Preservation of stochastic orders for random minima and maxima,with applications

It is shown, in this note, that the right spread order and the increasing convex order are both preserved under the taking of random maxima, and the total time on test transform order and the increasing concave order are preserved under the taking of random minima. Some inequalities and preservation properties in reliability and economics are given as applications. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

潜在故障状态可测的一种故障检查模型

从系统的功能故障状态和潜在故障状态两方面讨论了故障检查模型,基于延迟时间模型推导了系统的期望可用度模型并对其适用性进行了讨论与验证。     

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     

舰船航渡过程中的松弛时间与航渡策略问题

针对舰船特点和任务要求,提出了舰船航渡中的松弛时间问题。在对问题分析的基础上,给出了松弛时间的定义并对其进行了建模,讨论了航渡失败的判断准则,给出了松弛时间的上下限以及航渡中实际的松弛时间的计算方法,并采用仿真的方法进行了典型航渡过程的松弛时间和成功概率的计算。在大量计算的基础上,初步探讨了航渡成功概率与各类航渡参数之间的关系,并对舰船最优航渡策略问题进行了初步分析,最后对于优化目标、计算初值、结果的表达方式等提出了一个可行的解决方案。     

Vondrak-Cepek组合滤波在北斗共视和卫星双向时间比对融合中的应用

为减小卫星双向时间比对(Two-Way Satellite Time and Frequency Transfer, TWSTFT)中的周日效应,利用北斗共视链路没有周日效应的特点,通过Vondrak-Cepek组合滤波方法对中国科学院国家授时中心(National Time Service Center, NTSC)、德国物理技术研究院(Physikalisch-Technische Bundesanstalt, PTB)以及中国计量科学研究院(National Institute of Metrology, NIM)间的北斗共视时间比对结果分别与硬件卫星时间和距离测量设备(SAtellite Time and Ranging Equipment, SATRE) TWSTFT和软件接收机(Software-Defined Radio, SDR)TWSTFT结果进行了融合处理。采用时间偏差和幅值频谱两个指标以及GPS精密单点定位(Precise Point Positioning, PPP)时间比对分别对融合结果进行内外符合评估。结果表明,经过Vondrak-Cepek滤波的融合结果中周日效应基本消失,其与GPS PPP链路差值结果的绝对值保持在链路校准的不确定度范围内。对于长基线NTSC-PTB链路,融合结果1 d的时间偏差稳定度对SATRE和SDR TWSTFT的增益因子分别为1.85和1.81;对于短基线NTSC-NIM链路,融合结果对SATRE和SDR TWSTFT的增益因子分别为1.69和1.59。融合结果的短期稳定度显著提高。     

An application of yield management for Internet Service Providers

In this paper we study strategies for better utilizing the network capacity of Internet Service Providers (ISPs) when they are faced with stochastic and dynamic arrivals and departures of customers attempting to log‐on or log‐off, respectively. We propose a method in which, depending on the number of modems available, and the arrival and departure rates of different classes of customers, a decision is made whether to accept or reject a log‐on request. The problem is formulated as a continuous time Markov Decision Process for which optimal policies can be readily derived using techniques such as value iteration. This decision maximizes the discounted value to ISPs while improving service levels for higher class customers. The methodology is similar to yield management techniques successfully used in airlines, hotels, etc. However, there are sufficient differences, such as no predefined time horizon or reservations, that make this model interesting to pursue and challenging. This work was completed in collaboration with one of the largest ISPs in Connecticut. The problem is topical, and approaches such as those proposed here are sought by users. © 2001 John Wiley & Sons, Inc., Naval Research Logistics 48:348–362, 2001     

有约束的Hartley域自适应算法的应用研究

通过对有约束的Hartley域自适应算法、频域自适应算法及时域自适应算法用于自适应降噪系统的计算机仿真研究 ,认为在自适应通信降噪中采用基于Hartley变换的自适应算法较频域自适应算法及时域自适应算法性能更优、降噪效果更好 ,并在高速信号处理器TMS32 0C30上开发实现了该算法 .实验结果表明 ,将Hartley域自适应算法应用于通信降噪系统 ,方法实际可行     

考虑摩擦时Diesel循环功率效率特性新析

对有摩擦时Diesel循环进行了有限时间热力学分析 .导出功率和压缩比、效率和压缩比的新关系式 ,进而得到功率效率关系 ,并进行了计算和讨论 ,给出一些有益的结论     

基于扩张观测器的三维有限时间收敛导引律

为了保证视线角速率在弹目碰撞前收敛到零附近的较小邻域内从而达到准平行接近的状态,本文基于自抗扰控制的不确定性估计补偿思想,应用反演控制方法设计了一种考虑导弹自动驾驶仪二阶动态特性和目标机动的三维有限时间收敛导引律。根据有限时间收敛控制理论,严格证明了系统的有限时间收敛特性;为抑制量测噪声,将传统跟踪微分器进行改进并应用于扩张状态观测器与反演控制的设计中。仿真结果表明:在自动驾驶仪响应延迟情况下,所设计的导引律能够导引导弹在有限时间内精确地拦截高速机动目标;改进的跟踪微分器精度高、响应快;基于改进跟踪微分器的扩张观测器估计效果理想。     

攻击机首攻概率模型

攻击机在首次进入攻击时完成作战任务的概率(首攻概率)是评估空军武器进攻装备作战效能的基础。从无对抗情况下攻击机的作战过程入手,分析建立了攻击机机载空地武器可攻击区的数学模型,在此基础上建立了无对抗情况下攻击机的首攻概率模型,并对所建立的概率模型进行了有效性分析。