基于FFT的自适应频率估计算法

为了解决FFT算法中因能量泄露和栅栏效应而导致的算法估计性能下降的问题,提出了一种基于FFT的自适应频率估计算法.分析了Rife算法,指出当信号频率位于量化频率附近时,由于插值方向错误,会导致频率估计性能下降;对于分段FFT相位差频率估计算法,当2段信号最大谱线处对应的相位相差比较大时,容易产生相位模糊,从而增大估计误差.基于FFT的自适应频率估计算法将2种算法进行了综合,既保留了2种算法的优点,又对算法性能有所改进.仿真结果表明:该算法的估计精度、稳定性和抗噪能力都有显著提高.     

An exact aggregation/disaggregation algorithm for large scale markov chains

Many Markov chain models have very large state spaces, making the computation of stationary probabilities very difficult. Often the structure and numerical properties of the Markov chain allows for more efficient computation through state aggregation and disaggregation. In this article we develop an efficient exact single pass aggregation/disaggregation algorithm which exploits structural properties of large finite irreducible mandatory set decomposable Markov chains. The required property of being of mandatory set decomposable structure is a generalization of several other Markov chain structures for which exact aggregation/disaggregation algorithms exist. © 1995 John Wiley & Sons, Inc.     

Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ₁, κ₂ are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.     

双线性表面建模电大目标RCS仿真

目标的电磁散射特性研究对于实现雷达探测、识别、跟踪目标起着至关重要的作用,而雷达散射截面(Radar Cross Section,RCS)又是体现目标电磁散射特性的一个重要方面.参数曲面能精确模拟目标的几何外形,提高计算精度.采用参数曲面——双线性表面建模,运用物理光学(Physical Optics,PO)法计算电大...     

An operator theory of parametric programming for the generalized transportation problem—IV—global operators

This paper investigates the effect of the optimal solution of a (capacitated) generalized transportation problem when the data of the problem (the rim conditions—i.e., the available time of machine types and demands of product types, the per unit production costs, the per unit production time and the upper bounds) are continuously varied as a linear function of a single parameter. Operators that effect the transformation of optimal solution associated with such data changes, are shown to be a product of basis preserving operators (described in our earlier papers) that operate on a sequence of adjacent basis structures. Algorithms are furnished for the three types of operators—rim, cost, and weight. The paper concludes with a discussion of the production and managerial interpretations of the operators and a comment on the “production paradox”.     

Confidence bounds and propagation of uncertainties in system availability and reliability computations

This paper develops bounds on the uncertainties in system availabilities or reliabilities which have been computed from structural (series, parallel, etc.) relations among uncertain subsystem availabilities or reliabilities. It is assumed that the highly available (reliable) subsystems have been tested or simulated to determine their unavailabilities (unreliabilities) to within some small percentages of uncertainty. It is shown that series, parallel and r out of n structures which are nominally highly available will have unavailability uncertainties whose percentages errors are of the same order as the subsystem uncertainties. Thus overall system analysis errors, even for large systems, are of the same order of magnitude as the uncertainties in the component probabilities. Both systematic (bias type) uncertainties and independent random uncertainties are considered.