基于球坐标系下BLUE滤波的IMM算法

针对机动目标跟踪中常见的量测转换问题,提出了一种基于球坐标系下最优线性无偏估计滤波的交互多模型算法。该算法的核心思想是将最优线性无偏估计滤波作为交互多模型中的基本滤波,完成对机动目标的跟踪。在仿真试验中,将该算法与基于扩展卡尔曼滤波的交互多模型算法进行比较,结果表明该算法有效地抑制了扩展卡尔曼滤波中常见的滤波发散问题,并且提高了跟踪的精度,具有较好的实用性。     

一种针对基因识别的GHMM简化算法

广义隐Markov模型是计算机基因识别的一种重要模型,它克服了传统隐Markov模型的状态段长成几何分布的缺陷,更加适合于计算机基因识别。其缺点在于计算量大,需要采用有效的简化算法。利用基因的结构特点,在不附加额外限制条件的情况下,提出了一种新的简化算法,其计算复杂度是序列长度的线性函数。对实际生物序列数据的测试结果表明了此简化算法的有效性。     

Extensions and reductions in the von neumann model of an expanding economy

This paper introduces an extension of the v. Neumann model of an expanding economy. In addition to the conventional nonnegative input and output matrices A₁, B₁ representing technology, two matrices A₂, B₂ represent socio-political evaluations and show that there exist solutions to the 4-matrix model. The proof is based on an extension of a constructive proof given by O. Morgenstern and G. L. Thompson. It is shown that this proof is valid only under an additional assumption. The transformation of v. Neumann models (taking consumption into account) into 1 or 2 games is shown and adds an additional condition to M. Morishima's model to guarantee a solution. The equivalence of the v. Neumann model to a maximization problem under a (efficiency) constraint is presented. It is shown that E. Malinvaud's maximality and efficiency criterion - if based on the same assumptions (model) - are equivalent and specify the assumptions which will make the MT-model efficient. The economic evaluation is considered to be of utmost importance.     

Many‐server loss models with non‐poisson time‐varying arrivals

This article proposes an approximation for the blocking probability in a many‐server loss model with a non‐Poisson time‐varying arrival process and flexible staffing (number of servers) and shows that it can be used to set staffing levels to stabilize the time‐varying blocking probability at a target level. Because the blocking probabilities necessarily change dramatically after each staffing change, we randomize the time of each staffing change about the planned time. We apply simulation to show that (i) the blocking probabilities cannot be stabilized without some form of randomization, (ii) the new staffing algorithm with randomiation can stabilize blocking probabilities at target levels and (iii) the required staffing can be quite different when the Poisson assumption is dropped. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 177–202, 2017     

新条件下Fourier级数L~p可积性的研究

小样本多元数据分析和数据压缩、编码等是装备维修与故障分析中的常用技术,这些技术的理论研究常常归结到用函数的Fourier系数刻画可积函数类问题。研究了正弦级数和余弦级数属于Lp函数类的条件,建立了在NBVS假设条件下的判别准则,推广了已有结果。     

They protect us,but are they using protection? The potential impact of HIV on the South African Police Service

The drivers of HIV/AIDS in the South African Police Service (SAPS) and impact of the disease on this workforce are neglected areas of research. Existing evidence suggests that while the occupational risk for contracting HIV is low, there are factors associated with the profession that, if left unmanaged, place police officers at risk of contracting HIV. This study's two aims are to identify the potential pathways of HIV infection within policing services and determine the probable impact of HIV/AIDS on SAPS. Through a systematic literature review on HIV/AIDS within police services, and by analysing selected SAPS human resource data, the causal pathways and impact of HIV/AIDS on police services are explored. The study finds that police officers (particularly male officers) are likely to be highly susceptible to HIV infection as a result of risky sexual behaviours born out of occupational characteristics such as high levels of stress, difficult working conditions, living away from home and interactions with sex workers. The problem is exacerbated by the ‘macho’ culture that often prevails among police officers. HIV/AIDS interventions within SAPS must focus on sustained behaviour change. Further, HIV programmes must equip officers with the knowledge and awareness to avoid engaging in high-risk sexual practices that may compromise their health and the effectiveness of the policing service.     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

The probability of survival of a subterranean target under mtensive attack

This paper deals with the analysis of a model for studying the probability of survival of a subterranean target under an intensive attack. Most of the analysis is based on the assumption that the explosions are circularly distributed about the target and that the number of explosions is known. In the last two sections it is shown what effect a relaxation of these assumptions has on the probability of survival of the target.     

Planning accelerated life tests for censored two‐parameter exponential distributions

We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999     

Solution algorithms for the parallel replacement problem under economy of scale

We consider the parallel replacement problem in which machine investment costs exhibit economy of scale which is modeled through associating both fixed and variable costs with machine investment costs. Both finite- and infinite-horizon cases are investigated. Under the three assumptions made in the literature on the problem parameters, we show that the finite-horizon problem with time-varying parameters is equivalent to a shortest path problem and hence can be solved very efficiently, and give a very simple and fast algorithm for the infinite-horizon problem with time-invariant parameters. For the general finite-horizon problem without any assumption on the problem parameters, we formulate it as a zero-one integer program and propose an algorithm for solving it exactly based on Benders' decomposition. Computational results show that this solution algorithm is efficient, i.e., it is capable of solving large scale problems within a reasonable cpu time, and robust, i.e., the number of iterations needed to solve a problem does not increase quickly with the problem size. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 279–295, 1998     

A guarantee rate optimization model for wastewater treatment system design under uncertainty

We consider a design problem for wastewater treatment systems that considers uncertainty in pollutant concentration levels at water sources. The goal is to optimize the selection of treatment technologies and pipeline connections, so that treated wastewater can achieve specified effluents discharge limits as well as possible. We propose a new two-stage model to optimize a set of guarantee levels, that is, the maximum concentration level of source pollutants for which treated wastewater can be compliant with discharge limits. In the first stage, treatment technologies and pipeline connections are selected. In the second stage, when pollutant concentration levels are revealed, wastewater distribution and mixing are determined. A key attractiveness of the proposed guarantee rate optimization model is that it can be simplified into a single-stage mixed-integer linear program. In our numerical experiments based on real-world pollutants data, the guarantee rate model demonstrates its advantages in terms of computational efficiency, scalability and solution quality, compared with the standard probability maximization model. Finally, the methodology proposed in this paper can also be applied to other two-stage problems under uncertainty with similar uncertainty characteristics.     

存在工作历程产品的加速寿命试验统计分析

加速寿命试验(ALT)可在较短时间内获得产品的寿命及可靠性信息.利用ALT对产品的剩余寿命进行评估时,常常将已工作过的产品进行抽样并投入试验,在这一类样本的ALT数据统计分析时如何处理初始工作时间,成为ALT应用中的一个重要问题.工程实际中评估此类样本的剩余寿命时常常忽略初始工作时间,将其视为"用后如新"或"无记忆性"产品.但此假设必须以产品寿命服从指数分布为前提,而大部分机电产品的寿命服从Weibull分布,因而该方法在应用时必然会产生较大误差.针对这一问题提出了一种新的基于时间折算的ALT数据统计分析方法,并利用Monte Carlo仿真对其估计特性进行对比研究,结果表明此方法能有效评估存在初始工作历程产品的剩余寿命,估计精度优于原方法.     

On fair designs of cross-chain exchange for cryptocurrencies via Monte Carlo simulation

Cryptocurrency is one of the earliest and the most successful applications of blockchain, and it utilizes the distributed ledger, which is a commonly used technique in blockchain, to make a decentralized transaction within the blockchain of a cryptocurrency. However, how to make a decentralized transaction of cryptocurrencies between parties on different blockchains, that is, the cross-chain exchange, is not well-studied. In this paper, we develop a new method to make cross-chain exchanges based on the classical atomic swap. We first study the optionality embedded into the atomic swap and propose to add a premium into the atomic swap, and then design a new procedure with the premium to guarantee the fairness of the cross-chain exchange. We also provide an algorithm based on the least-squares Monte Carlo method to estimate the premium and analyze the convergence of the algorithm. Moreover, we study the cross-chain exchange with margin trading. We propose an adapted exchange procedure to make a fair cross-chain exchange and an algorithm to estimate the fair premium under the margin trading. Numerical experiments are provided to show the effectiveness of the algorithms.     

面向任务的作战数据保障能力评估方法与工具

作战数据保障为部队的指挥决策和作战行动提供数据服务,是确保精确指挥和精确打击的重要措施。提出面向任务的作战数据保障能力评估过程,建立作战数据保障能力评估指标体系,研究了作战数据保障能力的指标量化分析方法,开发相应的评估工具。该工具支持指标体系编辑、指标量化和数据采集等功能,为作战数据保障能力评估提供了有效的支持。     

Total optimality of incrementally optimal allocations

This paper considers the problem of finding optimal solutions to a class of separable constrained extremal problems involving nonlinear functionals. The results are proved for rather general situations, but they may be easily stated for the case of search for a stationary object whose a priori location distribution is given by a density function on R, a subset of Euclidean n-space. The functional to be optimized in this case is the probability of detection and the constraint is on the amount of effort to be used Suppose that a search of the above type is conducted in such a manner as to produce the maximum increase in probability of detection for each increment of effort added to the search. Then under very weak assumptions, it is proven that this search will produce an optimal allocation of the total effort involved. Under some additional assumptions, it is shown that any amount of search effort may be allocated in an optimal fashion.     

Online process mean estimation using L1 norm exponential smoothing

A basic assumption in process mean estimation is that all process data are clean. However, many sensor system measurements are often corrupted with outliers. Outliers are observations that do not follow the statistical distribution of the bulk of the data and consequently may lead to erroneous results with respect to statistical analysis and process control. Robust estimators of the current process mean are crucial to outlier detection, data cleaning, process monitoring, and other process features. This article proposes an outlier‐resistant mean estimator based on the L₁ norm exponential smoothing (L₁‐ES) method. The L₁‐ES statistic is essentially model‐free and demonstrably superior to existing estimators. It has the following advantages: (1) it captures process dynamics (e.g., autocorrelation), (2) it is resistant to outliers, and (3) it is easy to implement. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

武器系统模糊寿命周期费用模型

武器系统的寿命周期费用建模较多采用参数法,而参数法中最常用的是最小二乘回归.考虑费用统计数据的模糊性,提出用模糊最小二乘回归来建立武器系统模糊寿命周期费用模型,并结合实例对武器系统寿命周期费用进行了分析.结果表明,这种方法能达到令人满意的拟合精度,具有实用价值.     

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.