C3I系统仿真评价环境与方法研究

C3I系统是一个复杂的大系统,如何有效地分析、研究和评价C3I系统的效能一直是C3I系统研究领域里的一个难点.仿真技术的出现为分析和评价C3I系统效能提供了一种新的手段.该文在分析基于仿真的C3I系统效能评价过程的基础上,设计实现了基于分布交互仿真技术的"C3I系统仿真评价环境",对仿真评价环境的体系结构、仿真技术体制等关键问题进行了论述.利用该环境可以对C3I系统作仿真分析、性能指标对比分析以及作战效能分析.由于仿真试验只是获取评价系统所需数据的一种手段,文章最后对几种常用的系统综合评价方法进行了探讨.     

A Markovian model for process setup and improvement

We examine the setup and improvement policies for a production process with multiple performance states. Assume that the production process deteriorates randomly over time, following a Markovian process with known transition probabilities. In order to reduce the production cost incurred because of process deterioration, the process is inspected at the end of each period. Then one of three actions may be taken: do nothing, perform routine process setup, or perform routine setup and process improvement. The routine setup operation returns the process to its best performance state, whereas the process improvement action may reduce future production and setup costs and improve the process-state transition probabilities. A discounted Markovian model is formulated to find the strategy that minimizes the total cost of operating the production process. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 383–400, 1997     

Exact bayesian estimation of system reliability from component test data

System reliability is often estimated by the use of components' reliability test results when system test data are not available, or are very scarce. A method is proposed for computing the exact posterior probability density function, cumulative distribution function, and credible intervals for system reliability in a Bayesian setting, with the use of components' prior probability distributions and current test results. The method can be applied to series, parallel, and many mixed systems. Although in theory the method involves evaluating infinite series, numerical results show that a small number of terms from the infinite series are sufficient in practice to provide accurate estimates of system reliability. Furthermore, because the coefficients in the series follow some recurrence relations, our results allow us to calculate the reliability distribution of a large system from that of its subsystems. Error bounds associated with the proposed method are also given. Numerical comparisons with other existing approaches show that the proposed method is efficient and accurate. © 1997 John Wiley & Sons, Inc.     

Planning accelerated life tests for censored two‐parameter exponential distributions

We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999     

A general model for accelerated life testing with time‐dependent covariates

This paper introduces a general or “distribution‐free” model to analyze the lifetime of components under accelerated life testing. Unlike the accelerated failure time (AFT) models, the proposed model shares the advantage of being “distribution‐free” with the proportional hazard (PH) model and overcomes the deficiency of the PH model not allowing survival curves corresponding to different values of a covariate to cross. In this research, we extend and modify the extended hazard regression (EHR) model using the partial likelihood function to analyze failure data with time‐dependent covariates. The new model can be easily adopted to create an accelerated life testing model with different types of stress loading. For example, stress loading in accelerated life testing can be a step function, cyclic, or linear function with time. These types of stress loadings reduce the testing time and increase the number of failures of components under test. The proposed EHR model with time‐dependent covariates which incorporates multiple stress loadings requires further verification. Therefore, we conduct an accelerated life test in the laboratory by subjecting components to time‐dependent stresses, and we compare the reliability estimation based on the developed model with that obtained from experimental results. The combination of the theoretical development of the accelerated life testing model verified by laboratory experiments offers a unique perspective to reliability model building and verification. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 303–321, 1999     

Pairwise model discrimination with applications in lifetime distributions and degradation processes

Reliability data obtained from life tests and degradation tests have been extensively used for purposes such as estimating product reliability and predicting warranty costs. When there is more than one candidate model, an important task is to discriminate between the models. In the literature, the model discrimination was often treated as a hypothesis test and a pairwise model discrimination procedure was carried out. Because the null distribution of the test statistic is unavailable in most cases, the large sample approximation and the bootstrap were frequently used to find the acceptance region of the test. Although these two methods are asymptotically accurate, their performance in terms of size and power is not satisfactory in small sample size. To enhance the small‐sample performance, we propose a new method to approximate the null distribution, which builds on the idea of generalized pivots. Conventionally, the generalized pivots were often used for interval estimation of a certain parameter or function of parameters in presence of nuisance parameters. In this study, we further extend the idea of generalized pivots to find the acceptance region of the model discrimination test. Through extensive simulations, we show that the proposed method performs better than the existing methods in discriminating between two lifetime distributions or two degradation models over a wide range of sample sizes. Two real examples are used to illustrate the proposed methods.     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

高效率机动部署航空武器靶场关键技术和应用

为用户设计了一个航空武器试验靶场,具备空空、空地和地空导弹试验能力,可机动部署,具有易于运行和运维代价低的特点。靶场由载机遥测系统、测量雷达、光电跟踪系统、微波和光纤通信系统、靶机遥测站、指挥控制等6个子系统构成;指挥控制子系统之外的5个子系统均使用国产成熟产品。在总体方案和指挥控制子系统设计中,对互联集成方案、机动部署、试验航线设计和发布、自动化领航、自动化指挥决策等5项关键技术进行了着重优化。在实际应用中,全靶场运行仅需20多成员(不含飞行和机场机务人员),3天内完成新试验场部署和联调,对作战部队飞行员进行5架次航线训练后即进行实弹试验,2天内完成多发中程拦截和近距格斗空空导弹试验。     

A note on parallel machine replacement

Jones, Zydiak, and Hopp [1] consider the parallel machine replacement problem (PMRP), in which there are both fixed and variable costs associated with replacing machines. Increasing maintenance cost motivates replacements, and a fixed replacement cost provides incentive for replacing machines of the same age in clusters. They prove two intuitive but important results for finite- or infinite-horizon PMRPs, which significantly reduce the size of the linear programming (LP) formulation of the problem and computing efforts required to obtain an optimal replacement policy. Their results are the no-splitting rule (NSR) and the older cluster replacement rule (OCRR). Under a slightly weaker set of assumptions, we prove a third rule, the all-or-none rule (AONR), which states that in any period, an optimal policy is to keep or to replace all the machines regardless of age. This result further reduces the size of the LP formulation of the PMRP. © 1993 John Wiley & Sons, Inc.     

A O(nm log(U/n)) time maximum flow algorithm

In this paper, we present an O(nm log(U/n)) time maximum flow algorithm. If U = O(n) then this algorithm runs in O(nm) time for all values of m and n. This gives the best available running time to solve maximum flow problems satisfying U = O(n). Furthermore, for unit capacity networks the algorithm runs in O(n^2/3m) time. It is a two‐phase capacity scaling algorithm that is easy to implement and does not use complex data structures. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 511–520, 2000