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.     

指数寿命产品可靠性增长试验的Bayes分析

针对指数寿命产品的定时、定数截尾试验方案,推广了Mazzuchi-Soyer模型的应用范围。首先引入模型假设,以狄氏分布作为先验分布,综合利用产品研制的历史信息和专家信息,结合产品研制各阶段试验数据,给出了各阶段可靠性的联合后验分布。然后利用Gibbs抽样算法解决后验推断计算问题,得到各阶段产品可靠性的Bayes点估计和区间估计。最后给出产品可靠性增长分析实例,表明了模型的优越性。     

Bayesian enhanced decision making for deteriorating repairable systems with preventive maintenance

Since a system and its components usually deteriorate with age, preventive maintenance (PM) is often performed to restore or keep the function of a system in a good state. Furthermore, PM is capable of improving the health condition of the system and thus prolongs its effective age. There has been a vast amount of research to find optimal PM policies for deteriorating repairable systems. However, such decisions involve numerous uncertainties and the analyses are typically difficult to perform because of the scarcity of data. It is therefore important to make use of all information in an efficient way. In this article, a Bayesian decision model is developed to determine the optimal number of PM actions for systems which are maintained according to a periodic PM policy. A non‐homogeneous Poisson process with a power law failure intensity is used to describe the deteriorating behavior of the repairable system. It is assumed that the status of the system after a PM is somewhere between as good as new for a perfect repair and as good as old for a minimal repair, and for failures between two preventive maintenances, the system undergoes minimal repairs. Finally, a numerical example is given and the results of the proposed approach are discussed after performing sensitivity analysis. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

MIMO-OFDM系统Turbo接收机中的信道估计器

设计了一种新的MIMO-OFDM系统Turbo接收机中的信道估计器.考虑了信道估计误差对编码比特外信息计算的影响,利用软球形译码器的搜索列表和解码器反馈的先验信息对传统EM信道估计中的软信息近似处理进行了修正,获得了更为准确的软符号统计信息用于信道估计,提出了考虑软符号互相关性的Bayesian EM(BEM)信道估计算法.仿真结果表明,新算法较传统EM算法具有更低的误码率和更小的估计均方误差值.     

Network reliability assessment in a random environment

In this paper we consider networks that consist of components operating under a randomly changing common environment. Our work is motivated by power system networks that are subject to fluctuating weather conditions over time that affect the performance of the network. We develop a general setup for any network that is subject to such environment and present results for network reliability assessment under two repair scenarios. We also present Bayesian analysis of network failure data and illustrate how reliability predictions can be obtained for the network. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 574–591, 2003     

Determination of suppliers' optimal quantity discount schedules with heterogeneous buyers

Although the quantity discount problem has been extensively studied in the realm of a single supplier and a single buyer, it is not well understood when a supplier has many different buyers. This paper presents an analysis of a supplier's quantity discount decision when there are many buyers with different demand and cost structures. A common discrete all‐unit quantity discount schedule with many break points is used. After formulating the model, we first analyze buyers' responses to a general discrete quantity discount schedule. This analysis establishes a framework for a supplier to formulate his quantity discount decision. Under this framework, the supplier's optimal quantity discount schedule can be formulated and solved by a simple non‐linear programming model. The applicability of the model is discussed with an application for a large U.S. distribution network. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 46–59, 2002; DOI 10.1002/nav.1052     

MIMO-OFDM最优训练序列设计

推导得到了宽带 MIMO-OFDM 信道模型。在空间相关情况下推导了非盲信道估计的 Bayesian CRB及 Bayesian MMSE。利用 Bayesian CRB 准则对发送的训练序列进行了功率分配,而后利用一种线性规划的方法对带有保护带宽 MIMO-OFDM 训练符号进行子载波功率分配,并利用发端酉矩阵进行最优相位设计。     

空间站零燃料大角度姿态机动路径存在性分析

零燃料大角度姿态机动技术是新近应用在国际空间站的新概念姿态控制技术。构造了以控制力矩陀螺为执行机构的空间站姿态控制动力学模型,在此基础上,建立了空间站本体与控制力矩陀螺之间的角动量守恒关系。针对各类大角度姿态机动任务,通过分析空间站惯量参数与控制力矩陀螺性能参数之间的解析关系,得到了零燃料大角度姿态机动路径的存在性条件。通过规划算例验证了存在性分析的正确性。所提出的零燃料大角度姿态机动存在性条件,为姿态机动路径的存在性判断提供了便捷可行的方法,为零燃料大角度姿态机动技术未来在我国空间站实施的可行性论证提供重要的理论依据。     

基于贝叶斯网络的装甲目标战术企图推理模型构建

以贝叶斯网络理论为基础,分析基于贝叶斯网络的目标企图推理框架,从目标状态、目标性质、战场环境和战术特性4个方面提取节点,在分析这4个节点拓扑结构的基础上,构建了装甲目标战术企图推理的贝叶斯网络拓扑结构。     

KL散度多模块滑动窗口慢特征分析的故障诊断方法

针对传统分块方法根据经验划分子块导致变量特征信息无法充分利用,其单一的建模方式忽略局部信息以及离线模型无法适应时变特性的问题,提出了一种KL (Kullback-Leibler)散度多模块滑动窗口慢特征分析方法。在正常工况数据集中,利用KL散度来度量变量间的距离,同时引入最小误差平方和准则进行聚类,分成两个距离最小的子模块;在此基础上利用慢特征分析方法对每个子模块进行建模,结合滑动窗口对每次采样的数据进行更新,得到最优模型,分别计算监测统计信息,利用支持向量数据描述对故障监测结果进行融合,实现故障诊断。并将该方法应用于田纳西伊斯曼过程的监控中,得到了较高的故障检测率和较低的虚警率,验证了该方法的可行性和有效性。