Parametric inference for component distributions from lifetimes of systems with dependent components

In system reliability analysis, for an n ‐component system, the estimation of the performance of the components in the system is not straightforward in practice, especially when the components are dependent. Here, by assuming the n components in the system to be identically distributed with a common distribution belonging to a scale‐family and the dependence structure between the components being known, we discuss the estimation of the lifetime distributions of the components in the system based on the lifetimes of systems with the same structure. We develop a general framework for inference on the scale parameter of the component lifetime distribution. Specifically, the method of moments estimator (MME) and the maximum likelihood estimator (MLE) are derived for the scale parameter, and the conditions for the existence of the MLE are also discussed. The asymptotic confidence intervals for the scale parameter are also developed based on the MME and the MLE. General simulation procedures for the system lifetime under this model are described. Finally, some examples of two‐ and three‐component systems are presented to illustrate all the inferential procedures developed here. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

主被动传感器异地配置下的航迹关联

在雷达和电子支援(ESM)传感器异地配置的情况下,提出了一种基于位置统计量和最大似然准则的异类传感器航迹关联算法。首先基于位置统计量对目标进行了航迹粗关联,排除掉一些虚假关联组合;然后采用最大似然准则对目标进行了航迹细关联,以求进一步提高雷达和ESM传感器航迹关联的检测概率。仿真结果表明,该算法能够快速、准确地完成对多目标的航迹关联。     

成败型产品的Bayes鉴定试验方案研究

利用可靠性增长模型给出了成败型产品鉴定试验的一种Bayes方法.提出了Bayes鉴定试验的最大后验风险准则,利用这种准则制定的鉴定试验方案综合了产品研制过程中的先验信息.在确保产品质量的前提下,与传统的鉴定试验方案相比,将大大节省试验时间.     

混合指数分布模型的Bayes分析

针对截尾试验数据的情况,给出了二元混合指数分布模型的平均寿命和可靠性函数的严格的Ｂａｙｅｓ点估计,并运用最大熵准则给出了可靠性函数的近似的Ｂａｙｅｓ置信下限估计。     

System reliability based on diffusion models for fatigue crack growth

Diffusion processes are commonly used to describe the dynamics of complex systems arising in a wide range of application fields. In this paper we propose, on the basis of diffusion processes, two models concerned with the stochastic behavior of fatigue cracks in a system. They are then used to get the distribution of the failure time, the first time the crack size of at least one of the cracks exceeds a given value. Several properties of our proposed models are presented, and the unknown parameters are estimated by the method of maximum likelihood. From these an estimate of failure time distribution is obtained. In this part, contrary to common practice, we do not assume availability of failure data. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Monte Carlo方法在计算机辅助布防中的应用

借助于统计推断的有关原理,提出了一种评估多个火力单元射击一批目标教果的方法。该方法可以为防空批导武器系统的合理布置提供参考,也可以用于评估一个已布置的防空反导系统的有效防卫能力,为最大限度地利用防空反导兵器提供依据。     

Combined variance reduction techniques in fully sequential selection procedures

In the past several decades, many ranking‐and‐selection (R&S) procedures have been developed to select the best simulated system with the largest (or smallest) mean performance measure from a finite number of alternatives. A major issue to address in these R&S problems is to balance the trade‐off between the effectiveness (ie, making a correct selection with a high probability) and the efficiency (ie, using a small total number of observations). In this paper, we take a frequentist's point of view by setting a predetermined probability of correct selection while trying to reduce the total sample size, that is, to improve the efficiency but also maintain the effectiveness. In particular, in order to achieve this goal, we investigate combining various variance reduction techniques into the fully sequential framework, resulting in different R&S procedures with either finite‐time or asymptotic statistical validity. Extensive numerical experiments show great improvement in the efficiency of our proposed procedures as compared with several existing procedures.     

求解传感器网络最大生存时间的最大流算法

节能是传感器网络研究的中心问题之一,目的是延长网络的生存时间。因此对于一个给定网络,很自然地关心它的最大生存时间是多少。从网络最大流的角度分析这个问题,给出了求解传感器网络最大生存时间确切值的算法。     

基于状态的装备可靠度模型及其应用

为应用基于状态的装备可靠度模型，实现对装备的精确维修，采用了比例风险模型（Proportional Hazards Model，PHM）将装备的年龄信息及检测所得状态信息融入系统的风险函数中。考虑到样本包含截尾数据的情形，应用极大似然估计方法对模型中的参数进行了估计以及相应的模型检验。通过对该方法在一个实际案例中应用的详细分析，验证了方法的可行性。     

基于星座图恢复的MQAM信号调制方式识别算法*

针对MQAM信号调制方式的识别问题,提出了一种基于星座图恢复的算法。该算法首先估计信号载频及信噪比等参数,并依据波特率和符号定时完成对接收信号的波特率采样。随后采用一种非判决辅助载频偏差估计方法,以消除载频偏差及相位偏移对星座图恢复的影响。最后利用平均似然比检测的方法,完成MQAM信号调制方式的识别。仿真结果表明,与仅考虑信号幅值分布的极大似然算法相比,该算法具有更优的识别性能。