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.     

基于隐Markov树的序贯故障诊断模型

为了充分利用先验信息和实测信号,提高故障识别率,根据Bayes方法和序贯决策的思想,将实测信号分段,将前一段信号的诊断后验信息作为后一段信号的先验信息,提出了一种基于隐Markov树(hidden Markov tree,HMT)的序贯故障诊断模型.给出了诊断模型的建模步骤、HMT模型的建立方法和Bayes后验概率的计算方法.将模型应用于某型减速器故障诊断的结果表明,对于有先验信息和无先验情况,该序贯模型都可以有效地提高故障识别率.     

基于多项式设计法的小推力轨迹设计

形状逼近法是小推力轨迹设计中的一种有效方法,然而现有的方法大都假定运动轨迹为某一特定的形状,而且没有考虑推力加速度的约束限制。针对小推力轨道交会问题,提出一种基于多项式的轨迹设计方法。结合极坐标系,建立基于多项式的三自由度轨迹运动模型,将轨迹设计问题转化为求解多项式的系数问题;根据运动模型推导轨迹的动力学特性,建立约束方程,并以消耗燃料最少作为性能指标,采用序列二次规划的方法对多项式的系数进行寻优计算。该方法不仅能求解多个形状设计参数不确定性问题,而且还能满足推力加速度的约束限制。仿真验证了该方法的正确性和可用性,该方法可为任务设计初步阶段的轨迹设计和燃料消耗预估提供一定的技术参考。     

基于SMC的红外序列图像目标检测算法

提出一种海天背景下红外序列图像自动目标检测算法。该算法针对输入图像严重的非高斯分布噪声干扰和目标在序列图像中的非线性运动特性,基于SMC(Sequence Monte Carlo)方法通过目标的特征统计值影响蒙特卡罗采样的粒子权值,再利用该权值控制粒子状态变化,最终在目标特征图像中检测和跟踪目标,使用差分图像作为特征图像。试验结果证明,该算法可准确有效地检测目标,适合快速处理的实时性。     

导弹防御系统中的雷达目标识别研究

以评估美国国家导弹防御(NMD)系统雷达识别能力为背景,分析了地基雷达识别弹道导弹目标的技术途径。根据弹道导弹目标群在飞行中段和再入段表现出的特性差异,提出了涉及目标结构特性、姿态特性以及再入特性的综合识别策略,并初步分析了各种识别措施的可行性。     

Doubly Stochastic Sequential Assignment Problem

This article introduces the Doubly Stochastic Sequential Assignment Problem (DSSAP), an extension of the Sequential Stochastic Assignment Problem (SSAP), where sequentially arriving tasks are assigned to workers with random success rates. A given number of tasks arrive sequentially, each with a random value coming from a known distribution. On a task arrival, it must be assigned to one of the available workers, each with a random success rate coming from a known distribution. Optimal assignment policies are proposed for DSSAP under various assumptions on the random success rates. The optimal assignment algorithm for the general case of DSSAP, where workers have distinct success rate distribution, has an exponential running time. An approximation algorithm that achieves a fraction of the maximum total expected reward in a polynomial time is proposed. The results are illustrated by several numerical experiments. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 124–137, 2016     

The dynamic and stochastic knapsack Problem with homogeneous‐sized items and postponement options

This article generalizes the dynamic and stochastic knapsack problem by allowing the decision‐maker to postpone the accept/reject decision for an item and maintain a queue of waiting items to be considered later. Postponed decisions are penalized with delay costs, while idle capacity incurs a holding cost. This generalization addresses applications where requests of scarce resources can be delayed, for example, dispatching in logistics and allocation of funding to investments. We model the problem as a Markov decision process and analyze it through dynamic programming. We show that the optimal policy with homogeneous‐sized items possesses a bithreshold structure, despite the high dimensionality of the decision space. Finally, the value (or price) of postponement is illustrated through numerical examples. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 267–292, 2015     

水雷磁引信目标识别技术初探

目标识别技术应用于水雷磁引信的关键是目标特征量的提取与分类器的设计。本文提出了舰船目标吨位识别的四维特征向量,设计出完整的二叉树分类器。仿真计算表明,这种特征量的正确识别率在90％以上,为目标识别技术在水雷磁引信中的应用作了有益的探索。     

Ethnic groups,political exclusion and domestic terrorism

This study examines whether the exclusion of ethnic groups from political power is an important contributing factor to domestic terrorism. To empirically test this question, we employ a negative binomial regression estimation on 130 countries during the period from 1981 to 2005. We find that countries in which certain ethnic populations are excluded from political power are significantly more likely to experience domestic terrorist attacks and to suffer from terrorist casualties; furthermore, ethnic group political exclusion is a more consistent and substantive predictor of domestic terrorist activity than general political repression or economic discrimination.     

Approximation algorithms for sequential batch‐testing of series systems

We introduce and study a generalization of the classic sequential testing problem, asking to identify the correct state of a given series system that consists of independent stochastic components. In this setting, costly tests are required to examine the state of individual components, which are sequentially tested until the correct system state can be uniquely identified. The goal is to propose a policy that minimizes the expected testing cost, given a‐priori probabilistic information on the stochastic nature of each individual component. Unlike the classic setting, where variables are tested one after the other, we allow multiple tests to be conducted simultaneously, at the expense of incurring an additional set‐up cost. The main contribution of this article consists in showing that the batch testing problem can be approximated in polynomial time within factor , for any fixed . In addition, we explain how, in spite of its highly nonlinear objective function, the batch testing problem can be formulated as an approximate integer program of polynomial size, while blowing up its expected cost by a factor of at most . Finally, we conduct extensive computational experiments, to demonstrate the practical effectiveness of these algorithms as well as to evaluate their limitations. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 275–286, 2016