Replicated batch means for steady‐state simulations

This paper studies a new steady‐state simulation output analysis method called replicated batch means in which a small number of replications are conducted and the observations in these replications are grouped into batches. This paper also introduces and compares methods for selecting the initial state of each replication. More specifically, we show that confidence intervals constructed by the replicated batch means method are valid for large batch sizes and derive expressions for the expected values and variances of the steady‐state mean and variance estimators for stationary processes and large sample sizes. We then use these expressions, analytical examples, and numerical experiments to compare the replicated batch means method with the standard batch means and multiple replications methods. The numerical results, which are obtained from an AR(1) process and a small, nearly‐decomposable Markov chain, show that the multiple replications method often gives confidence intervals with poorer coverage than the standard and replicated batch means methods and that the replicated batch means method, implemented with good choices of initialization method and number of replications, provides confidence interval coverages that range from being comparable with to being noticeably better than coverages obtained by the standard batch means method. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

谱分析方法在仿真结果分析中的运用

文中给出了谱估计的分析，并将它直接应用于仿真系统输出量的特性分析。对于仿真的可信性问题，讨论了相容性检验方法，特别是小子样现场试验下，仿真与现场试验之间的一致性问题。     

仿真信号模糊一致性分析与风险评估方法

为了完善基于置信区间的仿真信号一致性分析方法,考虑了置信区间与接收区间的长度匹配问题,定义来最佳样本容量,并在此基础上提出了基于D-S证据理论的仿真信号模糊一致性分析方法。同时为了对信号仿真模型的风险进行定量评估,建立了信号仿真模型风险系数函数,得到多参数仿真信号风险系数向量,以此给决策者和/或仿真用户提供决策支持。最后,用水中兵器仿真试验中水中目标辐射噪声仿真的应用实例加以说明。     

远程火炮密集度试验多组数据的处理方法

远程火炮密集度试验需要进行多次射击,同一试验条件下的多组数据通常认为来源于同一分布,但却未见于证明。利用统计检验方法,给出了对试验数据方差齐性及均值相等性的检验方法,并在多组试验数据一致性的基础上给出了试验数据均值、方差的无偏估计,同时在既定置信度下给出了其置信区间,为远程火炮精度检测提供了工具。     

Inequality‐based reliability estimates for complex systems

Full‐system testing for large‐scale systems is often infeasible or very costly. Thus, when estimating system reliability, it is desirable to use a method that uses subsystem tests, which are often less expensive and more feasible. This article presents a method for bounding full‐system reliabilities based on subsystem tests and, if available, full‐system tests. The method does not require that subsystems be independent. It accounts for dependencies through the use of certain probability inequalities. The inequalities provide the basis for valid reliability calculations while not requiring independent subsystems or full‐system tests. The inequalities allow for test information on pairwise subsystem failure modes to be incorporated, thereby improving the bound on system reliability. We illustrate some of the properties of the estimates via an example application. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

舰艇辐射噪声仿真信号应用风险评估模型

为了克服传统风险评估中定性分析方法客观性较差等缺点,定义了与仿真信号特征参数一致性相关联的后果系数,对仿真信号风险事件所导致的后果进行了定量分析,并在此基础上提出了基于一致性分析的仿真信号应用风险评估模型,最后给出了该模型应用于舰艇辐射噪声仿真的评估实例。评估实例表明,该模型不仅有助于充分挖掘信号仿真中阶段性数据的有用信息,同时也能为仿真信号的风险评估提供实用工具。     

基于置信椭球的V/M故障检测与隔离算法改进

动态系统的故障诊断技术在组合导航系统中有着重要意义.首先介绍了一类经典状态一致性故障检测/隔离方法-Kerr的基于置信椭球的V/M处理方法的原理与处理过程.Kerr的V/M方法以偏差方向的累计和进行隔离判断,可能发生两种情况下的隔离模糊问题.为此,对Kerr的经典V/M算法进行了改造,在其投票函数中采用偏差距离的累计代替偏差方向的累计,使得故障隔离的敏感性大幅度增加,解决了经典V/M算法在实用中存在的第一种情况下的隔离模糊问题.采用算例证明了新方法的有效性.     

炮瞄雷达试验数据处理中有关问题的探讨

结合炮瞄雷达国家军用标准和靶场炮瞄雷达试验,对炮瞄雷达精度试验数据处理中的误差分组统计方法、样本大小选取和异常数据点处理等问题进行了探讨,并且提出了相应的处理方法     

基于加权的目标综合识别技术

在基于证据理论的目标综合识别系统中,综合考虑信息源权重对识别结果有重要的影响.提出了基于加权的目标综合识别技术,总结了几种常用的主观权重和客观权重获取方法,给出了组合权重的计算公式,针对D-S证据理论仿真验证了基于证据加权思想对合成结果的改进效果.研究表明,在进行目标综合识别时考虑信息源的权重是必要的,它能有效化解信源冲突,保证合成结果的合理性和稳健性.     

逐步增加Ⅱ型截尾样本下k/N(G)系统可靠性指标的置信区间

在逐步增加Ⅰ型截尾样本下,研究k/N(G)系统可靠性指标的区间估计问题。假设部件寿命服从指数分布,利用极大似然法和Bayes方法,首先给出了部件失效率的Bayes近似置信区间,其次推导出了系统可靠度和平均寿命的Bayes近似置信区间的计算公式。最后给出随机模拟例子,并对置信区间的精度进行了讨论。