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     

自适应平方根无迹滤波的雷达组网状态估计算法

从最小方差的角度分析了雷达组网无迹滤波(Unscented Filter,UF)状态估计的统计学本质,并且针对UF的Cholesky分解遇到非半正定矩阵容易发散、不准确滤波初值造成滤波发散以及异常扰动影响滤波效果等问题,提出将自适应平方根无迹滤波(Adaptive Square Root Unscented Filter,ASQUF)用于雷达组网状态估计,结合合理的滤波初始化策略,提高了UF的工程可用性。仿真验证表明,提出的ASRUF算法用于雷达组网空域目标状态估计时,初始化平稳无波动,工程可用性好,状态估计精度高,明显优于扩展卡尔曼滤波(Extended Kalman Filter,EKF)算法。     

基于GA-ML-PMHT的多基站无源协同定位方法

针对无源协同定位系统中低可观测目标的航迹初始及维持问题,提出一种基于遗传算法的极大似然概率多假设的多基站无源协同定位方法。首先,建立多基站无源协同定位系统数学模型。其次,提出基于极大似然概率多假设的无源协同定位航迹初始算法,并首次利用遗传算法解决极大似然概率多假设中的优化求解问题,以提高目标检测跟踪性能。最后,通过滑窗法实现航迹维持。仿真结果表明,所提方法能够有效解决多基站无源协同定位系统中低可观测目标的航迹初始及维持问题。     

视觉惯性导航系统初始化方法综述

视觉惯性导航系统通过初始化,对尺度信息、重力向量、速度、惯性传感器偏差等一系列状态估计所需参数进行快速求解,以提升系统后续导航定位与环境感知的准确性。根据传感信息耦合方式,视觉惯性导航系统初始化方法可以分为三类:联合初始化、非联合初始化和半联合初始化。基于现有研究工作,从基础理论、发展与分类、现有方法、性能评估四个方面展开,对目前主流的初始化方法进行综述,并总结视觉惯性导航系统初始化领域未来的发展趋势,有利于对视觉惯性导航系统初始化方法形成总体性了解并把握其发展方向。