在非高斯马尔可夫噪声中的Robust检测

文中探讨了在仅已知噪声边缘分布族和相关系数的条件下非高斯马尔可夫噪声中确知信号的Robust检测问题。设噪声样本可表示为一阶AR过程:n_i=ρn_(i-1)+Y_i,(i=1,2,…,N),其中Y_i为独立同分布的随机序列。当p较小时,以检测器效验为性能指标并对ρ取一级和二级近似,分别得到了对应的有记忆和无记忆Robust检测器的结构。     

战时装甲装备修理任务划分标准的探讨

介绍了战时装甲装备的各级修理机构,给出了战时装甲装备修理任务的划分标准,描述了修理对象的分布规律——艾拉姆咖(Эрланга)分布的分布函数和概率密度函数。在此基础上,计算得到了战损某型坦克进入各级修理机构的概率,通过对比分析,发现我军修理任务的划分存在不合理性,俄军修理任务的划分比较科学,建议采用俄军修理任务的划分标准。     

Parallel machine scheduling with job assignment restrictions

In the classical multiprocessor scheduling problem independent jobs must be assigned to parallel, identical machines with the objective of minimizing the makespan. This article explores the effect of assignment restrictions on the jobs for multiprocessor scheduling problems. This means that each job can only be processed on a specific subset of the machines. Particular attention is given to the case of processing times restricted to one of two values, 1 and λ, differing by at most 2. A matching based polynomial time ε‐approximation algorithm is developed that has a performance ratio tending to . This algorithm is shown to have the best possible performance, tending to 3/2, for processing times 1 and 2. For the special case of nested processing sets, i.e., when the sets of machines upon which individual jobs may be assigned are non‐overlapping, the behavior of list scheduling algorithms is explored. Finally, for assignment restrictions determined by just one characteristic of the machines, such as disc storage or memory constraint in the case of high performance computing, we contribute an algorithm that provides a 3/2 worst case bound and runs in time linear in the number of jobs. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

环形区域极点/协方差约束下的模型简化设计

提出离散随机系统模型简化的一种新方法,即环形区域极点／协方差约束下的模型简化方法。这种设计方法的基本思路是构造指定维数的降阶模型,使其匹配给定的环形区域极点和稳态协方差参数,在系统的动态特性和稳态特性方面逼近给定的满阶模型。文中导出了期望的简化模型的存在条件及解析表达式,并提供了一个数值算例。     

军械仓库的物资发放研究

用仿真模型研究了仓库物资的发放过程,定量解决了如何科学合理地分配一条作业线中作业机械的使用问题。根据这一结果,研究了在给定作业量的情况下如何确定作业机械数量的方法。     

动态武器目标分配问题的马尔可夫性

动态武器目标分配(weapon target assignment,WTA)问题是军事运筹学研究的重要理论问题,也是作战指挥决策中迫切需要解决的现实问题。在对动态WTA问题进行描述分析的基础上,运用随机过程理论证明了动态WTA过程的马尔可夫性;给出了该马尔可夫决策过程的状态转移概率的解析表达式,并对其状态特点进行了简要分析。研究结果可以为动态WTA及相关问题的研究提供理论和方法依据。     

Robust adaptive UKF based on SVR for inertial based integrated navigation

Aiming at the problem that the traditional Unscented Kalman Filtering (UKF) algorithm can’t solve the problem that the measurement covariance matrix is unknown and the measured value contains outliers, this paper proposes a robust adaptive UKF algorithm based on Support Vector Regression (SVR). The algorithm combines the advantages of support vector regression with small samples, nonlinear learning ability and online estimation capability of adaptive algorithm based on innovation. Firstly, the SVR model is trained by using the innovation in the sliding window, and the new innovation is monitored. If the deviation between the estimated innovation and the measured innovation exceeds a given threshold, then measured innovation will be replaced by the predicted innovation, and then the processed innovation is used to calculate the measurement noise covariance matrix using the adaptive estimation algorithm. Simulation experiments and measured data experiments show that SVRUKF is significantly better than the traditional UKF, robust UKF and adaptive UKF algorithms for the case where the covariance matrix is unknown and the measured values have outliers.     

分物问题的分法数计算

r个物品分配到n个盒子中,在不同的条件下会有不同的分法数。本文讨论了不同条件下,分法数的计算方法。     

任务分配方式优化问题研究

从军事指挥与管理工作的实际需求出发,利用概率论和军事运筹学理论,描述了统一、自主、混合等任务分配方式的概念、特点及其相互关系,论述了任务分配方式定量分析的基本方法、主要依据和基本指标,建立了完成任务效果的评估模型,在对多种任务分配方式进行定量比较的基础上,揭示了任务分配过程中具有普遍意义的、潜在的实用规则。     

基于Huber权函数的Allan方差非相关差分抗差估计方法

原子钟频率稳定度计算时由于钟差观测异常会导致Allan方差出现较大的估计偏差。本文首先建立了Allan方差的差分估计模型,根据钟差的差分序列统计特性分析了相关差分估计的噪声识别与白化等计算复杂度问题;针对上述难点提出了一种基于Huber权函数的非相关差分抗差估计方法,建立了一种非相关差分序列的构造方法,有效避免了复杂的噪声识别及白化计算,给出了Allan方差的非相关差分抗差估计的推导,并对抗差过程引入的误差累积给出了一种抵消方法;最后给出了完整的抗差估计方案,并利用实测数据进行了实验验证,结果表明本文方法对相位单点跳变、相位阶跃跳变具有显著的抗差能力,抗差估计可使异常引入的相对偏差由近200%降至5%以内。