Application of Markov renewal theory and semi-Markov decision processes in maintenance modeling and optimization of multi-unit systems

In this paper, a condition-based maintenance model for a multi-unit production system is proposed and analyzed using Markov renewal theory. The units of the system are subject to gradual deterioration, and the gradual deterioration process of each unit is described by a three-state continuous time homogeneous Markov chain with two working states and a failure state. The production rate of the system is influenced by the deterioration process and the demand is constant. The states of the units are observable through regular inspections and the decision to perform maintenance depends on the number of units in each state. The objective is to obtain the steady-state characteristics and the formula for the long-run average cost for the controlled system. The optimal policy is obtained using a dynamic programming algorithm. The result is validated using a semi-Markov decision process formulation and the policy iteration algorithm. Moreover, an analytical expression is obtained for the calculation of the mean time to initiate maintenance using the first passage time theory.     

On efficient algorithms for finding efficient salvo policies

We consider the salvo policy problem, in which there are k moments, called salvos, at which we can fire multiple missiles simultaneously at an incoming object. Each salvo is characterized by a probability p_i: the hit probability of a single missile. After each salvo, we can assess whether the incoming object is still active. If it is, we fire the missiles assigned to the next salvo. In the salvo policy problem, the goal is to assign at most n missiles to salvos in order to minimize the expected number of missiles used. We consider three problem versions. In Gould's version, we have to assign all n missiles to salvos. In the Big Bomb version, a cost of B is incurred when all salvo's are unsuccessful. Finally, we consider the Quota version in which the kill probability should exceed some quota Q. We discuss the computational complexity and the approximability of these problem versions. In particular, we show that Gould's version and the Big Bomb version admit pseudopolynomial time exact algorithms and fully polynomial time approximation schemes. We also present an iterative approximation algorithm for the Quota version, and show that a related problem is NP-complete.     

基于循环子空间理论的线性系统测试矩阵优化

研究了线性定常系统在循环指数大于1(即其约当标准形不同的约当块有重根)的情况下测试矩阵的优化方法.以循环子空间相关定理的证明为基础,根据根向量链的相关特性,得到了测试向量的线性和与系统观测性的直接关系,给出了在保证系统可观测性的同时,使得测试代价最小的测试矩阵优化方法.算例表明,提出的方法简单直观,对配置测试向量具有良好的工程价值.     

As-IPDA算法的天波超视距雷达目标跟踪研究

天波超视距雷达(OTHR)具有低数据率、低检测概率和低量测精度特征对目标跟踪提出挑战.针对OTHR在低检测概率下跟踪目标存在失跟率高的问题,将As-IPDA算法应用到OTHR目标跟踪中,通过大量的仿真实例验证了As-IPDA算法在超视距雷达目标跟踪应用中的可行性,并分析了平滑步长、航迹存在性转移参数、目标检测概率对算法性能的影响,给出了算法参数选择建议,为工程应用提供理论参考.     

机动目标一维距离像RAT法线性化补偿

研究了机动目标宽带线性调频脉冲回波全去斜率信号模型,根据速度和加速度的调频频谱展宽特点,提出了机动目标宽带一维距离像线性化调频回波模型,给出了Radon模糊图转换(RAT)法线性参数估计与运动补偿方法,并进一步分析了测速和测距误差.仿真实验验证了RAT法一维距离像线性化参数估计与补偿,表明该方法很好地解决了运动参数未知情况下机动目标的一维距离像频谱展宽问题.     

公共场所人员安全疏散评价方法探讨

公共场所安全疏散评价对于确保火灾中人员的生命安全具有重要意义。基于“性能化”防火设计的思想，对影响公共场所安全疏散的因素进行了分析，并对安全疏散的必要性能和评价程序进行了较为全面的探讨，其中包括烟气的评价、人员疏散能力的评价、疏散路线合理性的评价、疏散对策的评价等，目的在于通过合理的评价方法得出合理的疏散性能，为减少公共场所火灾造成的人员伤亡和财产损失提供帮助。     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Adjacency‐based local top‐down search method for finding maximal efficient faces in multiple objective linear programming

It is well‐known that the efficient set of a multiobjective linear programming (MOLP) problem can be represented as a union of the maximal efficient faces of the feasible region. In this paper, we propose a method for finding all maximal efficient faces for an MOLP. The new method is based on a condition that all efficient vertices (short for the efficient extreme points and rays) for the MOLP have been found and it relies on the adjacency, affine independence and convexity results of efficient sets. The method uses a local top‐down search strategy to determine maximal efficient faces incident to every efficient vertex for finding maximal efficient faces of an MOLP problem. To our knowledge, the proposed method is the first top‐down search method that uses the adjacency property of the efficient set to find all maximal efficient faces. We discuss this and other advantages and disadvantages of the algorithm. We also discuss some computational experience we have had with our computer code for implementing the algorithm. This computational experience involved solving several MOLP problems with the code.     

基于IMM滤波器的纯方位机动目标跟踪

针对无源纯方位跟踪中目标机动的问题,提出了一种基于交互式多模型的目标跟踪算法。该算法用伪量测变换估计器(PLE)将纯方位跟踪中非线性观测模型线性化,避免了计算雅克比行列式。机动目标跟踪中通过实时调整模型匹配概率,提高了滤波器对状态变化的跟踪能力。同时该算法实时修正观测噪声协方差,消除目标远离基阵时观测噪声对目标定位的影响。最后通过与MGEKF进行比较,Monte Carlo仿真结果验证了该算法的优越性。     

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