Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

HLA的雷达目标跟踪算法验证系统

构建了一个基于HLA的雷达目标跟踪分布式仿真系统。采用组件设计思想,实现目标跟踪组件和滤波组件,并将这两套组件嵌入到目标跟踪分布式仿真系统中。实践结果表明:基于组件思想构建的目标跟踪和滤波算法能够很好嵌入到分布式雷达目标跟踪系统中,从而为跟踪算法的合理选择、算法参数的优化设计,以及实际系统的研制提供有力支撑。     

Reliability of a 2‐dimensional k‐within‐consecutive‐r × s‐out‐of‐m × n:F system

A 2‐dimensional rectangular (cylindrical) k‐within‐consecutive‐r × s‐out‐of‐m × n:F system is the rectangular (cylindrical) m × n‐system if the system fails whenever k components in a r × s‐submatrix fail. This paper proposes a recursive algorithm for the reliability of the 2‐dimensional k‐within‐consecutive‐r × s‐out‐m × n:F system, in the rectangular case and the cylindrical case. This algorithm requires min ( O (mk^r(n?s)), O (nk^s(m?r))), and O (mk^rn) computing time in the rectangular case and the cylindrical case, respectively. The proposed algorithm will be demonstrated and some numerical examples will be shown. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 625–637, 2001.     

动态点对点通信天线的自动控制研究

在相对运动平台的点对点通信中,天线如何快速、准确地进行跟踪对准是接收高质量通信信号的保证.针对于动态点对点通信中定向天线对准难的问题,提出了一种基于坐标跟踪法和信号跟踪法的联合天线跟踪控制法,并对此方法进行了系统的软、硬件设计.通过精度分析和试验得出该方法对准精度高,系统易于实现,能够满足微波通信天线对准工程实现中的快与准的要求.     

自适应旁瓣对消在单脉冲跟踪雷达中的应用

跟踪雷达应用自适应旁瓣对消时辅助天线中的期望信号会引起测角误差,若不采取应对措施,雷达无法对目标进行有效跟踪。为解决此问题,提出了一种能消除由辅助天线期望信号引起的测角误差的方法。理论分析和计算机仿真结果表明此方法是有效的。     

自适应采样数粒子滤波算法

基于统计决策规则提出自适应采样数粒子滤波算法,在定义综合性能风险函数的基础上,推导出粒子数与滤波误差方差之间的关系式,使得在跟踪过程中,可以根据目标的机动情况在线调节粒子数,以使跟踪性能达到最优。在Matlab仿真平台下进行了闪烁噪声下的机动目标跟踪实验,结果表明,自适应采样数粒子滤波算法是一种有效的机动目标跟踪方法,跟踪性能较基本粒子滤波算法提高了3.7倍。     

车载高精度稳瞄系统的满意度设计

研究了车载高性能稳瞄系统伺服带宽设计的几个主要约束因素,对运动载体和强冲击振动环境下的扭转谐振等问题进行了深入研究,提出了噪声、精度和机械谐振等综合优化条件下的设计方法,同时对高性能稳瞄头部机构的安装机座提出了扭转谐振的要求以及减小谐振效应的方法.     

Integrating the Services and Harnessing the Military Area Commands

ABSTRACT

The Chinese People’s Liberation Army (PLA) is halfway through a multi-decade modernization process. It has begun a major restructuring effort as it shifts its focus from a traditional continental defensive posture to a more maritime-oriented emphasis. In order to create more balanced joint force, it has adjusted the structure of its highest command organization, the Central Military Commission; abolished the former four General Departments and seven Military Regions; created five new joint Theater Commands and service-level commands for the Army and Rocket Force; and is reducing the size of its active duty force by 300,000 personnel. While seeking to overcome numerous internal obstacles, the PLA continues to develop and improve its capabilities to conduct integrated joint operations to deter a variety of threats to China’s sovereignty and territory and, if deterrence fails, to win informationized local war.     

一种新的高脉冲重复频率雷达多假设跟踪方法

高脉冲重复频率雷达目标跟踪时面临解距离模糊问题。现有方法需要在每个驻留时间内至少2帧检测到目标才能解距离模糊,新近提出的多假设方法虽然可以克服这一不足,但当模糊区间发生变化时会出现解距离模糊错误的情况。针对该问题,提出一种新的多假设方法,基于统计距离最小原则获取正确假设区间以实现目标跟踪,从而克服了现有多假设方法的不足。仿真表明该方法的收敛速度和跟踪精度均优于现有多假设方法。     

基于U-D分解滤波的交互多模型算法

简要回顾了基于相控阵雷达的三维空间中机动目标建模与自适应跟踪的机理,针对交互多模型算法在其跟踪应用过程中可能会出现的滤波发散问题,提出了一种基于U-D分解的交互多模型目标跟踪算法.该算法可以有效地限制交互多模型算法滤波计算过程中的滤波发散的可能性,从而使得IMM算法更加稳定.