m 序列的完备递归采样法

本文提出了m 序列递归采样的概念,研究并解决了素数周期m 序列的完备递归采样,对周期为合数的情况得到了一些有用的结论。     

GNSS接收机离散化处理对解扩性能的影响

建立扩频信号防混叠滤波、采样、量化与解扩输出关系的数学解析模型,推导得到解扩输出信噪比的解析表达式。分析与仿真表明,当量化位数大于等于4 bit,解扩得到总的信噪比损失可以分解为由量化引起的损失和滤波加采样引起损失的乘积,且量化器最优限幅系数只与量化位数相关;当量化位数小于4 bit时,信噪比损失在一定条件下可近似为量化损失和滤波加采样损失的乘积。当量化位数大于4 bit、滤波器带宽大于5倍码率、采样频率大于4倍码率时,再增大上述参数引起的信噪比损失波动小于0.05 dB,对解扩性能提升不明显。该结论可为实用型全球导航卫星系统接收机前端离散化处理优化设计提供理论指导。     

Combined variance reduction techniques in fully sequential selection procedures

In the past several decades, many ranking‐and‐selection (R&S) procedures have been developed to select the best simulated system with the largest (or smallest) mean performance measure from a finite number of alternatives. A major issue to address in these R&S problems is to balance the trade‐off between the effectiveness (ie, making a correct selection with a high probability) and the efficiency (ie, using a small total number of observations). In this paper, we take a frequentist's point of view by setting a predetermined probability of correct selection while trying to reduce the total sample size, that is, to improve the efficiency but also maintain the effectiveness. In particular, in order to achieve this goal, we investigate combining various variance reduction techniques into the fully sequential framework, resulting in different R&S procedures with either finite‐time or asymptotic statistical validity. Extensive numerical experiments show great improvement in the efficiency of our proposed procedures as compared with several existing procedures.     

Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty

We propose a novel simulation‐based approach for solving two‐stage stochastic programs with recourse and endogenous (decision dependent) uncertainty. The proposed augmented nested sampling approach recasts the stochastic optimization problem as a simulation problem by treating the decision variables as random. The optimal decision is obtained via the mode of the augmented probability model. We illustrate our methodology on a newsvendor problem with stock‐dependent uncertain demand both in single and multi‐item (news‐stand) cases. We provide performance comparisons with Markov chain Monte Carlo and traditional Monte Carlo simulation‐based optimization schemes. Finally, we conclude with directions for future research.     

盲稀疏度下基于粒子滤波的稀疏信号重构

针对现有贪婪迭代类压缩感知重构算法对非高斯量测噪声抵抗性差的问题,提出一种盲稀疏度下基于粒子滤波的稀疏信号重构算法。该算法首先将鲁棒性更高的Huber损失函数替代常规的二次损失函数,用来增加对非高斯噪声的抵抗能力;并且引入粒子滤波实现对原始信号的最优估计,以削弱量测噪声的影响;最后在信号稀疏度未知的条件下,结合稀疏度自适应匹配追踪算法实现盲稀疏度下的原信号重构。理论分析和仿真结果表明,所提算法可以有效抵抗因非高斯噪声干扰或稀疏度未知导致的重构精度降低,且重构性能优于现有典型贪婪迭代类算法。     

加权采样的序列蒙特卡罗滤波技术

在处理非线性滤波问题时,常用的几种通过模型近似或计算近似的滤波方法均在某种特定的情况下具有适用性.近年来随着计算机处理能力的快速发展,提出了序列蒙特卡罗滤波方法,因其在处理复杂的非线性和非高斯问题时表现出强大的潜力而引起广泛关注.详述了序列蒙特卡罗滤波算法的基本思想和原理,对其关键技术进行了归纳分析,并指出了该方法亟待解决的一些难点问题.     

无线传感器网络中多传感器动态自适应调度算法

无线传感器网络中,目标跟踪往往通过节点之间的协作完成。在无迹变换卡尔曼滤波基础上,提出一种多传感器动态自适应调度算法进行目标跟踪。该方法根据预测跟踪精度来确定采样间隔,然后基于特定的检测概率,为下一时刻选择一组传感器,形成一个临时工作组,并指定某一个传感器作为中心节点进行数据融合。仿真结果证明了该算法能有效提高跟踪精度和可靠性。     

Double window acceptance sampling

We introduce the concept of a sequential double window procedure and compare the resulting acceptance test with both a fixed sample size method as well as with the Wald sequential probability ratio test. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

加权随机模拟的时变可靠性分析方法

针对结构时变可靠性的随机模拟分析方法计算代价大的问题,在极值方法的基础上提出基于加权随机模拟的时变可靠性分析策略。时变可靠性分析需要计算在不同时间处的失效概率,通常需要进行多次可靠性分析,计算代价巨大。所提方法通过对常规静态可靠性的随机模拟方法进行改进拓展,运用加权策略分别发展了加权蒙特卡洛法和加权重要抽样法,使之能够高效分析计算时变可靠性问题。所提方法仅需一次常规可靠性分析模拟,即可得到时变失效概率函数估计。采用管状悬臂梁和十杆桁架两个算例进行验证。结果表明,基于加权思想的分析方法在能确保精确度的前提下能够大幅度减小计算量,提高计算效率。     

采用局域像素匹配的随机抽样一致改进算法

为提高图像拼接的配准精度和稳健性,提出基于局域像素匹配的随机抽样一致改进算法。在完成尺度不变特征变换算子或其他算子图像特征提取、特征匹配之后,利用独立于特征匹配点的局域像素,通过参考图像局域像素与映射的待拼接图像局域像素匹配,优选4对最佳特征匹配点,确定最佳单应矩阵。实验结果表明:与随机抽样一致经典算法相比,该方法未明显增加计算耗时,单应矩阵更准确,图像拼接稳健性更好。