍了计算机仿真和实际测量实验的结果,并验证了该方法的可行性和正确性。     

New maximum entropy methods for modeling lifetime distributions

This article introduces two new maximum entropy (ME) methods for modeling the distribution of time to an event. One method is within the classical ME framework and provides characterizations of change point models such as the piecewise exponential distribution. The second method uses the entropy of the equilibrium distribution (ED) for the objective function and provides new characterizations of the exponential, Weibull, Pareto, and uniform distributions. With the same moment constraints, the classical ME and the maximum ED entropy algorithms generate different models for the interarrival time. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 427–434, 2014     

A class of inventory models with customer impatience

Classical inventory models generally assume either no backlogging of demands or unlimited backlogging. This paper treats the case wherein backlogged customers are willing to wait for a random period of time for service. A broad class of such models is discussed, with a more complete analysis performed on a simple subclass. Steady state equations are derived and solved assuming exponentially distributed interarrival times of customers, order delivery lead times, and customer patience.     

Algorithms for solving the conditional covering problem on paths

Consider the conditional covering problem on an undirected graph, where each node represents a site that must be covered by a facility, and facilities may only be established at these nodes. Each facility can cover all sites that lie within some common covering radius, except the site at which it is located. Although this problem is difficult to solve on general graphs, there exist special structures on which the problem is easily solvable. In this paper, we consider the special case in which the graph is a simple path. For the case in which facility location costs do not vary based on the site, we derive characteristics of the problem that lead to a linear‐time shortest path algorithm for solving the problem. When the facility location costs vary according to the site, we provide a more complex, but still polynomial‐time, dynamic programming algorithm to find the optimal solution. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

On a large sample test for the traffic intensity in GI|G|s queue

A large sample test based on normal approximation for the traffic intensity parameter ρ in the cases of single and multiple-server queues has been proposed. The test procedure is developed without imposing steady-state assumptions and is applicable to queueing systems with general interarrival and service-time distributions.     

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...     

突袭敌方指挥所兵力需求仿真

甲方以特种部队突袭乙方师(旅)指挥所的行动是未来渡海登岛作战中的重要内容,能大大加快战役进程.战前通过侦察已知对方实力,通过作战模拟的方法确定规定时间内完成任务所需派遣特种部队的规模有决定性意义.采用指数-Lanchester理论模拟作战过程,在考虑气象、士气因素对作战过程影响的基础上,以甲方在消灭乙方50%有生力量后作战结束,通过MATLAB7 0仿真工具得出在一定的作战想定条件下甲方需要投入兵力的综合战斗力指数.     

基于星载照射源的被动SAR系统时频同步误差影响分析

时间和频率同步问题是基于星载照射源的被动SAR系统的关键技术之一。为了研究时、频同步误差对其成像的影响,针对系统工作特性,分析了时、频同步误差的产生机理,建立了时、频同步误差模型,并利用二阶距离模型和RD成像算法,建立了完整的时、频同步误差到成像结果的传递模型,仿真验证了理论分析的准确性。理论推导和仿真计算结果指出了基于星载照射源的被动SAR系统对时间同步和频率同步的精度要求。分析结论对于指导基于星载照射源的被动SAR系统设计及同步方法研究具有重要意义。