The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

坦克稳定器的神经滑模控制方法

针对坦克稳定器这一类非线性和不确定性的复杂控制对象,提出一种神经滑模控制方法。该方法将滑模控制与神经网络相结合,解决了控制系统跟踪性能和鲁棒性能之间的矛盾。系统中的滑模控制器保证了系统的快速跟踪性能;而神经网络具有很强的自学习功能,通过学习能够保证系统的稳定性,同时可对扰动和参数变化进行有效的抑制补偿,从而在不牺牲系统鲁棒性的同时达到削弱抖振的目的。从理论上证明了滑动平面的稳定性,并且通过仿真验证了该结果。仿真结果表明该设计方法优于经典设计,为实际设计提供了一种可行的新方法。     

基于复杂网络的作战网络分析

分布式网络化作战是网络中心战的基础,而分布式作战网络的构建是网络化作战的重要前提。首先,运用复杂网络的相关参数分析了多种不同的网络,选择了BA非标度网络作为分布式作战网络的最优表现形式;其次,以BA非标度网络为基础提出了一个适合军事上动态鲁棒性分析的模型DCNCE;最后,仿真结果表明,在以网络效能值为测度的对比下,分布式作战网络在介数毁伤策略下更脆弱,为构建并改进现有的作战网络提供了理论依据。     

Strategy selection: an info-gap methodology

The evaluation and selection of military strategy requires consideration of myriad factors – social, historical, political, geographical and technological – together with vast uncertainties encompassing all these domains. Info-gap decision theory is a conceptual framework that can support these deliberations and that has substantive implications for the formulation, evaluation and selection of strategic goals and of the means to attain them. In particular, while the analyst may desire to reliably achieve the best possible outcome, info-gap theory provides a critique of, and alternative to, the paradigm of optimizing the outcome of a decision. In selecting between strategy alternatives, the analyst must sometimes choose between one alternative that is purportedly better than another, but also more uncertain. Such a choice is a dilemma whose resolution requires the analyst to balance between the different predicted qualities of each alternative and their different vulnerabilities to uncertainty. The dilemma can be managed with the info-gap methodology of robustly satisfying critical requirements.     

敏捷C2组织鲁棒性研究＊

敏捷性的研究是信息时代的组织研究中的重要方面。设计一种敏捷的C2组织,以保证C2组织在执行任务时能够发挥最佳性能,以达到灵活应对任务、减少资源浪费和提升作战效能的目的,这样的组织被称为敏捷C2组织。从敏捷C2组织形式化概念模型构建开始,对敏捷C2组织的敏捷性测度中的鲁棒性的含义及其测度方法进行详细的定义和阐述,并通过实验对方法进行分析研究验证。     

A spatial rank‐based multivariate EWMA control chart

Nonparametric control charts are useful in statistical process control when there is a lack of or limited knowledge about the underlying process distribution, especially when the process measurement is multivariate. This article develops a new multivariate self‐starting methodology for monitoring location parameters. It is based on adapting the multivariate spatial rank to on‐line sequential monitoring. The weighted version of the rank‐based test is used to formulate the charting statistic by incorporating the exponentially weighted moving average control scheme. It is robust to non‐normally distributed data, easy to construct, fast to compute and also very efficient in detecting multivariate process shifts, especially small or moderate shifts which occur when the process distribution is heavy‐tailed or skewed. As it avoids the need for a lengthy data‐gathering step before charting and it does not require knowledge of the underlying distribution, the proposed control chart is particularly useful in start‐up or short‐run situations. A real‐data example from white wine production processes shows that it performs quite well. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 91–110, 2012     

再入机动弹头滚动回路鲁棒姿态控制系统设计

根据经典控制理论,引入姿态角加速度反馈,采用零、极点相消,变增益补偿等设计方法,所设计的再入机动弹头滚动回路姿态控制系统具有良好的快速性、稳定性和很强的鲁棒性。     

一种非对称鲁棒性盲水印算法

针对数字图像版权保护,提出一种非对称鲁棒性盲数字水印方法。通过将水印嵌入到最少受图像改变影响的子空间,使嵌入水印具有鲁棒性,且通过对特征子空间的选取限制,使算法具有较高的检测概率和安全性以及较低的虚警概率。同时,水印嵌入矩阵与提取矩阵不同,它可公开除密钥外的所有其它的信息,而且能实现水印盲提取。实验结果证明了该算法的鲁棒性。     

火箭炮位置伺服系统的鲁棒性多内模控制

为了实现火箭炮交流伺服系统的高精度位置跟踪控制,引入补偿模块,设计了一种鲁棒多内模预估控制器,是一种适应于参数时变的控制器。理论分析和仿真结果表明,所提出的方法设计简单,参数调整方便,可以使系统同时具有良好的目标值跟踪特性、干扰抑制特性和鲁棒性。     

基于变结构方法的空空导弹鲁棒逆控制律设计

为克服动态逆控制严重依赖被控对象精确数学模型且鲁棒性较差的缺点,将动态逆与变结构方法相结合采用双环结构设计了空空导弹鲁棒动态逆控制律.将导弹飞行状态划分成快慢2个回路,慢回路(外环)采用变结构控制,并设计扩张状态观测器,对外环中的不确定性进行估计;快回路(内环)采用动态逆控制.仿真结果表明,所设计的控制律具有较好的动态特性和鲁棒性能.