一种多方位一距离目标定位的最小二乘伴随估计器

对纯方位最小二乘估计器,在已知某时刻一个观测距离的情况下,导出了一种伴随型的目标速度估计器．该算法嵌入原最小二乘估计器之中,计算简单且便于工程应用．     

Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring

Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857–1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type‐I and Type‐II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319–330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

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     

基于GDOP的多基地雷达布站优化研究

以BLUE算法和GDOP为基本定位算法和精度分析工具,评估多基地雷达的定位性能,建立以GDOP最小值最小和有效监控区最大为目标的多基地雷达布站优化模型.仿真结果表明,通过以下措施可提高定位性能:①增加收发站总数;②采取扇形方式布站;③优先增加部署接收站;④交替部署收发站;⑤通过优化模型优化扇形布站分布角总和.     

Estimating the point availability with right‐censored data

The point availability of a one‐unit system at a specified time is defined as the probability that the component is operating at that time. When both operating time and repair time are subject to random (right) censorship, we propose an asymptotic nonparametric approach for constructing confidence intervals for the point availability of the system. The technique is based on the fact that a product limit estimator converges to a Gaussian process. The method is also extended to finding confidence intervals for the point availability of a complex system using the δ‐Method. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 119–127, 1999     

再入弹道参数自适应估计

本文研究再入弹道参数的自适应估计。所采用的方法对动力学模型噪声的未知统计特性进行补偿,并对状态参数与测量设备的系统误差交叉进行估计。仿真结果表明,无论是状态参数的估计还是测量系统误差的估计,都具有较高的精度。     

恒加试验的最优线性不变估计

给出了恒加试验的最优线性无偏估计与最优线性不变估计。与有关文献给出的二步估计相比,这两个估计有较大改进,并且在计算上简单可行。     

自适应两步滤波算法在机载IRSTS被动定位中的应用

在机载红外搜索跟踪系统被动定位研究中,针对扩展卡尔曼滤波算法要求先验的噪声统计及存在系统观测模型线性化误差影响滤波精度的特点,利用两步滤波算法并结合Sage-Husa噪声估计器构建了适用于机载IRSTS被动定位特点的自适应两步滤波算法模型,算法不仅实时在线地估计了观测噪声的统计特性,而且避免了观测模型线性化误差.仿真结果表明,在完全相同的初始条件下,自适应两步滤波算法对目标运动参数的估计结果明显优于扩展卡尔曼滤波,从而提高了机载IRSTS被动定位的精度.     

Combining standardized time series area and Cramér–von Mises variance estimators

We propose three related estimators for the variance parameter arising from a steady‐state simulation process. All are based on combinations of standardized‐time‐series area and Cramér–von Mises (CvM) estimators. The first is a straightforward linear combination of the area and CvM estimators; the second resembles a Durbin–Watson statistic; and the third is related to a jackknifed version of the first. The main derivations yield analytical expressions for the bias and variance of the new estimators. These results show that the new estimators often perform better than the pure area, pure CvM, and benchmark nonoverlapping and overlapping batch means estimators, especially in terms of variance and mean squared error. We also give exact and Monte Carlo examples illustrating our findings.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Weibull 分布场合下恒定应力加速寿命试验的保序估计

讨论了Ｗｅｉｂｕｌ场合下恒定应力加速寿命试验的最优线性无偏估计及保序估计,获得了保序估计的表示式,并给出了一个模拟例子．