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     

基于实际案例的导弹装备战斗损伤评估

指出了基于实际案例的通用导弹装备战斗损伤评估内容及特点,提出了战斗损伤评估的量化标准,定义了战损率的概念;采用向量夹角余弦方法综合出了导弹装备各级组件的战损率及车辆的战损量化值,并通过实例证明了该方法具有所需信息量小、主客观综合性强、评估方法易于仿真实现等优点.     

多传感器参数融合研究

防空导弹武器系统为了适应“网络中心战”,对多传感器参数融合进行了研究。给出了同时间点参数融合的加权最小二乘法与不同时间点参数融合的Kalman综合滤波法。对于各方法的性能,不仅进行了简要的理论分析,还给出了仿真实验的数据结果。理论分析与仿真实验都证明了这2种方法具有优异性能。     

交会对接中雷达测量信息的最优估计

基于目标飞行器与追踪飞行器交会对接这一应用背景,对于追踪飞行器上交会雷达对目标飞行器的原始测量信息(斜距、方位角、俯仰角,甚至径向速度),通过建立适当的目标模型以及观测方程,很好地对2个飞行器的非线性相对运动规律、追踪飞行器绕地球高动态旋转特性、追踪飞行器姿态偏差进行了补偿或修正,实现了最优估计,并通过仿真进行了验证。     

A stochastic model for burn‐in procedures in accelerated environment

Burn‐in procedure is a manufacturing technique that is intended to eliminate early failures of system or product. Burning‐in a component or system means to subject it to a period of use prior to being used in field. Generally, burn‐in is considered expensive and so the length of burn‐in is typically limited. Thus, burn‐in is most often accomplished in an accelerated environment in order to shorten the burn‐in process. A new failure rate model for an accelerated burn‐in procedure, which incorporates the accelerated ageing process induced by the accelerated environmental stress, is proposed. Under a more general assumption on the shape of failure rate function of products, which includes the traditional bathtub‐shaped failure rate function as a special case, upper bounds for optimal burn‐in time will be derived. A numerical example will also be given for illustration. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于退化速率跟踪粒子滤波的剩余使用寿命预测框架

毋庸置疑,剩余使用寿命预测对于设备的健康管理越来越重要。近年来粒子滤波方法被越来越多地应用到设备寿命预测技术当中,这是因为粒子滤波方法能更好的解决非线性非高斯系统滤波问题,而且能够获得不确定度信息。但该方法的预测性能却过度依赖于预测模型,并且对于模型参数的初始分布也比较敏感,这在一定程度上限制了粒子滤波预测方法的进一步发展。本文针对基本粒子滤波预测方法的不足,提出了一种基于退化速率跟踪粒子滤波的通用预测框架,以历史观测数据的退化速率统计规律作为指导来跟踪目标数据的退化速率,实现对粒子滤波预测方法的简化。并将该方法用于轴承和锂离子电池的剩余使用寿命预测,验证了方法的有效性。     

基于自适应阈值的FAST特征点提取算法

FAST特征提取算法阈值选取固定,因此不能满足不同图像的特征点抽取要求,并且提取的结果存在着多个特征点块的现象。针对这些缺陷,首先采用动态全局阈值对原始灰度图像进行初步提取得到候选特征点,然后采取动态局部阈值和非极大值抑制法进一步对候选特征点进行筛选,从而达到自适应选取阈值和抑制多个特征点块的目的。实验表明,改进后的算法稳定性高,对不同光照和对比度情况下有一定的适应能力,并且运算量相对比于其他一些特征提取算法要小得多,满足实时应用的要求。     

钢质油罐底板腐蚀概率估计

针对钢质油罐底板腐蚀,首先分析了油罐底板腐蚀工程检测数据的特点和腐蚀试验数据统计分析理论;然后针对工程检测信息不完全的特性,以最大腐蚀深度的预测估计为目标,建立了以轻微腐蚀面积估计来实现腐蚀概率修正估计的模型;最后利用广州等地27个罐约900条检测数据估计了油罐底板的最大腐蚀深度。其最大相对误差小于45%,约80%的相对误差优于30%。     

针对自适应滤波的组网雷达欺骗干扰优化策略

针对组网雷达系统在跟踪目标发生机动时采用自适应滤波来估计目标状态的特点,在点迹融合数据处理结构的组网雷达基础上提出了一种欺骗干扰优化策略.根据状态和量测方程描述了组网雷达跟踪目标的模型,同时建立了跟踪机动目标的自适应滤波模型.在此基础上,建立了欺骗干扰模型,并在目标机动检测约束下,推导了虚假目标欺骗干扰对于组网雷达融合...     

基于ARMA辨识的色噪系统状态参数鲁棒估计

实际环境中观测系统的噪声,同时存在着白噪、色噪声和尖点噪声的影响.已有的研究都仅考虑白噪或色噪声,首次将实际系统中可能出现的所有噪声纳入观测方程,推导出统一的带白噪形式的观测方程.新观测方程在色噪声ARMA辨识基础上,可以直接用于传统的卡尔曼滤波算法,避免了扩维滤波.于是状态参数的稳健估计归结为ARMA参数的辨识.重点研究了自由参数选取与输入噪声之间的关系,将鲁棒支持向量回归机的优化问题转换成最大后验估计问题,为合理选择自由参数提供了理论依据.仿真结果验证了新算法的有效性.