Replicated batch means for steady‐state simulations

This paper studies a new steady‐state simulation output analysis method called replicated batch means in which a small number of replications are conducted and the observations in these replications are grouped into batches. This paper also introduces and compares methods for selecting the initial state of each replication. More specifically, we show that confidence intervals constructed by the replicated batch means method are valid for large batch sizes and derive expressions for the expected values and variances of the steady‐state mean and variance estimators for stationary processes and large sample sizes. We then use these expressions, analytical examples, and numerical experiments to compare the replicated batch means method with the standard batch means and multiple replications methods. The numerical results, which are obtained from an AR(1) process and a small, nearly‐decomposable Markov chain, show that the multiple replications method often gives confidence intervals with poorer coverage than the standard and replicated batch means methods and that the replicated batch means method, implemented with good choices of initialization method and number of replications, provides confidence interval coverages that range from being comparable with to being noticeably better than coverages obtained by the standard batch means method. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

多传感器参数融合研究

防空导弹武器系统为了适应“网络中心战”,对多传感器参数融合进行了研究。给出了同时间点参数融合的加权最小二乘法与不同时间点参数融合的Kalman综合滤波法。对于各方法的性能,不仅进行了简要的理论分析,还给出了仿真实验的数据结果。理论分析与仿真实验都证明了这2种方法具有优异性能。     

交会对接中雷达测量信息的最优估计

基于目标飞行器与追踪飞行器交会对接这一应用背景,对于追踪飞行器上交会雷达对目标飞行器的原始测量信息(斜距、方位角、俯仰角,甚至径向速度),通过建立适当的目标模型以及观测方程,很好地对2个飞行器的非线性相对运动规律、追踪飞行器绕地球高动态旋转特性、追踪飞行器姿态偏差进行了补偿或修正,实现了最优估计,并通过仿真进行了验证。     

面向决策的一体化建模方法及其在兵力筹划中的应用

在对军事决策问题的主要特点进行分析的基础上,提出从军事概念模型到数学模型再到定性推理模型的一体化建模思想.以空军航空兵遂行直接航空火力支援任务为想定背景,根据EATI模板,利用基于UML的Rose工具依次对想定任务的实体、任务、交互等进行分析;对于兵力筹划中的结构化问题建立了机会约束多目标规划数学模型;对于非结构化问题则构造了推理机,推理机体现了定量与定性相结合的决策分析思想.最后,以一个实例验证文章思路的可行性.     

钢质油罐底板腐蚀概率估计

针对钢质油罐底板腐蚀,首先分析了油罐底板腐蚀工程检测数据的特点和腐蚀试验数据统计分析理论;然后针对工程检测信息不完全的特性,以最大腐蚀深度的预测估计为目标,建立了以轻微腐蚀面积估计来实现腐蚀概率修正估计的模型;最后利用广州等地27个罐约900条检测数据估计了油罐底板的最大腐蚀深度。其最大相对误差小于45%,约80%的相对误差优于30%。     

针对自适应滤波的组网雷达欺骗干扰优化策略

针对组网雷达系统在跟踪目标发生机动时采用自适应滤波来估计目标状态的特点,在点迹融合数据处理结构的组网雷达基础上提出了一种欺骗干扰优化策略.根据状态和量测方程描述了组网雷达跟踪目标的模型,同时建立了跟踪机动目标的自适应滤波模型.在此基础上,建立了欺骗干扰模型,并在目标机动检测约束下,推导了虚假目标欺骗干扰对于组网雷达融合...     

基于话题模型的专家发现方法

专家发现是实体检索的一个重要方面。经典的专家发现模型建立在专家与词项的条件独立性假设基础上。在实际应用中该假设通常不成立,使得专家发现的效果不够理想。本文提出了一种基于话题模型的专家发现方法,该方法无需依赖候选专家与词项的条件独立性假设,且其可操作性比经典模型更强。同时,使用了一种排序截断技术,该技术极大地降低了模型的计算复杂度。使用CERC(CSIRO Enterprise Research Collection)数据集对模型的性能进行评估。实验结果表明,基于话题模型的专家发现方法在各个评价指标上均优于经典的专家发现模型,能够有效地提高专家发现的效能。     

基于ARMA辨识的色噪系统状态参数鲁棒估计

实际环境中观测系统的噪声,同时存在着白噪、色噪声和尖点噪声的影响.已有的研究都仅考虑白噪或色噪声,首次将实际系统中可能出现的所有噪声纳入观测方程,推导出统一的带白噪形式的观测方程.新观测方程在色噪声ARMA辨识基础上,可以直接用于传统的卡尔曼滤波算法,避免了扩维滤波.于是状态参数的稳健估计归结为ARMA参数的辨识.重点研究了自由参数选取与输入噪声之间的关系,将鲁棒支持向量回归机的优化问题转换成最大后验估计问题,为合理选择自由参数提供了理论依据.仿真结果验证了新算法的有效性.     

四阶累积量的MIMO雷达角度估计算法

针对色噪声环境下的MIMO雷达目标角度估计问题,提出一种新的参数估计算法.通过计算MIMO雷达接收数据的四阶累积量,并对构造出的累积量矩阵进行特征分解,结合MUSIC算法和ESPRIT算法实现了雷达目标的角度估计.在保证阵元扩展能力和目标分辨力的基础上进行了低复杂度改进,去掉了冗余信息,实现了目标参数的有效估计;同时由于采用四阶累积量,提高了算法抑制高斯噪声的能力,更利于工程应用.最后计算机仿真结果证实了算法的有效性和可行性.     

Comparison between constant‐stress and step‐stress accelerated life tests under Time Constraint

By running life tests at higher stress levels than normal operating conditions, accelerated life testing (ALT) quickly yields information on the lifetime distribution of a test unit. The lifetime at the design stress is then estimated through extrapolation using a regression model. In constant‐stress testing, a unit is tested at a fixed stress level until failure or the termination time point of test, whereas step‐stress testing allows the experimenter to gradually increase the stress levels at some prefixed time points during the test. In this work, the optimal k‐level constant‐stress and step‐stress ALTs are compared for the exponential failure data under complete sampling and Type‐I censoring. The objective is to quantify the advantage of using the step‐stress testing relative to the constant‐stress one. Assuming a log‐linear life–stress relationship with the cumulative exposure model for the effect of changing stress in step‐stress testing, the optimal design points are determined under C/D/A‐optimality criteria. The efficiency of step‐stress testing to constant‐stress one is then discussed in terms of the ratio of optimal objective functions based on the information matrix. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2013