不同损失函数下指数-泊松分布的Bayes估计

基于定数截尾样本,在熵损失、Linex损失和刻度平方损失函数下,给出了指数-泊松分布参数的Bayes估计,并证明了所给估计都是容许的。最后给出了随机模拟例子,对所给估计结果的优良性进行了分析比较。     

A sequential Bayesian generalization of the Jelinski–Moranda software reliability model

The Jelinski–Moranda model of software reliability is generalized by introducing a negative‐binomial prior distribution for the number of faults remaining, together with a Gamma distribution for the rate at which each fault is exposed. This model is well suited to sequential use, where a sequence of reliability forecasts is made in the process of testing or using the software. We also investigate replacing the Gamma distribution with a worst‐case assumption about failure rates (the worst‐case failure rate in models such as this is not infinite, since faults with large failure rates are immediately discovered and removed). © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于平均互信息熵的复杂系统可靠性评定方法

可靠性评定是定量评估系统可靠性水平的重要途径,是对其可靠性进行定量控制的必要手段.某些复杂系统由于研制时间和经费的限制,现场试验样本量极其有限,依赖传统的基于大样本的数理统计方法将难以获得客观结论,因此其可靠性评定一直是工程实践中的技术难题.针对复杂系统可靠性评估和寿命预测时现场样本量不足的问题,提出了一种基于多源信息融合的可靠性评定方法.该方法利用平均互信息熵来度量多源验前信息对可靠性评定不确定性减少所起的作用,以此为依据确定多源信息融合权重,并通过融合验前分布进行复杂系统的可靠性评定,从而减少了评定过程中的主观性,增强了评定结论的可信性.最后通过仿真实例验证了方法的有效性.     

基于随机加权法的BAYES精度评定

从工程应用的角度出发 ,在极小现场子样条件下 ,讨论了如何利用验前信息与现场子样来对导弹的命中精度进行评定 ,将随机加权法与BAYES方法结合起来 ,提出了基于随机加权法的BAYES精度评定方法 ,并通过算例证实了方法的正确性     

小子样条件下基于Normal-Poisson过程的性能可靠性评定

对于高可靠、长寿命产品,基于性能退化数据分析可靠性是一种行之有效的技术途径。结合航空航天产品性能退化的机理与现场试验小子样的特点,建立了基于Normal-Poisson过程的性能退化模型。论文在对产品性能退化建模的基础上,结合Bayes方法给出了退化模型参数的估计算法和可靠性推断的公式,最后结合实例说明了方法的有效性。     

A nonparametric Bayes approach to decide system burn-in time

Burn-in is the preconditioning of assemblies and the accelerated power-on tests performed on equipment subject to temperature, vibration, voltage, radiation, load, corrosion, and humidity. Burn-in techniques are widely applied to integrated circuits (IC) to enhance the component and system reliability. However, reliability prediction by burn-in at the component level, such as the one using the military (e.g., MIL-STD-280A, 756B, 217E [23–25]) and the industrial standards (e.g., the JEDEC standards), is usually not consistent with the field observations. Here, we propose system burn-in, which can remove many of the residual defects left from component and subsystem burn-in (Chien and Kuo [6]). A nonparametric model is considered because 1) the system configuration is usually very complicated, 2) the components in the system have different failure mechanisms, and 3) there is no good model for modeling incompatibility among components and subsystems (Chien and Kuo [5]; Kuo [16]). Since the cost of testing a system is high and, thus, only small samples are available, a Bayesian nonparametric approach is proposed to determine the system burn-in time. A case study using the proposed approach on MCM ASIC's shows that our model can be applied in the cases where 1) the tests and the samples are expensive, and 2) the records of previous generation of the products can provide information on the failure rate of the system under investigation. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 655–671, 1997     

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。     

基于Bayes小子样二项分布单元可靠性评定的仿真方法

对于小子样二项分布单元可靠度下限评定,经典方法有很大局限性,文中介绍了Bayes方法。并在其基础上提出基于Bayes方法的Monte Carlo仿真方法,示例证明,该方法有很好的应用前途。     

噪声统计的Bayes 极大验后估计与系统自适滤波

对于具有测量的线性离散系统,在系统动力学噪声与测量统计特性未知的情况下,本文推导出了噪声统计特性在具有正态－逆Ｗｉｓｈａｒｔ分布验前信息情况之下的Ｂａｙｅｓ极大验后（ＭＡＰ）估计及其实时迫近,从而获得了系统的自适应滤波     

导弹靶试命中精度鉴定方案新方法

针对导弹武器系统的命中精度战技指标,基于Bayes小子样估计理论,提出了综合贝叶斯理论和概率圆法确定导弹靶试命中精度鉴定的新方法,给出了此鉴定方案的具体计算公式和设计步骤,并进行了置信度分析,同时着重对使用方风险和生产方风险进行建模研究;最后通过仿真算例分析了导弹命中精度鉴定方案可行性。仿真算例表明,提出的评估方法简单有效,为导弹靶试命中精度鉴定方案选择提供一定的理论和实际应用价值。