A branch and bound algorithm for computing optimal replacement policies in consecutive k‐out‐of‐n‐systems

This paper presents a branch and bound algorithm for computing optimal replacement policies in a discrete‐time, infinite‐horizon, dynamic programming model of a binary coherent system with n statistically independent components, and then specializes the algorithm to consecutive k‐out‐of‐n systems. The objective is to minimize the long‐run expected average undiscounted cost per period. (Costs arise when the system fails and when failed components are replaced.) An earlier paper established the optimality of following a critical component policy (CCP), i.e., a policy specified by a critical component set and the rule: Replace a component if and only if it is failed and in the critical component set. Computing an optimal CCP is a optimization problem with n binary variables and a nonlinear objective function. Our branch and bound algorithm for solving this problem has memory storage requirement O(n) for consecutive k‐out‐of‐n systems. Extensive computational experiments on such systems involving over 350,000 test problems with n ranging from 10 to 150 find this algorithm to be effective when n ≤ 40 or k is near n. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 288–302, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10017     

基于Canny算子的小波域维纳滤波去噪方法

本文给出了一种利用Canny算子的小波域局部维纳滤波的图像去噪方法。先用二维小波对图像进行分解，在第一重维纳滤波时使用椭圆形方向窗估计信号的方差。在第二重维纳滤波时，使用Canny算子把图像分成边缘区域和非边缘区域，然后结合圆形窗估计信号的方差，再利用局部维纳滤波进行去噪。实验结果表明了本文方法的有效性。     

A sequential dynamic pricing model and its applications

Consider a sequential dynamic pricing model where a seller sells a given stock to a random number of customers. Arriving one at a time, each customer will purchase one item if the product price is lower than her personal reservation price. The seller's objective is to post a potentially different price for each customer in order to maximize the expected total revenue. We formulate the seller's problem as a stochastic dynamic programming model, and develop an algorithm to compute the optimal policy. We then apply the results from this sequential dynamic pricing model to the case where customers arrive according to a continuous‐time point process. In particular, we derive tight bounds for the optimal expected revenue, and develop an asymptotically optimal heuristic policy. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Development programs for one‐shot systems using multiple‐state design reliability models

Design reliability at the beginning of a product development program is typically low, and development costs can account for a large proportion of total product cost. We consider how to conduct development programs (series of tests and redesigns) for one‐shot systems (which are destroyed at first use or during testing). In rough terms, our aim is to both achieve high final design reliability and spend as little of a fixed budget as possible on development. We employ multiple‐state reliability models. Dynamic programming is used to identify a best test‐and‐redesign strategy and is shown to be presently computationally feasible for at least 5‐state models. Our analysis is flexible enough to allow for the accelerated stress testing needed in the case of ultra‐high reliability requirements, where testing otherwise provides little information on design reliability change. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

战时不完全信息战术导弹需求量预测方法

针对传统方法难以实现战时信息不完备条件下导弹需求量预测的问题,提出了一种基于粗糙集的战术导弹需求量预测方法。在对战术导弹需求量影响因素分析的基础上,建立了战术导弹需求量预测不完备决策信息表。利用相容关系对不完备决策信息表中对象分类,并采用差别函数方法求解各对象的相对约简,从而获取战术导弹需求量的最优广义规则集。算例验证了方法的有效性。     

舰载无人机光电载荷对岸射击观测最佳收容面积模型

摘 要：基于对舰炮对岸射击时弹着在斜面上的散布、射击诸元误差和射击误差的分析与建模,建立了舰载无人机光电载荷对岸射击观测最小需求收容面积和最佳收容面积的计算模型。通过对该模型的求解,可以确定出满足最佳收容面积的对岸射击观测参数,为舰载无人机光电载荷实用对岸射击观测参数的确定奠定了基础。     

弹道导弹防御中拦截弹最优分层配置

多层弹道导弹防御系统在助推段、飞行中段或再入段不同阶段实施拦截,可有效提高系统拦截概率,不同拦截阶段存在拦截弹最优配比问题。为了解决拦截弹道导弹过程中的最优分层配置的问题,本文分别以单层、双层、三层这三种拦截系统为例,通过公式演算和计算机仿真,得出了分段拦截弹道导弹时、不同拦截阶段的拦截弹之间的数量比与整体拦截成功率之间的关系;并提出了整体拦截成功率的概念。经仿真表明,在整体拦截成功率给定的情况下,使用本文所得出的不同拦截段之间所需拦截弹数目之间的最优比,可以最大限度地降低弹道导弹的拦截成本。     

临近空间飞行器纵向逆控制系统设计

建立了临近空间飞行器无动力滑翔阶段的纵向运动模型,并应用动态逆方法推导了模型的逆系统.系统相对阶等于绕质心运动模型的系统阶数,实现了绕质心运动模型的线性化.为了克服纵向运动模型的隐动态和参数的不确定性,在内环动态逆控制器的基础上,设计了外环最优调节器.仿真结果表明:飞行器纵向逆控制系统可以准确跟踪俯仰角或攻角指令,并对参数不确定性和外界干扰具有较好的鲁棒性,具有工程适用性.     

UCAV空面多目标攻击三维轨迹规划技术

研究了单架无人作战飞机(UCAV)攻击多个地面目标的三维轨迹规划问题。首先,将问题形式化为一类特殊的旅行商问题(TSP),即带动力学约束的邻域访问TSP问题(DCTSPN)。其次,针对规划空间维度过高、搜索代价过大的问题,提出了一种基于概率路标图(PRM)的方法。该方法借鉴了基于采样的运动规划方法的思想,并结合多种组合优化技术,将原本连续状态空间中的轨迹规划问题转化为离散拓扑图上的路由问题。求解过程分为离线预处理和在线查询两个阶段。离线阶段采用Halton拟随机采样算法及Noon-Bean转换方法,将原问题转化为经典的非对称旅行商问题(ATSP);在线阶段根据战场态势的实时变化,快速更新路标图,然后采用LKH算法在线求解问题的近似最优解。为了保证生成的飞行轨迹满足平台的运动学/动力学约束,算法基于Gauss伪谱法构建了局部轨迹规划器。最后,以攻击时间最短为优化指标对算法进行了仿真实验。结果表明,本文提出的方法能够以较高的精度和在线收敛速度生成真实可行的、较优的多目标攻击轨迹。     

竞争失效产品恒应力加速寿命试验优化新方法

对加速寿命试验设计优化的相关知识进行研究分析,确定以竞争失效产品恒应力加速寿命试验为应用背景。在对加速寿命试验统计分析深入研究的基础上,通过分析方案要素、约束条件等建立优化目标函数,提出基于模拟退火算法的优化方法和具体实现思路。最后通过实例验证方法的可行性和实用性。