一种基于分组序贯的红外弱小点目标跟踪方法

针对红外序列图像中运动弱小点目标的检测跟踪问题,在多假设跟踪算法(MHT)的基础上提出了一种分组序贯的思想.基于这种思想,给出了一种多组独立检测法.对这种方法进行仿真,并与多级假设检验的截断序贯处理算法进行比较.实验结果证明在相同虚警概率情况下多组独立检测法的检测概率与截断序贯处理算法的检测概率相近,但运算量要远小于后者.     

一种新的火炮武器系统射击精度试验方法

射击精度是反应火炮武器系统性能的最重要技术指标,通过对以往射击精度试验中采用的建立在大子样统计理论基础上的传统评定方法进行了分析,对目前采用的序贯截尾原理和方法进行阐述,并指出前两种方法没有利用验前信息,试验次数和试验风险比较大等缺点,由此提出一种新的贝叶斯截尾序贯检验法。这种小样本统计推断方法的基本思想是充分利用已有的验前信息,实现了多阶段试验信息的综合利用,能够减少试验次数,缩短试验周期,节约试验经费。     

一种改进的指数型序贯抽样检验方法

针对指数型产品的可靠性验收问题,通过分析总结两次序贯概率比检验和序贯网图检验的思想,提出了一种改进的序贯抽样检验方法。通过构造验收风险的马尔可夫链模型,研究了改进的指数型序贯抽样检验方案的风险计算方法。在此基础上,给出了指数型序贯抽样检验方案的制定程序。实例分析表明:改进的指数型序贯抽样检验方案在保证截尾时间的条件下,明显降低了美军标MIL-STD-781C标准方案的验收风险,可以更好地满足双方的风险要求。     

多传感器数据融合系统中的序贯航迹相关算法研究

提出了一种适合于分布式多传感器数据融合的序贯航迹相关算法,对算法进行了仿真,并和最临近法进行了比较。仿真结果表明,该算法性能与传统方法比有很大改善。     

IMM-EKF雷达与红外序贯滤波跟踪机动目标

雷达与红外数据融合能够实现信息互补,改善对目标的跟踪、识别以及提高系统的生存能力.为了解决空中目标高速机动时,单一模型的雷达/红外序贯滤波跟踪发散的问题,提出了一种基于序贯滤波和交互多模型的雷达/红外融合跟踪机动目标的方法,通过在雷达与红外序贯滤波融合中引入交互多模型来跟踪机动目标.仿真结果表明,该方法与基于最优数据压缩的雷达与红外传感器融合跟踪机动目标相比,跟踪精度明显提高,是一种雷达与红外传感器融合跟踪机动目标的有效方法.     

基于序贯对策的舰艇编队多阶段火力分配?

舰艇编队火力分配是海上作战中的重要问题。针对舰艇编队火力分配的动态对抗性,将舰艇编队多阶段火力分配问题形式化为一个攻防对抗的序贯对策问题,基于攻防双方火力单元的存活概率给出双方对抗下的支付函数,建立舰艇编队各阶段火力分配的双矩阵对策模型,通过纳什均衡求解与数学规划的关系,寻求有限次序贯对策中各个阶段对抗的纳什均衡解,进而分析得出攻防对抗中每阶段的最优火力分配策略。最后进行了仿真计算,结果表明该序贯对策方法具有实用性并有一定的推广价值。     

药物效用鉴定的序贯抽样检验方法和条件推导

给出了制定药物效用鉴定的序贯抽样检验方案,对未用的同类药品进行随机抽样,利用抽样结果,对剩下的N-n个样品的性能进行推断,得到判断药品是否失效的抽样方法以及有效的抽样截断方案,在减小抽样量的前提下,准确的判断药物是否有效.并对该序贯抽样性能的优劣与固定样本最优检验方法进行了比较,得到在犯同样错误的前提下,序贯抽样检验的样本量比固定样本最优检验的样本量小的多.     

雷达间歇辅助下雷达红外协同跟踪技术

为了提高作战飞机的隐蔽性,提出了一种基于协方差的机载多传感器管理与辐射控制方法,给出了一种基于扩展卡尔曼滤波和交互多模型的雷达、红外序贯滤波的机载多传感器协同跟踪方法。对利用该方法的机载多传感器目标跟踪性能进行了仿真分析,仿真结果证明了该方法的合理性和有效性。     

给定极小样本量的定量截尾序贯检验法及其应用

对现有截尾序贯检验法作了必要的改进,提出定量截尾序贯检验法。结合导弹命中精度验收试验的工程实际需求,在事先给定几种特小样本量的前提下,针对定量截尾序贯检验法的实际应用展开研究,给出了可应用于实际的检验方案。通过对检验实例的比较分析,说明了方案的优越性。     

序贯滤波在双站无源定位中的应用研究

自卫噪声干扰条件下,制导雷达失去距离信息,无法完成对目标的跟踪任务.双站无源交叉定位是对抗自卫噪声干扰的一种常用手段,但存在计算量大、信息传输延时大等问题.提出双站序贯滤波方法克服交叉定位存在的不足,证明了序贯滤波的可观测性,仿真结果验证了提出算法的正确性.     

Statistical analysis of the output data from terminating simulations

In this paper we precisely define the two types of simulations (terminating and steady-state) with regard to analysis of simulation output and discuss some common measures of performance for each type. In addition, we conclude, on the basis of discussions with many simulation practitioners, that both types of simulations are important in practice. This is contrary to the impression one gets from reading the simulation literature, where the steady-state case is almost exclusively considered. Although analyses of terminating simulations are considerably easier than are those of steady-state simulations, they have not received a careful treatment in the literature. We discuss and give empirical results for fixed sample size, relative width, and absolute width procedures that can be used for constructing confidence intervals for measures of performance in the terminating case.     

Some limiting distributions associated with sequences of multinomial trials

A series of independent trials is considered in which one of k ≥ 2 mutually exclusive and exhaustive outcomes occurs at each trial. The series terminates when m outcomes of any one type have occurred. The limiting distribution (as m → ∞) of the number of trials performed until termination is found with particular attention to the situation where a Dirichlet distribution is assigned to the k vector of probabilities for each outcome. Applications to series of races involving k runners and to spares problems in reliability modeling are discussed. The problem of selecting a stopping rule so that the probability of the series terminating on outcome i is k^?1 (i.e., a “fair” competition) is also studied. Two generalizations of the original asymptotic problem are addressed.     

UKF在反辐射无人机抗目标雷达关机中的应用

基于捷联惯导/反辐射导引头组合抗目标雷达关机制导方案,研究了UKF方法在对目标雷达被动定位中的应用.针对反辐射导引头测角存在非线性特性的特点,提出了一种基于扩展状态变量维数的方法同时实现目标状态估计和导引头非线性特性补偿.仿真结果表明,UKF方法与传统的EKF方法相比具有更高的定位精度.     

一种防空指令修正弹控制模式研究

针对防空指令修正弹的方案设计问题,探讨了一种通过选择弹丸在有控段某点停止控制而恰能完成修正指标的外弹道控制模式,推导了有控弹丸平均侧向速度和剩余飞行时间的估算公式,给出了最佳停控点的确定判据.对上述控制模式进行了仿真计算,得到不同修正条件下的侧偏修正量及攻角曲线.仿真结果表明,该控制模式具有较高的控制精度,侧偏修正最大误差不超过±2.5%,且在该模式下弹丸也可保持飞行稳定.该研究结果可用于指导防空指令修正弹的方案设计.     

A forward network simplex algorithm for solving multiperiod network flow problems

An optimization model which is frequently used to assist decision makers in the areas of resource scheduling, planning, and distribution is the minimum cost multiperiod network flow problem. This model describes network structure decision-making problems over time. Such problems arise in the areas of production/distribution systems, economic planning, communication systems, material handling systems, traffic systems, railway systems, building evacuation systems, energy systems, as well as in many others. Although existing network solution techniques are efficient, there are still limitations to the size of problems that can be solved. To date, only a few researchers have taken the multiperiod structure into consideration in devising efficient solution methods. Standard network codes are usually used because of their availability and perceived efficiency. In this paper we discuss the development, implementation, and computational testing of a new technique, the forward network simplex method, for solving linear, minimum cost, multiperiod network flow problems. The forward network simplex method is a forward algorithm which exploits the natural decomposition of multiperiod network problems by limiting its pivoting activity. A forward algorithm is an approach to solving dynamic problems by solving successively longer finite subproblems, terminating when a stopping rule can be invoked or a decision horizon found. Such procedures are available for a large number of special structure models. Here we describe the specialization of the forward simplex method of Aronson, Morton, and Thompson to solving multiperiod network network flow problems. Computational results indicate that both the solution time and pivot count are linear in the number of periods. For standard network optimization codes, which do not exploit the multiperiod structure, the pivot count is linear in the number of periods; however, the solution time is quadratic.     

Kernel estimation of quantile sensitivities

Quantiles, also known as value‐at‐risks in the financial industry, are important measures of random performances. Quantile sensitivities provide information on how changes in input parameters affect output quantiles. They are very useful in risk management. In this article, we study the estimation of quantile sensitivities using stochastic simulation. We propose a kernel estimator and prove that it is consistent and asymptotically normally distributed for outputs from both terminating and steady‐state simulations. The theoretical analysis and numerical experiments both show that the kernel estimator is more efficient than the batching estimator of Hong 9 . © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

非线性随机动态响应的高效模拟方法

提出了一种分析多自由度非线性系统在随机激励下响应的高效模拟方法。该方法以蒙特卡罗方法为基础,针对动态问题,建立了有效的重要性判别准则,采用俄罗斯轮盘赌与分裂方法来处理响应样本,增加了样本在低失效概率区域出现的几率,提高了模拟效率。通过两个算例表明,该方法操作简单,可以大大地减少计算量,能够适用于实际的工程问题。     

Variations on a cutting plane method for solving concave minimization problems with linear constraints

A cutting plane method for solving concave minimization problems with linear constraints has been advanced by Tui. The principle behind this cutting plane has been applied to integer programming by Balas, Young, Glover, and others under the name of convexity cuts. This paper relates the question of finiteness of Tui's method to the so-called generalized lattice point problem of mathematical programming and gives a sufficient condition for terminating Tui's method. The paper then presents several branch-and-bound algorithms for solving concave minimization problems with linear constraints with the Tui cut as the basis for the algorithm. Finally, some computational experience is reported for the fixed-charge transportation problem.     

应用最大熵谱估计进行导弹系统的仿真模型验证

探讨了导弹系统仿真模型验证的定量方法。依据最大熵谱估计方法分辨力高的特点，分析其近似统计特性，分别给出了两个样本和两个正态总体的一致性检验方法。仿真结果表明，利用最大熵谱估计进行有效性检验是可行的。最后给出了一个应用实例，应用谱估计方法进行寻的制导导弹数字仿真模型验证     

拦截弹测量数据处理的建模与仿真

针对拦截弹上实时测得的带有随机干扰的测量值,讨论了测量数据的建模与处理方法,并结合数据处理过程中所涉及到的阶次的确定、样本数的选取和拐点问题提出数据处理的简化方法。最后给出了一个仿真算例