Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

空域频域不确定条件下电磁探测卫星规划方法研究

电磁探测卫星对区域目标的覆盖搜索在反恐及海上搜救等领域发挥着重要作用.针对电磁探测卫星区域搜索任务中存在的空域频域不确定性,构建了电磁探测卫星区域搜索问题(EDSASP)中不确定因素的量化描述模型及决策要素模型,提出了基于贝叶斯决策的电磁卫星任务规划方法,并以信息探测收益和前端截获收益为优化目标,建立了空域频域不确定条...     

基于随机有限集理论的多传感器目标联合检测跟踪算法

针对杂波环境中的目标检测跟踪问题,提出一种基于随机有限集理论的多传感器目标联合检测跟踪算法。算法将目标状态和量测描述为随机集合,建立考虑目标出现、目标保持、目标消失等情况的目标状态随机有限集模型,以及考虑漏检和虚警的多传感器量测随机有限集模型。将目标的联合检测跟踪问题构建为目标状态集合的贝叶斯最优估计问题,并基于随机有限集理论对该贝叶斯估计算法的递推表达式进行严格理论推导。采用序贯蒙特卡罗技术实现算法的递推滤波。仿真结果验证了该算法的有效性以及算法相对于传统基于数据关联算法的性能优势。     

应力-强度模型的Bayes可靠性分析

当应力、强度分别服从于正态分布、指数分布和Weibull分布时 ,分析了应力 -强度模型的可靠性评估 ,着重讨论了无信息验前下的Bayes可靠性评估。仿真结果表明 ,无信息验前下的评估结论可以很好地用频率学派的观点来解释。     

验前分布的稳健性

研究Bayes统计分析中运用验前信息的稳健性 ,给出了正态分布期望值验前分布和指数寿命型分布失效率验前分布的稳健性分析。所论方法对于飞行器系统试验的精度分析和可靠性评估 ,具有较普遍的意义     

密集回波环境下的一种交互式多模型算法

利用神经网络算法对基于机动目标“当前”统计模型的均值和方差自适应滤波算法进行修改 ,提高该算法的性能 ;然后与匀速模型交互作用 ,利用概率数据关联处理密集回波环境下机动目标的跟踪问题 ,这样既保持了对强机动目标的跟踪性能 ,同时又提高了对弱机动目标的跟踪精度。仿真结果证明该算法确为一种非常有效的方法     

利用验前信息时，飞行器试验鉴定技术研究—— 一次现场试验下的精度鉴定方法

研究了具有验前信息下的飞行器落点精度的鉴定问题,适用于只作一次现场飞行试验的情况。文中给出了鉴定方案,并进行了风险计算和信度分析。对于一次试验结果与验前信息的一致性．给出了验证方法。本文所提供的理论方法,可用于一般武器装备系统的试验定型和鉴定。     

确定舰艇备件携带量的贝叶斯方法

本文针对一些舰艇的小子样特点,推出了确定其备件携带量的贝叶斯方法。     

Dynamic learning,pricing, and ordering by a censored newsvendor

We address the problem of determining optimal ordering and pricing policies in a finite‐horizon newsvendor model with unobservable lost sales. The demand distribution is price‐dependent and involves unknown parameters. We consider both the cases of perishable and nonperishable inventory. A very general class of demand functions is studied in this paper. We derive the optimal ordering and pricing policies as unique functions of the stocking factor (which is a linear transformation of the safety factor). An important expression is obtained for the marginal expected value of information. As a consequence, we show when lost sales are unobservable, with perishable inventory the optimal stocking factor is always at least as large as the one given by the single‐period model; however, if inventory is nonperishable, this result holds only under a strong condition. This expression also helps to explain why the optimal stocking factor of a period may not increase with the length of the problem. We compare this behavior with that of a full information model. We further examine the implications of the results to the special cases when demand uncertainty is described by additive and multiplicative models. For the additive case, we show that if demand is censored, the optimal policy is to order more as well as charge higher retail prices when compared to the policies in the single‐period model and the full information model. We also compare the optimal and myopic policies for the additive and multiplicative models. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

多源信息的Bayes融合精度鉴定方法

为了合理运用多种验前信息 ,文中首先引入了验前信息的可信度的概念 ,由此论述了验前信息与现场试验信息的融合方法 ,给出了多源信息下的Bayes精度鉴定方案。最后以实例说明鉴定方案的运用。