On‐line parameter estimation for a partially observable system subject to random failure

In this paper, we study the on‐line parameter estimation problem for a partially observable system subject to deterioration and random failure. The state of the system evolves according to a continuous time homogeneous Markov process with a finite state space. The system state is not observable, except for the failure state. The information related to the system state is available at discrete times through inspections. A recursive maximum likelihood (RML) algorithm is proposed for the on‐line parameter estimation of the model. The RML algorithm proposed in the paper is considerably faster and easier to apply than other RML algorithms in the literature, because it does not require projection into the constraint domain and calculation of the gradient on the surface of the constraint manifolds. The algorithm is illustrated by an example using real vibration data. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于GA-ML-PMHT的多基站无源协同定位方法

针对无源协同定位系统中低可观测目标的航迹初始及维持问题,提出一种基于遗传算法的极大似然概率多假设的多基站无源协同定位方法。首先,建立多基站无源协同定位系统数学模型。其次,提出基于极大似然概率多假设的无源协同定位航迹初始算法,并首次利用遗传算法解决极大似然概率多假设中的优化求解问题,以提高目标检测跟踪性能。最后,通过滑窗法实现航迹维持。仿真结果表明,所提方法能够有效解决多基站无源协同定位系统中低可观测目标的航迹初始及维持问题。     

Bayesian inference based on partial monitoring of components with applications to preventive system maintenance

Consider a binary, monotone system of n components. The assessment of the parameter vector, θ, of the joint distribution of the lifetimes of the components and hence of the reliability of the system is often difficult due to scarcity of data. It is therefore important to make use of all information in an efficient way. For instance, prior knowledge is often of importance and can indeed conveniently be incorporated by the Bayesian approach. It may also be important to continuously extract information from a system currently in operation. This may be useful both for decisions concerning the system in operation as well as for decisions improving the components or changing the design of similar new systems. As in Meilijson [12], life‐monitoring of some components and conditional life‐monitoring of some others is considered. In addition to data arising from this monitoring scheme, so‐called autopsy data are observed, if not censored. The probabilistic structure underlying this kind of data is described, and basic likelihood formulae are arrived at. A thorough discussion of an important aspect of this probabilistic structure, the inspection strategy, is given. Based on a version of this strategy a procedure for preventive system maintenance is developed and a detailed application to a network system presented. All the way a Bayesian approach to estimation of θ is applied. For the special case where components are conditionally independent given θ with exponentially distributed lifetimes it is shown that the weighted sum of products of generalized gamma distributions, as introduced in Gåsemyr and Natvig [7], is the conjugate prior for θ. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 551–577, 2001.     

The “signature” of a coherent system and its application to comparisons among systems

Various methods and criteria for comparing coherent systems are discussed. Theoretical results are derived for comparing systems of a given order when components are assumed to have independent and identically distributed lifetimes. All comparisons rely on the representation of a system's lifetime distribution as a function of the system's “signature,” that is, as a function of the vector p= (p₁, … , p_n), where p_i is the probability that the system fails upon the occurrence of the ith component failure. Sufficient conditions are provided for the lifetime of one system to be larger than that of another system in three different senses: stochastic ordering, hazard rate ordering, and likelihood ratio ordering. Further, a new preservation theorem for hazard rate ordering is established. In the final section, the notion of system signature is used to examine a recently published conjecture regarding componentwise and systemwise redundancy. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 507–523, 1999     

长管水击最大水击压强的解析

从管道水击微分方程的特征分析入手,提出了水击特征方程的黎曼不变量和网格分析解,建立了管道水击问题的近似解析解,给出了长管水击最大水击压强的计算表达式。通过实际算例对解析解和数值解结果进行了比较。对水击微分方程的重力项也进行了讨论。     

局部最大延迟检测抗转发欺骗干扰算法

接收机在进行窄带干扰抑制后,其输出信号的相关峰会发生分裂。使用传统的基于信号到达时间的抗转发欺骗干扰算法,会使得捕获锁定的相关值为真实信号的旁瓣。针对该问题提出一种基于局部相关值最大的时延检测方法,在真实信号相关峰分裂所产生的旁瓣与欺骗信号不重合前提下,通过对主瓣三个码片范围内最大值的搜索,保证捕获不会锁定在旁瓣,再选择局部最大值中的最早码相位点从而避免锁定到转发欺骗干扰。与传统的基于信号到达时间的抗转发欺骗干扰算法相比,在无窄带干扰情况下,所提算法性能相当;在存在窄带干扰情况下,其性能明显优于传统算法。通过数值仿真验证了方法的有效性。     

Monitoring censored lifetime data with a weighted‐likelihood scheme

Lifetime experiments are common in many research areas and industrial applications. Recently, process monitoring for lifetime observations has received increasing attention. However, some existing methods are inadequate as neither their in control (IC) nor out of control (OC) performance is satisfactory. In addition, the challenges associated with designing robust and flexible control schemes have yet to be fully addressed. To overcome these limitations, this article utilizes a newly developed weighted likelihood ratio test, and proposes a novel monitoring strategy that automatically combines the likelihood of past samples with the exponential weighted sum average scheme. The proposed Censored Observation‐based Weighted‐Likelihood (COWL) control chart gives desirable IC and OC performances and is robust under various scenarios. In addition, a self‐starting control chart is introduced to cope with the problem of insufficient reference samples. Our simulation shows a stronger power in detecting changes in the censored lifetime data using our scheme than using other alternatives. A real industrial example based on the breaking strength of carbon fiber also demonstrates the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 631–646, 2017     

On the application and extension of system signatures in engineering reliability

Following a review of the basic ideas in structural reliability, including signature‐based representation and preservation theorems for systems whose components have independent and identically distributed (i.i.d.) lifetimes, extensions that apply to the comparison of coherent systems of different sizes, and stochastic mixtures of them, are obtained. It is then shown that these results may be extended to vectors of exchangeable random lifetimes. In particular, for arbitrary systems of sizes m < n with exchangeable component lifetimes, it is shown that the distribution of an m‐component system's lifetime can be written as a mixture of the distributions of k‐out‐of‐n systems. When the system has n components, the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R–34 (1985) 69–72. These mixture representations are then used to obtain new stochastic ordering properties for coherent or mixed systems of different sizes. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

球形译码算法中不均匀半径分配方案及性能分析

在球形译码算法中,初始半径的选择与分配是影响算法性能与复杂度的重要因素.针对球形译码算法在低信噪比时复杂度高的问题,提出了一种新的基于V-BLAST信号模型的初始半径选择与(准)线性半径分配方案,并分析了应用该方案的两种典型球形译码算法流程的性能与复杂度,其分析方法适用于任意不均匀半径分配方案.分析与仿真表明,与传统的球形译码算法相比,在信噪比较低时,采用该方案的球形译码算法的复杂度显著降低;在较宽信噪比范围内,其误码率性能接近最大似然检测性能.     

初始误差和制导工具误差估计的非线性方法

准确估计初始误差和制导工具误差是机动发射飞行器精度鉴定必须解决的重要问题之一,提出了一种基于非线性模型的误差估计新方法。给出了平台初始失准角向定向误差的转换方法,采用不动点迭代法实现真实视加速度的精确计算,将真实发射系的轨道参数表示为初始误差和工具误差的非线性函数,结合外测数据建立了同时估计初始误差、工具误差、外测系统误差、遥外测时间零点偏差的非线性模型,避免了初始误差的线性化近似。给出了Bayes极大后验估计方法,利用非线性模型和先验信息获得误差的最优估计,证明了估计方法的收敛性。仿真结果表明,所提方法提高了初始误差和工具误差的估计精度,并实现了测量数据的自校准。