Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

混沌随机频率步进信号分析与处理

混沌具有类随机性、对初值敏感、易于产生和控制,频率步进信号易于工程实现和处理,结合二者的优势,提出一种基于混沌序列的随机频率步进雷达信号。介绍了信号产生模型,从理论上推导、分析了该信号的模糊函数和互相关函数性能,给出了信号直接相关和先排序存储、后匹配滤波两种回波处理方法。应用四种典型混沌进行数值仿真,并和已有的线性频率步进信号、高斯和均匀随机频率步进信号进行对比分析。结果表明,混沌随机频率步进信号具有较优良的性能,是一种有潜力的雷达信号。     

模糊随机变量的模糊概率特征的性质

应用模糊数理论 ,给出了模糊随机变量的数学期望和模糊随机变量的方差的定义 ,并研究讨论了模糊随机变量的数学期望和模糊随机变量的方差的性质。研究结果进一步丰富和完善了模糊随机变量理论。     

Multivariate meta analysis with potentially correlated marketing study results

A univariate meta analysis is often used to summarize various study results on the same research hypothesis concerning an effect of interest. When several marketing studies produce sets of more than one effect, multivariate meta analysis can be conducted. Problems one might have with such a multivariate meta analysis are: (1) Several effects estimated in one model could be correlated to each other but their correlation is seldom published and (2) an estimated effect in one model could be correlated to the corresponding effect in the other model due to similar model specification or the data set partly shared, but their correlation is not known. Situations like (2) happen often in military recruiting studies. We employ a Monte‐Carlo simulation to evaluate how neglecting such potential correlation affects the result of a multivariate meta analysis in terms of Type I, Type II errors, and MSE. Simulation results indicate that such effect is not significant. What matters is rather the size of the variance component due to random error in multivariate effects. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 500–510, 2000.     

一种基于随机映射的战斗效能模型

利用随机映射概念提出了一种新的战斗毁伤模型形式———Lanchester战斗网络模型。模型是由一个阶递减的随机映射序列组成的随机有向二部图,它明确、形式地描述了战争整体行为与局部作用之间的关系。理论分析和计算获得的结论表明,模型描述的整体作战效能符合Lanchester平方律,其网络拓扑结构是非同质的,出度和入度分布服从指数幂律。应用模型定量对比了“对称”与“非对称”战斗中全局信息因素对战斗系统整体效能的影响。初步讨论了网络模型研究在战争建模理论、实证和计算方法论上的意义。     

作战仿真系统中高性能随机数发生器研究

为满足作战仿真系统对随机数发生器随机性、鲁棒性、周期和效率等的苛刻要求，采用组件技术，开发了素数模乘同余组合发生器。该随机数发生器生成的随机数，其分布类型、参数和独立性经检验满足要求；其周期长达10^18，且不受种子的影响。该随机数发生器采用的算法经过优化后，运算速度提高了近40％。研究成果解决了仿真作战过程随机性的难题，为多样本的并行仿真、仿真结果置信区间的得出奠定了基础，有助于提高仿真系统的可信性。     

基于改进小波阈值的MEMS陀螺去噪方法

MEMS陀螺由于结构不完善而存在较大的随机误差,为了推进MEMS陀螺的实用化水平、提高测量精度,首先对MEMS陀螺进行了Allan方差分析,得到了MEMS陀螺随机误差的主要成分;然后通过分析软阈值函数和硬阈值函数在直线上的降噪结果,得到了两种阈值函数的缺陷,为了解决软阈值和硬阈值函数的问题,推导了改进的小波阈值函数。通过对比各种阈值函数和阈值量化准则的降噪效果,确定了最终的降噪方案,将此方案应用在陀螺的动静态输出中,使陀螺输出数据的稳定性提高了一个数量级,数据的平均值也更加接近真实值。     

65 nm工艺双层三维静态存储器的软错误分析与评估

新兴的三维静态存储器将代替二维静态存储器被广泛用于高性能微处理器中,但它依然会受到软错误的危害。为了能够快速、自动分析多层管芯堆叠结构的三维静态存储器软错误特性,搭建了三维静态存储器软错误分析平台。利用该平台对以字线划分设计的三维静态存储器和同等规模的二维静态存储器分别进行软错误分析,并对分析结果进行对比。研究结果表明二维和三维静态存储器的翻转截面几乎相同,但三维静态存储器单个字中发生的软错误要比二维静态存储器更严重,导致难以使用纠检错技术对其进行加固。静态模式下二维和三维静态存储器敏感节点均分布于存储阵列中,表明静态模式下逻辑电路不会引发软错误。     

一类装甲车辆对不平路面的激励响应模型

研究内容为(轮式、履带)车辆在不平路面行驶和通过障碍时的平顺性问题。利用状态方程法建立了包括随机和确定路面轮廓、3维车体等较为通用的车辆行驶平顺性模型。并针对行驶振动中车轮与悬架的碰撞建立了专门模型。对某型装甲车辆进行了计算机仿真和验证,对模型的精度和有效性进行检验和评估。结果表明所建立的车辆-地面系统模型是有效的。该模型和建模采用的方法为装甲车辆的系统设计和动力学分析提供了一条途径。     

区域目标搜索中基于改进RRT的UAV实时航迹规划

在线自主航迹规划是无人机(Unmanned Aerial Vehicles,UAV)执行区域目标搜索任务的有效保证.针对UAV区域搜索中航迹规划的实时性要求,提出了一种固定搜索模式和动态搜索模式相结合的UAV自主航迹规划框架.在快速扩展随机树(RRT)方法的基础上,通过改进随机扩展树的节点选择和引入启发式信息,提出了基于改进RRT的UAV实时搜索航迹规划算法,该算法能够有效降低在线航迹规划的时间代价和扩展节点数.仿真实验结果验证了本文方法的有效性.