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A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts 下载免费PDF全文
Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014 相似文献
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分析间歇采样转发形成的假目标干扰对雷达CFAR检测的影响和间歇采样转发假目标生成机理,给出间歇采样转发假目标产生方法。在此基础上,以雷达一次搜索周期内虚警、漏警造成的检测代价作为检测性能指标,分别分析单元平均恒虚警检测器、有序恒虚警检测器、剔除和平均恒虚警检测器在间歇采样转发假目标干扰下的检测代价。着重分析间歇采样转发干扰关键参数对检测代价的影响。仿真结果表明,间歇采样转发产生的多个假目标显著提高了雷达的检测代价,检测代价受转发占空比、转发功率的影响较大,而受转发频率影响较小。在三种恒虚警检测器的对比中,剔除和平均恒虚警检测器相对于另两种检测器的检测代价更大些。 相似文献
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针对传统欺骗干扰难以对调频斜率极性捷变SAR形成有效干扰的问题,研究了对调频斜率极性捷变SAR进行欠采样转发干扰的方法。通过建立调频斜率极性捷变SAR有限时长欠采样转发干扰信号模型,分析欠采样转发干扰对调频斜率极性捷变SAR的干扰效果。给出假目标数目、位置以及幅度的理论计算公式,在此基础上讨论欠采样周期对干扰效果的影响。利用数字仿真验证了理论分析的正确性。 相似文献
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We consider a stochastic partially observable system that can switch between a normal state and a transient abnormal state before entering a persistent abnormal state. Only the persistent abnormal state requires alarms. The transient and persistent abnormal states may be similar in appearance, which can result in excess false alarms. We propose a partially observable Markov decision process model to minimize the false alarm rate, subject to a given upper bound on the expected alarm delay time. The cost parameter is treated as the Lagrange multiplier, which can be estimated from the bound of the alarm delay. We show that the optimal policy has a control‐limit structure on the probability of persistent abnormality, and derive closed‐form bounds for the control limit and present an algorithm to specify the Lagrange multiplier. We also study a specialized model where the transient and persistent abnormal states have the same observation distribution, in which case an intuitive “watchful‐waiting” policy is optimal. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 320–334, 2016 相似文献
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本文提出一种利用T/R-R型双基地系统识别欺骗式假目标的方法。在给出双基地系统数据相关算法的基础上,提出了真假目标的识别准则,仿真实验表明,该方法在电子战条件下识别欺骗式假目标是行之有效的。 相似文献
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佟瑞坤 《中国人民武装警察部队学院学报》2007,23(1):87-90
关于《儒林外史》的主题,至今众说纷纭。解决这个问题的核心是从这部讽刺小说中找出作者的价值判断。书中所讽刺的各种人物,归于一点,在于学问或人格的“伪妄”。而小说的价值判断标准,即为“真儒”的人格学问之“真”和他们“礼乐兵农”的济世方案之“实”。所以,人才观念上的倡真反伪和社会主张上的弃虚返实,即为小说的基本主题。 相似文献