基于随机有限集理论的多传感器目标联合检测跟踪算法

针对杂波环境中的目标检测跟踪问题,提出一种基于随机有限集理论的多传感器目标联合检测跟踪算法。算法将目标状态和量测描述为随机集合,建立考虑目标出现、目标保持、目标消失等情况的目标状态随机有限集模型,以及考虑漏检和虚警的多传感器量测随机有限集模型。将目标的联合检测跟踪问题构建为目标状态集合的贝叶斯最优估计问题,并基于随机有限集理论对该贝叶斯估计算法的递推表达式进行严格理论推导。采用序贯蒙特卡罗技术实现算法的递推滤波。仿真结果验证了该算法的有效性以及算法相对于传统基于数据关联算法的性能优势。     

高能离子在材料中输运的蒙特卡罗模拟

利用蒙特卡罗方法对高能离子在材料中的输运进行了计算机模拟研究 ,入射高能离子与靶材料的作用近似为核散射和电子作用两个独立的部分 ,核散射能量损失采用经典两体碰撞近似 ,通过对碰撞参数的随机抽样得到散射角 ,电子能量损失高能时采用Bethe-Bloch公式 ,低能时采用Lindhard -Scharff公式 ,中能时采用插值公式。最后对高能铁离子入射于铝、硅材料的输运进行了模拟计算 ,给出了模拟结果并进行了分析。     

A new importance sampling Monte Carlo method for a flow network reliability problem

The exact evaluation of the probability that the maximum st‐flow is greater than or equal to a fixed demand in a stochastic flow network is an NP‐hard problem. This limitation leads one to consider Monte Carlo alternatives. In this paper, we propose a new importance sampling Monte Carlo method. It is based on a recursive use of the state space decomposition methodology of Doulliez and Jamoulle during the simulation process. We show theoretically that the resulting estimator belongs to the variance‐reduction family and we give an upper bound on its variance. As shown by experimental tests, the new sampling principle offers, in many cases, substantial speedups with respect to a previous importance sampling based on the same decomposition procedure and its best performances are obtained when highly reliable networks are analyzed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 204–228, 2002; DOI 10.1002/nav.10004     

小分队攻防作战建模与仿真

建立了枪械射击效率模型,根据兰切斯特法和蒙特卡罗法分别建立了小分队使用枪械的攻防作战仿真模型,编制了仿真软件。基于一个攻防作战实例,比较了两个模型的仿真结果。对仿真结果分析可知,基于蒙特卡罗法的小分队枪械攻防仿真模型能够更加真实地反应作战情况和双方实力情况,基于兰切斯特法的小分队枪械攻防仿真模型可以有效地反应作战时机对作战结果的影响。     

Optimal production ramp-up in the smartphone manufacturing industry

Motivated by challenges in the smartphone manufacturing industry, we develop a dynamic production ramp-up model that can be applied to economically satisfy nonstationary demand for short-life-cycle products by high-tech companies. Due to shorter life cycles and more rapid evolution of smartphones, production ramp-up has been increasingly critical to the success of a new smartphone. In the production ramp-up, the key challenge is to match the increasing capacity to nonstationary demand. The high-tech smartphone manufacturers are urged to jointly consider the effect of increasing capacity and decreasing demand. We study the production planning problem using a high-dimensional Markov decision process (MDP) model to characterize the production ramp-up. To address the curse of dimensionality, we refine Monte Carlo tree search (MCTS) algorithm and theoretically analyze its convergence and computational complexity. In a real case study, we find that the MDP model achieves revenue improvement by stopping producing the existing product earlier than the benchmark policy. In synthetic instances, we validate that the proposed MCTS algorithm saves computation time without loss of solution quality compared with traditional value iteration algorithm. As part of the Lenovo production solution, our MDP model enables high-tech smartphone manufacturers to better plan the production ramp-up.     

9/11: WHAT DID WE KNOW AND WHEN DID WE KNOW IT?

In February 1998, Osama Bin Laden published a signed statement calling for a fatwa against the United States for its having ‘declared war against God’. As we now know, the fatwa resulted in the unprecedented attack of 9/11. The issue of whether or not 9/11 was in any way predictable culminated in the public debate between Richard Clarke, former CIA Director George Tenet and the White House. This paper examines whether there was any evidence of a structural change in the terrorism data at or after February 1998 but prior to June 2001, controlling for the possibility of other breaks in earlier periods. In doing so, we use the standard Bai–Perron procedure and our sequential importance sampling (SIS) Markov Chain Monte Carlo (MCMC) method for identifying an unknown number of breaks at unknown dates. We conclude that sophisticated statistical time‐series analysis would not have predicted 9/11.     

非高斯噪声下信号盲检测算法*

针对实际甚低频和超低频接收机不仅受非高斯噪声的影响,同时受到接收机内部和外部环境中高斯噪声影响的问题,对噪声采用高斯尺度混合分布和高斯分布的混合模型建模,根据混合模型的性质,设计了一种基于马尔可夫链蒙特卡罗方法的信号盲检测算法。盲检测算法在贝叶斯层次模型下,采用Gibbs抽样和M-H抽样更新参数,同步检测信道衰落系数、噪声模型参数和信号。算法迭代效率快、精度高。通过与最优检测性能比较,盲检测算法性能优异,对甚低频和超低频信号接收具有重要的现实意义。     

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.     

基于蒙特卡洛和multi-Agents的舰艇编队维修保障能力优化求解

针对舰艇编队的维修保障能力评估,采用蒙特卡洛方法和智能计算技术进行了建模,并在分布交互仿真环境下进行了求解.通过将舰艇编队维修系统按维修单位的功能划分成多个子系统,每个子系统抽象为能进行局部优化的Agent,实现了基于Agent的建模.在此基础上,重点讨论了基于HLA的仿真环境,通过应用RTI的服务确保了求解过程的时空一致性.仿真试验结果表明:通过采用蒙特卡洛方法、智能技术及分布交互仿真技术相结合的方法,能有效地对舰艇编队的维修保障能力进行评估.     

加权随机模拟的时变可靠性分析方法

针对结构时变可靠性的随机模拟分析方法计算代价大的问题,在极值方法的基础上提出基于加权随机模拟的时变可靠性分析策略。时变可靠性分析需要计算在不同时间处的失效概率,通常需要进行多次可靠性分析,计算代价巨大。所提方法通过对常规静态可靠性的随机模拟方法进行改进拓展,运用加权策略分别发展了加权蒙特卡洛法和加权重要抽样法,使之能够高效分析计算时变可靠性问题。所提方法仅需一次常规可靠性分析模拟,即可得到时变失效概率函数估计。采用管状悬臂梁和十杆桁架两个算例进行验证。结果表明,基于加权思想的分析方法在能确保精确度的前提下能够大幅度减小计算量,提高计算效率。