带约束的线性模型的参数估计及其效率分析

考虑带有齐次线性等式约束的线性模型在设计阵X和约束阵H满足适当条件时,给出了参数的约束LS估计与BLU估计的简洁表达式,较合理地定义了相对于的相对效率e,最后得到了的一个下界。     

加权采样的序列蒙特卡罗滤波技术

在处理非线性滤波问题时,常用的几种通过模型近似或计算近似的滤波方法均在某种特定的情况下具有适用性.近年来随着计算机处理能力的快速发展,提出了序列蒙特卡罗滤波方法,因其在处理复杂的非线性和非高斯问题时表现出强大的潜力而引起广泛关注.详述了序列蒙特卡罗滤波算法的基本思想和原理,对其关键技术进行了归纳分析,并指出了该方法亟待解决的一些难点问题.     

Cooperative interception with fast multiple model adaptive estimation

For the case that two pursuers intercept an evasive target, the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target, which performs a bang For the case that two pursuers intercept an evasive target, the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target, which performs a bang-bang evasive maneuver with a random switching time. Combined Fast multiple model adaptive estimation (Fast MMAE) algorithm, the cooperative guidance law takes detection configuration affecting the accuracy of interception into consideration. Introduced the detection error model related to the line-of-sight (LOS) separation angle of two interceptors, an optimal cooperative guidance law solving the optimization problem is designed to modulate the LOS separation angle to reduce the estimation error and improve the interception performance. Due to the uncertainty of the target bang-bang maneuver switching time and the effective fitting of its multi-modal motion, Fast MMAE is introduced to identify its maneuver switching time and estimate the acceleration of the target to track and intercept the target accurately. The designed cooperative optimal guidance law with Fast MMAE has better estimation ability and interception performance than the traditional guidance law and estimation method via Monte Carlo simulation.     

基于离散模糊动态贝叶斯网络的空战威胁估计

对空战中目标的各个特征因素进行了分析,建立了空战目标威胁估计的离散模糊动态贝叶斯网络模型,并利用离散动态贝叶斯网络的直接推理算法进行了仿真计算.仿真结果表明,该方法得到的推理结果与理论分析完全一致,而且能够将各种并不显著的特征因素进行综合,使得各个特征因素间及不同时间片的同一特征因素相互修正补充.为空战威胁估计提供了一种有效而准确的方法.     

基于贝叶斯方法的大学生学习成绩影响因素分析

本文采用社会科学研究中常用的贝叶斯方法，利用MCMC模拟中的Gibbs抽样技术，分析了新疆大学某学院本科生的学习成绩的影响因素，研究发现，高考分数和地域因素对该系学生的学业影响较大，同时发现地域和高考分数的交互作用对学生学习成绩也具有较明显的影响。为分析新疆大学学生的学习差异提供了科学依据。     

基于攻击树的网络安全事件发生概率评估

为了提高网络安全风险概率预测的准确性,采用攻击树模型作为网络安全事件的描述模型,改进了攻击结点的定义,提出了网络安全事件发生概率的推算方法和攻击路径的分析方法,利用贝叶斯网络方法量化攻击树模型中原子事件结点的发生概率。实例表明该方法科学、客观、有效,为制订安全防护策略提供有力支持。     

稀疏贝叶斯学习框架下的扩展目标雷达关联成像

传统的关联成像方法未考虑复杂扩展目标的结构信息,在高分辨成像时的应用受到限制,为此提出一种自适应结构配对稀疏贝叶斯学习方法。该方法在稀疏贝叶斯学习的框架内针对扩展目标建立一种结构配对层次化高斯先验模型,然后采用变分贝叶斯期望-最大化算法交替进行目标重构和参数优化。该方法将某一信号分量的重构与周围信号分量联系起来,并能在迭代过程中自适应地调整表征各信号分量相关性的参数。实验结果表明,该方法针对扩展目标可以有效地进行高分辨成像。     

时间跨度对GPS坐标序列噪声模型及速度估计影响分析

选取全球范围内72个基准站的坐标序列,采用改进的赤池信息量准则、贝叶斯信息量准则对不同噪声模型组合进行噪声分析,得到基准站坐标序列的最优噪声模型及速度参数,探讨时间序列跨度对噪声模型及速度估计的影响。结果表明,基准站坐标序列噪声模型不能由单一的噪声模型表述,其呈现出多样性特征,主要表现为幂律噪声、高斯马尔科夫噪声、闪烁噪声+白噪声特征,且三坐标分量表现出不同的噪声特性;随着时间跨度的增加,坐标时间序列的最优噪声模型、GPS站速度及其不确定度逐渐由发散趋于收敛,随机游走噪声模型的比重有所增加。结果表明10 a以上的时间跨度是较为理想的噪声模型估计尺度。     

Bayesian selling problem with partial information

We introduce an optimal stopping problem for selling an asset when the fixed but unknown distribution of successive offers is from one of n possible distributions. The initial probabilities as to which is the true distribution are given and updated in a Bayesian manner as the successive offers are observed. After receiving an offer, the seller has to decide whether to accept the offer or continue to observe the next offer. Each time an offer is observed a fixed cost is incurred. We consider both the cases where recalling a past offer is allowed and where it is not allowed. For each case, a dynamic programming model and some heuristic policies are presented. Using simulation, the performances of the heuristic methods are evaluated and upper bounds on the optimal expected return are obtained. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

机动目标跟踪的非线性算法

卡尔曼滤波器对线性高斯滤波问题能提供最优解, 而对目标运动模型、观测方程等要求的非线性就不再适合,提出了一种机动目标自适应非线性粒子滤波算法-" 粒子滤波器"(Particle Filters PF)法, 这种方法不受线性化误差和高斯噪声假定的限制,适用于任何状态转换或测量模型, 分析比较了粒子滤波(PF)与扩展卡尔曼滤波算法(EKF) 的滤波精度、运算量等方面指标.给出了基于典型非线性模型的算法仿真, 仿真结果表明粒子滤波新方法优于EKF对机动目标跟踪.