基于参数稳态判定的两阶段序贯仿真分析策略

两阶段序贯分析方法是仿真(模拟)实验研究中的一种常用方法,它虽然可以通过控制实验给出符合精度要求的结果数据,但以其现有形式有时却无法避免冗余计算的存在和实验过早终止的可能.在回顾了现有终态仿真解算终止策略特点的基础上,分析了所需样本总数的估计值与当前可用样本间的变化关系,提出了一种基于参数稳态判定的改进两阶段序贯方法....     

A new approach for dealing with the startup problem in discrete event simulation

This article proposes a practical, data-based statistical procedure which can be used to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady-state means. We discuss results of experiments designed to choose good parameter values for this procedure, and present results of extensive testing of the procedure on a variety of stochastic models for which partial analytical results are available. The article closes with two illustrations of the application of the procedure to more complex statistical problems which are more representative of the kinds of purposes for which real-world steady-state simulation studies might be undertaken.     

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     

SpaceWire时延抖动的仿真

SpaceWire总线是欧洲空间局为航天应用而设计的一种高速、点对点、全双工的总线网络[1]。时延抖动是表征网络传输性能的关键参数,它度量了端到端的最大传输时延和最小传输时延的差。通过建模仿真,对于某特定应用场景下的SpaceWire总线的时延抖动进行了定量分析和研究。利用Opnet建立仿真模型,通过仿真得出最大传输时延和最小传输时延,从而统计出时延抖动。并且对时延抖动进行定性定量的分析,获得对时延抖动有影响的关键参数。跟据分析结论,提出了改善时延抖动的建议和方法。本文的研究成果对于构建低时延抖动的SpaceWire总线网络提供参考。     

Sensitivity curves for effective project management

A key problem in project management is to decide which activities are the most important to manage and how best to manage them. A considerable amount of literature has been devoted to assigning “importance” measures to activities to help with this important task. When activity times are modeled as random variables, these activity importance measures are more complex and difficult to use. A key problem with all existing measures is that they summarize the importance in a single number. The result is that it is difficult for managers to determine a range of times for an activity that might be acceptable or unacceptable. In this paper, we develop sensitivity curves that display the most useful measures of project performance (in terms of schedule) as a function of an activity's time. The structure of the networks allows us to efficiently estimate these curves for all desired activities, all desired time ranges, and all desired measures in a single set of simulation runs. The resulting curves provide insights that are not available when considering summarized measures alone. Chief among these insights is the ability to identify an acceptable range of times for an activity that will not lead to negative scheduling consequences. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 481–497, 2003     

A robust queueing network analyzer based on indices of dispersion

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows nonrenewal external arrival processes, general service-time distributions and customer feedback. The algorithm is based on a decomposition approximation, where each flow is partially characterized by its rate and a continuous function that measures the stochastic variability over time. This function is a scaled version of the variance-time curve, called the index of dispersion for counts (IDC). The required IDC functions for the external arrival processes can be calculated from the model primitives or estimated from data. Approximations for the IDC functions of the internal flows are calculated by solving a set of linear equations. The theoretical basis is provided by heavy-traffic limits for the flows established in our previous papers. A robust queueing technique is used to generate approximations of the mean steady-state performance at each queue from the IDC of the total arrival flow and the service specification at that queue. The algorithm's effectiveness is supported by extensive simulation studies.     

Bayesian analysis of queues with impatient customers: Applications to call centers

Queuing models have been extensively used in the literature for obtaining performance measures and developing staffing policies. However, most of this work has been from a pure probabilistic point of view and has not addressed issues of statistical inference. In this article, we consider Bayesian queuing models with impatient customers with particular emphasis on call center operations and discuss further extensions. We develop the details of Bayesian inference for queues with abandonment such as the M/M/s + M model (Erlang‐A). In doing so, we discuss the estimation of operating characteristics and its implications on staffing. We illustrate the implementation of the Bayesian models using actual arrival, service, and abandonment data from call centers. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

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     

基于车辆稳态动力学特性的汽车动态轨迹规划

针对高动态环境下驾驶辅助系统（ADAS）的轨迹规划问题,提出基于车辆稳态动力学特性的动态轨迹规划算法。该算法首先在交通车轨迹预估基础上建立搜索空间,接着利用车辆稳态动力学模型作为轨迹发生器,在搜索空间中对轨迹发生器产生的轨迹进行评价,最后根据驾驶意图和优化条件选择最优轨迹。文章采用基于最优加速度预瞄理论的轨迹跟踪算法,建立了七自由度车辆动力学模型,并在Simulink环境下搭建仿真平台,进行超车仿真实验。实验结果表明,本文提出的算法可行、有效。     

Dynamic parameters of multi-cabin protective structure subjected to low-impact load – Numerical and experimental investigations

The dynamic response of a multi-cabin protective structure subjected to impact load directly affects the protective performance of materials; thus, studying the dynamic response and communication law of wave effect of the load plays an important role in the prediction of protective performance. In this study, the protection experiments of box-structure under air- and/or water-medium are conducted, the dynamic response of the structure subjected to low-impact load is analyzed, and the corresponding numerical simulations are analyzed using the theory of finite element method (FEM). Combined with experimental and FEM simulations, the shock strain distribution, acceleration attenuation, and signal energy in defensive materials are determined. Based on the results, the metal structure exhibits good absorption characteristics for shock vibration. Using the experimental data, we also show that the attenuation of shock wave in water medium should be significantly better than that in air medium, and the protective structure should be designed for a combination of water and air mediums. Meanwhile, the numerical simulation can provide a quantitative analysis process for dynamic analysis of defensive materials.     

导弹气动参数变化时PID与模糊控制的仿真

以参数大范围变化的导弹为研究对象,分别设计PID控制器和模糊控制器,并对PID控制器和模糊控制器组成的稳定回路进行仿真,仿真结果表明,PID控制器不能适应参数大范围的变化,表现为容易产生超调。简单模糊控制器对外界参数具有较好的适应性和鲁棒性,但存在稳态误差,通过采取模糊——积分并联混合,改善了模糊控制的稳态性能,提高了模糊控制的稳态精度。     

A worst‐case formulation for constrained ranking and selection with input uncertainty

In this research, we consider robust simulation optimization with stochastic constraints. In particular, we focus on the ranking and selection problem in which the computing time is sufficient to evaluate all the designs (solutions) under consideration. Given a fixed simulation budget, we aim at maximizing the probability of correct selection (PCS) for the best feasible design, where the objective and constraint measures are assessed by their worst‐case performances. To simplify the complexity of PCS, we develop an approximated probability measure and derive the asymptotic optimality condition (optimality condition as the simulation budget goes to infinity) of the resulting problem. A sequential selection procedure is then designed within the optimal computing budget allocation framework. The high efficiency of the proposed procedure is tested via a number of numerical examples. In addition, we provide some useful insights into the efficiency of a budget allocation procedure.     

主动队列管理机制中PI算法的一种参数配置方法

研究了主动队列管理机制中PI控制器的参数配置方法。AQM中PI算法默认的参数以及一些文献提出的参数配置方法主要是从稳定性考虑,没有保证系统的动态性能指标。在控制论中,"二阶最优模型"是具有较好的动态性能和稳态性能的二阶系统。提出了一种PI控制器的参数配置方法,可以使TCP/AQM控制模型的开环传递函数具有"二阶最优模型"的形式。NS仿真结果表明采用该方法配置的参数可以提高PI控制器的动态性能并保证系统的稳态性能。最后指出PI控制器参数配置对网络状态的敏感性,以及今后的研究方向。     

调相信号自动识别的高阶累积量方法

在信号调制类型识别中,在相干、同步条件下实现调制识别是一类比较典型的研究方法,假设已经实现精确的载波同步并已知精确的定时同步信息.先在相干、同步条件下,利用高阶累积量来进行MPSK信号调制类型识别,然后对频率误差和位定时误差对识别算法带来的影响进行了研究.结果表明算法对一定的频差和定时误差具有鲁棒性.     

Scheduling with tool changes to minimize total completion time: A study of heuristics and their performance

The machine scheduling literature does not consider the issue of tool change. The parallel literature on tool management addresses this issue but assumes that the change is due only to part mix. In practice, however, a tool change is caused most frequently by tool wear. That is why we consider here the problem of scheduling a set of jobs on a single CNC machine where the cutting tool is subject to wear; our objective is to minimize the total completion time. We first describe the problem and discuss its peculiarities. After briefly reviewing available theoretical results, we then go on to provide a mixed 0–1 linear programming model for the exact solution of the problem; this is useful in solving problem instances with up to 20 jobs and has been used in our computational study. As our main contribution, we next propose a number of heuristic algorithms based on simple dispatch rules and generic search. We then discuss the results of a computational study where the performance of the various heuristics is tested; we note that the well‐known SPT rule remains good when the tool change time is small but deteriorates as this time increases and further that the proposed algorithms promise significant improvement over the SPT rule. © 2002 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

融合跟踪系统性能的综合评估

首先通过分析融合跟踪系统的性能评估需求,并结合已有性能评估指标,制定出一组相对完备的评估指标.使用时间加权平均的方法,详细描述了各指标的定义及其计算方法;其次,基于该组指标提出了系统性能的模糊综合评价方法,说明了该评价方法的原理及其在融合跟踪系统性能评估中的具体实现.对融合跟踪系统的测试实验表明,指标体系设置合理,评估方法可操作性强.     

Applying a bootstrap approach for setting reorder points in military supply systems

This paper develops and applies a nonparametric bootstrap methodology for setting inventory reorder points and a simple inequality for identifying existing reorder points that are unreasonably high. We demonstrate that an empirically based bootstrap method is both feasible and calculable for large inventories by applying it to the 1st Marine Expeditionary Force General Account, an inventory consisting of $20–30 million of stock for 10–20,000 different types of items. Further, we show that the bootstrap methodology works significantly better than the existing methodology based on mean days of supply. In fact, we demonstrate performance equivalent to the existing system with a reduced inventory at one‐half to one‐third the cost; conversely, we demonstrate significant improvement in fill rates and other inventory performance measures for an inventory of the same cost. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 459–478, 2000     

基于CFD分析的燃气轮机散热器数值仿真

为了改善燃气轮机的散热性能,以国产某型管带式散热器替换ΓТД-1250燃气轮机管片式散热器,建立了管片式和管带式散热器空气侧通道的稳态紊流数学模型,对2种不同类型散热器的阻力特性和表面传热特性进行CFD模拟,模拟结果与试验结果符合较好。数值仿真结果对比表明:散热器的压力降随冷却空气进口速度的增大而增大,且在相同的冷却空气进口流速下,管带式高出管片式散热器空气侧阻力的平均值约3.13%,同时管带式比管片式空气出口温度的平均值高出约6.29%。     

Evaluation of commonly used rules for detecting “steady state” in computer simulation

A definition of the problem of the initial transient with respect to the steady-state mean value has been formulated. A set of criteria has been set forth by which the efficaacy of any proposed rule may be assessed. Within this framework, five heuristic rules for predicting the approximate end of transiency, four of which have been quoted extensively in the simulation literature, have been evaluated in the M/M/1 situation. All performed poorly and are not suitable for their intended use.     

Pairwise model discrimination with applications in lifetime distributions and degradation processes

Reliability data obtained from life tests and degradation tests have been extensively used for purposes such as estimating product reliability and predicting warranty costs. When there is more than one candidate model, an important task is to discriminate between the models. In the literature, the model discrimination was often treated as a hypothesis test and a pairwise model discrimination procedure was carried out. Because the null distribution of the test statistic is unavailable in most cases, the large sample approximation and the bootstrap were frequently used to find the acceptance region of the test. Although these two methods are asymptotically accurate, their performance in terms of size and power is not satisfactory in small sample size. To enhance the small‐sample performance, we propose a new method to approximate the null distribution, which builds on the idea of generalized pivots. Conventionally, the generalized pivots were often used for interval estimation of a certain parameter or function of parameters in presence of nuisance parameters. In this study, we further extend the idea of generalized pivots to find the acceptance region of the model discrimination test. Through extensive simulations, we show that the proposed method performs better than the existing methods in discriminating between two lifetime distributions or two degradation models over a wide range of sample sizes. Two real examples are used to illustrate the proposed methods.