Properties of a mean residual life function arising from renewal theory

The present article discusses the properties of the mean residual life function in a renewal process. We examine the relationship this function has with the failure rate function and the conventional mean, variance and coefficient of variation of residual life. We also discuss some monotonicity properties of the mean residual life function. A partial order based on the renewal mean residual function is introduced along with its interrelationship with some existing stochastic orders. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Threshold incentives over multiple periods and the sales hockey stick phenomenon

In this article, we study threshold‐based sales‐force incentives and their impact on a dealer's optimal effort. A phenomenon, observed in practice, is that the dealer exerts a large effort toward the end of the incentive period to boost sales and reach the threshold to make additional profits. In the literature, the resulting last‐period sales spike is sometimes called the hockey stick phenomenon (HSP). In this article, we show that the manufacturer's choice of the incentive parameters and the underlying demand uncertainty affect the dealer's optimal effort choice. This results in the sales HSP over multiple time periods even when there is a cost associated with waiting. We then show that, by linking the threshold to a correlated market signal, the HSP can be regulated. We also characterize the variance of the total sales across all the periods and demonstrate conditions under the sales variance can be reduced. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Optimum step‐stress accelerated life test plans for log‐location‐scale distributions

This article presents new tools and methods for finding optimum step‐stress accelerated life test plans. First, we present an approach to calculate the large‐sample approximate variance of the maximum likelihood estimator of a quantile of the failure time distribution at use conditions from a step‐stress accelerated life test. The approach allows for multistep stress changes and censoring for general log‐location‐scale distributions based on a cumulative exposure model. As an application of this approach, the optimum variance is studied as a function of shape parameter for both Weibull and lognormal distributions. Graphical comparisons among test plans using step‐up, step‐down, and constant‐stress patterns are also presented. The results show that depending on the values of the model parameters and quantile of interest, each of the three test plans can be preferable in terms of optimum variance. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于磁通门/GPS组合的车辆导航系统滤波技术

给出了基于磁通门/GPS组合导航系统的硬件结构图,并应用卡尔曼滤波和方差自适应滤波算法分别对GPS、磁通门单独导航定位系统进行了分散滤波,最后应用联合卡尔曼滤波器对GPS和磁通门信息进行了信息融合.并且通过实际跑车实验,验证了滤波对导航系统随机误差消除和定位精度提高的有效性.     

基于集对分析的海上油料补给方法选择优化

针对各种复杂环境对海上油料补给方法选择的不确定性影响,在分析海上油料补给方法选择影响因素的基础上,确定了海上油料补给方法选择的属性要素,运用集对分析理论建立了海上油料补给方法选择的优化模型;采用变异系数法计算属性权重,通过构建海上油料补给方法选择的正、负理想方案,确定了各备选方案与理想方案之间的联系度。算例分析结果表明,将集对分析运用于海上油料补给方法的选择,能够有效降低多种复杂因素对油料补给方法选择的不确定性影响。     

Screening and selection procedures with control variates and correlation induction techniques

We consider the problem of identifying the simulated system with the best expected performance measure when the number of alternatives is finite and small (often < 500). Recently, more research efforts in the simulation community have been directed to develop ranking and selection (R&S) procedures capable of exploiting variance reduction techniques (especially the control variates). In this article, we propose new R&S procedures that can jointly use control variates and correlation induction techniques (including antithetic variates and Latin hypercube sampling). Empirical results and a realistic illustration show that the proposed procedures outperform the conventional procedures using sample means or control variates alone. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

方差分量的Bayes二次无偏估计及可容许估计的非负性

对于有P 个方差分量的线性模型,本文导出了方差分量线性函数的Bayes 不变二次无偏估计的显示表达式,证明了Bayes 不变二次无偏估计类形成了可容许的不变二次无偏估计的完全类。在可容许的不变二次无偏估计类中,讨论了非负参数函数的非负估计问题,给出了可容许的非负定估计存在的充要条件。     

高阶累积量自适应波束形成的改进算法

针对线性约束最小方差(LCMV)算法在自适应波束形成时,存在的对噪声敏感、信噪比(SNR)较高时波束形成受小特征值扰动影响较大的情况。在基于高阶累积量的LCMV算法的基础上提出改进方法。该方法首先计算阵列接收数据的高阶累积量,然后对高阶累积量构造数据增广矩阵,进行奇异值分解求出伪逆,再用伪逆修正LCMV算法的权值,形成波束。仿真结果表明,相比于传统LCMV算法与基于高阶累积量的LCMV算法。算法能够有效地克服信噪比升高时小特征值扰动对波束形成的不良影响,且在较低快拍数下仍能有效形成波束。     

基于Huber权函数的Allan方差非相关差分抗差估计方法

原子钟频率稳定度计算时由于钟差观测异常会导致Allan方差出现较大的估计偏差。本文首先建立了Allan方差的差分估计模型,根据钟差的差分序列统计特性分析了相关差分估计的噪声识别与白化等计算复杂度问题;针对上述难点提出了一种基于Huber权函数的非相关差分抗差估计方法,建立了一种非相关差分序列的构造方法,有效避免了复杂的噪声识别及白化计算,给出了Allan方差的非相关差分抗差估计的推导,并对抗差过程引入的误差累积给出了一种抵消方法;最后给出了完整的抗差估计方案,并利用实测数据进行了实验验证,结果表明本文方法对相位单点跳变、相位阶跃跳变具有显著的抗差能力,抗差估计可使异常引入的相对偏差由近200%降至5%以内。