The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

微分对策界栅理论在舰艇作战能力评估中的应用

作战能力是表征战斗舰艇战术技术性能的一项重要指标,如何正确评价舰艇的作战能力一直是军事运筹研究的热点.利用定性微分对策的界栅理论研究了一类作战问题,通过构造捕获区面积和咽喉区域面积,并以此作为动态评估舰艇作战能力的衡量指标.研究结果可为综合评价舰艇作战能力提供一条新途径.     

对军队院校考核模式改革的思考

考核是军队院校教育教学中的重要组成部分，加强考核模式改革事关军队院校教育的全局。应根据军队院校考核模式的特点、存在的问题以及多元互动式教学模式的构建，为军队院校考核改革提出解决之策。     

Optimal switchover times between two activities utilizing the same resource

The “gold‐mining” decision problem is concerned with the efficient utilization of a delicate mining equipment working in a number of different mines. Richard Bellman was the first to consider this type of a problem. The solution found by Bellman for the finite‐horizon, continuous‐time version of the problem with two mines is not overly realistic since he assumed that fractional parts of the same mining equipment could be used in different mines and this fraction could change instantaneously. In this paper, we provide some extensions to this model in order to produce more operational and realistic solutions. Our first model is concerned with developing an operational policy where the equipment may be switched from one mine to the other at most once during a finite horizon. In the next extension we incorporate a cost component in the objective function and assume that the horizon length is not fixed but it is the second decision variable. Structural properties of the optimal solutions are obtained using nonlinear programming. Each model and its solution is illustrated with a numerical example. The models developed here may have potential applications in other areas including production of items requiring the same machine or choosing a sequence of activities requiring the same resource. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 186–203, 2002; DOI 10.1002/nav.10008     

舰船真空海水淡化装置热力分析

针对目前舰船上广泛使用的真空式海水淡化装置进行热力分析,建立起海水淡化装置的数学模型,以50 t/d真空式海水淡化装置为例,通过对不同蒸发温度和不同工作蒸汽压力进行模拟计算,得到海水淡化装置的产水量、工作蒸汽耗量及冷却水流量随蒸发温度和工作蒸汽压力的变化规律,所得结论与装置的实验及实际运行情况有很好的一致性,证明所建立的数学模型是合适的,所得结论可以指导装置的使用管理及海水淡化装置的设计.     

浅谈现代远程教育对武警院校教学的深远影响

武警院校拥有丰富的教育资源，依托武警部队日益健全的内部网络系统，大力开展现代远程教育，能够更加紧密院校与部队的联系，及时了解部队的需求，制定出更加符合部队实际的课程体系，更大限度发挥现有教学资源的效益。由于远程教育具有方便快捷，受时间、空间局限小的特性，弥补了由于武警部队点多、线长、面广，分布相对分散，导致部队官兵学习时间不固定、人员难以集中等不便的问题，为武警部队官兵获取文化知识，学习科学技术提供了新的途径。     

基于效能分析的工程建设投资分配模型研究

分析了基数滚动切块和层次分析-目标规划(AnalyticHierarchyProcessandGoalProgramming)投资分配模型的利弊,探讨了工程建设投资效能的估计方法,研究建立了基于效能分析的投资分配优化模型.该模型经实际算例分析证明,模型的思路清晰,便于理解和操作,具有较好的实用性.     

基于直\气复合的再入飞行器操纵耦合分析及鲁椿控制设计

为保证再入飞行器在剧烈变化飞行环境下的控制能力,传统单一气动舵面控制被直＼气复合控制模式取代.性能提升同时,多个参与飞行控制的执行机构之间引起的操纵耦合使系统耦合加剧.以再入飞行器为研究重点,分析了直＼气复合控制模式下的两类操纵耦合原理,建立数学模型.采用动态逆,模糊理论和变结构方法相结合策略设计鲁棒控制器.仿真结果表明该方法是行之有效的.     

A general model of heterogeneous system lifetimes and conditions for system burn‐in

Burn‐in is a technique to enhance reliability by eliminating weak items from a population of items having heterogeneous lifetimes. System burn‐in can improve system reliability, but the conditions for system burn‐in to be performed after component burn‐in remain a little understood mathematical challenge. To derive such conditions, we first introduce a general model of heterogeneous system lifetimes, in which the component burn‐in information and assembly problems are related to the prediction of system burn‐in. Many existing system burn‐in models become special cases and two important results are identified. First, heterogeneous system lifetimes can be understood naturally as a consequence of heterogeneous component lifetimes and heterogeneous assembly quality. Second, system burn‐in is effective if assembly quality variation in the components and connections which are arranged in series is greater than a threshold, where the threshold depends on the system structure and component failure rates. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 364–380, 2003.     

电磁脉冲炸弹威胁下的舰艇生命力模型

电磁脉冲炸弹对舰艇产生严重威胁。通过分析电磁脉冲炸弹特殊的杀伤效应,根据电磁脉冲炸弹的杀伤特点和载体的落点分布建立了电磁脉冲炸弹对舰艇打击的易感性模型,根据舰艇对电磁防护的特点确定了易损性模型,从而推导出舰艇在电磁脉冲炸弹打击下的生命力评估模型。通过模型可以看出,舰艇在电磁脉冲炸弹打击下的生命力与电磁脉冲炸弹自身的性能、载体的打击精度、到达目标的功率密度、脉冲对目标的覆盖面积及舰艇自身的防护措施有关。