多类传感器航迹参数关联研究

采用层次型数据融合结构,研究了防空作战(AAW)系统中多类传感器航迹相关问题。首先对目标航迹的真实跟踪概率(TTP)进行了讨论,在两个模型假设的基础上给出了TTP的计算公式。提出利用渐近分析理论研究多类传感器相关参数及其在时间域上参数方程的航迹参数关联问题。在此基础上设计了多类传感器系统中上层处理节点航迹相关算法。     

Parametric inference for component distributions from lifetimes of systems with dependent components

In system reliability analysis, for an n ‐component system, the estimation of the performance of the components in the system is not straightforward in practice, especially when the components are dependent. Here, by assuming the n components in the system to be identically distributed with a common distribution belonging to a scale‐family and the dependence structure between the components being known, we discuss the estimation of the lifetime distributions of the components in the system based on the lifetimes of systems with the same structure. We develop a general framework for inference on the scale parameter of the component lifetime distribution. Specifically, the method of moments estimator (MME) and the maximum likelihood estimator (MLE) are derived for the scale parameter, and the conditions for the existence of the MLE are also discussed. The asymptotic confidence intervals for the scale parameter are also developed based on the MME and the MLE. General simulation procedures for the system lifetime under this model are described. Finally, some examples of two‐ and three‐component systems are presented to illustrate all the inferential procedures developed here. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

考虑Reissner效应的功能梯度柱壳裂纹高阶渐近场

针对考虑Reissner效应的功能梯度柱壳裂纹问题,通过分离变量和级数展开法构造广义位移函数,求得了裂纹尖端高阶渐近场。结果表明：该解类似于Williams解,为此类问题的特征函数,能够描述此类材料各种含裂纹结构的整个应力场和位移场;材料非均匀性对高阶项有显著影响。     

Shock model in Markovian environment

A Markov modulated shock models is studied in this paper. In this model, both the interarrival time and the magnitude of the shock are determined by a Markov process. The system fails whenever a shock magnitude exceeds a pre‐specified level η. Nonexponential bounds of the reliability are given when the interarrival time has heavy‐tailed distribution. The exponential decay of the reliability function and the asymptotic failure rate are also considered for the light‐tailed case. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

一类广义L-统计量的极限分布

假定(X1,Y1),(X2,Y2),…,(Xn,Yn)是取自二维随机向量(X,Y)的独立同分布样本.记X(1)≤X(2)≤…≤X(n)是X1,X2,…,Xn产生的次序统计量,Y[1],Y[2],…,Y[n]是诱导的次序统计量.讨论广义L-统计量Tn=n-1 n∑i=1 J(i/n+1)Y[i]的极限分布,式中J(x)是由实际问题的需要而选取的权函数.在较弱的条件下,证明了Tn的渐近正态性,同时给出了Tn的期望和方差的渐近公式.     

Estimating component characteristics from system failure‐time data

Suppose that failure times are available from a random sample of N systems of a given, fixed design with components which have i.i.d. lifetimes distributed according to a common distribution F. The inverse problem of estimating F from data on observed system lifetimes is considered. Using the known relationship between the system and component lifetime distributions via signature and domination theory, the nonparametric maximum likelihood estimator _N(t) of the component survival function (t) is identified and shown to be accessible numerically in any application of interest. The asymptotic distribution of _N(t) is also identified, facilitating the construction of approximate confidence intervals for (t) for N sufficiently large. Simulation results for samples of size N = 50 and N = 100 for a collection of five parametric lifetime models demonstrate the utility of the recommended estimator. Possible extensions beyond the i.i.d. framework are discussed in the concluding section. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Statistical analysis of exponential lifetimes under an adaptive Type‐II progressive censoring scheme

In this article, a mixture of Type‐I censoring and Type‐II progressive censoring schemes, called an adaptive Type‐II progressive censoring scheme, is introduced for life testing or reliability experiments. For this censoring scheme, the effective sample size m is fixed in advance, and the progressive censoring scheme is provided but the number of items progressively removed from the experiment upon failure may change during the experiment. If the experimental time exceeds a prefixed time T but the number of observed failures does not reach m, we terminate the experiment as soon as possible by adjusting the number of items progressively removed from the experiment upon failure. Computational formulae for the expected total test time are provided. Point and interval estimation of the failure rate for exponentially distributed failure times are discussed for this censoring scheme. The various methods are compared using Monte Carlo simulation. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Dynamic pricing and replenishment: Optimality,bounds, and asymptotics

In many applications, managers face the problem of replenishing and selling products during a finite time horizon. We investigate the problem of making dynamic and joint decisions on product replenishment and selling in order to improve profit. We consider a backlog scenario in which penalty cost (resulting from fulfillment delay) and accommodation cost (resulting from shortage at the end of the selling horizon) are incurred. Based on continuous‐time and discrete‐state dynamic programming, we study the optimal joint decisions and characterize their structural properties. We establish an upper bound for the optimal expected profit and develop a fluid policy by resorting to the deterministic version of the problem (ie, the fluid problem). The fluid policy is shown to be asymptotically optimal for the original stochastic problem when the problem size is sufficiently large. The static nature of the fluid policy and its lack of flexibility in matching supply with demand motivate us to develop a “target‐inventory” heuristic, which is shown, numerically, to be a significant improvement over the fluid policy. Scenarios with discrete feasible sets and lost‐sales are also discussed in this article.     

具时滞的比率型三种群捕食系统的全局渐近稳定性

研究了一类具有时滞的比率型三种群捕食者-食饵系统,给出了系统持续生存的条件。通过构造Lyapunov泛函的方法得到了该系统正平衡态全局渐近稳定的充分条件。