On optimal system designs in reliability‐economics frameworks

Reliability Economics is a field that can be defined as the collection of all problems in which there is tension between the performance of systems of interest and their cost. Given such a problem, the aim is to resolve the tension through an optimization process that identifies the system which maximizes some appropriate criterion function (e.g. expected lifetime per unit cost). In this paper, we focus on coherent systems of n independent and identically distributed (iid) components and mixtures thereof, and characterize both a system's performance and cost as functions of the system's signature vector (Samaniego, IEEE Trans Reliabil (1985) 69–72). For a given family of criterion functions, a variety of optimality results are obtained for systems of arbitrary order n. Approximations are developed and justified when the underlying component distribution is unknown. Assuming the availability of an auxiliary sample of N component failure times, the asymptotic theory of L‐estimators is adapted for the purpose of establishing the consistency and asymptotic normality of the proposed estimators of the expected ordered failure times of the n components of the systems under study. These results lead to the identification of ε‐optimal systems relative to the chosen criterion function. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

联合空时抗干扰天线阵的快速实现方法

联合空时抗干扰方法,性能优于单纯的空域或单纯的时域抗干扰,但是由于其计算复杂度大,实际应用受到一定限制.针对这一矛盾,在MSNWF基础上,通过分析抗干扰天线阵观测信号协方差矩阵的Toeplitz特性,构造高维Toeplitz矩阵,利用FFT技术,提出一种联合空时抗干扰天线阵的快速实现方法.计算量的比较结果表明该方法可以大大降低STAP的计算量,使得联合空时抗干扰技术的实际应用变得更容易.     

A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders

In this paper, we present a continuous time optimal control model for studying a dynamic pricing and inventory control problem for a make‐to‐stock manufacturing system. We consider a multiproduct capacitated, dynamic setting. We introduce a demand‐based model where the demand is a linear function of the price, the inventory cost is linear, the production cost is an increasing strictly convex function of the production rate, and all coefficients are time‐dependent. A key part of the model is that no backorders are allowed. We introduce and study an algorithm that computes the optimal production and pricing policy as a function of the time on a finite time horizon, and discuss some insights. Our results illustrate the role of capacity and the effects of the dynamic nature of demand in the model. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Dynamic inventory control with limited capital and short‐term financing

For most firms, especially the small‐ and medium‐sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital. However, the majority of the literature on dynamic inventory control ignores the firm's financial status and financing issues. An important question that arises is: what are the optimal inventory and financing policies for firms with limited internal capital and limited access to external capital? In this article, we study a dynamic inventory control problem where a capital‐constrained firm periodically purchases a product from a supplier and sells it to a market with random demands. In each period, the firm can use its own capital and/or borrow a short‐term loan to purchase the product, with the interest rate being nondecreasing in the loan size. The objective is to maximize the firm's expected terminal wealth at the end of the planning horizon. We show that the optimal inventory policy in each period is an equity‐level‐dependent base‐stock policy, where the equity level is the sum of the firm's capital level and the value of its on‐hand inventory evaluated at the purchasing cost; and the structure of the optimal policy can be characterized by four intervals of the equity level. Our results shed light on the dynamic inventory control for firms with limited capital and short‐term financing capabilities.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 184–201, 2014     

某自行火炮全弹道多学科优化设计

为提高某自行火炮弹丸的杀伤效能,寻求该火炮全弹道设计参数间更优的匹配关系,并缩短全弹道设计周期,根据其包含的内弹道、外弹道和终点效应3个分学科之间的耦合关系,建立自行火炮全弹道多学科优化设计模型。以射程最大、杀伤面积最大为优化目标,进行全弹道优化设计。与单目标优化方法对比,多目标优化有效提高了该火炮弹道的综合性能,避免了单个目标优化时其他目标劣化的现象。     

基于AP-DE算法动态迭代步长的研究

为了促进自适应滤波器的滤波性能,建立了一种变步长的基于直接迭代误差AP-DE算法。通过使得权值均方误差下降速度最大,获得了AP-DE算法的优化迭代步长,并分析了所建立算法权值均方误差的统计特性。     

Concavity and monotonicity properties in a groundwater management model

We consider a discrete‐time groundwater model in which the cost of pumping takes a slightly different form to that which has been traditional in the research literature to date. This enables us to prove that (a) the optimal pumping quantity is nondecreasing in the ground water stock, (b) the stock level remaining after each period's pumping is also nondecreasing in the groundwater stock, (c) the optimal decision is determined by maximizing a concave function, and finally (d) the optimal pumping quantity is nonincreasing in the number of periods to go. We show that (a)–(c), while intuitive, do not hold under traditional modeling assumptions. We also explain the connections between our results and similar ones for some classic problems of operations research. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2011     

基于最优因果化提升结构及子带叠混的低内存DWT实现

基于提升结构的因果化实现及优化在将两带滤波器组转化为单进单出系统时子带系数的叠混模式,提出了一种改进的低内存需求的离散小波变换(Enhanced Low-memory Discrete Wavelet Transform,ELDWT)实现方法.相对于DWT的常规全局实现法,基于ELDWT实现的正、逆离散小波变换均具有与...     

竞争失效场合仿真基加速试验优化设计方法

竞争失效场合加速试验技术是加速试验由简单结构产品向复杂结构产品推广应用的基础,而如何设计试验方案使统计结果最准确、代价最小,是其中的主要研究内容之一.针对传统解析优化方法推导过程比较复杂的问题,提出了一种基于Monte Carlo仿真的竞争失效场合加速试验优化设计方法.在备选方案较多的情况下,通过引入曲面拟合进行间接优...     

基于最优分离矩阵循环迭代的盲源分离次序调整算法

文章针对盲源分离中输出信号帧与帧之间信号衔接顺序的不确定性问题,提出了最优分离矩阵循环迭代算法,将每帧信号分离时目标函数寻优所得分离矩阵作为下一帧循环的初始化矩阵进行迭代来分离信号。理论分析与计算机仿真表明:该算法能有效解决盲分离中信号次序的不确定性问题,具有较强的实际应用价值。